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Bug#500521: marked as forwarded (fminimizer nmsimplex unnecessary size c

Subject: Bug#500521: marked as forwarded fminimizer nmsimplex unnecessary size calculation
From: Debian Bug Tracking System
Date: Tue, 30 Sep 2008 00:15:03 +0000
Your message dated Mon, 29 Sep 2008 19:13:28 -0500
with message-id <[email protected]>
has caused the   report #500521,
regarding fminimizer nmsimplex unnecessary size calculation
to be marked as having been forwarded to the upstream software
author(s) Brian Gough <[email protected]>

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500521: http://bugs.debian.org/cgi-bin/bugreport.cgi?bug=500521
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--- Begin Message ---
Subject: Re: Bug#500521: fminimizer nmsimplex unnecessary size calculation
From: Dirk Eddelbuettel
Date: Mon, 29 Sep 2008 19:13:28 -0500
Ian:    Ack, and thanks for the bug report. It is an upstream issue, so I am
        passing this on.  Did you by chance consider the current 1.11 sources?

Brian:  See the description below, as well as the follow-up patch at
        http://bugs.debian.org/500521 Comments, esp on the patch, would be
        appreciated. I guess this may come back to the oft-discussed issue of
        simplicity and clarity of interfaces and usage versus performance.

Cheers, Dirk

On 29 September 2008 at 02:21, Ian Jackson wrote:
| Package: gsl
| Version: 1.8-2
| Tags: patch
| Severity: wishlist
| The minimiser
|    gsl_multimin_fminimizer_nmsimplex
| always computes the simplex size for each step.  This is done using
| gsl_blas_dnrm2 which is quite careful.  This computation involves
| around n^2 divisions (where n is the problem dimensionality).
| For high-dimensionality problems this can easily dominate useful work.
| The caller might try to work around this by calling
| gsl_multimin_fminimizer_size less often but this is ineffective
| because the size calculation is actually done each time the simplex is
| modified by _iterate or _set.
| The attached patch arranges to
|  * not calculate the size unless it is requested
|  * cache the returned value so that existing programs are no slower
| Unfortunately this requires us to drop the `const' from the prototype
| of gsl_multimin_fminimizer_size.  But I think this is still a good
| tradeoff.
| An alternative option would be to always call ->get_size and not
| bother caching.  That would make slower any existing programs that
| call _fminimizer_size but wouldn't need a change of prototype.  That
| might be acceptable given that the performance properties of _size
| are not spelled out.
| Ian.

Three out of two people have difficulties with fractions.

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