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Eigen
3.3.3
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class Bidiagonal Divide and Conquer SVD
_MatrixType | the type of the matrix of which we are computing the SVD decomposition |
This class first reduces the input matrix to bi-diagonal form using class UpperBidiagonalization, and then performs a divide-and-conquer diagonalization. Small blocks are diagonalized using class JacobiSVD. You can control the switching size with the setSwitchSize() method, default is 16. For small matrice (<16), it is thus preferable to directly use JacobiSVD. For larger ones, BDCSVD is highly recommended and can several order of magnitude faster.
-fp-model
precise
option. Likewise, the -ffast-math
option of GCC or clang will significantly degrade the accuracy.Public Member Functions | |
BDCSVD () | |
Default Constructor. | |
BDCSVD (Index rows, Index cols, unsigned int computationOptions=0) | |
Default Constructor with memory preallocation. | |
BDCSVD (const MatrixType &matrix, unsigned int computationOptions=0) | |
Constructor performing the decomposition of given matrix. | |
BDCSVD & | compute (const MatrixType &matrix, unsigned int computationOptions) |
Method performing the decomposition of given matrix using custom options. | |
BDCSVD & | compute (const MatrixType &matrix) |
Method performing the decomposition of given matrix using current options. |
Eigen::BDCSVD< _MatrixType >::BDCSVD | ( | ) | [inline] |
Default Constructor.
The default constructor is useful in cases in which the user intends to perform decompositions via BDCSVD::compute(const MatrixType&).
Eigen::BDCSVD< _MatrixType >::BDCSVD | ( | Index | rows, |
Index | cols, | ||
unsigned int | computationOptions = 0 |
||
) | [inline] |
Default Constructor with memory preallocation.
Like the default constructor but with preallocation of the internal data according to the specified problem size.
Eigen::BDCSVD< _MatrixType >::BDCSVD | ( | const MatrixType & | matrix, |
unsigned int | computationOptions = 0 |
||
) | [inline] |
Constructor performing the decomposition of given matrix.
matrix | the matrix to decompose |
computationOptions | optional parameter allowing to specify if you want full or thin U or V unitaries to be computed. By default, none is computed. This is a bit - field, the possible bits are #ComputeFullU, #ComputeThinU, #ComputeFullV, #ComputeThinV. |
Thin unitaries are only available if your matrix type has a Dynamic number of columns (for example MatrixXf). They also are not available with the (non - default) FullPivHouseholderQR preconditioner.
BDCSVD< MatrixType > & Eigen::BDCSVD< MatrixType >::compute | ( | const MatrixType & | matrix, |
unsigned int | computationOptions | ||
) |
Method performing the decomposition of given matrix using custom options.
matrix | the matrix to decompose |
computationOptions | optional parameter allowing to specify if you want full or thin U or V unitaries to be computed. By default, none is computed. This is a bit - field, the possible bits are #ComputeFullU, #ComputeThinU, #ComputeFullV, #ComputeThinV. |
Thin unitaries are only available if your matrix type has a Dynamic number of columns (for example MatrixXf). They also are not available with the (non - default) FullPivHouseholderQR preconditioner.
BDCSVD& Eigen::BDCSVD< _MatrixType >::compute | ( | const MatrixType & | matrix | ) | [inline] |
Method performing the decomposition of given matrix using current options.
matrix | the matrix to decompose |
This method uses the current computationOptions, as already passed to the constructor or to compute(const MatrixType&, unsigned int).