Improve L-BFGS

[amontoison]

I implemented it a long time ago but never opened the PR.
We can dynamically resize the arrays for L-BFGS.
It reduces the pressure on the garbage collector, especially on GPU.

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diff --git a/src/quasi_newton.jl b/src/quasi_newton.jl
index 06a8a05..423b1ee 100644
--- a/src/quasi_newton.jl
+++ b/src/quasi_newton.jl
@@ -280,14 +280,14 @@ Base.size(qn::CompactLBFGS) = (size(qn.Sk, 1), qn.current_mem)
 
 function _resize!(qn::CompactLBFGS{T, VT, MT}) where {T, VT, MT}
     n, k = size(qn)
-    qn.Lk   = fill!(reshape(resize!(vec(qn.Lk), k*k), k, k), zero(T))
-    qn.Mk   = fill!(reshape(resize!(vec(qn.Mk), k*k), k, k), zero(T))
-    qn.Tk   = fill!(reshape(resize!(vec(qn.Tk), 4*k*k), 2*k, 2*k), zero(T))
-    qn.DkLk = fill!(reshape(resize!(vec(qn.DkLk), k*k), k, k), zero(T))
-    qn.U    = fill!(reshape(resize!(vec(qn.U), n*k), n, k), zero(T))
-    qn.V    = fill!(reshape(resize!(vec(qn.V), n*k), n, k), zero(T))
-    qn._w1  = fill!(resize!(qn._w1, k), zero(T))
-    qn._w2  = fill!(resize!(qn._w2, 2*k), zero(T))
+    qn.Lk = fill!(reshape(resize!(vec(qn.Lk), k * k), k, k), zero(T))
+    qn.Mk = fill!(reshape(resize!(vec(qn.Mk), k * k), k, k), zero(T))
+    qn.Tk = fill!(reshape(resize!(vec(qn.Tk), 4 * k * k), 2 * k, 2 * k), zero(T))
+    qn.DkLk = fill!(reshape(resize!(vec(qn.DkLk), k * k), k, k), zero(T))
+    qn.U = fill!(reshape(resize!(vec(qn.U), n * k), n, k), zero(T))
+    qn.V = fill!(reshape(resize!(vec(qn.V), n * k), n, k), zero(T))
+    qn._w1 = fill!(resize!(qn._w1, k), zero(T))
+    qn._w2 = fill!(resize!(qn._w2, 2 * k), zero(T))
     return
 end
 

[codecov]

Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 88.81%. Comparing base (f5ccf8b) to head (a7a5773).

Additional details and impacted files

@@            Coverage Diff             @@
##           master     #646      +/-   ##
==========================================
- Coverage   88.83%   88.81%   -0.03%     
==========================================
  Files          56       56              
  Lines        5025     5014      -11     
==========================================
- Hits         4464     4453      -11     
  Misses        561      561              

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