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Re: Matlab vs. Octave

From: Michael Hanke
Subject: Re: Matlab vs. Octave
Date: Tue, 9 Mar 1999 10:27:34 +0100 (MET)

First I should note that I missed the original posting. So I
apologize if I repeat something.

On Tue, 9 Mar 1999, John W. Eaton wrote:

> On  4-Feb-1999, Eduardo Gallestey <address@hidden> wrote:
> | in the application I am working on (PDE solvers), I must solve a system
> | of typically 2500 ordinary differential equations. Although my PC is
> | fast (PII 400 MHz), the code I have written using Octave's "lsode" is
> | rather slow (some hours !). 
> | 
> | I assume that, among other things, this low performance has to do with
> | the fact that the RHS of my ODE's are written in the Octave's "script
> | language", and not just as C++ dynamically loaded functions.
> | 
> | My first question is:
> | 
> | 1) is that low performance of the script language characteristic for
> | Octave ONLY, or is this phenomena present in Matlab too? Should I expect
> | the same performance if I migrate my code to Matlab? Note that I
> | wouldn't like to do it for at least one thousand of reasons!
> The overhead for function calls in Octave is high.  Whether it is
> higher than for Matlab on similar hardware running a similar OS, I
> don't know.
My (limited!) experiences in comparing ode-solvers on matlab and
octave is that octave is usually faster. This is not true if you can
use the sparse matrix functions of matlab (including numjac).
The latter might be important depending on the properties of your
problem. If the bdf-solver is used, you have to solve a 2500x2500
linear system at every step!
If your discretization results in a stiff or dae system, you can
alternatively try out dassl or one of the routines which I uploaeded
in octave sources.


|  Michael Hanke                Royal Institute of Technology   |
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