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lbfgs.cpp File Reference

(* $Id: lbfgs.cpp 2256 2014-08-27 20:15:44Z johnoel $)

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Classes

struct  alist
struct  cilist
struct  cllist
struct  complex
struct  doublecomplex
struct  icilist
struct  inlist
union  Multitype
struct  Namelist
struct  olist
struct  Vardesc

Defines

#define abs(x)   ((x) >= 0 ? (x) : -(x))
#define dabs(x)   (doublereal)abs(x)
#define dmax(a, b)   (doublereal)max(a,b)
#define dmin(a, b)   (doublereal)min(a,b)
#define Extern   extern
#define F2C_INCLUDE
 barf [ba:rf] 2.
#define F2C_proc_par_types   1
#define FALSE_   (0)
#define max(a, b)   ((a) >= (b) ? (a) : (b))
#define min(a, b)   ((a) <= (b) ? (a) : (b))
#define TRUE_   (1)
#define VOID   void

Typedefs

typedef char * address
typedef VOID C_f
typedef VOID(* C_fp )()
typedef doublereal(* D_fp )()
typedef double doublereal
typedef doublereal E_f
typedef doublereal(*)(* E_fp )()
typedef long int flag
typedef long int ftnint
typedef long int ftnlen
typedef VOID H_f
typedef VOID(* H_fp )()
typedef integer(* I_fp )()
typedef long int integer
typedef char integer1
typedef shortint(* J_fp )()
typedef shortlogical(* K_fp )()
typedef logical(* L_fp )()
typedef long int logical
typedef char logical1
typedef union Multitype Multitype
typedef struct Namelist Namelist
typedef real(* R_fp )()
typedef float real
typedef int(* S_fp )()
typedef short int shortint
typedef short int shortlogical
typedef int(* U_fp )()
typedef struct Vardesc Vardesc
typedef VOID Z_f
typedef VOID(* Z_fp )()

Functions

int daxpy_ (integer *n, doublereal *da, doublereal *dx, integer *incx, doublereal *dy, integer *incy)
doublereal ddot_ (integer *n, doublereal *dx, integer *incx, doublereal *dy, integer *incy)
int lbfgs_ (integer *n, integer *m, doublereal *x, doublereal *f, doublereal *g, logical *diagco, doublereal *diag, integer *iprint, doublereal *eps, doublereal *xtol, doublereal *w, integer *iflag, integer *iter, integer *info)
int mcsrch_ (integer *n, doublereal *x, doublereal *f, doublereal *g, doublereal *s, doublereal *stp, doublereal *ftol, doublereal *xtol, integer *maxfev, integer *info, integer *nfev, doublereal *wa)
int mcstep_ (doublereal *stx, doublereal *fx, doublereal *dx, doublereal *sty, doublereal *fy, doublereal *dy, doublereal *stp, doublereal *fp, doublereal *dp, logical *brackt, doublereal *stpmin, doublereal *stpmax, integer *info)

Variables

static integer c__1 = 1
struct {
   doublereal   gtol
   integer   lp
   integer   mp
   doublereal   stpmax
   doublereal   stpmin
lb3_1

Detailed Description

Description not yet available.

Definition in file lbfgs.cpp.


Define Documentation

#define abs (   x)    ((x) >= 0 ? (x) : -(x))

Definition at line 180 of file lbfgs.cpp.

Referenced by mcsrch_(), and mcstep_().

#define dabs (   x)    (doublereal)abs(x)

Definition at line 181 of file lbfgs.cpp.

#define dmax (   a,
 
)    (doublereal)max(a,b)

Definition at line 185 of file lbfgs.cpp.

#define dmin (   a,
 
)    (doublereal)min(a,b)

Definition at line 184 of file lbfgs.cpp.

#define Extern   extern

Definition at line 51 of file lbfgs.cpp.

#define F2C_INCLUDE

barf [ba:rf] 2.

"He suggested using FORTRAN, and everybody barfed."

  • From The Shogakukan DICTIONARY OF NEW ENGLISH (Second edition)

Definition at line 31 of file lbfgs.cpp.

#define F2C_proc_par_types   1

Definition at line 189 of file lbfgs.cpp.

#define FALSE_   (0)

Definition at line 47 of file lbfgs.cpp.

Referenced by lbfgs_(), mcsrch_(), and mcstep_().

#define max (   a,
 
)    ((a) >= (b) ? (a) : (b))

Definition at line 183 of file lbfgs.cpp.

#define min (   a,
 
)    ((a) <= (b) ? (a) : (b))

Definition at line 182 of file lbfgs.cpp.

#define TRUE_   (1)

Definition at line 46 of file lbfgs.cpp.

