[SciPy-User] leastsq and multiprocessing

[Jeremy Sanders]

Sturla Molden wrote:

> I think this is fundamentally the wrong approach to a parallel leastsq. We
> should replace the MINPACK supplied QR-solver with one based on LAPACK.
> Then MKL, Accelerate or OpenBLAS will take care of the parallel
> processing. This is often the dominating part of the computation. So just
> parallel processing in the Python callbacks will not be very scalable. If
> you really care about a parallel leastsq, this is where you should put
> your effort. The computational compexity here is O(N**3), compared to O(N)
> for the callbacks. The bigger the problem, the more the QR part will
> dominate.

This is certainly not true for many of the problems I've been recently 
solving. Calculating the objective function is very slow and my models only 
have a few tens of parameters. The IPC is minimal here, so I get get pretty 
good utilisation of several cores.

I think support for both parallel processing optimisations is necessary.

Jeremy