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- Ineffective implementation Relatively Robust Representations algorithm in Intel MKL

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On my pagehttp://www.thesa-store.com/products/ (it is not currently available: see below) (for processor P4, item 2.2) was seen compared my algorithm and the algorithm proposed in the late last century, **Inderjit S. Dhillon** and sold in a package **Interl MKL**, both in speed and accuracy, and the results of comparison were not in favor of this algorithm.

P.S.

The results presented here relates to an improved algorithm, on which information is published on my page. I also want to note that the parallelization of my algorithm is not complete (work on a full parallelization is), making it an advantage over the**RRR algorithm** even more impressive.Regarding the accuracy of the eigenvectors, it is not inferior **RRR algorithm.** My web page (it is not currently available) and publications, which used my diagonalization, can be downloaded here: http://depositfiles.com/files/fmy2ueaad

yuriisig

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04-18-2010
10:50 PM

67 Views

Ineffective implementation Relatively Robust Representations algorithm in Intel MKL

And what we have now? With regard to the orthogonality of vectors, then the implementation in recent releases Intel encouraging. A parallelization in **dstegr Intel MKL** is not implemented, and speed problems.

For the tridiagonal matrix from paragraph 2.2 of the size **n = 30001** is **my result** - with **56.6 sec **(hardware configuration:** i7 860** processor (Speed: **2.80 GHz**), Motherboard **DP55KG,****DDR31333 MHz** (**8 GB**), OS **Windows XP Professional x64** Edition SP2,**Intel MKL** 10.2 Update 4, **EM64T**,**HT** off). And **dstegr Intel MKL** provides **19 min. 37 sec**. (result is given to the frequency of **2.80 GHz** to compensate for **the turbo boost**, because parallelization in **dstegr Intel MKL** is not implemented). **The difference in more than 20 times!**

P.S.

The results presented here relates to an improved algorithm, on which information is published on my page. I also want to note that the parallelization of my algorithm is not complete (work on a full parallelization is), making it an advantage over the

10 Replies

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Gennady_F_Intel

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04-19-2010
01:58 AM

67 Views

Hello Jury,

1) Yes, you are right. This function is not threadedat all. Our implementation of this algorithm is the same as netlib has.

2)how can we verify this? Can you give us the binaries to check the problem on our side?

--Gennady

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Hello Gennady,

mine C-file for testing dstegr Intel MKL? Program implementation of my algorithm, I would not want to give: let Intel representatives come to my house and see that.

--Yurii

yuriisig

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04-19-2010
02:29 AM

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Quoting Gennady Fedorov (Intel)

2)how can we verify this? Can you give us the binaries to check the problem on our side?

--Gennady

mine C-file for testing dstegr Intel MKL? Program implementation of my algorithm, I would not want to give: let Intel representatives come to my house and see that.

--Yurii

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Gennady_F_Intel

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04-19-2010
05:34 AM

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Yurii,

we didn't asked your source files, but binaries files would be better...

--Gennady

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Gennady,

The fact that my algorithms are not published, but only links to the articles (9-11 http://www.thesa-storre.com/products/english.php ), in which they are used. Specialist easy to disassemble the translated code: ie I risk, and you sent me a specialist home, no risk. Previously I skip the tests on my computer, which you have given me.

--Yurii

yuriisig

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04-19-2010
06:17 AM

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The fact that my algorithms are not published, but only links to the articles (9-11 http://www.thesa-storre.com/products/english.php ), in which they are used. Specialist easy to disassemble the translated code: ie I risk, and you sent me a specialist home, no risk. Previously I skip the tests on my computer, which you have given me.

--Yurii

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Gennady,

While I am prepared to provide the source code and the idea of the algorithm, referred to in paragraph 5.1 on my web page http://www.thesa-store.com/products/english.php .

--Yurii

yuriisig

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04-22-2010
06:53 AM

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While I am prepared to provide the source code and the idea of the algorithm, referred to in paragraph 5.1 on my web page http://www.thesa-store.com/products/english.php .

--Yurii

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Hi,

This site containscomparison with**Intel very old MKL 8.0 and 8.1 :(**

What about the latest MKL 10.2.4?

barragan_villanueva_

Valued Contributor I

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04-22-2010
11:39 PM

67 Views

This site containscomparison with

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*What about the latest MKL 10.2.4?*

yuriisig

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04-23-2010
01:45 AM

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Quoting Victor Pasko (Intel)

Yes. But the idea of my algorithms have not changed. And Intel in that time has moved only in addressing the matrix multiplication for IA32 by prof. Granovsky (for 65 nm. processors). And Intel has also significantly improved the RRR algorithm. Regarding the algorithm, which I counterpoise RRR, he is much improved.

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*I also want to note that the parallelization of my algorithm is not complete (work on a full parallelization is)...*Now the algorithm is fully parallel.

yuriisig

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05-31-2010
08:37 PM

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Quoting yuriisig

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I also want to note, except for very low speedof the **RRR algorithm** and the impossibility of parallelism, rather low accuracy of the calculated eigenvectors, that does not allow many of the calculations correctly. But the algorithm for finding the eigenvectors of tridiagonal matrix is the key to finding the eigenvectors of real symmetric matrix. Thus, the **RRR algorithm** makes sense to use if you do not need high accuracy of calculations.

yuriisig

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06-10-2010
09:38 PM

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yuriisig

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09-14-2010
11:29 PM

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Quoting Gennady Fedorov (Intel)

we didn't asked your source files, but binaries files would be better...

Gennady,

can use the source code: this is my gift. Id like to notice that * dlarfb *has a lot of applications so the importance of changes submitted by me is quite high.

http://software.intel.com/en-us/forums/showthread.php?t=77331&o=d&s=lr

--Yurii

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