[Gretl-devel] Re: qrdecomp with column pivoting?
On Mon, Jun 6, 2022 at 5:24 PM Sven Schreiber <svetosch(a)gmx.net> wrote:
OTOH, I ran some very crude and simple speed comparisons between
qrdecomp with and without pivoting (on Linux, current git), and
depending on the input the advantage could go either way it seemed,
which I found a little surprising. But then I also ran SVD on the same
input (and also grabbing the optional output), and that went even
faster, so now I'm puzzled... isn't SVD supposed to be the most
expensive thing of the candidates? What am I missing?
Are you doing enough replications to get good resolution from the timer?
Here's what I see for a 100 x 10 random matrix with 10,000 replications:
SVD 0.324311s
QR 0.094924s
QRP 0.114874s
But as I mentioned earlier, big m favors SVD. Here's 800 x 20 with
1000 replications.
SVD 0.137257s
QR 0.231528s
QRP 0.248974s
Allin