URL:
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http://savannah.gnu.org/bugs/?24418>
Summary: fminimizer nmsimplex unnecessary size calculation
Project: GNU Scientific Library
Submitted by: bjg
Submitted on: Tue 30 Sep 2008 07:27:17 PM BST
Category: Performance
Severity: 3 - Normal
Operating System:
Status: Confirmed
Assigned to: None
Open/Closed: Open
Release: 1.11
Discussion Lock: Any
_______________________________________________________
Details:
http://bugs.debian.org/cgi-bin/bugreport.cgi?bug=500521
From: Ian Jackson <ijackson@......................>
To: submit@...............
Subject: fminimizer nmsimplex unnecessary size calculation
Date: Mon, 29 Sep 2008 02:21:59 +0100
Package: gsl
Version: 1.8-2
Tags: patch
Severity: wishlist
The minimiser
gsl_multimin_fminimizer_nmsimplex
always computes the simplex size for each step. This is done using
gsl_blas_dnrm2 which is quite careful. This computation involves
around n^2 divisions (where n is the problem dimensionality).
For high-dimensionality problems this can easily dominate useful work.
The caller might try to work around this by calling
gsl_multimin_fminimizer_size less often but this is ineffective
because the size calculation is actually done each time the simplex is
modified by _iterate or _set.
The attached patch arranges to
* not calculate the size unless it is requested
* cache the returned value so that existing programs are no slower
Unfortunately this requires us to drop the `const' from the prototype
of gsl_multimin_fminimizer_size. But I think this is still a good
tradeoff.
An alternative option would be to always call ->get_size and not
bother caching. That would make slower any existing programs that
call _fminimizer_size but wouldn't need a change of prototype. That
might be acceptable given that the performance properties of _size
are not spelled out.
Ian.
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File Attachments:
-------------------------------------------------------
Date: Tue 30 Sep 2008 07:27:17 PM BST Name: simplex_patch.c Size: 6kB By:
bjg
<
http://savannah.gnu.org/bugs/download.php?file_id=16592>
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