Switch to using dsyrk instead of dsyr for speed.

Also added a workspace (GenWork) structure for to hold working matrices
for the gensvm_get_update() and gensvm_get_loss() functions

2 files changed, 35 insertions, 3 deletions

diff --git a/include/gensvm_base.h b/include/gensvm_base.h
index efeaa4d..03b7ffa 100644
--- a/include/gensvm_base.h
+++ b/include/gensvm_base.h
@@ -99,12 +99,43 @@ struct GenModel {
 	///< array of kernel parameters, size depends on kernel type
 };
 
+/**
+ * @brief A structure to hold the GenSVM workspace
+ *
+ */
+struct GenWork {
+	long n;
+	///< number of instances for the workspace
+	long m;
+	///< number of features for the workspace
+	long K;
+	///< number of classes for the workspace
+
+	double *LZ;
+	///< n x (m+1) working matrix for the Z'*A*Z calculation
+	double *ZB;
+	///< (m+1) x (K-1) working matrix for the Z'*B calculation
+	double *ZBc;
+	///< (K-1) x (m+1) working matrix for the Z'*B calculation
+	double *ZAZ;
+	///< (m+1) x (m+1) working matrix for the Z'*A*Z calculation
+	double *ZV;
+	///< n x (K-1) working matrix for the Z * V calculation
+	double *beta;
+	///< K-1 working vector for a row of the B matrix
+};
+
 // function declarations
 struct GenModel *gensvm_init_model();
 void gensvm_allocate_model(struct GenModel *model);
 void gensvm_reallocate_model(struct GenModel *model, long n, long m);
 void gensvm_free_model(struct GenModel *model);
+
 struct GenData *gensvm_init_data();
 void gensvm_free_data(struct GenData *data);
 
+struct GenWork *gensvm_init_work(struct GenModel *model);
+void gensvm_free_work(struct GenWork *work);
+void gensvm_reset_work(struct GenWork *work);
+
 #endif
diff --git a/include/gensvm_optimize.h b/include/gensvm_optimize.h
index bbdf4c8..dec8914 100644
--- a/include/gensvm_optimize.h
+++ b/include/gensvm_optimize.h
@@ -19,8 +19,8 @@
 
 // function declarations
 void gensvm_optimize(struct GenModel *model, struct GenData *data);
-double gensvm_get_loss(struct GenModel *model, struct GenData *data,
-		double *ZV);
+double gensvm_get_loss(struct GenModel *model, struct GenData *data, 
+		struct GenWork *work);
 
 double gensvm_calculate_omega(struct GenModel *model, struct GenData *data,
 		long i);
@@ -33,7 +33,8 @@ void gensvm_calculate_ab_simple(struct GenModel *model, long i, long j,
 double gensvm_get_alpha_beta(struct GenModel *model, struct GenData *data,
 		long i, double *beta);
 
-void gensvm_get_update(struct GenModel *model, struct GenData *data);
+void gensvm_get_update(struct GenModel *model, struct GenData *data, 
+		struct GenWork *work);
 void gensvm_calculate_errors(struct GenModel *model, struct GenData *data,
 		double *ZV);
 void gensvm_calculate_huber(struct GenModel *model);