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Diffstat (limited to 'src/Eigen/SVD')
| -rw-r--r-- | src/Eigen/SVD | 50 |
1 files changed, 50 insertions, 0 deletions
diff --git a/src/Eigen/SVD b/src/Eigen/SVD new file mode 100644 index 0000000..3451794 --- /dev/null +++ b/src/Eigen/SVD @@ -0,0 +1,50 @@ +// This file is part of Eigen, a lightweight C++ template library +// for linear algebra. +// +// This Source Code Form is subject to the terms of the Mozilla +// Public License v. 2.0. If a copy of the MPL was not distributed +// with this file, You can obtain one at http://mozilla.org/MPL/2.0/. + +#ifndef EIGEN_SVD_MODULE_H +#define EIGEN_SVD_MODULE_H + +#include "QR" +#include "Householder" +#include "Jacobi" + +#include "src/Core/util/DisableStupidWarnings.h" + +/** \defgroup SVD_Module SVD module + * + * + * + * This module provides SVD decomposition for matrices (both real and complex). + * 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/RealSvd2x2.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) +#ifdef EIGEN_USE_MKL +#include "mkl_lapacke.h" +#else +#include "src/misc/lapacke.h" +#endif +#include "src/SVD/JacobiSVD_LAPACKE.h" +#endif + +#include "src/Core/util/ReenableStupidWarnings.h" + +#endif // EIGEN_SVD_MODULE_H |