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jlapeyre / PDL-Fit-Levmar

PDL interface to constrained Levenberg-Marquardt library levmar
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Levmar and paralleled calculations with multicore CPU #9

Open YuryPakhomov opened 8 months ago

YuryPakhomov commented 8 months ago

This is not issue, but request to improve Levmar module. Now the module uses only one CPU core and sequentially calculates the gradient - partial derivatives for all parameters. This operation can be paralleled theoretically due to independences of each partial derivative. Is it possible to implement this in the module?

mohawk2 commented 8 months ago

PRs are welcome, as are references to papers explaining the theoretical parallelisation.

A quick review of the README reminds me that this thing can use LAPACK if installed. Some BLAS implementations use multi-cores and/or GPUs. Have you experimented with that? Can you at least provide example data/code that demonstrates what you'd like to operate in parallel?