我正在尝试在 VS10 中构建公开可用的 GP-LVM 方法的 C++ 实现 http://www.cs.man.ac.uk/~neill/gplvmcpp/
它使用此处提供的“fortran-2-c”ed LAPACK:
http://www.netlib.org/clapack/
以便我以后可以将其整合到我的博士研究中。
我解决了所有其他错误，但我仍然遇到这个错误:
1>COptimisable.obj : error LNK2019: unresolved external symbol _lbfgs_ referenced in function "public: void __thiscall COptimisable::lbfgsOptimise(void)" (?lbfgsOptimise@COptimisable@@QAEXXZ)
有什么办法可以解决这个问题吗？
lbfgs优化代码:
void COptimisable::lbfgsOptimise()
{
if(getVerbosity()>2)
{
cout << "Limited Memory BFGS Optimisation." << endl;
}
int nParams = getOptNumParams();
int iflag = 0;
int memSize = 10;
double* Xvals = new double[nParams];
double* work = new double[nParams*(2*memSize+1) + 2*memSize];
double* gvals = new double[nParams];
double* diagVals = new double[nParams];
CMatrix X(1, nParams);
CMatrix g(1, nParams);
int iPrint[2] ={-1, 0};
if(getVerbosity()>2)
{
iPrint[0] = 1;
}
double f = 0.0;
getOptParams(X);
while(true)
{
f = computeObjectiveGradParams(g);
X.toArray(Xvals);
g.toArray(gvals);
lbfgs_(nParams, memSize, Xvals, f, gvals, 0, diagVals, iPrint, getObjectiveTol(), getParamTol(), work, iflag);
if(iflag<=0)
{
if(iflag==-1)
{
cout << "Warning: lbfgsOptimise: linesearch failed." << endl;
break;
}
else if(iflag == -2)
{
throw ndlexceptions::Error("An element of the inverse Hessian provided is not positive.");
}
else if(iflag == -3)
{
throw ndlexceptions::Error("Inproper input to lbfgs_.");
}
}
else if(iflag==0)
{
break;
}
else if(iflag==1)
{
X.fromArray(Xvals);
setOptParams(X);
funcEval++;
}
else
{
throw ndlexceptions::Error("Unhandled iflag.");
}
}
}
lbfgs_ 声明:
// this is l-bfgs from http://www.ece.northwestern.edu/%7Enocedal/lbfgs.html
extern "C" void lbfgs_(const int& numVariables,
const int& numCorrections,
double* X,
const double& funcVal, // set by user to be func val.
const double* gradVals, // set by user to be grad vals.
const int& diagCo,
const double* diag,
const int iPrint[2],
const double& prec,
const double& xtol,
double* W, // work vector size N(2M+1) + 2M
int& iFlag);
注意: 我也遇到过很多这种类型的错误:
1>e:\computer graphics\non-cg code\gplvm c++ - copy\gplvmcpp0p201\cndlinterfaces.h(467): warning C4290: C++ exception specification ignored except to indicate a function is not __declspec(nothrow)
最后我也得到了这个:
1>LINK : warning LNK4098: defaultlib 'MSVCRT' conflicts with use of other libs; use /NODEFAULTLIB:library
最佳答案
好的，所以我对 GPLVMCPP 附带的原始 ndlfortran.c 添加了内容，并最终得到了要构建的解决方案。仍在尝试确保整个应用程序按照我添加的内容正常工作。
万一其他人需要它..
这是我在原来的ndlfortran.c的末尾添加的:
/*
* ME --
*
* $Id: lbfgs.c,v 1.1.1.1 2004/02/16 23:45:44 taku-ku Exp $;
*
* Copyright (C) 2001-2002 Taku Kudo <taku-ku@is.aist-nara.ac.jp>
* All rights reserved.
*
* This library is free software; you can redistribute it and/or
* modify it under the terms of the GNU Library General Public
* License as published by the Free Software Foundation; either
* version 2 of the License, or (at your option) any later verjsion.
*
* This library is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
* Library General Public License for more details.
*
* You should have received a copy of the GNU Library General Public
* License along with this library; if not, write to the
* Free Software Foundation, Inc., 59 Temple Place - Suite 330,
* Boston, MA 02111-1307, USA.
