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If you’ve had a chance to take Andrew Ng’s wonderful Coursera class on Machine Learning, you’ll no doubt be familiar with the fmincg function that is used in the neural network algorithms. For his class, he uses Octave/Matlab implementations, but there may be some who wish to continue their work using Fortran. To facilitate my own continuation, I’ve ported the function to Fortran and made it available to everyone below. Please let me know what you think (and if there are any bugs!). Also, I may soon post a version optimized for use with the Intel MKL libraries that will no doubt run much faster!
Oh and by the way, you will need to use the ieee_arithmetic module for this.