Skip to content

Instantly share code, notes, and snippets.

@pv
Created January 16, 2015 22:24
Show Gist options
  • Select an option

  • Save pv/b4a5972d95e3a3a3ca1f to your computer and use it in GitHub Desktop.

Select an option

Save pv/b4a5972d95e3a3a3ca1f to your computer and use it in GitHub Desktop.
Levinson-Durbin [Cython version from pr-4302] 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 | 0.000103 | 0.000162
100 | 10 | float64 | 0.000561 | 0.000167
300 | 1 | float64 | 0.000258 | 0.00136
300 | 10 | float64 | 0.00213 | 0.00152
1000 | 1 | float64 | 0.00198 | 0.0336
1000 | 10 | float64 | 0.0193 | 0.0392
100 | 1 | complex128 | 0.000137 | 0.000285
100 | 10 | complex128 | 0.000919 | 0.000339
300 | 1 | complex128 | 0.000515 | 0.00386
300 | 10 | complex128 | 0.00464 | 0.00415
1000 | 1 | complex128 | 0.00473 | 0.113
1000 | 10 | complex128 | 0.0466 | 0.116
Levinson-Durbin [scipy.linalg.blas-using version] 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 | 0.00204 | 0.000147
100 | 10 | float64 | 0.00218 | 0.00016
300 | 1 | float64 | 0.00677 | 0.00135
300 | 10 | float64 | 0.00733 | 0.00148
1000 | 1 | float64 | 0.0262 | 0.0361
1000 | 10 | float64 | 0.0323 | 0.0344
100 | 1 | complex128 | 0.00449 | 0.000278
100 | 10 | complex128 | 0.0027 | 0.000443
300 | 1 | complex128 | 0.00744 | 0.00387
300 | 10 | complex128 | 0.00943 | 0.00417
1000 | 1 | complex128 | 0.0329 | 0.114
1000 | 10 | complex128 | 0.0513 | 0.117
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment