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src
shogun
lib
slep
q1
ep21d.h
Go to the documentation of this file.
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/* This program is free software: you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation, either version 3 of the License, or
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* (at your option) any later version.
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*
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* This program is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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* GNU General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with this program. If not, see <http://www.gnu.org/licenses/>.
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*
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* Copyright (C) 2009 - 2012 Jun Liu and Jieping Ye
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*/
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#ifndef EP21D_SLEP
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#define EP21D_SLEP
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#include <stdlib.h>
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#include <stdio.h>
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#include <time.h>
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#include <math.h>
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#include <
shogun/lib/slep/q1/epph.h
>
/* This is the head file that contains the implementation of the used functions*/
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/*
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Euclidean Projection onto l_{2,1} Ball
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min 1/2 ||X- V||_2^2
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s.t. ||X||_{2,1} <= z
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which is converted to the following zero finding problem
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f(lambda)= \sum_i ( max( |v^i|-lambda,0) )-z=0
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v^i denotes the i-th row of V
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Usage:
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[x, lambda, iter_step]=ep21d(y, n, k, z, lambda0);
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*/
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void
ep21d
(
double
* x,
double
*root,
int
* steps,
double
* v,
int
n,
int
k,
double
z,
double
lambda0)
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{
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int
i, j, tn=n*k;
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double
*vnorm=(
double
*)malloc(
sizeof
(
double
)*n);
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double
*vproj=(
double
*)malloc(
sizeof
(
double
)*n);
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double
t;
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/* compute the 2 norm of each group
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*/
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for
(j=0;j<n;j++){
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t=0;
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for
(i=j; i< tn; i+=n)
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t+= v[i]* v[i];
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vnorm[j]=sqrt(t);
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}
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eplb
(vproj, root, steps, vnorm, n, z, lambda0);
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/* compute x
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*/
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if
(*root==0){
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for
(i=0;i<tn;i++)
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x[i]=v[i];
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}
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else
{
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for
(j=0;j<n;j++){
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if
( vnorm[j] <= *root){
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for
(i=j; i< tn; i+=n)
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x[i]=0;
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}
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else
{
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t=1- *root/ vnorm[j];
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for
(i=j; i< tn; i+=n)
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x[i]=t* v[i];
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}
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}
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}
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free(vnorm);
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free(vproj);
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}
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#endif
/* ----- #ifndef EP21D_SLEP ----- */
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