Comments (2)
As discussed in the review of PR #11, our current UFL implementation is a bit wasteful memory wise and might be easier to speed up using "vector" style calculations rather than matrix multiplies.
from moma.
Just to be clear, the ADMM or AMA does not involve matrix multiplication of those triangular matrices. I would suggest we first transform the weight matrix provided by users to a vector on the R side.
-
Comparison of the two algorithms.
Judging from theoretic time complexity, as dimension grows, DP is faster (O(n)). But considering the nature of path algorithm, I observe that when lambda is relatively small (fewer knots encountered before the algorithm terminated), path algorithm is advantageous for length < 1000. -
Improvement of the heap implementation.
In the sift-up and sift-down operation I use a simpleswap
function. Actually extra copying can be avoided. For example, in a chain a -> b -> c -> d, to sifta
to the right most, we can first storea
somewhere else, and then moveb
,c
andd
to the left sequentially, then pluga
into the slot whered
was. What we are doing in the code is swap ab, then ac, then ad.
from moma.
Related Issues (20)
- End-to-End Tests
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from moma.