At Mon, 28 Sep 2009 14:35:33 +0200, Roman Parys wrote: > I have found a problem in multidimensional minimization package of GSL. > The new method gsl_multimin_fminimizer_nmsimplex2 > should consume O(N) memory, however the function > gsl_multimin_fminimizer_alloc() tries to allocate a matrix of (N+1,N) size. > In function nmsimplex_alloc() there is a line (file simplex2.c) : > > state->x1 = gsl_matrix_alloc (n + 1, n); > > As a result of this problem, I'm not able to minimize a function of > about 50000 variables (32 bit system)
Thanks for the email. I can see there is a problem with the documentation -- the O(N) should refer to CPU usage only. I don't think there is any way to reduce the memory usage of the simplex algorithm itself below O(N^2). I will correct the documentation to make it clearer anyway. -- Brian Gough GNU Scientific Library - http://www.gnu.org/software/gsl/ _______________________________________________ Bug-gsl mailing list [email protected] http://lists.gnu.org/mailman/listinfo/bug-gsl
