| Austin Schuh | 189376f | 2018-12-20 22:11:15 +1100 | [diff] [blame] | 1 | // This file is part of Eigen, a lightweight C++ template library |
| 2 | // for linear algebra. |
| 3 | // |
| 4 | // This Source Code Form is subject to the terms of the Mozilla |
| 5 | // Public License v. 2.0. If a copy of the MPL was not distributed |
| 6 | // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. |
| 7 | |
| Brian Silverman | 72890c2 | 2015-09-19 14:37:37 -0400 | [diff] [blame] | 8 | #ifndef EIGEN_SVD_MODULE_H |
| 9 | #define EIGEN_SVD_MODULE_H |
| 10 | |
| 11 | #include "QR" |
| 12 | #include "Householder" |
| 13 | #include "Jacobi" |
| 14 | |
| 15 | #include "src/Core/util/DisableStupidWarnings.h" |
| 16 | |
| 17 | /** \defgroup SVD_Module SVD module |
| 18 | * |
| 19 | * |
| 20 | * |
| 21 | * This module provides SVD decomposition for matrices (both real and complex). |
| Austin Schuh | 189376f | 2018-12-20 22:11:15 +1100 | [diff] [blame] | 22 | * Two decomposition algorithms are provided: |
| 23 | * - JacobiSVD implementing two-sided Jacobi iterations is numerically very accurate, fast for small matrices, but very slow for larger ones. |
| 24 | * - BDCSVD implementing a recursive divide & conquer strategy on top of an upper-bidiagonalization which remains fast for large problems. |
| 25 | * These decompositions are accessible via the respective classes and following MatrixBase methods: |
| Brian Silverman | 72890c2 | 2015-09-19 14:37:37 -0400 | [diff] [blame] | 26 | * - MatrixBase::jacobiSvd() |
| Austin Schuh | 189376f | 2018-12-20 22:11:15 +1100 | [diff] [blame] | 27 | * - MatrixBase::bdcSvd() |
| Brian Silverman | 72890c2 | 2015-09-19 14:37:37 -0400 | [diff] [blame] | 28 | * |
| 29 | * \code |
| 30 | * #include <Eigen/SVD> |
| 31 | * \endcode |
| 32 | */ |
| 33 | |
| Austin Schuh | 189376f | 2018-12-20 22:11:15 +1100 | [diff] [blame] | 34 | #include "src/misc/RealSvd2x2.h" |
| Brian Silverman | 72890c2 | 2015-09-19 14:37:37 -0400 | [diff] [blame] | 35 | #include "src/SVD/UpperBidiagonalization.h" |
| Austin Schuh | 189376f | 2018-12-20 22:11:15 +1100 | [diff] [blame] | 36 | #include "src/SVD/SVDBase.h" |
| 37 | #include "src/SVD/JacobiSVD.h" |
| 38 | #include "src/SVD/BDCSVD.h" |
| 39 | #if defined(EIGEN_USE_LAPACKE) && !defined(EIGEN_USE_LAPACKE_STRICT) |
| 40 | #ifdef EIGEN_USE_MKL |
| 41 | #include "mkl_lapacke.h" |
| 42 | #else |
| 43 | #include "src/misc/lapacke.h" |
| 44 | #endif |
| 45 | #include "src/SVD/JacobiSVD_LAPACKE.h" |
| Brian Silverman | 72890c2 | 2015-09-19 14:37:37 -0400 | [diff] [blame] | 46 | #endif |
| 47 | |
| 48 | #include "src/Core/util/ReenableStupidWarnings.h" |
| 49 | |
| 50 | #endif // EIGEN_SVD_MODULE_H |
| 51 | /* vim: set filetype=cpp et sw=2 ts=2 ai: */ |