Two stage algorithm is slower than one stage

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Two stage algorithm is slower than one stage

Postby alexander_p1987 » Tue Jan 08, 2013 11:55 am

Hi!
I tried to compare computational time magma_zheevdx_2stage and magma_zheevdx to find both eigenvectors and eigenvalues and I expected to see that "two stage" algorithm is faster. But I found out that it is 30% slower. Is there any way to make magma_zheevdx_2stage work faster?
Thank you for your help!
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Re: Two stage algorithm is slower than one stage

Postby mgates3 » Tue Jan 08, 2013 1:14 pm

If you are computing ALL the eigenvectors, then it is possible that the 2-stage algorithm is slower (though I'm a bit surprised that it is 30% slower -- depends on your hardware). If you need only a small portion, say 10%, of the eigenvectors, then the 2-stage approach should be faster. The 2-stage algorithm is much faster at computing the eigenvalues, but it adds an extra back-transform step in computing eigenvectors, which offsets the speed gains.
-mark
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Re: Two stage algorithm is slower than one stage

Postby alexander_p1987 » Thu Jan 10, 2013 7:17 am

Thank you for this useful information :)
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