bug #1538: update manual pages regarding BDCSVD.

This commit is contained in:
Gael Guennebaud
2018-04-11 10:46:11 +02:00
parent c91906b065
commit e798466871
4 changed files with 39 additions and 7 deletions

View File

@@ -73,7 +73,7 @@ depending on your matrix and the trade-off you want to make:
<td>ColPivHouseholderQR</td>
<td>colPivHouseholderQr()</td>
<td>None</td>
<td>++</td>
<td>+</td>
<td>-</td>
<td>+++</td>
</tr>
@@ -85,6 +85,14 @@ depending on your matrix and the trade-off you want to make:
<td>- -</td>
<td>+++</td>
</tr>
<tr class="alt">
<td>CompleteOrthogonalDecomposition</td>
<td>completeOrthogonalDecomposition()</td>
<td>None</td>
<td>+</td>
<td>-</td>
<td>+++</td>
</tr>
<tr class="alt">
<td>LLT</td>
<td>llt()</td>
@@ -101,15 +109,24 @@ depending on your matrix and the trade-off you want to make:
<td>+</td>
<td>++</td>
</tr>
<tr class="alt">
<td>BDCSVD</td>
<td>bdcSvd()</td>
<td>None</td>
<td>-</td>
<td>-</td>
<td>+++</td>
</tr>
<tr class="alt">
<td>JacobiSVD</td>
<td>jacobiSvd()</td>
<td>None</td>
<td>- -</td>
<td>-</td>
<td>- - -</td>
<td>+++</td>
</tr>
</table>
To get an overview of the true relative speed of the different decompositions, check this \link DenseDecompositionBenchmark benchmark \endlink.
All of these decompositions offer a solve() method that works as in the above example.
@@ -183,8 +200,11 @@ Here is an example:
\section TutorialLinAlgLeastsquares Least squares solving
The most accurate method to do least squares solving is with a SVD decomposition. Eigen provides one
as the JacobiSVD class, and its solve() is doing least-squares solving.
The most accurate method to do least squares solving is with a SVD decomposition.
Eigen provides two implementations.
The recommended one is the BDCSVD class, which scale well for large problems
and automatically fall-back to the JacobiSVD class for smaller problems.
For both classes, their solve() method is doing least-squares solving.
Here is an example:
<table class="example">