Function AddFeaturesProduct

library/cpp/linear_regression/linear_regression.cpp:328–352

#ifdef _sse2_
    inline void AddFeaturesProduct(const double weight, const TVector<double>& features, TVector<double>& linearizedOLSTriangleMatrix) {
        const double* leftFeature = features.data();
        const double* featuresEnd = features.data() + features.size();
        double* matrixElement = linearizedOLSTriangleMatrix.data();

        size_t unaligned = features.size() & 0x1;

        for (; leftFeature != featuresEnd; ++leftFeature, ++matrixElement) {
            const double weightedFeature = weight * *leftFeature;
            const double* rightFeature = leftFeature;
            __m128d wf = {weightedFeature, weightedFeature};
            for (size_t i = 0; i < unaligned; ++i, ++rightFeature, ++matrixElement) {
                *matrixElement += weightedFeature * *rightFeature;
            }
            unaligned = (unaligned + 1) & 0x1;
            for (; rightFeature != featuresEnd; rightFeature += 2, matrixElement += 2) {
                __m128d rf = _mm_loadu_pd(rightFeature);
                __m128d matrixRow = _mm_loadu_pd(matrixElement);
                __m128d rowAdd = _mm_mul_pd(rf, wf);
                _mm_storeu_pd(matrixElement, _mm_add_pd(rowAdd, matrixRow));
            }
            *matrixElement += weightedFeature;
        }
        linearizedOLSTriangleMatrix.back() += weight;
    }
#else
    inline void AddFeaturesProduct(const double weight, const TVector<double>& features, TVector<double>& linearizedTriangleMatrix) {
        const double* leftFeature = features.data();