SVD module

Classes
class	Eigen::BDCSVD< MatrixType_, Options_ >
	class Bidiagonal Divide and Conquer SVD More...
class	Eigen::JacobiSVD< MatrixType_, Options_ >
	Two-sided Jacobi SVD decomposition of a rectangular matrix. More...
class	Eigen::SVDBase< Derived >
	Base class of SVD algorithms. More...

Detailed Description

This module provides SVD decomposition for matrices (both real and complex). Two decomposition algorithms are provided:

• JacobiSVD implementing two-sided Jacobi iterations is numerically very accurate, fast for small matrices, but very slow for larger ones.
• BDCSVD implementing a recursive divide & conquer strategy on top of an upper-bidiagonalization which remains fast for large problems. These decompositions are accessible via the respective classes and following MatrixBase methods:
• MatrixBase::jacobiSvd()
• MatrixBase::bdcSvd()

#include <Eigen/SVD>