Eigen::BDCSVD< _MatrixType > Class Template Reference

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Detailed Description

template<typename _MatrixType>
class Eigen::BDCSVD< _MatrixType >

class Bidiagonal Divide and Conquer SVD

Template Parameters:

_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.

Warning:

this algorithm is unlikely to provide accurate result when compiled with unsafe math optimizations. For instance, this concerns Intel's compiler (ICC), which perfroms such optimization by default unless you compile with the -fp-model precise option. Likewise, the -ffast-math option of GCC or clang will significantly degrade the accuracy.

See also:

class JacobiSVD

Inheritance diagram for Eigen::BDCSVD< _MatrixType >:

List of all members.

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.

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Constructor & Destructor Documentation

template<typename _MatrixType>

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&).

template<typename _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.

See also:

BDCSVD()

template<typename _MatrixType>

Eigen::BDCSVD< _MatrixType >::BDCSVD	(	const MatrixType &	matrix,
		unsigned int	computationOptions = 0
	)		[inline]

Constructor performing the decomposition of given matrix.

Parameters:

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.

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Member Function Documentation

template<typename MatrixType >

BDCSVD< MatrixType > & Eigen::BDCSVD< MatrixType >::compute	(	const MatrixType &	matrix,
		unsigned int	computationOptions
	)

Method performing the decomposition of given matrix using custom options.

Parameters:

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.

template<typename _MatrixType>

BDCSVD& Eigen::BDCSVD< _MatrixType >::compute

(

const MatrixType &

matrix

)

[inline]

Method performing the decomposition of given matrix using current options.

Parameters:

matrix

the matrix to decompose

This method uses the current computationOptions, as already passed to the constructor or to compute(const MatrixType&, unsigned int).

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The documentation for this class was generated from the following file:

• BDCSVD.h