[julia-users] linear algebra speed comparisons with MATLAB

[Thomas Covert]

I am finding that MATLAB is considerably faster than Julia for simple 
linear algebra work on my machine (mid-2009 macbook pro).  Why might this 
be?  Is this an OpenBLAS vs Intel MKL issue?

For example, on my machine, matrix inversion of a random, symmetric matrix 
is more than twice as fast in MATLAB as it is in Julia:

MATLAB code:
K = randn(2500,2500);
K = K' * K;
tic; inv(K); toc
Elapsed time is 2.182241 seconds.

Julia code:
K = convert(Array{Float32},randn(2500,2500));
K = K' * K;
tic(); inv(K); toc()
elapsed time: 6.249259727 seconds

I'm running a fairly recent MATLAB release (2014a), and versioninfo() in my 
Julia install reads:
Julia Version 0.3.0-prerelease+2918
Commit 104568c* (2014-05-06 22:29 UTC)
Platform Info:
  System: Darwin (x86_64-apple-darwin12.5.0)
  CPU: Intel(R) Core(TM)2 Duo CPU     P8700  @ 2.53GHz
  WORD_SIZE: 64
  BLAS: libgfortblas
  LAPACK: liblapack
  LIBM: libopenlibm

Any advice is much appreciated.