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Feature/fix overflow exception when fitting large data #927

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@AutWint AutWint commented May 30, 2022

Fixes #926

Adrian Walser added 3 commits May 30, 2022 17:20
Using a dense matrix leads to overflow exceptions for large `weights`
vectors. It is unnecessary since the resulting matrix only contains
diagonal elements.
Conditional expression is merged into conditional access pattern.
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@cdrnet This fix resolves a major issue with fitting larger datasets and seems to be minimally invasive. Is there any reason this has not been merged yet?

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NonlinearObjectiveFunction.SetObserved method throws overflow exception for large weighted vectors
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