Hey Deb, If your goal is to solve the subproblems in ALS, exploring sparsity doesn't give you much benefit because the data is small and dense. Porting either ECOS's or PDCO's implementation but using dense representation should be sufficient. Feel free to open a JIRA and we can move our discussion there.
Best, Xiangrui On Fri, Jul 4, 2014 at 10:19 AM, Debasish Das <debasish.da...@gmail.com> wrote: > I looked further and realized that ECOS used a mex file while PDCO is using > pure Matlab code. So the out-of-box runtime comparison is not fair. > > I am trying to generate PDCO C port. Like ECOS, PDCO also makes use of > sparse support from Tim Davis. > > Thanks. > Deb
