QuantEcon / QuantEcon/BasisMatrices.jl
Pruning of "should be zero" entries in Spline basis matrices
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- 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
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First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- 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