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Re: octave speed of eig


From: Dmitri A. Sergatskov
Subject: Re: octave speed of eig
Date: Thu, 22 Feb 2024 16:16:21 -0500

You probably get more replies on https://octave.discourse.group/

ATLAS is pretty much dead and the latest (circa 2018) runs awful 
on all reasonably modern (still 5 years old) computers I tried. 
Openblas is recommended instead.

Are you talking about dense matrices or sparse matrices?
On my 5-years old Ryzen  with dense matrix I see:

octave:1> a=randn(5000);
octave:2> tic; eig(a); toc
Elapsed time is 16.9589 seconds.

Dmitri.


On Thu, Feb 22, 2024 at 2:00 PM Clinton Winant <clinton.winant@gmail.com> wrote:
I am planning on using octave to compute eigenvalues/vectors for largish array.  Is it possible to speed that process by installing ATLAS?  Also which algorithm does octave use for eig if the matrix is not symmetric?  for eigs I assume the answer is arpack?

Thanks so much to all of you.

Clinton

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