Re: 3.2 status report

[Jaroslav Hajek]

On Wed, Aug 6, 2008 at 4:17 PM, John W. Eaton <address@hidden> wrote:
> On  6-Aug-2008, Jaroslav Hajek wrote:
>
> | OK, I'll make this a priority. I'm currently in the process of
> | rewriting the HYBRJ driver from MINPACK into an m-file. It should not
> | be that hard, because QR factorization and QR rank-1 update are
> | readily available in Octave. The remaining building block is dogleg,
> | which could possibly be wrapped (libcruft/minpack/dogleg.f) but I have
> | a feeling that a m-file rewrite should also be simple, since the loops
> | in there are only employed for backsubs and level-1 ops. I'll try
> | submit first changesets to my repo soon, hopefully tomorrow or
> | tonight.
> | What we win by the rewrite is better clarity and maintainability,
> | automatic ability to work in single precision, and reentrancy. We lose
> | some memory efficiency (instead of compact QR storage, normal QR will
> | be used) and probably suffer a negligible performance loss
> | (there might be even a win for big dense problems because we call
> | LAPACK's blocked QR instead of the minpack's unblocked version).
>
> I don't object to a change like this if the performance hit is not too
> large.  If it is, then perhaps we should consider rewriting it as a
> template-based C++ function or class?
>

I don't expect a big performance hit, if any (but I might be
surprised). And having fsolve and lsqnonlin in an m-file form means
interested people can more easily experiment. There's a number of
magical constants and other gotchas in the code, and I'm sure there is
room for improvements or alternative strategies.

> | If you just want a quickfix for the existing code, then go ahead.
> | Perhaps it is too late to get such a big change into 3.2.x - I intend
> | to get rid of the whole libcruft/minpack, for example.
>
> All I'm really interested in at the moment is to make the interface
> compatible.  I think that is a separate issue from how the internals
> work, so our changes should not be overlapping much.
>
> jwe
>

OK, so there's no problem. You could probably use my optimget, but
that's a simple several-liner. Also, I made a simple change to
optimset, which also breaks Matlab compatibility, but I think it pays
off terribly:
Matlab's optimset returns always a structure with all possible
optimization options, the unspecfied ones set to []. I want it to omit
the unspecified fields and handle them in optimget (the difference is
trivial, actually). When operating with the options structures only
via optimget/optimset (which should be the preferable way), there
won't be any difference. And a conversion is trivial (in fact the
Matlab's style will still work if simply imported into Octave).

The reason for this change is that Matlab's choice makes the structure
visually useless: if you dump it on the screen, the relevant options
are hindered by a flood of empty fields which you're completely not
interested in (and sometimes they don't even make sense). I really
don't understand why the Matlab people made this choice.
Thus, there is no simple way to inspect what options a structure
actually contains.

I attach a patch for optimset, as well as optimget.

regards

-- 
RNDr. Jaroslav Hajek
computing expert
Aeronautical Research and Test Institute (VZLU)
Prague, Czech Republic
url: www.highegg.matfyz.cz

diff --git a/scripts/optimization/optimset.m b/scripts/optimization/optimset.m
--- a/scripts/optimization/optimset.m
+++ b/scripts/optimization/optimset.m
@@ -45,18 +45,16 @@
       tmp = opts';
       disp (struct (tmp{:}));
     else
-      ## Return structure with empty values.
-      t1 = opts(:,1)';
-      t2 = cell (size (t1));
-      tmp = [t1; t2];
-      retval = struct (tmp{:});
+      ## Return empty structure.
+      ## We're incompatible with Matlab at this point.
+      retval = struct ();
     endif
   elseif (nargs == 1 && ischar (varargin{1}))
     ## Return defaults for named function.
     fcn = varargin{1};
     optfcn = sprintf ("__%s_defopts__", fcn);
     if (exist (optfcn))
-      retval = optimset (optimset (), feval (optfcn));
+      retval = optimset (struct (), feval (optfcn));
     else
       error ("no defaults for function `%s'", fcn);
     endif
@@ -65,24 +63,21 @@
     ## to ensure that the field names are expected?
     old = varargin{1};
     new = varargin{2};
-    fnames = fieldnames (old);
     for [val, key] = new
-      mask = strcmpi (fnames, key);
-      if (any (mask))
-       key = fnames (mask);
-      endif
       old.(key) = val;
     endfor
     retval = old;
-  elseif (rem (nargs, 2) && isstruct (varargin{1}))
-    ## Set values in old from name/value pairs.
-    retval = optimset (varargin{1}, struct (varargin{2:end}));
-  elseif (rem (nargs, 2) == 0)
-    ## Create struct.  Default values are replaced by those specified by
-    ## name/value pairs.
-    retval = optimset (optimset (), struct (varargin{:}));
   else
-    print_usage ();
+    if (rem (nargs, 2) && isstruct (varargin{1}))
+      ## Set values in old from name/value pairs.
+      s1 = varargin{1}; op = varargin(2:end);
+    elseif (rem (nargs, 2) == 0)
+      ## Create struct.  Default values are replaced by those specified by
+      ## name/value pairs.
+      s1 = struct (); op = varargin(:);
+    else
+      print_usage ();
+    endif
   endif

 endfunction

function retval = optimget (options, parname, default)

  if (isfield (options, parname))
    retval = options.(parname);
  elseif (nargin > 2)
    retval = default;
  else
    retval = [];
  endif

endfunction