Hello, 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.
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. 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. Attached is the code. Cheers, Ajo
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