Closed eriq-augustine closed 6 years ago
I did a quick experiment with floats in ADMM (https://github.com/eriq-augustine/psl/tree/float-admm) and all the results were coming back the same and we gained a 10% - 20% speedup.
Still needs more experiments and development on replacing doubles with floats up the chain to the database.
This has been merged into develop.
Really core code like ADMM generally uses doubles. But, do we really need the precision? Consider the impact of using floats or even fixed point numbers.