Le 2013-09-19 08:26, Ajo Fod a écrit :
Hello,
Hi Ajo,
Ran into problems with DerivativeStructure today. It requires a lot of
memory with 6000 or so independent variables. I poked around and found
it the problem starts with the number of DSCompiler objects
instantiated.
Yes, this is a know side effect of the ability to handle both several
variables
and several derivative orders. It is even worse when you combine medium
numbers
but along both axes (say 20 derivatives and 20 variables, I guess it is
almost
impossible to fir in memory of regular desktop computers).
Given this and my earlier observation that in sparse derivative trees,
the existing structure allocates space for all independent variables
and hence is computationally inefficient, I designed a
faster/leaner(less memory) structure.
One shortcomming of DS is that it computes only up to the first
derivative. This may not be a problem in many cases such as the
minimization of a multivariate function where optimization can be much
quicker with a gradient. Going as far as the hessian may be
fundamentally too memory or time intensive. So, it is useful to have
an easier method to computing just the first derivative.
This sound interesting, I hope it could be added as a more specialized
alternative. The name should probably be adapted to reflect it is
designed
for order 1 and many variables (perhaps DerivativeStructure1N or
something
like that).
The design of DS is that all DS instances created either as a results
of calling:
DS.getConst(value); // for constants
DS.getVariable(idx, value); // for independent variables
... OR as a rest of some computation.
I felt it appropriate to add an addInPlace and multInPlace for
aggregation processes so that objects are not copied over too often.
If you handle a really large number of variables at the same time, it
makes sense (same discussion as why general matrices and vectors are
often
not immutable).
Attached is the code.
Attachments are automatically stripped from messages sent to the list.
Small
code snippets can be written directly in the mail, but larger
contributions can
only be attached to JIRA issues (but still discussion occurs on the
list, yes,
its cumbersome, we are sorry for that).
Thank you very much for you interest in this field of differentiation.
best regards,
Luc
Cheers,
Ajo
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