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Thu, Feb 20, 22:37

SVD
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// 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

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