[Developers] trying a new quasi newton method which might be good for GPU calculations.

[dave fournier]

On 12-04-08 11:25 AM, dave fournier wrote:

There is one gotcha with the newer versions of gcc
For some reason you can get unsatisfied references in the gls stuff. To 
fix this
you need to use a linker option --no-as-needed. to pass this option 
using the gcc shell
you need to use the -Xlinker flag as in


    -Xlinker --no-as-needed -lgsl -lgslcblas





> 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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