Swiss Ephemeris / Nelder-Mead simplex

[Laeeth Isharc via Digitalmars-d-announce]

On Monday, 22 December 2014 at 21:39:08 UTC, Marc Schütz wrote:
> On Monday, 22 December 2014 at 20:46:23 UTC, bachmeier wrote:
>> It's been ages since I read the paper, but there is a parallel 
>> version of Nelder-Mead that is supposed to give very large 
>> performance improvements, even when used on a single processor:
>>
>> http://www.cs.ucsb.edu/~kyleklein/publications/neldermead.pdf
>>
>> It is not difficult to implement. I may look into modifying 
>> your code to implement it when I get some time.
>
> It will certainly also be advantageous to pass the functions as 
> aliases, so that they can get inlined.

Thanks, Marc.  I appreciate the pointer, and if you do have time 
to look at the code.  I confess that it can't really be called my 
own implementation as I simply ported it to D.  There is some 
more clever stuff within quantlib (c++ project), but I quite 
liked the idea of starting with this one as it is simple, and 
speed is not yet vital at this stage.


Laeeth.