I was feeling masochistic the other day and we have been having some wierd
memory problems so I started digging into the source for L-BFGS-B. In the
lbgfsb.c file I see the following code:
/* Cholesky factorization of (2,2) block of wn. */
F77_CALL(dpofa)(&wn[*col + 1 + (*col + 1) * wn_dim1], &m2, col, info);
if (*info != 0) {
*info = -2;
return;
}
If I am not mistaken this says that there is a m2 * col matrix that starts at
'col + 1 + (col + 1) * wn_dm1. Where wn_dm1 is 2 * m. My first question is to
verify that statement.
Say I am trying to optimize the "banana function" as given in the
documentation. In that case n = 2 and the default m = 5. So m2 is 10 and
wn_dim1 is 20 and the dimension of wn is 100 (this is all by deduction. So if
col is 5 then the offset into the array is 55 and there is not room in the
vector for a 10 x 5 array. I am worried that the optimizer will silently write
info memory that it shouldn't but more than likely it is something that I don't
understand. So please vefify my first statement.
Thank you.
Kevin
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