Just removed double __ from the inclusion guard names.

dlib/optimization/optimization_bobyqa.h

 // Copyright (C) 2009 M.J.D. Powell, Davis E. King (davis@dlib.net)
 // License: Boost Software License   See LICENSE.txt for the full license.
-#ifndef DLIB_OPTIMIZATIOn_BOBYQA_H__
-#define DLIB_OPTIMIZATIOn_BOBYQA_H__
+#ifndef DLIB_OPTIMIZATIOn_BOBYQA_Hh_
+#define DLIB_OPTIMIZATIOn_BOBYQA_Hh_
 
 /*
     The code in this file is derived from Powell's BOBYQA Fortran code.
@@ -3418,5 +3418,5 @@ L210:
 
 }
 
-#endif // DLIB_OPTIMIZATIOn_BOBYQA_H__
+#endif // DLIB_OPTIMIZATIOn_BOBYQA_Hh_
 

dlib/optimization/optimization_bobyqa_abstract.h

 // Copyright (C) 2009  Davis E. King (davis@dlib.net)
 // License: Boost Software License   See LICENSE.txt for the full license.
-#undef DLIB_OPTIMIZATIOn_BOBYQA_ABSTRACT_H__
-#ifdef DLIB_OPTIMIZATIOn_BOBYQA_ABSTRACT_H__
+#undef DLIB_OPTIMIZATIOn_BOBYQA_ABSTRACT_Hh_
+#ifdef DLIB_OPTIMIZATIOn_BOBYQA_ABSTRACT_Hh_
 
 #include "../matrix.h"
 
@@ -116,5 +116,5 @@ namespace dlib
 
 }
 
-#endif // DLIB_OPTIMIZATIOn_BOBYQA_ABSTRACT_H__
+#endif // DLIB_OPTIMIZATIOn_BOBYQA_ABSTRACT_Hh_
 

dlib/optimization/optimization_least_squares.h

 // Copyright (C) 2010  Davis E. King (davis@dlib.net)
 // License: Boost Software License   See LICENSE.txt for the full license.
-#ifndef DLIB_OPTIMIZATION_LEAST_SQuARES_H___
-#define DLIB_OPTIMIZATION_LEAST_SQuARES_H___
+#ifndef DLIB_OPTIMIZATION_LEAST_SQuARES_H_h_
+#define DLIB_OPTIMIZATION_LEAST_SQuARES_H_h_
 
 #include "../matrix.h"
 #include "optimization_trust_region.h"
@@ -340,6 +340,6 @@ namespace dlib
 
 }
 
-#endif // DLIB_OPTIMIZATION_LEAST_SQuARES_H___
+#endif // DLIB_OPTIMIZATION_LEAST_SQuARES_H_h_
 
 

dlib/optimization/optimization_oca.h

 // Copyright (C) 2010  Davis E. King (davis@dlib.net)
 // License: Boost Software License   See LICENSE.txt for the full license.
-#ifndef DLIB_OPTIMIZATIoN_OCA_H__
-#define DLIB_OPTIMIZATIoN_OCA_H__
+#ifndef DLIB_OPTIMIZATIoN_OCA_Hh_
+#define DLIB_OPTIMIZATIoN_OCA_Hh_
 
 #include "optimization_oca_abstract.h"
 
@@ -354,5 +354,5 @@ namespace dlib
 
 // ----------------------------------------------------------------------------------------
 
-#endif // DLIB_OPTIMIZATIoN_OCA_H__
+#endif // DLIB_OPTIMIZATIoN_OCA_Hh_
 

dlib/optimization/optimization_oca_abstract.h

 // Copyright (C) 2010  Davis E. King (davis@dlib.net)
 // License: Boost Software License   See LICENSE.txt for the full license.
-#undef DLIB_OPTIMIZATION_OCA_ABsTRACT_H__
-#ifdef DLIB_OPTIMIZATION_OCA_ABsTRACT_H__
+#undef DLIB_OPTIMIZATION_OCA_ABsTRACT_Hh_
+#ifdef DLIB_OPTIMIZATION_OCA_ABsTRACT_Hh_
 
 // ----------------------------------------------------------------------------------------
 
