Go wrapper for libLBFGS

go/README

@@ -0,0 +1,13 @@
+The package can be directly installed with command go if libLBFGS is
+installed to standard locations. Otherwise, change the lines starting
+with #cgo above
+
+    import "C"
+
+in lbfgs.go to
+
+    #cgo LDFLAGS: -Lpath_to_lbfgs_lib -llbfgs
+    #cgo CFLAGS: -Ipath_to_lbfgs_include
+
+to let the compiler know your custom install location. For more
+information, see [http://golang.org/cmd/cgo].

go/cgo.h

@@ -0,0 +1,24 @@
+#ifndef __LIBLBFGS_GO_WRAP_H__
+#define __LIBLBFGS_GO_WRAP_H__
+
+#include <lbfgs.h>
+
+// Exported function from lbfgs.go.
+extern lbfgsfloatval_t goLbfgsEvaluate(void *instance, lbfgsfloatval_t *x,
+                                       lbfgsfloatval_t *g, int n,
+                                       lbfgsfloatval_t step);
+
+// Exported function from lbfgs.go.
+extern int goLbfgsProgress(void *instance, lbfgsfloatval_t *x,
+                           lbfgsfloatval_t *g, lbfgsfloatval_t fx,
+                           lbfgsfloatval_t xnorm, lbfgsfloatval_t gnorm,
+                           lbfgsfloatval_t step, int n, int k, int ls);
+
+// Uses evaluate and progress function exported from go to call C lbfgs.
+static inline int goLbfgs(int n, lbfgsfloatval_t *x, lbfgsfloatval_t *ptr_fx,
+                          void *instance, lbfgs_parameter_t *param) {
+  return lbfgs(n, x, ptr_fx, (lbfgs_evaluate_t)goLbfgsEvaluate,
+               (lbfgs_progress_t)goLbfgsProgress, instance, param);
+}
+
+#endif  // __LIBLBFGS_GO_WRAP_H__