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class Bidiagonal Divide and Conquer SVD More...
Public Member Functions | |
BDCSVD (const MatrixType &matrix, unsigned int computationOptions=0) | |
Constructor performing the decomposition of given matrix. | |
BDCSVD (Index rows, Index cols, unsigned int computationOptions=0) | |
Default Constructor with memory preallocation. | |
BDCSVD () | |
Default Constructor. | |
template<> | |
SVDBase< Matrix< int, Dynamic, Dynamic > > & | compute (const MatrixType &matrix, unsigned int computationOptions) |
Method performing the decomposition of given matrix using custom options. | |
SVDBase< MatrixType > & | compute (const MatrixType &matrix) |
Method performing the decomposition of given matrix using current options. | |
SVDBase< MatrixType > & | compute (const MatrixType &matrix, unsigned int computationOptions) |
Method performing the decomposition of given matrix using custom options. | |
bool | computeU () const |
bool | computeV () const |
const MatrixUType & | matrixU () const |
const MatrixVType & | matrixV () const |
Index | nonzeroSingularValues () const |
const SingularValuesType & | singularValues () const |
template<typename Rhs > | |
const internal::solve_retval < BDCSVD, Rhs > | solve (const MatrixBase< Rhs > &b) const |
class Bidiagonal Divide and Conquer SVD
MatrixType | the type of the matrix of which we are computing the SVD decomposition We plan to have a very similar interface to JacobiSVD on this class. It should be used to speed up the calcul of SVD for big matrices. |
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 | ( | 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.
BDCSVD | ( | const MatrixType & | matrix, | |
unsigned int | computationOptions = 0 | |||
) | [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.
References BDCSVD< _MatrixType >::compute().
SVDBase< Matrix< int, Dynamic, Dynamic > > & compute | ( | const MatrixType & | matrix, | |
unsigned int | computationOptions | |||
) | [inline] |
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.
Reimplemented from SVDBase< _MatrixType >.
SVDBase<MatrixType>& compute | ( | const MatrixType & | matrix | ) | [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).
Reimplemented from SVDBase< _MatrixType >.
References BDCSVD< _MatrixType >::compute().
SVDBase< MatrixType > & compute | ( | const MatrixType & | matrix, | |
unsigned int | computationOptions | |||
) | [inline] |
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.
Reimplemented from SVDBase< _MatrixType >.
Referenced by BDCSVD< _MatrixType >::BDCSVD(), and BDCSVD< _MatrixType >::compute().
bool computeU | ( | ) | const [inline, inherited] |
Referenced by SVDBase< _MatrixType >::matrixU(), BDCSVD< _MatrixType >::matrixU(), and BDCSVD< _MatrixType >::matrixV().
bool computeV | ( | ) | const [inline, inherited] |
Referenced by BDCSVD< _MatrixType >::matrixU(), SVDBase< _MatrixType >::matrixV(), and BDCSVD< _MatrixType >::matrixV().
const MatrixUType& matrixU | ( | ) | const [inline] |
For the SVDBase decomposition of a n-by-p matrix, letting m be the minimum of n and p, the U matrix is n-by-n if you asked for ComputeFullU, and is n-by-m if you asked for ComputeThinU.
The m first columns of U are the left singular vectors of the matrix being decomposed.
This method asserts that you asked for U to be computed.
Reimplemented from SVDBase< _MatrixType >.
References SVDBase< _MatrixType >::computeU(), and SVDBase< _MatrixType >::computeV().
const MatrixVType& matrixV | ( | ) | const [inline] |
For the SVD decomposition of a n-by-p matrix, letting m be the minimum of n and p, the V matrix is p-by-p if you asked for ComputeFullV, and is p-by-m if you asked for ComputeThinV.
The m first columns of V are the right singular vectors of the matrix being decomposed.
This method asserts that you asked for V to be computed.
Reimplemented from SVDBase< _MatrixType >.
References SVDBase< _MatrixType >::computeU(), and SVDBase< _MatrixType >::computeV().
Index nonzeroSingularValues | ( | ) | const [inline, inherited] |
const SingularValuesType& singularValues | ( | ) | const [inline, inherited] |
For the SVD decomposition of a n-by-p matrix, letting m be the minimum of n and p, the returned vector has size m. Singular values are always sorted in decreasing order.
const internal::solve_retval<BDCSVD, Rhs> solve | ( | const MatrixBase< Rhs > & | b | ) | const [inline] |
b | the right - hand - side of the equation to solve. |