@@ -282,6 +282,6 @@ namespace dlib
 
 // ----------------------------------------------------------------------------------------
 
-#endif // DLIB_OPTIMIZATION_OCA_ABsTRACT_H__
+#endif // DLIB_OPTIMIZATION_OCA_ABsTRACT_Hh_
 
 

dlib/optimization/optimization_solve_qp2_using_smo.h

 // Copyright (C) 2007  Davis E. King (davis@dlib.net)
 // License: Boost Software License   See LICENSE.txt for the full license.
-#ifndef DLIB_SOLVE_QP2_USING_SMo_H__
-#define DLIB_SOLVE_QP2_USING_SMo_H__
+#ifndef DLIB_SOLVE_QP2_USING_SMo_Hh_
+#define DLIB_SOLVE_QP2_USING_SMo_Hh_
 
 #include "optimization_solve_qp2_using_smo_abstract.h"
 #include <cmath>
@@ -463,6 +463,6 @@ namespace dlib
 
 }
 
-#endif // DLIB_SOLVE_QP2_USING_SMo_H__
+#endif // DLIB_SOLVE_QP2_USING_SMo_Hh_
 
 

dlib/optimization/optimization_solve_qp3_using_smo.h

 // Copyright (C) 2007  Davis E. King (davis@dlib.net)
 // License: Boost Software License   See LICENSE.txt for the full license.
-#ifndef DLIB_SOLVE_QP3_USING_SMo_H__
-#define DLIB_SOLVE_QP3_USING_SMo_H__
+#ifndef DLIB_SOLVE_QP3_USING_SMo_Hh_
+#define DLIB_SOLVE_QP3_USING_SMo_Hh_
 
 #include "optimization_solve_qp3_using_smo_abstract.h"
 #include <cmath>
@@ -450,6 +450,6 @@ namespace dlib
 
 }
 
-#endif // DLIB_SOLVE_QP3_USING_SMo_H__
+#endif // DLIB_SOLVE_QP3_USING_SMo_Hh_
 
 

dlib/optimization/optimization_solve_qp_using_smo.h

 // Copyright (C) 2010  Davis E. King (davis@dlib.net)
 // License: Boost Software License   See LICENSE.txt for the full license.
-#ifndef DLIB_OPTIMIZATION_SOLVE_QP_UsING_SMO_H__
-#define DLIB_OPTIMIZATION_SOLVE_QP_UsING_SMO_H__
+#ifndef DLIB_OPTIMIZATION_SOLVE_QP_UsING_SMO_Hh_
+#define DLIB_OPTIMIZATION_SOLVE_QP_UsING_SMO_Hh_
 
 #include "optimization_solve_qp_using_smo_abstract.h"
 #include "../matrix.h"
@@ -383,5 +383,5 @@ namespace dlib
 
 }
 
-#endif // DLIB_OPTIMIZATION_SOLVE_QP_UsING_SMO_H__
+#endif // DLIB_OPTIMIZATION_SOLVE_QP_UsING_SMO_Hh_
 

dlib/optimization/optimization_solve_qp_using_smo_abstract.h

 // Copyright (C) 2010  Davis E. King (davis@dlib.net)
 // License: Boost Software License   See LICENSE.txt for the full license.
-#undef DLIB_OPTIMIZATION_SOLVE_QP_UsING_SMO_ABSTRACT_H__
-#ifdef DLIB_OPTIMIZATION_SOLVE_QP_UsING_SMO_ABSTRACT_H__
+#undef DLIB_OPTIMIZATION_SOLVE_QP_UsING_SMO_ABSTRACT_Hh_
+#ifdef DLIB_OPTIMIZATION_SOLVE_QP_UsING_SMO_ABSTRACT_Hh_
 
 #include "../matrix.h"
 
@@ -107,6 +107,6 @@ namespace dlib
 
 }
 
-#endif // DLIB_OPTIMIZATION_SOLVE_QP_UsING_SMO_ABSTRACT_H__
+#endif // DLIB_OPTIMIZATION_SOLVE_QP_UsING_SMO_ABSTRACT_Hh_
 
