Rank: 516 based on 154 downloads (last 30 days) and 6 files submitted
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Stephen Becker

E-mail
Company/University
University of Paris 6

Personal Profile:

I'm a postdoc at UPMC in Paris. http://ugcs.caltech.edu/~srbecker

Professional Interests:
optimization, signal processing

 

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Files Posted by Stephen View all
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18 Jan 2013 Screenshot LBFGSB (L-BFGS-B) mex wrapper Mex wrapper for lbfgsb v3.0 fortan library. L-bfgs-b solves box-constrained optimization. Author: Stephen Becker optimization, constrained optimizat..., quasinewton, bfgs, bound constraints, nnls 52 22
  • 5.0
5.0 | 5 ratings
12 Dec 2012 Screenshot CoSaMP and OMP for sparse recovery Orthogonal Matching Pursuit (OMP) and Compressive Sampling Matched Pursuit (CoSaMP). Author: Stephen Becker compressed sensing, omp, sparse, compressive sampling, cosamp, sparse recovery 93 6
  • 4.0
4.0 | 1 rating
23 Jul 2012 mex interface for bound constrained optimization via ASA ASA solves bound constrained problems; the user provides routines to calculate the function and grad Author: Stephen Becker bound constrained, optimization, constrained optimizat..., activeset, cg, nonlinear cg 4 0
29 Feb 2008 idctt type II Inverse DCT (i.e. type III DCT) Author: Stephen Becker spectral analysis, idct dct fft persiste... 2 0
26 Feb 2008 dctt type II DCT, improvement to matlab's dct Author: Stephen Becker spectral analysis, dct fft persistent sa... 1 0
Comments and Ratings by Stephen View all
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13 May 2013 LBFGSB (L-BFGS-B) mex wrapper Mex wrapper for lbfgsb v3.0 fortan library. L-bfgs-b solves box-constrained optimization. Author: Stephen Becker

I'm not sure what's going on. It's odd that it compiles if it can't find the symbol. It could be an issue with a run-time library. On linux, I had the option of using either g95 or gfortran, and I use g95, so maybe try that if it's easy on the mac. Otherwise, I'm afraid I can't be of much help. You could also try following the basic ideas outline in the compile_mex_forWindows (i.e. convert fortran to C). Best of luck!
13 May 2013 LBFGSB (L-BFGS-B) mex wrapper Mex wrapper for lbfgsb v3.0 fortan library. L-bfgs-b solves box-constrained optimization. Author: Stephen Becker

Hi Tim,
The crash, the fact that the mwblas seemed to work (for compilation), and the fact that it was looking for _daxpy_ and not _daxpy32_, all suggest that maybe the ddot's and so on were not replaced by ddot32. The C files should be OK, so check the fortran files. You can try running the script from the shell yourself, or just edit the .f files with an editor and do find-replace.

If you verify that the ddot/dcopy/dscal/daxpy are replaced with their ddot32/dcopy32/dscal32/daxpy32 and it still fails, then we have a different problem on our hands. Try compiling with -v and let me know the output.
14 Feb 2013 LBFGSB (L-BFGS-B) mex wrapper Mex wrapper for lbfgsb v3.0 fortan library. L-bfgs-b solves box-constrained optimization. Author: Stephen Becker

Hi Xunkai, I can't help much because I don't have access to Intel's compiler. But if you adapt the gfortran lines to work with the intel fortran compiler, then the rest of the compilation (the C code) should be similar.
12 Dec 2012 CoSaMP and OMP for sparse recovery Orthogonal Matching Pursuit (OMP) and Compressive Sampling Matched Pursuit (CoSaMP). Author: Stephen Becker

good catch Noam! I'm updating the fixed code. The new version also displays some more information for CoSaMP when using function handles and using LSQR.
02 Nov 2012 FMINLBFGS: Fast Limited Memory Optimizer Quasi newton limited memory BFGS and Steepest decent optimizer for large amount of unknowns Author: Dirk-Jan Kroon

@marco: the standard way to do this is with anonymous functions. e.g. if your function "myfun" accepts arguments (xo, addarg1, addarg2), then define a new function

newfun = @(x) myfun( x, addarg1, addarg2 );

-Stephen
Comments and Ratings on Stephen's Files View all
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Updated File Comment by Comments Rating
13 May 2013 LBFGSB (L-BFGS-B) mex wrapper Mex wrapper for lbfgsb v3.0 fortan library. L-bfgs-b solves box-constrained optimization. Author: Stephen Becker Becker, Stephen

