[Numpy-discussion] UMFPACK interface is unexpectedly slow

Ioan-Alexandru Lazar alexlz@lmn.pub...
Wed Jul 21 20:10:59 CDT 2010


Hello everyone,

First of all, let me apologize for my earlier message; I made the mistake
of trying to indent my code using SquirrelMail's horrible interface -- and
pressing Tab and Space resulted in sending my (incomplete) e-mail to the
list. Cursed be Opera's keyboard shortcuts now :-).

I'm currently planning to use a Python-based infrastructure for our HPC
project.
I've previously used NumPy and SciPy for basic scientific computing tasks,
so
performance hasn't been quite an issue for me until now. At the moment I'm
not too
sure as to what to do next though, and I was hoping that someone with more
experience in performance-related issues could point me to a way out of this.

The trouble lays in the following piece of code:

===
    w = 2 * math.pi * f
    M = A - (1j*w*E)
    n = M.shape[1]
    B1 = numpy.zeros(n)
    B2 = numpy.zeros(n)
    B1[n-2] = 1.0
    B2[n-1] = 1.0
-> slow part starts here
    umfpack.numeric(M)
    x1 = umfpack.solve( um.UMFPACK_A, M, B1, autoTranspose = False)
    x2 = umfpack.solve( um.UMFPACK_A, M, B2, autoTranspose = False)
    solution = scipy.array([ [ x1[n-2], x2[n-2] ], [ x1[n-1], x2[n-1] ]])
    return solution
====

This isn't really too much -- it's generating a system matrix via
operations that take little time, as I was expecting. Trouble is, the
solve part takes significantly more time than Octave -- about 4 times.

I'm using the stock version of UMFPACK in Ubuntu's repository; it's
compiled against standard BLAS, so it's fairly slow, but so is Octave --
so the problem isn't there.

I'm obviously doing something wrong related to memory management here,
because the memory consumption is also rocketing, but I'm not sure what
exactly it is that I'm doing wrong. Could you point me towards some
relevant documentation describing what I could do in order to improve the
performance, or give me some hint related to that?

Best regards,
Alexandru Lazar


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