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3700X MKL_DEBUG_CPU_TYPE=5

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Dec 8th, 2019
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  1. N = 10: SVD Chol QR 1000 mult Inv Pinv
  2.  
  3. TIME IN SECONDS (SIZE: 10):
  4. SVD: 0.010724
  5. Cholesky: 0.000121
  6. QR: 0.000102
  7. 1000 matrix products: 0.000978
  8. Inverse: 0.000235
  9. Pseudo-inverse: 0.008301
  10.  
  11. N = 100: SVD Chol QR 100 mult Inv Pinv
  12.  
  13. TIME IN SECONDS (SIZE: 100):
  14. SVD: 0.000877
  15. Cholesky: 0.000169
  16. QR: 0.000522
  17. 100 matrix products: 0.001680
  18. Inverse: 0.000857
  19. Pseudo-inverse: 0.002390
  20.  
  21. N = 1000: SVD Chol QR 100 mult Inv Pinv
  22.  
  23. TIME IN SECONDS (SIZE: 1000):
  24. SVD: 0.060995
  25. Cholesky: 0.003005
  26. QR: 0.011288
  27. 100 matrix products: 1.066179
  28. Inverse: 0.018733
  29. Pseudo-inverse: 0.119604
  30.  
  31. N = 2500: SVD Chol QR 100 mult Inv Pinv
  32.  
  33. TIME IN SECONDS (SIZE: 2500):
  34. SVD: 1.087149
  35. Cholesky: 0.024145
  36. QR: 0.118023
  37. 100 matrix products: 10.184225
  38. Inverse: 0.205022
  39. Pseudo-inverse: 1.965869
  40.  
  41. N = 5000: SVD Chol QR 100 mult Inv Pinv
  42.  
  43. TIME IN SECONDS (SIZE: 5000):
  44. SVD: 16.746239
  45. Cholesky: 0.144962
  46. QR: 0.706574
  47. 100 matrix products: 75.779566
  48. Inverse: 1.104906
  49. Pseudo-inverse: 21.868087
  50.  
  51. N = 7500: SVD Chol QR 10 mult Inv Pinv
  52.  
  53. TIME IN SECONDS (SIZE: 7500):
  54. SVD: 62.725632
  55. Cholesky: 0.450912
  56. QR: 2.398424
  57. 10 matrix products: 24.944887
  58. Inverse: 3.689221
  59. Pseudo-inverse: 77.282525
  60.  
  61. N = 10000: SVD Chol QR 10 mult Inv Pinv
  62.  
  63. TIME IN SECONDS (SIZE: 10000):
  64. SVD: 154.696668
  65. Cholesky: 1.019742
  66. QR: 4.979117
  67. 10 matrix products: 59.793343
  68. Inverse: 8.403795
  69. Pseudo-inverse: 186.965758
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