"Francesco Perrone" <email@example.com> wrote in message news:firstname.lastname@example.org... > 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.
Please define "tremendously slow." When I use a sample SPD matrix on my machine, it takes about a tenth of a second. YTMV.
A = gallery('minij', 1945); tic [R, p] = chol(A); toc
> 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.
So 3*2048 = 6144 calls to CHOL, averaging about half a second per call, assuming that's the only thing in the loop? Depending on the hardware configuration of your machine, that may not be too bad.
> For the same case, after downloading the LAPACK wrapper > (http://www.mathworks.com/matlabcentral/fileexchange/16777-lapack), 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.
By "the function" do you mean CHOL or the LAPACK wrapper function from the File Exchange? If the former, please send the crash log, a MAT-file containing the matrix, and the exact command you used to Technical Support so we can investigate the cause of the crash. If you mean the LAPACK wrapper function, that suggests that it's not operating correctly. I'd be cautious about using it until you and/or the developer can determine the cause of the crash and correct it.
-- Steve Lord email@example.com To contact Technical Support use the Contact Us link on http://www.mathworks.com YTMV = 'Your Timing May Vary"