forum.alglib.net

ALGLIB forum
It is currently Fri Jun 21, 2024 9:18 pm

All times are UTC


Forum rules


1. This forum can be used for discussion of both ALGLIB-related and general numerical analysis questions
2. This forum is English-only - postings in other languages will be removed.



Post new topic Reply to topic  [ 2 posts ] 
Author Message
 Post subject: How to handle large matrix in alglib
PostPosted: Tue May 24, 2011 6:51 am 
Offline

Joined: Tue May 24, 2011 6:45 am
Posts: 1
Hello

I am wondering how can I handle large matrix in alglib. For example, if the size is 10000*10000, we can not use two dimensional array.

If the matrix is really large, we can only use vector<vector<double>> to maintain it. However, how can I assign it to real_2d_array or ae_matrix structures. If I can, I can use it to handle matrix problems. In my understanding, the inner data structure in real_2d_array and ae_matrix are both pointers. For example, aematrix.ptr.pp_double[i][j] maintains the matrix. In this case, alglib still can not handle large matrix.

Any suggestions?

Thanks.


Top
 Profile  
 
 Post subject: Re: How to handle large matrix in alglib
PostPosted: Tue May 24, 2011 1:04 pm 
Offline
Site Admin

Joined: Fri May 07, 2010 7:06 am
Posts: 918
If you want to handle really large matrices, you should work in 64-bit mode. With 64-bit pointers and integers ALGLIB will easily process your data. Although not too fast - some linear algebra algorithms (SVD and EVD solvers) still rely on Level 2 BLAS which means that their performance will decrease on matrices which does not fit into CPU cache. In this case I recommend you to use ATLAS.


Top
 Profile  
 
Display posts from previous:  Sort by  
Post new topic Reply to topic  [ 2 posts ] 

All times are UTC


Who is online

Users browsing this forum: Google [Bot] and 3 guests


You cannot post new topics in this forum
You cannot reply to topics in this forum
You cannot edit your posts in this forum
You cannot delete your posts in this forum
You cannot post attachments in this forum

Search for:
Jump to:  
cron
Powered by phpBB © 2000, 2002, 2005, 2007 phpBB Group