LAPACK speed in Windows distribution

[Tatsuro MATSUOKA]

Hello

--- Alexander Mamonov wrote:

> I have recently built Octave from recent sources with MinGW, and the
> first thing I tried was
> > tic; lu(rand(1000,1000)); toc;
> For my build of Octave I compiled a plain vanilla unoptimized LAPACK
> from netlib (LAPACK-lite), and the result of 0.5 sec versus M*lab's
> 0.24 sec was not surprising to me. Then I compared it with Octave
> 3.0.2 (MinGW) and 3.0.3 (VC) from octave-forge. Both were installed
> with ATLAS chosen by the installer for my machine (SSE3 I believe). To
> my astonishment both 3.0.2 and 3.0.3 have consistently shown a result
> of 1.4sec. That's almost three times slower than the unoptimized (!)
> LAPACK, and roughly six times slower than the result of the commercial
> competitor.
> I want Windows maintainers to be aware of this issue, so that some
> improvements can be made in future versions.
> Regards,
> 
> Alex
Speed on ATLAS strongly depend on the difference in CPU architecture and/or code generated by the
complier. I think it is very difficult problem to solve for generally provided binaries.
 
If you need higher performance for matrix, you should try to build ATLAS or GotoBLAS by your computer
and build octave on cygwin or MinGW.

In my computer (HT^Pentium, prescott 3.4GHz ), I have got 4 times higher Matrix calculation
performance than that obtained octave 3.0.2 (MinGW).

If you want to build octave from source, I have prepared library kit for MinGW build.

http://www.tatsuromatsuoka.com/octave/Eng/Win/index.html

0005 OctaveBuild.zip, 8,380,551 bytes, 2009-04-28, md5 3587b65873be7d5e2b38a671162fa61e, octave build
tool kit under the MinGW
0006 ReadmeBriefOctBuildMingw.html, 11,748 bytes, 2009-05-04, md5 1a52737ad283dfd8178159edc1720dc3,
Brief explanation for the octave build tool kit under the MinGW, plese read this before use.

Regards

Tatsuro



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