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src
shogun
mathematics
ajd
ApproxJointDiagonalizer.h
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/*
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* This program is free software; you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation; either version 3 of the License, or
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* (at your option) any later version.
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*
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* Written (W) 2013 Kevin Hughes
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*
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* Thanks to Andreas Ziehe and Cedric Gouy-Pailler
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*/
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#ifndef APPROXJOINTDIAGONALIZER_H_
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#define APPROXJOINTDIAGONALIZER_H_
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#include <
shogun/lib/config.h
>
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#ifdef HAVE_EIGEN3
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#include <
shogun/lib/common.h
>
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#include <
shogun/lib/SGMatrix.h
>
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#include <
shogun/lib/SGNDArray.h
>
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#include <
shogun/base/SGObject.h
>
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#include <
shogun/mathematics/Math.h
>
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namespace
shogun
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{
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class
CApproxJointDiagonalizer
:
public
CSGObject
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{
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public
:
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CApproxJointDiagonalizer
() :
CSGObject
()
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{
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};
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virtual
~CApproxJointDiagonalizer
()
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{
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}
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virtual
SGMatrix<float64_t>
compute
(
SGNDArray<float64_t>
C,
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SGMatrix<float64_t>
V0 =
SGMatrix<float64_t>
(NULL,0,0,
false
),
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double
eps=
CMath::MACHINE_EPSILON
,
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int
itermax=200) = 0;
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SGMatrix<float64_t>
get_V
()
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{
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return
m_V
;
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}
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protected
:
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SGMatrix<float64_t>
m_V
;
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};
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}
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#endif //HAVE_EIGEN3
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#endif //APPROXJOINTDIAGONALIZER_H_
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