Tue 18 Dec 2007 03:38:42 PM UTC, original submission:
From: "Alexander Usov" <a.s.usov@gmail.com>
To: -unavailable-
Subject: [Help-gsl] Strange performance of gsl_fdfsolver_lmsder
Date: Wed, 24 Oct 2007 20:45:01 +0200
Hi all,
I am currently working on the problem involving source extraction from
astronomical images, which essentially boils down to fitting a number of
2d gaussians to the image.
One of the traditionally used fitters in this field is a Levenberg-Marquardt,
which gsl_fdfsolver_lmsder is and implementation of.
At some moment I have notices that for the bigger images (about 550
pixels, 20-30 parameters) gsl's lmsder algorithm spends a large fraction
of the run-time (about 50%) doing household transform.
While looking around for are different minimization algorithms I have made
a surprising finding that original netlib/minpack/lmder is almost twice faster
that that of gsl.
Could anyone explain such a big difference in performace?
--
Best regards,
Alexander.
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