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Faster matrix algebra for Laplace marginals #23

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Tracked by #20
athowes opened this issue Feb 27, 2023 · 0 comments
Open
1 of 3 tasks
Tracked by #20

Faster matrix algebra for Laplace marginals #23

athowes opened this issue Feb 27, 2023 · 0 comments
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enhancement New feature or request

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@athowes
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athowes commented Feb 27, 2023

  • Scope out the possibility for more control over the evaluation of MakeADFun, especially the matrix algebra. This can be started by first understanding the internals of MakeADFun. Could it be replaced with relying on and and the Laplace approximation computed outside of TMB, with parts replaced to speed it up as required
    • Put MakeADFun into development script
    • Click through MakeADFun and write comments as to what is doing which part. Try to find the part which is doing the matrix algebra.
@athowes athowes changed the title Scope out the possibility for more control over the evaluation of , especially the matrix algebra. This can be started by first understanding the internals of . Could it be replaced with relying on and and the Laplace approximation computed outside of TMB, with parts replaced to speed it up as required. Faster matrix algebra Feb 27, 2023
@athowes athowes self-assigned this Mar 1, 2023
@athowes athowes changed the title Faster matrix algebra Faster matrix algebra for Laplace marginals May 5, 2023
@athowes athowes added the enhancement New feature or request label Aug 1, 2023
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