Function nu_smo_solve_kernel

src/thundersvm/kernel/smo_kernel.cpp:127–287

    }

    void nu_smo_solve_kernel(const int *y, float_type *f_val, float_type *alpha, float_type *alpha_diff,
                             const int *working_set, int ws_size, float_type C, const kernel_type *k_mat_rows,
                             const kernel_type *k_mat_diag, int row_len, float_type eps, float_type *diff,
                             int max_iter) {
        //allocate shared memory
        float_type alpha_i_diff; //delta alpha_i
        float_type alpha_j_diff;
        kernel_type *kd = new kernel_type[ws_size]; // diagonal elements for kernel matrix

        //index, f value and alpha for each instance
        float_type *a_old = new float_type[ws_size];
        kernel_type *kIpwsI = new kernel_type[ws_size];
        kernel_type *kInwsI = new kernel_type[ws_size];
        float_type *f = new float_type[ws_size];
        for (int tid = 0; tid < ws_size; ++tid) {
            int wsi = working_set[tid];
            f[tid] = f_val[wsi];
            a_old[tid] = alpha[wsi];
            kd[tid] = k_mat_diag[wsi];
        }
        float_type local_eps;
        int numOfIter = 0;
        while (1) {
            //select I_up (y=+1)
            int ip = 0;
            float_type up_value_p = INFINITY;
            for (int tid = 0; tid < ws_size; ++tid) {
                int wsi = working_set[tid];
                if (y[wsi] > 0 && alpha[wsi] < C)
                    if (f[tid] < up_value_p) {
                        ip = tid;
                        up_value_p = f[tid];
                    }
            }

            for (int tid = 0; tid < ws_size; ++tid) {
                kIpwsI[tid] = k_mat_rows[row_len * ip + working_set[tid]];//K[i, wsi]
            }

            //select I_up (y=-1)
            int in = 0;
            float_type up_value_n = INFINITY;
            for (int tid = 0; tid < ws_size; ++tid) {
                int wsi = working_set[tid];
                if (y[wsi] < 0 && alpha[wsi] > 0)
                    if (f[tid] < up_value_n) {
                        in = tid;
                        up_value_n = f[tid];
                    }
            }
            for (int tid = 0; tid < ws_size; ++tid) {
                kInwsI[tid] = k_mat_rows[row_len * in + working_set[tid]];//K[i, wsi]
            }

            //select I_low (y=+1)
            float_type low_value_p = -INFINITY;
            for (int tid = 0; tid < ws_size; ++tid) {
                int wsi = working_set[tid];