Hi Ted,
Le 20140225 15:42, Ted Dunning a écrit :
> On Tue, Feb 25, 2014 at 6:22 AM, Konstantin Berlin
> <kberlin@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 overdetermined systems.
You are right. Massively overdetermined 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

To unsubscribe, email: devunsubscribe@commons.apache.org
For additional commands, email: devhelp@commons.apache.org
