LinearAlgebra incredibly slow for eigenvalue problems

drife daranrife at
Fri Jan 28 05:45:13 CET 2005


I need to calculate the eigenvectors and eigenvalues for a 3600 X 3600
covariance matrix.

The LinearAlgebra package in Python is incredibly slow to perform the
above calculations (about 1.5 hours). This in spite of the fact that
I have installed Numeric with the full ATLAS and LAPACK libraries.

Also note that my computer has dual Pentium IV (3.1 GHz) processors
with 2Gb ram.

Every Web discussion I have seen about such issues indicates that
one can expect huge speed ups if one compiles and installs Numeric
linked against the ATLAS and LAPACK libraries.

Even more perplexing is that the same calculation takes a mere 7 min
in Matlab V6.5. Matlab uses both ATLAS and LAPACK.

Moreover, the above calculation takes the same amount of time for
Numeric to complete with --and-- without ATLAS and PACK. I am certain
that I have done the install correctly.

Can anyone provide some insight?
Thanks in advance for your help.


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