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 EPPVECTOR_SLEP 00018 #define EPPVECTOR_SLEP 00019 00020 #include <stdlib.h> 00021 #include <stdio.h> 00022 #include <time.h> 00023 #include <math.h> 00024 #include <shogun/lib/slep/q1/epph.h> /* This is the head file that contains the implementation of the used functions*/ 00025 00026 00027 /* 00028 Lp Norm Regularized Euclidean Projection 00029 00030 min 1/2 ||x- v||_2^2 + rho * ||x||_p 00031 00032 Usage (in Matlab): 00033 [x, c, iter_step]=epp(v, n, rho, p, c0); 00034 00035 Usage in C: 00036 epp(x, c, iter_step, v, n, rho, p, c0); 00037 00038 The function epp implements the following three functions 00039 epp1(x, v, n, rho) for p=1 00040 epp2(x, v, n, rho) for p=2 00041 eppInf(x, c, iter_step, v, n, rho, c0) for p=inf 00042 eppO(x, c, iter_step, v, n, rho, p) for other p 00043 00044 ------------------------------------------------------------ 00045 00046 Here, the input and output are of Vector form. 00047 00048 00049 Written by Jun Liu, May 18th, 2009 00050 For any problem, please contact: j.liu@asu.edu 00051 00052 */ 00053 00054 void eppVector(double *x, double * v, int* ind, int k, int n, double * rho, double rho_multiplier, double p){ 00055 int i, *iter_step; 00056 double c0, c; 00057 double *px, *pv; 00058 00059 iter_step=(int *)malloc(sizeof(int)*2); 00060 00061 c0=0; 00062 for(i=0; i<k; i++) 00063 { 00064 px=x+(int)ind[i]; 00065 pv=v+(int)ind[i]; 00066 00067 epp(px, &c, iter_step, pv, (int)(ind[i+1]-ind[i]), rho[i]*rho_multiplier, p, c0); 00068 } 00069 00070 free(iter_step); 00071 } 00072 #endif /* ----- #ifndef EPPVECTOR_SLEP ----- */ 00073