摘要：
因为我在看PCA，所以我看到了矩阵运算库Engine。
因为在看PCA，看到了矩阵运算库Engine。
官网教程：http://eigen.tuxfamily.org/dox/group__TutorialMatrixClass.html
Eigen简单上手使用要实现相应的功能只需要包含头相应的头文件即可：
| Core | #include <Eigen/Core> | Matrix and Array classes, basic linear algebra (including triangular and selfadjoint products), array manipulation |
| Geometry | #include <Eigen/Geometry> | Transform, Translation, Scaling, Rotation2D and 3D rotations (Quaternion, AngleAxis) |
| LU | #include <Eigen/LU> | Inverse, determinant, LU decompositions with solver (FullPivLU, PartialPivLU) |
| Cholesky | #include <Eigen/Cholesky> | LLT and LDLT Cholesky factorization with solver |
| Householder | #include <Eigen/Householder> | Householder transformations; this module is used by several linear algebra modules |
| SVD | #include <Eigen/SVD> | SVD decomposition with least-squares solver (JacobiSVD) |
| QR | #include <Eigen/QR> | QR decomposition with solver (HouseholderQR, ColPivHouseholderQR, FullPivHouseholderQR) |
| Eigenvalues | #include <Eigen/Eigenvalues> | Eigenvalue, eigenvector decompositions (EigenSolver, SelfAdjointEigenSolver,ComplexEigenSolver) |
| Sparse | #include <Eigen/Sparse> | Sparse matrix storage and related basic linear algebra (SparseMatrix, DynamicSparseMatrix,SparseVector) |
#include <Eigen/Dense> | Includes Core, Geometry, LU, Cholesky, SVD, QR, and Eigenvalues header files | |
#include <Eigen/Eigen> | Includes Dense and Sparse header files (the whole Eigen library) |
基本的矩阵运算只需要包含Dense即可