DiffEqTools Calculus comparison

calculus.txt

julia> include("test/runtests.jl")
./general/objective_types.jl
  2.170476 seconds (641.11 k allocations: 34.523 MiB, 0.86% gc time)
Test Summary: | Pass  Total
general       |   21     21
./multivariate/fdtime.jl
#####################
Solver: L-BFGS
Problem: Rosenbrock
f-calls: 77
  0.000280 seconds (2.65 k allocations: 77.313 KiB)
Problem: Quadratic Diagonal
f-calls: 183
  0.047312 seconds (189.47 k allocations: 64.735 MiB, 8.44% gc time)
Problem: Hosaki
f-calls: 17
  0.000092 seconds (469 allocations: 13.406 KiB)
Problem: Large Polynomial
f-calls: 5
  0.000970 seconds (163 allocations: 71.438 KiB)
Problem: Penalty Function I
f-calls: 248
  0.021809 seconds (157.54 k allocations: 2.538 MiB)
Problem: Extended Rosenbrock
f-calls: 107
  0.028771 seconds (261.34 k allocations: 38.517 MiB, 15.10% gc time)
Problem: Polynomial
f-calls: 107
  0.000529 seconds (3.10 k allocations: 87.859 KiB)
Problem: Powell
f-calls: 91
  0.000504 seconds (2.79 k allocations: 80.328 KiB)
Problem: Exponential
f-calls: 30
  0.000107 seconds (655 allocations: 17.563 KiB)
Problem: Paraboloid Diagonal
f-calls: 292
  0.077810 seconds (302.48 k allocations: 103.283 MiB, 8.44% gc time)
Problem: Paraboloid Random Matrix
f-calls: 259
  0.302190 seconds (268.07 k allocations: 91.606 MiB, 2.01% gc time)
Problem: Extended Powell
f-calls: 115
  0.076543 seconds (627.45 k allocations: 71.723 MiB, 19.47% gc time)
Problem: Trigonometric
Skipping Trigonometric
Problem: Fletcher-Powell
f-calls: 65
  0.000293 seconds (2.24 k allocations: 64.406 KiB)
Problem: Parabola
f-calls: 3
  0.000036 seconds (104 allocations: 6.063 KiB)
Problem: Himmelblau
f-calls: 22
  0.000097 seconds (620 allocations: 16.969 KiB)
#####################
Solver: Newton
Problem: Rosenbrock
f-calls: 71
  0.000324 seconds (1.97 k allocations: 60.094 KiB)
f-calls: 71
  0.000308 seconds (1.97 k allocations: 60.234 KiB)
Problem: Quadratic Diagonal
f-calls: 6
  0.051726 seconds (187.81 k allocations: 72.252 MiB, 10.58% gc time)
f-calls: 6
  0.049440 seconds (181.82 k allocations: 70.157 MiB, 7.87% gc time)
Problem: Hosaki
f-calls: 11
  0.000161 seconds (335 allocations: 12.688 KiB)
f-calls: 11
  0.000096 seconds (334 allocations: 12.828 KiB)
Problem: Large Polynomial
f-calls: 21
  0.943318 seconds (11.54 k allocations: 2.665 MiB)
f-calls: 24
  1.097772 seconds (14.08 k allocations: 3.031 MiB, 0.22% gc time)
Problem: Penalty Function I
f-calls: 105
  0.515171 seconds (2.00 M allocations: 31.737 MiB, 1.90% gc time)
f-calls: 109
  0.497763 seconds (1.93 M allocations: 30.776 MiB, 1.82% gc time)
Problem: Extended Rosenbrock
f-calls: 74
  0.993924 seconds (5.72 M allocations: 881.033 MiB, 10.07% gc time)
f-calls: 73
  0.852214 seconds (5.54 M allocations: 854.910 MiB, 10.50% gc time)
Problem: Polynomial
f-calls: 11
  0.000144 seconds (294 allocations: 11.906 KiB)
f-calls: 11
  0.000115 seconds (293 allocations: 12.047 KiB)
