Created
October 18, 2011 07:09
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Compare a = pinv(A)*b and a = A\b, with timing in GNU Octave
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function [ti ts delta] = solveTest(n) | |
% Compares a = pinv(A)*b and a = A\b, with timing. | |
%#####################################################% | |
$ Thanks to John D. Cook of | |
$ http://www.johndcook.com/blog/2010/01/19/dont-invert-that-matrix/ | |
$ where he mentioned that solving vs inverting is O(n^2) vs O(n^3) | |
$ | |
% Results: | |
% solveTest(1000); => | |
% 13.55s for inversion, 0.16s for A\b. Difference 0.00 | |
% | |
% solveTest(1500); | |
% 43.69s for inversion, 0.52s for A\b. Difference 0.00 | |
% | |
% solveTest(2000); | |
% 108.68s for inversion, 1.15s for A\b. Difference 0.00 | |
% | |
% on GNU Octave, version 3.2.4 (32bit), Win 7 (64 bit) | |
% | |
% Greetings to the @ml_class team! | |
%#####################################################% | |
%initialize | |
A = rand(n); | |
b = rand(n,1); | |
t0 = time; | |
% solve with inverse | |
Ai = pinv(A); | |
a_i = Ai * b; | |
t1 = time; | |
ti = t1-t0; | |
% solve with A \ b | |
a_s = A \ b; | |
t2 = time; | |
ts = t2 - t1; | |
% compare | |
delta = sum(abs(a_i - a_s)); | |
fprintf("%0.2fs for inversion, %0.2fs for A\\b. Difference %0.2f \n",ti,ts,delta); | |
[ti ts delta]; |
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