private static void solve_nu_svr(svm_problem prob, svm_parameter param,
double[] alpha, Solver.SolutionInfo si)
{
int l = prob.l;
double C = param.C;
double[] alpha2 = new double[2*l];
double[] linear_term = new double[2*l];
sbyte[] y = new sbyte[2*l];
int i;
double sum = C * param.nu * l / 2;
for(i=0;i<l;i++)
{
alpha2[i] = alpha2[i+l] = Math.Min(sum,C);
sum -= alpha2[i];
linear_term[i] = - prob.y[i];
y[i] = 1;
linear_term[i+l] = prob.y[i];
y[i+l] = -1;
}
Solver_NU s = new Solver_NU();
s.Solve(2*l, new SVR_Q(prob,param), linear_term, y,
alpha2, C, C, param.eps, si, param.shrinking);
svm.info("epsilon = "+(-si.r)+"\n");
for(i=0;i<l;i++)
alpha[i] = alpha2[i] - alpha2[i+l];
}
private static void solve_nu_svc(svm_problem prob, svm_parameter param,
double[] alpha, Solver.SolutionInfo si)
{
int i;
int l = prob.l;
double nu = param.nu;
sbyte[] y = new sbyte[l];
for(i=0;i<l;i++)
if(prob.y[i]>0)
y[i] = +1;
else
y[i] = -1;
double sum_pos = nu*l/2;
double sum_neg = nu*l/2;
for(i=0;i<l;i++)
if(y[i] == +1)
{
alpha[i] = Math.Min(1.0,sum_pos);
sum_pos -= alpha[i];
}
else
{
alpha[i] = Math.Min(1.0,sum_neg);
sum_neg -= alpha[i];
}
double[] zeros = new double[l];
for(i=0;i<l;i++)
zeros[i] = 0;
Solver_NU s = new Solver_NU();
s.Solve(l, new SVC_Q(prob,param,y), zeros, y,
alpha, 1.0, 1.0, param.eps, si, param.shrinking);
double r = si.r;
svm.info("C = "+1/r+"\n");
for(i=0;i<l;i++)
alpha[i] *= y[i]/r;
si.rho /= r;
si.obj /= (r*r);
si.upper_bound_p = 1/r;
si.upper_bound_n = 1/r;
}
