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From Ted Dunning <ted.dunn...@gmail.com>
Subject Re: [math] refactoring least squares
Date Tue, 25 Feb 2014 14:42:37 GMT
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 over-determined systems.

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