SHOGUN
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src
shogun
lib
slep
q1
ep21R.h
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/* This program is free software: you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation, either version 3 of the License, or
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* (at your option) any later version.
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*
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* This program is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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* GNU General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with this program. If not, see <http://www.gnu.org/licenses/>.
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*
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* Copyright (C) 2009 - 2012 Jun Liu and Jieping Ye
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*/
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#ifndef EP21R_SLEP
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#define EP21R_SLEP
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#include <shogun/lib/config.h>
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#ifdef USE_GPL_SHOGUN
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#include <stdlib.h>
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#include <stdio.h>
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#include <time.h>
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#include <math.h>
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/*
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Euclidean Projection onto l_{2,1} Ball
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min 1/2 ||x- u||_2^2 + 1/2 ||t- v||_2^2
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s.t. ||x^j||_{2,1} <= t^j
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Usage:
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[x, t]=ep21R(u, v, n, k);
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*/
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void
ep21R(
double
* x,
double
*t,
double
* u,
double
* v,
int
n,
int
k)
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{
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int
i, j, tn=n*k;
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double
temp;
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/* compute the 2 norm of each group
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*/
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for
(j=0;j<n;j++){
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temp=0;
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for
(i=j; i< tn; i+=n)
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temp+= u[i]* u[i];
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temp=sqrt(temp);
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/*temp contains the 2-norm of of each row of u*/
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if
(temp > fabs(v[j])){
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t[j]=(temp + v[j])/2;
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for
(i=j; i<tn; i+=n)
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x[i]= t[j] / temp * u[i];
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}
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else
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if
(temp <= v[j]){
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t[j]=v[j];
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for
(i=j; i<tn; i+=n)
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x[i]= u[i];
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}
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else
{
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t[j]=0;
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for
(i=j; i<tn; i+=n)
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x[i]=0;
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}
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}
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}
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#endif //USE_GPL_SHOGUN
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#endif
/* ----- #ifndef EP21R_SLEP ----- */
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