upgrade version

packages/yap-lbfgs/Makefile.in

@@ -1,4 +1,4 @@
-#
+	#
 # default base directory for YAP installation
 # (EROOT for architecture-dependent files)
 #
@@ -20,7 +20,7 @@ YAPLIBDIR=@libdir@/Yap
 #
 #
 CC=@CC@
-CFLAGS= @SHLIB_CFLAGS@ $(YAP_EXTRAS) $(DEFS) -I$(srcdir) -I../.. -I$(srcdir)/../../include -I$(srcdir)/liblbfgs-1.7/include
+CFLAGS= @SHLIB_CFLAGS@ $(YAP_EXTRAS) $(DEFS) -I$(srcdir) -I../.. -I$(srcdir)/../../include -I$(srcdir)/liblbfgs-1.10/include
 LDFLAGS=@LDFLAGS@
 #
 #
@@ -49,8 +49,8 @@ all: $(SOBJS)
 yap_lbfgs.o: $(srcdir)/yap_lbfgs.c
 	$(CC) -c $(CFLAGS) $(srcdir)/yap_lbfgs.c -o yap_lbfgs.o
 
-lbfgs.o: $(srcdir)/liblbfgs-1.7/lib/lbfgs.c
+lbfgs.o: $(srcdir)/liblbfgs-1.10/lib/lbfgs.c
-	$(CC) -c $(CFLAGS) -I $(srcdir)/liblbfgs-1.7/lib $(srcdir)/liblbfgs-1.7/lib/lbfgs.c -o lbfgs.o
+	$(CC) -c $(CFLAGS) -I $(srcdir)/liblbfgs-1.10/lib $(srcdir)/liblbfgs-1.10/lib/lbfgs.c -o lbfgs.o
 
 @DO_SECOND_LD@yap_lbfgs.@SO@: yap_lbfgs.o lbfgs.o
 @DO_SECOND_LD@	@SHLIB_LD@ $(LDFLAGS) -o yap_lbfgs.@SO@ yap_lbfgs.o lbfgs.o @EXTRA_LIBS_FOR_DLLS@

packages/yap-lbfgs/liblbfgs-1.10/COPYING

@@ -1,7 +1,7 @@
 The MIT License
 
 Copyright (c) 1990 Jorge Nocedal
-Copyright (c) 2007-2009 Naoaki Okazaki
+Copyright (c) 2007-2010 Naoaki Okazaki
 
 Permission is hereby granted, free of charge, to any person obtaining a
 copy of this software and associated documentation files (the "Software"),

packages/yap-lbfgs/liblbfgs-1.10/ChangeLog

@@ -1,3 +1,23 @@
+2010-xx-xx  Naoaki Okazaki  <okazaki at chokkan org>
+
+	* libLBFGS 1.10:
+	- Fixed compiling errors on Mac OS X; this patch was kindly submitted by Nic Schraudolph.
+	- Reduced compiling warnings on Mac OS X; this patch was kindly submitted by Tamas Nepusz.
+
+
+2010-01-29  Naoaki Okazaki  <okazaki at chokkan org>
+
+	* libLBFGS 1.9:
+	- Fixed a mistake in checking the validity of the parameters "ftol" and "wolfe"; this mistake was discovered by Kevin S. Van Horn.
+
+
+2009-07-13  Naoaki Okazaki  <okazaki at chokkan org>
+
+	* libLBFGS 1.8:
+	- Accepted the patch submitted by Takashi Imamichi; the backtracking method now has three criteria for choosing the step length.
+	- Updated the documentation to explain the above three criteria.
+
+
 2009-02-28  Naoaki Okazaki  <okazaki at chokkan org>
 
 	* libLBFGS 1.7:

packages/yap-lbfgs/liblbfgs-1.10/README

@@ -2,7 +2,7 @@
            libLBFGS: C library of limited-memory BFGS (L-BFGS)
 
                                        Copyright (c) 1990, Jorge Nocedal
-                                 Copyright (c) 2007-2009, Naoaki Okazaki 
+                                 Copyright (c) 2007-2010, Naoaki Okazaki
 
 =========================================================================
 1. Introduction
@@ -68,4 +68,4 @@ SSE/SSE2 instructions are unavailable on CPUs.
 libLBFGS is distributed under the term of the MIT license.
 Please refer to COPYING file in the distribution.
 
