Re: make_lsq_spline and conversion to float

Thanks a lot for the explanation. With this information I am now wondering
as well why it became so much slower.
I can only guess it is because the problem is a bit nested (~500000
splines) and a lot of things happen in the surroundings.
So the problem is somewhere else.
Maybe the whole thing got a bit clumsy...and can be structured
differently...time to re-think what actually needs to be done.

Cheers,
Thomas.


Am Di., 26. Okt. 2021 um 15:25 Uhr schrieb Evgeni Burovski <
[email protected]>:

> Hi,
>
> Several reasons, in fact. First and foremost, linear algebra is
> delegated to LAPACK, which only works in floating point. If you're
> using integer values so large that the conversion to float64 is lossy,
> essentially any integer arithmetics is nearly guaranteed to overflow.
> So, the computations should stay in floating-point. There might be a
> case for preserving float32 dtypes, but so far no use case was
> reported, so it's separate.
>
> All in all, you're best off shifting and scaling the inputs yourself.
> I'm actually surprised why this makes things slow : this is only O(N),
> while the linear algebra part should definitely be more costly.
>
> Cheers,
>
> Evgeni
>
> On Tue, Oct 26, 2021 at 9:21 AM Thomas Hilger <[email protected]>
> wrote:
> >
> > Hello,
> >
> > When using make_lsq_spline(x,y,t) with x being int64, I am running into
> the issue that the x-array is internally converted to float. While on an
> int64-level the input x-values are ordered, after the internal conversion
> to float, an exception is raised, because as a result some of these values
> are identical to each other.
> >
> > I was wondering about the reason for that internal conversion to float
> (it seems to reside only in handling complex dtypes or is there some other
> mechanism in Cox-de-Bor algorithm or Cholesky?). It is not obvious to me.
> >
> > Right now I can solve this problem by shifting the x-values, such that
> the numbers are smaller and the conversion does not harm this way. However,
> this makes things really slow or very unhandy codewise.
> >
> > Maybe it is feasible to modify _get_dtype a little?
> >
> > Thanks and cheers,
> > Thomas.
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