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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 #ifndef EP21R_SLEP
18 #define EP21R_SLEP
19 
20 #include <shogun/lib/config.h>
21 
22 #include <stdlib.h>
23 #include <stdio.h>
24 #include <time.h>
25 #include <math.h>
26 
27 
28 /*
29  Euclidean Projection onto l_{2,1} Ball
30 
31  min 1/2 ||x- u||_2^2 + 1/2 ||t- v||_2^2
32  s.t. ||x^j||_{2,1} <= t^j
33 
34 
35 Usage:
36 [x, t]=ep21R(u, v, n, k);
37 
38 */
39 
40 
41 void ep21R(double * x, double *t, double * u, double * v, int n, int k)
42 {
43  int i, j, tn=n*k;
44  double temp;
45 
46  /* compute the 2 norm of each group
47  */
48 
49  for(j=0;j<n;j++){
50  temp=0;
51  for(i=j; i< tn; i+=n)
52  temp+= u[i]* u[i];
53  temp=sqrt(temp);
54  /*temp contains the 2-norm of of each row of u*/
55 
56  if(temp > fabs(v[j])){
57  t[j]=(temp + v[j])/2;
58  for (i=j; i<tn; i+=n)
59  x[i]= t[j] / temp * u[i];
60  }
61  else
62  if(temp <= v[j]){
63  t[j]=v[j];
64 
65  for (i=j; i<tn; i+=n)
66  x[i]= u[i];
67  }
68  else{
69  t[j]=0;
70 
71  for (i=j; i<tn; i+=n)
72  x[i]=0;
73  }
74 
75  }
76 }
77 #endif /* ----- #ifndef EP21R_SLEP ----- */
78 

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