fminsearch and out of memory

i have some problem with function fminsearch in matlab 7. I have variable r which sets dimensions of matrix. For my problems its looks like this:

    for i=1:10
  for j=1:3
  ......
  r(1)=i-1;
  r(2)=j-1;
  r(3)=q-1;
  ....

Each iteration of dimensions looks like:

    fwrap = @(ab) wrap_linear_dynamic(r,ab);
    [ab] = fminsearch(fwrap,zeros(1,columns(ab)),optimset('MaxIter',2000,'Display','off'));

    function [result] = wrap_linear_dynamic(r,ab)
    global ayw shifty;
    b = ab(1, columns(ab)-r(columns(r)):columns(ab));
    a = ab(1, 1: columns(ayw)- columns(b));  
    result=criterion_linear_dynamic(a,b);
    end

    function [result]=criterion_linear_dynamic(a,b,Dy,Dx)
    ....
    global ayw shifty;
    .....
    u = uf(a,b);
    ...
    w = wf(a,b,Dx,Dy);
    result = u*(w^-1);
    clear w u Dx Dy;
    end

    function [resultw]=wf(a,b,Dx,Dy)
    d = 1:columns(a);
    if max(Dx) > 0
    Do = (Dx.^2)/(Dy.^2);
    else
    Do = Dx;
    end
    resultw =  Dy*(1+dot(b',b)+sum(Do(:,d)*dot(a(:,d)',a(:,d))));
    end

    function [resultu]=uf(a,b)
    global  ayw shifty;
    ab = vertcat(a',b');
    resultu = sum((shifty-ayw*(ab)).^2);
    end

Question: Dimensions of matrix ayw [130,10] and shifty[130,1]. if Dimension of matrix ayw becomes more 130:x. i get the error: out of memory on fminsearch.

    ??? Error using ==> max
    Out of memory. Type HELP MEMORY for your options.
    Error in ==> criterion_linear_dynamic>wf at 68
    if max(Dx) > 0
    Error in ==> criterion_linear_dynamic at 35
    w = wf(a,b,Dx,Dy);
    Error in ==> wrap_linear_dynamic at 8
    result=criterion_linear_dynamic(a,b);
    Error in ==>
    optim_linear_dynamic>@(ab)wrap_linear_dynamic(r,ab) at 28
    fwrap = @(ab) wrap_linear_dynamic(r,ab);
    Error in ==> fminsearch at 191
    fv(:,1) = funfcn(x,varargin{:});
    Error in ==> optim_linear_dynamic at 29
    [ab] =      fminsearch(fwrap,zeros(1,columns(ab)),optimset('MaxIter',2000,'Display','off'));%,'PlotFcns',@optimplotfval));
    Error in ==> optim_values_test7d at 21
                            [curcrit,a,b,curcrit_test_data,std_error]
                            = optim_linear_dynamic(x,y,rz);

I used the profiler, the memory begins to increase nonlinear rapidly in fminsearch. Apparently this is somehow directly connected with the algorithm for minimization. Are there ways to reduce memory usage fminsearch?

Answer 1

[Walter Roberson]

Is there a reason that you call criterion_linear_dynamic with only two arguments even though it is defined with four arguments?

What kind of size is Dx ? And is it possibly an array instead of a vector?

[Vladislav Engelhardt]

criterion_linear_dynamic - used "large" arrays ayw and shifty. That not to duplicate in memory, I made them global.

Dx is small vector equal size of variable a.

[Walter Roberson]

If Dx is small, you could try instead

if any(Dx(:) > 0)

or write the equivalent in to a loop.

I don't promise it will solve the problem; indeed, if it does, then the implication would be that Dx somehow become an array.