Speeding up compensated summation of matrices

ericagol / NbodyGradient.jl

N-body integrator computes derivatives with respect to initial conditions for TTVs, RV, Photodynamics & more

MIT License

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Speeding up compensated summation of matrices #44

Closed ericagol closed 3 years ago

ericagol commented 3 years ago

For the Jacobian computation, we carry out compensated summation when adding in the new Jacobian term. This routine (comp_sum_matrix) is very slow.

Maybe we can use BLAS or other optimized linear algebra routines to carry this out? We might have to allocate a temporary matrix of the same size to do this.

[x] Edit the routine to take the three matrices as well as a tmp matrix.
[x] Carry out the computation with broadcast (will lower to BLAS?).

ericagol commented 3 years ago

This did not work out well - slowed down code by a factor of two due to allocations.