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;
var alpha2 = new double[2*l];
var linear_term = new double[2*l];
var 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;
}
var s = new Solver_NU();
s.Solve(2*l, new SVR_Q(prob, param), linear_term, y, alpha2, C, C, param.eps, si, param.shrinking);
Console.Out.Write("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;
var 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];
}
var zeros = new double[l];
for (i = 0; i < l; i++)
zeros[i] = 0;
var 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;
Console.Out.Write("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;
}
