How to speed up qz?
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I'm doing a monte carlo algorithm where the majority of the time is spent taking the qz decomposition of a 10x10 matrix. Is there any way to speed qz up?
Accepted Answer
Jan
on 4 May 2011
2 votes
Do you have a multi-core processor but the qz is calculated on one core only? Then split the program to different threads.
Using SINGLE precision data saves 10% time.
QZ uses the ATLAS libs. I don't think that there is a faster implementation.
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