| 1 | // This file is part of Eigen, a lightweight C++ template library |
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| 2 | // for linear algebra. |
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| 3 | // |
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| 4 | // This Source Code Form is subject to the terms of the Mozilla |
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| 5 | // Public License v. 2.0. If a copy of the MPL was not distributed |
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| 6 | // with this file, You can obtain one at http://mozilla.org/MPL/2.0/. |
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| 7 | |
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| 8 | #ifndef EIGEN_SVD_MODULE_H |
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| 9 | #define EIGEN_SVD_MODULE_H |
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| 10 | |
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| 11 | #include "QR" |
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| 12 | #include "Householder" |
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| 13 | #include "Jacobi" |
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| 14 | |
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| 15 | #include "src/Core/util/DisableStupidWarnings.h" |
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| 16 | |
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| 17 | /** \defgroup SVD_Module SVD module |
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| 18 | * |
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| 19 | * |
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| 20 | * |
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| 21 | * This module provides SVD decomposition for matrices (both real and complex). |
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| 22 | * Two decomposition algorithms are provided: |
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| 23 | * - JacobiSVD implementing two-sided Jacobi iterations is numerically very accurate, fast for small matrices, but very slow for larger ones. |
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| 24 | * - BDCSVD implementing a recursive divide & conquer strategy on top of an upper-bidiagonalization which remains fast for large problems. |
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| 25 | * These decompositions are accessible via the respective classes and following MatrixBase methods: |
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| 26 | * - MatrixBase::jacobiSvd() |
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| 27 | * - MatrixBase::bdcSvd() |
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| 28 | * |
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| 29 | * \code |
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| 30 | * #include <Eigen/SVD> |
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| 31 | * \endcode |
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| 32 | */ |
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| 33 | |
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| 34 | #include "src/misc/RealSvd2x2.h" |
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| 35 | #include "src/SVD/UpperBidiagonalization.h" |
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| 36 | #include "src/SVD/SVDBase.h" |
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| 37 | #include "src/SVD/JacobiSVD.h" |
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| 38 | #include "src/SVD/BDCSVD.h" |
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| 39 | #if defined(EIGEN_USE_LAPACKE) && !defined(EIGEN_USE_LAPACKE_STRICT) |
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| 40 | #ifdef EIGEN_USE_MKL |
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| 41 | #include "mkl_lapacke.h" |
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| 42 | #else |
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| 43 | #include "src/misc/lapacke.h" |
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| 44 | #endif |
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| 45 | #include "src/SVD/JacobiSVD_LAPACKE.h" |
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| 46 | #endif |
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| 47 | |
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| 48 | #include "src/Core/util/ReenableStupidWarnings.h" |
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| 49 | |
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| 50 | #endif // EIGEN_SVD_MODULE_H |
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| 51 | |
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