Re: eig in octave parallel version

[Dmitri A. Sergatskov]

On Mon, Jun 23, 2014 at 11:25 AM, Rui Miguel Soares Pereira <address@hidden> wrote:

Dear all,

I wanted to improve the speed of a code I developed in Octave.
Does anyone know if there is a version of the function eig in a parallel version?
Where can I find it, and what packages are necessary to install?
Do we call it in the same way as in its sequential version?

Thank you very much,
rui

​Using a good optimized blas/lapack libray helps a lot.

On my computer using OpenBlas vs Atlas gives about a factor of 8 improvement

for a simple benchmark:

a = eye(4000)+randn(4000);

tic; eig(a); toc

atlas --> 441 sec

openblas --> 55 sec

Sincerely,

Dmitri.
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