This archive contains the test functions for the logistic regression experiments
(Section 7.1.1) in 'Block BFGS Methods'.

The test data is from various sources, and was obtained through the LIBSVM project [1].
All the needed data is stored within the Matlab environment 'logregEnv.mat', and
the wrappers ('a1a.m', 'a1a_Hessv.m',...) are interfaces which supply function and
gradient/Hessian values to an optimization routine.

Several files in this package are from other people. Specifically:
logistic_eval.m
logistic_grad.m
logistic_grad_sub.m
logistic_hessv.m
logistic_hessv_sub.m
logistic_phi.m
are from the Stochastic Block L-BFGS project of Dr. Robert Gower [2].

If you wish to perform similar tests on other data sets, you can use my
'saveLogistic.m' function. This requires a compiled Matlab binary of
'libsvmread.c' from LIBSVM [3].

Wenbo Gao (wg2279@columbia.edu)
Sept 2016

[1] https://www.csie.ntu.edu.tw/~cjlin/libsvmtools/datasets/
[2] http://www.maths.ed.ac.uk/~s1065527/software.html
[3] https://www.csie.ntu.edu.tw/~cjlin/libsvm/


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