www.gusucode.com > SAE RBM 程序MATLAB源码代码实现的一个关于sae的例子 > minFunc/lbfgsUpdate.m

    function [old_dirs,old_stps,Hdiag] = lbfgsUpdate(y,s,corrections,debug,old_dirs,old_stps,Hdiag)
ys = y'*s;
if ys > 1e-10
    numCorrections = size(old_dirs,2);
    if numCorrections < corrections
        % Full Update
        old_dirs(:,numCorrections+1) = s;
        old_stps(:,numCorrections+1) = y;
    else
        % Limited-Memory Update
        old_dirs = [old_dirs(:,2:corrections) s];
        old_stps = [old_stps(:,2:corrections) y];
    end

    % Update scale of initial Hessian approximation
    Hdiag = ys/(y'*y);
else
    if debug
        fprintf('Skipping Update\n');
    end
end