IncrementalSVDFastUpdate.h

 
// Description: The concrete implementation of the incremental SVD algorithm
//              using Matthew Brand's "fast update" method.
 
#ifndef included_IncrementalSVDFastUpdate_h
#define included_IncrementalSVDFastUpdate_h
 
#include "IncrementalSVD.h"
#include "linalg/Options.h"
 
namespace CAROM {
 
class IncrementalSVDFastUpdate : public IncrementalSVD
{
public:
    ~IncrementalSVDFastUpdate();
 
private:
    friend class BasisGenerator;
 
    IncrementalSVDFastUpdate(
        Options options,
        const std::string& basis_file_name);
 
    IncrementalSVDFastUpdate();
 
    IncrementalSVDFastUpdate(
        const IncrementalSVDFastUpdate& other);
 
    IncrementalSVDFastUpdate&
    operator = (
        const IncrementalSVDFastUpdate& rhs);
 
    virtual
    void
    buildInitialSVD(
        double* u);
 
    virtual
    void
    computeBasis();
 
    void
    addLinearlyDependentSample(
        const Matrix* A,
        const Matrix* W,
        const Matrix* sigma);
 
    void
    addNewSample(
        const Vector* j,
        const Matrix* A,
        const Matrix* W,
        Matrix* sigma);
 
    Matrix* d_Up;
 
    double d_singular_value_tol;
 
};
 
}
 
#endif