Ticket #1161 (closed task: fixed)

Opened 2 years ago

Last modified 2 years ago

Faster PCA

Reported by: lanz Owned by: anze
Milestone: Future Component: library
Severity: minor Keywords:
Cc: matija Blocking:
Blocked By:

Description

Anze (and Matija?), here is a patch that speeds up PCA 2-3x on large data sets with m>n. The implementation is also more straightforward and readable than the current magic transformations.

Since PCA is becoming so feature rich with degrees of freedom and generalized eig. options I am leaving it to you to work out any details this needs to fully conform. I just tested it on a normal case (script attached, run before and after patch).

Enjoy! ;)

Attachments

pca.diff Download (629 bytes) - added by lanz 2 years ago.
pca_compare.py Download (606 bytes) - added by lanz 2 years ago.

Change History

Changed 2 years ago by lanz

Changed 2 years ago by lanz

comment:1 Changed 2 years ago by lanz

  • Status changed from new to closed
  • Resolution set to fixed

Done in [94cb2d76e3f1].

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