Diff that makes a CMakeLists file for LibSVM and adds OpenMP Support

libsvm_openmp_cmake.txt

diff --git a/CMakeLists.txt b/CMakeLists.txt
index e69de29..4600a6b 100644
--- a/CMakeLists.txt
+++ b/CMakeLists.txt
@@ -0,0 +1,44 @@
+cmake_minimum_required(VERSION 2.8.3)
+project(libsvm)
+
+include(CheckCXXCompilerFlag)
+CHECK_CXX_COMPILER_FLAG("-std=c++11" COMPILER_SUPPORTS_CXX11)
+CHECK_CXX_COMPILER_FLAG("-std=c++0x" COMPILER_SUPPORTS_CXX0X)
+if(COMPILER_SUPPORTS_CXX11)
+    set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -std=c++11")
+elseif(COMPILER_SUPPORTS_CXX0X)
+    set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -std=c++0x")
+else()
+        message(STATUS "The compiler ${CMAKE_CXX_COMPILER} has no C++11 support. Please use a different C++ compiler.")
+endif()
+
+find_package(OpenMP)
+if (OPENMP_FOUND)
+    set (CMAKE_C_FLAGS "${CMAKE_C_FLAGS} ${OpenMP_C_FLAGS}")
+    set (CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} ${OpenMP_CXX_FLAGS}")
+endif()
+
+include_directories(
+  ${CMAKE_CURRENT_SOURCE_DIR}
+  ${CMAKE_CURRENT_SOURCE_DIR}/python
+)
+
+
+file(GLOB libsvm_SRC
+    "svm.h"
+    "svm.cpp"
+)
+
+add_library(svm SHARED ${libsvm_SRC})
+target_link_libraries(
+  svm
+)
+
+set(MYLIB_VERSION_MAJOR 2)
+set(MYLIB_VERSION_STRING ${MYLIB_VERSION_MAJOR})
+set_target_properties(svm PROPERTIES VERSION ${MYLIB_VERSION_STRING} SOVERSION ${MYLIB_VERSION_MAJOR})
+
+install(FILES python/svmutil.py python/svm.py DESTINATION lib/python2.7/dist-packages)
+install(FILES svm.h DESTINATION include)
+install(TARGETS svm DESTINATION lib)
+
diff --git a/python/svm.py b/python/svm.py
index 577160d..f2d1677 100644
--- a/python/svm.py
+++ b/python/svm.py
@@ -19,7 +19,7 @@ try:
 	if sys.platform == 'win32':
 		libsvm = CDLL(path.join(dirname, r'..\windows\libsvm.dll'))
 	else:
-		libsvm = CDLL(path.join(dirname, '../libsvm.so.2'))
+		libsvm = CDLL(path.join(dirname, '../../libsvm.so.2'))
 except:
 # For unix the prefix 'lib' is not considered.
 	if find_library('svm'):
diff --git a/svm.cpp b/svm.cpp
index 2bfae57..ebf5326 100644
--- a/svm.cpp
+++ b/svm.cpp
@@ -1282,6 +1282,7 @@ public:
 		int start, j;
 		if((start = cache->get_data(i,&data,len)) < len)
 		{
+			#pragma omp parallel for private(j) schedule(guided)
 			for(j=start;j<len;j++)
 				data[j] = (Qfloat)(y[i]*y[j]*(this->*kernel_function)(i,j));
 		}
@@ -2507,6 +2508,7 @@ double svm_predict_values(const svm_model *model, const svm_node *x, double* dec
 	{
 		double *sv_coef = model->sv_coef[0];
 		double sum = 0;
+		#pragma omp parallel for private(i) reduction(+:sum) schedule(guided)
 		for(i=0;i<model->l;i++)
 			sum += sv_coef[i] * Kernel::k_function(x,model->SV[i],model->param);
 		sum -= model->rho[0];
@@ -2523,6 +2525,7 @@ double svm_predict_values(const svm_model *model, const svm_node *x, double* dec
 		int l = model->l;
 		
 		double *kvalue = Malloc(double,l);
+		#pragma omp parallel for private(i) schedule(guided)
 		for(i=0;i<l;i++)
 			kvalue[i] = Kernel::k_function(x,model->SV[i],model->param);
 
@@ -2634,6 +2637,51 @@ double svm_predict_probability(
 		return svm_predict(model, x);
 }
 
+double svm_predict_probability_ex(
+	const svm_model *model, const svm_node *x, double *prob_estimates)
+{
+	if ((model->param.svm_type == C_SVC || model->param.svm_type == NU_SVC) &&
+	    model->probA!=NULL && model->probB!=NULL)
+	{
+		int i;
+		int nr_class = model->nr_class;
+		double *dec_values = Malloc(double, nr_class*(nr_class-1)/2);
+		svm_predict_values(model, x, dec_values);
+
+		double min_prob=1e-7;
+		double **pairwise_prob=Malloc(double *,nr_class);
+		for(i=0;i<nr_class;i++)
+			pairwise_prob[i]=Malloc(double,nr_class);
+		int k=0;
+		for(i=0;i<nr_class;i++)
+			for(int j=i+1;j<nr_class;j++)
+			{
+				pairwise_prob[i][j]=min(max(sigmoid_predict(dec_values[k],model->probA[k],model->probB[k]),min_prob),1-min_prob);
+				pairwise_prob[j][i]=1-pairwise_prob[i][j];
+				k++;
+			}
+		if (nr_class == 2)
+		{
+			prob_estimates[0] = pairwise_prob[0][1];
+			prob_estimates[1] = pairwise_prob[1][0];
+		}
+		else
+			multiclass_probability(nr_class,pairwise_prob,prob_estimates);
+
+		int prob_max_idx = 0;
+		for(i=1;i<nr_class;i++)
+			if(prob_estimates[i] > prob_estimates[prob_max_idx])
+				prob_max_idx = i;
+		for(i=0;i<nr_class;i++)
+			free(pairwise_prob[i]);
+		free(dec_values);
+		free(pairwise_prob);
+		return model->label[prob_max_idx];
+	}
+	else 
+		return svm_predict(model, x);
+}
+
 static const char *svm_type_table[] =
 {
 	"c_svc","nu_svc","one_class","epsilon_svr","nu_svr",NULL
@@ -2884,8 +2932,117 @@ bool read_model_header(FILE *fp, svm_model* model)
 
