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-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>