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Improve quadprod with columnar-only implementation #46

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merged 1 commit into from
Nov 4, 2020
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@jmert jmert commented Oct 28, 2020

First, this removes the option to do row-wise quadratic products since
they aren't being used within this package anyway. That allows removing
the "keyword" argument for choosing which direction to apply.

Second, the original implementation was optimized for the fast vector
outer product (that I got added to SparseArrays in JuliaLang/julia#24980
and made it into Julia v1.2), but when scaling up to multiple columns
the performance was disastrous because the dispatch of a transposed
view led to generic matrix multiplication which did the full
dense-dense style loops. By not using views, we get the desired
sparse matrix multiplication instead.

First, this removes the option to do row-wise quadratic products since
they aren't being used within this package anyway. That allows removing
the "keyword" argument for choosing which direction to apply.

Second, the original implementation was optimized for the fast vector
outer product (that I got added to SparseArrays in JuliaLang/julia#24980
and made it into Julia v1.2), but when scaling up to multiple columns
the performance was disastrous because the dispatch of a transposed
view led to generic matrix multiplication which did the full
dense-dense style loops. By not using views, we get the desired
sparse matrix multiplication instead.
@jmert jmert merged commit f96526c into master Nov 4, 2020
@jmert jmert deleted the quadprod branch November 4, 2020 15:23
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