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Upon investigation, `JacobiSVD` is significantly faster than `BDCSVD` for small matrices (twice as fast for 2x2, 20% faster for 3x3, 1% faster for 10x10). Since the majority of cases will be small, let's stick with `JacobiSVD`. See !361.
Eigen is a C++ template library for linear algebra: matrices, vectors, numerical solvers, and related algorithms.
For more information go to http://eigen.tuxfamily.org/.
For pull request, bug reports, and feature requests, go to https://gitlab.com/libeigen/eigen.
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