When window length in N-dimensional SSA ends with 1 (for example in Multiple N-d SSA), it is possible to replace full N-d FFT's with N-1 dimensional ones.
Changes are limited to convolution routine, thus are applicable for shaped and weight extensions of SSA; test-cases with applicable window sizes already exist in testthat.
Time measurements for decomposing MNIST (28x28x60000 input, 14x14x1 window; OMP_NUM_THREADS=1, R version 3.4.1):
When window length in N-dimensional SSA ends with 1 (for example in Multiple N-d SSA), it is possible to replace full N-d FFT's with N-1 dimensional ones.
Changes are limited to convolution routine, thus are applicable for shaped and weight extensions of SSA; test-cases with applicable window sizes already exist in testthat.
Time measurements for decomposing MNIST (28x28x60000 input, 14x14x1 window; OMP_NUM_THREADS=1, R version 3.4.1):
This change is