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LanczosEigenSolver.h
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1 /*
2  * This program is free software; you can redistribute it and/or modify
3  * it under the terms of the GNU General Public License as published by
4  * the Free Software Foundation; either version 3 of the License, or
5  * (at your option) any later version.
6  *
7  * Written (W) 2013 Soumyajit De
8  */
9 
10 #ifndef LANCZOS_EIGEN_SOLVER_H_
11 #define LANCZOS_EIGEN_SOLVER_H_
12 
13 #include <shogun/lib/config.h>
14 
15 #ifdef HAVE_LAPACK
17 
18 namespace shogun
19 {
20 template<class T> class CLinearOperator;
21 
26 {
27 public:
30 
38 
40  virtual ~CLanczosEigenSolver();
41 
45  virtual void compute();
46 
48  void set_max_iteration_limit(int64_t max_iteration_limit)
49  {
50  m_max_iteration_limit=max_iteration_limit;
51  }
52 
54  const int64_t get_max_iteration_limit() const
55  {
56  return m_max_iteration_limit;
57  }
58 
60  void set_relative_tolerence(float64_t relative_tolerence)
61  {
62  m_relative_tolerence=relative_tolerence;
63  }
64 
67  {
68  return m_relative_tolerence;
69  }
70 
72  void set_absolute_tolerence(float64_t absolute_tolerence)
73  {
74  m_absolute_tolerence=absolute_tolerence;
75  }
76 
79  {
80  return m_absolute_tolerence;
81  }
82 
84  virtual const char* get_name() const
85  {
86  return "LanczosEigenSolver";
87  }
88 
89 private:
91  int64_t m_max_iteration_limit;
92 
94  float64_t m_relative_tolerence;
95 
97  float64_t m_absolute_tolerence;
98 
100  void init();
101 
102 };
103 
104 }
105 
106 #endif // HAVE_LAPACK
107 #endif // LANCZOS_EIGEN_SOLVER_H_
const float64_t get_relative_tolerence() const
const float64_t get_absolute_tolerence() const
Class that computes eigenvalues of a real valued, self-adjoint linear operator using Lanczos algorith...
virtual const char * get_name() const
void set_absolute_tolerence(float64_t absolute_tolerence)
double float64_t
Definition: common.h:50
void set_max_iteration_limit(int64_t max_iteration_limit)
Abstract base class that provides an abstract compute method for computing eigenvalues of a real valu...
Definition: EigenSolver.h:24
all of classes and functions are contained in the shogun namespace
Definition: class_list.h:18
Abstract template base class that represents a linear operator, e.g. a matrix.
void set_relative_tolerence(float64_t relative_tolerence)
const int64_t get_max_iteration_limit() const

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