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Topic: Lapack spptrf function
Replies: 10   Last Post: Apr 12, 2013 11:08 AM

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James Tursa

Posts: 2,195
Registered: 8/5/09
Re: Lapack spptrf function
Posted: Apr 10, 2013 7:19 PM
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"Francesco Perrone" <francesco86perrone@yahoo.it> wrote in message <kk489l$fnr$1@newscl01ah.mathworks.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.

James Tursa

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