Re: [eigen] Problem with LU and Cholesky inversion |
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Hello list,
after running into numerical trouble when implementing a convex optimizer, I wrote this small test (see attachment). It inverses a positive semidefinite matrix using all the methods available in eigen. Can you tell me if I am doing a mistake here or if it exposes a bug in LU and Cholesky modules?
Thanks in advance
Tim Hunter
--
Timothy Hunter
Student (Stanford University)
T. 404 421 3075
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