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Eigen
3.3.4
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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. More... | |
BDCSVD (Index rows, Index cols, unsigned int computationOptions=0) | |
Default Constructor with memory preallocation. More... | |
BDCSVD (const MatrixType &matrix, unsigned int computationOptions=0) | |
Constructor performing the decomposition of given matrix. More... | |
BDCSVD & | compute (const MatrixType &matrix, unsigned int computationOptions) |
Method performing the decomposition of given matrix using custom options. More... | |
BDCSVD & | compute (const MatrixType &matrix) |
Method performing the decomposition of given matrix using current options. More... | |
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bool | computeU () const |
bool | computeV () const |
const MatrixUType & | matrixU () const |
const MatrixVType & | matrixV () const |
Index | nonzeroSingularValues () const |
Index | rank () const |
BDCSVD< _MatrixType > & | setThreshold (const RealScalar &threshold) |
BDCSVD< _MatrixType > & | setThreshold (Default_t) |
const SingularValuesType & | singularValues () const |
const Solve< BDCSVD< _MatrixType >, Rhs > | solve (const MatrixBase< Rhs > &b) const |
RealScalar | threshold () const |
Additional Inherited Members | |
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typedef Eigen::Index | Index |
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SVDBase () | |
Default Constructor. More... | |
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inline |
Default Constructor.
The default constructor is useful in cases in which the user intends to perform decompositions via BDCSVD::compute(const MatrixType&).
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inline |
Default Constructor with memory preallocation.
Like the default constructor but with preallocation of the internal data according to the specified problem size.
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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 | ||
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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.
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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).