"Francesco Perrone" <firstname.lastname@example.org> wrote in message <email@example.com>... > 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/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.
1) Which exact function(s) did you call with the lapack FEX package? And what syntax did you use to call it? I would need to double check this, but my recollection is that this package does a copy-in-copy-out which could be improved upon with a custom mex routine.
2) If you called spptrf, did you do the packing and unpacking on the MATLAB side before you called it? And did you pass it a single class variable? If you intend to pass a double class variable you need to use dpptrf instead.
3) If you need help setting up a custom mex routine to do this I can probably write it for you pretty quickly. Just ask if you need this.