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-rw-r--r--src/kernel.c85
1 files changed, 85 insertions, 0 deletions
diff --git a/src/kernel.c b/src/kernel.c
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+/**
+ * @file kernel.c
+ * @author Gertjan van den Burg (burg@ese.eur.nl)
+ * @date October 18, 2013
+ * @brief Defines main functions for use of kernels in MSVMMaj.
+ *
+ * @details
+ * Functions for constructing different kernels using user-supplied
+ * parameters. Also contains the functions for decomposing the
+ * kernel matrix using several decomposition methods.
+ *
+ */
+#include <math.h>
+
+#include "kernel.h"
+
+void msvmmaj_make_kernel(struct MajModel *model, struct MajData *data)
+{
+ switch (model->kerneltype) {
+ case K_LINEAR:
+ break;
+ case K_POLY:
+ msvmmaj_make_kernel_poly(model, data);
+ break;
+ case K_RBF:
+ msvmmaj_make_kernel_rbf(model, data);
+ break;
+ case K_SIGMOID:
+ msvmmaj_make_kernel_sigmoid(model, data);
+ break;
+ }
+}
+
+void msvmmaj_make_kernel_rbf(struct MajModel *model, struct MajData *data)
+{
+ long i, j;
+ long n = model->n;
+ double value;
+ double *x1, *x2;
+ double *K = Calloc(double, n*(n+1));
+
+ for (i=0; i<n; i++) {
+ for (j=0; j<n; j++) {
+ x1 = &data->Z[i*(data->m+1)+1];
+ x2 = &data->Z[j*(data->m+1)+1];
+ value = msvmmaj_compute_rbf(x1, x2, model->kernelparam, n);
+ matrix_set(K, n+1, i, j+1, value);
+ }
+ matrix_set(K, n+1, i, 0, 1.0);
+ }
+
+ free(data->Z);
+ data->Z = K;
+ data->m = n;
+ model->m = n;
+}
+
+/**
+ * Implements k(x, z) = exp( -gamma * || x - z ||^2)
+ */
+double msvmmaj_compute_rbf(double *x1, double *x2, double *kernelparam, long n)
+{
+ long i;
+ double value = 0.0;
+
+ for (i=0; i<n; i++)
+ value += (x1[i] - x2[i]) * (x1[i] - x2[i]);
+ value *= -kernelparam[0];
+ return exp(value);
+}
+
+/**
+ * Implements k(x, z) = (gamma * <x, z> + c)^degree
+ */
+double msvmmaj_compute_poly(double *x1, double *x2, double *kernelparam, long n)
+{
+ long i;
+ double value = 0.0;
+ for (i=0; i<n; i++)
+ value += x1[i]*x2[i];
+ value *= kernelparam[0];
+ value += kernelparam[1];
+ for (i=1; i<(int kernelparam[2]); i++)
+ value *= value;
+ :w