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ep1R.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 EP1R_SLEP
18 #define EP1R_SLEP
19 
20 #include <shogun/lib/config.h>
21 
22 #include <stdlib.h>
23 #include <stdio.h>
24 #include <time.h>
25 #include <math.h>
26 
27 
28 /*
29  Euclidean Projection onto l_{2,1} Ball
30 
31  min 1/2 ||x- u||_2^2 + 1/2 ||t- v||_2^2
32  s.t. |x|<=t
33 
34 
35 Usage:
36 [x, t]=ep1R(u, v, n);
37 
38 */
39 
40 
41 void ep1R(double * x, double *t, double * u, double * v, int n)
42 {
43  int j;
44 
45 
46  for(j=0;j<n;j++){
47 
48  if(fabs(u[j]) > fabs(v[j])){
49  t[j]=(fabs(u[j]) + v[j])/2;
50 
51  if (u[j] >0)
52  x[j]=t[j];
53  else
54  x[j]=-t[j];
55  }
56  else
57  if(fabs(u[j]) <= v[j]){
58  t[j]=v[j];
59  x[j]=u[j];
60  }
61  else{
62  t[j]=x[j]=0;
63  }
64 
65  }
66 }
67 #endif /* ----- #ifndef EP1R_SLEP ----- */
68 

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