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Speed of LU Decomposition

Jun 20, 2012 at 4:39 PM


Has someone some numbers on the LU decomposition speed? More specifically I'm looking for the time it takes to decompose a 1000x1000 dense matrix of Double with various .NET libraries running using a single processor core. Best I have so far is a pure C# implementation which decomposes a 1000x1000 matrix in 1200ms (on a single core).

Thx for your feedback.

Jul 14, 2012 at 9:27 AM

Sorry, don't have numbers, but if single-thread speed is important I'd expect significantly better results with our native providers e.g. to Intel MKL.