eigen/Eigen
Benoit Jacob 22d65d47d0 finally, the good approach was two-sided Jacobi. Indeed, it allows
to guarantee the precision of the output, which is very valuable.
Here, we guarantee that the diagonal matrix returned by the SVD is
actually diagonal, to machine precision.

Performance isn't bad at all at 50% of the current householder SVD
performance for a 200x200 matrix (no vectorization) and we have
lots of room for improvement.
2009-08-12 02:35:07 -04:00
..
src finally, the good approach was two-sided Jacobi. Indeed, it allows 2009-08-12 02:35:07 -04:00
Array * rename PartialRedux to VectorwiseOp 2009-06-10 11:20:30 +02:00
Cholesky
CMakeLists.txt
Core more product refactoring 2009-08-06 12:20:02 +02:00
Dense add "Dense" header 2009-06-19 19:09:35 +02:00
Eigen add Eigen/Eigen 2009-06-19 20:46:55 +02:00
Geometry switch from eigensolver to SVD which seems to be more accurate with float 2009-07-06 11:15:38 +02:00
Householder add new Householder module 2009-08-03 16:06:57 +02:00
Jacobi * add Jacobi transformations 2009-08-09 16:58:13 +02:00
LeastSquares reimplement linearRegression on top of fitHyperplane which is much better 2009-05-05 17:15:35 +00:00
LU add partial-pivoting LU decomposition 2009-05-13 02:02:22 +00:00
QR minor compilation fixes for Sun CC and ICC 2009-07-20 13:27:41 +02:00
QtAlignedMalloc fix #3, remove inline keywords in QtAlignedMalloc (MSVC fix) 2009-05-18 18:09:21 +02:00
Sparse add a SparseNestByValue expression and fix issue in sparse adjoint evaluation 2009-07-13 14:55:03 +02:00
StdVector remove sentence "Eigen itself is part of the KDE project." 2009-05-22 20:25:33 +02:00
SVD remove #include Bidiagonalization, and add missing ";" 2009-08-11 15:08:03 +02:00