Just removed double __ from the inclusion guard names.

dlib/svm/svm_multiclass_linear_trainer.h

 // Copyright (C) 2011  Davis E. King (davis@dlib.net)
 // License: Boost Software License   See LICENSE.txt for the full license.
-#ifndef DLIB_SVm_MULTICLASS_LINEAR_TRAINER_H__ 
-#define DLIB_SVm_MULTICLASS_LINEAR_TRAINER_H__
+#ifndef DLIB_SVm_MULTICLASS_LINEAR_TRAINER_Hh_ 
+#define DLIB_SVm_MULTICLASS_LINEAR_TRAINER_Hh_
 
 #include "svm_multiclass_linear_trainer_abstract.h"
 #include "structural_svm_problem_threaded.h"
@@ -415,5 +415,5 @@ namespace dlib
 }
 
 
-#endif // DLIB_SVm_MULTICLASS_LINEAR_TRAINER_H__
+#endif // DLIB_SVm_MULTICLASS_LINEAR_TRAINER_Hh_
 

dlib/svm/svm_multiclass_linear_trainer_abstract.h

 // Copyright (C) 2011  Davis E. King (davis@dlib.net)
 // License: Boost Software License   See LICENSE.txt for the full license.
-#undef DLIB_SVm_MULTICLASS_LINEAR_TRAINER_ABSTRACT_H__ 
-#ifdef DLIB_SVm_MULTICLASS_LINEAR_TRAINER_ABSTRACT_H__
+#undef DLIB_SVm_MULTICLASS_LINEAR_TRAINER_ABSTRACT_Hh_ 
+#ifdef DLIB_SVm_MULTICLASS_LINEAR_TRAINER_ABSTRACT_Hh_
 
 #include "../matrix/matrix_abstract.h"
 #include "../algs.h"
@@ -253,6 +253,6 @@ namespace dlib
 }
 
 
-#endif // DLIB_SVm_MULTICLASS_LINEAR_TRAINER_ABSTRACT_H__
+#endif // DLIB_SVm_MULTICLASS_LINEAR_TRAINER_ABSTRACT_Hh_
 
 

dlib/svm/svm_nu_trainer.h

 // Copyright (C) 2007  Davis E. King (davis@dlib.net)
 // License: Boost Software License   See LICENSE.txt for the full license.
-#ifndef DLIB_SVm_NU_TRAINER_H__ 
-#define DLIB_SVm_NU_TRAINER_H__
+#ifndef DLIB_SVm_NU_TRAINER_Hh_ 
+#define DLIB_SVm_NU_TRAINER_Hh_
 
 //#include "local/make_label_kernel_matrix.h"
 
@@ -322,5 +322,5 @@ namespace dlib
 
 }
 
-#endif // DLIB_SVm_NU_TRAINER_H__
+#endif // DLIB_SVm_NU_TRAINER_Hh_
 

dlib/svm/svm_one_class_trainer.h

 // Copyright (C) 2010  Davis E. King (davis@dlib.net)
 // License: Boost Software License   See LICENSE.txt for the full license.
-#ifndef DLIB_SVm_ONE_CLASS_TRAINER_H__ 
-#define DLIB_SVm_ONE_CLASS_TRAINER_H__
+#ifndef DLIB_SVm_ONE_CLASS_TRAINER_Hh_ 
+#define DLIB_SVm_ONE_CLASS_TRAINER_Hh_
 
 #include "svm_one_class_trainer_abstract.h"
 #include <cmath>
@@ -280,5 +280,5 @@ namespace dlib
 
 }
 
-#endif // DLIB_SVm_ONE_CLASS_TRAINER_H__
+#endif // DLIB_SVm_ONE_CLASS_TRAINER_Hh_
 

dlib/svm/svm_rank_trainer.h

 // Copyright (C) 2012  Davis E. King (davis@dlib.net)
 // License: Boost Software License   See LICENSE.txt for the full license.
-#ifndef DLIB_SVM_RANK_TrAINER_H__
-#define DLIB_SVM_RANK_TrAINER_H__
+#ifndef DLIB_SVM_RANK_TrAINER_Hh_
+#define DLIB_SVM_RANK_TrAINER_Hh_
 