* */
/* ---------------------------------------------------------------------- */
/* This file contains the LBFGS algorithm and supporting routines */
/* **************** */
/* LBFGS SUBROUTINE */
/* **************** */
/* Subroutine */ int lbfgs_( integer *n, integer *m, doublereal *x, doublereal *f, doublereal *g,
integer *diagco, doublereal *diag, integer *iprint, doublereal *eps, doublereal *xtol, doublereal *w, integer *iflag)
{
/* Initialized data */
//lb3_1.mp = 6;
//lb3_1.lp = 6;
//lb3_1.gtol = .9;
//lb3_1.stpmin = 1e-20;
//lb3_1.stpmax = 1e20;
static doublereal one = 1.0;
static doublereal zero = 0.0;
/* System generated locals */
integer i__1;
doublereal d__1;
/* Builtin functions */
double sqrt();
/* Local variables */
static doublereal beta;
static integer inmc;
static integer info, iscn, nfev, iycn, iter;
static doublereal ftol;
static integer nfun, ispt, iypt, i__, bound;
static doublereal gnorm;
static integer point;
static doublereal xnorm;
static integer cp;
static doublereal sq, yr, ys;
static logical finish;
static doublereal yy;
static integer maxfev;
static integer npt;
static doublereal stp, stp1;
/* Parameter adjustments */
--diag;
--g;
--x;
--w;
--iprint;
/* Function Body */
/* INITIALIZE */
/* ---------- */
if (*iflag == 0) {
goto L10;
}
switch ((int)*iflag) {
case 1: goto L172;
case 2: goto L100;
}
L10:
iter = 0;
if (*n <= 0 || *m <= 0) {
goto L196;
}
if (lb3_1.gtol <= 1e-4) {
if (lb3_1.lp > 0) {}
lb3_1.gtol = .9;
}
nfun = 1;
point = 0;
finish = FALSE_;
if (*diagco != 0) {
i__1 = *n;
for (i__ = 1; i__ <= i__1; ++i__) {
/* L30: */
if (diag[i__] <= zero) {
goto L195;
}
}
} else {
i__1 = *n;
for (i__ = 1; i__ <= i__1; ++i__) {
/* L40: */
diag[i__] = 1.;
}
}
ispt = *n + (*m << 1);
iypt = ispt + *n * *m;
i__1 = *n;
for (i__ = 1; i__ <= i__1; ++i__) {
/* L50: */
w[ispt + i__] = -g[i__] * diag[i__];
}
gnorm = sqrt(ddot_(n, &g[1], &c__1, &g[1], &c__1));
stp1 = one / gnorm;
/* PARAMETERS FOR LINE SEARCH ROUTINE */
ftol = 1e-4;
maxfev = 20;
/* if (iprint[1] >= 0) {
lb1_(&iprint[1], &iter, &nfun, &gnorm, n, m, &x[1], f, &g[1], &stp, &
finish);
} */
/* -------------------- */
/* MAIN ITERATION LOOP */
/* -------------------- */
L80:
++iter;
info = 0;
bound = iter - 1;
if (iter == 1) {
goto L165;
}
if (iter > *m) {
bound = *m;
}
ys = ddot_(n, &w[iypt + npt + 1], &c__1, &w[ispt + npt + 1], &c__1);
if (*diagco == 0) {
yy = ddot_(n, &w[iypt + npt + 1], &c__1, &w[iypt + npt + 1], &c__1);
i__1 = *n;
for (i__ = 1; i__ <= i__1; ++i__) {
/* L90: */
diag[i__] = ys / yy;
}
} else {
*iflag = 2;
return 0;
}
L100:
if (*diagco != 0) {
i__1 = *n;
for (i__ = 1; i__ <= i__1; ++i__) {
/* L110: */
if (diag[i__] <= zero) {
goto L195;
}
}
}
/* COMPUTE -H*G USING THE FORMULA GIVEN IN: Nocedal, J. 1980, */
/* "Updating quasi-Newton matrices with limited storage", */