-$Id: README 56 2009-02-28 09:41:21Z naoaki $
+$Id$

packages/yap-lbfgs/liblbfgs-1.10/include/lbfgs.h

@@ -2,7 +2,7 @@
  *      C library of Limited memory BFGS (L-BFGS).
  *
  * Copyright (c) 1990, Jorge Nocedal
- * Copyright (c) 2007,2008,2009 Naoaki Okazaki
+ * Copyright (c) 2007-2010 Naoaki Okazaki
  * All rights reserved.
  *
  * Permission is hereby granted, free of charge, to any person obtaining a copy
@@ -24,7 +24,7 @@
  * THE SOFTWARE.
  */
 
-/* $Id: lbfgs.h 56 2009-02-28 09:41:21Z naoaki $ */
+/* $Id$ */
 
 #ifndef __LBFGS_H__
 #define __LBFGS_H__
@@ -107,6 +107,8 @@ enum {
     LBFGSERR_INVALID_MAXSTEP,
     /** Invalid parameter lbfgs_parameter_t::ftol specified. */
     LBFGSERR_INVALID_FTOL,
+    /** Invalid parameter lbfgs_parameter_t::wolfe specified. */
+    LBFGSERR_INVALID_WOLFE,
     /** Invalid parameter lbfgs_parameter_t::gtol specified. */
     LBFGSERR_INVALID_GTOL,
     /** Invalid parameter lbfgs_parameter_t::xtol specified. */
@@ -152,12 +154,40 @@ enum {
     LBFGS_LINESEARCH_DEFAULT = 0,
     /** MoreThuente method proposd by More and Thuente. */
     LBFGS_LINESEARCH_MORETHUENTE = 0,
-    /** Backtracking method with strong Wolfe condition. */
+    /**
-    LBFGS_LINESEARCH_BACKTRACKING_STRONG = 1,
+     * Backtracking method with the Armijo condition.
-    /** Backtracking method with regular Wolfe condition. */
+     *  The backtracking method finds the step length such that it satisfies
+     *  the sufficient decrease (Armijo) condition,
+     *    - f(x + a * d) <= f(x) + lbfgs_parameter_t::ftol * a * g(x)^T d,
+     *
+     *  where x is the current point, d is the current search direction, and
+     *  a is the step length.
+     */
+    LBFGS_LINESEARCH_BACKTRACKING_ARMIJO = 1,
+    /** The backtracking method with the defualt (regular Wolfe) condition. */
     LBFGS_LINESEARCH_BACKTRACKING = 2,
-    /** Backtracking method with regular Wolfe condition. */
+    /**
-    LBFGS_LINESEARCH_BACKTRACKING_LOOSE = 2,
+     * Backtracking method with regular Wolfe condition.
+     *  The backtracking method finds the step length such that it satisfies
+     *  both the Armijo condition (LBFGS_LINESEARCH_BACKTRACKING_ARMIJO)
+     *  and the curvature condition,
+     *    - g(x + a * d)^T d >= lbfgs_parameter_t::wolfe * g(x)^T d,
+     *
+     *  where x is the current point, d is the current search direction, and
+     *  a is the step length.
+     */
+    LBFGS_LINESEARCH_BACKTRACKING_WOLFE = 2,
+    /**
+     * Backtracking method with strong Wolfe condition.
+     *  The backtracking method finds the step length such that it satisfies
+     *  both the Armijo condition (LBFGS_LINESEARCH_BACKTRACKING_ARMIJO)
+     *  and the following condition,
+     *    - |g(x + a * d)^T d| <= lbfgs_parameter_t::wolfe * |g(x)^T d|,
+     *
+     *  where x is the current point, d is the current search direction, and
+     *  a is the step length.
+     */
+    LBFGS_LINESEARCH_BACKTRACKING_STRONG_WOLFE = 3,
 };
 
