Hi everybody, my problem is the following, I need to minimize a certain function "errorfunc" with FindMinimum
(*
errorfunc minimize the L2 HIlbert norm of the difference between TLE \
and TLN*)
errorfunc[sig_, m_] := Module[{TLN, diff},
TLN = trT[sig, m] trH[sig, m];
diff = Total[(TLN - TLE)^2]^(1/2);
Return[diff];
Clear[TLN, diff]];
FindMinimum needs to evaluate the errofunc thousand times on each couple (sig, m).
The calculation of each function value is lengthy, and requires a reasonable amount of memory. But, for some reason, the memory usage in Mathematica grows steadily until it consumes 83% of my cluster memory (32GB) then the computation continues extremely slowly; why is this? Ive read something:
https://groups.google.com/forum/#!topic/comp.soft-sys.math.mathematica/UYzbXE615lk
http://stackoverflow.com/questions/6867892/reducing-memory-usage-in-an-extended-mathematica-session
and I thought that the problem was due to the fact that I frequently use Module to define functions. I ve tried to solve the problem setting $HistoryLength=0 and cleaning such variables before exiting Module, but nothing seems to change, the leakage still remains. Has anybody an idea how to avoid this leakage? Attached you can find the entire code. (I'm usign Mathematica v10.0)
Thanks in advance for any suggestions, Luisa
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