Hi all, I am a Julia novice and I am considering it as a potential alternative to MATLAB. My field is computational nanophotonics and the main numerical technique that I use involves multiple solution of the eigenvalue/eigenvector problem for dense matrices with size of about 1000*1000 (more or less). I tried to run the following nearly equivalent code in Julia and in MATLAB:
Julia code: n = 1000 M = rand(n, n) F = eigfact(M) tic() for i = 1:10 F = eigfact(M) end toc() MATLAB code: n = 1000; M = rand(n, n); [D, V] = eig(M); tic; for i = 1:10 [D, V] = eig(M); end toc It turns out that MATLAB's eig() runs nearly 2.3 times faster than eig() or eigfact() in Julia. On the machine available to me right now (relatively old Core i5 laptop) the average time for MATLAB is of about 37 seconds, while the mean Julia time is of about 85 seconds. I use MATLAB R2010b and Julia 0.3.7 (i tried to run the code both in Juno and in a REPL session and obtained nearly identical results). Is there anything that I'm doing wrong? Best regards, Evgeni