ConjugateGradientSolver.h

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/*
 * This program is free software; you can redistribute it and/or modify
 * it under the terms of the GNU General Public License as published by
 * the Free Software Foundation; either version 3 of the License, or
 * (at your option) any later version.
 *
 * Written (W) 2013 Soumyajit De
 */

#ifndef CONJUGATE_GRADIENT_SOLVER_H_
#define CONJUGATE_GRADIENT_SOLVER_H_

#include <shogun/lib/config.h>

#ifdef HAVE_EIGEN3
#include <shogun/mathematics/linalg/linsolver/IterativeLinearSolver.h>

namespace shogun
{
template<class T> class CLinearOperator;
template<class T> class SGVector;

class CConjugateGradientSolver : public CIterativeLinearSolver<float64_t, float64_t>
{

public:
    CConjugateGradientSolver();

    CConjugateGradientSolver(bool store_residuals);

    virtual ~CConjugateGradientSolver();

    virtual SGVector<float64_t> solve(CLinearOperator<float64_t>* A,
        SGVector<float64_t> b);

    virtual const char* get_name() const
    {
        return "ConjugateGradientSolver";
    }

};

}

#endif // HAVE_EIGEN3
#endif // CONJUGATE_GRADIENT_SOLVER_H_