IterativeLinearSolver.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 ITERATIVE_LINEAR_SOLVER_H_
#define ITERATIVE_LINEAR_SOLVER_H_

#include <shogun/lib/config.h>
#include <shogun/mathematics/linalg/linsolver/LinearSolver.h>

namespace shogun
{

template<class T, class ST=T> class CIterativeLinearSolver : public CLinearSolver<T, ST>
{

public:
    CIterativeLinearSolver();

    CIterativeLinearSolver(bool store_residuals);

    virtual ~CIterativeLinearSolver();

    virtual SGVector<T> solve(CLinearOperator<T>* A, SGVector<ST> b) = 0;

    void set_iteration_limit(index_t iteration_limit)
    {
        m_max_iteration_limit=iteration_limit;
        if (m_store_residuals)
        {
            m_residuals=SGVector<float64_t>(m_max_iteration_limit);
            m_residuals.set_const(0.0);
        }
    }

    const index_t get_iteration_limit() const
    {
        return m_max_iteration_limit;
    }

    void set_relative_tolerence(float64_t relative_tolerence)
    {
        m_relative_tolerence=relative_tolerence;
    }

    const float64_t get_relative_tolerence() const
    {
        return m_relative_tolerence;
    }

    void set_absolute_tolerence(float64_t absolute_tolerence)
    {
        m_absolute_tolerence=absolute_tolerence;
    }

    const float64_t get_absolute_tolerence() const
    {
        return m_absolute_tolerence;
    }

    SGVector<float64_t> get_residuals() const
    {
        return m_residuals;
    }

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

protected:

    index_t m_max_iteration_limit;

    float64_t m_relative_tolerence;

    float64_t m_absolute_tolerence;

    SGVector<float64_t> m_residuals;

    bool m_store_residuals;
private:
    void init();

};

}

#endif // ITERATIVE_LINEAR_SOLVER_H_