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Posted to issues@commons.apache.org by "Wilhelm Burger (JIRA)" <ji...@apache.org> on 2016/11/03 16:15:58 UTC

[jira] [Created] (MATH-1390) LUDecomposition slow on larger matrices

Wilhelm Burger created MATH-1390:
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             Summary: LUDecomposition slow on larger matrices
                 Key: MATH-1390
                 URL: https://issues.apache.org/jira/browse/MATH-1390
             Project: Commons Math
          Issue Type: Improvement
    Affects Versions: 4.0, 3.7
            Reporter: Wilhelm Burger
            Priority: Minor
             Fix For: 4.0, 3.7


Commons-math LUDecomposition runs ca. 10 times slower than the original (referenced) JAMA implementation for a matrix of size 1600 x 1600, slowdown is noticable above size 750 x 750, regardless of matrix type.
It is suggested to revert to the proven (and fast) JAMA implementation and overhaul the LUDecomposition class (and related classes) in the 'linear' package.



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