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From "Ajo Fod (JIRA)" <j...@apache.org>
Subject [jira] [Created] (MATH-1036) GradStructure: A DerivativeStructure that works for large number of variables.
Date Thu, 19 Sep 2013 14:20:51 GMT
Ajo Fod created MATH-1036:
-----------------------------

             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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