JacobiSVD:

  * fix preallocating constructors, allocate U and V of the right size for computation options
  * complete documentation and internal comments
  * improve unit test, test inf/nan values

1 files changed, 9 insertions, 0 deletions

diff --git a/doc/snippets/JacobiSVD_basic.cpp b/doc/snippets/JacobiSVD_basic.cpp
new file mode 100644
index 000000000..ab24b9bca
--- /dev/null
+++ b/doc/snippets/JacobiSVD_basic.cpp
@@ -0,0 +1,9 @@
+MatrixXf m = MatrixXf::Random(3,2);
+cout << "Here is the matrix m:" << endl << m << endl;
+JacobiSVD<MatrixXf> svd(m, ComputeThinU | ComputeThinV);
+cout << "Its singular values are:" << endl << svd.singularValues() << endl;
+cout << "Its left singular vectors are the columns of the thin U matrix:" << endl << svd.matrixU() << endl;
+cout << "Its right singular vectors are the columns of the thin V matrix:" << endl << svd.matrixV() << endl;
+Vector3f rhs(1, 0, 0);
+cout << "Now consider this rhs vector:" << endl << rhs << endl;
+cout << "A least-squares solution of m*x = rhs is:" << endl << svd.solve(rhs) << endl;