function P = TSL_LRSR(Xs,Xt,Xs_label,alpha,beta,lambda)
Y = Construct_Y(Xs_label,length(Xs_label));
B = Construct_B(Y);
Class = length(unique(Xs_label));
Max_iter = 100;
[m,n1] = size(Xs); n2 = size(Xt,2);
max_mu = 10^6;
mu = 0.1;
rho = 1.01;
convergence = 10^-6;
options = [];
options.ReducedDim = Class;
[P1,~] = PCA1(Xs', options);
% ----------------------------------------------
% Initialization
% ----------------------------------------------
M = ones(Class,n1);
P = zeros(m,Class);
E = zeros(Class,n2);
Z = zeros(n1,n2);
Z1 = zeros(n1,n2);
Z2 = zeros(n1,n2);
Y1 = zeros(Class,n2);
Y2 = zeros(n1,n2);
Y3 = zeros(n1,n2);
% ------------------------------------------------
% Main Loop
% ------------------------------------------------
for iter = 1:Max_iter
% updating P
V0 = Y+B.*M;
V1 = Xt-Xs*Z;
V2 = E-Y1/mu;
if (iter == 1)
P = P1;
else
P = (2*Xs*Xs'+mu*V1*V1'+2*lambda*eye(m))\(2*Xs*V0'+mu*V1*V2');
end
% updating M
R = P'*Xs-Y;
gp = B.*R;
[numm1,numm2] = size(gp);
for jk1 = 1:numm1
for jk2 = 1:numm2
M(jk1,jk2) = max(gp(jk1,jk2),0);
end
end
% updating E
the2 = beta/mu;
temp_E = P'*Xt-P'*Xs*Z+Y1/mu;
E = max(0,temp_E-the2)+min(0,temp_E+the2);
% updating Z
V3 = Z1-Y2/mu;
V4 = Z2-Y3/mu;
V5 = P'*Xt-E+Y1/mu;
Z = (2*eye(n1)+Xs'*P*P'*Xs)\(V3+V4+Xs'*P*V5);
% updating Z1
ta = 1/mu;
temp_Z1 = Z+Y2/mu;
[U01,S01,V01] = svd(temp_Z1,'econ');
S01 = diag(S01);
svp = length(find(S01>ta));
if svp >= 1
S01 = S01(1:svp)-ta;
else
svp = 1;
S01 = 0;
end
Z1 = U01(:,1:svp)*diag(S01)*V01(:,1:svp)';
% updating Z2
taa = alpha/mu;
temp_Z2 = Z+Y3/mu;
Z2 = max(0,temp_Z2-taa)+min(0,temp_Z2+taa);
% updating Y1, Y2, Y3
Y1 = Y1+mu*(P'*Xt-P'*Xs*Z-E);
Y2 = Y2+mu*(Z-Z1);
Y3 = Y3+mu*(Z-Z2);
% updating mu
mu = min(rho*mu,max_mu);
% checking convergence
leq1 = norm(P'*Xt-P'*Xs*Z-E,Inf);
leq2 = norm(Z-Z1,Inf);
leq3 = norm(Z-Z2,Inf);
if iter > 2
if leq1<convergence && leq2<convergence && leq3<convergence
break
end
end
end
end
function B = Construct_B(Y)
%%
B = Y;
B(Y==0) = -1;
end
function Y = Construct_Y(gnd,num_l)
%%
% gnd:标签向量；
% num_l:表示有标签样本的数目；
% Y:生成的标签矩阵；
nClass = length(unique(gnd));
Y = zeros(nClass,length(gnd));
for i = 1:num_l
for j = 1:nClass
if j == gnd(i)
Y(j,i) = 1;
end
end
end
end
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