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Dec 7th, 2019
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  1. N = 10: SVD Chol QR 1000 mult Inv Pinv
  2.  
  3. TIME IN SECONDS (SIZE: 10):
  4. SVD: 0.032499
  5. Cholesky: 0.004870
  6. QR: 0.002122
  7. 1000 matrix products: 0.002175
  8. Inverse: 0.005769
  9. Pseudo-inverse: 0.014016
  10.  
  11. N = 100: SVD Chol QR 100 mult Inv Pinv
  12.  
  13. TIME IN SECONDS (SIZE: 100):
  14. SVD: 0.006844
  15. Cholesky: 0.000463
  16. QR: 0.010485
  17. 100 matrix products: 0.001496
  18. Inverse: 0.010834
  19. Pseudo-inverse: 0.007169
  20.  
  21. N = 1000: SVD Chol QR 100 mult Inv Pinv
  22.  
  23. TIME IN SECONDS (SIZE: 1000):
  24. SVD: 0.058823
  25. Cholesky: 0.005785
  26. QR: 0.011553
  27. 100 matrix products: 0.800407
  28. Inverse: 0.021288
  29. Pseudo-inverse: 0.125731
  30.  
  31. N = 2500: SVD Chol QR 100 mult Inv Pinv
  32.  
  33. TIME IN SECONDS (SIZE: 2500):
  34. SVD: 0.583267
  35. Cholesky: 0.016080
  36. QR: 0.084911
  37. 100 matrix products: 8.225527
  38. Inverse: 0.198667
  39. Pseudo-inverse: 1.500927
  40.  
  41. N = 5000: SVD Chol QR 100 mult Inv Pinv
  42.  
  43. TIME IN SECONDS (SIZE: 5000):
  44. SVD: 12.032553
  45. Cholesky: 0.109168
  46. QR: 0.594310
  47. 100 matrix products: 58.355853
  48. Inverse: 1.036939
  49. Pseudo-inverse: 16.041908
  50.  
  51. N = 7500: SVD Chol QR 10 mult Inv Pinv
  52.  
  53. TIME IN SECONDS (SIZE: 7500):
  54. SVD: 50.623627
  55. Cholesky: 0.319766
  56. QR: 1.683411
  57. 10 matrix products: 19.572219
  58. Inverse: 3.002002
  59. Pseudo-inverse: 59.488896
  60.  
  61. N = 10000: SVD Chol QR 10 mult Inv Pinv
  62.  
  63. TIME IN SECONDS (SIZE: 10000):
  64. SVD: 123.003595
  65. Cholesky: 0.706434
  66. QR: 3.496059
  67. 10 matrix products: 44.502006
  68. Inverse: 6.511843
  69. Pseudo-inverse: 144.840927
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