svr

PURPOSE ^

SYNOPSIS ^

function [nsv,al3] = irwls_pd_svr_nobias(x,y,H,C,D,epsi,F);

DESCRIPTION ^

CROSS-REFERENCE INFORMATION ^

This function calls: This function is called by:

SOURCE CODE ^

0001 
0002 function [nsv,al3] = irwls_pd_svr_nobias(x,y,H,C,D,epsi,F);
0003 
0004 T=clock;
0005 if (nargin<7 | nargin>7)
0006    help irwls_adapta_nobias2
0007 else
0008 
0009     tol=10^-4;
0010    K=10^8;
0011    val_a=100;
0012    N=length(x);
0013    ns=-1;
0014    k=1;
0015    hacer=1;
0016    bi=0;
0017 
0018    i1p=1:2:N;
0019    i1n=2:2:N;
0020    i1=[i1p i1n];
0021 
0022     epsi = epsi./F;
0023 
0024    a(i1)=C*D(i1);
0025    al3=zeros(N,1);
0026    bi=0;
0027    i2p=[];
0028    i2n=[];
0029     e=y;
0030 
0031    while(hacer)
0032       al3_a=al3;
0033       bi_a=bi;
0034       al3=zeros(N,1);
0035       al3(i2p)=C*D(i2p);
0036       al3(i2n)=-C*D(i2n);
0037 
0038       if(length(i1))
0039 
0040             Xi=inv(H(i1,i1)+diag(1./(a(i1))));
0041             E=ones(N,1);
0042             E(i1n)=-1;
0043 
0044             if (length(i2n)==0) & (length(i2p)==0)
0045                   aux=Xi*(y(i1)-E(i1).*epsi(i1));
0046             elseif (length(i2n)==0) & (length(i2p)~=0)
0047                 aux=Xi*(y(i1)-E(i1).*epsi(i1)-C*H(i1,i2p)*D(i2p));
0048             elseif (length(i2n)~=0) & (length(i2p)==0)
0049                   aux=Xi*(y(i1)-E(i1).*epsi(i1)+C*H(i1,i2n)*D(i2n));
0050             else
0051                 aux=Xi*(y(i1)-E(i1).*epsi(i1)+C*H(i1,i2n)*D(i2n)-C*H(i1,i2p)*D(i2p));
0052             end;
0053 
0054             al3(i1)=aux(1:length(i1));
0055 
0056             bi=0;
0057       end
0058 
0059       e_a=e;
0060 
0061       I=find(al3-al3_a);
0062       if(length(I))
0063          e=e_a-H(:,I)*(al3(I)-al3_a(I));
0064       end
0065 
0066       if((max(abs(e-e_a))<tol & k>(ns+1)) | k>=2000)
0067          nsv=length(i1)+length(i2n)+length(i2p);
0068          hacer=0;
0069       else
0070 
0071           i1p=find(e>epsi);
0072           i1n=find(e<-epsi);
0073           i2p=find(e>epsi & al3==C*D);
0074           i2n=find(e<-epsi & al3==-C*D);
0075 
0076           a=zeros(N,1);
0077           a(i1p)=C*D(i1p)./(e(i1p)-epsi(i1p));
0078           a(i1n)=-C*D(i1n)./(e(i1n)+epsi(i1n));
0079           a(find(a>K))=K;
0080 
0081           i2p_c=find(al3>=(C*D-C*D/100) & al3<=(C*D+C*D/100) & e>epsi & a<val_a);
0082             i2p_c=setdiff(i2p_c',i2p)';
0083             i2p=sort([i2p' i2p_c'])';
0084             i1p=setdiff(i1p',i2p)';
0085 
0086           i2n_c=find(al3>=(-C*D-C*D/100) & al3<=(-C*D+C*D/100) & e<-epsi & a<val_a);
0087           i2n_c=setdiff(i2n_c',i2n)';
0088           i2n=sort([i2n' i2n_c'])';
0089           i1n=setdiff(i1n',i2n)';
0090 
0091            i1=[i1p;i1n];
0092 
0093           if(length(i1)==0)
0094               [val,pos]=min(e(i2p));
0095               i1p=i2p(pos);
0096               i2p=setdiff(i2p',i1p)';
0097               a(i1p)=C*D(i1p)./(e(i1p)-epsi(i1p));
0098 
0099               [val,pos]=max(e(i2n));
0100               i1n=i2n(pos);
0101               i2n=setdiff(i2n',i1n)';
0102               a(i1n)=C*D(i1n)./(e(i1n)-epsi(i1n));
0103           end
0104 
0105           k=k+1;
0106           if(rem(k,20)==0 & max(abs(e-e_a))<(tol*10))
0107               val_a=min(val_a*2,1000);
0108           end
0109         end
0110    end
0111 end

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