bugGNU Octave - Bugs: bug #60577, Detect (sparse) transposed lower...

 
 

bug #60577: Detect (sparse) transposed lower triangular linear systems

Submitter:  Marco Caliari <caliari>
Submitted:  Tue 11 May 2021 06:55:54 AM UTC
 
Category:  Interpreter Severity:  2 - Minor
Priority:  5 - Normal Item Group:  Performance
Status:  None Assigned to:  None
Originator Name:  Open/Closed:  * Open
Release:  * 6.1.0 Operating System:  * GNU/Linux
* Mandatory Fields

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Tue 11 May 2021 06:55:54 AM UTC, original submission:  

If I run the following code with M sparse or full

m = 500;
M = toeplitz(sparse([1,1],[1,2],[4,1],1,m));
R = chol(M); % try it with chol(full(M));
b = randn(m,1);
tic
for i = 1:10000
  R\b;
end
toc
tic
for i = 1:10000
  R'\b;
end
toc

I observe the transposed system 1.5x slower than the untransposed one in the sparse case, while there is no difference in the full case. I have two possible explanations:
1) in the full case the interpreter detects that R' is lower triangular and avoids transposition
2) in the full case the computational cost hides the cost related to transposition

Would it be possible to detect in any case that R' is lower triangular and avoid transposition?

Marco Caliari <caliari>
Project Member

 

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