/* epglb(x_c2, v, n, s2, ind, grpNum, tmpW, tmpU); */
void epglb(double *x, double *v, int n, double radius, double *ind, int grpNum,
double *w, double *u)
{
int i, j, be, en, steps;
double lambda, sum, lambda0;
for(i = 0; i < grpNum; i++)
{
sum = .0;
be = (int)ind[i], en = (int)ind[i+1];
for(j = be; j < en; j++)
sum += v[j] * v[j];
w[i] = sqrt(sum);
}
lambda = lambda0 = .0;
eplb(u, &lambda, &steps, w, grpNum, radius, lambda0);
for(i = 0, j = 0; j < grpNum; j++)
{
be = (int)ind[j], en = (int)ind[j+1];
if(fabs(w[j]) > 1e-15)
for(i = be; i < en; i++)
x[i] = u[j] * v[i] / w[j];
else
for(i = be; i < en; i++)
x[i] = .0;
}
}
void eppInf(double *x, double * c, int * iter_step, double *v, int n, double rho, double c0)
{
int i, steps;
/*
we assume rho>=0
*/
eplb(x, c, &steps, v, n, rho, c0);
for(i=0; i< n; i++) {
x[i]=v[i]-x[i];
}
iter_step[0]=steps;
iter_step[1]=0;
}
void mexFunction (int nlhs, mxArray* plhs[], int nrhs, const mxArray* prhs[])
{
/*set up input arguments */
double* v= mxGetPr(prhs[0]);
int n= (int)mxGetScalar(prhs[1]);
double z= mxGetScalar(prhs[2]);
double lambda0= mxGetScalar(prhs[3]);
double *x, *lambda;
double *iter_step;
int steps;
/* set up output arguments */
plhs[0] = mxCreateDoubleMatrix(n,1,mxREAL);
plhs[1] = mxCreateDoubleMatrix(1,1,mxREAL);
plhs[2] = mxCreateDoubleMatrix(1,1,mxREAL);
x=mxGetPr(plhs[0]);
lambda=mxGetPr(plhs[1]);
iter_step=mxGetPr(plhs[2]);
eplb(x, lambda, &steps, v, n, z, lambda0);
*iter_step=steps;
}
void mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])
{
double *v, *ans, s1, s2;
double *ind;
double *x;
double *u, *tmpV, *tmpU, *tmpW;
double up, mid, low, h_s1, lambda0, lambda;
int n, grpNum;
int i, j, k;
if(nlhs != 1)
mexErrMsgTxt("Error: Number of output parameter does not match.");
if(nrhs !=4)
mexErrMsgTxt("Error: Number of input parameter does not match.");
/*
* Input Parameter handle
*/
v = mxGetPr(prhs[0]);
s1 = mxGetScalar(prhs[1]);
s2 = mxGetScalar(prhs[2]);
ind = mxGetPr(prhs[3]);
n = (int)mxGetNumberOfElements(prhs[0]);
grpNum = (int)mxGetNumberOfElements(prhs[3]) - 1;
/*
* Output Parameter handle
*/
plhs[0] = mxCreateDoubleMatrix(n, 1, mxREAL);
ans = mxGetPr(plhs[0]);
/* Temporary variables. */
lambda = lambda0 = .0;
x = (double *)malloc(n * sizeof(double));
tmpV = (double *)malloc(n * sizeof(double));
tmpU = (double *)malloc(grpNum * sizeof(double));
tmpW = (double *)malloc(grpNum * sizeof(double));
if(l1Norm(v, n) <= s1 + 1e-12 && grpNorm(v, ind, grpNum) <= s2 + 1e-12)
{
for(i = 0; i < n; i++)
ans[i] = v[i];
free(x);
free(tmpV);
free(tmpU);
free(tmpW);
return;
}
lambda0 = .0;
eplb(x, &lambda, &k, v, n, s1, lambda0);
if(grpNorm(x, ind, grpNum) < s2 - 1e-12)
{
for(i = 0; i < n; i++)
ans[i] = x[i];
free(x);
free(tmpV);
free(tmpU);
free(tmpW);
return;
}
epglb(x, v, n, s2, ind, grpNum, tmpW, tmpU);
if(l1Norm(x, n) < s1 - 1e-12)
{
for(i = 0; i < n; i++)
ans[i] = x[i];
free(x);
free(tmpV);
free(tmpU);
free(tmpW);
return;
}
up = 1e15, low = 1e-12;
while(up - low > 1e-7)
{
if(low > 1e6 && up - low < 1e-5)
break;
mid = (up + low) / 2;
soft_thresholding(tmpV, v, n, mid);
if(grpNorm(tmpV, ind, grpNum) < s2 - 1e-15)
up = mid;
else{
epglb(x, tmpV, n, s2, ind, grpNum, tmpW, tmpU);
h_s1 = l1Norm(x, n);
if(h_s1 < s1 + 1e-15)
up = mid;
else
low = mid;
}
}
soft_thresholding(tmpV, v, n, up);
epglb(x, tmpV, n, s2, ind, grpNum, tmpW, tmpU);
for(i = 0; i < n; i++)
ans[i] = x[i];
free(x);
free(tmpV);
free(tmpU);
free(tmpW);
}