 

dlib/optimization/optimization_trust_region.h

 // Copyright (C) 2010  Davis E. King (davis@dlib.net)
 // License: Boost Software License   See LICENSE.txt for the full license.
-#ifndef DLIB_OPTIMIZATION_TRUST_REGIoN_H__
-#define DLIB_OPTIMIZATION_TRUST_REGIoN_H__
+#ifndef DLIB_OPTIMIZATION_TRUST_REGIoN_Hh_
+#define DLIB_OPTIMIZATION_TRUST_REGIoN_Hh_
 
 #include "../matrix.h"
 #include "optimization_trust_region_abstract.h"
@@ -396,5 +396,5 @@ namespace dlib
 
 }
 
-#endif // DLIB_OPTIMIZATION_TRUST_REGIoN_H__
+#endif // DLIB_OPTIMIZATION_TRUST_REGIoN_Hh_
 

dlib/optimization/optimization_trust_region_abstract.h

 // Copyright (C) 2010  Davis E. King (davis@dlib.net)
 // License: Boost Software License   See LICENSE.txt for the full license.
-#undef DLIB_OPTIMIZATION_TRUST_REGIoN_H_ABSTRACT__
-#ifdef DLIB_OPTIMIZATION_TRUST_REGIoN_H_ABSTRACT__
+#undef DLIB_OPTIMIZATION_TRUST_REGIoN_H_ABSTRACTh_
+#ifdef DLIB_OPTIMIZATION_TRUST_REGIoN_H_ABSTRACTh_
 
 #include "../matrix/matrix_abstract.h"
 
@@ -176,6 +176,6 @@ namespace dlib
 
 }
 
-#endif // DLIB_OPTIMIZATION_TRUST_REGIoN_H_ABSTRACT__
+#endif // DLIB_OPTIMIZATION_TRUST_REGIoN_H_ABSTRACTh_
 
 

dlib/python/boost_python_utils.h

 // Copyright (C) 2013  Davis E. King (davis@dlib.net)
 // License: Boost Software License   See LICENSE.txt for the full license.
-#ifndef DLIB_BOOST_PYTHON_UtILS_H__
-#define DLIB_BOOST_PYTHON_UtILS_H__
+#ifndef DLIB_BOOST_PYTHON_UtILS_Hh_
+#define DLIB_BOOST_PYTHON_UtILS_Hh_
 
 #include <boost/python.hpp>
 #include <vector>
@@ -79,5 +79,5 @@ boost::shared_ptr<T> load_object_from_file (
 // ----------------------------------------------------------------------------------------
 
 
-#endif // DLIB_BOOST_PYTHON_UtILS_H__
+#endif // DLIB_BOOST_PYTHON_UtILS_Hh_
 

dlib/python/numpy.h

 // Copyright (C) 2014  Davis E. King (davis@dlib.net)
 // License: Boost Software License   See LICENSE.txt for the full license.
-#ifndef DLIB_PYTHON_NuMPY_H__
-#define DLIB_PYTHON_NuMPY_H__
+#ifndef DLIB_PYTHON_NuMPY_Hh_
+#define DLIB_PYTHON_NuMPY_Hh_
 
 #include <boost/python.hpp>
 #include <dlib/error.h>
@@ -114,5 +114,5 @@ void get_numpy_ndarray_parts (
 
 // ----------------------------------------------------------------------------------------
 
-#endif // DLIB_PYTHON_NuMPY_H__
+#endif // DLIB_PYTHON_NuMPY_Hh_
 

dlib/python/numpy_image.h

 // Copyright (C) 2014  Davis E. King (davis@dlib.net)
 // License: Boost Software License   See LICENSE.txt for the full license.
-#ifndef DLIB_PYTHON_NuMPY_IMAGE_H__
-#define DLIB_PYTHON_NuMPY_IMAGE_H__
+#ifndef DLIB_PYTHON_NuMPY_IMAGE_Hh_
+#define DLIB_PYTHON_NuMPY_IMAGE_Hh_
 
 #include "numpy.h"
 #include <dlib/pixel.h>
@@ -118,5 +118,5 @@ inline bool is_rgb_python_image (boost::python::object& img)
 
 // ----------------------------------------------------------------------------------------
 
