Re: uniform random variable in oct file?

[Michael Creel]

On 9/9/06, Paul Kienzle <address@hidden> wrote:

4. Define a c function which can call back into the scripting
    language.  This is useful if the user passes a scripted
    objective function rather than one implemented in C.

    double scriptcall(int n, const double p[], void *data);
    a. convert n,p into a vector v in the scripting language
    b. cast data into function type fn in the scripting language
    c. call fn with v using feval in the scripting language
    d. if the script function raised an exception return inf
       otherwise convert the script return value into a c double
       and return it

I'm still just not clear about all of this, but maybe I should make it clear that my goal is to come up with an efficient minimizer for objective functions defined as .m files. Objective functions written as .oct files should also be supported. Currently, 
bfgsmin.m and samin.oct achieve this goal. They do this using feval() to evaluate the objective function (using celleval.oct). I would like to eliminate the feval, if possible, but your point #4 seems to use it still to allow  .m file objective functions. So I'm not sure that there is a speedup here, for .m file objective functions. Speeding up minimization of .c objective functions isn't my priority, at least yet. M.