tree 1b899f65c390a581299562bbc857cb9ca0950ccd
parent 84fdac38e033c8f9a63c6e6fca7b44219110f7df
author Johannes Beck <Jodebo_Beck@gmx.de> 1585033543 +0100
committer Sameer Agarwal <sameeragarwal@google.com> 1585075412 +0000

Change SVD algorithm in covariance computation.

Switch from JacobiSVD to BDCSVD in
ComputeCovarianceValuesUsingDenseSVD. This should increase
the performance for larger covariance matrices. See
https://eigen.tuxfamily.org/dox/classEigen_1_1BDCSVD.html

Change-Id: Icde4dec89f506b638b0f9f1aee3b7cfc9e4d72fc