Re: uniform random variable in oct file?

[Paul Kienzle]

On Sep 10, 2006, at 10:08 AM, Michael Creel wrote:

> 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.

You won't be able to speed up feval for m-files significantly without a 
lot of work. To see any improvement you will need to make the 
interpreter run faster.

- Paul