EigenSolver.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 EIGEN_SOLVER_H_
#define EIGEN_SOLVER_H_

#include <shogun/lib/config.h>
#include <shogun/base/Parameter.h>
#include <shogun/mathematics/linalg/linop/LinearOperator.h>

namespace shogun
{

class CEigenSolver : public CSGObject
{
public:
    CEigenSolver()
    : CSGObject()
    {
        init();
    }

    CEigenSolver(CLinearOperator<float64_t>* linear_operator)
    : CSGObject()
    {
        init();

        m_linear_operator=linear_operator;
        SG_REF(m_linear_operator);
    }
    virtual ~CEigenSolver()
    {
        SG_UNREF(m_linear_operator);
    }

    virtual void compute() = 0;

    void set_min_eigenvalue(float64_t min_eigenvalue)
    {
        m_min_eigenvalue=min_eigenvalue;
        m_is_computed_min=true;
    }

    const float64_t get_min_eigenvalue() const
    {
        return m_min_eigenvalue;
    }

    void set_max_eigenvalue(float64_t max_eigenvalue)
    {
        m_max_eigenvalue=max_eigenvalue;
        m_is_computed_max=true;
    }

    const float64_t get_max_eigenvalue() const
    {
        return m_max_eigenvalue;
    }

    virtual const char* get_name() const
    {
        return "EigenSolver";
    }
protected:
    float64_t m_min_eigenvalue;

    float64_t m_max_eigenvalue;

    CLinearOperator<float64_t>* m_linear_operator;

    bool m_is_computed_min;

    bool m_is_computed_max;

private:
    void init()
    {
        m_min_eigenvalue=0.0;
        m_max_eigenvalue=0.0;
        m_linear_operator=NULL;
        m_is_computed_min=false;
        m_is_computed_max=false;

        SG_ADD(&m_min_eigenvalue, "min_eigenvalue",
            "Minimum eigenvalue of a real valued self-adjoint linear operator",
            MS_NOT_AVAILABLE);

        SG_ADD(&m_max_eigenvalue, "max_eigenvalue",
            "Maximum eigenvalue of a real valued self-adjoint linear operator",
            MS_NOT_AVAILABLE);

        SG_ADD((CSGObject**)&m_linear_operator, "linear_operator",
            "Self-adjoint linear operator",
            MS_NOT_AVAILABLE);

        SG_ADD(&m_is_computed_min, "is_computed_min",
            "Flag denoting that the minimum eigenvalue has already been computed",
            MS_NOT_AVAILABLE);

        SG_ADD(&m_max_eigenvalue, "is_computed_max",
            "Flag denoting that the maximum eigenvalue has already been computed",
            MS_NOT_AVAILABLE);

    }
};

}

#endif // EIGEN_SOLVER_H_