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JediDiag.h
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1 /*
2  * This program is free software; you can redistribute it and/or modify
3  * it under the terms of the GNU General Public License as published by
4  * the Free Software Foundation; either version 3 of the License, or
5  * (at your option) any later version.
6  *
7  * Written (W) 2013 Kevin Hughes
8  *
9  * Thanks to Andreas Ziehe and Cedric Gouy-Pailler
10  */
11 
12 #ifndef JEDIDIAG_H_
13 #define JEDIDIAG_H_
14 
15 #include <shogun/lib/config.h>
16 
17 #ifdef HAVE_EIGEN3
18 
21 
22 namespace shogun
23 {
24 
35 {
36  public:
37 
40  {
41  }
42 
44  virtual ~CJediDiag()
45  {
46  }
47 
56  SGMatrix<float64_t> V0 = SGMatrix<float64_t>(NULL,0,0,false),
57  double eps=CMath::MACHINE_EPSILON,
58  int itermax=200);
59 
68  SGMatrix<float64_t> V0 = SGMatrix<float64_t>(NULL,0,0,false),
69  double eps=CMath::MACHINE_EPSILON,
70  int itermax=200)
71  {
72  m_V = diagonalize(C,V0,eps,itermax);
73  return m_V;
74  }
75 
77  virtual const char* get_name() const { return "JediDiag"; }
78 };
79 }
80 #endif //HAVE_EIGEN3
81 #endif //JEDIDIAG_H_

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