/usr/include/shogun/mathematics/ajd/JediDiag.h is in libshogun-dev 3.2.0-7.3build4.
This file is owned by root:root, with mode 0o644.
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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 JEDIDIAG_H_
#define JEDIDIAG_H_
#include <shogun/lib/config.h>
#ifdef HAVE_EIGEN3
#include <shogun/mathematics/ajd/ApproxJointDiagonalizer.h>
#include <shogun/mathematics/Math.h>
namespace shogun
{
/** @brief Class Jedi
*
* An Approximate Joint Diagonalizer (AJD) Implementation
*
* Souloumiac, A. (2009).
* Nonorthogonal joint diagonalization by combining givens and hyperbolic rotations.
* Signal Processing, IEEE Transactions on, 57(6), 2222-2231.
*
*/
class CJediDiag : public CApproxJointDiagonalizer
{
public:
/** constructor */
CJediDiag()
{
}
/** destructor */
virtual ~CJediDiag()
{
}
/** Computes the matrix V that best diagonalizes C
* @param C the set of matrices to be diagonalized
* @param V0 an estimate of the matrix V
* @param eps machine epsilon or desired epsilon
* @param itermax maximum number of iterations
* @return V the matrix that best diagonalizes C
*/
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);
/** Computes the matrix V that best diagonalizes C
* @param C the set of matrices to be diagonalized
* @param V0 an estimate of the matrix V
* @param eps machine epsilon or desired epsilon
* @param itermax maximum number of iterations
* @return V the matrix that best diagonalizes C
*/
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;
}
/** @return object name */
virtual const char* get_name() const { return "JediDiag"; }
};
}
#endif //HAVE_EIGEN3
#endif //JEDIDIAG_H_
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