| Re: BFGS results change with number of processors ( No.1 )|
- Date: 2010/12/02 23:23
- Name: T.Ozaki
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
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.