Re: [eigen] Levenberg-marquardt and dogleg minimizer

[Jos van den Oever <jvdoever@xxxxxxxxx>]

2009/2/26 Gael Guennebaud <gael.guennebaud@xxxxxxxxx>:
> adolc internally uses dense vector to store each derivatives, so it
> cannot deal with large - sparse problem. What would be nice is to
> implement our own autodiff tool based on eigen's dense and sparse
> objects but that happens only if someone interested in doing that
> shows up...

Reduced storage in the Jacobian is not the main benefit I'm aiming for.
The solver uses a dense Jacobian storage wise, but can do faster
iteration steps if it knows which parts of the Jacobian are zero or
linear.
You are right that using a sparse matrix would probably improve
performance more.

If I understand the autodiff Jacobian correctly, the derivative
functions are calculated at compile time. So would it be possible to
find out which part of it are zero or linear?

Cheers,
Jos