lbfgsb 0.1.0 → 0.4.0

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data/.github/workflows/build.yml

@@ -1,13 +1,13 @@
 name: build
 
-on: [push]
+on: [push, pull_request]
 
 jobs:
   build:
     runs-on: ubuntu-latest
     strategy:
       matrix:
-        ruby: [ '2.5', '2.6', '2.7' ]
+        ruby: [ '2.6', '2.7', '3.0' ]
     steps:
       - uses: actions/checkout@v2
       - name: Set up Ruby ${{ matrix.ruby }}
@@ -16,6 +16,6 @@ jobs:
           ruby-version: ${{ matrix.ruby }}
       - name: Build and test with Rake
         run: |
-          gem install bundler
+          gem install --no-document bundler
           bundle install --jobs 4 --retry 3
           bundle exec rake

data/CHANGELOG.md

@@ -0,0 +1,20 @@
+## 0.4.0
+- Add type declaration file: sig/lbfgsb.rbs
+
+## 0.3.2
+- Refactor native extension codes.
+- Update documentations.
+
+## 0.3.1
+- Add GC guard to narray given to native extension method.
+
+## 0.3.0
+- Add library name prefix to functions derived from blas and linpack
+to avoid errors due to collision with the blas functions called by numo-linalg.
+
+## 0.2.0
+- Add an option to minimize method for calculating both function value and gradient vector using fnc.
+If true is given to jcb, fnc is assumed to return the function value and gardient vector as [f, g] array.
+
+## 0.1.0
+- First release.

data/Gemfile

@@ -3,6 +3,8 @@ source "https://rubygems.org"
 # Specify your gem's dependencies in lbfgsb.gemspec
 gemspec
 
-gem "rake", "~> 12.0"
+gem "rake", "~> 13.0"
 gem "rake-compiler"
 gem "rspec", "~> 3.0"
+gem "rbs", "~> 1.2"
+gem "steep", "~> 0.44"

data/LICENSE.txt

@@ -1,4 +1,4 @@
-Copyright (c) 2020 Atsushi Tatsuma
+Copyright (c) 2020-2021 Atsushi Tatsuma
 All rights reserved.
 
 Redistribution and use in source and binary forms, with or without

data/README.md

@@ -2,7 +2,8 @@
 
 [![Build Status](https://github.com/yoshoku/lbfgsb.rb/workflows/build/badge.svg)](https://github.com/yoshoku/lbfgsb.rb/actions?query=workflow%3Abuild)
 [![Gem Version](https://badge.fury.io/rb/lbfgsb.svg)](https://badge.fury.io/rb/lbfgsb)
-[![BSD 3-Clause License](https://img.shields.io/badge/License-BSD%203--Clause-orange.svg)](https://github.com/yoshoku/suika/blob/master/LICENSE.txt)
+[![BSD 3-Clause License](https://img.shields.io/badge/License-BSD%203--Clause-orange.svg)](https://github.com/yoshoku/suika/blob/main/LICENSE.txt)
+[![Documentation](http://img.shields.io/badge/api-reference-blue.svg)](https://yoshoku.github.io/lbfgsb.rb/doc/)
 
 Lbfgsb.rb is a Ruby binding for [L-BFGS-B](http://users.iems.northwestern.edu/~nocedal/lbfgsb.html)
 that is a limited-memory algorithm for solving large nonlinear optimization problems

data/Steepfile

@@ -0,0 +1,20 @@
+target :lib do
+  signature "sig"
+#
+  check "lib"                       # Directory name
+#   check "Gemfile"                   # File name
+#   check "app/models/**/*.rb"        # Glob
+#   # ignore "lib/templates/*.rb"
+#
+#   # library "pathname", "set"       # Standard libraries
+#   library "numo-narray"           # Gems
+end
+
+# target :spec do
+#   signature "sig", "sig-private"
+#
+#   check "spec"
+#
+#   # library "pathname", "set"       # Standard libraries
+#   # library "rspec"
+# end

data/ext/lbfgsb/lbfgsbext.c

@@ -2,13 +2,8 @@
 
 VALUE rb_mLbfgsb;
 
