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authorGravatar Gael Guennebaud <g.gael@free.fr>2014-10-29 11:29:33 +0100
committerGravatar Gael Guennebaud <g.gael@free.fr>2014-10-29 11:29:33 +0100
commit21c0a2ce0c317fa258380c92bea4e9e16e0840f2 (patch)
tree7faa2da0c9ce0ff3890c3d5afe0208f64900959f /Eigen/SVD
parente2e7ba9f8511e9394b1823e14b40a727352c95be (diff)
Move D&C SVD to official SVD module.
Diffstat (limited to 'Eigen/SVD')
-rw-r--r--Eigen/SVD9
1 files changed, 7 insertions, 2 deletions
diff --git a/Eigen/SVD b/Eigen/SVD
index c13472e82..dbd37b17a 100644
--- a/Eigen/SVD
+++ b/Eigen/SVD
@@ -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"