Breeze slower with netlib than without it

[Ivan Nikolaev]

Hello everyone,

I tried posting this once, but it never appeared.

I am learning how to use breeze and have stumbled upon surprising results.

I am doing some simple matrix/vector addition and multiplication operations,

as well as calculating exp and vector sum. When I load netlib-java library

through maven, I get significantly worse performance than without it.

Also, when I use an array of vectors instead of a matrix I get better performance,

which is something that my matlab experience tells me should be the other way 

around.

I am running all this on a MacBook pro with  2.3 GHz Intel Core i7 processor.

Here are the run results:

Without netlib:

Aug 20, 2015 2:58:04 PM com.github.fommil.netlib.BLAS <clinit>

WARNING: Failed to load implementation from: com.github.fommil.netlib.NativeSystemBLAS

Aug 20, 2015 2:58:04 PM com.github.fommil.netlib.BLAS <clinit>

WARNING: Failed to load implementation from: com.github.fommil.netlib.NativeRefBLAS

Vector version took 26.927885357 seconds

Matrix version took 87.750030486 seconds

With netlib:

Aug 20, 2015 3:02:04 PM com.github.fommil.jni.JniLoader liberalLoad

INFO: successfully loaded /var/folders/w6/gnnw541s7v548y5yqd9sqfvc0000gn/T/jniloader8864377321849022943netlib-native_system-osx-x86_64.jnilib

Vector version runs: 148.106227193 seconds

Matrix version runs: 240.031840978 seconds

For comparison, a mex function in Matlab that performs the same calculation:

Elapsed time is 15.725586 seconds.

Any help would be greatly appreciated. Attached is the scala object that I

use to measure performance.

I am going to have to do a lot of optimisation in breeze, if you have any tips for

useful resources, please tell.

Best regards,

Ivan

[Daniel Korzekwa]

try samples(*, ::) instead of samples(::, *) inside of def samplesTransform(samples: DenseMatrix[Double].....

It should be 50% faster, breeze uses column wise representation.

It is a response from some guy to my question on scala vs octave performance I posted on stackoverflow:

"Never quite sure why people think that dedicated library functions in Octave, Matlab, and Mathematica would be in a standard programming language. If they were it would essentially make those products redundant!"

Maybe he is right (:, hope not,, I wish we had in Scala all the goodness of R and Octave/Matlab for statistical and numerical processing. I wish David had 10 bothers or sisters who could help him, eeehh..