cmprlb.f File Reference

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Functions/Subroutines
subroutine	cmprlb (n, m, x, g, ws, wy, sy, wt, z, r, wa, index, theta, col, head, nfree, cnstnd, info)
	This subroutine computes r=-Z'B(xcp-xk)-Z'g by using wa(2m+1)=W'(xcp-x) from subroutine cauchy. More...

Function/Subroutine Documentation

cmprlb()

subroutine cmprlb	(	integer	n,
		integer	m,
		double precision, dimension(n)	x,
		double precision, dimension(n)	g,
		double precision, dimension(n, m)	ws,
		double precision, dimension(n, m)	wy,
		double precision, dimension(m, m)	sy,
		double precision, dimension(m, m)	wt,
		double precision, dimension(n)	z,
		double precision, dimension(n)	r,
		double precision, dimension(4*m)	wa,
		integer, dimension(n)	index,
		double precision	theta,
		integer	col,
		integer	head,
		integer	nfree,
		logical	cnstnd,
		integer	info
	)

This subroutine computes r=-Z'B(xcp-xk)-Z'g by using wa(2m+1)=W'(xcp-x) from subroutine cauchy.

Parameters

n	number of parameters
m	history size of Hessian approximation
x	position
g	gradient
ws	part of L-BFGS matrix
wy	part of L-BFGS matrix
sy	part of L-BFGS matrix
wt	part of L-BFGS matrix
z	TODO
r	TODO
wa	TODO
index	TODO
theta	TODO
col	TODO
head	TODO
nfree	TODO
cnstnd	TODO
info	TODO

Definition at line 27 of file cmprlb.f.

References bmv().

Referenced by mainlb().

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