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src
shogun
machine
gp
MatrixOperations.h
Go to the documentation of this file.
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/*
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* Copyright (c) The Shogun Machine Learning Toolbox
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* Written (w) 2014 Wu Lin
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* All rights reserved.
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*
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* Redistribution and use in source and binary forms, with or without
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* modification, are permitted provided that the following conditions are met:
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*
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* 1. Redistributions of source code must retain the above copyright notice, this
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* list of conditions and the following disclaimer.
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* 2. Redistributions in binary form must reproduce the above copyright notice,
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* this list of conditions and the following disclaimer in the documentation
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* and/or other materials provided with the distribution.
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*
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* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
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* ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
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* WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
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* DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
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* ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
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* (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
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* LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
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* ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
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* (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
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* SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
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*
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* The views and conclusions contained in the software and documentation are those
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* of the authors and should not be interpreted as representing official policies,
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* either expressed or implied, of the Shogun Development Team.
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*
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* Code adapted from
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* Gaussian Process Machine Learning Toolbox
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* http://www.gaussianprocess.org/gpml/code/matlab/doc/
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*
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*/
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#ifndef _MATRIXOPERATIONS_H_
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#define _MATRIXOPERATIONS_H_
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#include <
shogun/lib/config.h
>
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#ifdef HAVE_EIGEN3
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#include <
shogun/mathematics/Math.h
>
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namespace
shogun
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{
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template
<
class
T>
class
SGVector;
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template
<
class
C>
class
SGMatrix;
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class
CMatrixOperations
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{
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public
:
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static
SGMatrix<float64_t>
get_choleksy
(
SGVector<float64_t>
W,
SGVector<float64_t>
sW,
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SGMatrix<float64_t>
kernel,
float64_t
scale);
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static
SGMatrix<float64_t>
get_inverse
(
SGMatrix<float64_t>
L,
SGMatrix<float64_t>
kernel,
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SGVector<float64_t>
sW,
SGMatrix<float64_t>
V,
float64_t
scale);
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static
SGMatrix<float64_t>
get_inverse
(
SGMatrix<float64_t>
L,
SGMatrix<float64_t>
kernel,
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SGVector<float64_t>
sW,
float64_t
scale);
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};
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}
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#endif
/* HAVE_EIGEN3 */
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#endif
/* _MATRIXOPERATIONS_H_ */
Math.h
shogun::CMatrixOperations::get_choleksy
static SGMatrix< float64_t > get_choleksy(SGVector< float64_t > W, SGVector< float64_t > sW, SGMatrix< float64_t > kernel, float64_t scale)
Definition:
MatrixOperations.cpp:47
shogun::CMatrixOperations::get_inverse
static SGMatrix< float64_t > get_inverse(SGMatrix< float64_t > L, SGMatrix< float64_t > kernel, SGVector< float64_t > sW, SGMatrix< float64_t > V, float64_t scale)
Definition:
MatrixOperations.cpp:108
config.h
float64_t
double float64_t
Definition:
common.h:50
shogun::SGVector< float64_t >
shogun::SGMatrix< float64_t >
shogun::CMatrixOperations
The helper class is used for Laplace and KL methods.
Definition:
MatrixOperations.h:52
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