OPR-computation-related linear algebra problem

[Ether]

Originally Posted by flameout

Since no-one has done Octave yet, I'll go ahead and do it

Thanks flameout.

I can't do SciLab or R because I don't know how to use those

Just installed SciLab 5.4.1 with Intel Math Kernel Library 10.3 on a 7-year-old desktop PC:

• Intel Pentium D 3.4GHz (x86 Family 15 Model 6 Stepping 4)
  
• 32-bit XP Pro SP3
  
• 500GB Seagate Barracuda 7200

-->stacksize(70000000);
 
-->tic; N=read("N.dat",2509,2509); toc
 ans  = 1.672  
 
-->d=read("d.dat",2509,1);
 
-->tic; x=N\d; toc
 ans  = 1.672  
 
-->tic; Ns=sparse(N); toc
 ans  = 0.141  
 
-->tic(); xs = umfpack(Ns,'\',d); toc
 ans  = 0.14

[flameout]

Originally Posted by Ether

Just installed SciLab 5.4.1 with Intel Math Kernel Library 10.3 on a 7-year-old desktop PC:

Now that I have working SciLab code, I'll go ahead and re-do the tests (with additional instrumentation on the reading). This is on the same computer as before (dual-core, hyperthreaded Intel i5, Linux 3.7.6).

MATLAB R2012b:

>> tic ; N = dlmread('N.dat'); toc
Elapsed time is 3.074810 seconds.
>> tic ; d = dlmread('d.dat'); toc
Elapsed time is 0.006744 seconds.
>> tic ; r = N \ d; toc
Elapsed time is 0.323021 seconds.
>> tic ; dlmwrite('out.dat', r); toc
Elapsed time is 0.124947 seconds.

I noticed that the solve time was very different from my previous run. This may be due to dynamic frequency scaling -- the results in this post (for all software) is with the frequency locked at the highest setting, 2.501 Ghz. It may also be due to a disk read -- I had not loaded MATLAB prior to running the previous test; now it's definitely in the disk cache. The solve is now consistently taking the time reported above, about a third of a second.

GNU Octave 3.6.2:

octave:1> tic ; N = dlmread('N.dat'); toc
Elapsed time is 1.87042 seconds.
octave:2> tic ; d = dlmread('d.dat'); toc
Elapsed time is 0.00241804 seconds.
octave:3> tic ; r = N \ d; toc
Elapsed time is 0.528489 seconds.
octave:4> tic ; dlmwrite('out.dat', r); toc
Elapsed time is 0.00820613 seconds.

Octave seems more consistent. The solve time is higher than for MATLAB, but the I/O times are consistently better.

Scilab 5.3.3:

-->stacksize(70000000);
 
-->tic; N=read("N.dat", 2509, 2509); toc
 ans  =
 
    1.21  
 
-->tic; d=read("d.dat", 2509, 1); toc
 ans  =
 
    0.003  
 
-->tic; x=N\d; toc
 ans  =
 
    1.052  
 
-->tic; Ns=sparse(N); toc
 ans  =
 
    0.081  
 
-->tic(); xs = umfpack(Ns,'\',d); toc
 ans  =
 
    0.081

Scilab failed to read the provided d.dat out of the box (reporting an EOF before it was done reading 2509 rows). I was able to correct this by adding a single newline to the end of d.dat.

FreeMat 4.0:

--> tic ; N = dlmread('N.dat'); toc
ans =
    2.8630
--> tic ; d = dlmread('d.dat'); toc
ans =
    0.0080
--> tic ; r = N \ d; toc
ans =
    3.4270

FreeMat did not have a dlmwrite function, so I haven't reported the write times for it. The time it took to solve the equations was significantly slower than any of the other programs. This did not improve with subsequent runs.

[Ether]

Just installed Octave3.6.4_gcc4.6.2_20130408 on this computer.

Results:

GNU Octave, version 3.6.4

Octave was configured for "i686-pc-mingw32".

octave:1> tic; d = load('k:/MyOctave/d.dat'); toc
Elapsed time is 0.0625 seconds

octave:2> tic; N = load('k:/MyOctave/N.dat'); toc
Elapsed time is 90.0469 seconds

octave:3> tic; r = N \ d; toc
Elapsed time is 1.03125 seconds

octave:4> tic; r = N \ d; toc
Elapsed time is 0.953125 seconds

octave:5> tic; Ns = sparse(N); toc
Elapsed time is 0.0625 seconds
octave:6> tic; rs = Ns \ d; toc
Elapsed time is 0.1875 seconds

octave:7> tic; Ns = sparse(N); toc
Elapsed time is 0.046875 seconds
octave:8> tic; rs = Ns \ d; toc
Elapsed time is 0.171875 seconds

Anybody know why Octave takes so long to load N ?

Load N times, all on the same computer:

Delphi....0.6 seconds

C.........1.3 seconds

SciLab....1.7 seconds

RLab......3.7 seconds

Python....6.5 seconds

Octave...90.0 seconds

[Greg McKaskle]

LV times were on this computer

Win 7 Professional 64-bit
Xeon CPU E5-1620 3.6GHz
16G RAM

Greg McKaskle

[Ether]

Is anybody else running Octave on a machine with 32-bit-XP Pro?

Are you having the same 30 second delay for Octave to load, and 90 seconds to load the 12MB N.dat file?

[Nikhil Bajaj]

I can check after work in the lab this evening if no one gets to it first, Ether!

[Ether]

Originally Posted by Nikhil Bajaj

I can check after work in the lab this evening if no one gets to it first, Ether!

Thank you.

[Foster]

Welcome to RLaB. New users type `help INTRO'
RLaB version 2.1.05 Copyright (C) 1992-97 Ian Searle
RLaB comes with ABSOLUTELY NO WARRANTY; for details type `help warranty'
This is free software, and you are welcome to redistribute it under
certain conditions; type `help conditions' for details
> tic();
> d=readm("d.dat");
> toc()
     21.9
> tic();
> N=readm("N.dat");
> toc()
     28.8
> tic();
> x = solve(N,d,"S");
> toc()
     34.8
>

And right, if you do toc(); you don't get the output. Which isn't wasn't what I expected.

Xeon 2.93 Ghz cluster. But this code may not be doing any multithreading.