52 lines
1.6 KiB
C++
52 lines
1.6 KiB
C++
// This file is part of Eigen, a lightweight C++ template library
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// for linear algebra.
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//
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// This Source Code Form is subject to the terms of the Mozilla
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// Public License v. 2.0. If a copy of the MPL was not distributed
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// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
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#ifndef EIGEN_SVD_MODULE_H
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#define EIGEN_SVD_MODULE_H
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#include "QR"
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#include "Householder"
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#include "Jacobi"
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#include "src/Core/util/DisableStupidWarnings.h"
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/** \defgroup SVD_Module SVD module
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*
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*
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*
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* This module provides SVD decomposition for matrices (both real and complex).
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* Two decomposition algorithms are provided:
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* - JacobiSVD implementing two-sided Jacobi iterations is numerically very accurate, fast for small matrices, but very slow for larger ones.
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* - BDCSVD implementing a recursive divide & conquer strategy on top of an upper-bidiagonalization which remains fast for large problems.
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* These decompositions are accessible via the respective classes and following MatrixBase methods:
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* - MatrixBase::jacobiSvd()
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* - MatrixBase::bdcSvd()
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*
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* \code
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* #include <Eigen/SVD>
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* \endcode
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*/
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#include "src/misc/RealSvd2x2.h"
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#include "src/SVD/UpperBidiagonalization.h"
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#include "src/SVD/SVDBase.h"
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#include "src/SVD/JacobiSVD.h"
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#include "src/SVD/BDCSVD.h"
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#if defined(EIGEN_USE_LAPACKE) && !defined(EIGEN_USE_LAPACKE_STRICT)
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#ifdef EIGEN_USE_MKL
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#include "mkl_lapacke.h"
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#else
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#include "src/misc/lapacke.h"
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#endif
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#include "src/SVD/JacobiSVD_LAPACKE.h"
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#endif
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#include "src/Core/util/ReenableStupidWarnings.h"
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#endif // EIGEN_SVD_MODULE_H
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/* vim: set filetype=cpp et sw=2 ts=2 ai: */
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