Created
January 16, 2015 22:06
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| Levinson-Durbin vs. generic solver | |
| T x = y; T.shape == (n, n); y.shape == (n, m) | |
| ============================================================== | |
| n | m | dtype | L-D time | generic time | |
| | | | (seconds) | | |
| -------------------------------------------------------------- | |
| 100 | 1 | float64 | 0.00122 | 0.00189 | |
| 100 | 10 | float64 | 0.00727 | 0.0019 | |
| 100 | 100 | float64 | 0.0666 | 0.00459 | |
| 100 | 1000 | float64 | 0.614 | 0.0171 | |
| 100 | 10000 | float64 | 1.07 | 0.0552 | |
| 300 | 1 | float64 | 0.00353 | 0.0151 | |
| 300 | 10 | float64 | 0.0298 | 0.0181 | |
| 300 | 100 | float64 | 0.29 | 0.02 | |
| 300 | 1000 | float64 | 0.737 | 0.059 | |
| 300 | 10000 | float64 | 2.64 | 0.229 | |
| 1000 | 1 | float64 | 0.0281 | 0.123 | |
| 1000 | 10 | float64 | 0.275 | 0.193 | |
| 1000 | 100 | float64 | 0.758 | 0.247 | |
| 1000 | 1000 | float64 | 2.49 | 0.329 | |
| 1000 | 10000 | float64 | 19.7 | 2.12 | |
| 100 | 1 | complex128 | 0.00182 | 0.00257 | |
| 100 | 10 | complex128 | 0.012 | 0.00337 | |
| 100 | 100 | complex128 | 0.115 | 0.0047 | |
| 100 | 1000 | complex128 | 0.647 | 0.0188 | |
| 100 | 10000 | complex128 | 1.38 | 0.102 | |
| 300 | 1 | complex128 | 0.00788 | 0.0193 | |
| 300 | 10 | complex128 | 0.0698 | 0.0371 | |
| 300 | 100 | complex128 | 0.609 | 0.0312 | |
| 300 | 1000 | complex128 | 1 | 0.122 | |
| 300 | 10000 | complex128 | 5.16 | 0.684 | |
| 1000 | 1 | complex128 | 0.0775 | 0.28 | |
| 1000 | 10 | complex128 | 0.618 | 0.436 | |
| 1000 | 100 | complex128 | 1.03 | 0.484 | |
| 1000 | 1000 | complex128 | 5.22 | 1.18 | |
| 1000 | 10000 | complex128 | 47 | 8.19 |
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