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jsilve24 / stray

Stray has been renamed fido, development continues at jsilve24/fido
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Added rudimentary Hessian vector product and line search methods #16

Closed jsilve24 closed 6 years ago

jsilve24 commented 6 years ago

Thanks Kim!

Few points:

1) The changes in ConjugateLinearModel.cpp, I really don't understand why the two temp variables are needed. This also worries me that this "fix" is perhaps hidding a different issue. I am going to instead force eval of the temporal calculated quantities using the *.eval() method in Eigen. This should also ensure these temporary variables hang around for only a minimal time.

2) Hessian Vector Product looks good! I am going to leave a wrapper in MongrelCollapsed_LGH.cpp but move the bulk of the function into MongrelCollapsed.h as this should enable faster evaluation without having to recreate the objects over and over. I bet this will give us a bigger speed up.

3) I will have a closer look at the line-search.

4) Thanks for writing unit tests!

jsilve24 commented 6 years ago

Merged to new Development Branch