GitHub-Proxy/eigen
1
0
Fork 0
mirror of https://gitlab.com/libeigen/eigen.git synced 2025-05-06 19:29:08 +08:00
Code Issues Packages Projects Releases Wiki Activity

Improve documentation of BDCSVD

Browse Source
This commit is contained in:
Gael Guennebaud 2016-05-04 12:53:14 +02:00
parent 968ec1c2ae
commit 75a94b9662
1 changed files with 12 additions and 0 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

12
Eigen/src/SVD/BDCSVD.h
View File

@ -50,6 +50,18 @@ struct traits<BDCSVD<_MatrixType> >
*
* \tparam _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 \c -fp-model \c precise option. Likewise, the \c -ffast-math option of GCC or clang will
* significantly degrade the accuracy.
*
* \sa class JacobiSVD
*/
template<typename _MatrixType>
class BDCSVD : public SVDBase<BDCSVD<_MatrixType> >