I would like to improve the performance of the LU decomposition speed on my desktop by buying more CPU power. However, I don't know how I should weigh in things like clock speed vs. numbers of cores etc.
The problem: LU decomposition and solving for 1 solution of a NxN band matrix, where N is between 10^5 to 10^6, and the band is about 1000. I use the cgbtrf function for the LU.
I have been thinking of buying two Intel Xeon E5 using the LGA2011 socket for a dual CPU system. However, the price for clock-speed makes the "bang per bucks = total clocks * cores / $US" largest if I choose, say, the 2620 CPU compared to a 2643 or a 2640.
However, I am also aware that the problem will scale linearly by that metric, so I was wondering if anyone could offer some insight into this problem.
Thank you all for your time