 }
 
+svm_model *svm_load_model_ex(const char *model_file_name){
+	printf("log\n");
+	FILE *fp = fopen(model_file_name,"rb");
+	if(fp==NULL) return NULL;
+
+	char *old_locale = setlocale(LC_ALL, NULL);
+	if (old_locale) {
+		old_locale = strdup(old_locale);
+	}
+	setlocale(LC_ALL, "C");
+
+	// read parameters
+
+	svm_model *model = Malloc(svm_model,1);
+	model->rho = NULL;
+	model->probA = NULL;
+	model->probB = NULL;
+	model->sv_indices = NULL;
+	model->label = NULL;
+	model->nSV = NULL;
+	
+	// read header
+	if (!read_model_header(fp, model))
+	{
+		fprintf(stderr, "ERROR: fscanf failed to read model\n");
+		setlocale(LC_ALL, old_locale);
+		free(old_locale);
+		free(model->rho);
+		free(model->label);
+		free(model->nSV);
+		free(model);
+		return NULL;
+	}
+	
+	// read sv_coef and SV
+
+	int elements = 0;
+	long pos = ftell(fp);
+
+	max_line_len = 1024;
+	line = Malloc(char,max_line_len);
+	char *p,*endptr,*idx,*val;
+
+	while(readline(fp)!=NULL)
+	{
+		p = strtok(line,":");
+		while(1)
+		{
+			p = strtok(NULL,":");
+			if(p == NULL)
+				break;
+			++elements;
+		}
+	}
+	elements += model->l;
+
+	fseek(fp,pos,SEEK_SET);
+
+	int m = model->nr_class - 1;
+	int l = model->l;
+	model->sv_coef = Malloc(double *,m);
+	int i;
+	for(i=0;i<m;i++)
+		model->sv_coef[i] = Malloc(double,l);
+	model->SV = Malloc(svm_node*,l);
+	svm_node *x_space = NULL;
+	if(l>0) x_space = Malloc(svm_node,elements);
+
+	int j=0;
+	for(i=0;i<l;i++)
+	{
+		readline(fp);
+		model->SV[i] = &x_space[j];
+
+		p = strtok(line, " \t");
+		model->sv_coef[0][i] = strtod(p,&endptr);
+		for(int k=1;k<m;k++)
+		{
+			p = strtok(NULL, " \t");
+			model->sv_coef[k][i] = strtod(p,&endptr);
+		}
+
+		while(1)
+		{
+			idx = strtok(NULL, ":");
+			val = strtok(NULL, " \t");
+
+			if(val == NULL)
+				break;
+			x_space[j].index = (int) strtol(idx,&endptr,10);
+			x_space[j].value = strtod(val,&endptr);
+
+			++j;
+		}
+		x_space[j++].index = -1;
+	}
+	free(line);
+
+	setlocale(LC_ALL, old_locale);
+	free(old_locale);
+
+	if (ferror(fp) != 0 || fclose(fp) != 0)
+		return NULL;
+
+	model->free_sv = 1;	// XXX
+	return model;
+}
+
 svm_model *svm_load_model(const char *model_file_name)
 {
+	printf("log\n");
 	FILE *fp = fopen(model_file_name,"rb");
 	if(fp==NULL) return NULL;
 
diff --git a/svm.h b/svm.h
index 9251ea8..d4a38cc 100644
--- a/svm.h
+++ b/svm.h
@@ -76,6 +76,7 @@ void svm_cross_validation(const struct svm_problem *prob, const struct svm_param
 
 int svm_save_model(const char *model_file_name, const struct svm_model *model);
 struct svm_model *svm_load_model(const char *model_file_name);
+struct svm_model *svm_load_model_ex(const char *model_file_name);
 
 int svm_get_svm_type(const struct svm_model *model);
 int svm_get_nr_class(const struct svm_model *model);
@@ -87,6 +88,7 @@ double svm_get_svr_probability(const struct svm_model *model);
 double svm_predict_values(const struct svm_model *model, const struct svm_node *x, double* dec_values);
 double svm_predict(const struct svm_model *model, const struct svm_node *x);
 double svm_predict_probability(const struct svm_model *model, const struct svm_node *x, double* prob_estimates);
+double svm_predict_probability_ex(const struct svm_model *model, const struct svm_node *x, double* prob_estimates);
 
 void svm_free_model_content(struct svm_model *model_ptr);
 void svm_free_and_destroy_model(struct svm_model **model_ptr_ptr);