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eppVectorR.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 EPPVECTORR_SLEP
19 #define EPPVECTORR_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  min 1/2 ( ||x- u||_2^2 + ||t-v||_2^2 )
31  s.t. ||x_j||_2 <= t_j
32 
33  */
34 
35 void eppVectorR(double *x, double * t, double * u, double * v, double * ind, int n, int k){
36  int i, j;
37  double temp;
38 
39  /* compute the 2 norm of each group
40  */
41 
42  for(j=0;j<k;j++){
43  temp=0;
44  for(i=(int) (ind[j]); i< (int) (ind[j+1]); i++)
45  temp+= u[i]* u[i];
46  temp=sqrt(temp);
47  /*temp contains the 2-norm of of each row of u*/
48 
49  if(temp > fabs(v[j])){
50  t[j]=(temp + v[j])/2;
51 
52  for(i=(int) (ind[j]); i< (int) (ind[j+1]); i++)
53  x[i]= t[j] / temp * u[i];
54  }
55  else
56  if(temp <= v[j]){
57  t[j]=v[j];
58 
59  for(i=(int) (ind[j]); i< (int) (ind[j+1]); i++)
60  x[i]= u[i];
61  }
62  else{
63  t[j]=0;
64 
65  for(i=(int) (ind[j]); i< (int) (ind[j+1]); i++)
66  x[i]=0;
67  }
68 
69  }
70 }
71 #endif //USE_GPL_SHOGUN
72 #endif /* ----- #ifndef EPPVECTORR_SLEP ----- */

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