I'm not sure what's going on. It's odd that it compiles if it can't find the symbol. It could be an issue with a run-time library. On linux, I had the option of using either g95 or gfortran, and I use g95, so maybe try that if it's easy on the mac. Otherwise, I'm afraid I can't be of much help. You could also try following the basic ideas outline in the compile_mex_forWindows (i.e. convert fortran to C). Best of luck!
13 May 2013 LBFGSB (L-BFGS-B) mex wrapper Mex wrapper for lbfgsb v3.0 fortan library. L-bfgs-b solves box-constrained optimization. Author: Stephen Becker Tim

My apologies for the numerous replies. I had to manually update dcopy dscal and daxpy as you suggested. The mex file is generated ("lbfgsb_wrapper.mexmaci64") but it crashes matlab. The error report says: "I should have added that the error report listed "Symbol not found: __gfortran_transfer_real_write""
13 May 2013 LBFGSB (L-BFGS-B) mex wrapper Mex wrapper for lbfgsb v3.0 fortan library. L-bfgs-b solves box-constrained optimization. Author: Stephen Becker Tim

I should have added that the error report listed "Symbol not found: __gfortran_transfer_real_write"
13 May 2013 LBFGSB (L-BFGS-B) mex wrapper Mex wrapper for lbfgsb v3.0 fortan library. L-bfgs-b solves box-constrained optimization. Author: Stephen Becker Becker, Stephen

Hi Tim,
The crash, the fact that the mwblas seemed to work (for compilation), and the fact that it was looking for _daxpy_ and not _daxpy32_, all suggest that maybe the ddot's and so on were not replaced by ddot32. The C files should be OK, so check the fortran files. You can try running the script from the shell yourself, or just edit the .f files with an editor and do find-replace.

If you verify that the ddot/dcopy/dscal/daxpy are replaced with their ddot32/dcopy32/dscal32/daxpy32 and it still fails, then we have a different problem on our hands. Try compiling with -v and let me know the output.
13 May 2013 LBFGSB (L-BFGS-B) mex wrapper Mex wrapper for lbfgsb v3.0 fortan library. L-bfgs-b solves box-constrained optimization. Author: Stephen Becker Tim

Hi,
Thank you for writing this code. I hope to be able to use it, but I am having some compilation problems. I am running a 64 bit mac, OS 10.6.8, running Matlab v. R2010b.

I get the error "script failed, try running script by hand perhaps?," though the files are still generated with ddot32 replacing dot. It does not, however, compile when using the subsequent mex command ("can't find "_daxpy_" etc). It did compile using the previous, commented out mex command using lmwblas, and generated a mexmaci64 file. If I try running the example code calling lfbgs, Matlab crashes.

The libblas version is 10.2.3 for R2010b. If you could offer any solutions I would be grateful,
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spectral analysis, constrained optimization, nnls, optimization, activeset
Files Tagged by Stephen View all
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(last 30 days) 		Comments Rating
18 Jan 2013 Screenshot LBFGSB (L-BFGS-B) mex wrapper Mex wrapper for lbfgsb v3.0 fortan library. L-bfgs-b solves box-constrained optimization. Author: Stephen Becker optimization, constrained optimizat..., quasinewton, bfgs, bound constraints, nnls 52 22
  • 5.0
5.0 | 5 ratings
12 Dec 2012 Screenshot CoSaMP and OMP for sparse recovery Orthogonal Matching Pursuit (OMP) and Compressive Sampling Matched Pursuit (CoSaMP). Author: Stephen Becker compressed sensing, omp, sparse, compressive sampling, cosamp, sparse recovery 93 6
  • 4.0
4.0 | 1 rating
23 Jul 2012 mex interface for bound constrained optimization via ASA ASA solves bound constrained problems; the user provides routines to calculate the function and grad Author: Stephen Becker bound constrained, optimization, constrained optimizat..., activeset, cg, nonlinear cg 4 0
29 Feb 2008 idctt type II Inverse DCT (i.e. type III DCT) Author: Stephen Becker spectral analysis, idct dct fft persiste... 2 0
26 Feb 2008 dctt type II DCT, improvement to matlab's dct Author: Stephen Becker spectral analysis, dct fft persistent sa... 1 0

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