Clojurians Log v2

SMILE author claims he writed fastest algorithms.

clojure.core.matrix has SVD method in it

We use (and expose) smile in http://tech.ml.dataset; he is using netlib blas under the covers. It would be interesting to time that against neanderthal but I imagine if you install mkl as your system blas then those timings aren't interesting.

Thanks for the feedback folks! I'm using <http://tech.ml|tech.ml>.dataset, and I didn't time it, but it was at least dozens of minutes on a thousands by thousands matrix.

@metasoarous From my book (1,000 x 100,000 on 7 year old CPU i7-4790k):

(with-release [a (rand-normal! (fge 1000 100000))]
(time (pca (center! a))))
=> "Elapsed time: 355.167051 msecs"

@blueberry Epic 🙂 Thanks!

from which lib @blueberry?

No lib. The handful-of-lines-implementation of PCA explained in the book. Uses Neanderthal for linear algebra.

ah it's you dragan, cool

@metasoarous - Most likely the netlib is falling back on java implementation and not picking up system blas libraries. Regardless, you can transform you dataset to a tensor and from there you can copy it into neanderthal in a fairly straight forward manner and then get subsecond 🙂.

@chrisn Thanks for pointing that out. Realized that I haven't set up blas on this computer yet, so that would explain it. Other than timing things, is there a good way to check whether it's finding the blas routines?

Honestly, i do not know of any aside from timings. The netlib documentation may have more info; perhaps a verbose mode enabled by a java system property.

I would imagine intel mkl is an option and its installation process may have an option to set it as the system blas.