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POarmadillo linear system solver (with openblas)
 

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  1. POarmadillo linear system solver (with openblas)
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    <p>I've been testing various open source codes for solving a linear system of equations in C++. So far the fastest I've found is armadillo, using the OPENblas package as well. To solve a dense linear NxN system, where N=5000 takes around 8.3 seconds on my system, which is really really fast (without openblas installed, it takes around 30 seconds).</p> <p>One reason for this increase is that armadillo+openblas seems to enable using multiple threads. It runs on two of my cores, whereas armadillo without openblas only uses 1. I have an i7 processor, so I want to increase the number of cores, and test it further. I'm using ubuntu, so from the openblas documentation I can do in the terminal: </p> <p>export OPENBLAS_NUM_THREADS=4</p> <p>however, running the code again doesn't seem to increase the number of cores being used or the speed. Am i doing something wrong, or is the 2 the max amount for using armadillo's "solve(A,b)" command? I wasn't able to find armadillo's source code anywhere to take a look.</p> <p>Incidentally does anybody know the methods armadillo/openblas use for solving Ax=b (standard LU decomposition with parallelism or something else) ? Thanks! </p> <p>edit: Actually the number of cores stuck at 2 seems to be a bug when installing openblas with synaptic package manager <a href="https://bugs.launchpad.net/ubuntu/+source/openblas/+bug/817212" rel="nofollow">see here</a>. Reinstalling from source allows it to detect how many cores i actutally have (8). Now I can use export OPENBLAS_NUM_THREADS=4 etc to govern it. </p>
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