mirror of
https://github.com/nmap/nmap.git
synced 2025-12-07 13:11:28 +00:00
Merge from /nmap-exp/luis/nmap-os6.
svn merge --ignore-ancestry svn://svn.insecure.org/nmap@26621 svn://svn.insecure.org/nmap-exp/luis/nmap-os6 This is the IPv6 OS detection branch. "nmap -6 -O" works now, though at this point it only prints fingerprints and not OS guesses, because we need to collect more submissions.
This commit is contained in:
david
235
liblinear/tron.cpp
Normal file
235
liblinear/tron.cpp
Normal file
@@ -0,0 +1,235 @@
|
||||
#include <math.h>
|
||||
#include <stdio.h>
|
||||
#include <string.h>
|
||||
#include <stdarg.h>
|
||||
#include "tron.h"
|
||||
|
||||
#ifndef min
|
||||
template <class T> static inline T min(T x,T y) { return (x<y)?x:y; }
|
||||
#endif
|
||||
|
||||
#ifndef max
|
||||
template <class T> static inline T max(T x,T y) { return (x>y)?x:y; }
|
||||
#endif
|
||||
|
||||
#ifdef __cplusplus
|
||||
extern "C" {
|
||||
#endif
|
||||
|
||||
extern double dnrm2_(int *, double *, int *);
|
||||
extern double ddot_(int *, double *, int *, double *, int *);
|
||||
extern int daxpy_(int *, double *, double *, int *, double *, int *);
|
||||
extern int dscal_(int *, double *, double *, int *);
|
||||
|
||||
#ifdef __cplusplus
|
||||
}
|
||||
#endif
|
||||
|
||||
static void default_print(const char *buf)
|
||||
{
|
||||
fputs(buf,stdout);
|
||||
fflush(stdout);
|
||||
}
|
||||
|
||||
void TRON::info(const char *fmt,...)
|
||||
{
|
||||
char buf[BUFSIZ];
|
||||
va_list ap;
|
||||
va_start(ap,fmt);
|
||||
vsprintf(buf,fmt,ap);
|
||||
va_end(ap);
|
||||
(*tron_print_string)(buf);
|
||||
}
|
||||
|
||||
TRON::TRON(const function *fun_obj, double eps, int max_iter)
|
||||
{
|
||||
this->fun_obj=const_cast<function *>(fun_obj);
|
||||
this->eps=eps;
|
||||
this->max_iter=max_iter;
|
||||
tron_print_string = default_print;
|
||||
}
|
||||
|
||||
TRON::~TRON()
|
||||
{
|
||||
}
|
||||
|
||||
void TRON::tron(double *w)
|
||||
{
|
||||
// Parameters for updating the iterates.
|
||||
double eta0 = 1e-4, eta1 = 0.25, eta2 = 0.75;
|
||||
|
||||
// Parameters for updating the trust region size delta.
|
||||
double sigma1 = 0.25, sigma2 = 0.5, sigma3 = 4;
|
||||
|
||||
int n = fun_obj->get_nr_variable();
|
||||
int i, cg_iter;
|
||||
double delta, snorm, one=1.0;
|
||||
double alpha, f, fnew, prered, actred, gs;
|
||||
int search = 1, iter = 1, inc = 1;
|
||||
double *s = new double[n];
|
||||
double *r = new double[n];
|
||||
double *w_new = new double[n];
|
||||
double *g = new double[n];
|
||||
|
||||
for (i=0; i<n; i++)
|
||||
w[i] = 0;
|
||||
|
||||
f = fun_obj->fun(w);
|
||||
fun_obj->grad(w, g);
|
||||
delta = dnrm2_(&n, g, &inc);
|
||||
double gnorm1 = delta;
|
||||
double gnorm = gnorm1;
|
||||
|
||||
if (gnorm <= eps*gnorm1)
|
||||
search = 0;
|
||||
|
||||
iter = 1;
|
||||
|
||||
while (iter <= max_iter && search)
|
||||
{
|
||||
cg_iter = trcg(delta, g, s, r);
|
||||
|
||||
memcpy(w_new, w, sizeof(double)*n);
|
||||
daxpy_(&n, &one, s, &inc, w_new, &inc);
|
||||
|
||||
gs = ddot_(&n, g, &inc, s, &inc);
|
||||
prered = -0.5*(gs-ddot_(&n, s, &inc, r, &inc));
|
||||
fnew = fun_obj->fun(w_new);
|
||||
|
||||
// Compute the actual reduction.
|
||||
actred = f - fnew;
|
||||
|
||||
// On the first iteration, adjust the initial step bound.
|
||||
snorm = dnrm2_(&n, s, &inc);
|
||||
if (iter == 1)
|
||||
delta = min(delta, snorm);
|
||||
|
||||
// Compute prediction alpha*snorm of the step.
|
||||
if (fnew - f - gs <= 0)
|
||||
alpha = sigma3;
|
||||
else
|
||||
alpha = max(sigma1, -0.5*(gs/(fnew - f - gs)));
|
||||
|
||||
// Update the trust region bound according to the ratio of actual to predicted reduction.
