Am 17.01.2020 um 12:13 schrieb Sven Schreiber:
OMP... OPENBLAS... best of 3 runs
<unset/default> <unset/default> 6.4 s
4 4 6.4 s
4 1 6.4 s
1 4 2.9 s
1 1 2.9 s
So the OPENBLAS... settings are irrelevant, but using only a single OMP
thread is twice as fast than gretl's default setting!
(In the script you see that the matrix dimensions are 200x10 and 200x80.)
I guess the underlying Cholesky routine should be checked as well as the
possible root cause.
I would like to ask for comments or for verification of my results from
a couple of days back. At face value it would seem that we could easily
get a pretty drastic speedup in a very relevant function.
But then I guess it depends on some circumstances such as specific
hardware and so on, such that it may be a little bit more complicated?
Because it sounds too good to be true...
thanks
sven