[MATH]Performance issue with SVD calculation for large matrices

classic Classic list List threaded Threaded
2 messages Options
Reply | Threaded
Open this post in threaded view
|

[MATH]Performance issue with SVD calculation for large matrices

Sudheer Kumar Gattu

Hi All,

 

We use SingularValueDecomposition(RealMatrix realMatrix) , getSolver() in our project.

For large matrices of size 925*161 , when these API’s are used iteratively. It is taking so much time, Refer attached snapshot.

I have tried this with 3.3 and 3.6.1, both versions perform similarly.

Is there any way to improve the performance of these API’s.

 

 

Regards

Sudheer Gattu

 

Think BIG > Start small > Run fast! Download JDA’s AI/ML buyers guide and get started on your autonomous SCM journey!

To the extent permitted by law, we may monitor electronic communications for the purposes of ensuring compliance with our legal and regulatory obligations and internal policies. We may also collect email traffic headers for analyzing patterns of network traffic and managing client relationships. For additional information see https://jda.com/privacy-policy.


---------------------------------------------------------------------
To unsubscribe, e-mail: [hidden email]
For additional commands, e-mail: [hidden email]
Reply | Threaded
Open this post in threaded view
|

Re: [MATH]Performance issue with SVD calculation for large matrices

Gilles Sadowski-2
Hi.

2019-09-05 12:04 UTC+02:00, Sudheer Kumar Gattu <[hidden email]>:
> Hi All,
>
>
> We use SingularValueDecomposition(RealMatrix realMatrix) , getSolver() in
> our project.
>
> For large matrices of size 925*161 , when these API's are used iteratively.
> It is taking so much time, Refer attached snapshot.

Attachment was probably stripped.
Anyways, I guess that it's the same as on the JIRA page.[1]
If so, it's not very telling.

>
> I have tried this with 3.3 and 3.6.1, both versions perform similarly.

Good to know.
Did you also check the development version?

>
> Is there any way to improve the performance of these API's.
>

Hard to say without a minimal working example.
Best would be to set up unit tests that replicate your usage of the
class, and provide answers to the following questions:
 * What kind of performance do you expect?  Did you compare
with other libraries?
 * Did you investigate how the performance varies with matrix size?
 * Do you observe the same slow-down with other decomposition
classes?
 * Is the behaviour similar with square matrices?
 * Which matrix implementation do you use?

Regards,
Gilles

[1] https://issues.apache.org/jira/browse/MATH-1497

> Regards
> Sudheer Gattu
>

---------------------------------------------------------------------
To unsubscribe, e-mail: [hidden email]
For additional commands, e-mail: [hidden email]