[MATH-1036] GradStructure: A DerivativeStructure that works for large number of variables.

• Type: Bug
• Status: Closed
• Priority: Major
• Resolution: Fixed
• Fix Version/s: 3.3
• Assignee: Unassigned
• Reporter: Ajo Fod
• Created: 19/Sep/13 14:18
• Updated: 19/May/14 15:13
• Resolved: 27/Oct/13 10:10

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.