Delete benchmarks/.sublime2Terminal.jl

benchmarks/benchmark_Metal.jl

@@ -15,29 +15,28 @@ x = Float32.(rand(N))
 @time solve_residuals!(deepcopy(x), fes; double_precision = false)
 #   0.654833 seconds (1.99 k allocations: 390.841 MiB, 3.71% gc time)
 @time solve_residuals!(deepcopy(x), fes; double_precision = false, method = :Metal)
-#   0.298326 seconds (129.08 k allocations: 79.208 MiB)
+#   1.335206 seconds (3.28 M allocations: 402.660 MiB, 1.80% gc time, 123.64% compilation time: <1% of which was recompilation)
 @time solve_residuals!([x x x x], fes)
-#   1.604061 seconds (1.25 M allocations: 416.364 MiB, 4.21% gc time, 30.57% compilation time)
+# 1.886616 seconds (3.60 M allocations: 731.777 MiB, 1.34% gc time, 122.12% compilation time: 5% of which was recompilation)
 @time solve_residuals!([x x x x], fes; method = :Metal)
-#   0.790909 seconds (531.78 k allocations: 204.363 MiB, 3.19% compilation time)
+#   1.421205 seconds (2.78 M allocations: 497.846 MiB, 1.64% gc time, 110.87% compilation time: <1% of which was recompilation)
 
 
 
 # More complicated problem
-N = 800000 # number of observations
-M = 400000 # number of workers
-O = 50000 # number of firms
+N = 8000000 # number of observations
+M = 4000000 # number of workers
+O = 500000 # number of firms
 Random.seed!(1234)
 pid = rand(1:M, N)
 fid = [rand(max(1, div(x, 8)-10):min(O, div(x, 8)+10)) for x in pid]
 x = rand(N)
 fes = [FixedEffect(pid), FixedEffect(fid)]
 
 
-@time solve_residuals!([x x x x], fes; double_precision = false)
-#   8.294446 seconds (225.13 k allocations: 67.777 MiB, 0.11% gc time)
-
-@time solve_residuals!([x x x x], fes; double_precision = false, method = :Metal)
-#   1.605953 seconds (3.25 M allocations: 103.342 MiB, 1.82% gc time)
+@time solve_residuals!([x x x x], fes; double_precision = false, maxiter = 100)
+# 36.554763 seconds (98.71 M allocations: 5.253 GiB, 1.11% gc time, 114.45% compilation time: 7% of which was recompilation)
+@time solve_residuals!([x x x x], fes; double_precision = false, method = :Metal, maxiter = 100)
+# 20.652590 seconds (79.33 M allocations: 4.114 GiB, 0.75% gc time, 162.10% compilation time: <1% of which was recompilation)
 
 

src/SolverCPU.jl

@@ -100,13 +100,14 @@ function update_weights!(feM::FixedEffectSolverCPU, weights::AbstractWeights)
 end
 
 function scale!(scale::AbstractVector, refs::AbstractVector, interaction::AbstractVector, weights::AbstractVector)
-        fill!(scale, 0)
+    fill!(scale, 0)
 	@fastmath @inbounds @simd for i in eachindex(refs)
 		scale[refs[i]] += abs2(interaction[i]) * weights[i]
 	end
 	# Case of interaction variatble equal to zero in the category (issue #97)
-	for i in 1:length(scale)
-	    scale[i] = scale[i] > 0 ? (1 / sqrt(scale[i])) : 0.0
+	T = eltype(scale)
+	@fastmath @inbounds @simd for i in eachindex(scale)
+	    scale[i] = scale[i] > 0 ? (1 / sqrt(scale[i])) : zero(T)
 	end
 end