Problem: Powell
f-calls: 31
  0.000430 seconds (843 allocations: 30.375 KiB)
f-calls: 31
  0.000346 seconds (842 allocations: 30.516 KiB)
Problem: Exponential
f-calls: 20
  0.000168 seconds (515 allocations: 17.922 KiB)
f-calls: 20
  0.000150 seconds (514 allocations: 18.063 KiB)
Problem: Paraboloid Diagonal
f-calls: 470
  5.990699 seconds (16.65 M allocations: 6.244 GiB, 7.18% gc time)
f-calls: 486
  5.010922 seconds (17.00 M allocations: 6.391 GiB, 8.13% gc time)
Problem: Paraboloid Random Matrix
f-calls: 164
  9.849247 seconds (6.16 M allocations: 2.312 GiB, 2.10% gc time)
f-calls: 177
 10.772665 seconds (5.82 M allocations: 2.188 GiB, 1.74% gc time)
Problem: Extended Powell
f-calls: 31
  1.123851 seconds (5.48 M allocations: 637.892 MiB, 23.12% gc time)
f-calls: 31
  0.968369 seconds (5.31 M allocations: 618.973 MiB, 23.33% gc time)
Problem: Trigonometric
Skipping Trigonometric
Problem: Fletcher-Powell
f-calls: 50
  0.000511 seconds (1.61 k allocations: 53.125 KiB)
f-calls: 50
  0.000469 seconds (1.91 k allocations: 57.953 KiB)
Problem: Parabola
f-calls: 5
  0.000085 seconds (197 allocations: 10.031 KiB)
f-calls: 4
  0.000071 seconds (194 allocations: 10.141 KiB)
Problem: Himmelblau
f-calls: 14
  0.000142 seconds (454 allocations: 15.938 KiB)
f-calls: 14
  0.000128 seconds (453 allocations: 16.078 KiB)
 75.393815 seconds (147.73 M allocations: 41.257 GiB, 5.28% gc time)
Test Summary: | Pass  Total
multivariate  |  135    135

diffeqdifftools.txt

julia> include("test/runtests.jl")
./general/objective_types.jl
  1.869058 seconds (632.62 k allocations: 34.299 MiB, 0.42% gc time)
Test Summary: | Pass  Total
general       |   21     21
./multivariate/fdtime.jl
#####################
Solver: L-BFGS
Problem: Rosenbrock
f-calls: 77
  0.000543 seconds (3.36 k allocations: 101.813 KiB)
Problem: Quadratic Diagonal
f-calls: 183
  0.047871 seconds (245.23 k allocations: 65.898 MiB, 13.94% gc time)
Problem: Hosaki
f-calls: 17
  0.000137 seconds (634 allocations: 19.156 KiB)
Problem: Large Polynomial
f-calls: 5
  0.000956 seconds (4.68 k allocations: 167.563 KiB)
Problem: Penalty Function I
f-calls: 248
  0.019365 seconds (232.99 k allocations: 4.111 MiB)
Problem: Extended Rosenbrock
f-calls: 112
  0.028166 seconds (307.82 k allocations: 41.031 MiB, 18.02% gc time)
Problem: Polynomial
f-calls: 107
  0.000713 seconds (4.40 k allocations: 130.172 KiB)
Problem: Powell
f-calls: 91
  0.000692 seconds (4.17 k allocations: 120.703 KiB)
Problem: Exponential
f-calls: 30
  0.000255 seconds (937 allocations: 27.375 KiB)
Problem: Paraboloid Diagonal
f-calls: 292
  0.077946 seconds (391.26 k allocations: 105.134 MiB, 11.30% gc time)
Problem: Paraboloid Random Matrix
f-calls: 259
  0.373392 seconds (346.85 k allocations: 93.248 MiB, 3.33% gc time)
Problem: Extended Powell
f-calls: 116
  0.075374 seconds (668.34 k allocations: 73.085 MiB, 25.78% gc time)
Problem: Trigonometric
