Use new T[] instead of SG_MALLOC.

src/shogun/classifier/svm/LibLinear.cpp

@@ -124,13 +124,9 @@ bool CLibLinear::train_machine(CFeatures* data)
 	if (use_bias)
 	{
 		if(liblinear_solver_type!=L2R_LR_DUAL)
-		{
 			prob.n=w.vlen+1;
-		}
 		else
-		{
 			prob.n=w.vlen;
-		}
 		memset(w.vector, 0, sizeof(float64_t)*(w.vlen+1));
 	}
 	else
@@ -1179,11 +1175,11 @@ void CLibLinear::solve_l2r_lr_dual(const liblinear_problem *prob, double eps, do
 	int l = prob->l;
 	int w_size = prob->n;
 	int i, s, iter = 0;
-	double *xTx = SG_MALLOC(double, l);
+	double *xTx = new double[l];
 	int max_iter = 1000;
-	int *index = SG_MALLOC(int, l);
-	double *alpha = SG_MALLOC(double, 2*l); // store alpha and C - alpha
-	int32_t *y = SG_MALLOC(int32_t, l);
+	int *index = new int[l];
+	double *alpha = new double[2*l]; // store alpha and C - alpha
+	int32_t *y = new int32_t[l];
 	int max_inner_iter = 100; // for inner Newton
 	double innereps = 1e-2;
 	double innereps_min = CMath::min(1e-8, eps);