HLIBpro
3.0
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Uses exact SVD to compute low rank approximation (WARNING: O(n³) complexity) More...
#include <TLowRankApx.hh>
Public Member Functions | |
virtual std::unique_ptr< TMatrix< value_t > > | build (const TBlockCluster *bcl, const TTruncAcc &acc) const |
virtual std::unique_ptr< TMatrix< value_t > > | build (const TBlockIndexSet &block_is, const TTruncAcc &acc) const |
Public Member Functions inherited from TLowRankApx< T_value > | |
virtual bool | has_statistics () const |
indicate if algorithm provides statistics | |
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.
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virtual |
build low rank matrix for block cluster bcl with rank defined by accuracy acc
Reimplemented from TLowRankApx< T_value >.
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virtual |
build low rank matrix for block index set block_is with rank defined by accuracy acc
Implements TLowRankApx< T_value >.