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/**************************************************************************
* XS of Algorithm::LBFGS
* -> by Laye Suen
**************************************************************************/
#include "EXTERN.h"
#include "perl.h"
#include "XSUB.h"
#include "ppport.h"
#include "lbfgs.h"
/* Macros for debugging */
/* uncomment the line below to enable tracing and timing */
/* #define __ENABLE_TRACING__ */
#ifdef __ENABLE_TRACING__
#include "time.h"
#define TRACE(msg) \
printf(msg); \
printf(": %0.10f s\n", 1.0 * (clock() - _c) / CLOCKS_PER_SEC); \
fflush(stdout); \
_c = clock()
#define dTRACE clock_t _c = clock()
#else
#define TRACE(msg)
#define dTRACE
#endif
/* Other macros */
#define newSVpv_(x) newSVpv(x, strlen(x))
/**************************************************************************
* NON-EXPORTED SUBS
**************************************************************************/
/* Evaluation callback for L-BFGS */
lbfgsfloatval_t lbfgs_evaluation_cb(
void* instance,
const lbfgsfloatval_t* x,
lbfgsfloatval_t* g,
const int n,
const lbfgsfloatval_t step)
{
int i;
SV *lbfgs_eval, *user_data, *sv_f;
AV *av_x, *av_g;
lbfgsfloatval_t f;
dSP;
dTRACE;
/* fetch refs to user evaluation callback and extra data */
TRACE("lbfgs_evaluation_cb: enter");
lbfgs_eval = ((SV**)instance)[0];
user_data = ((SV**)instance)[2];
/* create an AV av_x from the C array x */
av_x = newAV();
av_extend(av_x, n - 1);
for (i = 0; i < n; i++) av_store(av_x, i, newSVnv(x[i]));
/* call the user evaluation callback */
ENTER;
SAVETMPS;
PUSHMARK(SP);
XPUSHs(sv_2mortal(newRV_noinc((SV*)av_x)));
XPUSHs(sv_2mortal(newSVnv(step)));
XPUSHs(user_data);
PUTBACK;
TRACE("lbfgs_evaluation_cb: finish arguments preparation");
call_sv(lbfgs_eval, G_ARRAY);
TRACE("lbfgs_evaluation_cb: finish calling");
SPAGAIN;
av_g = (AV*)SvRV(POPs);
sv_f = POPs;
f = SvNV(sv_f);
for (i = 0; i < n; i++)
g[i] = SvNV(*av_fetch(av_g, i, 0));
PUTBACK;
FREETMPS;
LEAVE;
/* clean up (for non-mortal return values) */
if (SvREFCNT(av_g) > 0) av_undef(av_g);
if (SvREFCNT(sv_f) > 0) SvREFCNT_dec(sv_f);
TRACE("lbfgs_evaluation_cb: leave");
return f;
}
/* Progress callback for L-BFGS */
int lbfgs_progress_cb(
void* instance,
const lbfgsfloatval_t* x,
const lbfgsfloatval_t* g,
const lbfgsfloatval_t fx,
const lbfgsfloatval_t xnorm,
const lbfgsfloatval_t gnorm,
const lbfgsfloatval_t step,
int n,
int k,
int ls)
{
int i, r;
SV *lbfgs_prgr, *user_data, *sv_r;
AV *av_x, *av_g;
dSP;
dTRACE;
/* fetch refs to the user progress callback and extra data */
TRACE("lbfgs_progress_cb: enter");
lbfgs_prgr = ((SV**)instance)[1];
user_data = ((SV**)instance)[2];
/* create AVs for C array x and g */
av_x = newAV();
for (i = 0; i < n; i++) av_store(av_x, i, newSVnv(x[i]));
av_g = newAV();
for (i = 0; i < n; i++) av_store(av_g, i, newSVnv(g[i]));
