LanczosEigenSolver.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 LANCZOS_EIGEN_SOLVER_H_
#define LANCZOS_EIGEN_SOLVER_H_

#include <shogun/lib/config.h>

#ifdef HAVE_LAPACK
#include <shogun/mathematics/linalg/eigsolver/EigenSolver.h>

namespace shogun
{
template<class T> class CLinearOperator;

class CLanczosEigenSolver : public CEigenSolver
{
public:
    CLanczosEigenSolver();

    CLanczosEigenSolver(CLinearOperator<float64_t>* linear_operator);

    virtual ~CLanczosEigenSolver();

    virtual void compute();

    void set_max_iteration_limit(int64_t max_iteration_limit)
    {
        m_max_iteration_limit=max_iteration_limit;
    }

    const int64_t get_max_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;
    }

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

private:
    int64_t m_max_iteration_limit;

    float64_t m_relative_tolerence;

    float64_t m_absolute_tolerence;

    void init();

};

}

#endif // HAVE_LAPACK
#endif // LANCZOS_EIGEN_SOLVER_H_