Implement inverse transform in ica converters

src/shogun/converter/ica/ICAConverter.cpp

@@ -7,6 +7,7 @@
 #include <shogun/converter/ica/ICAConverter.h>
 #include <shogun/features/DenseFeatures.h>
 #include <shogun/mathematics/eigen3.h>
+#include <shogun/mathematics/linalg/LinalgNamespace.h>
 
 using namespace shogun;
 using namespace Eigen;
@@ -101,3 +102,21 @@ CFeatures* CICAConverter::transform(CFeatures* features, bool inplace)
 
 	return processed;
 }
+
+CFeatures* CICAConverter::inverse_transform(CFeatures* features, bool inplace)
+{
+	REQUIRE(m_mixing_matrix.matrix, "ICAConverter has not been fitted.\n");
+
+	SG_REF(features);
+
+	auto X = features->as<CDenseFeatures<float64_t>>()->get_feature_matrix();
+	if (!inplace)
+		X = X.clone();
+
+	linalg::matrix_prod(m_mixing_matrix, X, X);
+
+	auto processed = new CDenseFeatures<float64_t>(X);
+	SG_UNREF(features);
+
+	return processed;
+}

src/shogun/converter/ica/ICAConverter.h

@@ -48,6 +48,18 @@ namespace shogun
 		 */
 		virtual CFeatures* transform(CFeatures* features, bool inplace = true);
 
+		/** Inverse apply the ICA converter to features by multiplying the
+		 * feature
+		 * matrix by the mixing matirx.
+		 * @param features the features to transformed, should be an instance of
+		 * CDenseFeatures<float64_t>
+		 * @param inplace transform in place
+		 * @return the result feature object after inverse applying the ICA
+		 * converter
+		 */
+		virtual CFeatures*
+		inverse_transform(CFeatures* features, bool inplace = true);
+
 		/** setter for mixing matrix, if the mixing matrix is set it will be
 		 * used as an initial guess if supported by the algorithm
 		 * @param mixing_matrix the initial estimate for the mixing matrix