Method Solve

ml/src/svm.cpp:673–967

}

void
Solver::Solve(int l,
              const pcl::QMatrix& Q,
              const double* p_,
              const schar* y_,
              double* alpha_,
              double Cp,
              double Cn,
              double eps,
              SolutionInfo* si,
              int shrinking)
{
  this->l = l;
  this->Q = &Q;
  QD = Q.get_QD();
  clone(p, p_, l);
  clone(y, y_, l);
  clone(alpha, alpha_, l);
  this->Cp = Cp;
  this->Cn = Cn;
  this->eps = eps;
  unshrink = false;

  // initialize alpha_status
  {
    alpha_status = new char[l];

    for (int i = 0; i < l; i++)
      update_alpha_status(i);
  }

  // initialize active set (for shrinking)
  {
    active_set = new int[l];

    for (int i = 0; i < l; i++)
      active_set[i] = i;

    active_size = l;
  }

  // initialize gradient
  {
    G = new double[l];
    G_bar = new double[l];

    for (int i = 0; i < l; i++) {
      G[i] = p[i];
      G_bar[i] = 0;
    }

    for (int i = 0; i < l; i++)
      if (!is_lower_bound(i)) {
        const Qfloat* Q_i = Q.get_Q(i, l);
        double alpha_i = alpha[i];

        for (int j = 0; j < l; j++)
          G[j] += alpha_i * Q_i[j];