Skipping Trigonometric
Problem: Fletcher-Powell
f-calls: 65
  0.000406 seconds (3.03 k allocations: 90.313 KiB)
Problem: Parabola
f-calls: 3
  0.000047 seconds (179 allocations: 8.250 KiB)
Problem: Himmelblau
f-calls: 22
  0.000157 seconds (830 allocations: 24.281 KiB)
#####################
Solver: Newton
Problem: Rosenbrock
f-calls: 70
  0.000708 seconds (3.36 k allocations: 103.484 KiB)
f-calls: 71
  0.000309 seconds (1.90 k allocations: 52.828 KiB)
Problem: Quadratic Diagonal
f-calls: 7
  0.113063 seconds (531.85 k allocations: 145.662 MiB, 16.09% gc time)
f-calls: 3
  0.000453 seconds (1.05 k allocations: 566.563 KiB)
Problem: Hosaki
f-calls: 10
  0.000161 seconds (577 allocations: 20.703 KiB)
f-calls: 11
  0.000101 seconds (342 allocations: 12.547 KiB)
Problem: Large Polynomial
f-calls: 36
  3.378604 seconds (9.46 M allocations: 200.432 MiB, 1.51% gc time)
f-calls: 5
  0.005114 seconds (2.60 k allocations: 1.142 MiB)
Problem: Penalty Function I
f-calls: 103
  1.235567 seconds (6.80 M allocations: 117.544 MiB, 3.39% gc time)
f-calls: 159
  0.024280 seconds (30.00 k allocations: 1.962 MiB)
Problem: Extended Rosenbrock
f-calls: 74
  1.866904 seconds (12.65 M allocations: 1.660 GiB, 12.36% gc time)
f-calls: 71
  0.025942 seconds (116.72 k allocations: 20.314 MiB, 12.02% gc time)
Problem: Polynomial
f-calls: 19
  0.000555 seconds (1.19 k allocations: 39.500 KiB)
f-calls: 6
  0.000110 seconds (213 allocations: 9.531 KiB)
Problem: Powell
f-calls: 31
  0.001122 seconds (2.63 k allocations: 79.781 KiB)
f-calls: 31
  0.000319 seconds (826 allocations: 27.406 KiB)
Problem: Exponential
f-calls: 20
  0.000395 seconds (920 allocations: 30.969 KiB)
f-calls: 19
  0.000196 seconds (512 allocations: 17.000 KiB)
Problem: Paraboloid Diagonal
f-calls: 471
 15.017216 seconds (46.32 M allocations: 12.382 GiB, 12.42% gc time)
f-calls: 473
  0.150818 seconds (245.95 k allocations: 99.992 MiB, 10.49% gc time)
Problem: Paraboloid Random Matrix
f-calls: 164
 24.741286 seconds (16.41 M allocations: 4.386 GiB, 3.08% gc time)
f-calls: 166
  0.135691 seconds (81.80 k allocations: 33.298 MiB, 4.67% gc time)
Problem: Extended Powell
f-calls: 31
  1.946548 seconds (12.73 M allocations: 1.364 GiB, 23.28% gc time)
f-calls: 31
  0.030156 seconds (154.76 k allocations: 19.318 MiB, 27.23% gc time)
Problem: Trigonometric
Skipping Trigonometric
Problem: Fletcher-Powell
f-calls: 49
  0.000932 seconds (3.28 k allocations: 102.203 KiB)
f-calls: 48
  0.000417 seconds (2.26 k allocations: 54.688 KiB)
Problem: Parabola
f-calls: 5
  0.000181 seconds (681 allocations: 23.766 KiB)
f-calls: 4
  0.000069 seconds (153 allocations: 8.469 KiB)
Problem: Himmelblau
f-calls: 14
  0.000262 seconds (773 allocations: 26.234 KiB)
f-calls: 14
  0.000139 seconds (457 allocations: 15.422 KiB)
 90.786090 seconds (215.58 M allocations: 41.588 GiB, 7.77% gc time)
Test Summary: | Pass  Total
multivariate  |  135    135