antoine-levitt

using Optim
struct Box <: Optim.Manifold
    min
    max
end
import Optim.retract!
import Optim.project_tangent!
retract!(B::Box, x) = (x .= min.(B.max,max.(B.min, x)))
function project_tangent!(B::Box,g,x)
    for i in eachindex(x)

antoine-levitt

n = 100
A = randn(n,n)
A = A'A + I
b = randn(n)

f(x) = vecdot(x,A*x)/2 - vecdot(b,x)
g(x) = A*x-b
g!(stor,x) = copy!(stor,g(x))
x0 = randn(n)

antoine-levitt

module Anderson

export anderson

function anderson(g,x0,m::Int,niter::Int,eps::Real,warming=0)
    @assert length(size(x0)) == 1 #1D array input
    N = size(x0,1)
    T = eltype(x0)
    #xs: ring buffer storing the iterates, from newest to oldest
    xs = zeros(T,N,m+1)

antoine-levitt

function build_A(κ) 
    N = length(κ)
    A = zeros(N,N)
    for n=2:N-2
        # A[n,n] = 2*κ[n]
        # A[n,n+1] = 1/4*(κ[n-1] - κ[n+1] - 4κ[n])
        # A[n+1,n] = 1/4*(κ[n+2] - κ[n] - 4κ[n+1])

        #Reference case: we know that AK is symmetric with K = diag(1/κ)
        A[n,n] = -2*(κ[n+1] + κ[n-1])

antoine-levitt

using BenchmarkTools
BLAS.set_num_threads(1)

function BLAS2(A,x)
    A*x
end
function loop_mn(A,x)
    m,n = size(A)
    y = zeros(m)
    @inbounds @simd for i=1:m

antoine-levitt

(gdb) bt
#0  0x00007ffff6bf3428 in __GI_raise (sig=sig@entry=6) at ../sysdeps/unix/sysv/linux/raise.c:54
#1  0x00007ffff6bf502a in __GI_abort () at abort.c:89
#2  0x00007ffff6c357ea in __libc_message (do_abort=do_abort@entry=2, fmt=fmt@entry=0x7ffff6d4ee98 "*** Error in `%s': %s: 0x%s ***\n") at ../sysdeps/posix/libc_fatal.c:175
#3  0x00007ffff6c3b814 in malloc_printerr (action=<optimized out>, str=0x7ffff6d4eee0 "corrupted double-linked list (not small)", ptr=<optimized out>, 
    ar_ptr=<optimized out>) at malloc.c:5006
#4  0x00007ffff6c40b54 in _int_malloc (av=av@entry=0x7ffff6f82b20 <main_arena>, bytes=bytes@entry=88) at malloc.c:3727
#5  0x00007ffff6c42184 in __GI___libc_malloc (bytes=88) at malloc.c:2913
#6  0x00007ffff4a80e78 in operator new(unsigned long) () from /usr/lib/x86_64-linux-gnu/libstdc++.so.6
#7  0x00007ffff52a39c1 in llvm::User::operator new(unsigned long, unsigned int) () from /home/antoine/julia-0.6.0/usr/bin/../lib/libLLVM-3.9.so

antoine-levitt

diff --git a/Julia/BeginROPTLIB.jl b/Julia/BeginROPTLIB.jl
index ea53bd6..d56b1fc 100644
--- a/Julia/BeginROPTLIB.jl
+++ b/Julia/BeginROPTLIB.jl
@@ -2,12 +2,12 @@
 using Cxx
 
 # to the path of ROPTLIB
-cd("/home/whuang/Documents/ROPTLIB")
+cd("/home/antoine/ROPTLIB")