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[Help-gsl] Strange performance of gsl_fdfsolver_lmsder


From: Alexander Usov
Subject: [Help-gsl] Strange performance of gsl_fdfsolver_lmsder
Date: Wed, 24 Oct 2007 20:45:01 +0200

Hi all,

I am currently working on the problem involving source extraction from
astronomical images, which essentially boils down to fitting a number of
2d gaussians to the image.

One of the traditionally used fitters in this field is a Levenberg-Marquardt,
which gsl_fdfsolver_lmsder is and implementation of.

At some moment I have notices that for the bigger images (about 550
pixels, 20-30 parameters) gsl's lmsder algorithm spends a large fraction
of the run-time (about 50%) doing household transform.

While looking around for are different minimization algorithms I have made
a surprising finding that original netlib/minpack/lmder is almost twice faster
that that of gsl.

Could anyone explain such a big difference in performace?

-- 
Best regards,
  Alexander.




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