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Improve performance of fastica #121

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@baggepinnen baggepinnen commented Jul 6, 2020

This PR produces the following timings for my (2, 485156) testinput

565.305 ms (344 allocations: 37.05 MiB) # baseline
300.948 ms (211 allocations: 37.04 MiB) # inbounds
259.164 ms (192 allocations: 37.03 MiB) # @simd

This PR takes produces the following timings for my `(2, 485156)` testinput

```
565.305 ms (344 allocations: 37.05 MiB) # baseline
300.948 ms (211 allocations: 37.04 MiB) # inbounds
259.164 ms (192 allocations: 37.03 MiB) # @simd
```
@baggepinnen baggepinnen changed the title Double performance of fastica Improve performance of fastica Jul 6, 2020
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I noticed that my benchmarks were misleading due to the stochastic initialization of W. With deterministic init, the improvements are much more modest, but this PR might still be worthwhile since it fixes some type problems as well.

# do_whiten = true
334.604 ms (226 allocations: 22.23 MiB) # Baseline
325.827 ms (226 allocations: 22.23 MiB) # inbounds

# do_whiten = false
33.877 ms (44 allocations: 14.81 MiB) # baseline
32.711 ms (44 allocations: 14.81 MiB) # inbounds

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