prod(trans(M),M) performance?

[W Eryk Wolski]

Hello,
hope you can give me some advice.
I tried different types of matrices matrix, mapped_matrix etc.
The best performance for matrix matrix multiplication I am getting with ublas::matrix type. However, even with this type the computation time in release mode for a 1000x1000 band matrix, measured with boost::timer is tremendous: 111.4 s.

I am new to ublas so I am wondering how I can improve to code/compiler settings etc to speed up the computation.

Preporcessor settings: NDEBUG;_CONSOLE;BOOST_UBLAS_NDEBUG, VS2008,  Boost 1.37

namespace bubla = boost::numeric::ublas;
typedef double value_type;
typedef bubla::matrix<value_type> SparseMatrix;
unsigned int m = 1000;
SparseMatrix D(m,m,3*m), X;

bubla::matrix_vector_range<SparseMatrix > mvr(
                    D, bubla::range (0, m ), bubla::range(0, m )
                    );
std::fill(mvr.begin(),mvr.end(),value_type(3.));
bubla::matrix_vector_range<SparseMatrix > mvr2
                    (
                    D, bubla::range (0, m-1 ), bubla::range(1, m )
                    );
std::fill(mvr2.begin(),mvr2.end(),value_type(1.));
bubla::matrix_vector_range<SparseMatrix > mvr3
                    (
                    D, bubla::range (1, m ), bubla::range(0, m )
                    );
std::fill(mvr2.begin(),mvr2.end(),value_type(1.));
boost::timer  t1;
t1.restart();
X = bubla::trans( D );
X = bubla::prod( X , D ) ;
std::cout <<  t1.elapsed() << std::endl;

regards

--
Witold Eryk Wolski

Heidmark str 5
D-28329 Bremen
tel.: [phone]

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[Nasos Iliopoulos]

Some parts of this message have been removed. Learn more about Nabble's security policy.

Witold,
In gcc with -DNDEBUG (and -O2), it runs on 5.7 secs on my laptop.
I would suggest  putting

#define NDEBUG

before including any ublas headers in your cpp files (just in case the compiler is not doing its job) and make sure that you are compiling in RELEASE mode.

my timings:
(qtcreator as ide under linux:)
5.7 secs with -DNDEBUG, RELEASE mode
65 secs with -DNDEBUG, DEBUG mode
30 secs without -DNDEBUG, RELEASE mode
76 without -DNDEBUG, DEBUG mode

Best
Nasos

---

Date: Mon, 26 Oct 2009 09:54:06 +0100
From: wewolski@...
To: ublas@...
Subject: [ublas] prod(trans(M),M) performance?

Hello,
hope you can give me some advice.
I tried different types of matrices matrix, mapped_matrix etc.
The best performance for matrix matrix multiplication I am getting with ublas::matrix type. However, even with this type the computation time in release mode for a 1000x1000 band matrix, measured with boost::timer is tremendous: 111.4 s.

I am new to ublas so I am wondering how I can improve to code/compiler settings etc to speed up the computation.

Preporcessor settings: NDEBUG;_CONSOLE;BOOST_UBLAS_NDEBUG, VS2008,  Boost 1.37

namespace bubla = boost::numeric::ublas;
typedef double value_type;
typedef bubla::matrix<value_type> SparseMatrix;
unsigned int m = 1000;
SparseMatrix D(m,m,3*m), X;

bubla::matrix_vector_range<SparseMatrix > mvr(
                    D, bubla::range (0, m ), bubla::range(0, m )
                    );
std::fill(mvr.begin(),mvr.end(),value_type(3.));
bubla::matrix_vector_range<SparseMatrix > mvr2
                    (
                    D, bubla::range (0, m-1 ), bubla::range(1, m )
                    );
std::fill(mvr2.begin(),mvr2.end(),value_type(1.));
bubla::matrix_vector_range<SparseMatrix > mvr3
                    (
                    D, bubla::range (1, m ), bubla::range(0, m )
                    );
std::fill(mvr2.begin(),mvr2.end(),value_type(1.));
boost::timer  t1;
t1.restart();
X = bubla::trans( D );
X = bubla::prod( X , D ) ;
std::cout <<  t1.elapsed() << std::endl;

regards

--
Witold Eryk Wolski

Heidmark str 5
D-28329 Bremen
tel.: [phone]

---

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