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Benchmark solve_triangular from scipy.linalg
import numpy as np
from scipy import linalg
from datetime import datetime
import gc
mu_sec = 1e-6 # number of seconds in one microseconds
solve_time =[]
solve_triangular_time =[]
dims = np.arange(100, 2020, 20)
for i in dims:
print "Iteration %s of %s" % (i/20, 100)
A = np.tril(np.random.randn(i, i)) + 100 * np.eye(i) # to avoid singularities
Y = np.random.randn(i)
start =
sol1 = linalg.solve_triangular(A, Y, lower=True)
delta = - start
solve_triangular_time.append(delta.seconds + delta.microseconds * mu_sec)
start =
sol2 = linalg.solve(A, Y)
delta = - start
solve_time.append(delta.seconds + delta.microseconds * mu_sec)
# check for consistency
assert np.linalg.norm(sol1 - sol2) < 0.01
import pylab as pl
pl.plot(dims, solve_triangular_time, label='solve_triangular')
pl.plot(dims, solve_time, label='solve')
pl.xlabel('number of dimensions')
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