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Eigen (C++ library): Difference between revisions
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*<code>-DEIGEN_NO_DEBUG</code> Set preprocessor define for eigen optimizations | *<code>-DEIGEN_NO_DEBUG</code> Set preprocessor define for eigen optimizations | ||
*<code>-fopenmp</code> OpenMP parallel execution | *<code>-fopenmp</code> OpenMP parallel execution | ||
==Math== | |||
===SVD=== | |||
Eigen comes with a few SVD implementations in its [https://eigen.tuxfamily.org/dox/group__SVD__Module.html SVD Module].<br> | |||
If you only need low-rank approximations then you may be interested in randomized SVD.<br> | |||
[https://github.com/kazuotani14/RandomizedSvd Github Implementation]<br> | |||
[https://arxiv.org/abs/0909.4061 Finding structure with randomness paper]<br> | |||
[https://research.fb.com/blog/2014/09/fast-randomized-svd/ Facebook Blog post] | |||