First commit

liblinear-2.49/newton.h

@@ -0,0 +1,37 @@
+#ifndef _NEWTON_H
+#define _NEWTON_H
+
+class function
+{
+public:
+	virtual double fun(double *w) = 0 ;
+	virtual void grad(double *w, double *g) = 0 ;
+	virtual void Hv(double *s, double *Hs) = 0 ;
+	virtual int get_nr_variable(void) = 0 ;
+	virtual void get_diag_preconditioner(double *M) = 0 ;
+	virtual ~function(void){}
+
+	// base implementation in newton.cpp
+	virtual double linesearch_and_update(double *w, double *s, double *f, double *g, double alpha);
+};
+
+class NEWTON
+{
+public:
+	NEWTON(const function *fun_obj, double eps = 0.1, double eps_cg = 0.5, int max_iter = 1000);
+	~NEWTON();
+
+	void newton(double *w);
+	void set_print_string(void (*i_print) (const char *buf));
+
+private:
+	int pcg(double *g, double *M, double *s, double *r);
+
+	double eps;
+	double eps_cg;
+	int max_iter;
+	function *fun_obj;
+	void info(const char *fmt,...);
+	void (*newton_print_string)(const char *buf);
+};
+#endif