eig in octave parallel version

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eig in octave parallel version

Rui Pereira
Dear all,

I wanted to improve the speed of a code I developed in Octave.
Does anyone know if there is a version of the function eig in a parallel version?
Where can I find it, and what packages are necessary to install?
Do we call it in the same way as in its sequential version?

Thank you very much,
rui

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Re: eig in octave parallel version

Dmitri A. Sergatskov
On Mon, Jun 23, 2014 at 11:25 AM, Rui Miguel Soares Pereira <[hidden email]> wrote:
Dear all,

I wanted to improve the speed of a code I developed in Octave.
Does anyone know if there is a version of the function eig in a parallel version?
Where can I find it, and what packages are necessary to install?
Do we call it in the same way as in its sequential version?

Thank you very much,
rui


​Using a good optimized blas/lapack libray helps a lot.
On my computer using OpenBlas vs Atlas gives about a factor of 8 improvement
for a simple benchmark:

a = eye(4000)+randn(4000);
tic; eig(a); toc

atlas --> 441 sec
openblas --> 55 sec

Sincerely,

Dmitri.
--


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