Re: Sparse matrices

[Carlo De Falco]

> On 5 Mar 2017, at 18:10, Clinton Winant <address@hidden> wrote:
> 
> I would like to optimize the performance of octave on a machine that has 
> multiple processors.  I have optimized LAPACK and BLAS to use parallel 
> threads, and where LAPACK is used, that helps a lot.  I was initially 
> surprised that the enhanced LAPACK did not speed up the execution of, for 
> instance, u=K\F, if K is sparse, but now I realize that sparse matrix 
> calculations are done with a special set of tools (see 
> http://www.obihiro.ac.jp/~suzukim/masuda/octave/html3/octave_113.html)

that page is about ten years old! you should be looking here for more recent 
Octave docs:
https://www.gnu.org/software/octave/doc/interpreter/

> Does anyone know if it is possible to tune the sparse matrix package to take 
> advantage of multiple processors?

Octave relies entirely on suitesparse [1] for the implementation of mldivide 
operator ("\") for sparse matrices [2],
if you can optimize suitesparse that will most likely also affect Octave.

If you want to use iterative solvers like gmres [3] instead of mldivide, using 
the sparsersb [4] package will greatly
improve the performance. 

> Clint

c.

[1] http://faculty.cse.tamu.edu/davis/suitesparse.html
[2] 
https://www.gnu.org/software/octave/doc/interpreter/Techniques-Used-for-Linear-Algebra.html#Techniques-Used-for-Linear-Algebra
    
https://www.gnu.org/software/octave/doc/interpreter/Sparse-Linear-Algebra.html#Sparse-Linear-Algebra
[3] 
https://www.gnu.org/software/octave/doc/interpreter/Specialized-Solvers.html#XREFgmres
[4] https://octave.sourceforge.io/sparsersb/