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eppMatrix.cpp
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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 #include <stdlib.h>
18 #include <stdio.h>
19 #include <time.h>
20 #include <math.h>
22 
23 void eppMatrix(double *X, double * V, int k, int n, double rho, double p)
24 {
25  int i, j, *iter_step;
26  double *v, *x;
27  double c0, c;
28 
29  v=(double *)malloc(sizeof(double)*n);
30  x=(double *)malloc(sizeof(double)*n);
31  iter_step=(int *)malloc(sizeof(int)*2);
32 
33  /*
34  *X and V are k x n matrices in matlab, stored in column priority manner
35  *x corresponds a row of X
36  */
37 
38 
39  c0=0;
40  for(i=0; i<k; i++){
41 
42  for(j=0; j<n; j++)
43  v[j]=V[i + j*k];
44 
45  epp(x, &c, iter_step, v, n, rho, p, c0);
46  c0=c;
47 
48  for(j=0; j<n; j++)
49  X[i + j*k]=x[j];
50  }
51 
52  free(v);
53  free(x);
54  free(iter_step);
55 };

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