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 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). 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: 26 * - MatrixBase::jacobiSvd() 27 * - MatrixBase::bdcSvd() 28 * 29 * \code 30 * #include <Eigen/SVD> 31 * \endcode 32 */ 33 34 #include "src/misc/RealSvd2x2.h" 35 #include "src/SVD/UpperBidiagonalization.h" 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 #include "src/misc/lapacke.h" 41 #include "src/SVD/JacobiSVD_LAPACKE.h" 42 #endif 43 44 #include "src/Core/util/ReenableStupidWarnings.h" 45 46 #endif // EIGEN_SVD_MODULE_H 47 /* vim: set filetype=cpp et sw=2 ts=2 ai: */ 48
