Further generalization of SLEP based logistic regression solver

shogun-toolbox · Jul 3, 2012 · 7447322 · 7447322
1 parent 725d6ad
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diff --git a/src/shogun/lib/slep/q1/eppVector.h b/src/shogun/lib/slep/q1/eppVector.h
@@ -25,50 +25,50 @@
 
 
 /*
- Lp Norm Regularized Euclidean Projection
- 
-        min  1/2 ||x- v||_2^2 + rho * ||x||_p
- 
- Usage (in Matlab):
- [x, c, iter_step]=epp(v, n, rho, p, c0);
+   Lp Norm Regularized Euclidean Projection
 
- Usage in C:
- epp(x, c, iter_step, v, n, rho, p, c0);
+   min  1/2 ||x- v||_2^2 + rho * ||x||_p
 
- The function epp implements the following three functions
- epp1(x, v, n, rho) for p=1
- epp2(x, v, n, rho) for p=2
- eppInf(x, c, iter_step, v,  n, rho, c0) for p=inf
- eppO(x, c, iter_step, v,   n, rho, p) for other p
+   Usage (in Matlab):
+   [x, c, iter_step]=epp(v, n, rho, p, c0);
 
-------------------------------------------------------------
+   Usage in C:
+   epp(x, c, iter_step, v, n, rho, p, c0);
 
-  Here, the input and output are of Vector form.
+   The function epp implements the following three functions
+   epp1(x, v, n, rho) for p=1
+   epp2(x, v, n, rho) for p=2
+   eppInf(x, c, iter_step, v,  n, rho, c0) for p=inf
+   eppO(x, c, iter_step, v,   n, rho, p) for other p
 
+   ------------------------------------------------------------
 
- Written by Jun Liu, May 18th, 2009
- For any problem, please contact: j.liu@asu.edu
- 
- */
+   Here, the input and output are of Vector form.
+
+
+   Written by Jun Liu, May 18th, 2009
+   For any problem, please contact: j.liu@asu.edu
 
-void eppVector(double *x, double * v, double * ind, int k, int n, double * rho, double p){
-    int i, *iter_step;
-    double c0, c;
+*/
+
+void eppVector(double *x, double * v, int* ind, int k, int n, double * rho, double rho_multiplier, double p){
+	int i, *iter_step;
+	double c0, c;
 	double *px, *pv;
-    
-    iter_step=(int *)malloc(sizeof(int)*2);
-            
-    c0=0;
-    for(i=0; i<k; i++){
-       
-        px=x+(int)ind[i];
+
+	iter_step=(int *)malloc(sizeof(int)*2);
+
+	c0=0;
+	for(i=0; i<k; i++){
+
+		px=x+(int)ind[i];
 		pv=v+(int)ind[i];
-        
-        epp(px, &c, iter_step, pv, (int)(ind[i+1]-ind[i]), rho[i], p, c0);
-    
-    }
-    
-    free(iter_step);    
+
+		epp(px, &c, iter_step, pv, (int)(ind[i+1]-ind[i]), rho[i]*rho_multiplier, p, c0);
+
+	}
+
+	free(iter_step);    
 }
 #endif   /* ----- #ifndef EPPVECTOR_SLEP  ----- */