As Douglas Bates wrote, these benchmarks mainly measures the speed of the
underlying libraries. MATLAB uses MKL from Intel which is often the fastest
library. However, the speed of OpenBLAS can be very different on different
architectures and sometimes it can be faster than MKL. I just tried the
benchmarks on a Linux server where that is the case.
Milan, unfortunately I don't remember which distribution it was. I think it
was a couple of months ago, but I'm not sure.
Med venlig hilsen
Andreas Noack
2014-09-18 19:06 GMT-04:00 Peter Simon <psimon0...@gmail.com>:
> I have found that I get better performance from some openblas routines by
> setting the number of blas threads to the number of physical CPU cores
> (half the number returned by CPU_CORES when hyperthreading is enabled):
>
> Base.blas_set_num_threads(div(CPU_CORES,2))
>
> --Peter
>
>
>
> On Thursday, September 18, 2014 3:09:17 PM UTC-7, Stephan Buchert wrote:
>>
>> Thanks for the tips. I have now compiled julia on my laptop, and the
>> results are:
>>
>> julia> versioninfo()
>> Julia Version 0.3.0+6
>> Commit 7681878* (2014-08-20 20:43 UTC)
>> Platform Info:
>> System: Linux (x86_64-redhat-linux)
>> CPU: Intel(R) Core(TM) i7-4700MQ CPU @ 2.40GHz
>> WORD_SIZE: 64
>> BLAS: libopenblas (USE64BITINT DYNAMIC_ARCH NO_AFFINITY Haswell)
>> LAPACK: libopenblas
>> LIBM: libopenlibm
>> LLVM: libLLVM-3.3
>>
>> julia> include("code/julia/bench.jl")
>> LU decomposition, elapsed time: 0.123349203 seconds
>> FFT , elapsed time: 0.20440579 seconds
>>
>> Matlab r2104a, with [L,U,P] = lu(A); instead of just lu(A);
>> LU decomposition, elapsed time: 0.0586 seconds
>> FFT elapsed time: 0.0809 seconds
>>
>> So a great improvement, but julia seems still 2-3 times slower than
>> matlab, the underlying linear algebra libraries, respectively, and for
>> these two very limited bench marks. Perhaps Matlab found a way to speed
>> their lin.alg. up recently?
>>
>> The Fedora precompiled openblas was installed already at the first test
>> (and presumably used by julia), but, as Andreas has also pointed out, it
>> seems to be significantly slower than an openblas library compiled now with
>> the julia installation.
>>
>>
