At Wed, 24 Oct 2007 20:45:01 +0200, Alexander Usov wrote: > At some moment I have notices that for the bigger images (about 550 > pixels, 20-30 parameters) gsl's lmsder algorithm spends a large fraction > of the run-time (about 50%) doing household transform. > > While looking around for are different minimization algorithms I have made > a surprising finding that original netlib/minpack/lmder is almost twice faster > that that of gsl. > > Could anyone explain such a big difference in performace?
I have a vague memory that there was some quantity (Jacobian?) that MINPACK only computes fully at the end, but in GSL it is accessible to the user at each step so I felt I had to update it on each iteration in the absence of some alternate scheme. Sorry this is not a great answer but I am not able to look at it in detail now. -- Brian Gough _______________________________________________ Help-gsl mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-gsl
