Commit messages

April 12, 2014

jpritikin committed r3334 in OpenMx at 14:55:
Place BA81 expectation in observed mode by default
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April 4, 2014

jpritikin committed r3286 in OpenMx at 11:39:
mxDataDynamic
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March 24, 2014

jpritikin committed r3205 in OpenMx at 15:52:
Eliminate a few more memory leaks

March 22, 2014

jpritikin committed r3200 in OpenMx at 18:48:
mxFitFunctionAlgebra derivatives
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March 13, 2014

jpritikin committed r3141 in OpenMx at 16:32:
Re-architect fitfunction derivatives API using Eigen

Why do we need another matrix algebra library? We already have two, that
is, omxMatrix (original) and Matrix (from CSOLNP). For IFA models with
many items, it is essential to perform a sparse matrix-vector product
(Hessian %*% gradient) in Newton-Raphson. I initially wrote bespoke code
for sparse matrix-vector product. This was working well. However, it
came to my attention that inverting the Hessian can also benefit from
sparse matrix algebra. Rather than re-invent the wheel, Eigen looks like
a promising implementation.

Additional changes:

+ Internal derivatives are no longer reported back to R. You need to use
mxComputeReportDeriv to request them. Report derivs by default seemed
like a bad idea if they are so big that we are using a sparse
representation.

+ MxComputeNumericDeriv got a verbose parameter to enable debugging at
runtime.

+ ifa-drm-wide.R is moved to the failing directory temporarily. This
commit does not optimize manipulation of the Hessian but uses a simple
dense representation. dsytrf/dsytri are used to invert the Hessian. This
doesn't scale, but the improved accuracy results in many fewer
Newton-Raphson iterations highlighting the poor accuracy of the replaced
code.

+ Eigen has a great debug mode that NaN initializes memory and does
bounds checking. With these tools to assist debugging, I decided to
never store the lower triangle of a Hessian.
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March 12, 2014

jpritikin committed r3138 in OpenMx at 10:46:
Enable R_NO_REMAP for a cleaner namespace
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March 7, 2014

jpritikin committed r3128 in OpenMx at 15:03:
Reorg code for latent distribution
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March 2, 2014

jpritikin committed r3104 in OpenMx at 18:22:
Optionally force a PD covariance matrix (not enabled)
jpritikin committed r3103 in OpenMx at 18:22:
Switch verbose from a logical to an integer
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jpritikin committed r3102 in OpenMx at 18:22:
Revert "Entertain a sample covariance formula"
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