ApproxJointDiagonalizer.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 APPROXJOINTDIAGONALIZER_H_
#define APPROXJOINTDIAGONALIZER_H_

#include <shogun/lib/config.h>

#ifdef HAVE_EIGEN3

#include <shogun/lib/common.h>
#include <shogun/lib/SGMatrix.h>
#include <shogun/lib/SGNDArray.h>
#include <shogun/base/SGObject.h>

#include <shogun/mathematics/Math.h>

namespace shogun
{

class CApproxJointDiagonalizer : public CSGObject
{
    public:

        CApproxJointDiagonalizer() : CSGObject()
        {
        };

        virtual ~CApproxJointDiagonalizer()
        {
        }

        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) = 0;

        SGMatrix<float64_t> get_V()
        {
            return m_V;
        }

    protected:

        SGMatrix<float64_t> m_V;

};
}
#endif //HAVE_EIGEN3
#endif //APPROXJOINTDIAGONALIZER_H_