[Gretl-devel] Re: speed of (m)ols with svd
Am 29.12.19 um 17:02 schrieb Allin Cottrell:
On Sun, 29 Dec 2019, Sven Schreiber wrote:
> Hm, I'm not seeing any speedups (with the ridge package which uses the
> svd() function) [...]
I'm seeing about 40 percent gain on this:
Ah, excellent!
Is this actually expected to have an impact also on the Johansen
procedure, or is some other background code used there?
(I'm not talking about the eigenvalue routines, since these haven't been
changed yet AFAIK. But some SVD appeared there as well I think.)
thanks
sven