|Re: [eigen] Levenberg-marquardt and dogleg minimizer|
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- To: eigen@xxxxxxxxxxxxxxxxxxx
- Subject: Re: [eigen] Levenberg-marquardt and dogleg minimizer
- From: Jos van den Oever <jvdoever@xxxxxxxxx>
- Date: Thu, 26 Feb 2009 13:13:38 +0100
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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
You are right that using a sparse matrix would probably improve
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?