[Numpy-discussion] performance solving system of equations in numpy and MATLAB

[Derek Homeier]

On 16 Dec 2015, at 8:22 PM, Matthew Brett <matthew.brett at gmail.com> wrote:
> 
>>> In [4]: %time testx = np.linalg.solve(testA, testb)
>>> CPU times: user 1min, sys: 468 ms, total: 1min 1s
>>> Wall time: 15.3 s
>>> 
>>> 
>>> so, it looks like you will need to buy a MKL license separately (which
>>> makes sense for a commercial product).
> 
> If you're on a recent Mac, I would guess that the default
> Accelerate-linked numpy / scipy will be in the same performance range
> as those linked to the MKL, but I am happy to be corrected.
> 
Getting around 30 s wall time here on a not so recent 4-core iMac, so that would seem to fit
(iirc Accelerate should actually largely be using the same machine code as MKL).

Cheers,
					Derek