numo-optimize 0.1.0

data/ext/numo/optimize/src/blas.c

@@ -0,0 +1,253 @@
+/**
+ * L-BFGS-B is released under the “New BSD License” (aka “Modified BSD License”
+ * or “3-clause license”)
+ * Please read attached file License.txt
+ */
+#include "blas.h"
+
+void daxpy_(F77_int* n, double* da, double* dx, F77_int* incx, double* dy, F77_int* incy) {
+  F77_int i__1;
+  static F77_int i__, m, ix, iy, mp1;
+
+  --dy;
+  --dx;
+
+  /* constant times a vector plus a vector. */
+  /* uses unrolled loops for increments equal to one. */
+  /* jack dongarra, linpack, 3/11/78. */
+  if (*n <= 0) {
+    return;
+  }
+  if (*da == 0.) {
+    return;
+  }
+  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;
+  }
+  return;
+
+  /* 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__];
+  }
+  if (*n < 4) {
+    return;
+  }
+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];
+  }
+  return;
+}
+
+void dcopy_(F77_int* n, double* dx, F77_int* incx, double* dy, F77_int* incy) {
+  F77_int i__1;
+  static F77_int i__, m, ix, iy, mp1;
+
+  --dy;
+  --dx;
+
+  /* copies a vector, x, to a vector, y. */
+  /* uses unrolled loops for increments equal to one. */
+  /* jack dongarra, linpack, 3/11/78. */
+  if (*n <= 0) {
+    return;
+  }
+  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] = dx[ix];
+    ix += *incx;
+    iy += *incy;
+  }
+  return;
+
+  /* code for both increments equal to 1 */
+  /* clean-up loop */
+L20:
+  m = *n % 7;
+  if (m == 0) {
+    goto L40;
+  }
+  i__1 = m;
+  for (i__ = 1; i__ <= i__1; ++i__) {
+    dy[i__] = dx[i__];
+  }
+  if (*n < 7) {
+    return;
+  }
+L40:
+  mp1 = m + 1;
+  i__1 = *n;
+  for (i__ = mp1; i__ <= i__1; i__ += 7) {
+    dy[i__] = dx[i__];
+    dy[i__ + 1] = dx[i__ + 1];
+    dy[i__ + 2] = dx[i__ + 2];
+    dy[i__ + 3] = dx[i__ + 3];
+    dy[i__ + 4] = dx[i__ + 4];
+    dy[i__ + 5] = dx[i__ + 5];
+    dy[i__ + 6] = dx[i__ + 6];
+  }
+  return;
+}
+
+double ddot_(F77_int* n, double* dx, F77_int* incx, double* dy, F77_int* incy) {
+  F77_int i__1;
+  double ret_val;
+  static F77_int i__, m, ix, iy, mp1;
+  static double dtemp;
+
+  --dy;
+  --dx;
+
+  /* forms the dot product of two vectors. */
+  /* uses unrolled loops for increments equal to one. */
+  /* jack dongarra, linpack, 3/11/78. */
+  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;
+  }
+  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__];
+  }
+  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];
+  }
+L60:
+  ret_val = dtemp;
+  return ret_val;
+}
+
+void dscal_(F77_int* n, double* da, double* dx, F77_int* incx) {
+  F77_int i__1, i__2;
+  static F77_int i__, m, mp1, nincx;
+
+  --dx;
+
+  /* scales a vector by a constant. */
+  /* uses unrolled loops for increment equal to one. */
+  /* jack dongarra, linpack, 3/11/78. */
+  /* modified 3/93 to return if incx .le. 0. */
+  if (*n <= 0 || *incx <= 0) {
+    return;
+  }
+  if (*incx == 1) {
+    goto L20;
+  }
+
+  /* code for increment not equal to 1 */
+  nincx = *n * *incx;
+  i__1 = nincx;
+  i__2 = *incx;
+  for (i__ = 1; i__2 < 0 ? i__ >= i__1 : i__ <= i__1; i__ += i__2) {
+    dx[i__] = *da * dx[i__];
+  }
+  return;
+
+  /* code for increment equal to 1 */
+  /* clean-up loop */
+L20:
+  m = *n % 5;
+  if (m == 0) {
+    goto L40;
+  }
+  i__2 = m;
+  for (i__ = 1; i__ <= i__2; ++i__) {
+    dx[i__] = *da * dx[i__];
+  }
+  if (*n < 5) {
+    return;
+  }
+L40:
+  mp1 = m + 1;
+  i__2 = *n;
+  for (i__ = mp1; i__ <= i__2; i__ += 5) {
+    dx[i__] = *da * dx[i__];
+    dx[i__ + 1] = *da * dx[i__ + 1];
+    dx[i__ + 2] = *da * dx[i__ + 2];
+    dx[i__ + 3] = *da * dx[i__ + 3];
+    dx[i__ + 4] = *da * dx[i__ + 4];
+  }
+  return;
+}

data/ext/numo/optimize/src/blas.h

@@ -0,0 +1,11 @@
+#ifndef NUMO_OPTIMIZE_BLAS_H_
+#define NUMO_OPTIMIZE_BLAS_H_ 1
+
+#include "common.h"
+
+extern void daxpy_(F77_int* n, double* da, double* dx, F77_int* incx, double* dy, F77_int* incy);
+extern void dcopy_(F77_int* n, double* dx, F77_int* incx, double* dy, F77_int* incy);
+extern double ddot_(F77_int* n, double* dx, F77_int* incx, double* dy, F77_int* incy);
+extern void dscal_(F77_int* n, double* da, double* dx, F77_int* incx);
+
+#endif /* NUMO_OPTIMIZE_BLAS_H_ */

data/ext/numo/optimize/src/common.h

@@ -0,0 +1,16 @@
+#ifndef NUMO_OPTIMIZE_COMMON_H_
+#define NUMO_OPTIMIZE_COMMON_H_
+
+#include <inttypes.h>
+#include <math.h>
+#include <stdint.h>
+
+#ifdef USE_INT64
+typedef int64_t F77_int;
+#define PRIdF77INT PRId64
+#else
+typedef int32_t F77_int;
+#define PRIdF77INT PRId32
+#endif
+
+#endif /* NUMO_OPTIMIZE_COMMON_H_ */