Added a SVD module:

- the decompostion code has been adfapted from JAMA
 - handles non square matrices of size MxN with M>=N
 - does not work for complex matrices
 - includes a solver where the parts corresponding to zero singular values are set to zero
This commit is contained in:
Gael Guennebaud
2008-08-19 17:52:04 +00:00
parent 54137f1ca7
commit 104f8fd36e
7 changed files with 587 additions and 0 deletions

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@@ -98,6 +98,7 @@ void ei_cache_friendly_product(
template<typename MatrixType> class LU;
template<typename MatrixType> class QR;
template<typename MatrixType> class SVD;
template<typename MatrixType> class Cholesky;
template<typename MatrixType> class CholeskyWithoutSquareRoot;