SHOGUN  v3.2.0
 All Classes Namespaces Files Functions Variables Typedefs Enumerations Enumerator Friends Defines
IterativeShiftedLinearFamilySolver.h
Go to the documentation of this file.
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 Soumyajit De
00008  */
00009 
00010 #ifndef ITERATIVE_SHIFTED_LINEAR_FAMILY_SOLVER_H_
00011 #define ITERATIVE_SHIFTED_LINEAR_FAMILY_SOLVER_H_
00012 
00013 #include <shogun/lib/config.h>
00014 #include <shogun/mathematics/linalg/linsolver/IterativeLinearSolver.h>
00015 
00016 namespace shogun
00017 {
00018 template <class T> class SGVector;
00019 template <class T> class CLinearOperator;
00020 
00034 template<class T, class ST=T> class CIterativeShiftedLinearFamilySolver : public CIterativeLinearSolver<T, T>
00035 {
00036 
00037 public:
00039     CIterativeShiftedLinearFamilySolver();
00040 
00042     CIterativeShiftedLinearFamilySolver(bool store_residuals);
00043 
00045     virtual ~CIterativeShiftedLinearFamilySolver();
00046 
00055     virtual SGVector<T> solve(CLinearOperator<T>* A, SGVector<T> b) = 0;
00056 
00068     virtual SGVector<ST> solve_shifted_weighted(CLinearOperator<T>* A,
00069         SGVector<T> b, SGVector<ST> shifts, SGVector<ST> weights) = 0;
00070 
00072     virtual const char* get_name() const
00073     {
00074         return "IterativeShiftedLinearFamilySolver";
00075     }
00076 
00077 protected:
00092     void compute_zeta_sh_new(const SGVector<ST>& zeta_sh_old,
00093         const SGVector<ST>& zeta_sh_cur, const SGVector<ST>& shifts,
00094         const T& beta_old, const T& beta_cur, const T& alpha, SGVector<ST>& zeta_sh_new);
00095 
00105     void compute_beta_sh(const SGVector<ST>& zeta_sh_new,
00106         const SGVector<ST>& zeta_sh_cur, const T& beta_cur, SGVector<ST>& beta_sh);
00107 
00119     void compute_alpha_sh(const SGVector<ST>& zeta_sh_cur,
00120         const SGVector<ST>& zeta_sh_old, const SGVector<ST>& beta_sh_old,
00121         const T& beta_old, const T& alpha, SGVector<ST>& alpha_sh);
00122 
00123 };
00124 
00125 }
00126 
00127 #endif // ITERATIVE_SHIFTED_LINEAR_FAMILY_SOLVER_H_
 All Classes Namespaces Files Functions Variables Typedefs Enumerations Enumerator Friends Defines

SHOGUN Machine Learning Toolbox - Documentation