[Gretl-users] Example code of 'eigensym' and way faster 'eiggen2'

Running the following script I get a huge difference timerB = 0.010171000 timerA = 0.22064500 ratio = 21.693540 It does not matter if LOOP2 comes in place of LOOP1. Also I get eigenvalues in descending order in LOOP2 instead of ascending as in eigensym but that's not the issue (I guess). I hope the code has not any silly mistakes. Thanks for your time anyway. Yiannis <\hansl> clear set verbose off mynameisseed = randgen1(i,1000000,10000000) set seed mynameisseed set seed #8402212 reps = 1000 matrices AtA = array(reps) loop i = 1..reps -q A = mrandgen(i,-5,5,4,4) AtA[i] = A'A endloop # LOOP 2 set stopwatch loop i = 1..reps -q matrix V = {} matrix W = {} D = eiggen2(AtA[i],&V,&W) Tmp = mreverse(msortby(Re(D)~Re(V)',1)) D = Tmp[,1] V = Tmp[,2:]' # print D # print V endloop timerB = $stopwatch print timerB # LOOP 1 set stopwatch loop i = 1..reps -q matrix V = {} matrix W = {} D = eigensym(AtA[i],&V) # print D # print V endloop timerA = $stopwatch print timerA ratio = timerA/timerB print ratio </hansl>