 #include "svm_rank_trainer_abstract.h"
 
@@ -491,5 +491,5 @@ namespace dlib
 
 }
 
-#endif // DLIB_SVM_RANK_TrAINER_H__
+#endif // DLIB_SVM_RANK_TrAINER_Hh_
 

dlib/svm/svm_rank_trainer_abstract.h

 // Copyright (C) 2012  Davis E. King (davis@dlib.net)
 // License: Boost Software License   See LICENSE.txt for the full license.
-#undef DLIB_SVM_RANK_TrAINER_ABSTRACT_H__
-#ifdef DLIB_SVM_RANK_TrAINER_ABSTRACT_H__
+#undef DLIB_SVM_RANK_TrAINER_ABSTRACT_Hh_
+#ifdef DLIB_SVM_RANK_TrAINER_ABSTRACT_Hh_
 
 #include "ranking_tools_abstract.h"
 #include "sparse_vector_abstract.h"
@@ -294,5 +294,5 @@ namespace dlib
 
 }
 
-#endif // DLIB_SVM_RANK_TrAINER_ABSTRACT_H__
+#endif // DLIB_SVM_RANK_TrAINER_ABSTRACT_Hh_
 

dlib/svm/svr_linear_trainer.h

 // Copyright (C) 2013  Davis E. King (davis@dlib.net)
 // License: Boost Software License   See LICENSE.txt for the full license.
-#ifndef DLIB_SVR_LINEAR_TrAINER_H__
-#define DLIB_SVR_LINEAR_TrAINER_H__
+#ifndef DLIB_SVR_LINEAR_TrAINER_Hh_
+#define DLIB_SVR_LINEAR_TrAINER_Hh_
 
 #include "svr_linear_trainer_abstract.h"
 
@@ -420,5 +420,5 @@ namespace dlib
 
 }
 
-#endif // DLIB_SVR_LINEAR_TrAINER_H__
+#endif // DLIB_SVR_LINEAR_TrAINER_Hh_
 

dlib/svm/svr_linear_trainer_abstract.h

 // Copyright (C) 2013  Davis E. King (davis@dlib.net)
 // License: Boost Software License   See LICENSE.txt for the full license.
-#undef DLIB_SVR_LINEAR_TrAINER_ABSTRACT_H__
-#ifdef DLIB_SVR_LINEAR_TrAINER_ABSTRACT_H__
+#undef DLIB_SVR_LINEAR_TrAINER_ABSTRACT_Hh_
+#ifdef DLIB_SVR_LINEAR_TrAINER_ABSTRACT_Hh_
 
 #include "sparse_vector_abstract.h"
 #include "function_abstract.h"
@@ -264,6 +264,6 @@ namespace dlib
 
 }
 
-#endif // DLIB_SVR_LINEAR_TrAINER_ABSTRACT_H__
+#endif // DLIB_SVR_LINEAR_TrAINER_ABSTRACT_Hh_
 
 

dlib/svm/svr_trainer.h

 // Copyright (C) 2010  Davis E. King (davis@dlib.net)
 // License: Boost Software License   See LICENSE.txt for the full license.
-#ifndef DLIB_SVm_EPSILON_REGRESSION_TRAINER_H__ 
-#define DLIB_SVm_EPSILON_REGRESSION_TRAINER_H__
+#ifndef DLIB_SVm_EPSILON_REGRESSION_TRAINER_Hh_ 
+#define DLIB_SVm_EPSILON_REGRESSION_TRAINER_Hh_
 
 
 #include "svr_trainer_abstract.h"
@@ -389,5 +389,5 @@ namespace dlib
 
 }
 
-#endif // DLIB_SVm_EPSILON_REGRESSION_TRAINER_H__
+#endif // DLIB_SVm_EPSILON_REGRESSION_TRAINER_Hh_
 

dlib/svm/track_association_function.h

 // Copyright (C) 2014  Davis E. King (davis@dlib.net)
 // License: Boost Software License   See LICENSE.txt for the full license.
-#ifndef DLIB_TRACK_ASSOCiATION_FUNCTION_H__
-#define DLIB_TRACK_ASSOCiATION_FUNCTION_H__
+#ifndef DLIB_TRACK_ASSOCiATION_FUNCTION_Hh_
+#define DLIB_TRACK_ASSOCiATION_FUNCTION_Hh_
 
