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Posted to issues@commons.apache.org by "Ajo Fod (JIRA)" <ji...@apache.org> on 2013/09/19 16:20:51 UTC

[jira] [Created] (MATH-1036) GradStructure: A DerivativeStructure that works for large number of variables.

Ajo Fod created MATH-1036:
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             Summary: GradStructure: A DerivativeStructure that works for large number of variables.
                 Key: MATH-1036
                 URL: https://issues.apache.org/jira/browse/MATH-1036
             Project: Commons Math
          Issue Type: Bug
            Reporter: Ajo Fod


Ran into problems with DerivativeStructure today. It requires a lot of
memory with 6000 or so independent variables. The problem starts with the number of DSCompiler objects instantiated.

Here is a faster/leaner(less memory) GradStructure that only computes up to the first derivative for the case where there are a large number of independent variables.

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