linalg_benchmarks.scala

import breeze.linalg._

def generateMat(n: Int): DenseMatrix[Double] = {
    val mat = DenseMatrix.zeros[Double](n,n)
    for (k <- 0 until n) {
        var rv = DenseVector.ones[Double](n)
        rv = rv*math.random
        rv(k) = rv(k)*(k+1)
        mat(k,::) := rv.t
    }
    mat
}

// preload netlib-native_system-linux-x86_64.so
val preload = generateMat(1)

val N = 2000

// matrix construction
val s = System.nanoTime; val A = generateMat(N); val e = System.nanoTime; println((e-s)/1e9) //  0.12378400 sec

// matrix inverse
val s = System.nanoTime; val result = inv(A); val e = System.nanoTime; println((e-s)/1e9)    //  7.52344470 sec

// matrix eigen[values/vectors]
val s = System.nanoTime; val result = eig(A); val e = System.nanoTime; println((e-s)/1e9)    // 29.50494831 sec

// singular value decomposition
val s = System.nanoTime; val result = svd(A); val e = System.nanoTime; println((e-s)/1e9)    // 14.71855718 sec