Re: [Help-gsl] Strange performance of gsl_fdfsolver_lmsder

[Brian Gough]

At Wed, 24 Oct 2007 20:45:01 +0200,
Alexander Usov wrote:
> At some moment I have notices that for the bigger images (about 550
> pixels, 20-30 parameters) gsl's lmsder algorithm spends a large fraction
> of the run-time (about 50%) doing household transform.
> 
> While looking around for are different minimization algorithms I have made
> a surprising finding that original netlib/minpack/lmder is almost twice faster
> that that of gsl.
> 
> Could anyone explain such a big difference in performace?

I have a vague memory that there was some quantity (Jacobian?) that
MINPACK only computes fully at the end, but in GSL it is accessible to
the user at each step so I felt I had to update it on each iteration
in the absence of some alternate scheme.  Sorry this is not a great
answer but I am not able to look at it in detail now.

-- 
Brian Gough