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optimize: avoid unnecessary allocations for Gradient and Hessian

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Dan Kortschak
2020-02-16 15:45:16 +10:30
parent 7d9e94571f
commit 8ad895b51b
1 changed files with 10 additions and 7 deletions
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17
optimize/minimize.go
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@@ -478,19 +478,22 @@ func evaluate(p *Problem, loc *Location, op Operation, x []float64) {
} }
if op&GradEvaluation != 0 { if op&GradEvaluation != 0 {
// Make sure we have a destination in which to place the gradient. // Make sure we have a destination in which to place the gradient.
// TODO(kortschak): Consider making this a check of len(loc.Gradient) != 0 if len(loc.Gradient) == 0 {
// to allow reuse of the slice. if cap(loc.Gradient) < len(x) {
if loc.Gradient == nil { loc.Gradient = make([]float64, len(x))
loc.Gradient = make([]float64, len(x)) } else {
loc.Gradient = loc.Gradient[:len(x)]
}
} }
p.Grad(loc.Gradient, x) p.Grad(loc.Gradient, x)
} }
if op&HessEvaluation != 0 { if op&HessEvaluation != 0 {
// Make sure we have a destination in which to place the Hessian. // Make sure we have a destination in which to place the Hessian.
// TODO(kortschak): Consider making this a check of loc.Hessian.IsZero() switch {
// to allow reuse of the matrix. case loc.Hessian == nil:
if loc.Hessian == nil {
loc.Hessian = mat.NewSymDense(len(x), nil) loc.Hessian = mat.NewSymDense(len(x), nil)
case loc.Hessian.IsEmpty():
loc.Hessian.ReuseAsSym(len(x))
} }
p.Hess(loc.Hessian, x) p.Hess(loc.Hessian, x)
} }