Open martin-ueding opened 4 years ago
I know why it is slow for fixed t0: the matrix is inverted over and over again. This could be improved, but for the cost of some generality.
Using Rcpp
would help, of course. How urgent is this?
It's not at all urgent. It is more of an idea with the importance of “would be nice”.
I am currently waiting for all correlators of two ensembles to be processed through the fixed Hankel method. It will take over an hour. I would think that perhaps this could benefit from being implemented in Rcpp at some point.