[Numpy-discussion] performance solving system of equations in numpy and MATLAB

[Matthew Brett]

Hi,

On Wed, Dec 16, 2015 at 6:34 PM, Edison Gustavo Muenz
<edisongustavo at gmail.com> wrote:
> Sometime ago I saw this: https://software.intel.com/sites/campaigns/nest/
>
> I don't know if the "community" license applies in your case though. It is
> worth taking a look at.
>
> On Wed, Dec 16, 2015 at 4:30 PM, Francesc Alted <faltet at gmail.com> wrote:
>>
>> Sorry, I have to correct myself, as per:
>> http://docs.continuum.io/mkl-optimizations/index it seems that Anaconda is
>> not linking with MKL by default (I thought that was the case before?).
>> After installing MKL (conda install mkl), I am getting:
>>
>> In [1]: import numpy as np
>> Vendor:  Continuum Analytics, Inc.
>> Package: mkl
>> Message: trial mode expires in 30 days
>>
>> In [2]: testA = np.random.randn(15000, 15000)
>>
>> In [3]: testb = np.random.randn(15000)
>>
>> In [4]: %time testx = np.linalg.solve(testA, testb)
>> CPU times: user 1min, sys: 468 ms, total: 1min 1s
>> Wall time: 15.3 s
>>
>>
>> so, it looks like you will need to buy a MKL license separately (which
>> makes sense for a commercial product).

If you're on a recent Mac, I would guess that the default
Accelerate-linked numpy / scipy will be in the same performance range
as those linked to the MKL, but I am happy to be corrected.

Cheers,

Matthew