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authorYi Kong <yikong@google.com>2022-02-25 16:41:05 +0000
committerAutomerger Merge Worker <android-build-automerger-merge-worker@system.gserviceaccount.com>2022-02-25 16:41:05 +0000
commitbc0f5df265caa21a2120c22453655a7fcc941991 (patch)
treefb979fb4cf4f8052c8cc66b1ec9516d91fcd859b /doc/TopicLinearAlgebraDecompositions.dox
parent8fd413e275f78a4c240f1442ce5cf77c73a20a55 (diff)
parent7cb50013986f04dce5fac87bebf319bb8db37a36 (diff)
downloadeigen-android-13.0.0_r53.tar.gz
Merge changes Iee153445,Iee274471 am: 79df15ea88 am: 10f298fc41 am: 7cb5001398t_frc_odp_330442040t_frc_odp_330442000t_frc_ase_330444010android-wear-13.0.0-gpl_r3android-wear-13.0.0-gpl_r2android-wear-13.0.0-gpl_r1android-vts-13.0_r8android-vts-13.0_r7android-vts-13.0_r6android-vts-13.0_r5android-vts-13.0_r4android-vts-13.0_r3android-vts-13.0_r2android-t-qpr3-beta-3-gplandroid-t-qpr3-beta-1-gplandroid-t-qpr2-beta-3-gplandroid-t-qpr2-beta-2-gplandroid-t-qpr1-beta-3-gplandroid-t-qpr1-beta-1-gplandroid-cts-13.0_r8android-cts-13.0_r7android-cts-13.0_r6android-cts-13.0_r5android-cts-13.0_r4android-cts-13.0_r3android-cts-13.0_r2android-13.0.0_r83android-13.0.0_r82android-13.0.0_r81android-13.0.0_r80android-13.0.0_r79android-13.0.0_r78android-13.0.0_r77android-13.0.0_r76android-13.0.0_r75android-13.0.0_r74android-13.0.0_r73android-13.0.0_r72android-13.0.0_r71android-13.0.0_r70android-13.0.0_r69android-13.0.0_r68android-13.0.0_r67android-13.0.0_r66android-13.0.0_r65android-13.0.0_r64android-13.0.0_r63android-13.0.0_r62android-13.0.0_r61android-13.0.0_r60android-13.0.0_r59android-13.0.0_r58android-13.0.0_r57android-13.0.0_r56android-13.0.0_r55android-13.0.0_r54android-13.0.0_r53android-13.0.0_r52android-13.0.0_r51android-13.0.0_r50android-13.0.0_r49android-13.0.0_r48android-13.0.0_r47android-13.0.0_r46android-13.0.0_r45android-13.0.0_r44android-13.0.0_r43android-13.0.0_r42android-13.0.0_r41android-13.0.0_r40android-13.0.0_r39android-13.0.0_r38android-13.0.0_r37android-13.0.0_r36android-13.0.0_r35android-13.0.0_r34android-13.0.0_r33android-13.0.0_r32android-13.0.0_r30android-13.0.0_r29android-13.0.0_r28android-13.0.0_r27android-13.0.0_r24android-13.0.0_r23android-13.0.0_r22android-13.0.0_r21android-13.0.0_r20android-13.0.0_r19android-13.0.0_r18android-13.0.0_r17android-13.0.0_r16aml_go_odp_330912000aml_go_ads_330915100aml_go_ads_330915000aml_go_ads_330913000android13-tests-releaseandroid13-tests-devandroid13-qpr3-s9-releaseandroid13-qpr3-s8-releaseandroid13-qpr3-s7-releaseandroid13-qpr3-s6-releaseandroid13-qpr3-s5-releaseandroid13-qpr3-s4-releaseandroid13-qpr3-s3-releaseandroid13-qpr3-s2-releaseandroid13-qpr3-s14-releaseandroid13-qpr3-s13-releaseandroid13-qpr3-s12-releaseandroid13-qpr3-s11-releaseandroid13-qpr3-s10-releaseandroid13-qpr3-s1-releaseandroid13-qpr3-releaseandroid13-qpr3-c-s8-releaseandroid13-qpr3-c-s7-releaseandroid13-qpr3-c-s6-releaseandroid13-qpr3-c-s5-releaseandroid13-qpr3-c-s4-releaseandroid13-qpr3-c-s3-releaseandroid13-qpr3-c-s2-releaseandroid13-qpr3-c-s12-releaseandroid13-qpr3-c-s11-releaseandroid13-qpr3-c-s10-releaseandroid13-qpr3-c-s1-releaseandroid13-qpr2-s9-releaseandroid13-qpr2-s8-releaseandroid13-qpr2-s7-releaseandroid13-qpr2-s6-releaseandroid13-qpr2-s5-releaseandroid13-qpr2-s3-releaseandroid13-qpr2-s2-releaseandroid13-qpr2-s12-releaseandroid13-qpr2-s11-releaseandroid13-qpr2-s10-releaseandroid13-qpr2-s1-releaseandroid13-qpr2-releaseandroid13-qpr2-b-s1-releaseandroid13-qpr1-s8-releaseandroid13-qpr1-s7-releaseandroid13-qpr1-s6-releaseandroid13-qpr1-s5-releaseandroid13-qpr1-s4-releaseandroid13-qpr1-s3-releaseandroid13-qpr1-s2-releaseandroid13-qpr1-s1-releaseandroid13-qpr1-releaseandroid13-mainline-go-adservices-releaseandroid13-frc-odp-releaseandroid13-devandroid13-d4-s2-releaseandroid13-d4-s1-releaseandroid13-d4-releaseandroid13-d3-s1-releaseandroid13-d2-releaseandroid-wear-13.0.0-gpl_r1
