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Minimization of function of large variable number
- From: Lukasz Grabun <grabek at acn dot waw dot pl>
- To: gsl-discuss at sources dot redhat dot com
- Date: Sun, 27 Oct 2002 16:48:42 +0100
- Subject: Minimization of function of large variable number
Hi,
I'm to the maillist so in the first words of my post: hello to everyone.
I am a mathematician (or am trying to become one) and I'm using GSL to
solve stochastic differential equations. In papers I read for my
master thesis I encountered a problem of minimizing a Hamilton
function. This *can* be done with GSL library at least theoretically.
Problem is that the function depends on 10^3 variables. Would it cause
any problems (technical, theoretical)? Oh, the Hamiltonian itself is a
positive quadratic form so it is relatively simple function, if it
helps.
--
Lukasz Grabun