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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 
18 #ifndef EP1R_SLEP
19 #define EP1R_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 
29 
30 /*
31  Euclidean Projection onto l_{2,1} Ball
32 
33  min 1/2 ||x- u||_2^2 + 1/2 ||t- v||_2^2
34  s.t. |x|<=t
35 
36 
37 Usage:
38 [x, t]=ep1R(u, v, n);
39 
40 */
41 
42 
43 void ep1R(double * x, double *t, double * u, double * v, int n)
44 {
45  int j;
46 
47 
48  for(j=0;j<n;j++){
49 
50  if(fabs(u[j]) > fabs(v[j])){
51  t[j]=(fabs(u[j]) + v[j])/2;
52 
53  if (u[j] >0)
54  x[j]=t[j];
55  else
56  x[j]=-t[j];
57  }
58  else
59  if(fabs(u[j]) <= v[j]){
60  t[j]=v[j];
61  x[j]=u[j];
62  }
63  else{
64  t[j]=x[j]=0;
65  }
66 
67  }
68 }
69 #endif //USE_GPL_SHOGUN
70 #endif /* ----- #ifndef EP1R_SLEP ----- */
71 

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