 /**
@@ -256,6 +286,17 @@ typedef struct {
      */
     lbfgsfloatval_t ftol;
 
+    /**
+     * A coefficient for the Wolfe condition.
+     *  This parameter is valid only when the backtracking line-search
+     *  algorithm is used with the Wolfe condition,
+     *  ::LBFGS_LINESEARCH_BACKTRACKING_STRONG_WOLFE or
+     *  ::LBFGS_LINESEARCH_BACKTRACKING_WOLFE .
+     *  The default value is \c 0.9. This parameter should be greater
+     *  the \ref ftol parameter and smaller than \c 1.0.
+     */
+    lbfgsfloatval_t wolfe;
+
     /**
      * A parameter to control the accuracy of the line search routine.
      *  The default value is \c 0.9. If the function and gradient
@@ -532,7 +573,7 @@ Among the various ports of L-BFGS, this library provides several features:
   The library is thread-safe, which is the secondary gain from the callback
   interface.
 - <b>Cross platform.</b> The source code can be compiled on Microsoft Visual
-  Studio 2005, GNU C Compiler (gcc), etc.
+  Studio 2010, GNU C Compiler (gcc), etc.
 - <b>Configurable precision</b>: A user can choose single-precision (float)
   or double-precision (double) accuracy by changing ::LBFGS_FLOAT macro.
 - <b>SSE/SSE2 optimization</b>:
@@ -543,18 +584,41 @@ Among the various ports of L-BFGS, this library provides several features:
 
 This library is used by:
 - <a href="http://www.chokkan.org/software/crfsuite/">CRFsuite: A fast implementation of Conditional Random Fields (CRFs)</a>
+- <a href="http://www.chokkan.org/software/classias/">Classias: A collection of machine-learning algorithms for classification</a>
 - <a href="http://www.public.iastate.edu/~gdancik/mlegp/">mlegp: an R package for maximum likelihood estimates for Gaussian processes</a>
 - <a href="http://infmath.uibk.ac.at/~matthiasf/imaging2/">imaging2: the imaging2 class library</a>
 - <a href="http://search.cpan.org/~laye/Algorithm-LBFGS-0.16/">Algorithm::LBFGS - Perl extension for L-BFGS</a>
+- <a href="http://www.cs.kuleuven.be/~bernd/yap-lbfgs/">YAP-LBFGS (an interface to call libLBFGS from YAP Prolog)</a>
 
 @section download Download
 
-- <a href="http://www.chokkan.org/software/dist/liblbfgs-1.7.tar.gz">Source code</a>
+- <a href="https://github.com/downloads/chokkan/liblbfgs/liblbfgs-1.10.tar.gz">Source code</a>
+- <a href="https://github.com/chokkan/liblbfgs">GitHub repository</a>
 
 libLBFGS is distributed under the term of the
 <a href="http://opensource.org/licenses/mit-license.php">MIT license</a>.
 
 @section changelog History
+- Version 1.10 (2010-12-22):
+    - Fixed compiling errors on Mac OS X; this patch was kindly submitted by
+      Nic Schraudolph.
+    - Reduced compiling warnings on Mac OS X; this patch was kindly submitted
+      by Tamas Nepusz.
+    - Replaced memalign() with posix_memalign().
+    - Updated solution and project files for Microsoft Visual Studio 2010.
+- Version 1.9 (2010-01-29):
+    - Fixed a mistake in checking the validity of the parameters "ftol" and
+      "wolfe"; this was discovered by Kevin S. Van Horn.
+- Version 1.8 (2009-07-13):
+    - Accepted the patch submitted by Takashi Imamichi;
+      the backtracking method now has three criteria for choosing the step
+      length:
+        - ::LBFGS_LINESEARCH_BACKTRACKING_ARMIJO: sufficient decrease (Armijo)
+          condition only
+        - ::LBFGS_LINESEARCH_BACKTRACKING_WOLFE: regular Wolfe condition
+          (sufficient decrease condition + curvature condition)
+        - ::LBFGS_LINESEARCH_BACKTRACKING_STRONG_WOLFE: strong Wolfe condition
+    - Updated the documentation to explain the above three criteria.
 - Version 1.7 (2009-02-28):
     - Improved OWL-QN routines for stability.
     - Removed the support of OWL-QN method in MoreThuente algorithm because
@@ -658,8 +722,11 @@ method presented in:
       In <i>Proceedings of the 24th International Conference on Machine
       Learning (ICML 2007)</i>, pp. 33-40, 2007.
 
