Improve PPDNA implementation - Githubissues

fabian-sp / GGLasso

A Python package for General Graphical Lasso computation

MIT License

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Improve PPDNA implementation #33

Closed fabian-sp closed 2 years ago

fabian-sp commented 2 years ago

This PR makes substeps of the PPDNA algorithm more efficient.

remove duplicate calculations of Theta_sol and in Armijo
using tile for constructing the Gamma matrix