IncrementalSVDBrand.h

 
// Description: The concrete implementation of the incremental SVD algorithm
//              using Matthew Brand's (exact) "fast update" method.
 
#ifndef included_IncrementalSVDBrand_h
#define included_IncrementalSVDBrand_h
 
#include "IncrementalSVD.h"
#include "linalg/Options.h"
 
namespace CAROM {
 
class IncrementalSVDBrand : public IncrementalSVD
{
public:
    ~IncrementalSVDBrand();
 
    std::shared_ptr<const Matrix>
    getSpatialBasis() override;
 
    std::shared_ptr<const Matrix>
    getTemporalBasis() override;
 
private:
    friend class BasisGenerator;
 
    IncrementalSVDBrand(
        Options options,
        const std::string& basis_file_name);
 
    IncrementalSVDBrand();
 
    IncrementalSVDBrand(
        const IncrementalSVDBrand& other);
 
    IncrementalSVDBrand&
    operator = (
        const IncrementalSVDBrand& rhs);
 
    void
    buildInitialSVD(
        double* u) override;
 
    bool
    buildIncrementalSVD(
        double* u, bool add_without_increase = false) override;
 
    void
    updateSpatialBasis();
 
    void
    updateTemporalBasis();
 
    void
    computeBasis() override;
 
    void
    addLinearlyDependentSample(
        const Matrix & A,
        const Matrix & W,
        const Matrix & sigma) override;
 
    void
    addNewSample(
        const Vector & j,
        const Matrix & A,
        const Matrix & W,
        const Matrix & sigma) override;
 
    std::unique_ptr<Matrix> d_Up;
 
    double d_singular_value_tol;
 
};
 
}
 
#endif