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];
short[] y = new short[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) + Environment.NewLine);
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;
short[] y = new short[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 + Environment.NewLine);
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;
}