Re: Optimisation of statistic calculations

[Ben Pfaff]

John Darrington <address@hidden> writes:

>      2. Use a generic optimization module. GSL provides one that could be
>      hooked in to PSPP.  Different statistical estimation procedures use
>      the same backend algorithms (e.g., sorting for nonparametric routines
>      and Newton-Rhapson for generalized linear models). A single optimizer,
>      or other backend routines, can eliminate a lot of redundancy.
>   
> I briefly looked at the gsl manual, but couldn't see any mention of
> this.  Can you give me a reference to where this is documented?

I think that this is a suggestion about how to reduce code (not
time) redundancy, by taking advantage of algorithms implemented
in GSL.  It's a good idea but orthogonal to avoiding doing the
same calculations repeatedly.
-- 
Ben Pfaff <address@hidden>
Fall 2004 CS140 teaching assistant
CS140 webpage: http://www.stanford.edu/class/cs140