ep21R.h

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00001 /*   This program is free software: you can redistribute it and/or modify
00002  *   it under the terms of the GNU General Public License as published by
00003  *   the Free Software Foundation, either version 3 of the License, or
00004  *   (at your option) any later version.
00005  *
00006  *   This program is distributed in the hope that it will be useful,
00007  *   but WITHOUT ANY WARRANTY; without even the implied warranty of
00008  *   MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
00009  *   GNU General Public License for more details.
00010  *
00011  *   You should have received a copy of the GNU General Public License
00012  *   along with this program.  If not, see <http://www.gnu.org/licenses/>.
00013  *
00014  *   Copyright (C) 2009 - 2012 Jun Liu and Jieping Ye 
00015  */
00016 
00017 #ifndef  EP21R_SLEP
00018 #define  EP21R_SLEP
00019 
00020 #include <stdlib.h>
00021 #include <stdio.h>
00022 #include <time.h>
00023 #include <math.h>
00024 
00025 
00026 /*
00027    Euclidean Projection onto l_{2,1} Ball
00028 
00029    min  1/2 ||x- u||_2^2 + 1/2 ||t- v||_2^2
00030    s.t. ||x^j||_{2,1} <= t^j
00031 
00032 
00033 Usage:
00034 [x, t]=ep21R(u, v, n, k);
00035 
00036 */
00037 
00038 
00039 void ep21R(double * x, double *t, double * u, double * v, int n, int k)
00040 {
00041     int i, j, tn=n*k;
00042     double temp;
00043 
00044     /* compute the 2 norm of each group
00045     */
00046 
00047     for(j=0;j<n;j++){
00048         temp=0;
00049         for(i=j; i< tn; i+=n)
00050             temp+= u[i]* u[i];
00051         temp=sqrt(temp);
00052         /*temp contains the 2-norm of of each row of u*/
00053 
00054         if(temp > fabs(v[j])){
00055             t[j]=(temp + v[j])/2;
00056             for (i=j; i<tn; i+=n)
00057                 x[i]= t[j] / temp * u[i];
00058         }
00059         else
00060             if(temp <= v[j]){
00061                 t[j]=v[j];
00062 
00063                 for (i=j; i<tn; i+=n)
00064                     x[i]= u[i];
00065             }
00066             else{
00067                 t[j]=0;
00068 
00069                 for (i=j; i<tn; i+=n)
00070                     x[i]=0;
00071             }
00072 
00073     }
00074 }
00075 #endif   /* ----- #ifndef EP21R_SLEP  ----- */
00076 
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