-Special thanks go to Yoshimasa Tsuruoka and Daisuke Okanohara for technical
+Special thanks go to:
-information about OWL-QN.
+    - Yoshimasa Tsuruoka and Daisuke Okanohara for technical information about
+      OWL-QN
+    - Takashi Imamichi for the useful enhancements of the backtracking method
+    - Kevin S. Van Horn, Nic Schraudolph, and Tamas Nepusz for bug fixes
 
 Finally I would like to thank the original author, Jorge Nocedal, who has been
 distributing the effieicnt and explanatory implementation in an open source

packages/yap-lbfgs/liblbfgs-1.10/lib/arithmetic_ansi.h

@@ -1,7 +1,7 @@
 /*
  *      ANSI C implementation of vector operations.
  *
- * Copyright (c) 2007,2008,2009 Naoaki Okazaki
+ * Copyright (c) 2007-2010 Naoaki Okazaki
  * All rights reserved.
  *
  * Permission is hereby granted, free of charge, to any person obtaining a copy
@@ -23,7 +23,7 @@
  * THE SOFTWARE.
  */
 
-/* $Id: arithmetic_ansi.h 50 2009-02-16 15:14:23Z naoaki $ */
+/* $Id$ */
 
 #include <stdlib.h>
 #include <memory.h>

packages/yap-lbfgs/liblbfgs-1.10/lib/arithmetic_sse_double.h

@@ -1,7 +1,7 @@
 /*
  *      SSE2 implementation of vector oprations (64bit double).
  *
- * Copyright (c) 2007,2008,2009 Naoaki Okazaki
+ * Copyright (c) 2007-2010 Naoaki Okazaki
  * All rights reserved.
  *
  * Permission is hereby granted, free of charge, to any person obtaining a copy
@@ -23,10 +23,12 @@
  * THE SOFTWARE.
  */
 
-/* $Id: arithmetic_sse_double.h 50 2009-02-16 15:14:23Z naoaki $ */
+/* $Id$ */
 
 #include <stdlib.h>
+#ifndef __APPLE__
 #include <malloc.h>
+#endif
 #include <memory.h>
 
 #if     1400 <= _MSC_VER
@@ -39,10 +41,15 @@
 
 inline static void* vecalloc(size_t size)
 {
-#ifdef	_MSC_VER
+#if     defined(_MSC_VER)
     void *memblock = _aligned_malloc(size, 16);
+#elif   defined(__APPLE__)  /* OS X always aligns on 16-byte boundaries */
+    void *memblock = malloc(size);
 #else
-    void *memblock = memalign(16, size);
+    void *memblock = NULL, *p = NULL;
+    if (posix_memalign(&p, 16, size) == 0) {
+        memblock = p;
+    }
 #endif
     if (memblock != NULL) {
         memset(memblock, 0, size);
@@ -192,7 +199,7 @@ inline static void vecfree(void *memblock)
 
 
 
-#if     3 <= __SSE__
+#if     3 <= __SSE__ || defined(__SSE3__)
 /*
     Horizontal add with haddps SSE3 instruction. The work register (rw)
     is unused.

packages/yap-lbfgs/liblbfgs-1.10/lib/arithmetic_sse_float.h

@@ -1,7 +1,7 @@
 /*
  *      SSE/SSE3 implementation of vector oprations (32bit float).
  *
- * Copyright (c) 2007,2008,2009 Naoaki Okazaki
+ * Copyright (c) 2007-2010 Naoaki Okazaki
  * All rights reserved.
  *
  * Permission is hereby granted, free of charge, to any person obtaining a copy
@@ -23,10 +23,12 @@
  * THE SOFTWARE.
  */
 