/* Mathematics of Computation, Vol.24, No.151, pp. 773-782. */
/* --------------------------------------------------------- */
cp = point;
if (point == 0) {
cp = *m;
}
w[*n + cp] = one / ys;
i__1 = *n;
for (i__ = 1; i__ <= i__1; ++i__) {
/* L112: */
w[i__] = -g[i__];
}
cp = point;
i__1 = bound;
for (i__ = 1; i__ <= i__1; ++i__) {
--cp;
if (cp == -1) {
cp = *m - 1;
}
sq = ddot_(n, &w[ispt + cp * *n + 1], &c__1, &w[1], &c__1);
inmc = *n + *m + cp + 1;
iycn = iypt + cp * *n;
w[inmc] = w[*n + cp + 1] * sq;
d__1 = -w[inmc];
daxpy_(n, &d__1, &w[iycn + 1], &c__1, &w[1], &c__1);
/* L125: */
}
i__1 = *n;
for (i__ = 1; i__ <= i__1; ++i__) {
/* L130: */
w[i__] = diag[i__] * w[i__];
}
i__1 = bound;
for (i__ = 1; i__ <= i__1; ++i__) {
yr = ddot_(n, &w[iypt + cp * *n + 1], &c__1, &w[1], &c__1);
beta = w[*n + cp + 1] * yr;
inmc = *n + *m + cp + 1;
beta = w[inmc] - beta;
iscn = ispt + cp * *n;
daxpy_(n, &beta, &w[iscn + 1], &c__1, &w[1], &c__1);
++cp;
if (cp == *m) {
cp = 0;
}
/* L145: */
}
/* STORE THE NEW SEARCH DIRECTION */
/* ------------------------------ */
i__1 = *n;
for (i__ = 1; i__ <= i__1; ++i__) {
/* L160: */
w[ispt + point * *n + i__] = w[i__];
}
/* OBTAIN THE ONE-DIMENSIONAL MINIMIZER OF THE FUNCTION */
/* BY USING THE LINE SEARCH ROUTINE MCSRCH */
/* ---------------------------------------------------- */
L165:
nfev = 0;
stp = one;
if (iter == 1) {
stp = stp1;
}
i__1 = *n;
for (i__ = 1; i__ <= i__1; ++i__) {
/* L170: */
w[i__] = g[i__];
}
L172:
mcsrch_(n, &x[1], f, &g[1], &w[ispt + point * *n + 1], &stp, &ftol, xtol,
&maxfev, &info, &nfev, &diag[1]);
if (info == -1) {
*iflag = 1;
return 0;
}
if (info != 1) {
goto L190;
}
nfun += nfev;
/* COMPUTE THE NEW STEP AND GRADIENT CHANGE */
/* ----------------------------------------- */
npt = point * *n;
i__1 = *n;
for (i__ = 1; i__ <= i__1; ++i__) {
w[ispt + npt + i__] = stp * w[ispt + npt + i__];
/* L175: */
w[iypt + npt + i__] = g[i__] - w[i__];
}
++point;
if (point == *m) {
point = 0;
}
/* TERMINATION TEST */
/* ---------------- */
gnorm = sqrt(ddot_(n, &g[1], &c__1, &g[1], &c__1));
xnorm = sqrt(ddot_(n, &x[1], &c__1, &x[1], &c__1));
xnorm = max(1.,xnorm);
if (gnorm / xnorm <= *eps) {
finish = TRUE_;
}
/* if (iprint[1] >= 0) {
lb1_(&iprint[1], &iter, &nfun, &gnorm, n, m, &x[1], f, &g[1], &stp, &
finish);
}*/
if (finish) {
*iflag = 0;
return 0;
}
goto L80;
/* ------------------------------------------------------------ */
/* END OF MAIN ITERATION LOOP. ERROR EXITS. */
/* ------------------------------------------------------------ */
L190:
*iflag = -1;
return 0;
L195:
*iflag = -2;
return 0;
L196:
*iflag = -3;
return 0;
} /* lbfgs_ */
/* ---------------------------------------------------------- */
/* Subroutine */ static int daxpy_(integer *n, doublereal *da, doublereal *dx, integer *incx, doublereal *dy, integer *incy)
