I’m analyzing the performance of julia linear solver (A,B) vs the Matlab solver. Julia is fast only on the second call of the solver and only for small (A) matrix. Over size of A 500x500, julia solver is always slower than Matlab. Anyone did a similar performance comparison ? I looked for a chart…

He just wants to call a function from an external library so not sure why he would need to rebuild anything?

Yes, i want call MKL as external library. The execution has no error… but seems that the result (if the calculation is made) isn’t stored.

I think you need some “&” in the ccall.

Julia’s arrays are column major so you probably want to use 102. s is for single precision i.e. Float32 and your input is Float64 so you should use the d version of the LAPACK routine If you want to measure the factorization you should call dgetrf where f is for factorization instead of the dgetrs …

[image] andreasnoack: If you want to measure the factorization you should call dgetrf where f is for factorization instead of the dgetrs which is a solver routine for which takes the output of dgetrf as input (as well as a right-hand-side.) Yes i want measure the LU factorization time, but fo…

I’ve done it ! Here the post about my test: [image] Call Intel MKL as external library General Usage No, i haven’t set anything… But i loaded the wrong version of the script… and now it work! Here the working version: # Test MKL solve linear systems N = 10000; A = ran…

Sorry if this is a little orthogonal, but it might be of interest – Julia’s built-in linear solver was a bit slow for my purposes, so I implemented a simple coordinate descent algorithm that solves ordinary least squares about an order of magnitude faster for most of my use cases, and with a signifi…

[image] roryd: OLS_builtin How did you define OlS_builtin?

I wrapped it with: function OLS_builtin{T<:Real}(X::Array{T,2}, y::Array{T,1}) β = X\y return(β) end

@roryd Why not use qr factorization offered by BLAS ? Try Mkl qr factorization, is very fast :wink: Anyway, in my opinion your example can have a huge speed-up using vectorial multiplication instead of using for cycle.

Linear solver \(A, B) performance vs Matlab A\b

General Usage

Tecnezio February 14, 2017, 2:53pm 12

I’ve done it !
Here the post about my test:

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Linear solver \(A, B) performance vs Matlab A\b

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