diff options
author | Gael Guennebaud <g.gael@free.fr> | 2014-10-29 11:29:33 +0100 |
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committer | Gael Guennebaud <g.gael@free.fr> | 2014-10-29 11:29:33 +0100 |
commit | 21c0a2ce0c317fa258380c92bea4e9e16e0840f2 (patch) | |
tree | 7faa2da0c9ce0ff3890c3d5afe0208f64900959f /Eigen/SVD | |
parent | e2e7ba9f8511e9394b1823e14b40a727352c95be (diff) |
Move D&C SVD to official SVD module.
Diffstat (limited to 'Eigen/SVD')
-rw-r--r-- | Eigen/SVD | 9 |
1 files changed, 7 insertions, 2 deletions
@@ -12,20 +12,25 @@ * * * This module provides SVD decomposition for matrices (both real and complex). - * This decomposition is accessible via the following MatrixBase method: + * Two decomposition algorithms are provided: + * - JacobiSVD implementing two-sided Jacobi iterations is numerically very accurate, fast for small matrices, but very slow for larger ones. + * - BDCSVD implementing a recursive divide & conquer strategy on top of an upper-bidiagonalization which remains fast for large problems. + * These decompositions are accessible via the respective classes and following MatrixBase methods: * - MatrixBase::jacobiSvd() + * - MatrixBase::bdcSvd() * * \code * #include <Eigen/SVD> * \endcode */ +#include "src/SVD/UpperBidiagonalization.h" #include "src/SVD/SVDBase.h" #include "src/SVD/JacobiSVD.h" +#include "src/SVD/BDCSVD.h" #if defined(EIGEN_USE_LAPACKE) && !defined(EIGEN_USE_LAPACKE_STRICT) #include "src/SVD/JacobiSVD_MKL.h" #endif -#include "src/SVD/UpperBidiagonalization.h" #include "src/Core/util/ReenableStupidWarnings.h" |