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Unnecessary computation of inverse #280

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niklasfries opened this issue Sep 27, 2021 · 3 comments · Fixed by #352
Closed

Unnecessary computation of inverse #280

niklasfries opened this issue Sep 27, 2021 · 3 comments · Fixed by #352

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@niklasfries
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src/weighted_matrix.cpp:72:

R = inv(X.t() * Z) * X.t(); should be R = solve(X.t() * Z, X.t());

This probably doesn't matter for the amounts of data the rest of the implementation is scaled for, but it's good practice and fixed a problem I had with an ill-conditioned matrix.

@martinju
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Thanks! We are working with the scalability of the whole package, so all improvements (even minor ones like this) is very welcome :-)
I'll update this in a PR next week or so.

@AtroXWorf
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@martinju Have you had time to change the above mentioned line?

@martinju
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Nope, but fixing it with a PR now :-)

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3 participants