Uses exact SVD to compute low rank approximation (WARNING: O(n³) complexity) More...
#include <TLowRankApx.hh>
Inheritance diagram for TSVDLRApx< T >:
Public Member Functions | |
| virtual TMatrix * | build (const TBlockCluster *c, const TTruncAcc &acc) const |
Detailed Description
template<typename T>
class HLIB::TSVDLRApx< T >
TSVDLRApx uses singular value decomposition to approximate a given matrix block. The resulting low rank matrix is the best approximation with respect to the given accuracy and rank. However, the computational costs are cubic in the dimension of the matrix block.
Member Function Documentation
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virtual |
build low rank matrix for block cluster bct with rank defined by accuracy acc
Implements TLowRankApx.
