On Mon, Feb 24, 2014 at 10:23 AM, Gilles <gil...@harfang.homelinux.org>wrote:
> One way to improve performance would be to provide pre-allocated space >> for the Jacobian and reuse it for each evaluation. >> > > Do you have actual data to back this statement? > > > The >> LeastSquaresProblem interface would then be: >> >> void evaluate(RealVector point, RealVector resultResiduals, RealVector >> resultJacobian); >> >> I'm interested in hearing your ideas on other approaches to solve this >> issue. Or even if this is an issue worth solving. >> > > Not before we can be sure that in-place modification (rather than > reallocation) always provides a performance benefit. Allocation is rarely the problem in these situations. The implied copying of data is. And even the copying isn't always a problem. For instance, it often pays off big to copy data to column (or row) major representation to improve cache coherency. The result is that a large fraction of the time is spent copying, but without the copying, the remaining time would take 10x longer. The net time taken is 3x faster with the copy.
