Merge pull request #725 from shriharshtendulkar/patch-1

Update als method to use sparse matrix construction
StingraySoftware · May 9, 2023 · d25edae · d25edae
2 parents d47d50d + 44da794
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diff --git a/docs/changes/725.bugfix.rst b/docs/changes/725.bugfix.rst
@@ -0,0 +1 @@
+Avoid allocation of an unneeded square matrix to improve memory management in ``_als`` (fix Issue 724)
diff --git a/stingray/utils.py b/stingray/utils.py
@@ -787,7 +787,14 @@ def _als(y, lam, p, niter=10):
     from scipy import sparse
 
     L = len(y)
-    D = sparse.csc_matrix(np.diff(np.eye(L), 2))
+
+    indptr = np.arange(0, L - 1, dtype=np.int32) * 3
+    indices = np.vstack(
+        (np.arange(0, L - 2).T, np.arange(0, L - 2).T + 1, np.arange(0, L - 2).T + 2)
+    ).T.flatten()
+    data = np.tile([1, -2, 1], L - 2)
+    D = sparse.csc_matrix((data, indices, indptr), shape=(L, L - 2))
+
     w = np.ones(L)
     for _ in range(niter):
         W = sparse.spdiags(w, 0, L, L)