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Re: [Help-gsl] Multidimensional linear fit (and principal component anal

From: Brian Gough
Subject: Re: [Help-gsl] Multidimensional linear fit (and principal component analysis, covariance matrix)
Date: Fri, 19 Dec 2008 17:21:59 +0000
User-agent: Wanderlust/2.14.0 (Africa) Emacs/22.2 Mule/5.0 (SAKAKI)

At Sun, 14 Dec 2008 14:16:07 +0100,
Philipp Klaus Krause wrote:
> Thus I've tried implementing the PCA using gsl. It works fine, but
> currently takes a bit more than 7 seconds to call pca() a million times
> on my system. Since I'm a newbie to gsl I suppose there is a way to
> improve performance. What would you suggest? Dimension will typically be
> 3 or 4.

As a first step, I would suggest profiling the program.  An easy way
to do that on x86 without recompiling anything is to use Valgrind with
the callgrind profiling tool and kcachegrind visualiser.

Brian Gough

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