Re: [Boost-bugs] [Boost C++ Libraries] #3408: gamma distribution's quantile performance

Subject: Re: [Boost-bugs] [Boost C++ Libraries] #3408: gamma distribution's quantile performance
From: Boost C++ Libraries (noreply_at_[hidden])
Date: 2009-10-06 17:13:28

#3408: gamma distribution's quantile performance
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 Reporter:  chhenning@…          |       Owner:  johnmaddock 
     Type:  Tasks                |      Status:  assigned    
Milestone:  Boost 1.41.0         |   Component:  math        
  Version:  Boost 1.40.0         |    Severity:  Optimization
 Keywords:                       |  
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Comment(by johnmaddock):

 >Can you summaries how you almost doubled the boost performance?

 Lot's of very small tweeks :-)

 To the forward function:

 Look for opportunities to better reuse intermediate results so there are
 fewer special-function calls made.

 To the inverse (and hence quantile):

 * Adjust/fine tune iteration limits so that fewer Halley iterations are
 used to find the inverse.
 * Fixed a couple of bugs in the evaluation of the the "guess" used for
 inital Halley iteration.
 * Improved re-use of intermediate results (fewer function calls).

 Regards, John.

-- 
Ticket URL: <https://svn.boost.org/trac/boost/ticket/3408#comment:11>
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