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shachen / PLDS

The Penalized Linear Dynamical System Project
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First, a sparse matrix is used to represent R. #37

Closed jovo closed 9 years ago

jovo commented 9 years ago

this sentence should denote a new section, as it is the tricks we use to be able to do stuff for really large p.

i would also explicitly enumerate all 3 tricks, maybe even with a numbered list.

also, did you parallelize things in an intelligent way? if so, we should definitely mention it.

shachen commented 9 years ago

I didn't explicitly use parallel, but from my experience, matlab will do matrix operations in parallel when allowed. At one time, the job takes over 50 nodes of cluster.