Moved DD3_diag definition out the loop (#17)

ocbe-uio · May 23, 2024 · ab3a5f7 · ab3a5f7
1 parent 5d3f495
commit ab3a5f7
Showing 1 changed file with 2 additions and 1 deletion.
diff --git a/src/admm_MADMMplasso.cpp b/src/admm_MADMMplasso.cpp
@@ -128,6 +128,7 @@ arma::field<arma::cube> admm_MADMMplasso_cpp(
   arma::mat b;
   const arma::mat W_hat_t = W_hat.t();
   arma::mat DD3(W_hat_t.n_rows, W_hat_t.n_rows);
+  arma::vec DD3_diag(W_hat_t.n_rows);
   arma::mat part_z(W_hat_t.n_rows, W_hat_t.n_cols);
   arma::vec part_y(W_hat_t.n_rows);
   arma::vec my_beta_jj(W_hat_t.n_rows);
@@ -157,7 +158,7 @@ arma::field<arma::cube> admm_MADMMplasso_cpp(
         arma::vectorise(rho * (EE.slice(jj) - HH.slice(jj)));
 
       DD3 = arma::diagmat(1 / invmat.slice(jj));
-      arma::vec DD3_diag = arma::diagvec(DD3);
+      DD3_diag = arma::diagvec(DD3);
       for (arma::uword j = 0; j < W_hat_t.n_cols; ++j) {
           part_z.col(j) = DD3_diag % W_hat_t.col(j);
       }