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ApproxJointDiagonalizer.h
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00001 /*
00002  * This program is free software; you can redistribute it and/or modify
00003  * it under the terms of the GNU General Public License as published by
00004  * the Free Software Foundation; either version 3 of the License, or
00005  * (at your option) any later version.
00006  *
00007  * Written (W) 2013 Kevin Hughes
00008  *
00009  * Thanks to Andreas Ziehe and Cedric Gouy-Pailler
00010  */
00011 
00012 #ifndef APPROXJOINTDIAGONALIZER_H_
00013 #define APPROXJOINTDIAGONALIZER_H_
00014 
00015 #include <shogun/lib/config.h>
00016 
00017 #ifdef HAVE_EIGEN3
00018 
00019 #include <shogun/lib/common.h>
00020 #include <shogun/lib/SGMatrix.h>
00021 #include <shogun/lib/SGNDArray.h>
00022 #include <shogun/base/SGObject.h>
00023 
00024 #include <shogun/mathematics/Math.h>
00025 
00026 namespace shogun
00027 {
00028 
00036 class CApproxJointDiagonalizer : public CSGObject
00037 {
00038     public:
00039 
00041         CApproxJointDiagonalizer() : CSGObject()
00042         {
00043         };
00044 
00046         virtual ~CApproxJointDiagonalizer()
00047         {
00048         }
00049 
00057         virtual SGMatrix<float64_t> compute(SGNDArray<float64_t> C,
00058                            SGMatrix<float64_t> V0 = SGMatrix<float64_t>(NULL,0,0,false),
00059                            double eps=CMath::MACHINE_EPSILON,
00060                            int itermax=200) = 0;
00061 
00063         SGMatrix<float64_t> get_V()
00064         {
00065             return m_V;
00066         }
00067 
00068     protected:
00069 
00071         SGMatrix<float64_t> m_V;
00072 
00073 };
00074 }
00075 #endif //HAVE_EIGEN3
00076 #endif //APPROXJOINTDIAGONALIZER_H_
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