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author | Benoit Jacob <jacob.benoit.1@gmail.com> | 2010-06-28 10:43:11 -0400 |
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committer | Benoit Jacob <jacob.benoit.1@gmail.com> | 2010-06-28 10:43:11 -0400 |
commit | 086ad93295446d8bcb52d592d1053f1ecae8f995 (patch) | |
tree | da56ca4f870cf21c84047c5420ada7a7feb3497f /doc/TopicLinearAlgebraDecompositions.dox | |
parent | dbefd7aafbe1f245ac9edc3c88444a19ef2d7367 (diff) |
start a topic page on decompositions, with a big table.
still have to write the _tutorial_ on decompositions.
Diffstat (limited to 'doc/TopicLinearAlgebraDecompositions.dox')
-rw-r--r-- | doc/TopicLinearAlgebraDecompositions.dox | 223 |
1 files changed, 223 insertions, 0 deletions
diff --git a/doc/TopicLinearAlgebraDecompositions.dox b/doc/TopicLinearAlgebraDecompositions.dox new file mode 100644 index 000000000..5065be70a --- /dev/null +++ b/doc/TopicLinearAlgebraDecompositions.dox @@ -0,0 +1,223 @@ +namespace Eigen { + +/** \page TopicLinearAlgebraDecompositions Linear algebra and decompositions + + +\section TopicLinAlgBigTable Catalogue of decompositions offered by Eigen + +<table border="1"> + + <tr> + <td></td> + <td colspan="5" align="center">Generic information, not Eigen-specific</td> + <td colspan="2" align="center">Eigen-specific</td> + </tr> + + <tr> + <td>Decomposition</td> + <td>Requirements on the matrix</td> + <td>Speed</td> + <td>Algorithm reliability and accuracy</td> + <td>Rank-revealing</td> + <td>Allows to compute (besides linear solving)</td> + <td>Linear solver provided by Eigen</td> + <td>Maturity of Eigen's implementation</td> + </tr> + + <tr> + <td>PartialPivLU</td> + <td>Invertible</td> + <td>Fast</td> + <td>Depends on condition number</td> + <td>-</td> + <td>-</td> + <td>Yes</td> + <td>Excellent</td> + </tr> + + <tr> + <td>FullPivLU</td> + <td>-</td> + <td>Slow</td> + <td>Proven</td> + <td>Yes</td> + <td>-</td> + <td>Yes</td> + <td>Excellent</td> + </tr> + + <tr> + <td>HouseholderQR</td> + <td>-</td> + <td>Fast</td> + <td>Average</td> + <td>Depends on condition number</td> + <td>Orthogonalization</td> + <td>Yes</td> + <td>Excellent</td> + </tr> + + <tr> + <td>ColPivHouseholderQR</td> + <td>-</td> + <td>Fast</td> + <td>Good</td> + <td>Yes</td> + <td>Orthogonalization</td> + <td>Yes</td> + <td>Excellent</td> + </tr> + + <tr> + <td>FullPivHouseholderQR</td> + <td>-</td> + <td>Slow</td> + <td>Proven</td> + <td>Yes</td> + <td>Orthogonalization</td> + <td>Yes</td> + <td>Average</td> + </tr> + + <tr> + <td>LLT</td> + <td>Positive definite</td> + <td>Very fast</td> + <td>Depends on condition number</td> + <td>-</td> + <td>-</td> + <td>Yes</td> + <td>TODO Gael answer this</td> + </tr> + + <tr> + <td>LDLT</td> + <td>Positive or negative semidefinite</td> + <td>Very fast</td> + <td>Good</td> + <td>-</td> + <td>-</td> + <td>Yes</td> + <td>TODO Gael answer this</td> + </tr> + + <tr> + <td>SVD</td> + <td>-</td> + <td>Average</td> + <td>Good</td> + <td>Yes</td> + <td>Singular values/vectors, least squares</td> + <td>Yes</td> + <td>Average</td> + </tr> + + <tr> + <td>JacobiSVD</td> + <td>-</td> + <td>Slow (but fast for small matrices)</td> + <td>Proven</td> + <td>Yes</td> + <td>Singular values/vectors, least squares</td> + <td>-</td> + <td>Excellent</td> + </tr> + + <tr> + <td>SelfAdjointEigenSolver</td> + <td>Self-adjoint</td> + <td>Average</td> + <td>Good</td> + <td>Yes</td> + <td>Eigenvalues/vectors</td> + <td>-</td> + <td>TODO Gael/Jitse answer this</td> + </tr> + + <tr> + <td>ComplexEigenSolver</td> + <td>Square</td> + <td>TODO Gael/Jitse answer this</td> + <td>TODO Gael/Jitse answer this</td> + <td>Yes</td> + <td>Eigenvalues/vectors</td> + <td>-</td> + <td>TODO Gael/Jitse answer this</td> + </tr> + + <tr> + <td>EigenSolver</td> + <td>Square and real</td> + <td>TODO Gael/Jitse answer this</td> + <td>TODO Gael/Jitse answer this</td> + <td>Yes</td> + <td>Eigenvalues/vectors</td> + <td>-</td> + <td>TODO Gael/Jitse answer this</td> + </tr> + + <tr> + <td>GeneralizedSelfAdjointEigenSolver</td> + <td>Square</td> + <td>TODO Gael/Jitse answer this</td> + <td>TODO Gael/Jitse answer this</td> + <td>-</td> + <td>Generalized eigenvalues/vectors</td> + <td>-</td> + <td>TODO Gael/Jitse answer this</td> + </tr> + + <tr> + <td>RealSchur</td> + <td>Square and real</td> + <td>TODO Gael/Jitse answer this</td> + <td>TODO Gael/Jitse answer this</td> + <td>Yes</td> + <td>-</td> + <td>-</td> + <td>TODO Gael/Jitse answer this</td> + </tr> + + <tr> + <td>UpperBidiagonalization</td> + <td>rows >= columns</td> + <td>Fast</td> + <td>Good</td> + <td>-</td> + <td>-</td> + <td>-</td> + <td>Good</td> + </tr> + + <tr> + <td>Tridiagonalization</td> + <td>Self-adjoint</td> + <td>Fast</td> + <td>Good</td> + <td>-</td> + <td>-</td> + <td>-</td> + <td>Good</td> + </tr> + + <tr> + <td>HessenbergDecomposition</td> + <td>-</td> + <td>TODO Gael/Jitse answer this</td> + <td>TODO Gael/Jitse answer this</td> + <td>-</td> + <td>-</td> + <td>-</td> + <td>TODO Gael/Jitse answer this</td> + </tr> + +</table> + +\section TopicLinAlgTerminology Terminology + +TODO explain selfadjoint, positive definite/semidefinite, .... + + +*/ + +} |