[SciPy-user] matrix inversion time (Python vs MATLAB)

David Cournapeau cournape@gmail....
Fri Jan 9 22:44:24 CST 2009


On Sat, Jan 10, 2009 at 4:57 AM, Sturla Molden <sturla@molden.no> wrote:
>> zzzz wrote:
>
>> Which lapack are you using for numpy ?
>
> Or which BLAS?

I use LAPACK generically :) BLAS/LAPACK is the exact term, I guess.

>
> Matlab ships with Intel MKL, at least on Windows. NumPy comes with ATLAS
> (I think)

Numpy does not come with ATLAS: it uses whatever blas/lapack you have
available. If you don't have any, numpy has an internal copy of a
light lapack, which is not the fastest.

>, which may not be optimized properly for the hardware. Bottom
> line: Build libraries like NumPy from source. If you have an Intel
> processor, consider buying an MKL license.

Matrix inversion speed is not a good benchmark if you want to compare
matlab/numpy - it may well be the worse benchmark, actually. I
sometimes have the feeling that people who care about speed do only
matrix inversion/product :)

David


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