diff options
Diffstat (limited to 'extern/Eigen3/Eigen/SVD')
| -rw-r--r-- | extern/Eigen3/Eigen/SVD | 28 |
1 files changed, 21 insertions, 7 deletions
diff --git a/extern/Eigen3/Eigen/SVD b/extern/Eigen3/Eigen/SVD index fd310017ad1..5d0e75f7f75 100644 --- a/extern/Eigen3/Eigen/SVD +++ b/extern/Eigen3/Eigen/SVD @@ -1,3 +1,10 @@ +// 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 @@ -12,23 +19,30 @@ * * * This module provides SVD decomposition for matrices (both real and complex). - * This decomposition is accessible via the following MatrixBase method: + * 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/Solve.h" +#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) -#include "src/SVD/JacobiSVD_MKL.h" +#ifdef EIGEN_USE_MKL +#include "mkl_lapacke.h" +#else +#include "src/misc/lapacke.h" #endif -#include "src/SVD/UpperBidiagonalization.h" - -#ifdef EIGEN2_SUPPORT -#include "src/Eigen2Support/SVD.h" +#include "src/SVD/JacobiSVD_LAPACKE.h" #endif #include "src/Core/util/ReenableStupidWarnings.h" |