diff options
Diffstat (limited to 'Eigen/SVD')
-rw-r--r-- | Eigen/SVD | 10 |
1 files changed, 7 insertions, 3 deletions
@@ -12,21 +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/misc/Solve.h" +#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" |