Ajo Fod created MATH-1036:
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Summary: GradStructure: A DerivativeStructure that works for large
number of variables.
Key: MATH-1036
URL: https://issues.apache.org/jira/browse/MATH-1036
Project: Commons Math
Issue Type: Bug
Reporter: Ajo Fod
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.
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