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.
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
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.