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@pv
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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