#include <wb-solve.h>
Public Member Functions | |
| LBFGS (Func *pfunc=NULL, double dtol=1e-5) | |
| constructor More... | |
| ~LBFGS () | |
| destructor More... | |
| virtual void | IterInit () |
| iter init More... | |
| virtual void | ComputeDir (int k, const double *pdParam, const double *pdGradient, double *pdDir) |
| Calculate the update direction p_k, referring to "Numerical Optimization"��P178��Algorithm 7.4. More... | |
| void | CirQueueBuf_Init () |
| Init the circular queue. More... | |
| void | CirQueueBuf_Release () |
| release the circular queue More... | |
| void | CirQueueBuf_Prev (int i, double *&pd_s, double *&pd_y) |
| find the previoud ith datas, i<=m_nLimitiedNum More... | |
| void | CirQueueBuf_In (double *&pd_s, double *&pd_y) |
| in queue. return the pointer. More... | |
 Public Member Functions inherited from wb::Solve | |
| Solve (Func *pfunc=NULL, double dtol=1e-5) | |
| virtual bool | Run (const double *pInitParams=NULL) |
| Run iteration. input the init-parameters. More... | |
| virtual double | LineSearch (double *pdDir, double dValue, const double *pdParam, const double *pdGradient) |
| linear search. More... | |
| virtual void | Update (double *pdParam, const double *pdDir, double dStep) |
| Update. More... | |
| virtual bool | StopDecision (int k, double dValue, const double *pdGradient) |
| Stop decision. More... | |
Protected Attributes | |
| int | m_nLimitiedNum |
| limited number, i.e. m More... | |
| sy * | m_pCirQueueBuf |
| the buffer of circular queue to store s_k = x_k - x_(k-1) and y_k = g_k - g_{k-1} More... | |
| int | m_nCirQueueBufTail |
| queue tail More... | |
| double * | m_pd_s |
| double * | m_pd_y |
| current s_k = x_k - x_{k-1} and y_k More... | |
| double * | m_pdPrevGradient |
| gradient on previous iteration More... | |
| double * | m_pdPrevParam |
| parameter on previous iteration More... | |
| double * | m_pdAlpha |
| auxillary factor in ComputeDir More... | |
| Protected Attributes inherited from wb::Solve | |
| const char * | m_pAlgorithmName |
| the algorithm name. More... | |
Additional Inherited Members | |
| Static Public Member Functions inherited from wb::Solve | |
| static double | VecProduct (const double *pdVec1, const double *pdVec2, int nSize) |
| calculate the dot of two vectors More... | |
| static double | VecNorm (const double *pdVec, int nSize) |
| calculate the norm of a vector More... | |
| static double | VecDist (const double *pdVec1, const double *pdVec2, int nSize) |
| calculate the distance of two vectors More... | |
| Public Attributes inherited from wb::Solve | |
| Func * | m_pfunc |
| pointer to the function More... | |
| double * | m_pdRoot |
| save the root of the function More... | |
| int | m_nIterNum |
| current iteration number, iter form m_nIterMin to m_nIterMax More... | |
| int | m_nIterMin |
| minium iteration number More... | |
| int | m_nIterMax |
| maximum iteration number More... | |
| double | m_dSpendMinute |
| record the iteration spend time��minute�� More... | |
| double | m_dStop |
| stop threshold More... | |
| double | m_dGain |
| itera step. ==0 means using the line search . More... | |
Detailed Description
Definition at line 150 of file wb-solve.h.
Constructor & Destructor Documentation
§ LBFGS()
|
inline |
constructor
Definition at line 169 of file wb-solve.h.
§ ~LBFGS()
|
inline |
destructor
Definition at line 182 of file wb-solve.h.
Member Function Documentation
§ CirQueueBuf_In()
| void wb::LBFGS::CirQueueBuf_In | ( | double *& | pd_s, |
| double *& | pd_y | ||
| ) |
in queue. return the pointer.
Definition at line 360 of file wb-solve.cpp.
§ CirQueueBuf_Init()
| void wb::LBFGS::CirQueueBuf_Init | ( | ) |
Init the circular queue.
Definition at line 334 of file wb-solve.cpp.
§ CirQueueBuf_Prev()
| void wb::LBFGS::CirQueueBuf_Prev | ( | int | i, |
| double *& | pd_s, | ||
| double *& | pd_y | ||
| ) |
find the previoud ith datas, i<=m_nLimitiedNum
Definition at line 354 of file wb-solve.cpp.
§ CirQueueBuf_Release()
| void wb::LBFGS::CirQueueBuf_Release | ( | ) |
release the circular queue
Definition at line 343 of file wb-solve.cpp.
§ ComputeDir()
|
virtual |
Calculate the update direction p_k, referring to "Numerical Optimization"��P178��Algorithm 7.4.
Reimplemented from wb::Solve.
Definition at line 254 of file wb-solve.cpp.
§ IterInit()
|
virtual |
Member Data Documentation
§ m_nCirQueueBufTail
|
protected |
queue tail
Definition at line 160 of file wb-solve.h.
§ m_nLimitiedNum
|
protected |
limited number, i.e. m
Definition at line 158 of file wb-solve.h.
§ m_pCirQueueBuf
|
protected |
the buffer of circular queue to store s_k = x_k - x_(k-1) and y_k = g_k - g_{k-1}
Definition at line 159 of file wb-solve.h.
§ m_pd_s
|
protected |
Definition at line 161 of file wb-solve.h.
§ m_pd_y
|
protected |
current s_k = x_k - x_{k-1} and y_k
Definition at line 161 of file wb-solve.h.
§ m_pdAlpha
|
protected |
auxillary factor in ComputeDir
Definition at line 165 of file wb-solve.h.
§ m_pdPrevGradient
|
protected |
gradient on previous iteration
Definition at line 163 of file wb-solve.h.
§ m_pdPrevParam
|
protected |
parameter on previous iteration
Definition at line 164 of file wb-solve.h.
The documentation for this class was generated from the following files:
- C:/Users/zhang/spmi/SPMILM/tools/trf/src/base/wb-solve.h
- C:/Users/zhang/spmi/SPMILM/tools/trf/src/base/wb-solve.cpp
