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Added a SVD module:

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- 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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@@ -201,6 +201,7 @@ ALIASES = "only_for_vectors=This is only for vectors (either row-
"lu_module=This is defined in the %LU module. \code #include <Eigen/LU> \endcode" \
"cholesky_module=This is defined in the %Cholesky module. \code #include <Eigen/Cholesky> \endcode" \
"qr_module=This is defined in the %QR module. \code #include <Eigen/QR> \endcode" \
"svd_module=This is defined in the %SVD module. \code #include <Eigen/SVD> \endcode" \
"geometry_module=This is defined in the %Geometry module. \code #include <Eigen/Geometry> \endcode" \
"regression_module=This is defined in the %Regression module. \code #include <Eigen/Regression> \endcode" \
"addexample=\anchor" \