On Mon, 13 Jan 2020, Sven Schreiber wrote: > Thanks for the thorough testing. Perhaps it would be interesting to also > restrict the number of OMP threads to 1 (instead of ncores)?
Yes, very interesting! See below. > (I don't know how to do that on Windows, except by wrapping the whole > thing in a dummy mpi block with np=1 and omp-threads=1.) google: windows set environment variable. (It's not that hard.) Anyway, here's what I found on forcing single-threaded behavior: * eigensym() is uniformly faster than eigen(), on both Windows and Linux. * It makes more difference to the eigensym() times, but even eigen() is a bit faster when single-threaded. * This applies for matrices up to order 200 (which is as big as I've tried). Just as one example, here's the comparison for input of order 90, on a dual-boot haswell laptop with 2 physical cores, max 4 threads: OMP_NUM_THREADS=1 Win10 Linux eigen: 6.2417s 6.2913s eigensym: 1.7279s 1.5508s OMP_NUM_THREADS=2 Win10 Linux eigen: 6.3512s 6.7276s eigensym: 5.6093s 2.1323s So rather than divert from eigensym to eigen on Windows, what we really want to do is run single-threaded eigensym on both platforms, if we can figure out how to do that. (We don't want everything OMP to be single-threaded.) Allin _______________________________________________ Gretl-users mailing list -- gretl-users@gretlml.univpm.it To unsubscribe send an email to gretl-users-le...@gretlml.univpm.it Website: https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/