Move D&C SVD to official SVD module.

Eigen/SVD

@@ -12,20 +12,25 @@
   *
   *
   * This module provides SVD decomposition for matrices (both real and complex).
-  * This decomposition is accessible via the following MatrixBase method:
+  * Two decomposition algorithms are provided:
+  *  - JacobiSVD implementing two-sided Jacobi iterations is numerically very accurate, fast for small matrices, but very slow for larger ones.
+  *  - BDCSVD implementing a recursive divide & conquer strategy on top of an upper-bidiagonalization which remains fast for large problems.
+  * These decompositions are accessible via the respective classes and following MatrixBase methods:
   *  - MatrixBase::jacobiSvd()
+  *  - MatrixBase::bdcSvd()
   *
   * \code
   * #include <Eigen/SVD>
   * \endcode
   */
 
+#include "src/SVD/UpperBidiagonalization.h"
 #include "src/SVD/SVDBase.h"
 #include "src/SVD/JacobiSVD.h"
+#include "src/SVD/BDCSVD.h"
 #if defined(EIGEN_USE_LAPACKE) && !defined(EIGEN_USE_LAPACKE_STRICT)
 #include "src/SVD/JacobiSVD_MKL.h"
 #endif
-#include "src/SVD/UpperBidiagonalization.h"
 
 #include "src/Core/util/ReenableStupidWarnings.h"
 

Eigen/src/Core/MatrixBase.h

@@ -390,6 +390,7 @@ template<typename Derived> class MatrixBase
 /////////// SVD module ///////////
 
     JacobiSVD<PlainObject> jacobiSvd(unsigned int computationOptions = 0) const;
+    BDCSVD<PlainObject>    bdcSvd(unsigned int computationOptions = 0) const;
 
 /////////// Geometry module ///////////
 

Eigen/src/Core/util/ForwardDeclarations.h

@@ -251,6 +251,7 @@ template<typename MatrixType> class HouseholderQR;
 template<typename MatrixType> class ColPivHouseholderQR;
 template<typename MatrixType> class FullPivHouseholderQR;
 template<typename MatrixType, int QRPreconditioner = ColPivHouseholderQRPreconditioner> class JacobiSVD;
+template<typename MatrixType> class BDCSVD;
 template<typename MatrixType, int UpLo = Lower> class LLT;
 template<typename MatrixType, int UpLo = Lower> class LDLT;
 template<typename VectorsType, typename CoeffsType, int Side=OnTheLeft> class HouseholderSequence;