Repository navigation
perf: linalg SVD, Pinv, Lstsq, Eigh, QR, Eig allocate 90-276 times per 64x64 call #104
Description
The linalg decompositions allocate hundreds of times per call on a 64 x 64 matrix, where LAPACK through NumPy allocates a handful of workspaces. The count grows with the matrix side, so the cost is per column or per row, not per call.
Witness (allocation counts, exact under any load; clone at c7b9263, bench/ of the W3 refbench PR)
go test -run TestPerf -perf.record -cpu 1 (GOMAXPROCS=1), 64 x 64 float64:
| row | allocs per call |
|---|---|
linalg.Lstsq / LstsqRcond (64 x 8 right-hand side) |
276 |
linalg.SVD (full_matrices=False) |
265 |
linalg.Pinv / PinvRcond |
255 |
linalg.Eigh |
166 |
linalg.QR |
93 |
linalg.Eig |
89 |
for comparison: linalg.Det / Eigvals / Cholesky |
25 / 25 / 20 |
Pinv and Lstsq rest on SVD (linalg/lstsq.go:35,146, linalg/svd.go:693), so the SVD path is the first place to look. The next measurement should repeat the table at 128 x 128 to confirm the count scales with the side (not run here: only the 64 x 64 counts are recorded).
To do
- Find the per-column / per-row allocations in the SVD, Eigh, QR and Eig paths and hoist them out of the loops (one workspace per call).
- Timing is deferred (1-minute load was 8 to 80 when this was filed); this issue is filed on the allocation witness alone.
🤖 Generated with Claude Code
Activity