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 
00011 class function
00012 {
00013 public:
00021     virtual float64_t fun(float64_t *w) = 0 ;
00022 
00030     virtual void grad(float64_t *w, float64_t *g) = 0 ;
00031 
00039     virtual void Hv(float64_t *s, float64_t *Hs) = 0 ;
00040 
00047     virtual int32_t get_nr_variable(void) = 0 ;
00048 
00049     virtual ~function(void){}
00050 };
00051 #endif // DOXYGEN_SHOULD_SKIP_THIS
00052 
00054 class CTron : public CSGObject
00055 {
00056 public:
00063     CTron(
00064         const function *fun_obj, float64_t eps = 0.1, int32_t max_iter = 1000);
00065     virtual ~CTron();
00066 
00071     void tron(float64_t *w);
00072 
00074     inline virtual const char* get_name() const { return "LibLinear"; }
00075 
00076 private:
00077     int32_t trcg(float64_t delta, double* g, double* s, double* r);
00078     float64_t norm_inf(int32_t n, float64_t *x);
00079 
00080     float64_t eps;
00081     int32_t max_iter;
00082     function *fun_obj;
00083 };
00084 
00085 #endif
00086 #endif //HAVE_LAPACK

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