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// crm_svm_quad_prog.h - Support Vector Machine
////////////////////////////////////////////////////////////////////////
// This code is originally copyright and owned by William
// S. Yerazunis as file crm_neural_net. In return for addition of
// significant derivative work, Jennifer Barry is hereby granted a full
// unlimited license to use this code, includng license to relicense under
// other licenses.
////////////////////////////////////////////////////////////////////////
//
// Copyright 2009 William S. Yerazunis.
// This file is under GPLv3, as described in COPYING.
#ifndef __CRM_SVM_QUAD_PROG__H
#define __CRM_SVM_QUAD_PROG__H
#include "crm_svm_matrix_util.h"
#include "crm_svm_matrix.h"
extern int MATR_DEBUG_MODE; //debugging mode. see crm_svm_matrix_util.h for
//possible values.
int QP_DEBUG_MODE;
#define QP_DEBUG 2 //basic information about the qp solver
#define QP_DEBUG_LOOP 3 //prints some information during each qp loop
//useful if the svm is getting stuck during a QP
//problem
#define QP_LINEAR_SOLVER 4 //prints some information during each cg loop
//useful to discover if the run goes on forever
//because the cg isn't converging
//(usually indicates a bug in the add or remove
//constraint functions!)
#define QP_CONSTRAINTS 5 //prints out information about adding and
//removing constraints during the qp solver
//the accuracy to which we run conjugate_gradient
//this should be a pretty small number!!!
#define QP_LINEAR_ACCURACY 1e-10
//we should never exceed this but here just in case
#define QP_MAX_ITERATIONS 1000
void run_qp(Matrix *G, Matrix *A, Vector *c, Vector *b, Vector *x);
void add_constraint(int toadd, Matrix *A, Matrix *Q, Matrix *R,
Matrix **Z_ptr);
void delete_constraint(int toad, Matrix *A, Matrix *Q, Matrix *R,
Matrix **Z_ptr);
int compute_lambda(Matrix *R, Matrix *Q, Vector *g);
void back_sub(Matrix *U, Vector *b, Vector *ret);
double find_direction(Matrix *Z, Matrix *G, Vector *g, Vector *p);
void conjugate_gradient(Matrix **A, int nmatrices, int maxrows,
Vector *b, Vector *x);
void gradient_descent(Matrix **A, int nmatrices, int maxrows, Vector *v,
Vector *x);
void run_linear(Matrix *A, Vector *b, Vector *x);
//int main(int argc, char **argv);
#endif //crm_svm_quad_prog.h
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