Hi Ted,
Le 2014-02-25 15:42, Ted Dunning a écrit :
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.
You are right. Massively over-determined systems is also an important
class of problems,
so it needs to be addressed. I am aware there are many other important
classes of
problems, though, so there are probably no silver bullets and what is
important here
is not important elsewhere. There are also cases for which forming the
normal equations
is avoided (mainly for the sake of numerical robustness if I remember
correctly), so
once again no silver bullets.
best regards,
Luc
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