GS vs points of largest leverage for initial designs

[mdlerch]

Is GS faster than largest leverage for finding an initial design, especially when candidate set is large?

See #1

[joncheryl]

I think I can prove that the largest leverage method results in the same initial design as the GS method. I also believe that it is waaaaaaaaaaay faster. I think what Wheeler describes in that expository doc is actually the greedy algorithm for determining the points in the candidate set of greatest leverage. I don't think it would be quick.

As you may have seen, several of the functions in Armadillo are based on the SVD. I would assume it's because it's a quicker way to go about computing certain things. It fact, this may be the fastest method for getting those points.