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From "Ajo Fod (JIRA)" <j...@apache.org>
Subject [jira] [Comment Edited] (MATH-1036) GradStructure: A DerivativeStructure that works for large number of variables.
Date Fri, 20 Sep 2013 00:58:51 GMT

    [ https://issues.apache.org/jira/browse/MATH-1036?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13772538#comment-13772538
] 

Ajo Fod edited comment on MATH-1036 at 9/20/13 12:57 AM:
---------------------------------------------------------

A patch with a few tests are  included here.
                
      was (Author: ajo.fod):
    some tests are now included.
                  
> 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
>         Attachments: grad-patch.txt, GradStructure.java
>
>
> 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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