check for 1.11.90 / timings for simplex2

[Ivo Alxneit-Kamber <ivo dot alxneit at psi dot ch>]

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hi everybody

no problems with compile and check on my system

uname -a
Linux pc6411 2.6.18-92.1.18.el5 #1 SMP
    Wed Nov 12 06:49:06 EST 2008 i686 i686 i386 GNU/Linux

gcc -v
Using built-in specs.
Target: i386-redhat-linux
Configured with: ../configure --prefix=/usr --mandir=/usr/share/man
    --infodir=/usr/share/info --enable-shared --enable-threads=posix
    --enable-checking=release --with-system-zlib --enable-__cxa_atexit
    --disable-libunwind-exceptions --enable-libgcj-multifile
    --enable-languages=c,c++,objc,obj-c++,java,fortran,ada
    --enable-java-awt=gtk --disable-dssi --enable-plugin
    --with-java-home=/usr/lib/jvm/java-1.4.2-gcj-1.4.2.0/jre
    --with-cpu=generic --host=i386-redhat-linux
Thread model: posix
gcc version 4.1.2 20070626 (Red Hat 4.1.2-14)


i did some timing checks with my application where i minimize
3 parameters and the evaluation of the target function is rather
costly. part of the function evaluation is done 'externally'
(in a 'system()'  call) so you'll have to compare 'real' times below.
four different initial vertices are tested (each once) on a pretty
much  idle system. reported are the values of the tree fitted
parameters, something comparable to chi2, and the size of the simplex.

what i find:
- - simplex2 find the same minimum as simplex
- - simplex2 reports slightly different values for the size of the
  simplex. and because of this
- - simplex2 tends to take a few more iterations than simplex and is thus
  slightly slower
- - in the case where both algorithms use the same number of iterations
  (case 2) there is no significant speed difference.

does this make sense? brian, did you run some tests for fits with
'a lot' of parameters? thats where simplex2 should shine as far as
i understand.

brian could you please reconsider the inclusion of the alternate
procedure to set the initial simplex (SimplexImproved) for 1.12.
I never had any success with the original version in my applications.
including it would also maintain binary compatibility with existing code
as the new initializer gets only triggered if you specify a stepsize of
zero for all but the first parameter, a situation very unlikely to occur
otherwise.


timings

1)

simplex2	real	0m44.091s
simplex2	user	0m36.966s
simplex2	sys	0m7.051s

3.914659e-01    8.625244e-04    -8.103742e-02   9.673689e-11    9.678518e-05
# converged after 99 iterations

simplex		real	0m44.918s
simplex		user	0m37.789s
simplex		sys	0m7.121s

3.914659e-01    8.625244e-04    -8.103742e-02   9.673689e-11    9.614379e-05
# converged after 103 iterations


2)

simplex2	real	0m57.502s
simplex2	user	0m48.285s
simplex2	sys	0m9.181s

3.914666e-01    8.626529e-04    -8.103258e-02   9.673689e-11    8.612845e-05
# converged after 129 iterations

simplex		real	0m57.414s
simplex		user	0m48.286s
simplex		sys	0m9.113s

3.914666e-01    8.626529e-04    -8.103258e-02   9.673689e-11    7.646792e-05
# converged after 129 iterations


3)

simplex2	real	0m46.427s
simplex2	user	0m39.078s
simplex2	sys	0m7.330s

3.914675e-01    8.626788e-04    -8.098094e-02   9.673689e-11    8.378101e-05
# converged after 103 iterations

simplex		real	0m46.946s
simplex		user	0m39.554s
3.914675e-01    8.626788e-04    -8.098094e-02   9.673689e-11    7.898101e-05

# converged after 105 iterations
simplex		sys	0m7.339s

4)

simplex2	real	0m38.351s
simplex2	user	0m32.287s
simplex2	sys	0m5.949s

3.914675e-01    8.625820e-04    -8.096469e-02   9.673689e-11    8.422464e-05
# converged after 85 iterations

simplex		real	0m38.826s
simplex		user	0m32.670s
simplex		sys	0m6.052s

3.914675e-01    8.625820e-04    -8.096469e-02   9.673689e-11    8.318496e-05
# converged after 87 iterations


regards
- --
Dr. Ivo Alxneit
Laboratory for Solar Technology   phone: +41 56 310 4092
Paul Scherrer Institute             fax: +41 56 310 2688
CH-5232 Villigen                   http://solar.web.psi.ch
Switzerland                   gnupg key: 0x515E30C7

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