PLearn 0.1
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00001 // -*- C++ -*- 00002 00003 // PLearn (A C++ Machine Learning Library) 00004 // Copyright (C) 2008 University of Montreal 00005 // 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 /* ******************************************************* 00037 * $Id: TMat_maths.cc 8235 2007-11-07 21:32:01Z nouiz $ 00038 * AUTHORS: Olivier Delalleau 00039 * This file is part of the PLearn library. 00040 ******************************************************* */ 00041 00044 #include <plearn/base/RemoteDeclareMethod.h> 00045 #include <plearn/math/TMat_maths.h> 00046 00047 namespace PLearn { 00048 00049 BEGIN_DECLARE_REMOTE_FUNCTIONS 00050 00051 declareFunction("solveLinearSystemByCholesky", 00052 &remote_solveLinearSystemByCholesky, 00053 (BodyDoc("Solve a linear regression problem using Cholesky " 00054 "decomposition."), 00055 ArgDoc("XtX", 00056 "Result of X'X, where X is the input data matrix, with samples " 00057 "as rows. A constant input can be added to compute a bias term." 00058 "Weight decay can be added on the diagonal terms (that do not " 00059 "correspond to the constant input when a bias is computed)."), 00060 ArgDoc("XtY", 00061 "Result of X'Y, where Y is the target data matrix, with samples " 00062 " as rows."), 00063 RetDoc ("The weights W of the linear regression, s.t. XW ~= Y"))); 00064 00065 END_DECLARE_REMOTE_FUNCTIONS 00066 00068 // remote_solveLinearSystemByCholesky // 00070 Mat remote_solveLinearSystemByCholesky(const Mat& A, const Mat& B) 00071 { 00072 Mat weights(A.length(), B.width()); 00073 solveLinearSystemByCholesky(A, B, weights); 00074 return weights; 00075 } 00076 00077 } // end of namespace PLearn 00078 00079 00080 /* 00081 Local Variables: 00082 mode:c++ 00083 c-basic-offset:4 00084 c-file-style:"stroustrup" 00085 c-file-offsets:((innamespace . 0)(inline-open . 0)) 00086 indent-tabs-mode:nil 00087 fill-column:79 00088 End: 00089 */ 00090 // vim: filetype=cpp:expandtab:shiftwidth=4:tabstop=8:softtabstop=4:encoding=utf-8:textwidth=79 :