/* call the user progress callback */
ENTER;
SAVETMPS;
PUSHMARK(SP);
XPUSHs(sv_2mortal(newRV_noinc((SV*)av_x)));
XPUSHs(sv_2mortal(newRV_noinc((SV*)av_g)));
XPUSHs(sv_2mortal(newSVnv(fx)));
XPUSHs(sv_2mortal(newSVnv(xnorm)));
XPUSHs(sv_2mortal(newSVnv(gnorm)));
XPUSHs(sv_2mortal(newSVnv(step)));
XPUSHs(sv_2mortal(newSViv(k)));
XPUSHs(sv_2mortal(newSViv(ls)));
XPUSHs(user_data);
PUTBACK;
TRACE("lbfgs_progress_cb: finish arguments preparation");
call_sv(lbfgs_prgr, G_ARRAY);
TRACE("lbfgs_progress_cb: finish calling");
SPAGAIN;
sv_r = POPs;
r = SvIV(sv_r);
PUTBACK;
FREETMPS;
LEAVE;
/* clean up (for non-mortal return values) */
if (SvREFCNT(sv_r) > 0) SvREFCNT_dec(sv_r);
TRACE("lbfgs_progress_cb: leave");
return r;
}
/**************************************************************************
* EXPORTED XSUBS
**************************************************************************/
MODULE = Algorithm::LBFGS PACKAGE = Algorithm::LBFGS
void*
create_lbfgs_instance(lbfgs_eval, lbfgs_prgr, user_data)
SV* lbfgs_eval
SV* lbfgs_prgr
SV* user_data
PREINIT:
void* instance = malloc(3 * sizeof(SV*));
CODE:
((SV**)instance)[0] = lbfgs_eval; /* ref to Perl eval callback */
((SV**)instance)[1] = lbfgs_prgr; /* ref to Perl monitor callback */
((SV**)instance)[2] = user_data; /* ref to Perl user data */
RETVAL = instance;
OUTPUT:
RETVAL
void
destroy_lbfgs_instance(li)
void* li
CODE:
free(li);
void*
create_lbfgs_param()
PREINIT:
void* lp = malloc(sizeof(lbfgs_parameter_t));
CODE:
lbfgs_parameter_init((lbfgs_parameter_t*)lp);
RETVAL = lp;
OUTPUT:
RETVAL
void
destroy_lbfgs_param(lp)
void* lp
CODE:
free(lp);
SV*
set_lbfgs_param(lp, name, val)
void* lp
char* name
SV* val
PREINIT:
lbfgs_parameter_t* p = (lbfgs_parameter_t*)lp;
SV* r = &PL_sv_undef;
CODE:
if (strcmp(name, "m") == 0) {
if (SvIOK(val)) p->m = SvIV(val);
r = newSViv(p->m);
}
else if (strcmp(name, "epsilon") == 0) {
if (SvNOK(val)) p->epsilon = SvNV(val);
r = newSVnv(p->epsilon);
}
else if (strcmp(name, "max_iterations") == 0) {
if (SvIOK(val)) p->max_iterations = SvIV(val);
r = newSViv(p->max_iterations);
}
else if (strcmp(name, "max_linesearch") == 0) {
if (SvIOK(val)) p->max_linesearch = SvIV(val);
r = newSViv(p->max_linesearch);
}
else if (strcmp(name, "min_step") == 0) {
if (SvNOK(val)) p->min_step = SvNV(val);
r = newSVnv(p->min_step);
}
else if (strcmp(name, "max_step") == 0) {
if (SvNOK(val)) p->max_step = SvNV(val);
r = newSVnv(p->max_step);
}
else if (strcmp(name, "ftol") == 0) {
if (SvNOK(val)) p->ftol = SvNV(val);
r = newSVnv(p->ftol);
}
else if (strcmp(name, "gtol") == 0) {
if (SvNOK(val)) p->gtol = SvNV(val);
r = newSVnv(p->gtol);
}
else if (strcmp(name, "xtol") == 0) {
if (SvNOK(val)) p->xtol = SvNV(val);
r = newSVnv(p->xtol);
}
else if (strcmp(name, "orthantwise_c") == 0) {
if (SvNOK(val)) p->orthantwise_c = SvNV(val);
