namespace Eigen { /** \page TopicLinearAlgebraDecompositions Linear algebra and decompositions \section TopicLinAlgBigTable Catalogue of decompositions offered by Eigen
| Generic information, not Eigen-specific | Eigen-specific | |||||||
| Decomposition | Requirements on the matrix | Speed | Algorithm reliability and accuracy | Rank-revealing | Allows to compute (besides linear solving) | Linear solver provided by Eigen | Maturity of Eigen's implementation | Optimizations |
| PartialPivLU | Invertible | Fast | Depends on condition number | - | - | Yes | Excellent | Blocking |
| FullPivLU | - | Slow | Proven | Yes | - | Yes | Excellent | - |
| HouseholderQR | - | Fast | Depends on condition number | - | Orthogonalization | Yes | Excellent | Blocking |
| ColPivHouseholderQR | - | Fast | Good | Yes | Orthogonalization | Yes | Excellent | Soon: blocking |
| FullPivHouseholderQR | - | Slow | Proven | Yes | Orthogonalization | Yes | Average | - |
| LLT | Positive definite | Very fast | Depends on condition number | - | - | Yes | Excellent | Blocking \n Soon: meta unroller |
| LDLT | Positive or negative semidefinite | Very fast | Good | - | - | Yes | Excellent | Soon: blocking |
| SVD | - | Average | Good | Yes | Singular values/vectors, least squares | Yes | Average | - |
| JacobiSVD | - | Slow (but fast for small matrices) | Proven | Yes | Singular values/vectors, least squares | - | Excellent | - |
| SelfAdjointEigenSolver | Self-adjoint | Fast, depends on condition number | Good | Yes | Eigenvalues/vectors | - | Good | Soon: specializations for 2x2 and 3x3 |
| ComplexEigenSolver | Square | Slow, depends on condition number | Depends on condition number | Yes | Eigenvalues/vectors | - | Average | - |
| EigenSolver | Square and real | Average, depends on condition number | Depends on condition number | Yes | Eigenvalues/vectors | - | TODO Jitse answer this | - |
| GeneralizedSelfAdjointEigenSolver | Square | Fast, depends on condition number | Depends on condition number | - | Generalized eigenvalues/vectors | - | Good | - |
| RealSchur | Square and real | Average, depends on condition number | Depends on condition number | Yes | - | - | TODO Jitse answer this | - |
| ComplexSchur | Square and real | Slow, depends on condition number | Depends on condition number | Yes | - | - | Average | - |
| UpperBidiagonalization | rows >= columns | Fast | Good | - | - | - | Good | - |
| Tridiagonalization | Self-adjoint | Fast | Good | - | - | - | Good | Soon: blocking |
| HessenbergDecomposition | - | Average | Good | - | - | - | Good | Soon: blocking |