bugGNU Scientific Library - Bugs: bug #24418, fminimizer nmsimplex unnecessary...

 
 

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bug #24418: fminimizer nmsimplex unnecessary size calculation

Submitted by:  Brian Gough <bjg>
Submitted on:  Tue 30 Sep 2008 06:27:17 PM UTC  
 
Category: PerformanceSeverity: 3 - Normal
Operating System: Status: Fixed
Assigned to: NoneOpen/Closed: Closed
Release: 1.11

Sat 29 Nov 2008 06:53:09 PM UTC, comment #1:

fixed by b8e9d15cc5000b495a36f569b413b1866577fe7b

Brian Gough <bjg>
Project Administrator
Tue 30 Sep 2008 06:27:17 PM UTC, original submission:

http://bugs.debian.org/cgi-bin/bugreport.cgi?bug=500521

From: Ian Jackson <ijackson@chiark.greenend.org.uk>
To: -unavailable-
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.

Brian Gough <bjg>
Project Administrator

 

Attached Files
file #16592:  simplex_patch.c added by bjg (6kB - text/x-csrc)

 

Depends on the following items: None found

Items that depend on this one: None found

 

Carbon-Copy List
  • -unavailable- added by bjg (Submitted the item)
  •  

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    Follow 3 latest changes.

    Date Changed By Updated Field Previous Value => Replaced By
    Sat 29 Nov 2008 06:53:09 PM UTCbjgStatusConfirmed=>Fixed
      Open/ClosedOpen=>Closed
    Tue 30 Sep 2008 06:27:17 PM UTCbjgAttached File-=>Added simplex_patch.c, #16592

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