[ADMB Users] matrix inverse

dave fournier davef at otter-rsch.com
Thu Sep 2 07:31:20 PDT 2010


Not quite sure what the original question was, but I
assume it was about an RE model with a big sparse Hessian.

For the spatial model example the covariance matrix is 10,000x10000
which is why the current code needs something like 8GB memory.
My new code reduces this considerably by not forming the inverse of the
sparse Hessian. Hopefully it can be included into the new code base.
As I recall it needed something like 1.5GB memory for a sparse
250^2 x 250^2 Hessian.



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