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https://issues.apache.org/jira/browse/MATH-612?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Christopher Nix updated MATH-612:
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Attachment: TriDiagonalTransformer.patch
BiDiagonalTransformer.patch
QRDecompositionImpl.patch
> Optimisation for QRDecomposition, BiDiagonalTransformer and
> TriDiagonalTransformer
> ----------------------------------------------------------------------------------
>
> Key: MATH-612
> URL: https://issues.apache.org/jira/browse/MATH-612
> Project: Commons Math
> Issue Type: Improvement
> Affects Versions: 3.0, Nightly Builds
> Reporter: Christopher Nix
> Priority: Minor
> Labels: patch
> Fix For: 3.0, Nightly Builds
>
> Attachments: BiDiagonalTransformer.patch, QRDecompositionImpl.patch,
> TriDiagonalTransformer.patch
>
>
> QRDecomposition, BiDiagonalTransformer and TriDiagonalTransformer all contain
> methods that create an empty matrix for population in calculations employing
> getEntry and setEntry on the matrix. Methods getEntry and setEntry perform a
> check to ensure the matrix indices are in bounds. This check is not
> necessary if the calling method has already ensured them to be in bounds, for
> example by checking the max and min index as a looping parameter.
> Methods within QRDecomposition, BiDiagonalTransformer and
> TriDiagonalTransformer have significantly improved performance over large
> matrices if, instead of creating an empty RealMatrix and then using getEntry
> and setEntry, we create a double array for direct access and create a
> RealMatrix from it at the end.
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