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QDiag.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 Kevin Hughes
8  *
9  * Thanks to Andreas Ziehe and Cedric Gouy-Pailler
10  */
11 
12 #ifndef QDIAG_H_
13 #define QDIAG_H_
14 
15 #include <shogun/lib/config.h>
16 
17 
20 
21 namespace shogun
22 {
23 
34 {
35  public:
36 
39  {
40  }
41 
43  virtual ~CQDiag()
44  {
45  }
46 
55  SGMatrix<float64_t> V0 = SGMatrix<float64_t>(NULL,0,0,false),
56  double eps=CMath::MACHINE_EPSILON,
57  int itermax=200);
58 
67  SGMatrix<float64_t> V0 = SGMatrix<float64_t>(NULL,0,0,false),
68  double eps=CMath::MACHINE_EPSILON,
69  int itermax=200)
70  {
71  m_V = diagonalize(C,V0,eps,itermax);
72  return m_V;
73  }
74 
76  virtual const char* get_name() const { return "QDiag"; }
77 };
78 }
79 #endif //QDIAG_H_
static const float64_t MACHINE_EPSILON
Definition: Math.h:2058
Class QDiag.
Definition: QDiag.h:33
virtual ~CQDiag()
Definition: QDiag.h:43
virtual SGMatrix< float64_t > compute(SGNDArray< float64_t > C, SGMatrix< float64_t > V0=SGMatrix< float64_t >(NULL, 0, 0, false), double eps=CMath::MACHINE_EPSILON, int itermax=200)
Definition: QDiag.h:66
virtual const char * get_name() const
Definition: QDiag.h:76
static SGMatrix< float64_t > diagonalize(SGNDArray< float64_t > C, SGMatrix< float64_t > V0=SGMatrix< float64_t >(NULL, 0, 0, false), double eps=CMath::MACHINE_EPSILON, int itermax=200)
Definition: QDiag.cpp:12
Class ApproxJointDiagonalizer defines an Approximate Joint Diagonalizer (AJD) interface.
all of classes and functions are contained in the shogun namespace
Definition: class_list.h:18

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