Eigen  3.3.4
Eigen::BDCSVD< _MatrixType > Class Template Reference

Detailed Description

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

class Bidiagonal Divide and Conquer SVD

Template Parameters
_MatrixTypethe 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 >:

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...
 
BDCSVDcompute (const MatrixType &matrix, unsigned int computationOptions)
 Method performing the decomposition of given matrix using custom options. More...
 
BDCSVDcompute (const MatrixType &matrix)
 Method performing the decomposition of given matrix using current options. More...
 
- Public Member Functions inherited from Eigen::SVDBase< BDCSVD< _MatrixType > >
bool computeU () const
 
bool computeV () const
 
const MatrixUTypematrixU () const
 
const MatrixVTypematrixV () 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

- Public Types inherited from Eigen::SVDBase< BDCSVD< _MatrixType > >
typedef Eigen::Index Index
 
- Protected Member Functions inherited from Eigen::SVDBase< BDCSVD< _MatrixType > >
 SVDBase ()
 Default Constructor. More...
 

Constructor & Destructor Documentation

◆ BDCSVD() [1/3]

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&).

◆ BDCSVD() [2/3]

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()

◆ BDCSVD() [3/3]

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

Constructor performing the decomposition of given matrix.

Parameters
matrixthe matrix to decompose
computationOptionsoptional 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.

Member Function Documentation

◆ compute() [1/2]

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
matrixthe matrix to decompose
computationOptionsoptional 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.

◆ compute() [2/2]

template<typename _MatrixType>
BDCSVD& Eigen::BDCSVD< _MatrixType >::compute ( const MatrixType &  matrix)
inline

Method performing the decomposition of given matrix using current options.

Parameters
matrixthe matrix to decompose

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


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