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[Bug-gsl] bug in gsl-1.13 (multidimensional minimization)

From: Roman Parys
Subject: [Bug-gsl] bug in gsl-1.13 (multidimensional minimization)
Date: Mon, 28 Sep 2009 14:35:33 +0200
User-agent: Thunderbird (Windows/20090812)

Dear GSL developers,

I have found a problem in multidimensional minimization package of GSL. The new method gsl_multimin_fminimizer_nmsimplex2 should consume O(N) memory, however the function gsl_multimin_fminimizer_alloc() tries to allocate a matrix of (N+1,N) size.
In function nmsimplex_alloc()  there is a line (file simplex2.c) :

state->x1 = gsl_matrix_alloc (n + 1, n);

As a result of this problem, I'm not able to minimize a function of about 50000 variables (32 bit system)

With best regards,
Roman Parys

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