LogDetEstimator.h File Reference

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Classes
class	COperatorFunction< T >
	Abstract template base class for computing \(s^{T} f(C) s\) for a linear operator C and a vector s. submit_jobs method creates a bunch of jobs needed to solve for this particular \(s\) and attaches one unique job aggregator to each of them, then submits them all to the computation engine. More...
singleton	SGVector< T >
	shogun vector More...
singleton	SGMatrix< T >
	shogun matrix More...
class	CLogDetEstimator
	Class to create unbiased estimators of \(log(\left|C\right|)= trace(log(C))\). For each estimate, it samples trace vectors (one by one) and calls submit_jobs of COperatorFunction, stores the resulting job result aggregator instances, calls wait_for_all of CIndependentComputationEngine to ensure that the job result aggregators are all up to date. Then simply computes running averages over the estimates. More...