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Re: nmsimplex2
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
>From 19d9b6b429e1bf46596b42829184f5c4cfa6391d Mon Sep 17 00:00:00 2001
From: Tuomo Keskitalo <tkeskita@pulmunen.(none)>
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
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1.5.6.5