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Performance optimizations #33

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mileslucas opened this issue May 14, 2020 · 0 comments
Open

Performance optimizations #33

mileslucas opened this issue May 14, 2020 · 0 comments
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help wanted Extra attention is needed optimization

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@mileslucas
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I have mainly been writing this code to get up to speed with some related research work, so I don't have as much time to try and optimize it after it works. The runtime is about equivalent to when I used nestle in PyCall.jl, but I've never looked at type-stability or optimization. The Bounds.Ellipsoid code has quite a few operations, and so does StatsBase.step!.

If someone wanted easy pickings for contribution, this would be a great opportunity!

@mileslucas mileslucas added help wanted Extra attention is needed optimization labels May 14, 2020
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