1

我正在尝试在 VS10 http://www.cs.man.ac.uk/~neill/gplvmcpp/中构建公开可用的 GP-LVM 方法的 C++ 实现

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,但我遇到了这个错误:

1>COptimisable.obj : error LNK2019: unresolved external symbol _lbfgs_ referenced in function "public: void __thiscall COptimisable::lbfgsOptimise(void)" (?lbfgsOptimise@COptimisable@@QAEXXZ)

有什么想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:我也遇到了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
4

1 回答 1

0

好的,所以我对 GPLVMCPP 附带的原始 ndlfortran.c 进行了添加,最终得到了构建解决方案。仍在尝试确保整个应用程序在我添加的内容中正常工作。

以防其他人需要它..

这是我添加到原始 ndlfortran.c 末尾的内容:

/*
 *  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;
于 2012-11-23T01:19:19.610 回答