icholwrapper.h

/*
  * The GURLS Package in C++
  *
  * Copyright (C) 2011-1013, IIT@MIT Lab
  * All rights reserved.
  *
  * author:  M. Santoro
  * email:   msantoro@mit.edu
  * website: http://cbcl.mit.edu/IIT@MIT/IIT@MIT.html
  *
  * Redistribution and use in source and binary forms, with or without
  * modification, are permitted provided that the following conditions
  * are met:
  *
  *     * Redistributions of source code must retain the above
  *       copyright notice, this list of conditions and the following
  *       disclaimer.
  *     * Redistributions in binary form must reproduce the above
  *       copyright notice, this list of conditions and the following
  *       disclaimer in the documentation and/or other materials
  *       provided with the distribution.
  *     * Neither the name(s) of the copyright holders nor the names
  *       of its contributors or of the Massacusetts Institute of
  *       Technology or of the Italian Institute of Technology may be
  *       used to endorse or promote products derived from this software
  *       without specific prior written permission.
  *
  * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
  * "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
  * LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS
  * FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE
  * COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT,
  * INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING,
  * BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
  * LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER
  * CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT
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  */

#ifndef GURLS_ICHOLWRAPPER_H
#define GURLS_ICHOLWRAPPER_H

#include "gurls++/wrapper.h"

namespace gurls
{

template<typename T>
class ICholWrapper: public GurlsWrapper<T>
{
public:
    ICholWrapper(const std::string& name);

    void train(const gMat2D<T> &X, const gMat2D<T> &y);

    void update(const gVec<T> &X, const gVec<T> &y);

    gMat2D<T>* eval(const gMat2D<T> &X);

    gMat2D<T>* eval_ls(const gMat2D<T> &X);

    using GurlsWrapper<T>::eval;

    void setRankMax(unsigned long rank);
    void setNRank(unsigned long n_rank);
    void setSigma(double sigma);
    void setXva(const gMat2D<T>& Xva);
    void setyva(const gMat2D<T>& yva);



protected:
    T* computeNewKcol( const T* Xtr, const unsigned long xr, const unsigned long xc,
                         const double sigma,
                         const unsigned long* pVec,
                         const unsigned long start, const unsigned long n);

};

}

#include "icholwrapper.hpp"

#endif //GURLS_ICHOLWRAPPER_H