Referenced by lbfgs_(), mcsrch_(), and mcstep_().

#define VOID   void

Definition at line 148 of file lbfgs.cpp.


Typedef Documentation

typedef char* address

Definition at line 34 of file lbfgs.cpp.

typedef VOID C_f

Definition at line 216 of file lbfgs.cpp.

typedef VOID(* C_fp)()

Definition at line 208 of file lbfgs.cpp.

typedef doublereal(* D_fp)()

Definition at line 207 of file lbfgs.cpp.

typedef double doublereal

Definition at line 37 of file lbfgs.cpp.

typedef doublereal E_f

Definition at line 219 of file lbfgs.cpp.

typedef doublereal(*)(* E_fp)()

Definition at line 207 of file lbfgs.cpp.

typedef long int flag

Definition at line 62 of file lbfgs.cpp.

typedef long int ftnint

Definition at line 64 of file lbfgs.cpp.

typedef long int ftnlen

Definition at line 63 of file lbfgs.cpp.

typedef VOID H_f

Definition at line 217 of file lbfgs.cpp.

typedef VOID(* H_fp)()

Definition at line 212 of file lbfgs.cpp.

typedef integer(* I_fp)()

Definition at line 205 of file lbfgs.cpp.

typedef long int integer

Definition at line 33 of file lbfgs.cpp.

typedef char integer1

Definition at line 43 of file lbfgs.cpp.

typedef shortint(* J_fp)()

Definition at line 204 of file lbfgs.cpp.

typedef shortlogical(* K_fp)()

Definition at line 211 of file lbfgs.cpp.

typedef logical(* L_fp)()

Definition at line 210 of file lbfgs.cpp.

typedef long int logical

Definition at line 40 of file lbfgs.cpp.

typedef char logical1

Definition at line 42 of file lbfgs.cpp.

typedef union Multitype Multitype

Definition at line 161 of file lbfgs.cpp.

typedef struct Namelist Namelist

Definition at line 178 of file lbfgs.cpp.

typedef real(* R_fp)()

Definition at line 206 of file lbfgs.cpp.

typedef float real

Definition at line 36 of file lbfgs.cpp.

typedef int(* S_fp)()

Definition at line 213 of file lbfgs.cpp.

typedef short int shortint

Definition at line 35 of file lbfgs.cpp.

typedef short int shortlogical

Definition at line 41 of file lbfgs.cpp.

typedef int(* U_fp)()

Definition at line 203 of file lbfgs.cpp.

typedef struct Vardesc Vardesc

Definition at line 171 of file lbfgs.cpp.

typedef VOID Z_f

Definition at line 218 of file lbfgs.cpp.

typedef VOID(* Z_fp)()

Definition at line 209 of file lbfgs.cpp.


Function Documentation

int daxpy_ ( integer n,
doublereal da,
doublereal dx,
integer incx,
doublereal dy,
integer incy 
)

Definition at line 1105 of file lbfgs.cpp.

Referenced by lbfgs_().

doublereal ddot_ ( integer n,
doublereal dx,
integer incx,
doublereal dy,
integer incy 
)

Definition at line 1190 of file lbfgs.cpp.

Referenced by lbfgs_().

int lbfgs_ ( integer n,
integer m,
doublereal x,
doublereal f,
doublereal g,
logical diagco,
doublereal diag,
integer iprint,
doublereal eps,
doublereal xtol,
doublereal w,
integer iflag,
integer iter,
integer info 
)

Definition at line 276 of file lbfgs.cpp.

Referenced by function_minimizer::limited_memory_quasi_newton().

int mcsrch_ ( integer n,
doublereal x,
doublereal f,
doublereal g,
doublereal s,
doublereal stp,
doublereal ftol,
doublereal xtol,
integer maxfev,
integer info,
integer nfev,
doublereal wa 
)

Definition at line 1280 of file lbfgs.cpp.

Referenced by lbfgs_().

int mcstep_ ( doublereal stx,
doublereal fx,
doublereal dx,
doublereal sty,
doublereal fy,
doublereal dy,
doublereal stp,
doublereal fp,
doublereal dp,
logical brackt,
doublereal stpmin,
doublereal stpmax,
integer info 
)

Definition at line 1550 of file lbfgs.cpp.

Referenced by mcsrch_().


Variable Documentation

integer c__1 = 1 [static]

Definition at line 267 of file lbfgs.cpp.

Definition at line 249 of file lbfgs.cpp.

struct { ... } lb3_1

Referenced by lbfgs_(), and mcsrch_().

Definition at line 248 of file lbfgs.cpp.

Definition at line 249 of file lbfgs.cpp.

Referenced by mcstep_().

Definition at line 249 of file lbfgs.cpp.

Referenced by mcstep_().