namespace Eigen { /** \page TopicLinearAlgebraDecompositions Linear algebra and decompositions \section TopicLinAlgBigTable Catalogue of decompositions offered by Eigen
Generic information, not Eigen-specific Eigen-specific
Decomposition Requirements on the matrix Speed Algorithm reliability and accuracy Rank-revealing Allows to compute (besides linear solving) Linear solver provided by Eigen Maturity of Eigen's implementation
PartialPivLU Invertible Fast Depends on condition number - - Yes Excellent
FullPivLU - Slow Proven Yes - Yes Excellent
HouseholderQR - Fast Average Depends on condition number Orthogonalization Yes Excellent
ColPivHouseholderQR - Fast Good Yes Orthogonalization Yes Excellent
FullPivHouseholderQR - Slow Proven Yes Orthogonalization Yes Average
LLT Positive definite Very fast Depends on condition number - - Yes TODO Gael answer this
LDLT Positive or negative semidefinite Very fast Good - - Yes TODO Gael answer this
SVD - Average Good Yes Singular values/vectors, least squares Yes Average
JacobiSVD - Slow (but fast for small matrices) Proven Yes Singular values/vectors, least squares - Excellent
SelfAdjointEigenSolver Self-adjoint Average Good Yes Eigenvalues/vectors - TODO Gael/Jitse answer this
ComplexEigenSolver Square TODO Gael/Jitse answer this TODO Gael/Jitse answer this Yes Eigenvalues/vectors - TODO Gael/Jitse answer this
EigenSolver Square and real TODO Gael/Jitse answer this TODO Gael/Jitse answer this Yes Eigenvalues/vectors - TODO Gael/Jitse answer this
GeneralizedSelfAdjointEigenSolver Square TODO Gael/Jitse answer this TODO Gael/Jitse answer this - Generalized eigenvalues/vectors - TODO Gael/Jitse answer this
RealSchur Square and real TODO Gael/Jitse answer this TODO Gael/Jitse answer this Yes - - TODO Gael/Jitse answer this
UpperBidiagonalization rows >= columns Fast Good - - - Good
Tridiagonalization Self-adjoint Fast Good - - - Good
HessenbergDecomposition - TODO Gael/Jitse answer this TODO Gael/Jitse answer this - - - TODO Gael/Jitse answer this
\section TopicLinAlgTerminology Terminology TODO explain selfadjoint, positive definite/semidefinite, .... */ }