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//                                               -*- C++ -*-
/**
 * @file  SVMKernelRegressionHessian.hxx
 * @brief Implementation of SVM regression hessian
 *
 *  (C) Copyright 2005-2011 EDF-EADS-Phimeca
 *
 *  This library is free software; you can redistribute it and/or
 *  modify it under the terms of the GNU Lesser General Public
 *  License as published by the Free Software Foundation; either
 *  version 2.1 of the License.
 *
 *  This library is distributed in the hope that it will be useful
 *  but WITHOUT ANY WARRANTY; without even the implied warranty of
 *  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
 *  Lesser General Public License for more details.
 *
 *  You should have received a copy of the GNU Lesser General Public
 *  License along with this library; if not, write to the Free Software
 *  Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA  02111-1307 USA
 *
 *  @author: $LastChangedBy: schueller $
 *  @date:   $LastChangedDate: 2008-05-05 08:50:15 +0200 (lun, 05 mai 2008) $
 *  Id:      $Id: SVMKernelRegressionHessian.hxx 805 2008-05-05 06:50:15Z schueller $
 */

#ifndef OPENTURNS_SVMKERNELREGRESSIONHESSIAN_HXX
#define OPENTURNS_SVMKERNELREGRESSIONHESSIAN_HXX

#include "SVMKernel.hxx"
#include "NumericalMathHessianImplementation.hxx"
#include "SVMKernelRegressionEvaluation.hxx"
#include "NumericalSample.hxx"


namespace OpenTURNS
{
  namespace Uncertainty
  {
    namespace Algorithm
    {

      class SVMKernelRegressionEvaluation;

      /**
       * @class SVMKernelRegressionHessian
       *
       * Implementation of SVM regression hessian
       */

      class SVMKernelRegressionHessian
        : public Base::Func::NumericalMathHessianImplementation
      {
        CLASSNAME;
      public:

        typedef NumericalMathHessianImplementation::Description Description;
        typedef NumericalMathHessianImplementation::NumericalPoint NumericalPoint;
        typedef Base::Stat::NumericalSample NumericalSample;
        typedef Uncertainty::Algorithm::SVMKernel       SVMKernel;
        typedef NumericalMathHessianImplementation::InvalidArgumentException InvalidArgumentException;
        typedef NumericalMathHessianImplementation::InternalException InternalException;
        typedef NumericalMathHessianImplementation::SymmetricTensor SymmetricTensor;
        typedef Base::Type::SymmetricMatrix SymmetricMatrix;

        /** Default constructor */
        SVMKernelRegressionHessian();

        /** Constructor with parameters */
        SVMKernelRegressionHessian(const SVMKernel & kernel,
                                   const NumericalPoint & lagrangeMultiplier,
                                   const NumericalSample & dataIn,
                                   const NumericalScalar constant);

        /** Constructor from SVMKernelRegressionEvaluation */
        SVMKernelRegressionHessian(const Uncertainty::Algorithm::SVMKernelRegressionEvaluation & evaluation);

        /** Virtual constructor */
        virtual SVMKernelRegressionHessian * clone() const;

        /** Comparison operator */
        Bool operator ==(const SVMKernelRegressionHessian & other) const;

        /** String converter */
        virtual String __repr__() const;

        /** Test for actual implementation */
        virtual Bool isActualImplementation() const;

        /** Hessian method */
        virtual SymmetricTensor hessian(const NumericalPoint & inP) const
          /* throw(InvalidArgumentException,InternalException) */;

        /** Accessor for input point dimension */
        virtual UnsignedLong getInputDimension() const
          /* throw(InternalException) */;

        /** Accessor for output point dimension */
        virtual UnsignedLong getOutputDimension() const
          /* throw(InternalException) */;

      private:

      protected:
        SVMKernel kernel_;
        NumericalPoint lagrangeMultiplier_;
        NumericalSample dataIn_;
        NumericalScalar constant_;

      }; /* class SVMKernelRegressionHessian */


    } /* namespace Func */
  } /* namespace Base */
} /* namespace OpenTURNS */

#endif /* OPENTURNS_SVMKERNELREGRESSIONHESSIAN_HXX */