Avoid `Matrix::diagonal` and limit progress bar updates

UCL / rmcmc

Robust Markov chain Monte Carlo methods in R

http://github-pages.ucl.ac.uk/rmcmc/

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Avoid `Matrix::diagonal` and limit progress bar updates #47

Closed matt-graham closed 1 month ago

matt-graham commented 1 month ago

From some profiling

Matrix-vector multiplications using %*% with Matrix::Diagonal appear to be much slower than just using a diagonal matrix constructed with diag even though nominally this incurs an unecessary quadratic rather than linear cost.
Progress bar updates become bottleneck when chain iterations are very fast.

This PR therefore switches to using diag in place of Matrix::Diagonal and limiting progress bar updates to every 10% (or every 1 iteration if less than 10 iterations).

codecov[bot] commented 1 month ago

Codecov Report

All modified and coverable lines are covered by tests :white_check_mark:

Project coverage is 100.00%. Comparing base (5d29b85) to head (1d3fe26). Report is 1 commits behind head on main.

Additional details and impacted files

```diff @@ Coverage Diff @@ ## main #47 +/- ## ========================================= Coverage 100.00% 100.00% ========================================= Files 11 11 Lines 480 483 +3 ========================================= + Hits 480 483 +3 ```

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