SHOGUN  v3.0.0
ep21R.h
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1 /* This program is free software: you can redistribute it and/or modify
2  * it under the terms of the GNU General Public License as published by
3  * the Free Software Foundation, either version 3 of the License, or
4  * (at your option) any later version.
5  *
6  * This program is distributed in the hope that it will be useful,
7  * but WITHOUT ANY WARRANTY; without even the implied warranty of
8  * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
9  * GNU General Public License for more details.
10  *
11  * You should have received a copy of the GNU General Public License
12  * along with this program. If not, see <http://www.gnu.org/licenses/>.
13  *
14  * Copyright (C) 2009 - 2012 Jun Liu and Jieping Ye
15  */
16
17 #ifndef EP21R_SLEP
18 #define EP21R_SLEP
19
20 #include <stdlib.h>
21 #include <stdio.h>
22 #include <time.h>
23 #include <math.h>
24
25
26 /*
27  Euclidean Projection onto l_{2,1} Ball
28
29  min 1/2 ||x- u||_2^2 + 1/2 ||t- v||_2^2
30  s.t. ||x^j||_{2,1} <= t^j
31
32
33 Usage:
34 [x, t]=ep21R(u, v, n, k);
35
36 */
37
38
39 void ep21R(double * x, double *t, double * u, double * v, int n, int k)
40 {
41  int i, j, tn=n*k;
42  double temp;
43
44  /* compute the 2 norm of each group
45  */
46
47  for(j=0;j<n;j++){
48  temp=0;
49  for(i=j; i< tn; i+=n)
50  temp+= u[i]* u[i];
51  temp=sqrt(temp);
52  /*temp contains the 2-norm of of each row of u*/
53
54  if(temp > fabs(v[j])){
55  t[j]=(temp + v[j])/2;
56  for (i=j; i<tn; i+=n)
57  x[i]= t[j] / temp * u[i];
58  }
59  else
60  if(temp <= v[j]){
61  t[j]=v[j];
62
63  for (i=j; i<tn; i+=n)
64  x[i]= u[i];
65  }
66  else{
67  t[j]=0;
68
69  for (i=j; i<tn; i+=n)
70  x[i]=0;
71  }
72
73  }
74 }
75 #endif /* ----- #ifndef EP21R_SLEP ----- */
76

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