RationalApproximation.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
 * Written (W) 2013 Heiko Strathmann
 */

#ifndef RATIONAL_APPROXIMATION_H_
#define RATIONAL_APPROXIMATION_H_

#include <shogun/lib/config.h>
#include <shogun/mathematics/linalg/ratapprox/opfunc/OperatorFunction.h>

namespace shogun
{

template<class T> class SGVector;
template<class T> class CLinearOperator;
class CIndependentComputationEngine;
class CJobResultAggregator;
class CEigenSolver;

class CRationalApproximation : public COperatorFunction<float64_t>
{
public:
    CRationalApproximation();

    CRationalApproximation(
        CLinearOperator<float64_t>* linear_operator,
        CIndependentComputationEngine* computation_engine,
        CEigenSolver* eigen_solver,
        float64_t desired_accuracy,
        EOperatorFunction function_type);

    virtual ~CRationalApproximation();

    virtual void precompute();

    int32_t compute_num_shifts_from_accuracy();

    virtual CJobResultAggregator* submit_jobs(SGVector<float64_t> sample) = 0;

    SGVector<complex128_t> get_shifts() const;

    SGVector<complex128_t> get_weights() const;

    float64_t get_constant_multiplier() const;

    index_t get_num_shifts() const;

    void set_num_shifts(index_t num_shifts);

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

protected:
    CEigenSolver* m_eigen_solver;

    SGVector<complex128_t> m_shifts;

    SGVector<complex128_t> m_weights;

    float64_t m_constant_multiplier;

    int32_t m_num_shifts;

    float64_t m_desired_accuracy;

private:
    void init();

    void compute_shifts_weights_const();
};

}

#endif // RATIONAL_APPROXIMATION_H_