lbfgs c/c++代码实现

lbfgs的原理见: http://blog.csdn.net/itplus/article/details/21897715
代码未经测试,有空充完整的代码优化.

#include <malloc.h>
#include <vector>
#include <iostream>
#include <string.h>
#include <stdio.h>
#include <math.h>
#include <stdlib.h>
#include <string>
#include <algorithm>

using namespace std;
struct matrix{
    int n,m;
    double *val;
    matrix(){val = NULL;}
    matrix(int a,int b):n(a),m(b){
        val = (double *)malloc(n * m * sizeof(double));
        for(int i = 0;i < n * m; ++i) val[i] = 0;
    }

    matrix(const matrix &a){
        n = a.n;
        m = a.m;
        val = (double *) malloc(n * m * sizeof(double));
        memcpy(val,a.val,n * m * sizeof(double));
    }
    ~matrix(){
        if(val != NULL)
            free(val);
        val = NULL;
    }
    matrix operator+ (const matrix &a)const{
        if(a.n != n || a.m != m){
            printf("dim dit not agree in matrix operator +\n");
        }
        matrix new_matrix(n,m);
        for(int i = 0;i < n; ++i)
            for(int j = 0;j < m; ++j){
                new_matrix[i * m + j] = a[i * m + j] + val[i * m + j];
            }
        return new_matrix;
    }

    const