Parallel computation for similarity matrices #3174
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yger
added
enhancement
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I was curious to give it a go @samuelgarcia , no hurry to review it, but I've tried my best to do exactly as you did in split(). This would tremendously boost the computation of similarity matrices for large number of units and/or large lags |
alejoe91
reviewed
Jul 10, 2024
Co-authored-by: Alessio Buccino <[email protected]>
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…parallel_similarity
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I've exactly copied the parallelism used in sortingcomponents.clustering.split in order to allow several cores to be used while computing the similartiy matrix. Otherwise, for large number of units and non zero lags, the computation is really slow...