[Gretl-users] Re: Example code of 'eigensym' and way faster 'eiggen2'
Am 11.01.2020 um 21:26 schrieb Allin Cottrell:
On Sat, 11 Jan 2020, Sven Schreiber wrote:
>
> 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.
The snapshot refuses to start, asking for libgfortran-5.dll or something.
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.
Hm, don't know. I remember reading such a warning in the help for some
function. This warning would have to be copied to the eigensym doc I
guess. But for tiny matrices it may make a relative difference I guess.
But what would be the quickest or easiest user-testable way for checking
symmetry? (Can't test because my snapshot isn't starting ;-)
thanks
sven