jens
7b34529b24
git-svn-id: http://moon:8086/svn/matlab/trunk@91 801c6759-fa7c-4059-a304-17956f83a07c
21 lines
614 B
Matlab
21 lines
614 B
Matlab
function [old_dirs,old_stps,Hdiag] = lbfgsUpdate(y,s,corrections,debug,old_dirs,old_stps,Hdiag)
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ys = y'*s;
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if ys > 1e-10
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numCorrections = size(old_dirs,2);
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if numCorrections < corrections
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% Full Update
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old_dirs(:,numCorrections+1) = s;
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old_stps(:,numCorrections+1) = y;
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else
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% Limited-Memory Update
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old_dirs = [old_dirs(:,2:corrections) s];
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old_stps = [old_stps(:,2:corrections) y];
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end
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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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if debug
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fprintf('Skipping Update\n');
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end
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end |