Uploaded image for project: 'Commons Math'
  1. Commons Math
  2. MATH-924

new multivariate vector optimizers cannot be used with large number of weights

    XMLWordPrintableJSON

    Details

    • Type: Bug
    • Status: Closed
    • Priority: Critical
    • Resolution: Fixed
    • Affects Version/s: None
    • Fix Version/s: 3.1.1
    • Labels:
      None

      Description

      When using the Weigth class to pass a large number of weights to multivariate vector optimizers, an nxn full matrix is created (and copied) when a n elements vector is used. This exhausts memory when n is large.

      This happens for example when using curve fitters (even simple curve fitters like polynomial ones for low degree) with large number of points. I encountered this with curve fitting on 41200 points, which created a matrix with 1.7 billion elements.

        Attachments

        1. MATH-924
          17 kB
          Gilles

          Activity

            People

            • Assignee:
              Unassigned
              Reporter:
              luc Luc Maisonobe
            • Votes:
              0 Vote for this issue
              Watchers:
              2 Start watching this issue

              Dates

              • Created:
                Updated:
                Resolved: