Miscellaneous Software by Chih-Jen Lin and Collaborators

Last modified: Sat Jun 7 07:19:15 CST 2008

This page provides some miscellaneous software written by me and collaborators. Note that major software (e.g., libsvm) are listed on my homepage.

Disclaimer: We do not take any responsibility on damage or other problems caused by using these software packages.


Matlab/Octave interface to LBFGS

This zip file provides a matlab interface to LBFGS, a popular unconsitrained optimization package.

Note that this is an interface to LBFGS but not LBFGS-B, which is for bound-constrained optimization. For LBFGS-B, an excellent interface has been developed by Liam Stewart.

Authors: Xiang-Rui Wang and Chih-Jen Lin


ICFS

An incomplete Cholesky factorization for sparse matrices, released August 1998.
A new version 1.2 with MATLAB interface was released at February 1999.
A preliminary version for dense matrices is here.


Please contact Chih-Jen Lin for any question.