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

On Sun, 12 Jan 2020, Sven Schreiber wrote: I did some testing on Windows 10 today, and I saw the same: eigen() a lot faster than eigensym(), with the update to openblas 0.3.7 not making an appreciable difference. I also found: (a) disabling the symmetry test in eigensym made essentially no difference; (b) restricting the number of OMP threads to the number of real cores didn't change the ordering; and (c) running the script via gretlcli rather than the GUI didn't make a difference (it shouldn't, of course, but just checking). But... I did find that if you scale up the order of the input you eventually reach a breakeven point then eigensum overtakes. On the haswell laptop I was using the breakeven was around order 80, and by order 90 eigensym was substantially faster (on Windows, just to be clear). In further testing on Linux/haswell I saw that eigensym was much faster at order 40, but actually it was slower in the "tiny" case (order 4), though nothing like as much as on Windows. I also saw that both dsyev and dgeev appear to do multi-threading. Pending a proper understanding of what's going on. maybe we should make eigensym() divert to eigen() on Windows for order less than 90 or so. Allin