tmp update

src/lib/lbfgs.c

@@ -268,6 +268,7 @@ int lbfgs(
     lbfgsfloatval_t *xp = NULL;
     lbfgsfloatval_t *g = NULL, *gp = NULL, *pg = NULL; // gp (p for previous) pg (p for pesudo)
     lbfgsfloatval_t *d = NULL, *w = NULL, *pf = NULL;
+    lbfgsfloatval_t *dp = NULL; // p for preconditioned
     iteration_data_t *lm = NULL, *it = NULL;
     lbfgsfloatval_t ys, yy;
     lbfgsfloatval_t xnorm, gnorm, beta;
@@ -383,6 +384,14 @@ int lbfgs(
         goto lbfgs_exit;
     }
 
+    if (cd.proc_precondition) {
+        dp = (lbfgsfloatval_t*)vecalloc(n * sizeof(lbfgsfloatval_t));
+        if (dp == NULL) {
+            ret = LBFGSERR_OUTOFMEMORY;
+            goto lbfgs_exit;
+        }
+    }
+
     // 初始化计算L1模的数组
     if (param.orthantwise_c != 0.) {
         /* Allocate working space for OW-LQN. */
@@ -620,7 +629,13 @@ int lbfgs(
 
         // 我们在这里提供一个预优函数的接口 返回 d = H0^-1 * d
         if (cd.proc_precondition) {
-            cd.proc_precondition(cd.instance, x, d, n);
+            if (param.orthantwise_c == 0.) {
+                cd.proc_precondition(cd.instance, x, g, d, dp, n);
+            } else {
+                cd.proc_precondition(cd.instance, x, pg, d, dp, n);
+            }
+            
+            veccpy(d, dp, n);
         }
 
         for (i = 0;i < bound;++i) {