{
/* System generated locals */
integer i__1;
/* Local variables */
static integer i__, m, ix, iy, mp1;
/* constant times a vector plus a vector. */
/* uses unrolled loops for increments equal to one. */
/* jack dongarra, linpack, 3/11/78. */
/* Parameter adjustments */
--dy;
--dx;
/* Function Body */
if (*n <= 0) {
return 0;
}
if (*da == 0.) {
return 0;
}
if (*incx == 1 && *incy == 1) {
goto L20;
}
/* code for unequal increments or equal increments */
/* not equal to 1 */
ix = 1;
iy = 1;
if (*incx < 0) {
ix = (-(*n) + 1) * *incx + 1;
}
if (*incy < 0) {
iy = (-(*n) + 1) * *incy + 1;
}
i__1 = *n;
for (i__ = 1; i__ <= i__1; ++i__) {
dy[iy] += *da * dx[ix];
ix += *incx;
iy += *incy;
/* L10: */
}
return 0;
/* code for both increments equal to 1 */
/* clean-up loop */
L20:
m = *n % 4;
if (m == 0) {
goto L40;
}
i__1 = m;
for (i__ = 1; i__ <= i__1; ++i__) {
dy[i__] += *da * dx[i__];
/* L30: */
}
if (*n < 4) {
return 0;
}
L40:
mp1 = m + 1;
i__1 = *n;
for (i__ = mp1; i__ <= i__1; i__ += 4) {
dy[i__] += *da * dx[i__];
dy[i__ + 1] += *da * dx[i__ + 1];
dy[i__ + 2] += *da * dx[i__ + 2];
dy[i__ + 3] += *da * dx[i__ + 3];
/* L50: */
}
return 0;
} /* daxpy_ */
/* ---------------------------------------------------------- */
static doublereal ddot_(integer *n, doublereal *dx, integer *incx, doublereal *dy, integer *incy)
{
/* System generated locals */
integer i__1;
doublereal ret_val;
/* Local variables */
static integer i__, m;
static doublereal dtemp;
static integer ix, iy, mp1;
/* forms the dot product of two vectors. */
/* uses unrolled loops for increments equal to one. */
/* jack dongarra, linpack, 3/11/78. */
/* Parameter adjustments */
--dy;
--dx;
/* Function Body */
ret_val = 0.;
dtemp = 0.;
if (*n <= 0) {
return ret_val;
}
if (*incx == 1 && *incy == 1) {
goto L20;
}
/* code for unequal increments or equal increments */
/* not equal to 1 */
ix = 1;
iy = 1;
if (*incx < 0) {
ix = (-(*n) + 1) * *incx + 1;
}
if (*incy < 0) {
iy = (-(*n) + 1) * *incy + 1;
}
i__1 = *n;
for (i__ = 1; i__ <= i__1; ++i__) {
dtemp += dx[ix] * dy[iy];
ix += *incx;
iy += *incy;
/* L10: */
}
ret_val = dtemp;
return ret_val;
/* code for both increments equal to 1 */
/* clean-up loop */
L20:
m = *n % 5;
if (m == 0) {
goto L40;
}
i__1 = m;
for (i__ = 1; i__ <= i__1; ++i__) {
dtemp += dx[i__] * dy[i__];
/* L30: */
}
if (*n < 5) {
goto L60;
}
L40:
mp1 = m + 1;
i__1 = *n;
for (i__ = mp1; i__ <= i__1; i__ += 5) {
dtemp = dtemp + dx[i__] * dy[i__] + dx[i__ + 1] * dy[i__ + 1] + dx[
i__ + 2] * dy[i__ + 2] + dx[i__ + 3] * dy[i__ + 3] + dx[i__ +
4] * dy[i__ + 4];
/* L50: */
}
L60:
ret_val = dtemp;
return ret_val;
} /* ddot_ */
/* Subroutine */ static 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)
{
/* Initialized data */
static doublereal p5 = .5;
static doublereal p66 = .66;
static doublereal xtrapf = 4.;
