New divide-and-conquer SVD

Submitted by Benoit Jacob

Assigned to Nobody

Link to original bugzilla bug (#67)

Description

The old SVD has been removed. Need to write a shiny new DivConqSVD implementing Jessup-Sorensen divide-and-conquer SVD, with an efficient (i.e. blocked) bidiagonalization step, and with a fancy API allowing to compute/apply U and V on demand after the decomposition has been done.

See mails to list.

Blocking

#19 #558 (closed)

Edited by Eigen Bugzilla