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https://issues.apache.org/jira/browse/MATH-1131?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14044029#comment-14044029
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Thomas Neidhart commented on MATH-1131:
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Yes, I did the same test, and the unit test still pass successfully.
The reason it still takes quite long is related to the input data: in your
example you have 10000 samples.
To evaluate the result we need to calculate the pow of the calculated H matrix
(~ 500x500) like this:
{noformat}
final RealMatrix Hpower = H.power(n);
{noformat}
Now, n is 10000, which makes this a *very* expensive operation. I do not know
if there is a reasonable approximation for this.
> Kolmogorov-Smirnov Tests takes 'forever' on 10,000 item dataset
> ---------------------------------------------------------------
>
> Key: MATH-1131
> URL: https://issues.apache.org/jira/browse/MATH-1131
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 3.3
> Environment: Java 8
> Reporter: Schalk W. Cronjé
> Attachments: 1.txt, ReproduceKsIssue.groovy, ReproduceKsIssue.java
>
>
> I have code simplified to the following:
> KolmogorovSmirnovTest kst = new KolmogorovSmirnovTest();
> NormalDistribution nd = new NormalDistribution(mean,stddev);
> kst.kolmogorovSmirnovTest(nd,dataset)
> I find that for my dataset of 10,000 items, the call to kolmogorovSmirnovTest
> takes 'forever'. It has not returned after nearly 15minutes and in one my my
> tests has gone over 150MB in memory usage.
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