forked from LLNL/libROM
-
Notifications
You must be signed in to change notification settings - Fork 0
/
SVD.h
252 lines (221 loc) · 6.53 KB
/
SVD.h
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
/******************************************************************************
*
* Copyright (c) 2013-2019, Lawrence Livermore National Security, LLC
* and other libROM project developers. See the top-level COPYRIGHT
* file for details.
*
* SPDX-License-Identifier: (Apache-2.0 OR MIT)
*
*****************************************************************************/
// Description: An abstract class defining the interface to the generic SVD
// algorithm.
#ifndef included_SVD_h
#define included_SVD_h
#include "Matrix.h"
#include <vector>
namespace CAROM {
/**
* Class SVD defines the interface to the generic SVD algorithm. The API is
* intentionally small. One may collect the samples, compute the SVD, and get
* the dimension of the system.
*/
class SVD
{
public:
/**
* @brief Constructor.
*
* @pre dim > 0
* @pre sample_per_time_interval > 0
*
* @param[in] dim The dimension of the system distributed to this
* processor.
* @param[in] samples_per_time_interval The maximium number of samples
* collected in a time interval.
* @param[in] debug_algorithm If true results of the algorithm will be
* printed to facilitate debugging.
*/
SVD(
int dim,
int samples_per_time_interval,
bool debug_algorithm = false);
/**
* Destructor.
*/
~SVD();
/**
* @brief Collect the new sample, u_in at supplied time.
*
* @pre u_in != 0
* @pre time >= 0.0
*
* @param[in] u_in The new sample.
* @param[in] time The simulation time of the new sample.
* @param[in] add_without_increase If true, the addLinearlyDependent is invoked.
*
* @return True if the sampling was successful.
*/
virtual
bool
takeSample(
double* u_in,
double time,
bool add_without_increase) = 0;
/**
* @brief Returns the dimension of the system on this processor.
*
* @return The dimension of the system on this processor.
*/
int
getDim() const
{
return d_dim;
}
/**
* @brief Returns the basis vectors for the current time interval.
*
* @return The basis vectors for the current time interval.
*/
virtual
const Matrix*
getSpatialBasis() = 0;
/**
* @brief Returns the temporal basis vectors for the current time interval.
*
* @return The temporal basis vectors for the current time interval.
*/
virtual
const Matrix*
getTemporalBasis() = 0;
/**
* @brief Returns the singular values for the current time interval.
*
* @return The singular values for the current time interval.
*/
virtual
const Matrix*
getSingularValues() = 0;
/**
* @brief Returns the number of time intervals on which different sets
* of basis vectors are defined.
*
* @return The number of time intervals on which there are basis vectors.
*/
int
getNumBasisTimeIntervals() const
{
return static_cast<int>(d_time_interval_start_times.size());
}
/**
* @brief Returns the start time for the requested time interval.
*
* @pre 0 <= which_interval
* @pre which_interval < getNumBasisTimeIntervals()
*
* @param[in] which_interval The time interval of interest.
*
* @return The start time for the requested time interval.
*/
double
getBasisIntervalStartTime(
int which_interval) const
{
CAROM_ASSERT(0 <= which_interval);
CAROM_ASSERT(which_interval < getNumBasisTimeIntervals());
std::size_t i = static_cast<std::size_t>(which_interval);
return d_time_interval_start_times[i];
}
/**
* @brief Returns true if the next sample will result in a new time
* interval.
*
* @return True if the next sample results in the creation of a new time
* interval.
*/
bool
isNewTimeInterval() const
{
return (d_num_samples == 0) ||
(d_num_samples >= d_samples_per_time_interval);
}
protected:
/**
* @brief Dimension of the system.
*/
int d_dim;
/**
* @brief Number of samples stored for the current time interval.
*/
int d_num_samples;
/**
* @brief Number of rows in right singular matrix.
*/
int d_num_rows_of_W;
/**
* @brief The maximum number of samples to be collected for a time
* interval.
*/
int d_samples_per_time_interval;
/**
* @brief The globalized basis vectors for the current time interval.
*
* The basis vectors are large and each process owns all of the basis
* vectors.
*/
Matrix* d_basis;
/**
* @brief The globalized right basis vectors for the current time interval.
*
* Depending on the SVD algorithm, it may be distributed across all
* processors or each processor may own all of U.
*/
Matrix* d_basis_right;
/**
* @brief The matrix U which is large.
*
* Depending on the SVD algorithm, d_U may be distributed across all
* processors or each processor may own all of U.
*/
Matrix* d_U;
/**
* @brief The matrix U which is large.
*
* Depending on the SVD algorithm, d_W may be distributed across all
* processors or each processor may own all of U.
*/
Matrix* d_W;
/**
* @brief The matrix S which is small.
*
* For all SVD algorithms, S is not distributed and the entire matrix
* exists on each processor.
*/
Matrix* d_S;
/**
* @brief The simulation time at which each time interval starts.
*/
std::vector<double> d_time_interval_start_times;
/**
* @brief Flag to indicate if results of algorithm should be printed for
* debugging purposes.
*/
bool d_debug_algorithm;
private:
/**
* @brief Unimplemented default constructor.
*/
SVD();
/**
* @brief Unimplemented copy constructor.
*/
SVD(
const SVD& other);
/**
* @brief Unimplemented assignment operator.
*/
SVD&
operator = (
const SVD& rhs);
};
}
#endif