Closed mateuszbaran closed 1 month ago
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I was not aware of the first. For the second I was maybe more focused on the math being correct. Thanks for fixing this :)
This significantly improves performance of interior point Newton method. Together with some light improvements to ManifoldsBase, I got from 9ms to below 3ms on the problem from the test suite. The two biggest issues were:
Y[N, 1]
is really slow. I recommend using things likeY1, Y2 = submanifold_components(N, Y)
in performance-sensitive code. Maybe it would be possible to speed upY[N, 1]
but it would require tinkering with compiler heuristics which is quite difficult and depends on the version of Julia.Not that many potential gains remain as those 3ms are dominated by calls to Hessian and gradient of
g
.