bugGNU Scientific Library - Bugs: bug #21828, suboptimal performance of...

 
 

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bug #21828: suboptimal performance of gsl_fdfsolver_lmsder

Submitted by:  Brian Gough <bjg>
Submitted on:  Tue 18 Dec 2007 03:38:42 PM UTC  
 
Category: PerformanceSeverity: 3 - Normal
Operating System: Status: Confirmed
Assigned to: NoneOpen/Closed: Open
Release: 1.10

Tue 18 Dec 2007 05:05:32 PM UTC, comment #1:

Reply-To: -unavailable-
From: Brian Gough <bjg@network-theory.co.uk>
To: "Alexander Usov" <a.s.usov@gmail.com>
Cc: -unavailable-
Subject: Re: [Help-gsl] Strange performance of gsl_fdfsolver_lmsder
Date: Thu, 25 Oct 2007 21:57:08 +0100

At Wed, 24 Oct 2007 20:45:01 +0200,
Alexander Usov wrote:

> 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?

I have a vague memory that there was some quantity (Jacobian?) that
MINPACK only computes fully at the end, but in GSL it is accessible to
the user at each step so I felt I had to update it on each iteration
in the absence of some alternate scheme. Sorry this is not a great
answer but I am not able to look at it in detail now.

--
Brian Gough

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Help-gsl mailing list
-unavailable-
http://lists.gnu.org/mailman/listinfo/help-gsl

Brian Gough <bjg>
Project Administrator
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.

_____________________________________________
Help-gsl mailing list
-unavailable-
http://lists.gnu.org/mailman/listinfo/help-gsl

Brian Gough <bjg>
Project Administrator

 

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