jens
7b34529b24
git-svn-id: http://moon:8086/svn/matlab/trunk@91 801c6759-fa7c-4059-a304-17956f83a07c
32 lines
679 B
Matlab
32 lines
679 B
Matlab
function [S,Y,YS,lbfgs_start,lbfgs_end,Hdiag,skipped] = lbfgsAdd(y,s,S,Y,YS,lbfgs_start,lbfgs_end,Hdiag,useMex)
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ys = y'*s;
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skipped = 0;
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corrections = size(S,2);
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if ys > 1e-10
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if lbfgs_end < corrections
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lbfgs_end = lbfgs_end+1;
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if lbfgs_start ~= 1
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if lbfgs_start == corrections
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lbfgs_start = 1;
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else
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lbfgs_start = lbfgs_start+1;
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end
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end
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else
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lbfgs_start = min(2,corrections);
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lbfgs_end = 1;
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end
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if useMex
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lbfgsAddC(y,s,Y,S,ys,int32(lbfgs_end));
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else
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S(:,lbfgs_end) = s;
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Y(:,lbfgs_end) = y;
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end
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YS(lbfgs_end) = ys;
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% Update scale of initial Hessian approximation
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Hdiag = ys/(y'*y);
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else
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skipped = 1;
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end |