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bug #1538: update manual pages regarding BDCSVD.
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@@ -73,7 +73,7 @@ depending on your matrix and the trade-off you want to make:
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<td>ColPivHouseholderQR</td>
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<td>colPivHouseholderQr()</td>
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<td>None</td>
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<td>++</td>
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<td>+</td>
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<td>-</td>
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<td>+++</td>
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</tr>
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@@ -85,6 +85,14 @@ depending on your matrix and the trade-off you want to make:
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<td>- -</td>
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<td>+++</td>
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</tr>
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<tr class="alt">
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<td>CompleteOrthogonalDecomposition</td>
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<td>completeOrthogonalDecomposition()</td>
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<td>None</td>
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<td>+</td>
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<td>-</td>
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<td>+++</td>
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</tr>
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<tr class="alt">
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<td>LLT</td>
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<td>llt()</td>
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@@ -101,15 +109,24 @@ depending on your matrix and the trade-off you want to make:
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<td>+</td>
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<td>++</td>
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</tr>
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<tr class="alt">
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<td>BDCSVD</td>
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<td>bdcSvd()</td>
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<td>None</td>
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<td>-</td>
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<td>-</td>
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<td>+++</td>
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</tr>
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<tr class="alt">
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<td>JacobiSVD</td>
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<td>jacobiSvd()</td>
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<td>None</td>
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<td>- -</td>
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<td>-</td>
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<td>- - -</td>
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<td>+++</td>
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</tr>
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</table>
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To get an overview of the true relative speed of the different decompositions, check this \link DenseDecompositionBenchmark benchmark \endlink.
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All of these decompositions offer a solve() method that works as in the above example.
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@@ -183,8 +200,11 @@ Here is an example:
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\section TutorialLinAlgLeastsquares Least squares solving
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The most accurate method to do least squares solving is with a SVD decomposition. Eigen provides one
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as the JacobiSVD class, and its solve() is doing least-squares solving.
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The most accurate method to do least squares solving is with a SVD decomposition.
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Eigen provides two implementations.
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The recommended one is the BDCSVD class, which scale well for large problems
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and automatically fall-back to the JacobiSVD class for smaller problems.
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For both classes, their solve() method is doing least-squares solving.
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Here is an example:
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<table class="example">
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