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JacobiSVD:

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* fix preallocating constructors, allocate U and V of the right size for computation options
  * complete documentation and internal comments
  * improve unit test, test inf/nan values
This commit is contained in:
Benoit Jacob
2010-10-14 10:14:43 -04:00
parent 47197065da
commit 8f0e80fe30
3 changed files with 186 additions and 61 deletions
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9
doc/snippets/JacobiSVD_basic.cpp Normal file
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MatrixXf m = MatrixXf::Random(3,2);
cout << "Here is the matrix m:" << endl << m << endl;
JacobiSVD<MatrixXf> svd(m, ComputeThinU | ComputeThinV);
cout << "Its singular values are:" << endl << svd.singularValues() << endl;
cout << "Its left singular vectors are the columns of the thin U matrix:" << endl << svd.matrixU() << endl;
cout << "Its right singular vectors are the columns of the thin V matrix:" << endl << svd.matrixV() << endl;
Vector3f rhs(1, 0, 0);
cout << "Now consider this rhs vector:" << endl << rhs << endl;
cout << "A least-squares solution of m*x = rhs is:" << endl << svd.solve(rhs) << endl;