-/* $Id: arithmetic_sse_float.h 50 2009-02-16 15:14:23Z naoaki $ */
+/* $Id$ */
 
 #include <stdlib.h>
+#ifndef __APPLE__
 #include <malloc.h>
+#endif
 #include <memory.h>
 
 #if     1400 <= _MSC_VER
@@ -45,7 +47,16 @@
 
 inline static void* vecalloc(size_t size)
 {
+#if     defined(_MSC_VER)
     void *memblock = _aligned_malloc(size, 16);
+#elif   defined(__APPLE__)  /* OS X always aligns on 16-byte boundaries */
+    void *memblock = malloc(size);
+#else
+    void *memblock = NULL, *p = NULL;
+    if (posix_memalign(&p, 16, size) == 0) {
+        memblock = p;
+    }
+#endif
     if (memblock != NULL) {
         memset(memblock, 0, size);
     }
@@ -185,7 +196,7 @@ inline static void vecfree(void *memblock)
 
 
 
-#if     3 <= __SSE__
+#if     3 <= __SSE__ || defined(__SSE3__)
 /*
     Horizontal add with haddps SSE3 instruction. The work register (rw)
     is unused.

packages/yap-lbfgs/liblbfgs-1.10/lib/lbfgs.c

@@ -2,7 +2,7 @@
  *      Limited memory BFGS (L-BFGS).
  *
  * Copyright (c) 1990, Jorge Nocedal
- * Copyright (c) 2007,2008,2009 Naoaki Okazaki
+ * Copyright (c) 2007-2010 Naoaki Okazaki
  * All rights reserved.
  *
  * Permission is hereby granted, free of charge, to any person obtaining a copy
@@ -24,7 +24,7 @@
  * THE SOFTWARE.
  */
 
-/* $Id: lbfgs.c 55 2009-02-23 14:51:21Z naoaki $ */
+/* $Id$ */
 
 /*
 This library is a C port of the FORTRAN implementation of Limited-memory
@@ -65,6 +65,7 @@ licence.
 #include <config.h>
 #endif/*HAVE_CONFIG_H*/
 
+#include <stdint.h>
 #include <stdio.h>
 #include <stdlib.h>
 #include <math.h>
@@ -73,7 +74,6 @@ licence.
 
 #ifdef  _MSC_VER
 #define inline  __inline
-typedef unsigned int uint32_t;
 #endif/*_MSC_VER*/
 
 #if     defined(USE_SSE) && defined(__SSE2__) && LBFGS_FLOAT == 64
@@ -113,7 +113,7 @@ typedef struct tag_iteration_data iteration_data_t;
 static const lbfgs_parameter_t _defparam = {
     6, 1e-5, 0, 1e-5,
     0, LBFGS_LINESEARCH_DEFAULT, 40,
-    1e-20, 1e20, 1e-4, 0.9, 1.0e-16,
+    1e-20, 1e20, 1e-4, 0.9, 0.9, 1.0e-16,
     0.0, 0, -1,
 };
 
