Bluebit Software Support Forum / Technical Support and Help / Matrix ActiveX Component / SVD decomposition / Latest Posts

RE: SVD decomposition

Trifon — Thu, 22 Nov 2007 04:12:55 GMT

I really cannot understand the reason for such long execution times.

Here is the exact code I run:

Dim A As Matrix

Dim U As Matrix, S As Matrix, V As Matrix

Set A = New Matrix

A.Size 5000, 200

'A.Size 200, 5000

A.FillRandom

Dim t As Single

t = Timer

A.SVD U, S, V

Debug.Print Timer() - t

Execution time is 6.828125 seconds. My machine is a Pentium 4 at 3.2Ghz which is not much faster than yours. Have you tried to run the code on another machine?

Can another forum member test the above code and report results together with machine configuration?

Thanks

RE: SVD decomposition

hooper — Thu, 22 Nov 2007 03:18:48 GMT

hello,

I have tried it once more (with matrix 5000 x 200)

and the results are:

run #1 : 41.96 seconds

run #2 : 1213 (!) seconds (ratio of about 1:30)

machine configuration:

Pentium D 2.86 GHz, 1 G of RAM, XP Pro (SP2)

RE: SVD decomposition

Trifon — Wed, 21 Nov 2007 12:53:35 GMT

What is your machine configuration? (processor and RAM)

I find the execution times unreasonably high!

In my machine with A = 5000x200 I get 6.90625 seconds and for A=200x5000 I get 4.71875 seconds

RE: SVD decomposition

Trifon — Wed, 21 Nov 2007 12:48:38 GMT

Strange ... I do not get similar results in my machine, execution times differ but in a ratio 3:1 which I believe is normal.

Let me check about it and I will let you know.

RE: SVD decomposition

hooper — Wed, 21 Nov 2007 07:44:20 GMT

The same phenomena when decomposing a matrix and the transpose of the matrix...

---hoop says: playing with number might be dangerous---

RE: SVD decomposition

hooper — Wed, 21 Nov 2007 07:18:37 GMT

hmmm sorry but forgot to post the question ;)

Any idea why the execution time is varying between the runs?

I have not checked the correctness of the rusults in the two runs

and thus not sure that both runs deliver a correct decomposition...

--hoop says: palying with number might be dangerous----

SVD decomposition

hooper — Wed, 21 Nov 2007 06:04:03 GMT

I have run the following code fragment twice ( variables declaration has been omitted from the code fragment):

first time with a matrix size of 1950,20 ( exactly as in the code fragment).

second time with matrix dimensions of 20, 1950

the execution time recorded:

3.121094 for the first run
0.03125 for the second run ( 100 times faster !!! )

=========code===========

A.Size 1950, 20 ' A.Size 20, 1950
A.FillRandom
Dim t As Single
t = Timer
A.SVD U, S, V
Debug.Print Timer() - t
==========end of code=====