static doublereal zero = 0.;
/* System generated locals */
integer i__1;
doublereal d__1;
/* Local variables */
static doublereal dgxm, dgym;
static integer j, infoc;
static doublereal finit, width, stmin, stmax;
static logical stage1;
static doublereal width1, ftest1, dg, fm, fx, fy;
static logical brackt;
static doublereal dginit, dgtest;
static doublereal dgm, dgx, dgy, fxm, fym, stx, sty;
/* Parameter adjustments */
--wa;
--s;
--g;
--x;
/* Function Body */
if (*info == -1) {
goto L45;
}
infoc = 1;
/* CHECK THE INPUT PARAMETERS FOR ERRORS. */
if (*n <= 0 || *stp <= zero || *ftol < zero || lb3_1.gtol < zero || *xtol
< zero || lb3_1.stpmin < zero || lb3_1.stpmax < lb3_1.stpmin || *
maxfev <= 0) {
return 0;
}
/* COMPUTE THE INITIAL GRADIENT IN THE SEARCH DIRECTION */
/* AND CHECK THAT S IS A DESCENT DIRECTION. */
dginit = zero;
i__1 = *n;
for (j = 1; j <= i__1; ++j) {
dginit += g[j] * s[j];
/* L10: */
}
if (dginit >= zero) {
return 0;
}
/* INITIALIZE LOCAL VARIABLES. */
brackt = FALSE_;
stage1 = TRUE_;
*nfev = 0;
finit = *f;
dgtest = *ftol * dginit;
width = lb3_1.stpmax - lb3_1.stpmin;
width1 = width / p5;
i__1 = *n;
for (j = 1; j <= i__1; ++j) {
wa[j] = x[j];
/* L20: */
}
/* THE VARIABLES STX, FX, DGX CONTAIN THE VALUES OF THE STEP, */
/* FUNCTION, AND DIRECTIONAL DERIVATIVE AT THE BEST STEP. */
/* THE VARIABLES STY, FY, DGY CONTAIN THE VALUE OF THE STEP, */
/* FUNCTION, AND DERIVATIVE AT THE OTHER ENDPOINT OF */
/* THE INTERVAL OF UNCERTAINTY. */
/* THE VARIABLES STP, F, DG CONTAIN THE VALUES OF THE STEP, */
/* FUNCTION, AND DERIVATIVE AT THE CURRENT STEP. */
stx = zero;
fx = finit;
dgx = dginit;
sty = zero;
fy = finit;
dgy = dginit;
/* START OF ITERATION. */
L30:
/* SET THE MINIMUM AND MAXIMUM STEPS TO CORRESPOND */
/* TO THE PRESENT INTERVAL OF UNCERTAINTY. */
if (brackt) {
stmin = min(stx,sty);
stmax = max(stx,sty);
} else {
stmin = stx;
stmax = *stp + xtrapf * (*stp - stx);
}
/* FORCE THE STEP TO BE WITHIN THE BOUNDS STPMAX AND STPMIN. */
*stp = max(*stp,lb3_1.stpmin);
*stp = min(*stp,lb3_1.stpmax);
/* IF AN UNUSUAL TERMINATION IS TO OCCUR THEN LET */
/* STP BE THE LOWEST POINT OBTAINED SO FAR. */
if ((brackt && ((*stp <= stmin || *stp >= stmax) || *nfev >= *maxfev - 1 ||
infoc == 0)) || (brackt && (stmax - stmin <= *xtol * stmax))) {
*stp = stx;
}
/* EVALUATE THE FUNCTION AND GRADIENT AT STP */
/* AND COMPUTE THE DIRECTIONAL DERIVATIVE. */
/* We return to main program to obtain F and G. */
i__1 = *n;
for (j = 1; j <= i__1; ++j) {
x[j] = wa[j] + *stp * s[j];
/* L40: */
}
*info = -1;
return 0;
L45:
*info = 0;
++(*nfev);
dg = zero;
i__1 = *n;
for (j = 1; j <= i__1; ++j) {
dg += g[j] * s[j];
/* L50: */
}
ftest1 = finit + *stp * dgtest;
/* TEST FOR CONVERGENCE. */
if (brackt && ((*stp <= stmin || *stp >= stmax) || infoc == 0)) {
*info = 6;
}
