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 INVCOV_SLEP 00018 #define INVCOV_SLEP 00019 00020 #include <stdlib.h> 00021 #include <stdio.h> 00022 #include <time.h> 00023 #include <math.h> 00024 00025 /* 00026 * A: n x n 00027 * x: n x 1 00028 * Ax: n x 1 00029 * 00030 * Perform the task of Ax= A* x, 00031 * where the ith row and column in A, and ith row in x 00032 * are undefined, so that in Ax, the ith row has no meaning 00033 */ 00034 void m_Ax(double *Ax, double *A, double *x, int n, int ith); 00035 00036 int lassoCD(double *Theta, double *W, double *S, double lambda, int n, 00037 int ith, int flag, int maxIter, double fGap, double xGap); 00038 00039 void invCov(double *Theta, double *W, double *S, double lambda, 00040 double sum_S, int n, 00041 int LassoMaxIter, double fGap, 00042 double xGap, /*for the Lasso (inner iteration)*/ 00043 int maxIter, double xtol); /*for the outer iteration*/ 00044 00045 #endif /* ----- #ifndef INVCOV_SLEP ----- */
