add Gram-Schmidt process #11

[felipeZ]

Changes

Add Gram-Schmidt orthonormalization process

implements #11

[codecov-commenter]

Codecov Report

Merging #15 into master will increase coverage by 0.1%.
The diff coverage is 100.0%.

@@           Coverage Diff            @@
##           master     #15     +/-   ##
========================================
+ Coverage    92.1%   92.3%   +0.1%     
========================================
  Files          39      40      +1     
  Lines        1610    1647     +37     
========================================
+ Hits         1484    1521     +37     
  Misses        126     126             

Impacted Files	Coverage Δ
include/Spectra/LinAlg/Orthogonalization.h	100.0% <100.0%> (ø)

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[JensWehner]

Do you want to implement the twice is enough here as well?

[NicoRenaud]

class or not class :)

[NicoRenaud]

few things to change but good :)

[JensWehner]

Twice is enough is not implemented yet and Tests for the other orthogonalisation methods are missing.

[JensWehner]

I like all of it, apart form the check_sanity. I think we should split it into two:

Assert_leftColsToSkipRange()

and maybe treatfirstColumn()

[JensWehner]

more small changes

[JensWehner]

Nice work

[yixuan]

#include <Eigen/QR> seems sufficient. #include <Eigen/Dense> will also include many heavy solvers such as LU, SVD, etc.