OONumerics User : |
From: Philippe Devloo (phil_at_[hidden])
Date: 2007-01-22 19:37:53
Hi,
It seems to me you should use a parallel computer...
On Sunday 21 January 2007 19:35, CIHAN NADIR KAPLAN wrote:
> Hi,
>
> I'm using MS Visual C++ with Visual C++ compiler on WinXP and my processor
> is Intel Pentium M.
>
> I'm calculating matrix exponentials in my program: At each step, I should
> find eigenvectors and eigenvalues of symmetric (real) matrices, and by
> exponantiating the eigenvalues and sandwiching the exponantiated eigenvalue
> matrix between the eigenvector matrix and its inverse, I'm calculating the
> matrix exponential. The problem is, at each step of a "for" loop, I should
> calculate nearly 150000-180000 matrix exponentials, there are thirty steps
> (whick takes ~160 seconds), and this whole procedure should be repeated
> over and over. I realized that calculating the exponentials takes most of
> the computer time (close to 90-95%), and the whole computation is very very
> large... MTL does quite well, before MTL I was using another library that
> was eight times slower. But even the speed gain by MTL is not enough for my
> calculations.
>
> I am going to do HPC, but before that I want my program be as fast as
> possible. Even when doing HPC, the whole procedure will be slow enough, so
> I need a faster numerical library which calculates eigenvalues and
> eigenvectors with great performance. What is the fastest numerical library
> in C++? Or should I quit C++ for faster numerical calculations and switch
> to Fortran?
>
> Any help will be appreciated,
>
> Regards
> Nadir
>
>
> _______________________________________________
> oon-list mailing list
> oon-list_at_[hidden]
> http://www.oonumerics.org/mailman/listinfo.cgi/oon-list
-- Philippe Devloo phil_at_[hidden]