https://github.com/harusametime/benchmarkingleastsquares

https://github.com/harusametime/benchmarkingleastsquares

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• Host: GitHub
• URL: https://github.com/harusametime/benchmarkingleastsquares
• Owner: harusametime
• Created: 2017-09-05T15:37:12.000Z (over 7 years ago)
• Default Branch: master
• Last Pushed: 2017-09-13T06:14:52.000Z (over 7 years ago)
• Last Synced: 2024-08-12T09:49:45.360Z (4 months ago)
• Language: Python
• Size: 7.81 KB
• Stars: 0
• Watchers: 2
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md

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README

        
# Benchmarking Least Squares

This reports performance of libraries for solving *Ax =b* in the least-squares sense.

# Libralies

- Scipy LSQR (scipy.sparse.linalg.lsqr)

- PySPQR (https://github.com/yig/PySPQR)

  - Use suitesparse-metis-for-windows for installing SuiteSparse

- PySparse (http://pysparse.sourceforge.net/)

- CVXPY+SCS (http://www.cvxpy.org/en/latest/)

# Machine

- OS: Windows 10 Enterprise 64bit

- CPU: Intel(R) Xeon(R) CPU E3-1225 v5 @3.30GHz 

- RAM: 32.0 GB

# Results

Matrix size| Density | Criteria| Scipy LSQR | Scipy LSMR |PySPQR| PySParse |CVXPY+SCS

|:--------:|:-------:|:--------:|:----------:|:-----:|:-----:|:-----:|:--------:|

|2000 x 1000| 0.1    | **Time** | 0.038 sec | 0.016 sec|4.996 sec. |      |0.36 sec.|

|           |        | **Error** | |0.0012 |2.01e-13 |     |0.0021|