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Feature/parallelizing varpro #42
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parallelizing (part of) the computations is marked as experimental in the docs, since I haven't yet been able to find a usecase where this is actually faster than single-threaded computations. |
Thanks for this, this is very exciting! I don't know much (anything) about the varpro algorithm, but do you know any types of problem that would theoretically be sped up by running in parallel? |
Hey, thank you, first of all. I put a big fat caveat in the docs, because right now the answer is no. My benchmarks show that the parallel computations don't actually benefit the examples, quite the opposite unfortunately. Also only a small part of the calculations can be parallelised at all (calculating the Jacobian). Either I haven't found the right example or the threading overhead is just too much. I don't know yet. Please feel free to play with this and report back to me. The code is well tested and produces the same results as the single threaded code. |
Add the option of letting varpro perform some calculations in parallel.