ogrisel

import time
import sys

import numpy as np
from scipy import linalg
from scikits.learn.linear_model import Lasso, lars_path
from joblib import Parallel, delayed

################################################################################
# Utilities to spread load on CPUs

ogrisel

import numpy as np, scipy, scipy.sparse, numpy.linalg, scipy.optimize
from scipy import weave


def project_l1(lbda, sigma):
    "Project positive vector lbda to have l1 norm sigma"
    ll = -np.sort(-lbda)
    cs = 0.
    theta = 0
    prevtheta = 0