if (*stp == lb3_1.stpmax && *f <= ftest1 && dg <= dgtest) {
*info = 5;
}
if (*stp == lb3_1.stpmin && (*f > ftest1 || dg >= dgtest)) {
*info = 4;
}
if (*nfev >= *maxfev) {
*info = 3;
}
if (brackt && stmax - stmin <= *xtol * stmax) {
*info = 2;
}
if (*f <= ftest1 && abs(dg) <= lb3_1.gtol * (-dginit)) {
*info = 1;
}
/* CHECK FOR TERMINATION. */
if (*info != 0) {
return 0;
}
/* IN THE FIRST STAGE WE SEEK A STEP FOR WHICH THE MODIFIED */
/* FUNCTION HAS A NONPOSITIVE VALUE AND NONNEGATIVE DERIVATIVE. */
if (stage1 && *f <= ftest1 && dg >= min(*ftol,lb3_1.gtol) * dginit) {
stage1 = FALSE_;
}
/* A MODIFIED FUNCTION IS USED TO PREDICT THE STEP ONLY IF */
/* WE HAVE NOT OBTAINED A STEP FOR WHICH THE MODIFIED */
/* FUNCTION HAS A NONPOSITIVE FUNCTION VALUE AND NONNEGATIVE */
/* DERIVATIVE, AND IF A LOWER FUNCTION VALUE HAS BEEN */
/* OBTAINED BUT THE DECREASE IS NOT SUFFICIENT. */
if (stage1 && *f <= fx && *f > ftest1) {
/* DEFINE THE MODIFIED FUNCTION AND DERIVATIVE VALUES. */
fm = *f - *stp * dgtest;
fxm = fx - stx * dgtest;
fym = fy - sty * dgtest;
dgm = dg - dgtest;
dgxm = dgx - dgtest;
dgym = dgy - dgtest;
/* CALL CSTEP TO UPDATE THE INTERVAL OF UNCERTAINTY */
/* AND TO COMPUTE THE NEW STEP. */
mcstep_(&stx, &fxm, &dgxm, &sty, &fym, &dgym, stp, &fm, &dgm, &brackt,
&stmin, &stmax, &infoc);
/* RESET THE FUNCTION AND GRADIENT VALUES FOR F. */
fx = fxm + stx * dgtest;
fy = fym + sty * dgtest;
dgx = dgxm + dgtest;
dgy = dgym + dgtest;
} else {
/* CALL MCSTEP TO UPDATE THE INTERVAL OF UNCERTAINTY */
/* AND TO COMPUTE THE NEW STEP. */
mcstep_(&stx, &fx, &dgx, &sty, &fy, &dgy, stp, f, &dg, &brackt, &
stmin, &stmax, &infoc);
}
/* FORCE A SUFFICIENT DECREASE IN THE SIZE OF THE */
/* INTERVAL OF UNCERTAINTY. */
if (brackt) {
if ((d__1 = sty - stx, abs(d__1)) >= p66 * width1) {
*stp = stx + p5 * (sty - stx);
}
width1 = width;
width = (d__1 = sty - stx, abs(d__1));
}
/* END OF ITERATION. */
goto L30;
/* LAST LINE OF SUBROUTINE MCSRCH. */
} /* mcsrch_ */
/* Subroutine */ static 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)
{
/* System generated locals */
doublereal d__1, d__2, d__3;
/* Builtin functions */
double sqrt();
/* Local variables */
static doublereal sgnd, stpc, stpf, stpq, p, q, gamma, r__, s, theta;
static logical bound;
*info = 0;
/* CHECK THE INPUT PARAMETERS FOR ERRORS. */
if (*brackt && ((*stp <= min(*stx,*sty) || *stp >= max(*stx,*sty)) || *dx *
(*stp - *stx) >= (float)0. || *stpmax < *stpmin)) {
return 0;
}
/* DETERMINE IF THE DERIVATIVES HAVE OPPOSITE SIGN. */
sgnd = *dp * (*dx / abs(*dx));
/* FIRST CASE. A HIGHER FUNCTION VALUE. */
/* THE MINIMUM IS BRACKETED. IF THE CUBIC STEP IS CLOSER */
/* TO STX THAN THE QUADRATIC STEP, THE CUBIC STEP IS TAKEN, */
/* ELSE THE AVERAGE OF THE CUBIC AND QUADRATIC STEPS IS TAKEN. */
if (*fp > *fx) {
*info = 1;
