From 062d6bd47a8e9ce9d05074da57fca74ba4efe3a2 Mon Sep 17 00:00:00 2001 From: Benoit Jacob Date: Mon, 26 Jan 2009 16:22:40 +0000 Subject: [PATCH] documentation update/improvement --- Eigen/src/LU/LU.h | 8 +++++++- 1 file changed, 7 insertions(+), 1 deletion(-) diff --git a/Eigen/src/LU/LU.h b/Eigen/src/LU/LU.h index 3b2f5ec2a..a9d046c24 100644 --- a/Eigen/src/LU/LU.h +++ b/Eigen/src/LU/LU.h @@ -42,8 +42,14 @@ * This decomposition provides the generic approach to solving systems of linear equations, computing * the rank, invertibility, inverse, kernel, and determinant. * + * This LU decomposition is very stable and well tested with large matrices. Even exact rank computation + * works at sizes larger than 1000x1000. However there are use cases where the SVD decomposition is inherently + * more stable when dealing with numerically damaged input. For example, computing the kernel is more stable with + * SVD because the SVD can determine which singular values are negligible while LU has to work at the level of matrix + * coefficients that are less meaningful in this respect. + * * The data of the LU decomposition can be directly accessed through the methods matrixLU(), - * permutationP(), permutationQ(). Convenience methods matrixL(), matrixU() are also provided. + * permutationP(), permutationQ(). * * As an exemple, here is how the original matrix can be retrieved: * \include class_LU.cpp