/* interface calling into the fortran routine */
static int lbfgs(index_t *x0, at *f, at *g, double gtol, htable_t *p, at *vargs)
{
/* argument checking and setup */
extern void lbfgs_(int *n, int *m, double *x, double *fval, double *gval, \
int *diagco, double *diag, int iprint[2], double *gtol, \
double *xtol, double *w, int *iflag);
ifn (IND_STTYPE(x0) == ST_DOUBLE)
error(NIL, "not an array of doubles", x0->backptr);
ifn (Class(f)->listeval)
error(NIL, "not a function", f);
ifn (Class(f)->listeval)
error(NIL, "not a function", g);
ifn (gtol > 0)
error(NIL, "threshold value not positive", NEW_NUMBER(gtol));
at *gx = copy_array(x0)->backptr;
at *(*listeval_f)(at *, at *) = Class(f)->listeval;
at *(*listeval_g)(at *, at *) = Class(g)->listeval;
at *callf = new_cons(f, new_cons(x0->backptr, vargs));
at *callg = new_cons(g, new_cons(gx, new_cons(x0->backptr, vargs)));
htable_t *params = lbfgs_params();
if (p) htable_update(params, p);
int iprint[2];
iprint[0] = (int)Number(htable_get(params, NEW_SYMBOL("iprint-1")));
iprint[1] = (int)Number(htable_get(params, NEW_SYMBOL("iprint-2")));
lb3_.gtol = Number(htable_get(params, NEW_SYMBOL("ls-gtol")));
lb3_.stpmin = Number(htable_get(params, NEW_SYMBOL("ls-stpmin")));
lb3_.stpmax = Number(htable_get(params, NEW_SYMBOL("ls-stpmax")));
int m = (int)Number(htable_get(params, NEW_SYMBOL("lbfgs-m")));
int n = index_nelems(x0);
double *x = IND_ST(x0)->data;
double fval;
double *gval = IND_ST(Mptr(gx))->data;
int diagco = false;
double *diag = mm_blob(n*sizeof(double));
double *w = mm_blob((n*(m+m+1)+m+m)*sizeof(double));
double xtol = eps(1); /* machine precision */
int iflag = 0;
ifn (n>0)
error(NIL, "empty array", x0->backptr);
ifn (m>0)
error(NIL, "m-parameter must be positive", NEW_NUMBER(m));
/* reverse communication loop */
do {
fval = Number(listeval_f(Car(callf), callf));
listeval_g(Car(callg), callg);
lbfgs_(&n, &m, x, &fval, gval, &diagco, diag, iprint, >ol, &xtol, w, &iflag);
assert(iflag<2);
} while (iflag > 0);
return iflag;
}
void storage_realloc(storage_t *st, size_t size, at *init)
{
if (size < st->size)
RAISEF("storage size cannot be reduced", st->backptr);
size_t s = size*storage_sizeof[st->type];
size_t olds = st->size*storage_sizeof[st->type];
gptr olddata = st->data;
if (st->kind == STS_NULL) {
/* empty storage */
assert(st->data == NULL);
storage_alloc(st, size, init);
return;
} else {
/* reallocate memory and update srg */
if (st->kind == STS_MANAGED)
MM_ANCHOR(olddata);
if (st->type==ST_AT || st->type==ST_MPTR)
st->data = mm_allocv(mt_refs, s);
else
st->data = mm_blob(s);
if (st->data) {
memcpy(st->data, olddata, olds);
st->kind = STS_MANAGED;
}
}
if (st->data == NULL) {
st->data = olddata;
RAISEF("not enough memory", NIL);
}
size_t oldsize = st->size;
st->size = size;
if (init) {
/* temporarily clear read only flag to allow initialization */
bool isreadonly = st->isreadonly;
storage_clear(st, init, oldsize);
st->isreadonly = isreadonly;
}
}
