QDiag.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 Kevin Hughes
 *
 * Thanks to Andreas Ziehe and Cedric Gouy-Pailler
 */

#ifndef QDIAG_H_
#define QDIAG_H_

#include <shogun/lib/config.h>


#include <shogun/mathematics/ajd/ApproxJointDiagonalizer.h>
#include <shogun/mathematics/Math.h>

namespace shogun
{

class CQDiag : public CApproxJointDiagonalizer
{
    public:

        CQDiag()
        {
        }

        virtual ~CQDiag()
        {
        }

        static SGMatrix<float64_t> diagonalize(SGNDArray<float64_t> C,
                            SGMatrix<float64_t> V0 = SGMatrix<float64_t>(NULL,0,0,false),
                            double eps=CMath::MACHINE_EPSILON,
                            int itermax=200);

        virtual SGMatrix<float64_t> compute(SGNDArray<float64_t> C,
                           SGMatrix<float64_t> V0 = SGMatrix<float64_t>(NULL,0,0,false),
                           double eps=CMath::MACHINE_EPSILON,
                           int itermax=200)
        {
            m_V = diagonalize(C,V0,eps,itermax);
            return m_V;
        }

        virtual const char* get_name() const { return "QDiag"; }
};
}
#endif //QDIAG_H_