multithreading the library

[marvin-ad-martianum]

large files can cause the matrix creation to take an unreasonable time by flooding only one core.

[dominichofer]

The runtime is dominated by A.completeOrthogonalDecomposition().pseudoInverse() from https://github.com/dominichofer/DeePC/blob/main/src/deepcpp/controller.cpp#L91 which is Eigen implements single threaded, according to https://eigen.tuxfamily.org/dox/TopicMultiThreading.html

[dominichofer]

Any ideas how to make the library multithreaded?

[marvin-ad-martianum]

I guess we forget about the multithreading due to effort versus benefit. i cant see any general, fast way to do it.

this line is most likely the problem?
auto M = Y_f * A.completeOrthogonalDecomposition().pseudoInverse();

great would be an offline storage / computation and a flag for this. however, the question is, should this be in this library or outside.