From mboxrd@z Thu Jan 1 00:00:00 1970 Return-Path: Received: (qmail 29816 invoked by alias); 26 Oct 2002 15:46:06 -0000 Mailing-List: contact gsl-discuss-help@sources.redhat.com; run by ezmlm Precedence: bulk List-Subscribe: List-Archive: List-Post: List-Help: , Sender: gsl-discuss-owner@sources.redhat.com Received: (qmail 29773 invoked from network); 26 Oct 2002 15:46:03 -0000 Received: from unknown (HELO mail3.astercity.net) (212.76.33.52) by sources.redhat.com with SMTP; 26 Oct 2002 15:46:03 -0000 Received: from purgatory.abyss (unknown [10.133.131.37]) by mail3.astercity.net (sendmail) with ESMTP id B409CEAE49 for ; Sat, 26 Oct 2002 17:45:51 +0200 (CEST) Received: from purgatory.abyss (localhost [127.0.0.1]) by purgatory.abyss (8.12.4/8.12.4) with ESMTP id g9RFmtxh027002 for ; Sun, 27 Oct 2002 16:48:55 +0100 Received: (from grabek@localhost) by purgatory.abyss (8.12.4/8.12.4/Submit) id g9RFmgVA027001 for gsl-discuss@sources.redhat.com; Sun, 27 Oct 2002 16:48:42 +0100 Date: Sat, 26 Oct 2002 12:46:00 -0000 From: Lukasz Grabun To: gsl-discuss@sources.redhat.com Subject: Minimization of function of large variable number Message-ID: <20021027154841.GA26972@acn.waw.pl> Mime-Version: 1.0 Content-Type: text/plain; charset=iso-8859-2 Content-Disposition: inline User-Agent: Mutt/1.4i X-SW-Source: 2002-q4/txt/msg00080.txt.bz2 Hi, I'm to the maillist so in the first words of my post: hello to everyone. I am a mathematician (or am trying to become one) and I'm using GSL to solve stochastic differential equations. In papers I read for my master thesis I encountered a problem of minimizing a Hamilton function. This *can* be done with GSL library at least theoretically. Problem is that the function depends on 10^3 variables. Would it cause any problems (technical, theoretical)? Oh, the Hamiltonian itself is a positive quadratic form so it is relatively simple function, if it helps. -- Lukasz Grabun