#include <stdlib.h>
#include <stdio.h>
#include <time.h>
#include <mex.h>
#include <math.h>
#include "matrix.h"
#include "epph.h" /* This is the head file that contains the implementation of the used functions*/
/*
Euclidean Projection onto l_{2,1} Ball
min 1/2 ||X- V||_2^2
s.t. ||X||_{2,1} <= z
which is converted to the following zero finding problem
f(lambda)= \sum_i ( max( |v^i|-lambda,0) )-z=0
v^i denotes the i-th row of V
Usage:
[x, lambda, iter_step]=ep21d(y, n, k, z, lambda0);
*/
void ep21d(double * x, double *root, int * steps, double * v, int n, int k, double z, double lambda0)
{
int i, j, tn=n*k;
double *vnorm=(double *)malloc(sizeof(double)*n);
double *vproj=(double *)malloc(sizeof(double)*n);
double t;
/* compute the 2 norm of each group
*/
for(j=0;j<n;j++){
t=0;
for(i=j; i< tn; i+=n)
t+= v[i]* v[i];
vnorm[j]=sqrt(t);
}
eplb(vproj, root, steps, vnorm, n, z, lambda0);
/* compute x
*/
if (*root==0){
for(i=0;i<tn;i++)
x[i]=v[i];
}
else{
for (j=0;j<n;j++){
if ( vnorm[j] <= *root){
for(i=j; i< tn; i+=n)
x[i]=0;
}
else{
t=1- *root/ vnorm[j];
for(i=j; i< tn; i+=n)
x[i]=t* v[i];
}
}
}
free(vnorm);
free(vproj);
}
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]);
int k= (int) mxGetScalar(prhs[2]);
double z= mxGetScalar(prhs[3]);
double lambda0= mxGetScalar(prhs[4]);
double *x, *lambda;
int *iter_step;
/* set up output arguments */
plhs[0] = mxCreateDoubleMatrix(n,k,mxREAL);
plhs[1] = mxCreateDoubleMatrix(1,1,mxREAL);
plhs[2] = mxCreateNumericMatrix(1,1, mxINT32_CLASS, 0);
x=mxGetPr(plhs[0]);
lambda=mxGetPr(plhs[1]);
iter_step=(int *) mxGetPr(plhs[2]);
ep21d(x, lambda, iter_step, v, n, k, z, lambda0);
}