Skip the cache update when a coordinate does not move, version 0.2.2

Project.toml

@@ -1,7 +1,7 @@
 name = "DiffPrecTest"
 uuid = "bb4bfe13-bfd7-5c6f-a2d2-8072376c6806"
 authors = ["Mladen Kolar <[email protected]>"]
-version = "0.2.1"
+version = "0.2.2"
 
 [deps]
 CoordinateDescent = "c00ed354-b9be-54b8-8a23-c5ac771bc43a"

src/invHessianEstimationASym.jl

@@ -93,6 +93,10 @@ function CoordinateDescent.descendCoordinate!(
   newVal = cdprox!(g, x, j, a)
   h = newVal - oldVal
 
+  # nothing to update when the coordinate did not move, as for most
+  # coordinates that stay at zero in a full pass
+  iszero(h) && return h
+
   # update internals
   for ac=1:p, ar=1:p
     @inbounds A[ar, ac] += h * Σx[ar, ri] * Σy[ci, ac]

src/invHessianEstimationSymReduced.jl

@@ -123,6 +123,10 @@ function CoordinateDescent.descendCoordinate!(
   newVal = cdprox!(g, x, j, a)
   h = newVal - oldVal
 
+  # nothing to update when the coordinate did not move, as for most
+  # coordinates that stay at zero in a full pass
+  iszero(h) && return h
+
   # update internals
   if ri == ci
     for ac=1:p, ar=1:p