
Re: Lapack spptrf function
Posted:
Apr 10, 2013 1:42 PM


Dear Mr. Lord,
yes I am aware of the function CHOL and I am already using it.
But CHOL gets tremendously slow when factorizing, e.g., a 1945*1945 matrix.
Within my code I call CHOL, within a 2048 iterations FOR loop, for three different matrices with the above mentioned size.
The elapsed time is about an hour.
For the same case, after downloading the LAPACK wrapper (http://www.mathworks.com/matlabcentral/fileexchange/16777lapack), the elapsed time was around 17 min less than before: quite a bargain I'd urge.
Btw, after a bunch of tests, MATLAB started crashing at any time I tried calling the function: blatantly, I don't even have a clue why that happened.

