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src
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slep
q1
ep1R.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 EP1R_SLEP
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#define EP1R_SLEP
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#include <
shogun/lib/config.h
>
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#ifdef USE_GPL_SHOGUN
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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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/*
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Euclidean Projection onto l_{2,1} Ball
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min 1/2 ||x- u||_2^2 + 1/2 ||t- v||_2^2
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s.t. |x|<=t
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Usage:
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[x, t]=ep1R(u, v, n);
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*/
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void
ep1R(
double
* x,
double
*t,
double
* u,
double
* v,
int
n)
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{
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int
j;
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for
(j=0;j<n;j++){
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if
(fabs(u[j]) > fabs(v[j])){
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t[j]=(fabs(u[j]) + v[j])/2;
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if
(u[j] >0)
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x[j]=t[j];
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else
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x[j]=-t[j];
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}
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else
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if
(fabs(u[j]) <= v[j]){
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t[j]=v[j];
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x[j]=u[j];
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}
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else
{
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t[j]=x[j]=0;
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}
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}
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}
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#endif //USE_GPL_SHOGUN
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#endif
/* ----- #ifndef EP1R_SLEP ----- */
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config.h
SHOGUN
Machine Learning Toolbox - Documentation