Registered Member
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Recently I have experimented with these two solvers of their latest versions in MSVC2005 32bit to compared their speed with OpenBLAS library as the underline BLAS library for both solvers. My results tell that UmfPack solver is about twice as fast as SuperLU.
However, I have seen in this forum and other places that SuperLU is generally faster than UmfPack. Anybody here can share some thoughts on his/her experiences with this two solvers in Eigen? |
Moderator
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There is no general answer as the result depend a lot on the problem kind. Here are some timings for different kind of problems (left is umfpack, right is superlu):
0.158223 0.229004 0.0274042 0.0241451 0.0347987 0.0297824 0.000803819 0.000865822 0.921781 2.97497 0.000230792 0.000125479 0.00992325 0.0175729 0.000230792 0.000125479 0.00256971 0.00295354 0.00289496 0.0027739 0.00345599 0.00248045 The comparison becomes more subtle when you have to solve for multiple right hand side, in which case you also have to look the factorization time versus solving time. Both libs also depend on a lot of parameters, in particular the ordering method which is of high importance. |
Registered Member
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And does metis helps in all of this?
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