ordreg.m

基于MATLAB编写的SVM多分类算法程序

function[w,b,u]=ordreg(X,k,v,C)
%if nargin<4
 %   C=10;
 %end
%if nargin<3
 %   error('require at least 3 argument!');
 %end
[n,l]=size(X);
U=zeros(n,l-v(k));
for i=1:n
    for j=1:l-v(k)
        U(i,j)=X(i,j);
    end
end
V=zeros(n,l-v(1));
for i=1:n
    for j=1:l-v(1)
        V(i,j)=X(i,v(1)+j);
    end
end
Q=[-1*U,V];
H=Q'*Q;
N=2*l-v(1)-v(k);
f=-1*ones(N,1);
A1=zeros(k-1,l-v(k));
p1=0;
for i=1:k-1
    for j=1:v(i)
        A1(i,p1+j)=1;
    end
    p1=p1+v(i);
end
A2=zeros(k-1,l-v(1));
p2=0;
for i=1:k-1
    for j=1:v(i+1)
        A2(i,p2+j)=-1;
    end
    p2=p2+v(i+1);
end
Aeq=[A1,A2];
beq=zeros(k-1,1);
lb=zeros(N,1);
ub=C*ones(N,1);
x=quadprog(H,f,[],[],Aeq,beq,lb,ub);
u=x;
w=Q*u;
d=zeros(l-v(k),1);
for i=1:l-v(k)
    d(i)=w'*X(:,i)+1;
end
c=[zeros(1,k-1),C*ones(1,2*l-v(1)-v(k))];
A3=zeros(l-v(k),k-1);
p3=0;
for i=1:k-1
    for j=1:v(i)
        A3(p3+j,i)=-1;
    end
    p3=p3+v(i);
end
A4=zeros(l-v(1),k-1);
p4=0;
for i=1:k-1
    for j=1:v(i+1)
        A4(p4+j,i)=1;
    end
    p4=p4+v(i+1);
end
A5=[A3;A4];
A=[A5,-1*eye(2*l-v(1)-v(k))];
b=zeros(1,2*l-v(1)-v(k));
for i=1:2*l-v(1)-v(k)
    b(i)=-1+w'*Q(:,i);
end
lb=[-inf*ones(k-1,1);zeros(2*l-v(1)-v(k),1)];
x=linprog(c,A,b,[],[],lb);
b=zeros(k-1,1);
for i=1:k-1
    b(i)=x(i);
end