NICE_VisLearning/math/algebra_trlan/EigValuesTRLAN.h

#ifndef EigenproblemINCLUDE
#define EigenproblemINCLUDE

#include <stdio.h>
#include <stdlib.h>
#include <math.h>
#include <vector>
#include <string.h>


#include "vislearning/math/algebra/EigValues.h"


namespace OBJREC {

/** Real Symmetric Eigenproblem - no parallel mode,
    the eigenpairs returned by the method solve are ordered increasingly */
class EigValuesTRLAN : public EigValues {
      
private:
	int magnitude;
	int restarting_scheme; 
	double tolerance; 
	int max_mult;
	int mult_flops;

public:

	/** Init the TRLAN lanczos routine with the following parameters:
           magnitude       -   Specifies the nature of the EigValuesTRLAN: 
                               find eigenpair with respect to the k largest (magnitude>0) 
                               or smallest (magnitude<0) eigenvalues
           restarting_...  -   restarting scheme of TRLAN
           max_mult        -   maximum number of matrix-vector multiplications to perform
           tolerance       -   stop criterion (abs. resudual |A*x-lambda*x|?)
           mult_flops       -  number of flops per matrix multiplication (used for statistics calculation)
	*/
	EigValuesTRLAN( int magnitude=1,
                      int restarting_scheme=1,
		      double tolerance=1e-8, 
		      int max_mult=-1,
                      int mult_flops=-1 );

	~EigValuesTRLAN(){};

	/**
         * @param data matrix interface that does allow matrix-vector multiplications
         * @param k number of eigenvalues/eigenvectors
         * @param eigenvectors output Eigenvectors as Matrix
         * @param eigenvalues output Eigenvalues as Vector
         */
	virtual void getEigenvalues ( const GenericMatrix &data, NICE::Vector & eigenvalues, NICE::Matrix & eigenvectors, uint k );
};


} // namespace

#endif