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. -- To UNSUBSCRIBE, email to [EMAIL PROTECTED] with a subject of "unsubscribe". Trouble? Contact [EMAIL PROTECTED]
