eppMatrix.cpp

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/*   This program is free software: you can redistribute it and/or modify
 *   it under the terms of the GNU General Public License as published by
 *   the Free Software Foundation, either version 3 of the License, or
 *   (at your option) any later version.
 *
 *   This program is distributed in the hope that it will be useful,
 *   but WITHOUT ANY WARRANTY; without even the implied warranty of
 *   MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 *   GNU General Public License for more details.
 *
 *   You should have received a copy of the GNU General Public License
 *   along with this program.  If not, see <http://www.gnu.org/licenses/>.
 *
 *   Copyright (C) 2009 - 2012 Jun Liu and Jieping Ye 
 */

#include <stdlib.h>
#include <stdio.h>
#include <time.h>
#include <math.h>
#include <shogun/lib/slep/q1/eppMatrix.h>

void eppMatrix(double *X, double * V, int k, int n, double rho, double p)
{
    int i, j, *iter_step;
    double *v, *x;
    double c0, c;
    
    v=(double *)malloc(sizeof(double)*n);
    x=(double *)malloc(sizeof(double)*n);
    iter_step=(int *)malloc(sizeof(int)*2);
    
    /*
     *X and V are k x n matrices in matlab, stored in column priority manner
     *x corresponds a row of X
     */
    
            
    c0=0;
    for(i=0; i<k; i++){
       
        for(j=0; j<n; j++)
            v[j]=V[i + j*k];
        
        epp(x, &c, iter_step, v, n, rho, p, c0);
        c0=c;
    
        for(j=0; j<n; j++)
            X[i + j*k]=x[j];
    }
    
    free(v);
    free(x);
    free(iter_step);    
};