v3.1.0

• Metrics (convergence status, number of iterations) are now reported in their own dedicated Metrics class from compute() and pca(). This also includes the number of matrix multiplications that were performed.
• Increase the default choice of Options::work to be equal to the requested number of singular triplets (or 7, whichever is larger). This improves convergence at the cost of greater memory usage.
• Switch to modified Gram-Schmidt orthogonalization for a small speed boost.
• Switch to Eigen's BDCSVD class for the internal SVD, which is much faster for large number + work.
• Switch to an unset std::optional for Options::singular_value_ratio_tolerance and Options::invariant_subset_tolerance, which is more understandable than the negative sentinel value that we were previously using.
• Improve efficiency of multiplication in ParallelSparseMatrix. This has the side-effect of giving (very slightly) different results depending on the specified number of threads, due to differences in the error of reordered floating-point summations.

v3.0.1

• Protect against zero-extent matrices, which cause Eigen's SVD to abort.

v3.0.0

• Switch to Eigen 5.0.0.
• Overhaul the Matrix interfaces to support both compile- and run-time polymorphism.
• Renamed compute() overload to pca() with its dedicated return struct PcaResults.
• Template the Options and turn init into an optional<EigenVector_> for safety.

v2.0.2

• Fixed templating of Centered in the compute() overload when scaling and/or centering is requested. This would cause compile-time errors in most cases, except if a sparse Eigen matrix was supplied, in which case it would introduce a run-time dangling reference due to an automatic cast to a temporary Eigen::MatrixXd.

v2.0.1

• Minor efficiency improvements for the wrapper classes.
• Switch to subpar for parallelization, wrapped by a new irlba::parallelize() function.

v2.0.0

Major refactor to use a more functional style. The irlba::Irlba class has been replaced with a regular function irlba::compute(), with options being passed in via irlba::Options. This is probably more intuitive than the parameter setters and Defaults options.

Also templated the various Eigen parameters so that users can choose between doubles and floats.