Eigen  5.0.1-dev
 
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SVD
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
24 * slow for larger ones.
25 * - BDCSVD implementing a recursive divide & conquer strategy on top of an upper-bidiagonalization which remains fast
26 * for large problems. These decompositions are accessible via the respective classes and following MatrixBase methods:
27 * - MatrixBase::jacobiSvd()
28 * - MatrixBase::bdcSvd()
29 *
30 * \code
31 * #include <Eigen/SVD>
32 * \endcode
33 */
34
35// IWYU pragma: begin_exports
36#include "src/misc/RealSvd2x2.h"
37#include "src/SVD/UpperBidiagonalization.h"
38#include "src/SVD/SVDBase.h"
39#include "src/SVD/JacobiSVD.h"
40#include "src/SVD/BDCSVD.h"
41#ifdef EIGEN_USE_LAPACKE
42#ifdef EIGEN_USE_MKL
43#include "mkl_lapacke.h"
44#else
45#include "src/misc/lapacke.h"
46#endif
47#ifndef EIGEN_USE_LAPACKE_STRICT
48#include "src/SVD/JacobiSVD_LAPACKE.h"
49#endif
50#include "src/SVD/BDCSVD_LAPACKE.h"
51#endif
52// IWYU pragma: end_exports
53
54#include "src/Core/util/ReenableStupidWarnings.h"
55
56#endif // EIGEN_SVD_MODULE_H