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 EPPMATRIXQ1_SLEP 00018 #define EPPMATRIXQ1_SLEP 00019 00020 #include <shogun/lib/slep/q1/epph.h> /* This is the head file that contains the implementation of the used functions*/ 00021 00022 /* 00023 Lp Norm Regularized Euclidean Projection 00024 00025 min 1/2 ||x- v||_2^2 + rho * ||x||_p 00026 00027 Usage (in Matlab): 00028 [x, c, iter_step]=epp(v, n, rho, p, c0); 00029 00030 Usage in C: 00031 epp(x, c, iter_step, v, n, rho, p, c0); 00032 00033 The function epp implements the following three functions 00034 epp1(x, v, n, rho) for p=1 00035 epp2(x, v, n, rho) for p=2 00036 eppInf(x, c, iter_step, v, n, rho, c0) for p=inf 00037 eppO(x, c, iter_step, v, n, rho, p) for other p 00038 00039 ------------------------------------------------------------ 00040 00041 Here, the input and output are of matrix form. Each row corresponds a group 00042 00043 00044 Written by Jun Liu, May 18th, 2009 00045 For any problem, please contact: j.liu@asu.edu 00046 00047 */ 00048 void eppMatrix(double *X, double * V, int k, int n, double rho, double p); 00049 #endif /* ----- #ifndef EPPMATRIXQ1_SLEP ----- */ 00050
