On Thursday, 13 April 2017 at 11:23:32 UTC, jmh530 wrote:


Looks good.

Also, I tried to add the blog to feedly, but it wasn't having any of it. You might want to create an RSS feed for it.

Just an FYI, I was looking at another post

http://www.active-analytics.com/blog/fitting-glm-with-large-datasets/

and the top part is a little confusing because the code below switches it up to do CC=BB*AA instead of CC=AA*BB.

If I'm understanding it correctly, you originally have an mXn matrix times an nXp matrix, then you partition the left hand side to be mXk and the right hand to kXp and loop through and add them up. However, at the top you say that A (which at the top is the left hand variable) is split up by rows. However, the code clearly splits the left hand side (B here) by columns (BB is 5X100 and B is a 10-dimensional list of 5X10 matrices).

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