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https://issues.apache.org/jira/browse/MATH-924?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Gilles reopened MATH-924:
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> new multivariate vector optimizers cannot be used with large number of weights
> ------------------------------------------------------------------------------
>
>                 Key: MATH-924
>                 URL: https://issues.apache.org/jira/browse/MATH-924
>             Project: Commons Math
>          Issue Type: Bug
>            Reporter: Luc Maisonobe
>            Priority: Critical
>             Fix For: 3.1.1
>
>         Attachments: MATH-924
>
>
> When using the Weigth class to pass a large number of weights to multivariate 
> vector optimizers, an nxn full matrix is created (and copied) when a n 
> elements vector is used. This exhausts memory when n is large.
> This happens for example when using curve fitters (even simple curve fitters 
> like polynomial ones for low degree) with large number of points. I 
> encountered this with curve fitting on 41200 points, which created a matrix 
> with 1.7 billion elements.

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