r = newSVnv(p->orthantwise_c);
}
RETVAL = r;
OUTPUT:
RETVAL
SV*
do_lbfgs(param, instance, x0)
void* param
void* instance
SV* x0
PREINIT:
AV* av_x0 = (AV*)SvRV(x0);
int n = av_len(av_x0) + 1;
int i, s;
CODE:
/* build C array carr_x0 from Perl array ref x0 */
lbfgsfloatval_t* carr_x0 = (lbfgsfloatval_t*)
malloc(n * sizeof(lbfgsfloatval_t));
for (i = 0; i < n; i++) carr_x0[i] = SvNV(*av_fetch(av_x0, i, 0));
/* call L-BFGS */
s = lbfgs(n, carr_x0, NULL,
SvOK(((SV**)instance)[0]) ? &lbfgs_evaluation_cb : NULL,
SvOK(((SV**)instance)[1]) ? &lbfgs_progress_cb : NULL,
instance, (lbfgs_parameter_t*)param);
/* store the result back to the Perl array ref x0 */
for (i = 0; i < n; i++) av_store(av_x0, i, newSVnv(carr_x0[i]));
/* release the C array */
free(carr_x0);
RETVAL = newSViv(s);
OUTPUT:
RETVAL
SV*
status_2pv(status)
int status
CODE:
switch (status) {
case 0:
RETVAL = newSVpv_("LBFGS_OK"); break;
case LBFGSERR_UNKNOWNERROR:
RETVAL = newSVpv_("LBFGSERR_UNKNOWNERROR"); break;
case LBFGSERR_LOGICERROR:
RETVAL = newSVpv_("LBFGSERR_LOGICERROR"); break;
case LBFGSERR_OUTOFMEMORY:
RETVAL = newSVpv_("LBFGSERR_OUTOFMEMORY"); break;
case LBFGSERR_CANCELED:
RETVAL = newSVpv_("LBFGSERR_CANCELED"); break;
case LBFGSERR_INVALID_N:
RETVAL = newSVpv_("LBFGSERR_INVALID_N"); break;
case LBFGSERR_INVALID_N_SSE:
RETVAL = newSVpv_("LBFGSERR_INVALID_N_SSE"); break;
case LBFGSERR_INVALID_MINSTEP:
RETVAL = newSVpv_("LBFGSERR_INVALID_MINSTEP"); break;
case LBFGSERR_INVALID_MAXSTEP:
RETVAL = newSVpv_("LBFGSERR_INVALID_MAXSTEP"); break;
case LBFGSERR_INVALID_FTOL:
RETVAL = newSVpv_("LBFGSERR_INVALID_FTOL"); break;
case LBFGSERR_INVALID_GTOL:
RETVAL = newSVpv_("LBFGSERR_INVALID_GTOL"); break;
case LBFGSERR_INVALID_XTOL:
RETVAL = newSVpv_("LBFGSERR_INVALID_XTOL"); break;
case LBFGSERR_INVALID_MAXLINESEARCH:
RETVAL = newSVpv_("LBFGSERR_INVALID_MAXLINESEARCH"); break;
case LBFGSERR_INVALID_ORTHANTWISE:
RETVAL = newSVpv_("LBFGSERR_INVALID_ORTHANTWISE"); break;
case LBFGSERR_OUTOFINTERVAL:
RETVAL = newSVpv_("LBFGSERR_OUTOFINTERVAL"); break;
case LBFGSERR_INCORRECT_TMINMAX:
RETVAL = newSVpv_("LBFGSERR_INCORRECT_TMINMAX"); break;
case LBFGSERR_ROUNDING_ERROR:
RETVAL = newSVpv_("LBFGSERR_ROUNDING_ERROR"); break;
case LBFGSERR_MINIMUMSTEP:
RETVAL = newSVpv_("LBFGSERR_MINIMUMSTEP"); break;
case LBFGSERR_MAXIMUMSTEP:
RETVAL = newSVpv_("LBFGSERR_MAXIMUMSTEP"); break;
case LBFGSERR_MAXIMUMLINESEARCH:
RETVAL = newSVpv_("LBFGSERR_MAXIMUMLINESEARCH"); break;
case LBFGSERR_MAXIMUMITERATION:
RETVAL = newSVpv_("LBFGSERR_MAXIMUMITERATION"); break;
case LBFGSERR_WIDTHTOOSMALL:
RETVAL = newSVpv_("LBFGSERR_WIDTHTOOSMALL"); break;
case LBFGSERR_INVALIDPARAMETERS:
RETVAL = newSVpv_("LBFGSERR_INVALIDPARAMETERS"); break;
case LBFGSERR_INCREASEGRADIENT:
RETVAL = newSVpv_("LBFGSERR_INCREASEGRADIENT"); break;
default:
RETVAL = newSVpv_(""); break;
}
OUTPUT:
RETVAL
|
