TSVDLRApx< T > Class Template Reference

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 *bcl, const TTruncAcc &acc) const
virtual TMatrix *	build (const TBlockIndexSet &block_is, const TTruncAcc &acc) const
Public Member Functions inherited from TLowRankApx
virtual bool	has_statistics () const
	indicate if algorithm provides statistics

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

build() [1/2]

virtual TMatrix* build ( const TBlockCluster *  bcl, const TTruncAcc &  acc  ) const

virtual

build low rank matrix for block cluster bcl with rank defined by accuracy acc

Reimplemented from TLowRankApx.

build() [2/2]

virtual TMatrix* build ( const TBlockIndexSet &  block_is, const TTruncAcc &  acc  ) const

virtual

build low rank matrix for block index set block_is with rank defined by accuracy acc

Implements TLowRankApx.