[Gretl-users] Re: Example code of 'eigensym' and way faster 'eiggen2'
On Sat, 11 Jan 2020, Sven Schreiber wrote:
Hm, I'm using a perhaps even older 4-core system _without_ HT
which has
omp_num_threads = 4 as per $sysinfo, and with the brand new snapshot I get:
tiny YES: ratio 0.11
tiny NO: ratio 0.37
So eigensym looks pretty bad "always". Since Ioannis had a newer PC,
this doesn't look like a pre-Haswell CPU issue. Perhaps something
Windows-specific (with OpenMP)?
It's possible there was some specific issue with the openblas
library we've been packaging for Windows, which was quite an old
version. That's now replaced in today's snapshots with a new build
of current OpenBLAS (version 0.3.7). I'd be interested to hear if
that makes any difference.
Oh, one other point. At present eigensym() tests for symmetry of the
input. That's not going to affect the timing much, but maybe we
should junk the test? In some other functions that expect symmetric
input we don't bother to test -- it's up to the user.
Allin