Re: BFGS results change with number of processors ( No.1 ) |
- Date: 2010/12/02 23:23
- Name: T.Ozaki
- Hi,
Thank you for your report.
I think that the behavior can be expected for the BFGS method. Since the approximate Hessian by the BFGS method can possess even negative eigenvalues, the ill-conditioned approximate Hessian allows a structure to transit other structures through the quasi Newton update. Also, it can be easily imagined that inverting the ill-conditioned approximate Hessian, which may have nearly zero eigenvalues, tends to suffer from numerical instability during long optimization steps, and also the type of round-off error problem can be dependent on the number of processors for the parallel calculations.
On the other hand, the EF method tries to eliminate the ill-conditioned eigenstates of the approximate Hessian, leading to numerical stability. Your observation may be the case.
Best regards,
TO
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