LogDetEstimator.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 LOG_DET_ESTIMATOR_H_
#define LOG_DET_ESTIMATOR_H_

#include <shogun/lib/config.h>
#include <shogun/base/SGObject.h>
#include <shogun/base/Parameter.h>

namespace shogun
{
class CTraceSampler;
template<class T> class COperatorFunction;
class CIndependentComputationEngine;
template<class T> class SGVector;
template<class T> class SGMatrix;

class CLogDetEstimator : public CSGObject
{
public:
    CLogDetEstimator();

#if defined HAVE_EIGEN3 && HAVE_LAPACK

    CLogDetEstimator(SGSparseMatrix<float64_t> sparse_mat);
#endif // HAVE_LAPACK && HAVE_EIGEN3

    CLogDetEstimator(CTraceSampler* trace_sampler,
        COperatorFunction<float64_t>* operator_log,
        CIndependentComputationEngine* computation_engine);

    virtual ~CLogDetEstimator();

    SGVector<float64_t> sample(index_t num_estimates);

    SGMatrix<float64_t> sample_without_averaging(index_t num_estimates);

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

    CTraceSampler* get_trace_sampler(void) const;

    CIndependentComputationEngine* get_computation_engine(void) const;

    COperatorFunction<float64_t>* get_operator_function(void) const;

private:
    CTraceSampler* m_trace_sampler;

    COperatorFunction<float64_t>* m_operator_log;

    CIndependentComputationEngine* m_computation_engine;

    void init();
};

}

#endif // LOG_DET_ESTIMATOR_H_