-static
-VALUE lbfgsb_min_l_bfgs_b(VALUE self,
-  VALUE fnc, VALUE x_val, VALUE jcb, VALUE args,
-  VALUE l_val, VALUE u_val, VALUE nbd_val,
-  VALUE maxcor, VALUE ftol, VALUE gtol, VALUE maxiter, VALUE disp)
-{
-  long i;
+static VALUE lbfgsb_min_l_bfgs_b(VALUE self, VALUE fnc, VALUE x_val, VALUE jcb, VALUE args, VALUE l_val, VALUE u_val,
+                                 VALUE nbd_val, VALUE maxcor, VALUE ftol, VALUE gtol, VALUE maxiter, VALUE disp) {
   long n_iter;
   long n_fev;
   long n_jev;
@@ -19,12 +14,12 @@ VALUE lbfgsb_min_l_bfgs_b(VALUE self,
   narray_t* nbd_nary;
   long n;
   long m = NUM2LONG(maxcor);
-  double *x_ptr;
-  double *l_ptr;
-  double *u_ptr;
-  long *nbd_ptr;
+  double* x_ptr;
+  double* l_ptr;
+  double* u_ptr;
+  long* nbd_ptr;
   double f;
-  double *g;
+  double* g;
   double factr = NUM2DBL(ftol);
   double pgtol = NUM2DBL(gtol);
   double* wa;
@@ -35,8 +30,8 @@ VALUE lbfgsb_min_l_bfgs_b(VALUE self,
   long lsave[4];
   long isave[44];
   double dsave[29];
-  double* g_ptr;
   VALUE g_val;
+  VALUE fg_arr;
   VALUE ret;
 
   GetNArray(x_val, x_nary);
@@ -108,29 +103,34 @@ VALUE lbfgsb_min_l_bfgs_b(VALUE self,
   wa = ALLOC_N(double, (2 * m + 5) * n + 12 * m * m + 12 * m);
   iwa = ALLOC_N(long, 3 * n);
 
+  g_val = Qnil;
   f = 0.0;
-  for (i = 0; i < n; g[i++] = 0.0);
+  memset(g, 0, n * sizeof(*g));
   strcpy(task, "START");
   n_fev = 0;
   n_jev = 0;
 
   for (n_iter = 0; n_iter < max_iter;) {
-    setulb_(
-      &n, &m, x_ptr, l_ptr, u_ptr, nbd_ptr, &f, g, &factr, &pgtol, wa, iwa,
-      task, &iprint, csave, lsave, isave, dsave
-    );
+    setulb_(&n, &m, x_ptr, l_ptr, u_ptr, nbd_ptr, &f, g, &factr, &pgtol, wa, iwa, task, &iprint, csave, lsave, isave, dsave);
     if (strncmp(task, "FG", 2) == 0) {
-      f = NUM2DBL(rb_funcall(self, rb_intern("fnc"), 3, fnc, x_val, args));
-      g_val = rb_funcall(self, rb_intern("jcb"), 3, jcb, x_val, args);
-      n_fev += 1;
-      n_jev += 1;
-      if (CLASS_OF(g_val) != numo_cDFloat) g_val = rb_funcall(numo_cDFloat, rb_intern("cast"), 1, g_val);
-      if (!RTEST(nary_check_contiguous(g_val))) g_val = nary_dup(g_val);
-      g_ptr = (double*)na_get_pointer_for_read(g_val);
-      for (i = 0; i < n; i++) g[i] = g_ptr[i];
+      if (RB_TYPE_P(jcb, T_TRUE)) {
+        fg_arr = rb_funcall(self, rb_intern("fnc"), 3, fnc, x_val, args);
+        f = NUM2DBL(rb_ary_entry(fg_arr, 0));
+        g_val = rb_ary_entry(fg_arr, 1);
+      } else {
+        f = NUM2DBL(rb_funcall(self, rb_intern("fnc"), 3, fnc, x_val, args));
+        g_val = rb_funcall(self, rb_intern("jcb"), 3, jcb, x_val, args);
+      }
+      n_fev++;
+      n_jev++;
+      if (CLASS_OF(g_val) != numo_cDFloat)
+        g_val = rb_funcall(numo_cDFloat, rb_intern("cast"), 1, g_val);
+      if (!RTEST(nary_check_contiguous(g_val)))
+        g_val = nary_dup(g_val);
+      memcpy(g, na_get_pointer_for_read(g_val), n * sizeof(*g));
+      RB_GC_GUARD(g_val);
     } else if (strncmp(task, "NEW_X", 5) == 0) {
-      n_iter += 1;
-      continue;
+      n_iter++;
     } else {
       break;
     }
@@ -150,12 +150,15 @@ VALUE lbfgsb_min_l_bfgs_b(VALUE self,
   rb_hash_aset(ret, ID2SYM(rb_intern("n_jev")), LONG2NUM(n_jev));
   rb_hash_aset(ret, ID2SYM(rb_intern("success")), strncmp(task, "CONV", 4) == 0 ? Qtrue : Qfalse);
 
