At Sun, 14 Dec 2008 14:16:07 +0100,
Philipp Klaus Krause wrote:
> Thus I've tried implementing the PCA using gsl. It works fine, but
> currently takes a bit more than 7 seconds to call pca() a million times
> on my system. Since I'm a newbie to gsl I suppose there is a way to
> improve performance. What would you suggest? Dimension will typically be
> 3 or 4.

As a first step, I would suggest profiling the program.  An easy way
to do that on x86 without recompiling anything is to use Valgrind with
the callgrind profiling tool and kcachegrind visualiser.

-- 
Brian Gough

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