PLearn 0.1
VMat_linalg.h
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00001 // -*- C++ -*-
00002 
00003 // VMat_linalg.h
00004 //
00005 // Copyright (C) 2004 Pascal Vincent
00006 //
00007 // Redistribution and use in source and binary forms, with or without
00008 // modification, are permitted provided that the following conditions are met:
00009 //
00010 //  1. Redistributions of source code must retain the above copyright
00011 //     notice, this list of conditions and the following disclaimer.
00012 //
00013 //  2. Redistributions in binary form must reproduce the above copyright
00014 //     notice, this list of conditions and the following disclaimer in the
00015 //     documentation and/or other materials provided with the distribution.
00016 //
00017 //  3. The name of the authors may not be used to endorse or promote
00018 //     products derived from this software without specific prior written
00019 //     permission.
00020 //
00021 // THIS SOFTWARE IS PROVIDED BY THE AUTHORS ``AS IS'' AND ANY EXPRESS OR
00022 // IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES
00023 // OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN
00024 // NO EVENT SHALL THE AUTHORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
00025 // SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED
00026 // TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
00027 // PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
00028 // LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
00029 // NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
00030 // SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
00031 //
00032 // This file is part of the PLearn library. For more information on the PLearn
00033 // library, go to the PLearn Web site at www.plearn.org
00034 
00035 /* *******************************************************
00036  * $Id: VMat_linalg.h 5557 2006-05-10 20:36:58Z lamblin $
00037  ******************************************************* */
00038 
00039 // Authors: Pascal Vincent
00040 
00044 #ifndef VMat_linalg_INC
00045 #define VMat_linalg_INC
00046 
00047 #include <plearn/math/TMat.h>
00048 #include <plearn/math/TMat_maths.h>
00049 
00050 namespace PLearn {
00051 using namespace std;
00052 
00053 class VMat;
00054 
00056 Mat transposeProduct(VMat m1, VMat m2);
00057 
00059 Mat transposeProduct(VMat m);
00060 
00062 Vec transposeProduct(VMat m1, Vec v2);
00063 
00065 Mat productTranspose(VMat m1, VMat m2);
00066 
00068 Mat product(Mat m1, VMat m2);
00069 
00071 VMat transpose(VMat m1);
00072 
00093 real linearRegression(
00094     VMat inputs, VMat outputs, real weight_decay, Mat theta_t,
00095     bool use_precomputed_XtX_XtY, Mat XtX, Mat XtY,
00096     real& sum_squared_Y, Vec& outputwise_sum_squared_Y,
00097     bool return_squared_loss=false, int verbose_computation_every=0,
00098     bool cholesky = true, int apply_decay_from = 1);
00099 
00100 
00103 Mat linearRegression(VMat inputs, VMat outputs, real weight_decay, bool include_bias=false);
00104 
00111 real weightedLinearRegression(
00112     VMat inputs, VMat outputs, VMat gammas,
00113     real weight_decay, Mat theta_t, bool use_precomputed_XtX_XtY, Mat XtX,
00114     Mat XtY, real& sum_squared_Y, Vec& outputwise_sum_squared_Y,
00115     real& sum_gammas, bool return_squared_loss=false,
00116     int verbose_computation_every=0, bool cholesky = true,
00117     int apply_decay_from = 1);
00118 
00121 Mat weightedLinearRegression(VMat inputs, VMat outputs, VMat gammas,
00122                              real weight_decay, bool include_bias=false);
00123 
00124 
00125 } // end of namespace PLearn
00126 
00127 #endif
00128 
00129 
00130 /*
00131   Local Variables:
00132   mode:c++
00133   c-basic-offset:4
00134   c-file-style:"stroustrup"
00135   c-file-offsets:((innamespace . 0)(inline-open . 0))
00136   indent-tabs-mode:nil
00137   fill-column:79
00138   End:
00139 */
00140 // vim: filetype=cpp:expandtab:shiftwidth=4:tabstop=8:softtabstop=4:encoding=utf-8:textwidth=79 :
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