+  RB_GC_GUARD(x_val);
+  RB_GC_GUARD(l_val);
+  RB_GC_GUARD(u_val);
+  RB_GC_GUARD(nbd_val);
+
   return ret;
 }
 
-void
-Init_lbfgsbext(void)
-{
+void Init_lbfgsbext(void) {
   rb_mLbfgsb = rb_define_module("Lbfgsb");
   /* The value of double epsilon used in the native extension. */
   rb_define_const(rb_mLbfgsb, "DBL_EPSILON", DBL2NUM(DBL_EPSILON));

data/ext/lbfgsb/lbfgsbext.h

@@ -2,8 +2,10 @@
 #define LBFGSB_RB_H 1
 
 #include <float.h>
+#include <string.h>
 
 #include <ruby.h>
+
 #include <numo/narray.h>
 #include <numo/template.h>
 

data/ext/lbfgsb/src/blas.c

@@ -5,38 +5,7 @@
  */
 #include "blas.h"
 
-double dnrm2_(long *n, double *x, long *incx)
-{
-  long i__1, i__2;
-  double ret_val, d__1, d__2, d__3;
-  static long i__;
-  static double scale;
-
-  --x;
-
-  ret_val = 0.;
-  scale = 0.;
-  i__1 = *n;
-  i__2 = *incx;
-  for (i__ = 1; i__2 < 0 ? i__ >= i__1 : i__ <= i__1; i__ += i__2) {
-    d__2 = scale, d__3 = (d__1 = x[i__], fabs(d__1));
-    scale = d__2 >= d__3 ? d__2 : d__3;
-  }
-  if (scale == 0.) {
-    return ret_val;
-  }
-  i__2 = *n;
-  i__1 = *incx;
-  for (i__ = 1; i__1 < 0 ? i__ >= i__2 : i__ <= i__2; i__ += i__1) {
-    d__1 = x[i__] / scale;
-    ret_val += d__1 * d__1;
-  }
-  ret_val = scale * sqrt(ret_val);
-  return ret_val;
-}
-
-int daxpy_(long *n, double *da, double *dx, long *incx, double *dy, long *incy)
-{
+int lbfgsb_rb_daxpy_(long* n, double* da, double* dx, long* incx, double* dy, long* incy) {
   long i__1;
   static long i__, m, ix, iy, mp1;
 
@@ -100,8 +69,7 @@ L40:
   return 0;
 }
 
-int dcopy_(long *n, double *dx, long *incx, double *dy, long *incy)
-{
+int lbfgsb_rb_dcopy_(long* n, double* dx, long* incx, double* dy, long* incy) {
   long i__1;
   static long i__, m, ix, iy, mp1;
 
@@ -165,8 +133,7 @@ L40:
   return 0;
 }
 
-double ddot_(long *n, double *dx, long *incx, double *dy, long *incy)
-{
+double lbfgsb_rb_ddot_(long* n, double* dx, long* incx, double* dy, long* incy) {
   long i__1;
   double ret_val;
   static long i__, m, ix, iy, mp1;
@@ -224,16 +191,15 @@ 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];
+    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];
   }
 L60:
   ret_val = dtemp;
   return ret_val;
 }
 
-int dscal_(long *n, double *da, double *dx, long *incx)
-{
+int lbfgsb_rb_dscal_(long* n, double* da, double* dx, long* incx) {
   long i__1, i__2;
   static long i__, m, mp1, nincx;