Re: [boost] [math] Summer of Code

From: John Maddock (john_at_[hidden])
Date: 2008-04-24 07:45:43

Johan Råde wrote:
> Does the project plan include an optimized SSE implementation
> of the cumulative distribution function
> for the Student t and Fisher F distributions?
> That would be very useful for data-mining applications.

Since those ultimately rely on the incomplete beta: and that's one of the 
functions that I hope we'll be focusing on, then yes up to a point :-)

I'm not sure there's all that much scope for SSE optimisation of that 
function (unless we can optimise the infinite series and continued fractions 
used to make use of parrellel evaluation).  There are some opportunities for 
task-based (ie OpenMP or similar) parrellelism during the computation, and I 
believe Gautam has some other ideas which might work, but this is all very 
much in the realm of "investigate whether it's worth while" at present.

BTW if you (or anyone else for that matter) have any real world test cases 
that Gautam can look into that would be great - I realise there may well be 
confidentiality issues in some cases - but there's not much we can do about 
this I guess?

HTH, John.