SHOGUN
4.2.0
Main Page
Related Pages
Modules
Classes
Files
File List
File Members
All
Classes
Namespaces
Files
Functions
Variables
Typedefs
Enumerations
Enumerator
Friends
Macros
Modules
Pages
src
shogun
lib
slep
q1
eppVector.h
Go to the documentation of this file.
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
18
#ifndef EPPVECTOR_SLEP
19
#define EPPVECTOR_SLEP
20
21
#include <
shogun/lib/config.h
>
22
#ifdef USE_GPL_SHOGUN
23
24
#include <stdlib.h>
25
#include <stdio.h>
26
#include <time.h>
27
#include <math.h>
28
#include <
shogun/lib/slep/q1/epph.h
>
/* This is the head file that contains the implementation of the used functions*/
29
30
31
/*
32
Lp Norm Regularized Euclidean Projection
33
34
min 1/2 ||x- v||_2^2 + rho * ||x||_p
35
36
Usage (in Matlab):
37
[x, c, iter_step]=epp(v, n, rho, p, c0);
38
39
Usage in C:
40
epp(x, c, iter_step, v, n, rho, p, c0);
41
42
The function epp implements the following three functions
43
epp1(x, v, n, rho) for p=1
44
epp2(x, v, n, rho) for p=2
45
eppInf(x, c, iter_step, v, n, rho, c0) for p=inf
46
eppO(x, c, iter_step, v, n, rho, p) for other p
47
48
------------------------------------------------------------
49
50
Here, the input and output are of Vector form.
51
52
53
Written by Jun Liu, May 18th, 2009
54
For any problem, please contact: j.liu@asu.edu
55
56
*/
57
58
void
eppVector(
double
*x,
double
* v,
int
* ind,
int
k,
int
n,
double
* rho,
double
rho_multiplier,
double
p){
59
int
i, *iter_step;
60
double
c0, c;
61
double
*px, *pv;
62
63
iter_step=(
int
*)malloc(
sizeof
(
int
)*2);
64
65
c0=0;
66
for
(i=0; i<k; i++)
67
{
68
px=x+(int)ind[i];
69
pv=v+(int)ind[i];
70
71
epp(px, &c, iter_step, pv, (
int
)(ind[i+1]-ind[i]), rho[i]*rho_multiplier, p, c0);
72
}
73
74
free(iter_step);
75
}
76
#endif //USE_GPL_SHOGUN
77
#endif
/* ----- #ifndef EPPVECTOR_SLEP ----- */
78
config.h
epph.h
SHOGUN
Machine Learning Toolbox - Documentation