[MATH]Performance issue with SVD calculation for large matrices

[Sudheer Kumar Gattu <Su...@jda.com>]

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


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

[Gilles Sadowski <gi...@gmail.com>]

Hi.

2019-09-05 12:04 UTC+02:00, Sudheer Kumar Gattu <Su...@jda.com>:
> 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
>

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