LinearSolve - consumption time for square and rectangular matrices
- To: mathgroup at smc.vnet.net
- Subject: [mg44013] LinearSolve - consumption time for square and rectangular matrices
- From: kujanp at fel.cvut.cz (Petr Kujan)
- Date: Fri, 17 Oct 2003 05:14:44 -0400 (EDT)
- Sender: owner-wri-mathgroup at wolfram.com
Hello MathGroup,
I don't know about big difference in consumption time in LinearSolve[]
with square/rectangular matrices.
I am using Mathematica 5.0, PC: Duron 750, W2k
Here is example.
(***************************
1.) very fast:
input matrices are square {200,200} and rectangular {200,10}
In[1]:=
*)
SeedRandom[1];
A = Table[Random[],{200},{200}];
B = Table[Random[],{200},{10}];
LinearSolve[A,B];//Timing
(*
Out[1]=
{0.03 Second,Null}
2.) lots slower:
input matrices are rectangular {201,200}, {201,10} - Overdetermined
In[2]:=
*)
SeedRandom[1];
A = Table[Random[],{201},{200}];
B = Table[Random[],{201},{10}];
LinearSolve[A,B];//Timing
(*
Out[2]=
{0.761 Second,Null}
In[3]:=
0.761/.03
Out[3]=
25.3667
***************************)
I expect more difficult computation, but not so difficult.
Where is problem? Exists some option Method for LinerSolve[] or another
trick?
Thank in advance for all your help.
Best regards,
Petr.