gmnplib.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.
 *
 * Library of solvers for Generalized Nearest Point Problem (GNPP).
 *
 * Written (W) 1999-2008 Vojtech Franc, xfrancv@cmp.felk.cvut.cz
 * Copyright (C) 1999-2008 Center for Machine Perception, CTU FEL Prague 
 *
 -------------------------------------------------------------------- */

#ifndef GMNPLIB_H__ 
#define GMNPLIB_H__ 

#include <math.h>
#include <limits.h>

#include "base/SGObject.h"
#include "lib/io.h"
#include "lib/common.h"
#include "kernel/Kernel.h"

namespace shogun
{
class CGMNPLib: public CSGObject
{
    public:
        CGMNPLib(
            float64_t* vector_y, CKernel* kernel, int32_t num_data,
            int32_t num_virtual_data, int32_t num_classes, float64_t reg_const);

        virtual ~CGMNPLib();

        int8_t gmnp_imdm(float64_t *vector_c,
                int32_t dim,
                int32_t tmax,
                float64_t tolabs,
                float64_t tolrel,
                float64_t th,
                float64_t *alpha,
                int32_t  *ptr_t,
                float64_t **ptr_History,
                int32_t verb);

        void get_indices2( int32_t *index, int32_t *c, int32_t i );

    protected:
        float64_t *get_kernel_col( int32_t a );

        float64_t* get_col( int32_t a, int32_t b );

        float64_t kernel_fce( int32_t a, int32_t b );

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

    protected:
        float64_t* diag_H;
        float64_t** kernel_columns;
        float64_t* cache_index;
        int32_t first_kernel_inx;
        int64_t Cache_Size;
        int32_t m_num_data;
        float64_t m_reg_const;
        float64_t* m_vector_y;
        CKernel* m_kernel;

        int32_t first_virt_inx;
        float64_t *virt_columns[3];
        int32_t m_num_virt_data;
        int32_t m_num_classes;
};
}
#endif //GMNPLIB_H__