[Developers] trying a new quasi newton method which might be good for GPU calculations.
dave fournier
davef at otter-rsch.com
Sun Apr 8 11:25:50 PDT 2012
There is a quasi newton minimizer in the GSL. It appears to use the
BLAS for the
vector matrix calculations involved in the quasi newton calcs. That
could lead to an
easy path for using a GPU. I wrote a little test program to see how it
works.
The next step is to interface it with the autodif stuff to compare it to
the code in newfmin
using automatic differentiation. That should not be very hard. I hope
it doesn't suck.
example is attached.
I trust this is more interesting than discussions on organizing organizing.
-------------- next part --------------
A non-text attachment was scrubbed...
Name: testmin.cpp
Type: text/x-c++src
Size: 2549 bytes
Desc: not available
URL: <http://lists.admb-project.org/pipermail/developers/attachments/20120408/dec8e2c1/attachment.cpp>
More information about the Developers
mailing list