Saturday, July 19, 2008

More on Invert performance

The INVERT.EXE as compiled by GAMS and included in the 22.8 beta is somewhat slower than my own version. Here are some statistics:


                                n=1000
2.28 32bit 0:00:06.973
2.28 64bit 0:00:06.705
my version (32 bit) 0:00:03.878 (gams part is 2.27 64 bit)



The margin is larger than I expected (I expected similar performance). Note: the above timings include GAMS times (total elapsed time of the whole run), so they understate the difference in INVERT.EXE performance. When timing invert.exe itself we see a speed difference of a factor two. I would not blink an eye when I see a 10% difference, but 100% difference indicates there must be something going on here. These timings are based on 22.8 beta, so we still have some time (until the final is out) to fix this.

1 comment:

  1. Looks like writing GDX files in string mode is much more expensive in the GAMS GDX interface than in my GDX interface. We will write in "raw" mode, that will speed up my version, but even more the GAMS version.

    ReplyDelete