Adam Stelmaszczyk created MATH-1169:
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Summary: Faster Percentile
Key: MATH-1169
URL: https://issues.apache.org/jira/browse/MATH-1169
Project: Commons Math
Issue Type: Improvement
Reporter: Adam Stelmaszczyk
Priority: Minor
Percentile class is now using Hoare selection algorithm (aka Quickselect) with
median of 3 for choosing a pivot and caching pivots. Quickselect expected
runtime is about 3.4n + o(n).
The constant can be improved to 1.5n by a bit complicated pivot strategy,
yielding the Floyd–Rivest algorithm, which has average complexity of 1.5n +
O(n^0.5) for median, with other k being faster.
I implemented Floyd–Rivest algorithm without caching pivots following wikipedia
and benchmarked it with Caliper (https://code.google.com/p/caliper/).
Array size - runtime in seconds for Floyd-Rivest - current Percentile - % faster
100000 - 6.907 - 7.083 - 2.5%
1000000 - 70.3 - 75.4 - 6.8%
10000000 - 708 - 868 - 18.4%
(https://microbenchmarks.appspot.com/runs/c0f65e35-44c0-458e-b6e0-634b4e6fa68b#r:scenario.benchmarkSpec.methodName)
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