From cfcf391d3481fc81aea2ae77afa0932700e5d347 Mon Sep 17 00:00:00 2001
From: Thomas Toulorge <thomas.toulorge@mines-paristech.fr>
Date: Wed, 9 May 2012 15:37:58 +0000
Subject: [PATCH] Fixed problem with initial step length calculation in ALGLIB
CG optimizer
---
contrib/lbfgs/optimization.cpp | 14 +++++++-------
1 file changed, 7 insertions(+), 7 deletions(-)
diff --git a/contrib/lbfgs/optimization.cpp b/contrib/lbfgs/optimization.cpp
index 8cb580030d..833b33f352 100755
--- a/contrib/lbfgs/optimization.cpp
+++ b/contrib/lbfgs/optimization.cpp
@@ -3449,9 +3449,9 @@ INPUT PARAMETERS:
A - matrix, array[N,N]
IsUpper - (optional) storage type:
* if True, symmetric matrix A is given by its upper
- triangle, and the lower triangle isn�t used
+ triangle, and the lower triangle isn�t used
* if False, symmetric matrix A is given by its lower
- triangle, and the upper triangle isn�t used
+ triangle, and the upper triangle isn�t used
* if not given, both lower and upper triangles must be
filled.
@@ -3496,9 +3496,9 @@ INPUT PARAMETERS:
A - matrix, array[N,N]
IsUpper - (optional) storage type:
* if True, symmetric matrix A is given by its upper
- triangle, and the lower triangle isn�t used
+ triangle, and the lower triangle isn�t used
* if False, symmetric matrix A is given by its lower
- triangle, and the upper triangle isn�t used
+ triangle, and the upper triangle isn�t used
* if not given, both lower and upper triangles must be
filled.
@@ -6702,7 +6702,7 @@ lbl_24:
* to the norm of DK
*/
v = ae_v_dotproduct(&state->dk.ptr.p_double[0], 1, &state->dk.ptr.p_double[0], 1, ae_v_len(0,n-1));
- state->laststep = ae_sqrt(v, _state);
+ state->laststep = 1.0/ae_sqrt(v, _state);
}
else
{
@@ -11553,9 +11553,9 @@ INPUT PARAMETERS:
A - matrix, array[N,N]
IsUpper - (optional) storage type:
* if True, symmetric matrix A is given by its upper
- triangle, and the lower triangle isn�t used
+ triangle, and the lower triangle isn�t used
* if False, symmetric matrix A is given by its lower
- triangle, and the upper triangle isn�t used
+ triangle, and the upper triangle isn�t used
* if not given, both lower and upper triangles must be
filled.
--
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