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turnbull: Improve performance of compute_pi 

Faster to repeatedly index Vec than DVector, so work directly with Vec
80% speedup!
This commit is contained in:
RunasSudo 2023-10-22 18:56:27 +11:00
parent 22a2deca89
commit 8205e4acbc
Signed by: RunasSudo
GPG Key ID: 7234E476BF21C61A
1 changed files with 8 additions and 4 deletions
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12
src/turnbull.rs
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@ -328,13 +328,17 @@ fn get_sum_fail_prob(data: &TurnbullData, s: &DVector<f64>) -> DVector<f64> {
}
fn compute_pi(data: &TurnbullData, s: &DVector<f64>, sum_fail_prob: DVector<f64>) -> DVector<f64> {
let mut pi: DVector<f64> = DVector::zeros(data.num_intervals());
for (i, (idx_left, idx_right)) in data.data_time_interval_indexes.iter().enumerate() {
// Faster to repeatedly index Vec than DVector, so first work on Vec then convert to DVector at the end
let mut pi: Vec<f64> = vec![0.0; data.num_intervals()];
let s_vec = s.data.as_vec();
for ((idx_left, idx_right), sum_fail_prob_i) in data.data_time_interval_indexes.iter().zip(sum_fail_prob.iter()) {
for j in *idx_left..(*idx_right + 1) {
pi[j] += s[j] / sum_fail_prob[i] / data.num_obs() as f64;
pi[j] += s_vec[j] / sum_fail_prob_i / data.num_obs() as f64;
}
}
return pi;
return DVector::from_vec(pi);
}
fn compute_hessian(data: &TurnbullData, s: &DVector<f64>) -> DMatrix<f64> {