SHOGUN  v3.0.0
eppMatrix.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 EPPMATRIXQ1_SLEP
18 #define EPPMATRIXQ1_SLEP
19
20 #include <shogun/lib/slep/q1/epph.h> /* This is the head file that contains the implementation of the used functions*/
21
22 /*
23  Lp Norm Regularized Euclidean Projection
24
25  min 1/2 ||x- v||_2^2 + rho * ||x||_p
26
27  Usage (in Matlab):
28  [x, c, iter_step]=epp(v, n, rho, p, c0);
29
30  Usage in C:
31  epp(x, c, iter_step, v, n, rho, p, c0);
32
33  The function epp implements the following three functions
34  epp1(x, v, n, rho) for p=1
35  epp2(x, v, n, rho) for p=2
36  eppInf(x, c, iter_step, v, n, rho, c0) for p=inf
37  eppO(x, c, iter_step, v, n, rho, p) for other p
38
39 ------------------------------------------------------------
40
41  Here, the input and output are of matrix form. Each row corresponds a group
42
43
44  Written by Jun Liu, May 18th, 2009