tron.h

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#ifndef _CTron_H
#define _CTron_H

#include <shogun/lib/config.h>

#ifdef HAVE_LAPACK
#include <shogun/base/SGObject.h>

#ifndef DOXYGEN_SHOULD_SKIP_THIS
namespace shogun
{
class function
{
public:
    virtual float64_t fun(float64_t *w) = 0 ;

    virtual void grad(float64_t *w, float64_t *g) = 0 ;

    virtual void Hv(float64_t *s, float64_t *Hs) = 0 ;

    virtual int32_t get_nr_variable() = 0 ;

    virtual ~function(){}
};
#endif // DOXYGEN_SHOULD_SKIP_THIS

class CTron : public CSGObject
{
public:
    CTron() { }
    CTron(
        const function *fun_obj, float64_t eps = 0.1, int32_t max_iter = 1000);
    virtual ~CTron();

    void tron(float64_t *w, float64_t max_train_time);

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

private:
    int32_t trcg(float64_t delta, double* g, double* s, double* r);
    float64_t norm_inf(int32_t n, float64_t *x);

    float64_t eps;
    int32_t max_iter;
    function *fun_obj;
};
}
#endif //HAVE_LAPACK
#endif