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Re: gsl_multifit_fdfsolver_lsmder memory usage
- From: Brian Gough <bjg at network-theory dot co dot uk>
- To: Peter Verveer <verveer at embl-heidelberg dot de>
- Cc: gsl-discuss at sources dot redhat dot com
- Date: Sun, 16 Mar 2003 11:12:47 +0000
- Subject: Re: gsl_multifit_fdfsolver_lsmder memory usage
- References: <200303141924.50503.verveer@embl-heidelberg.de>
Peter Verveer writes:
> I recently started converting some numerical code to GSL and
> replaced a Levenberg-Marquardt routine which was a C translation of
> lmdif from MINPACK. However, I found that the GSL solver
> gsl_multifit_fdfsolver_lsmder uses a lot of memory, since it
> appears to allocate a matrix of m times m, where m is the number of
> functions. This causes me many problems since I work with large
> data sets (10,000-100.000 data points is not unusual) and obviously
> memory requirements quickly get out of hand then. I had a look at
> the original fortran MINPACK which does not seem to require
> this. Is there a particular reason gsl_multifit_fdfsolver_lsmder
> needs so much memory, and could this eventually be changed?
Hi,
I think it can be changed in principle.
When I implemented the algorithm I believe I stored the full Q matrix
from the QR decomposition because it was easier to implement that way.
Maybe you could look at what is needed to avoid storing the full Q
matrix, as in MINPACK. I don't think it's too complicated now that the
basic algorithm is there.
best regards,
--
Brian Gough
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