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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 /* vim: set filetype=cpp et sw=2 ts=2 ai: */
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9 entries across 9 versions & 1 rubygems