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% STK_BENCHMARK_UPPERTRIANGULAR times some computations with UT matrices
% Copyright Notice
%
% Copyright (C) 2018 CentraleSupelec
%
% Author: Julien Bect <julien.bect@centralesupelec.fr>
% Copying Permission Statement
%
% This file is part of
%
% STK: a Small (Matlab/Octave) Toolbox for Kriging
% (https://github.com/stk-kriging/stk/)
%
% STK is free software: you can redistribute it and/or modify it under
% the terms of the GNU General Public License as published by the Free
% Software Foundation, either version 3 of the License, or (at your
% option) any later version.
%
% STK is distributed in the hope that it will be useful, but WITHOUT
% ANY WARRANTY; without even the implied warranty of MERCHANTABILITY
% or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public
% License for more details.
%
% You should have received a copy of the GNU General Public License
% along with STK. If not, see <http://www.gnu.org/licenses/>.
%% Prepare benchmark
n = 100; NREP = 200;
model = stk_model (@stk_materncov32_iso);
model.param = [0 0];
x = (linspace (0, 1, n))';
K = stk_make_matcov (model, x);
% Assume that the Cholesky factorization of K is available
C = chol (K);
%% First test: K ^ (-1)
tic ();
for i = 1:NREP
M1 = inv (K);
end
t1 = toc ();
tic
for i = 1:NREP
B2 = inv (C');
M2 = B2' * B2;
end
t2 = toc ();
tic
for i = 1:NREP
B3 = linsolve (C, eye (n), struct ('UT', true, 'TRANSA', true));
M3 = B3' * B3;
end
t3 = toc ();
t = [t1 t2 t3]'
%% Second test: W * K^(-1) * W'
W = randn (n);
tic ();
for i = 1:NREP
M1 = W * (inv (K)) * (W');
end
t1 = toc ();
tic
for i = 1:NREP
B2 = (C') \ (W');
M2 = B2' * B2;
end
t2 = toc ();
tic
for i = 1:NREP
B3 = linsolve (C, W', struct ('UT', true, 'TRANSA', true));
M3 = B3' * B3;
end
t3 = toc ();
t = [t1 t2 t3]'
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