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invCov.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 INVCOV_SLEP
19 #define INVCOV_SLEP
20 
21 #include <shogun/lib/config.h>
22 #ifdef USE_GPL_SHOGUN
23 
24 /*
25  * A: n x n
26  * x: n x 1
27  * Ax: n x 1
28  *
29  * Perform the task of Ax= A* x,
30  * where the ith row and column in A, and ith row in x
31  * are undefined, so that in Ax, the ith row has no meaning
32  */
33 void m_Ax(double *Ax, double *A, double *x, int n, int ith);
34 
35 int lassoCD(double *Theta, double *W, double *S, double lambda, int n,
36  int ith, int flag, int maxIter, double fGap, double xGap);
37 
38 void invCov(double *Theta, double *W, double *S, double lambda,
39  double sum_S, int n,
40  int LassoMaxIter, double fGap,
41  double xGap, /*for the Lasso (inner iteration)*/
42  int maxIter, double xtol); /*for the outer iteration*/
43 
44 #endif //USE_GPL_SHOGUN
45 #endif /* ----- #ifndef INVCOV_SLEP ----- */
46 

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