 
 #include "track_association_function_abstract.h"
@@ -150,5 +150,5 @@ namespace dlib
 
 }
 
-#endif // DLIB_TRACK_ASSOCiATION_FUNCTION_H__
+#endif // DLIB_TRACK_ASSOCiATION_FUNCTION_Hh_
 

dlib/svm/track_association_function_abstract.h

 // Copyright (C) 2014  Davis E. King (davis@dlib.net)
 // License: Boost Software License   See LICENSE.txt for the full license.
-#undef DLIB_TRACK_ASSOCiATION_FUNCTION_ABSTRACT_H__
-#ifdef DLIB_TRACK_ASSOCiATION_FUNCTION_ABSTRACT_H__
+#undef DLIB_TRACK_ASSOCiATION_FUNCTION_ABSTRACT_Hh_
+#ifdef DLIB_TRACK_ASSOCiATION_FUNCTION_ABSTRACT_Hh_
 
 #include <vector>
 #include "assignment_function_abstract.h"
@@ -266,6 +266,6 @@ namespace dlib
 
 }
 
-#endif // DLIB_TRACK_ASSOCiATION_FUNCTION_ABSTRACT_H__
+#endif // DLIB_TRACK_ASSOCiATION_FUNCTION_ABSTRACT_Hh_
 
 

dlib/test/create_iris_datafile.h

 // Copyright (C) 2011  Davis E. King (davis@dlib.net)
 // License: Boost Software License   See LICENSE.txt for the full license.
-#ifndef DLIB_CREATE_IRIS_DAtAFILE_H__
-#define DLIB_CREATE_IRIS_DAtAFILE_H__
+#ifndef DLIB_CREATE_IRIS_DAtAFILE_Hh_
+#define DLIB_CREATE_IRIS_DAtAFILE_Hh_
 
 namespace dlib
 {
@@ -16,4 +16,4 @@ namespace dlib
     !*/
 }
 
-#endif // DLIB_CREATE_IRIS_DAtAFILE_H__
+#endif // DLIB_CREATE_IRIS_DAtAFILE_Hh_

dlib/test/optimization_test_functions.h

 // Copyright (C) 2010  Davis E. King (davis@dlib.net)
 // License: Boost Software License   See LICENSE.txt for the full license.
-#ifndef DLIB_OPTIMIZATION_TEST_FUNCTiONS_H___
-#define DLIB_OPTIMIZATION_TEST_FUNCTiONS_H___
+#ifndef DLIB_OPTIMIZATION_TEST_FUNCTiONS_H_h_
+#define DLIB_OPTIMIZATION_TEST_FUNCTiONS_H_h_
 
 #include <dlib/matrix.h>
 #include <sstream>
@@ -304,7 +304,7 @@ namespace dlib
     }
 }
 
-#endif // DLIB_OPTIMIZATION_TEST_FUNCTiONS_H___
+#endif // DLIB_OPTIMIZATION_TEST_FUNCTiONS_H_h_
 
 
 

dlib/threads/parallel_for_extension.h

 // Copyright (C) 2013  Davis E. King (davis@dlib.net)
 // License: Boost Software License   See LICENSE.txt for the full license.
-#ifndef DLIB_PARALLEL_FoR_H__
-#define DLIB_PARALLEL_FoR_H__ 
+#ifndef DLIB_PARALLEL_FoR_Hh_
+#define DLIB_PARALLEL_FoR_Hh_ 
 
 #include "parallel_for_extension_abstract.h"
 #include "thread_pool_extension.h"
@@ -601,5 +601,5 @@ namespace dlib
 
 }
 
-#endif // DLIB_PARALLEL_FoR_H__
+#endif // DLIB_PARALLEL_FoR_Hh_
 

dlib/threads/parallel_for_extension_abstract.h

 // Copyright (C) 2013  Davis E. King (davis@dlib.net)
 // License: Boost Software License   See LICENSE.txt for the full license.
-#undef DLIB_PARALLEL_FoR_ABSTRACT_H__
-#ifdef DLIB_PARALLEL_FoR_ABSTRACT_H__ 
+#undef DLIB_PARALLEL_FoR_ABSTRACT_Hh_
+#ifdef DLIB_PARALLEL_FoR_ABSTRACT_Hh_ 
 
