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  1. Commons Math
  2. MATH-1036

GradStructure: A DerivativeStructure that works for large number of variables.

    Details

    • Type: Bug
    • Status: Closed
    • Priority: Major
    • Resolution: Fixed
    • Affects Version/s: None
    • Fix Version/s: 3.3
    • Labels:
      None

      Description

      Ran into problems with DerivativeStructure today. It requires a lot of
      memory with 6000 or so independent variables. The problem starts with the number of DSCompiler objects instantiated.

      Here is a faster/leaner(less memory) GradStructure that only computes up to the first derivative for the case where there are a large number of independent variables.

        Attachments

        1. GradStructure.java
          7 kB
          Ajo Fod
        2. grad-patch.txt
          14 kB
          Ajo Fod

          Activity

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            • Assignee:
              Unassigned
              Reporter:
              ajo.fod Ajo Fod
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              Dates

              • Created:
                Updated:
                Resolved: