TRandSVDLRApx< T_value > Class Template Reference
Uses randomized SVD to compute low rank approximation (WARNING: O(n²) complexity) More...
#include <TLowRankApx.hh>
Inheritance diagram for TRandSVDLRApx< T_value >:
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 | |
Detailed Description
template<typename T_value>
class Hpro::TRandSVDLRApx< T_value >
TRandSVDLRApx uses randomized singular value decomposition to approximate
a given matrix block. For the approximation, the complete matrix block has
to be evaluated, hence complexity is O(n²).
Member Function Documentation
◆ build() [1/2]
|
virtual |
build low rank matrix for block cluster bcl with rank defined by accuracy acc
Reimplemented from TLowRankApx< T_value >.
◆ build() [2/2]
|
virtual |
build low rank matrix for block index set block_is with rank defined by accuracy acc
Implements TLowRankApx< T_value >.
