[SciPy-user] SciPy ATLAS vs. Matlab 7.2 linear algebra benchmarks

[Bart Vandereycken]

Jose Unpingco wrote:
> For this experiment, I create a square matrix with random entries of 
> size 500, 1000, 1500, 2000 and then apply a variety of factorizations to 
> those matrices. Naturally, each of these experiments is run on exactly 
> the same workstation. The times are wall times in seconds.
> 
> The bottom line is that Matlab is still substantially faster than either 
> of the ATLAS library versions. However, the newer developer version 
> (3.7.37) of the ATLAS library is about one third faster than the 
> previous version (3.6). Note that Enthought SciPy distribution includes 
> ATLAS 3.6.

I think you compared the wrong timings. If I compare the svd of scipy 
(atlas 3.6) and matlab 7.2 on my machine I get:

n	500	1000	1500
scipy	0.4	3.9	13	
matlab	0.4	3.9	13

There is no difference between scipy and matlab.

Matlab script:
tic; s = svd(A); toc

Scipy script:
import numpy as NY
import scipy.linalg as LA
import time

t = time.time()
T = LA.svd(A,compute_uv=0)
t = time.time() - t
print t

As you can see the compute_uv=0 is important. The matlab command "s = 
svd(A)" only computes the singular values.


If you want the full output with singular vectors, I get this

n	500	1000	1500
scipy	1.3	10	31
matlab	3.0	32	107

Now scipy is significantly faster! This is probably because matlab's 
output for S is a full matrix and the V is not transposed. Scipy just 
gives you the raw output of lapack svd routines, which is good enough.

Matlab script:
tic; [U,S,V] = svd(A); toc

Scipy script:
import numpy as NY
import scipy.linalg as LA
import time

t = time.time()
T = LA.svd(A)
t = time.time() - t
print t


I suspect the same has happened to the lu and qr routines. It would help 
if you include the benchmark code.

BTW I didn't know atlas 3.7 was that much faster :)

-- bart