[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
How should I do for effective solving simultaneous equations using LU de
From: |
Tatsuro MATSUOKA |
Subject: |
How should I do for effective solving simultaneous equations using LU decomposition. (was Re: give me advise for bug #48085) |
Date: |
Mon, 20 Jun 2016 15:10:29 +0900 (JST) |
----- Original Message -----
> From: Tatsuro MATSUOKA
> To: "octave-maintainers
> Date: 2016/6/20, Mon 07:41
> Subject: give me advise for bug #48085
>
>T he bug #48085 is titled as
>
> Slow solving simultaneous equations by LU decomposition for octave 4 on
> windows
>
>
> But the above is not valid due to an advise from Marco Caliari.
>
> This post includes two issues
>
> 1. Slowness of left division on 4.1.0+ on windows
> 2. Slowness of left division by triangular matrix on octave ver. 4
>
> First one should be separated from the second one.
> Please visit bug tracker and give comments and advises.
>
> http://savannah.gnu.org/bugs/?48085
From discussion with Dmitri, the bug tracker #48085 was my misleading.
However, at solving simultaneous Equations, the LU decomposition is not
effective for current octave.
% lutest_vp2.m
more off
Num=3000; ItNum=3000;
rand('seed',1);
A=rand(Num)-0.5;
rand('seed',2);
B=rand(Num,ItNum)-0.5;
disp('LU decomposition');
tic;
[L U P]=lu(A);
toc;
%
disp('Simple left division');
tic;
x=A\B;
toc;
x1=x(:,end);
%
disp('LU decomposition');
disp('c=P*B');
tic;
c=P*B;
toc;
disp('y=L\c');
tic;
y=L\c;
toc;
disp('x=U\y');
tic;
x=U\y;
toc;
x2=x(:,end);
id=1:Num;
plot(id,x1, 'o1',id,x2, '+2');
% end of lutest_vp2.m
The above gives
LU decomposition
Elapsed time is 0.866578 seconds.
Simple left division
Elapsed time is 1.93929 seconds.
LU decomposition
c=P*B
Elapsed time is 0.037025 seconds.
y=L\c
Elapsed time is 0.646434 seconds.
x=U\y
Elapsed time is 0.644429 seconds.
>> 0.866578+0.037025+0.646434+0.644429
ans = 2.1945
The LU decomposition does not give merit for solving simultaneous solutions.
Is this an expected behavior?
Am I misled?
I have asked how to use mldivide for block sparse matrices on linear-algebra
package.
http://octave.1599824.n4.nabble.com/How-to-use-mldivide-for-block-sparse-matrices-on-linear-algebra-package-td4677775.html
but no replies.
If someone gives me comments and advises on this matter, it is grateful for me.
Tatsuro
- give me advise for bug #48085, Tatsuro MATSUOKA, 2016/06/19
- How should I do for effective solving simultaneous equations using LU decomposition. (was Re: give me advise for bug #48085),
Tatsuro MATSUOKA <=