[eigen] Divide & conquer SVD algorithm

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Hello,

We are a group of 3 students from the Ensimag, a French computer science engineering school. We hope to contribute to the improvement of Eigen as part of our end-of-the-year project.

After reading through the todo list, and following our teachers' advice, we have come up with a plan.

First, we would need to get used to the code and the specific array functionalities, so we thought we would try and develop the "shift" or "rotate" functions of the Array Module. We saw that the todo list was not up-to-date though, so we would require your confirmation that the job is still needed before getting down to it. We are hoping that the implementation of these functions will not be too hard or long.

Then, we are planning to continue the work of our fellow students of the Ensimag from last year, who were trying to improve the SVD by developping a divide & conquer algorithm. Their work was very promising and their algorithm was slightly faster than the Jocobi SVD algorithm. However, they did not have time to finish the implementation of their divide & conquer: they were missing one step, the last one, which they explained step by step in their todoBDcsvd.txt document. If we manage to finish the job, the calculation time should become o(n^2).

Best regards,
Imène, Bediss, and Tristan.




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