SHOGUN  v3.2.0
 All Classes Namespaces Files Functions Variables Typedefs Enumerations Enumerator Friends Defines
IterativeLinearSolver.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_LINEAR_SOLVER_H_
00011 #define ITERATIVE_LINEAR_SOLVER_H_
00012 
00013 #include <shogun/lib/config.h>
00014 #include <shogun/mathematics/linalg/linsolver/LinearSolver.h>
00015 
00016 namespace shogun
00017 {
00018 
00024 template<class T, class ST=T> class CIterativeLinearSolver : public CLinearSolver<T, ST>
00025 {
00026 
00027 public:
00029     CIterativeLinearSolver();
00030 
00032     CIterativeLinearSolver(bool store_residuals);
00033 
00035     virtual ~CIterativeLinearSolver();
00036 
00044     virtual SGVector<T> solve(CLinearOperator<T>* A, SGVector<ST> b) = 0;
00045 
00047     void set_iteration_limit(index_t iteration_limit)
00048     {
00049         m_max_iteration_limit=iteration_limit;
00050         if (m_store_residuals)
00051         {
00052             m_residuals=SGVector<float64_t>(m_max_iteration_limit);
00053             m_residuals.set_const(0.0);
00054         }
00055     }
00056 
00058     const index_t get_iteration_limit() const
00059     {
00060         return m_max_iteration_limit;
00061     }
00062 
00064     void set_relative_tolerence(float64_t relative_tolerence)
00065     {
00066         m_relative_tolerence=relative_tolerence;
00067     }
00068 
00070     const float64_t get_relative_tolerence() const
00071     {
00072         return m_relative_tolerence;
00073     }
00074 
00076     void set_absolute_tolerence(float64_t absolute_tolerence)
00077     {
00078         m_absolute_tolerence=absolute_tolerence;
00079     }
00080 
00082     const float64_t get_absolute_tolerence() const
00083     {
00084         return m_absolute_tolerence;
00085     }
00086 
00088     SGVector<float64_t> get_residuals() const
00089     {
00090         return m_residuals;
00091     }
00092 
00094     virtual const char* get_name() const
00095     {
00096         return "IterativeLinearSolver";
00097     }
00098 
00099 protected:
00100 
00102     index_t m_max_iteration_limit;
00103 
00105     float64_t m_relative_tolerence;
00106 
00108     float64_t m_absolute_tolerence;
00109 
00111     SGVector<float64_t> m_residuals;
00112 
00114     bool m_store_residuals;
00115 private:
00117     void init();
00118 
00119 };
00120 
00121 }
00122 
00123 #endif // ITERATIVE_LINEAR_SOLVER_H_
 All Classes Namespaces Files Functions Variables Typedefs Enumerations Enumerator Friends Defines

SHOGUN Machine Learning Toolbox - Documentation