-#endif // DLIB_PYTHON_NuMPY_IMAGE_H__
+#endif // DLIB_PYTHON_NuMPY_IMAGE_Hh_
 

dlib/python/pyassert.h

 // Copyright (C) 2013  Davis E. King (davis@dlib.net)
 // License: Boost Software License   See LICENSE.txt for the full license.
-#ifndef DLIB_PYaSSERT_H__
-#define DLIB_PYaSSERT_H__
+#ifndef DLIB_PYaSSERT_Hh_
+#define DLIB_PYaSSERT_Hh_
 
 #include <boost/python.hpp>
 
@@ -12,5 +12,5 @@
         boost::python::throw_error_already_set();                           \
     }}                                                                      
 
-#endif // DLIB_PYaSSERT_H__
+#endif // DLIB_PYaSSERT_Hh_
 

dlib/python/serialize_pickle.h

 // Copyright (C) 2013  Davis E. King (davis@dlib.net)
 // License: Boost Software License   See LICENSE.txt for the full license.
-#ifndef DLIB_SERIALIZE_PiCKLE_H__
-#define DLIB_SERIALIZE_PiCKLE_H__
+#ifndef DLIB_SERIALIZE_PiCKLE_Hh_
+#define DLIB_SERIALIZE_PiCKLE_Hh_
 
 #include <dlib/serialize.h>
 #include <boost/python.hpp>
@@ -43,5 +43,5 @@ struct serialize_pickle : boost::python::pickle_suite
     }
 };
 
-#endif // DLIB_SERIALIZE_PiCKLE_H__
+#endif // DLIB_SERIALIZE_PiCKLE_Hh_
 

dlib/simd.h

 // Copyright (C) 2013  Davis E. King (davis@dlib.net)
 // License: Boost Software License   See LICENSE.txt for the full license.
-#ifndef DLIB_SIMd_H__
-#define DLIB_SIMd_H__
+#ifndef DLIB_SIMd_Hh_
+#define DLIB_SIMd_Hh_
 
 #include "simd/simd4f.h"
 #include "simd/simd4i.h"
 #include "simd/simd8f.h"
 #include "simd/simd8i.h"
 
-#endif // DLIB_SIMd_H__
+#endif // DLIB_SIMd_Hh_
 

dlib/simd/simd4f.h

 // Copyright (C) 2013  Davis E. King (davis@dlib.net)
 // License: Boost Software License   See LICENSE.txt for the full license.
-#ifndef DLIB_sIMD4F_H__
-#define DLIB_sIMD4F_H__
+#ifndef DLIB_sIMD4F_Hh_
+#define DLIB_sIMD4F_Hh_
 
 #include "simd_check.h"
 #include "simd4i.h"
@@ -475,5 +475,5 @@ namespace dlib
 
 }
 
-#endif // DLIB_sIMD4F_H__
+#endif // DLIB_sIMD4F_Hh_
 

dlib/simd/simd4i.h

 // Copyright (C) 2013  Davis E. King (davis@dlib.net)
 // License: Boost Software License   See LICENSE.txt for the full license.
-#ifndef DLIB_sIMD4I_H__
-#define DLIB_sIMD4I_H__
+#ifndef DLIB_sIMD4I_Hh_
+#define DLIB_sIMD4I_Hh_
 
 #include "simd_check.h"
 #include "../uintn.h"
@@ -407,5 +407,5 @@ namespace dlib
 
 }
 
-#endif // DLIB_sIMD4I_H__
+#endif // DLIB_sIMD4I_Hh_
 

dlib/simd/simd8f.h

 // Copyright (C) 2013  Davis E. King (davis@dlib.net)
 // License: Boost Software License   See LICENSE.txt for the full license.
-#ifndef DLIB_sIMD8F_H__
-#define DLIB_sIMD8F_H__
+#ifndef DLIB_sIMD8F_Hh_
+#define DLIB_sIMD8F_Hh_
 
 #include "simd_check.h"
 #include "simd4f.h"
@@ -392,5 +392,5 @@ namespace dlib
 
 }
 
-#endif // DLIB_sIMD8F_H__
+#endif // DLIB_sIMD8F_Hh_