Open willwerscheid opened 5 months ago
Currently the order of updates in backfits are l1, f1, l2, f2, ..., lk, fk. explore using:
(2) should give us some speed-up since we can re-use the computation of YF and Y'L over iterations. See Gillis's book, Algo 8.2 and text for example.
Currently the order of updates in backfits are l1, f1, l2, f2, ..., lk, fk. explore using:
(2) should give us some speed-up since we can re-use the computation of YF and Y'L over iterations. See Gillis's book, Algo 8.2 and text for example.