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/

Reply via email to