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StaticSVD.h
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/******************************************************************************
*
* Copyright (c) 2013-2016, Lawrence Livermore National Security, LLC.
* Produced at the Lawrence Livermore National Laboratory
* Written by William Arrighi wjarrighi@llnl.gov
* CODE-686965
* All rights reserved.
*
* This file is part of libROM.
* For details, see https://computation.llnl.gov/librom
* Please also read README_BSD_NOTICE.
*
* Redistribution and use in source and binary forms, with or without
* modifications, are permitted provided that the following conditions are met:
*
* o Redistributions of source code must retain the above copyright notice,
* this list of conditions and the disclaimer below.
* o Redistribution in binary form must reproduce the above copyright
* notice, this list of conditions and the disclaimer (as noted below) in
* the documentation and/or other materials provided with the
* distribution.
* o Neither the name of the LLNS/LLNL nor the names of its contributors may
* be used to endorse or promote products derived from this software
* without specific prior written permission.
*
* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
* AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
* IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
* ARE DISCLAIMED. IN NO EVENT SHALL LAWRENCE LIVERMORE NATIONAL SECURITY,
* LLC, THE U.S. DEPARTMENT OF ENERGY OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT,
* INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
* (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
* LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
* ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
* (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF
* THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OR SUCH DAMAGE.
*
*****************************************************************************/
// Description: A class implementing interface of SVD for the static SVD
// algorithm.
#ifndef included_StaticSVD_h
#define included_StaticSVD_h
#include "SVD.h"
namespace CAROM {
/**
* StaticSVD implements the interface of class SVD for the static SVD
* algorithm. This algorithm is not scalable and is intended primarily as a
* sanity check of the incremental svd algorithm.
*/
class StaticSVD : public 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.
*/
StaticSVD(
int dim,
int samples_per_time_interval,
bool debug_algorithm = false);
/**
* Destructor.
*/
~StaticSVD();
/**
* @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.
*
* @return True if the sampling was successful.
*/
virtual
bool
takeSample(
const double* u_in,
double time);
/**
* @brief Returns the basis vectors for the current time interval.
*
* @post thisIntervalBasisCurrent()
*
* @return The basis vectors for the current time interval.
*/
virtual
const Matrix*
getBasis();
private:
/**
* @brief Unimplemented default constructor.
*/
StaticSVD();
/**
* @brief Unimplemented copy constructor.
*/
StaticSVD(
const StaticSVD& other);
/**
* @brief Unimplemented assignment operator.
*/
StaticSVD&
operator = (
const StaticSVD& rhs);
/**
* @brief Gathers samples from all other processors to form complete
* sample of system and computes the SVD.
*/
void
computeSVD();
/**
* @brief Preforms the actual SVD via lapack.
*
* Given a matrix, A, computes the 3 components of the singular value
* decomposition.
*
* @pre A != 0
* @pre total_dim > 0
*
* @param[in] A The globalized system whose SVD will be computed.
* @param[in] total_dim The total dimension of the system that has been
* distributed of multiple processors.
*/
void
svd(
double* A,
int total_dim);
/**
* @brief Tells if the basis vectors for this time interval are up to
* date.
*
* @return True if the basis vectors for this time interval are up to
* date.
*/
bool
thisIntervalBasisCurrent()
{
return d_this_interval_basis_current;
}
/**
* @brief Current samples of the system.
*/
std::vector<double*> d_samples;
/**
* @brief The globalized matrix U.
*
* U is large and each process owns all of U.
*/
Matrix* d_U;
/**
* @brief The globalized matrix S.
*
* S is small and each process owns all of S.
*/
Matrix* d_S;
/**
* @brief The globalized matrix L.
*
* L is small and each process owns all of L.
*/
Matrix* d_V;
/**
* @brief Flag to indicate if the basis vectors for the current time
* interval are up to date.
*/
bool d_this_interval_basis_current;
/**
* @brief MPI message tag.
*/
static const int COMMUNICATE_A;
};
}
#endif