rlsprimal.h

 /*
  * The GURLS Package in C++
  *
  * Copyright (C) 2011-1013, IIT@MIT Lab
  * All rights reserved.
  *
  * authors:  M. Santoro
  * email:   msantoro@mit.edu
  * website: http://cbcl.mit.edu/IIT@MIT/IIT@MIT.html
  *
  * Redistribution and use in source and binary forms, with or without
  * modification, are permitted provided that the following conditions
  * are met:
  *
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  *       of its contributors or of the Massacusetts Institute of
  *       Technology or of the Italian Institute of Technology may be
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#ifndef _GURLS_RLSPRIMAL_H_
#define _GURLS_RLSPRIMAL_H_

#include "gurls++/optimization.h"

#include "gurls++/optmatrix.h"
#include "gurls++/optfunction.h"

#include "gurls++/utils.h"

namespace gurls {

template <typename T>
class RLSPrimal: public Optimizer<T>{

public:
    GurlsOptionsList* execute(const gMat2D<T>& X, const gMat2D<T>& Y, const GurlsOptionsList& opt);
};


template <typename T>
GurlsOptionsList* RLSPrimal<T>::execute(const gMat2D<T>& X, const gMat2D<T>& Y, const GurlsOptionsList &opt)
{
    //  lambda = opt.singlelambda(opt.paramsel.lambdas);
    const gMat2D<T> &ll = opt.getOptValue<OptMatrix<gMat2D<T> > >("paramsel.lambdas");
    T lambda = opt.getOptAs<OptFunction>("singlelambda")->getValue(ll.getData(), ll.getSize());

//    std::cout << "Solving primal RLS... " << std::endl;

    //  [n,d] = size(X);

    const long n = X.rows();
    const long d = X.cols();

    const long Yn = Y.rows();
    const long Yd = Y.cols();

    //  ===================================== Primal K

    //  K = X'*X;
    T* K = new T[d*d];
    dot(X.getData(), X.getData(), K, n, d, n, d, d, d, CblasTrans, CblasNoTrans, CblasColMajor);

    //  Xty = X'*y;
    T* Xty = new T[d*Yd];
    dot(X.getData(), Y.getData(), Xty, n, d, Yn, Yd, d, Yd, CblasTrans, CblasNoTrans, CblasColMajor);


    gMat2D<T> *W = rls_primal_driver(K, Xty, n, d, Yd, lambda);

    delete[] K;
    delete[] Xty;

    GurlsOptionsList* optimizer = new GurlsOptionsList("optimizer");

    optimizer->addOpt("W", new OptMatrix<gMat2D<T> >(*W));

    gMat2D<T>* emptyC = new gMat2D<T>();
    optimizer->addOpt("C", new OptMatrix<gMat2D<T> >(*emptyC));

    //  cfr.X = [];
    gMat2D<T>* emptyX = new gMat2D<T>();
    optimizer->addOpt("X", new OptMatrix<gMat2D<T> >(*emptyX));

    return optimizer;
}


}
#endif // _GURLS_RLSPRIMAL_H_