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RationalApproximation.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 Soumyajit De
00008  * Written (W) 2013 Heiko Strathmann
00009  */
00010 
00011 #ifndef RATIONAL_APPROXIMATION_H_
00012 #define RATIONAL_APPROXIMATION_H_
00013 
00014 #include <shogun/lib/config.h>
00015 #include <shogun/mathematics/linalg/ratapprox/opfunc/OperatorFunction.h>
00016 
00017 namespace shogun
00018 {
00019 
00020 template<class T> class SGVector;
00021 template<class T> class CLinearOperator;
00022 class CIndependentComputationEngine;
00023 class CJobResultAggregator;
00024 class CEigenSolver;
00025 
00063 class CRationalApproximation : public COperatorFunction<float64_t>
00064 {
00065 public:
00067     CRationalApproximation();
00068 
00081     CRationalApproximation(
00082         CLinearOperator<float64_t>* linear_operator,
00083         CIndependentComputationEngine* computation_engine,
00084         CEigenSolver* eigen_solver,
00085         float64_t desired_accuracy,
00086         EOperatorFunction function_type);
00087 
00089     virtual ~CRationalApproximation();
00090 
00099     virtual void precompute();
00100 
00112     int32_t compute_num_shifts_from_accuracy();
00113 
00124     virtual CJobResultAggregator* submit_jobs(SGVector<float64_t> sample) = 0;
00125 
00127     SGVector<complex128_t> get_shifts() const;
00128 
00130     SGVector<complex128_t> get_weights() const;
00131 
00133     float64_t get_constant_multiplier() const;
00134 
00136     index_t get_num_shifts() const;
00137 
00139     void set_num_shifts(index_t num_shifts);
00140 
00142     virtual const char* get_name() const
00143     {
00144         return "RationalApproximation";
00145     }
00146 
00147 protected:
00149     CEigenSolver* m_eigen_solver;
00150 
00152     SGVector<complex128_t> m_shifts;
00153 
00155     SGVector<complex128_t> m_weights;
00156 
00158     float64_t m_constant_multiplier;
00159 
00161     int32_t m_num_shifts;
00162 
00164     float64_t m_desired_accuracy;
00165 
00166 private:
00168     void init();
00169 
00174     void compute_shifts_weights_const();
00175 };
00176 
00177 }
00178 
00179 #endif // RATIONAL_APPROXIMATION_H_
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