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Possible performance improvement of FastICA #20558

@lorentzenchr

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@lorentzenchr

Describe your proposed solution

The function _ica_par has the following line of code:

lim = max(abs(abs(np.diag(np.dot(W1, W.T))) - 1))

We could investigate, if performance is improved by replacing np.diag(np.dot(W1, W.T)) by np.einsum("ij,ij->i", W1, W).

Additional context

A short benchmark would be nice in order to decide whether it's worth.

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    EasyWell-defined and straightforward way to resolveEnhancementModerateAnything that requires some knowledge of conventions and best practicesPerformancemodule:decomposition

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