[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.


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