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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 {
// Make sure we have a destination in which to place the gradient.
// TODO(kortschak): Consider making this a check of len(loc.Gradient) != 0
// to allow reuse of the slice.
if loc.Gradient == nil {
loc.Gradient = make([]float64, len(x))
if len(loc.Gradient) == 0 {
if cap(loc.Gradient) < len(x) {
loc.Gradient = make([]float64, len(x))
} else {
loc.Gradient = loc.Gradient[:len(x)]
}
}
p.Grad(loc.Gradient, x)
}
if op&HessEvaluation != 0 {
// Make sure we have a destination in which to place the Hessian.
// TODO(kortschak): Consider making this a check of loc.Hessian.IsZero()
// to allow reuse of the matrix.
if loc.Hessian == nil {
switch {
case loc.Hessian == nil:
loc.Hessian = mat.NewSymDense(len(x), nil)
case loc.Hessian.IsEmpty():
loc.Hessian.ReuseAsSym(len(x))
}
p.Hess(loc.Hessian, x)
}