Hi,
I encountered a rather severe memory leak when using
pygsl_rng.dirichlet_lnpdf. I'm using gsl 1.8 via pygsl 0.3.2.
The following code snippet reproduces the error:
import pygsl.rng
for i in range(800000):
pygsl.rng.dirichlet_lnpdf([1.1,1.1,1.1,1.1],[[0.25,0.25,0.25,0.25]])
When running this you will see the memory consumption increase
monotonously.
The problem did not occur when I implemented the density function myself
using pygsl.sf.gamma, nor for a C test script that called
gsl_ran_dirichlet_pdf directly. This seems to indicate that the problem
resides somewhere in the pygsl interface to gsl_ran_dirichlet_pdf.
Best,
Benjamin
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