bound = TRUE_;
theta = (*fx - *fp) * 3 / (*stp - *stx) + *dx + *dp;
/* Computing MAX */
d__1 = abs(theta), d__2 = abs(*dx), d__1 = max(d__1,d__2), d__2 = abs(
*dp);
s = max(d__1,d__2);
/* Computing 2nd power */
d__1 = theta / s;
gamma = s * sqrt(d__1 * d__1 - *dx / s * (*dp / s));
if (*stp < *stx) {
gamma = -gamma;
}
p = gamma - *dx + theta;
q = gamma - *dx + gamma + *dp;
r__ = p / q;
stpc = *stx + r__ * (*stp - *stx);
stpq = *stx + *dx / ((*fx - *fp) / (*stp - *stx) + *dx) / 2 * (*stp -
*stx);
if ((d__1 = stpc - *stx, abs(d__1)) < (d__2 = stpq - *stx, abs(d__2)))
{
stpf = stpc;
} else {
stpf = stpc + (stpq - stpc) / 2;
}
*brackt = TRUE_;
/* SECOND CASE. A LOWER FUNCTION VALUE AND DERIVATIVES OF */
/* OPPOSITE SIGN. THE MINIMUM IS BRACKETED. IF THE CUBIC */
/* STEP IS CLOSER TO STX THAN THE QUADRATIC (SECANT) STEP, */
/* THE CUBIC STEP IS TAKEN, ELSE THE QUADRATIC STEP IS TAKEN. */
} else if (sgnd < (float)0.) {
*info = 2;
bound = FALSE_;
theta = (*fx - *fp) * 3 / (*stp - *stx) + *dx + *dp;
/* Computing MAX */
d__1 = abs(theta), d__2 = abs(*dx), d__1 = max(d__1,d__2), d__2 = abs(
*dp);
s = max(d__1,d__2);
/* Computing 2nd power */
d__1 = theta / s;
gamma = s * sqrt(d__1 * d__1 - *dx / s * (*dp / s));
if (*stp > *stx) {
gamma = -gamma;
}
p = gamma - *dp + theta;
q = gamma - *dp + gamma + *dx;
r__ = p / q;
stpc = *stp + r__ * (*stx - *stp);
stpq = *stp + *dp / (*dp - *dx) * (*stx - *stp);
if ((d__1 = stpc - *stp, abs(d__1)) > (d__2 = stpq - *stp, abs(d__2)))
{
stpf = stpc;
} else {
stpf = stpq;
}
*brackt = TRUE_;
/* THIRD CASE. A LOWER FUNCTION VALUE, DERIVATIVES OF THE */
/* SAME SIGN, AND THE MAGNITUDE OF THE DERIVATIVE DECREASES. */
/* THE CUBIC STEP IS ONLY USED IF THE CUBIC TENDS TO INFINITY */
/* IN THE DIRECTION OF THE STEP OR IF THE MINIMUM OF THE CUBIC */
/* IS BEYOND STP. OTHERWISE THE CUBIC STEP IS DEFINED TO BE */
/* EITHER STPMIN OR STPMAX. THE QUADRATIC (SECANT) STEP IS ALSO */
/* COMPUTED AND IF THE MINIMUM IS BRACKETED THEN THE THE STEP */
/* CLOSEST TO STX IS TAKEN, ELSE THE STEP FARTHEST AWAY IS TAKEN. */
} else if (abs(*dp) < abs(*dx)) {
*info = 3;
bound = TRUE_;
theta = (*fx - *fp) * 3 / (*stp - *stx) + *dx + *dp;
/* Computing MAX */
d__1 = abs(theta), d__2 = abs(*dx), d__1 = max(d__1,d__2), d__2 = abs(
*dp);
s = max(d__1,d__2);
/* THE CASE GAMMA = 0 ONLY ARISES IF THE CUBIC DOES NOT TEND */
/* TO INFINITY IN THE DIRECTION OF THE STEP. */
/* Computing MAX */
/* Computing 2nd power */
d__3 = theta / s;
d__1 = 0., d__2 = d__3 * d__3 - *dx / s * (*dp / s);
gamma = s * sqrt((max(d__1,d__2)));
if (*stp > *stx) {
gamma = -gamma;
}
p = gamma - *dp + theta;
q = gamma + (*dx - *dp) + gamma;
r__ = p / q;
if (r__ < (float)0. && gamma != (float)0.) {
stpc = *stp + r__ * (*stx - *stp);
} else if (*stp > *stx) {
stpc = *stpmax;
} else {
stpc = *stpmin;
}
