[Numpy-discussion] Numpy Benchmarking

[Robert Kern]

Keith Goodman wrote:
> Scipy computes the inverse of a matrix faster than numpy (except if
> the dimensions of x are small). But scipy is slower than numpy for
> eigh (I only checked for symmetric positive definite matrices):

Looks like scipy uses *SYEV and numpy uses the better *SYEVD (the D stands for 
divide-and-conquer) routine. Both should probably be using the RRR versions 
(*SYEVR) if I'm reading the advice in the LUG correctly.

-- 
Robert Kern

"I have come to believe that the whole world is an enigma, a harmless enigma
  that is made terrible by our own mad attempt to interpret it as though it had
  an underlying truth."
   -- Umberto Eco