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https://issues.apache.org/jira/browse/MATH-1131?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14044641#comment-14044641
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Thomas Neidhart commented on MATH-1131:
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My previous comment wrt performance of matrix.power(n) was wrong.
This is not the limiting factor when using a BlockRealMatrix as the number of
actual matrix multiplications is only log(n).
The problem when using so large samples is that the matrix elements quickly
grow and lead to NaN computations. The reference code does a special trick when
computing power(n):
* after every multiplication check if the center element is > 1e140 and if so
divide the whole matrix by this factor.
* update the factor each time it is applied to the matrix
* after computing power(n), the factor is applied in a reverse manner on the
element to be returned.
> 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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