Tron.h

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00001 #ifndef _CTron_H
00002 #define _CTron_H
00003 
00004 #include "lib/config.h"
00005 
00006 #ifdef HAVE_LAPACK
00007 #include "base/SGObject.h"
00008 
00009 #ifndef DOXYGEN_SHOULD_SKIP_THIS
00010 namespace shogun
00011 {
00013 class function
00014 {
00015 public:
00023     virtual float64_t fun(float64_t *w) = 0 ;
00024 
00032     virtual void grad(float64_t *w, float64_t *g) = 0 ;
00033 
00041     virtual void Hv(float64_t *s, float64_t *Hs) = 0 ;
00042 
00049     virtual int32_t get_nr_variable(void) = 0 ;
00050 
00051     virtual ~function(void){}
00052 };
00053 #endif // DOXYGEN_SHOULD_SKIP_THIS
00054 
00056 class CTron : public CSGObject
00057 {
00058 public:
00065     CTron(
00066         const function *fun_obj, float64_t eps = 0.1, int32_t max_iter = 1000);
00067     virtual ~CTron();
00068 
00074     void tron(float64_t *w, float64_t max_train_time);
00075 
00077     inline virtual const char* get_name() const { return "LibLinear"; }
00078 
00079 private:
00080     int32_t trcg(float64_t delta, double* g, double* s, double* r);
00081     float64_t norm_inf(int32_t n, float64_t *x);
00082 
00083     float64_t eps;
00084     int32_t max_iter;
00085     function *fun_obj;
00086 };
00087 }
00088 #endif
00089 #endif //HAVE_LAPACK
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