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JADiag.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 JADIAG_H_
13 #define JADIAG_H_
14 
15 #include <shogun/lib/config.h>
16 
17 #ifdef HAVE_EIGEN3
18 
21 
22 namespace shogun
23 {
24 
36 {
37  public:
38 
41  {
42  }
43 
45  virtual ~CJADiag()
46  {
47  }
48 
57  SGMatrix<float64_t> V0 = SGMatrix<float64_t>(NULL,0,0,false),
58  double eps=CMath::MACHINE_EPSILON,
59  int itermax=200);
60 
69  SGMatrix<float64_t> V0 = SGMatrix<float64_t>(NULL,0,0,false),
70  double eps=CMath::MACHINE_EPSILON,
71  int itermax=200)
72  {
73  m_V = diagonalize(C,V0,eps,itermax);
74  return m_V;
75  }
76 
78  virtual const char* get_name() const { return "JADiag"; }
79 };
80 }
81 #endif //HAVE_EIGEN3
82 #endif //JADIAG_H_

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