Method Solve

svm.go:422–677

(l int, Q QMatrix, p_ []float64, y_ []int8, alpha_ []float64, Cp, Cn, eps float64, si *SolutionInfo, shrinking int)

}

func (this *Solver) Solve(l int, Q QMatrix, p_ []float64, y_ []int8, alpha_ []float64, Cp, Cn, eps float64, si *SolutionInfo, shrinking int) {
	this.l = l
	this.Q = Q
	this.QD = Q.get_QD()
	this.p = make([]float64, len(p_))
	copy(this.p, p_)
	this.y = make([]int8, len(y_))
	copy(this.y, y_)
	this.alpha = make([]float64, len(alpha_))
	copy(this.alpha, alpha_)
	this.Cp = Cp
	this.Cn = Cn
	this.eps = eps
	this.unshrink = false

	// initialize alpha_status
	{
		this.alpha_status = make([]int8, l)
		for i := 0; i < l; i++ {
			this.update_alpha_status(i)
		}
	}

	// initialize active set (for shrinking)
	{
		this.active_set = make([]int, l)
		for i := 0; i < l; i++ {
			this.active_set[i] = i
		}
		this.active_size = l
	}

	// initialize gradient
	{
		this.G = make([]float64, l)
		this.G_bar = make([]float64, l)
		var i int
		for i = 0; i < l; i++ {
			this.G[i] = this.p[i]
			this.G_bar[i] = 0
		}
		for i = 0; i < l; i++ {
			if !this.is_lower_bound(i) {
				Q_i := this.Q.get_Q(i, l)
				alpha_i := this.alpha[i]
				var j int
				for j = 0; j < l; j++ {
					this.G[j] += alpha_i * float64(Q_i[j])
				}
				if this.is_upper_bound(i) {
					for j = 0; j < l; j++ {
						this.G_bar[j] += this.get_C(i) * float64(Q_i[j])
					}
				}
			}
		}
	}