|
||||
if (actred < eta0*prered)
|
||||
delta = min(max(alpha, sigma1)*snorm, sigma2*delta);
|
||||
else if (actred < eta1*prered)
|
||||
delta = max(sigma1*delta, min(alpha*snorm, sigma2*delta));
|
||||
else if (actred < eta2*prered)
|
||||
delta = max(sigma1*delta, min(alpha*snorm, sigma3*delta));
|
||||
else
|
||||
delta = max(delta, min(alpha*snorm, sigma3*delta));
|
||||
|
||||
info("iter %2d act %5.3e pre %5.3e delta %5.3e f %5.3e |g| %5.3e CG %3d\n", iter, actred, prered, delta, f, gnorm, cg_iter);
|
||||
|
||||
if (actred > eta0*prered)
|
||||
{
|
||||
iter++;
|
||||
memcpy(w, w_new, sizeof(double)*n);
|
||||
f = fnew;
|
||||
fun_obj->grad(w, g);
|
||||
|
||||
gnorm = dnrm2_(&n, g, &inc);
|
||||
if (gnorm <= eps*gnorm1)
|
||||
break;
|
||||
}
|
||||
if (f < -1.0e+32)
|
||||
{
|
||||
info("warning: f < -1.0e+32\n");
|
||||
break;
|
||||
}
|
||||
if (fabs(actred) <= 0 && prered <= 0)
|
||||
{
|
||||
info("warning: actred and prered <= 0\n");
|
||||
break;
|
||||
}
|
||||
if (fabs(actred) <= 1.0e-12*fabs(f) &&
|
||||
fabs(prered) <= 1.0e-12*fabs(f))
|
||||
{
|
||||
info("warning: actred and prered too small\n");
|
||||
break;
|
||||
}
|
||||
}
|
||||
|
||||
delete[] g;
|
||||
delete[] r;
|
||||
delete[] w_new;
|
||||
delete[] s;
|
||||
}
|
||||
|
||||
int TRON::trcg(double delta, double *g, double *s, double *r)
|
||||
{
|
||||
int i, inc = 1;
|
||||
int n = fun_obj->get_nr_variable();
|
||||
double one = 1;
|
||||
double *d = new double[n];
|
||||
double *Hd = new double[n];
|
||||
double rTr, rnewTrnew, alpha, beta, cgtol;
|
||||
|
||||
for (i=0; i<n; i++)
|
||||
{
|
||||
s[i] = 0;
|
||||
r[i] = -g[i];
|
||||
d[i] = r[i];
|
||||
}
|
||||
cgtol = 0.1*dnrm2_(&n, g, &inc);
|
||||
|
||||
int cg_iter = 0;
|
||||
rTr = ddot_(&n, r, &inc, r, &inc);
|
||||
while (1)
|
||||
{
|
||||
if (dnrm2_(&n, r, &inc) <= cgtol)
|
||||
break;
|
||||
cg_iter++;
|
||||
fun_obj->Hv(d, Hd);
|
||||
|
||||
alpha = rTr/ddot_(&n, d, &inc, Hd, &inc);
|
||||
daxpy_(&n, &alpha, d, &inc, s, &inc);
|
||||
if (dnrm2_(&n, s, &inc) > delta)
|
||||
{
|
||||
info("cg reaches trust region boundary\n");
|
||||
alpha = -alpha;
|
||||
daxpy_(&n, &alpha, d, &inc, s, &inc);
|
||||
|
||||
double std = ddot_(&n, s, &inc, d, &inc);
|
||||
double sts = ddot_(&n, s, &inc, s, &inc);
|
||||
double dtd = ddot_(&n, d, &inc, d, &inc);
|
||||
double dsq = delta*delta;
|
||||
double rad = sqrt(std*std + dtd*(dsq-sts));
|
||||
if (std >= 0)
|
||||
alpha = (dsq - sts)/(std + rad);
|
||||
else
|
||||
alpha = (rad - std)/dtd;
|
||||
daxpy_(&n, &alpha, d, &inc, s, &inc);
|
||||
alpha = -alpha;
|
||||
daxpy_(&n, &alpha, Hd, &inc, r, &inc);
|
||||
break;
|
||||
}
|
||||
alpha = -alpha;
|
||||
daxpy_(&n, &alpha, Hd, &inc, r, &inc);
|
||||
rnewTrnew = ddot_(&n, r, &inc, r, &inc);
|
||||
beta = rnewTrnew/rTr;
|
||||
dscal_(&n, &beta, d, &inc);
|
||||
daxpy_(&n, &one, r, &inc, d, &inc);
|
||||
rTr = rnewTrnew;
|
||||
}
|
||||
|
||||
delete[] d;
|
||||
delete[] Hd;
|
||||
|
||||
return(cg_iter);
|
||||
}
|
||||
|
||||
double TRON::norm_inf(int n, double *x)
|
||||
{
|
||||
double dmax = fabs(x[0]);
|
||||
for (int i=1; i<n; i++)
|
||||
if (fabs(x[i]) >= dmax)
|
||||
dmax = fabs(x[i]);
|
||||
return(dmax);
|
||||
}
|
||||
|
||||
void TRON::set_print_string(void (*print_string) (const char *buf))
|
||||
{
|
||||
tron_print_string = print_string;
|
||||
}
|
||||
Reference in New Issue
Block a user