For what it is worth, lbfgs works on linux. I stuck it on github, along with fortran source and Makefile in case it helps others. https://github.com/locklin/j-lbfgs
I also took the liberty of using the same code to do the box constrained version of the algorithm. The example is no good, and I think the loop needs to be fixed up, but it does call lbfgsb, and notice when you pass it infeasible initial conditions. Perhaps it is useful to someone: https://github.com/locklin/j-lbfgsb I also got the flann library to mostly work for locality hashing, k-means trees and kd-trees for near neighbor searches. There's an issue with passing a raw pointer around (something I'd like to do for multiple online queries to a pre-sorted tree), so use it at your own risk. If anyone can spot what I'm doing wrong on the "buildtree/searchtree" examples, I'd appreciate it. It does calculate nearest neighbors, and very quickly. https://github.com/locklin/j-nearest-neighbor I'll have a look at 64 bit lapack, as PCA/eigenvectors are important to me. ---------------------------------------------------------------------- For information about J forums see http://www.jsoftware.com/forums.htm