 #include "thread_pool_extension_abstract.h"
 
@@ -403,6 +403,6 @@ namespace dlib
 
 }
 
-#endif // DLIB_PARALLEL_FoR_ABSTRACT_H__
+#endif // DLIB_PARALLEL_FoR_ABSTRACT_Hh_
 
 

dlib/threads/thread_pool_extension.cpp

 // Copyright (C) 2008  Davis E. King (davis@dlib.net)
 // License: Boost Software License   See LICENSE.txt for the full license.
-#ifndef DLIB_THREAD_POOl_CPP__
-#define DLIB_THREAD_POOl_CPP__ 
+#ifndef DLIB_THREAD_POOl_CPPh_
+#define DLIB_THREAD_POOl_CPPh_ 
 
 #include "thread_pool_extension.h"
 
@@ -316,5 +316,5 @@ namespace dlib
 }
 
 
-#endif // DLIB_THREAD_POOl_CPP__
+#endif // DLIB_THREAD_POOl_CPPh_
 

dlib/threads/thread_pool_extension.h

 // Copyright (C) 2008  Davis E. King (davis@dlib.net)
 // License: Boost Software License   See LICENSE.txt for the full license.
-#ifndef DLIB_THREAD_POOl_H__
-#define DLIB_THREAD_POOl_H__ 
+#ifndef DLIB_THREAD_POOl_Hh_
+#define DLIB_THREAD_POOl_Hh_ 
 
 #include "thread_pool_extension_abstract.h"
 #include "multithreaded_object_extension.h"
@@ -1354,6 +1354,6 @@ namespace dlib
 #include "thread_pool_extension.cpp"
 #endif
 
-#endif // DLIB_THREAD_POOl_H__
+#endif // DLIB_THREAD_POOl_Hh_
 
 

dlib/threads/thread_pool_extension_abstract.h

 // Copyright (C) 2008  Davis E. King (davis@dlib.net)
 // License: Boost Software License   See LICENSE.txt for the full license.
-#undef DLIB_THREAD_POOl_ABSTRACT_H__
-#ifdef DLIB_THREAD_POOl_ABSTRACT_H__ 
+#undef DLIB_THREAD_POOl_ABSTRACT_Hh_
+#ifdef DLIB_THREAD_POOl_ABSTRACT_Hh_ 
 
 #include "threads_kernel_abstract.h"
 #include "../uintn.h"
@@ -830,7 +830,7 @@ namespace dlib
 
 // ----------------------------------------------------------------------------------------
 
-#endif // DLIB_THREAD_POOl_ABSTRACT_H__
+#endif // DLIB_THREAD_POOl_ABSTRACT_Hh_
 
 
 

dlib/timer/timer.cpp

 // Copyright (C) 2007  Davis E. King (davis@dlib.net)
 // License: Boost Software License   See LICENSE.txt for the full license.
-#ifndef DLIB_TIMER_cPP__
-#define DLIB_TIMER_cPP__
+#ifndef DLIB_TIMER_cPPh_
+#define DLIB_TIMER_cPPh_
 
 #include "timer.h"
 
@@ -204,5 +204,5 @@ namespace dlib
 
 }
 
-#endif // DLIB_TIMER_cPP__
+#endif // DLIB_TIMER_cPPh_
 

dlib/timer/timer.h

 // Copyright (C) 2007  Davis E. King (davis@dlib.net)
 // License: Boost Software License   See LICENSE.txt for the full license.
-#ifndef DLIB_TIMEr_H__
-#define DLIB_TIMEr_H__
+#ifndef DLIB_TIMEr_Hh_
+#define DLIB_TIMEr_Hh_
 
 #include "../threads.h"
 #include "../algs.h"
@@ -421,6 +421,6 @@ namespace dlib
 #include "timer.cpp"
 #endif
 
-#endif // DLIB_TIMEr_H__
+#endif // DLIB_TIMEr_Hh_