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Improve performance of fastica #121

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Improve performance of fastica #121

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12 changes: 6 additions & 6 deletions src/ica.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -79,22 +79,22 @@ function fastica!(W::DenseMatrix{T}, # initialized component matrix, size (
# normalize each column
for j = 1:k
w = view(W,:,j)
rmul!(w, 1.0 / sqrt(sum(abs2, w)))
rmul!(w, one(T) / sqrt(sum(abs2, w)))
end

# main loop
chg = NaN
chg = T(NaN)
t = 0
converged = false
while !converged && t < maxiter
@inbounds while !converged && t < maxiter
t += 1
copyto!(Wp, W)

# apply W of previous step
mul!(U, transpose(X), W) # u <- w'x

# compute g(w'x) --> U and E{g'(w'x)} --> E1
_s = 0.0
_s = zero(T)
for j = 1:k
for i = 1:n
u, v = evaluate(fun, U[i,j])
Expand All @@ -105,14 +105,14 @@ function fastica!(W::DenseMatrix{T}, # initialized component matrix, size (
end

# compute E{x g(w'x)} --> Y
rmul!(mul!(Y, X, U), 1.0 / n)
rmul!(mul!(Y, X, U), one(T) / n)

# update w: E{x g(w'x)} - E{g'(w'x)} w := y - e1 * w
for j = 1:k
w = view(W,:,j)
y = view(Y,:,j)
e1 = E1[j]
for i = 1:m
@simd for i = 1:m
w[i] = y[i] - e1 * w[i]
end
end
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