@@ -290,7 +290,7 @@ int lbfgs(
     if (n % 8 != 0) {
         return LBFGSERR_INVALID_N_SSE;
     }
-    if (((unsigned short)x & 0x000F) != 0) {
+    if ((uintptr_t)(const void*)x % 16 != 0) {
         return LBFGSERR_INVALID_X_SSE;
     }
 #endif/*defined(USE_SSE)*/
@@ -312,6 +312,12 @@ int lbfgs(
     if (param.ftol < 0.) {
         return LBFGSERR_INVALID_FTOL;
     }
+    if (param.linesearch == LBFGS_LINESEARCH_BACKTRACKING_WOLFE ||
+        param.linesearch == LBFGS_LINESEARCH_BACKTRACKING_STRONG_WOLFE) {
+        if (param.wolfe <= param.ftol || 1. <= param.wolfe) {
+            return LBFGSERR_INVALID_WOLFE;
+        }
+    }
     if (param.gtol < 0.) {
         return LBFGSERR_INVALID_GTOL;
     }
@@ -347,8 +353,9 @@ int lbfgs(
         case LBFGS_LINESEARCH_MORETHUENTE:
             linesearch = line_search_morethuente;
             break;
-        case LBFGS_LINESEARCH_BACKTRACKING:
+        case LBFGS_LINESEARCH_BACKTRACKING_ARMIJO:
-        case LBFGS_LINESEARCH_BACKTRACKING_STRONG:
+        case LBFGS_LINESEARCH_BACKTRACKING_WOLFE:
+        case LBFGS_LINESEARCH_BACKTRACKING_STRONG_WOLFE:
             linesearch = line_search_backtracking;
             break;
         default:
@@ -483,7 +490,7 @@ int lbfgs(
 
         /* Report the progress. */
         if (cd.proc_progress) {
-            if (ret = cd.proc_progress(cd.instance, x, g, fx, xnorm, gnorm, step, cd.n, k, ls)) {
+            if ((ret = cd.proc_progress(cd.instance, x, g, fx, xnorm, gnorm, step, cd.n, k, ls))) {
                 goto lbfgs_exit;
             }
         }
@@ -649,10 +656,10 @@ static int line_search_backtracking(
     const lbfgs_parameter_t *param
     )
 {
-    int ret = 0, count = 0;
+    int count = 0;
-    lbfgsfloatval_t width, dg, norm = 0.;
+    lbfgsfloatval_t width, dg;
     lbfgsfloatval_t finit, dginit = 0., dgtest;
-    const lbfgsfloatval_t wolfe = 0.9, dec = 0.5, inc = 2.1;
+    const lbfgsfloatval_t dec = 0.5, inc = 2.1;
 
     /* Check the input parameters for errors. */
     if (*stp <= 0.) {
@@ -680,26 +687,33 @@ static int line_search_backtracking(
 
         ++count;
 
-        if (*f <= finit + *stp * dgtest) {
+        if (*f > finit + *stp * dgtest) {
-            /* The sufficient decrease condition. */
-
-            if (param->linesearch == LBFGS_LINESEARCH_BACKTRACKING_STRONG) {
-                /* Check the strong Wolfe condition. */
-                vecdot(&dg, g, s, n);
-                if (dg > -wolfe * dginit) {
             width = dec;
-                } else if (dg < wolfe * dginit) {
+        } else {
+            /* The sufficient decrease condition (Armijo condition). */
+            if (param->linesearch == LBFGS_LINESEARCH_BACKTRACKING_ARMIJO) {
+                /* Exit with the Armijo condition. */
+                return count;
+	        }
+
+	        /* Check the Wolfe condition. */
+	        vecdot(&dg, g, s, n);
+	        if (dg < param->wolfe * dginit) {
     		    width = inc;
 	        } else {
-                    /* Strong Wolfe condition. */
+		        if(param->linesearch == LBFGS_LINESEARCH_BACKTRACKING_WOLFE) {
+		            /* Exit with the regular Wolfe condition. */
 		            return count;
 		        }
-            } else {
+
-                /* Exit with the loose Wolfe condition. */
+		        /* Check the strong Wolfe condition. */
-                return count;
+		        if(dg > -param->wolfe * dginit) {
-            }
-        } else {
 		            width = dec;
+		        } else {
+		            /* Exit with the strong Wolfe condition. */
+		            return count;
+		        }
+            }
         }
 
         if (*stp < param->min_step) {
@@ -735,7 +749,7 @@ static int line_search_backtracking_owlqn(
     const lbfgs_parameter_t *param
     )
 {
-    int i, ret = 0, count = 0;
+    int i, count = 0;
     lbfgsfloatval_t width = 0.5, norm = 0.;
     lbfgsfloatval_t finit = *f, dgtest;