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Stack overflows on some large problems #6

ekmett opened this Issue August 18, 2012 · 1 comment

1 participant

Edward Kmett
Edward Kmett

From Lennart Augustsson,


I'm trying to use your AD package for some fairly serious computations.
I'm using grad' to compute the partial derivatives for a function of about 800 variables.
The computation itself take 10-20s.
A problem I frequently experience is that I get a stack overflow.
I think it happens while the partial derivatives are evaluated rather than the regular computation, because using Double rather than AD numbers behaves well.

It's not a serious problem, but maybe you want to take a look.

And no, I can't send you the code. It's computing PV and delta risk for some actual products.

Thanks for a great package!

Edward Kmett

This should be fixed by the new Reverse mode.

Edward Kmett ekmett closed this March 30, 2014
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