--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/main/optim/bfgs.m	Wed Oct 10 19:54:49 2001 +0000
@@ -0,0 +1,39 @@
+## Copyright (C) 2000 Ben Sapp.  All rights reserved.
+##
+## This program is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by the
+## Free Software Foundation; either version 2, or (at your option) any
+## later version.
+##
+## This is distributed in the hope that it will be useful, but WITHOUT
+## ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
+## FITNESS FOR A PARTICULAR PURPOSE.  See the GNU General Public License
+## for more details.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {@var{xmin} =} bfgs(@var{f},@var{x0})
+## Use the BFGS method to find the minimum of a
+## multivariable function @var{f}
+## @end deftypefn 
+
+function x = bfgs(func,x)
+  global __quasi_d__;
+  global __quasi_x0__;
+  global __quasi_f__;
+  __quasi_f__  = func;
+  
+  H = eye(max(size(x)));
+  g = bs_gradient(func,x);
+  while(norm(g) > 0.000001)
+    d = -H*g;
+    __quasi_d__ = d;
+    __quasi_x0__ = x;
+    min = nrm('__quasi_func__',0);
+    p = min*d;
+    x = x+p;
+    g_new = bs_gradient(func,x);
+    q = g_new-g;
+    g = g_new;
+    H = H+(1+(q'*H*q)/(q'*p))*((p*p')/(q'*p))-((p*q'*H+H*q*p')/(q'*p));
+  endwhile
+endfunction