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January 16, 2015 22:24
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| 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 |
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