IterativeLinearSolver.cpp

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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
 */

#include <shogun/lib/common.h>
#include <shogun/base/Parameter.h>
#include <shogun/mathematics/linalg/linsolver/IterativeLinearSolver.h>

namespace shogun
{

template <class T, class ST>
CIterativeLinearSolver<T, ST>::CIterativeLinearSolver()
    : CLinearSolver<T, ST>()
    {
        init();
    }

template <class T, class ST>
CIterativeLinearSolver<T, ST>::CIterativeLinearSolver(bool store_residuals)
    : CLinearSolver<T, ST>()
    {
        init();
        m_store_residuals=store_residuals;
        if (m_store_residuals)
        {
            m_residuals=SGVector<float64_t>(m_max_iteration_limit);
            m_residuals.set_const(0.0);
        }
    }

template <class T, class ST>
void CIterativeLinearSolver<T, ST>::init()
    {
        m_max_iteration_limit=1000;
        m_relative_tolerence=1E-5;
        m_absolute_tolerence=1E-5;
        m_store_residuals=false;

        this->m_parameters->add(&m_max_iteration_limit, "max_iteration_limit",
            "Maximum number of iteration for the solver");

        this->m_parameters->add(&m_relative_tolerence, "relative_tolerence",
            "Relative tolerence of solver");

        this->m_parameters->add(&m_absolute_tolerence, "absolute_tolerence",
            "Absolute tolerence of solver");

        this->m_parameters->add(&m_store_residuals, "store_residuals",
            "Whether to store the residuals");

        this->m_parameters->add(&m_residuals, "residuals",
            "Residuals for each iterations");
    }

template <class T, class ST>
CIterativeLinearSolver<T, ST>::~CIterativeLinearSolver()
    {
    }

template class CIterativeLinearSolver<float64_t>;
template class CIterativeLinearSolver<complex128_t, float64_t>;
}