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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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test/CMakeLists.txt
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@@ -106,5 +106,6 @@ EI_ADD_TEST(qr)
EI_ADD_TEST(eigensolver)
EI_ADD_TEST(geometry)
EI_ADD_TEST(regression)
EI_ADD_TEST(svd)
ENDIF(BUILD_TESTS)