stpq = *stp + *dp / (*dp - *dx) * (*stx - *stp);
if (*brackt) {
if ((d__1 = *stp - stpc, abs(d__1)) < (d__2 = *stp - stpq, abs(
d__2))) {
stpf = stpc;
} else {
stpf = stpq;
}
} else {
if ((d__1 = *stp - stpc, abs(d__1)) > (d__2 = *stp - stpq, abs(
d__2))) {
stpf = stpc;
} else {
stpf = stpq;
}
}
/* FOURTH CASE. A LOWER FUNCTION VALUE, DERIVATIVES OF THE */
/* SAME SIGN, AND THE MAGNITUDE OF THE DERIVATIVE DOES */
/* NOT DECREASE. IF THE MINIMUM IS NOT BRACKETED, THE STEP */
/* IS EITHER STPMIN OR STPMAX, ELSE THE CUBIC STEP IS TAKEN. */
} else {
*info = 4;
bound = FALSE_;
if (*brackt) {
theta = (*fp - *fy) * 3 / (*sty - *stp) + *dy + *dp;
/* Computing MAX */
d__1 = abs(theta), d__2 = abs(*dy), d__1 = max(d__1,d__2), d__2 =
abs(*dp);
s = max(d__1,d__2);
/* Computing 2nd power */
d__1 = theta / s;
gamma = s * sqrt(d__1 * d__1 - *dy / s * (*dp / s));
if (*stp > *sty) {
gamma = -gamma;
}
p = gamma - *dp + theta;
q = gamma - *dp + gamma + *dy;
r__ = p / q;
stpc = *stp + r__ * (*sty - *stp);
stpf = stpc;
} else if (*stp > *stx) {
stpf = *stpmax;
} else {
stpf = *stpmin;
}
}
/* UPDATE THE INTERVAL OF UNCERTAINTY. THIS UPDATE DOES NOT */
/* DEPEND ON THE NEW STEP OR THE CASE ANALYSIS ABOVE. */
if (*fp > *fx) {
*sty = *stp;
*fy = *fp;
*dy = *dp;
} else {
if (sgnd < (float)0.) {
*sty = *stx;
*fy = *fx;
*dy = *dx;
}
*stx = *stp;
*fx = *fp;
*dx = *dp;
}
/* COMPUTE THE NEW STEP AND SAFEGUARD IT. */
stpf = min(*stpmax,stpf);
stpf = max(*stpmin,stpf);
*stp = stpf;
if (*brackt && bound) {
if (*sty > *stx) {
/* Computing MIN */
d__1 = *stx + (*sty - *stx) * (float).66;
*stp = min(d__1,*stp);
} else {
/* Computing MAX */
d__1 = *stx + (*sty - *stx) * (float).66;
*stp = max(d__1,*stp);
}
}
return 0;
/* LAST LINE OF SUBROUTINE MCSTEP. */
} /* mcstep_ */
这是我的新 ndlfortran.c 的更改开头，直到第一个子例程 psi_:
#include "f2c.h"
/* Table of constant values */
#ifdef _FORTRAN_MAIN_FIX
int MAIN__() {return 0;};
#endif
typedef long int integer;
typedef unsigned long int uinteger;
typedef char *address;
typedef short int shortint;
typedef float real;
typedef double doublereal;
typedef long int logical;
typedef short int shortlogical;
typedef char logical1;
typedef char integer1;
#define TRUE_ (1)
#define FALSE_ (0)
#define abs(x) ((x) >= 0 ? (x) : -(x))
#define min(a,b) ((a) <= (b) ? (a) : (b))
#define max(a,b) ((a) >= (b) ? (a) : (b))
/* Common Block Declarations */
struct lb3_1_ {
integer mp, lp;
doublereal gtol, stpmin, stpmax;
} ;
/* Table of constant values */
static struct lb3_1_ lb3_1 = { 6, 6, .9, 1e-20,1e20};
static integer c__1 = 1;
static doublereal ddot_ ();
static int daxpy_ ();
static int mcsrch_();
static int mcstep_();
static integer c__0 = 0;
关于c++ - 错误 LNK2019 : unresolved external symbol _lbfgs_ within GPLVM code，我们在Stack Overflow上找到一个类似的问题： https://stackoverflow.com/questions/13502461/