/usr/include/shogun/mathematics/SparseInverseCovariance.h is in libshogun-dev 3.2.0-7.3build4.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 | /*
* 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.
*
* Copyright (C) 2012 Sergey Lisitsyn
*/
#ifndef SPINVCOV_H_
#define SPINVCOV_H_
#include <shogun/base/SGObject.h>
#include <shogun/lib/SGMatrix.h>
namespace shogun
{
/** @brief used to estimate inverse covariance matrix using graphical lasso
*
* implementation is based on SLEP library's code
*/
class CSparseInverseCovariance : public CSGObject
{
public:
/** constructor */
CSparseInverseCovariance();
/** destructor */
virtual ~CSparseInverseCovariance();
/** estimate inverse covariance matrix
*
* @param S empirical covariance matrix
* @param lambda_c regularization constant
*/
SGMatrix<float64_t> estimate(SGMatrix<float64_t> S, float64_t lambda_c);
/** get name */
const char* get_name() const { return "SparseInverseCovariance"; };
/** get lasso max iter
* @return lasso max iter
*/
int32_t get_lasso_max_iter() const { return m_lasso_max_iter; }
/** get max iter
* @return max iter
*/
int32_t get_max_iter() const { return m_max_iter; }
/** get lasso max iter
* @return lasso max iter
*/
float64_t get_f_gap() const { return m_f_gap; }
/** get lasso max iter
* @return lasso max iter
*/
float64_t get_x_gap() const { return m_x_gap; }
/** get lasso max iter
* @return lasso max iter
*/
float64_t get_xtol() const { return m_xtol; }
/** set lasso max iter
* @param lasso_max_iter lasso max iter
*/
void set_lasso_max_iter(int32_t lasso_max_iter)
{
m_lasso_max_iter = lasso_max_iter;
}
/** set max iter
* @param max_iter max iter
*/
void set_max_iter(int32_t max_iter)
{
m_max_iter = max_iter;
}
/** set f gap
* @param f_gap f gap
*/
void set_f_gap(int32_t f_gap)
{
m_f_gap = f_gap;
}
/** set x gap
* @param x_gap x gap
*/
void set_x_gap(int32_t x_gap)
{
m_x_gap = x_gap;
}
/** set xtol
* @param xtol xtol
*/
void set_xtol(int32_t xtol)
{
m_xtol = xtol;
}
private:
/** register parameters */
void register_parameters();
protected:
/** LASSO max iter */
int32_t m_lasso_max_iter;
/** max iter */
int32_t m_max_iter;
/** fGap */
float64_t m_f_gap;
/** xGap */
float64_t m_x_gap;
/** xtol */
float64_t m_xtol;
};
}
#endif
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