Original change: https://android-review.googlesource.com/c/platform/external/eigen/+/1999079 Change-Id: I4c76dc5ddc7fb0ae9fc42436f28bd8bf9de50a97
Diffstat (limited to 'doc/TopicLinearAlgebraDecompositions.dox')
-rw-r--r--doc/TopicLinearAlgebraDecompositions.dox32
1 files changed, 28 insertions, 4 deletions
diff --git a/doc/TopicLinearAlgebraDecompositions.dox b/doc/TopicLinearAlgebraDecompositions.dox
index 491470627..402b3769e 100644
--- a/doc/TopicLinearAlgebraDecompositions.dox
+++ b/doc/TopicLinearAlgebraDecompositions.dox
@@ -4,7 +4,7 @@ namespace Eigen {
This page presents a catalogue of the dense matrix decompositions offered by Eigen.
For an introduction on linear solvers and decompositions, check this \link TutorialLinearAlgebra page \endlink.
-To get an overview of the true relative speed of the different decomposition, check this \link DenseDecompositionBenchmark benchmark \endlink.
+To get an overview of the true relative speed of the different decompositions, check this \link DenseDecompositionBenchmark benchmark \endlink.
\section TopicLinAlgBigTable Catalogue of decompositions offered by Eigen
@@ -72,7 +72,7 @@ To get an overview of the true relative speed of the different decomposition, ch
<td>Orthogonalization</td>
<td>Yes</td>
<td>Excellent</td>
- <td><em>Soon: blocking</em></td>
+ <td><em>-</em></td>
</tr>
<tr>
@@ -88,6 +88,18 @@ To get an overview of the true relative speed of the different decomposition, ch
</tr>
<tr class="alt">
+ <td>CompleteOrthogonalDecomposition</td>
+ <td>-</td>
+ <td>Fast</td>
+ <td>Good</td>
+ <td>Yes</td>
+ <td>Orthogonalization</td>
+ <td>Yes</td>
+ <td>Excellent</td>
+ <td><em>-</em></td>
+ </tr>
+
+ <tr>
<td>LLT</td>
<td>Positive definite</td>
<td>Very fast</td>
@@ -99,7 +111,7 @@ To get an overview of the true relative speed of the different decomposition, ch
<td>Blocking</td>
</tr>
- <tr>
+ <tr class="alt">
<td>LDLT</td>
<td>Positive or negative semidefinite<sup><a href="#note1">1</a></sup></td>
<td>Very fast</td>
@@ -114,6 +126,18 @@ To get an overview of the true relative speed of the different decomposition, ch
<tr><th class="inter" colspan="9">\n Singular values and eigenvalues decompositions</th></tr>
<tr>
+ <td>BDCSVD (divide \& conquer)</td>
+ <td>-</td>
+ <td>One of the fastest SVD algorithms</td>
+ <td>Excellent</td>
+ <td>Yes</td>
+ <td>Singular values/vectors, least squares</td>
+ <td>Yes (and does least squares)</td>
+ <td>Excellent</td>
+ <td>Blocked bidiagonalization</td>
+ </tr>
+
+ <tr>
<td>JacobiSVD (two-sided)</td>
<td>-</td>
<td>Slow (but fast for small matrices)</td>
@@ -248,7 +272,7 @@ To get an overview of the true relative speed of the different decomposition, ch
<dt><b>Blocking</b></dt>
<dd>Means the algorithm can work per block, whence guaranteeing a good scaling of the performance for large matrices.</dd>
<dt><b>Implicit Multi Threading (MT)</b></dt>
- <dd>Means the algorithm can take advantage of multicore processors via OpenMP. "Implicit" means the algortihm itself is not parallelized, but that it relies on parallelized matrix-matrix product rountines.</dd>
+ <dd>Means the algorithm can take advantage of multicore processors via OpenMP. "Implicit" means the algortihm itself is not parallelized, but that it relies on parallelized matrix-matrix product routines.</dd>
<dt><b>Explicit Multi Threading (MT)</b></dt>
<dd>Means the algorithm is explicitly parallelized to take advantage of multicore processors via OpenMP.</dd>
<dt><b>Meta-unroller</b></dt>