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ep21R.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 EP21R_SLEP
19 #define EP21R_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^j||_{2,1} <= t^j
35 
36 
37 Usage:
38 [x, t]=ep21R(u, v, n, k);
39 
40 */
41 
42 
43 void ep21R(double * x, double *t, double * u, double * v, int n, int k)
44 {
45  int i, j, tn=n*k;
46  double temp;
47 
48  /* compute the 2 norm of each group
49  */
50 
51  for(j=0;j<n;j++){
52  temp=0;
53  for(i=j; i< tn; i+=n)
54  temp+= u[i]* u[i];
55  temp=sqrt(temp);
56  /*temp contains the 2-norm of of each row of u*/
57 
58  if(temp > fabs(v[j])){
59  t[j]=(temp + v[j])/2;
60  for (i=j; i<tn; i+=n)
61  x[i]= t[j] / temp * u[i];
62  }
63  else
64  if(temp <= v[j]){
65  t[j]=v[j];
66 
67  for (i=j; i<tn; i+=n)
68  x[i]= u[i];
69  }
70  else{
71  t[j]=0;
72 
73  for (i=j; i<tn; i+=n)
74  x[i]=0;
75  }
76 
77  }
78 }
79 
80 #endif //USE_GPL_SHOGUN
81 #endif /* ----- #ifndef EP21R_SLEP ----- */

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