QuantEcon / QuantEcon/BasisMatrices.jl

Pruning of "should be zero" entries in Spline basis matrices

Open
#42 0 comments 0 reactions 0 assignees View on GitHub

Nobody has claimed this yet.

Dominant language
Julia
Stars
33
Forks
20
PR merge metrics
No merged PRs in 30d

Description

When evaluating a basis matrix for a spline at the knots, you should get back the identity matrix. Currently, we always store k+1 elements per row (k being order of the spline basis functions) even when this isn't strictly necessary.

We could be more strategic/aggresive in pruning the basis matrix so non-zeros are not stored.

Note this would only work properly for CSC format, and not for the custom SplineSparse

Contributor guide

No contributing guide indexed for this repository

First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Start by tracing basis-matrix evaluation and CSC storage for spline values at the knots; the issue does not name specific files or tests. Compare the resulting matrix with the identity matrix and verify that unnecessary zero entries are pruned in CSC format without applying the change to the custom SplineSparse format.

Written by the indexing model from the issue text.

Assessment

Tech stack
julia
Domain
data
Issue type
Feature
Difficulty
4/5
Estimated time
3-5 days
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
38/100

Get new issues in your inbox

A short digest of beginner-friendly GitHub issues.