choles.h

优化算法loqo的算法源代码。Purpose: solves quadratic programming problem for pattern recognition for support vec

#define _EPS 1.0e-8
#define _EPSSOL 1.0e-6  /* Zero tolerance for consistent eqns w/dep rows */
#define _EPSNUM 0.0     /* Initial zero tolerance for dependent rows */
#define _EPSCDN 1.0e-12 /* Zero tolerance for ill-conditioning test */
#define _EPSDIAG 1.0e-10 /* diagonal perturbation */
#define _STABLTY 1.0    /* 0=fast/unstable, 1=slow/stable */
#define _NOREORD 0
#define _MD  1
#define _MLF 2
#define _DENSE -1
#define _UNSET 0
#define _PRIMAL 1
#define _DUAL 2