[jira] [Created] (MATH-924) new multivariate vector optimizers cannot be used with large number of weights

["Luc Maisonobe (JIRA)" <ji...@apache.org>]

Luc Maisonobe created MATH-924:
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             Summary: 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


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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