SVD 1.5 KB

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  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. #ifndef EIGEN_SVD_MODULE_H
  8. #define EIGEN_SVD_MODULE_H
  9. #include "QR"
  10. #include "Householder"
  11. #include "Jacobi"
  12. #include "src/Core/util/DisableStupidWarnings.h"
  13. /** \defgroup SVD_Module SVD module
  14. *
  15. *
  16. *
  17. * This module provides SVD decomposition for matrices (both real and complex).
  18. * Two decomposition algorithms are provided:
  19. * - JacobiSVD implementing two-sided Jacobi iterations is numerically very accurate, fast for small matrices, but very slow for larger ones.
  20. * - BDCSVD implementing a recursive divide & conquer strategy on top of an upper-bidiagonalization which remains fast for large problems.
  21. * These decompositions are accessible via the respective classes and following MatrixBase methods:
  22. * - MatrixBase::jacobiSvd()
  23. * - MatrixBase::bdcSvd()
  24. *
  25. * \code
  26. * #include <Eigen/SVD>
  27. * \endcode
  28. */
  29. #include "src/misc/RealSvd2x2.h"
  30. #include "src/SVD/UpperBidiagonalization.h"
  31. #include "src/SVD/SVDBase.h"
  32. #include "src/SVD/JacobiSVD.h"
  33. #include "src/SVD/BDCSVD.h"
  34. #if defined(EIGEN_USE_LAPACKE) && !defined(EIGEN_USE_LAPACKE_STRICT)
  35. #ifdef EIGEN_USE_MKL
  36. #include "mkl_lapacke.h"
  37. #else
  38. #include "src/misc/lapacke.h"
  39. #endif
  40. #include "src/SVD/JacobiSVD_LAPACKE.h"
  41. #endif
  42. #include "src/Core/util/ReenableStupidWarnings.h"
  43. #endif // EIGEN_SVD_MODULE_H