Advanpix Multi precision toolbox

I am seeking an efficient way of doing my numerical calculation in quad or more precision. Using a symbolic toolbox makes the code so slow that I will need years to finish a calculation. I found Advanpix selling a multi-precision toolbox for MATLAB but I am a little skeptical because if someone outside MATLAB can do this why not MATLAB doing it?

Anybody has any experience with Advanpix?

Thank you

Erdem

Answer 1

[Pavel Holoborodko]

"...if someone outside MATLAB can do this why not MATLAB doing it?"

There are many important things which MATLAB is not doing (for whatever reason). For example, see the list of third-party toolboxes for MATLAB here:

http://www.walkingrandomly.com/?p=4452

It is easy to test if Advanpix mp-toolbox suits your needs - full functional trial version is available for download from the website.

P.S. I'm author of Advanpix Multiprecision Computing Toolbox.

[Kamuran]

Let me ask you one more thing. Will Multiprecision Computing Toolbox work with GPU computing such as Matlab's own GPUarray way or using Jacket (I am looking into that from the link you sent me). As you might understood, I am trying to take all the juice Matlab can offer me because I am planing to get into high end CFD calculations where I need all the improvement I can get.

Thank you

[Pavel Holoborodko]

Acceleration by GPU is not supported in toolbox (yet). And yes, huge matrices processing will be painfully slow.

We are working on employing quadruple precision arithmetic (instead of arbitrary precision) for big matrices. Hopefully this will give us significant boost in performance. New version will be ready in a few months...

Update (21 Feb 2013): As was advertised, now Advanpix toolbox implements highly optimized computations with quadruple precision (34 decimal digits). For example, now SVD/EIG are by x70-80 times faster comparing to symbolic toolbox.

Now toolbox makes it even possible to handle large matrices using quadruple precision.

Some examples can be found on the page: Fast Quadruple Precision Computations

Answer 2

[abbe fuchs]

Advanpix mp-toolbox is still unstable and yields a lot of strange results

i got 'Segmentation violation detected' several times

the eig is also unsatisfying

[Pavel Holoborodko]

Could you be more specific please?

What exactly didn't work as expected?

[abbe fuchs]

once there was some problem. But now they have fixed it. It now works quite well.