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poor vector/matrix-proxy performance

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  • Gunter Winkler
    Hallo, one of our students looked at the performance of the cholesky decomposition using ublas. The result is quite surprising: $ for i in 100 200 400 800
    Message 1 of 1 , Aug 24, 2005
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      Hallo,

      one of our students looked at the performance of the cholesky decomposition
      using ublas. The result is quite surprising:

      $ for i in 100 200 400 800 1600; do ./cholesky_test $i ; done
      0: 0 (deco: 0 sec) (prod: 0.02 sec) 100
      0: 0 (deco: 0.01 sec) (prod: 0.01 sec) 100
      0: 0 (deco: 0 sec) (prod: 0.01 sec) 100

      0: 0 (deco: 0.03 sec) (prod: 0.13 sec) 200
      0: 0 (deco: 0.06 sec) (prod: 0.06 sec) 200
      0: 0 (deco: 0.02 sec) (prod: 0.01 sec) 200

      0: 0 (deco: 0.18 sec) (prod: 1.03 sec) 400
      0: 0 (deco: 0.43 sec) (prod: 0.41 sec) 400
      0: 0 (deco: 0.03 sec) (prod: 0.03 sec) 400

      0: 0 (deco: 1.56 sec) (prod: 8.14 sec) 800
      0: 0 (deco: 3.42 sec) (prod: 3.22 sec) 800
      0: 0 (deco: 0.09 sec) (prod: 0.05 sec) 800

      0: 0 (deco: 12.28 sec) (prod: 65.42 sec) 1600
      0: 0 (deco: 26.68 sec) (prod: 25.48 sec) 1600
      0: 0 (deco: 0.28 sec) (prod: 0.09 sec) 1600

      The table lists the times for performing the cholesky decomposition of
      different matrix types and sizes. The first line of each block shows the
      decomposition time of a dense matrix (only accessing the lower triangle). The
      second line uses a (lower) triangular_matrix. This should at least be as fast
      as the dense case but takes 3 times as long. The third line show the times
      for a banded matrix with (at most) 50 bands below the diagonal. (If the
      banded matrix has all maximal possible bands it is even slower than the
      triangular matrix.)

      I suspect the matrix rows/columns and vector ranges to be the source of the
      slow down. So I have to do more research on that.

      see http://www.bauv.unibw-muenchen.de/~winkler/ublas/examples/

      Do you have an idea how to reduce the slow down?

      mfg
      Gunter
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