On Tue, Feb 25, 2014 at 6:22 AM, Konstantin Berlin <kber...@gmail.com>wrote:
> Hi, > > I am really having problems believing that matrix copying is the major > problem in an optimization algorithm. Copying is O(N^2) operations. Surely, > for any problem where performance would matter, it is completely dwarfed by > the O(N^3) complexity of actually solving the normal equation. > > Also, I think testing should be done on an actual large problem where > scaling issuing would show up. The 1000x2 jaccobian would results in a 2x2 > normal equation. Surely this is not a good test case. > > Konstantin > As you point out, the test case in question shows how copying dominates computation for massively over-determined systems.
