Math::Macopt 0.02

Math::Macopt is a Perl wrapper for macopt++, which is a conjugate gradient library.

INSTALLATION

The package can be installed by the standard PERL module installation procedure:

perl Makefile.PL
make
make test
make install

Please noted that the original "macopt++" C++ source code is included in this PERL package. The static linking avoids the possible conflict to any pre-installed version of "macopt++".

SYNOPSIS

use strict;
use Math::Macopt;

&main();

sub main
{
# Some settings
my $N = 10;
my $epsilon = 0.001;

# Initialize the Macopt
my $macopt = new Math::Macopt::Base($N, 0);

# Setup the function and its gradient
my $func = sub {
my $x = shift;

my $size = $macopt->size();
my $sum = 0;
foreach my $i (0..$size-1) {
$sum += ($x->[$i]-$i)**2;
}

return $sum;
};
my $dfunc = sub {
my $x = shift;

my $size = $macopt->size();
my $g = ();
foreach my $i (0..$size-1) {
$g->[$i] = 2*($x->[$i]-$i);
}

return $g;
};
$macopt->setFunc(&$func);
$macopt->setDfunc(&$dfunc);

# Optimizer using macopt
my $x = [(1)x($N)];
$macopt->maccheckgrad($x, $N, $epsilon, 0) ;
$macopt->macoptII($x, $N);

# Display the result
printf "[%s]n", join(,, @$x);
}