From mboxrd@z Thu Jan 1 00:00:00 1970 Return-Path: Received: (qmail 32403 invoked by alias); 7 Aug 2009 13:42:14 -0000 Received: (qmail 32333 invoked by uid 22791); 7 Aug 2009 13:42:12 -0000 X-SWARE-Spam-Status: No, hits=-1.9 required=5.0 tests=AWL,BAYES_00 X-Spam-Check-By: sourceware.org Received: from smtp6.welho.com (HELO smtp6.welho.com) (213.243.153.40) by sourceware.org (qpsmtpd/0.43rc1) with ESMTP; Fri, 07 Aug 2009 13:42:05 +0000 Received: from [10.0.0.133] (cs181224175.pp.htv.fi [82.181.224.175]) by smtp6.welho.com (Postfix) with ESMTP id 339EB5BC064; Fri, 7 Aug 2009 16:41:59 +0300 (EEST) Message-ID: <4A7C2F23.3050501@iki.fi> Date: Fri, 07 Aug 2009 13:42:00 -0000 From: Tuomo Keskitalo User-Agent: Mozilla-Thunderbird 2.0.0.22 (X11/20090707) MIME-Version: 1.0 To: Brian Gough CC: GSL Discuss Mailing List Subject: Re: nmsimplex2 References: <4A7AE175.8050807@iki.fi> In-Reply-To: Content-Type: multipart/mixed; boundary="------------070502070309080300050101" Mailing-List: contact gsl-discuss-help@sourceware.org; run by ezmlm Precedence: bulk List-Id: List-Subscribe: List-Archive: List-Post: List-Help: , Sender: gsl-discuss-owner@sourceware.org X-SW-Source: 2009-q3/txt/msg00010.txt.bz2 This is a multi-part message in MIME format. --------------070502070309080300050101 Content-Type: text/plain; charset=ISO-8859-1; format=flowed Content-Transfer-Encoding: 7bit Content-length: 582 On 08/07/2009 12:18 PM, Brian Gough wrote: > It's the same algorithm but the implementation removes some > unnecessary computation. The centre and size are updated from the > change in the selected vertex rather than recomputed from scratch. > Otherwise, the results should be identical. Ok. I misunderstood the explanation in the manual to mean that nmsimplex2 would somehow need fewer optimisation steps. Perhaps the attached patch makes it clear? The patch was generated with command git format-patch origin..master -- Tuomo.Keskitalo@iki.fi http://iki.fi/tuomo.keskitalo --------------070502070309080300050101 Content-Type: text/x-patch; name="0001-Clarification-of-nmsimplex2-added-to-documentation.patch" Content-Transfer-Encoding: 7bit Content-Disposition: inline; filename*0="0001-Clarification-of-nmsimplex2-added-to-documentation.patc"; filename*1="h" Content-length: 1060 >From 19d9b6b429e1bf46596b42829184f5c4cfa6391d Mon Sep 17 00:00:00 2001 From: Tuomo Keskitalo Date: Fri, 7 Aug 2009 16:20:56 +0300 Subject: [PATCH] Clarification of nmsimplex2 added to documentation --- doc/multimin.texi | 4 +++- 1 files changed, 3 insertions(+), 1 deletions(-) diff --git a/doc/multimin.texi b/doc/multimin.texi index cc2c607..c1e24ed 100644 --- a/doc/multimin.texi +++ b/doc/multimin.texi @@ -484,7 +484,9 @@ function @code{gsl_multimin_fminimizer_size}. The @code{nmsimplex2} version of this minimiser is a new @math{O(N)} implementation of the earlier @math{O(N^2)} @code{nmsimplex} -minimiser. It calculates the size of simplex as the @sc{rms} distance +minimiser. The minimisation algorithm is the same, but the improved +code makes @code{nmsimplex2} more efficient for large dimension +problems. It calculates the size of simplex as the @sc{rms} distance of each vertex from the center rather than the mean distance, which has the advantage of allowing a linear update. @end deffn -- 1.5.6.5 --------------070502070309080300050101--