fastica.h

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#ifndef FASTICA_H
#define FASTICA_H

#include <itpp/base/mat.h>
#include <itpp/itexports.h>

#define FICA_APPROACH_DEFL 2

#define FICA_APPROACH_SYMM 1

#define FICA_NONLIN_POW3 10

#define FICA_NONLIN_TANH 20

#define FICA_NONLIN_GAUSS 30

#define FICA_NONLIN_SKEW 40

#define FICA_INIT_RAND  0

#define FICA_INIT_GUESS 1

#define FICA_TOL 1e-9

namespace itpp
{

//---------------------- FastICA --------------------------------------

class ITPP_EXPORT Fast_ICA
{

public:

  Fast_ICA(mat ma_mixed_sig);

  bool separate(void);

  void set_approach(int in_approach);

  void set_nrof_independent_components(int in_nrIC);

  void set_non_linearity(int in_g);

  void set_fine_tune(bool in_finetune);

  void set_a1(double fl_a1);

  void set_a2(double fl_a2);

  void set_mu(double fl_mu);

  void set_epsilon(double fl_epsilon);

  void set_sample_size(double fl_sampleSize);

  void set_stabilization(bool in_stabilization);

  void set_max_num_iterations(int in_maxNumIterations);

  void set_max_fine_tune(int in_maxFineTune);

  void set_first_eig(int in_firstEig);

  void set_last_eig(int in_lastEig);

  void set_pca_only(bool in_PCAonly);

  void set_init_guess(mat ma_initGuess);


  mat get_mixing_matrix();

  mat get_separating_matrix();

  mat get_independent_components();

  int get_nrof_independent_components();

  mat get_principal_eigenvectors();

  mat get_whitening_matrix();

  mat get_dewhitening_matrix();

  mat get_white_sig();

private:

  int approach, numOfIC, g, initState;
  bool finetune, stabilization, PCAonly;
  double a1, a2, mu, epsilon, sampleSize;
  int maxNumIterations, maxFineTune;

  int firstEig, lastEig;

  mat initGuess;

  mat mixedSig, A, W, icasig;

  mat whiteningMatrix;
  mat dewhiteningMatrix;
  mat whitesig;

  mat E, VecPr;
  vec D;

}; // class Fast_ICA

} // namespace itpp


#endif // #ifndef FASTICA_H