Re: [eigen] Problem with LU and Cholesky inversion

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Hi Timothy,

thanks for finding another bug. In fact the bug you hit was marked as a FIXME in TriangularSolver, so I know what have to be done, and I'll do it as soon as I have time.

in your example, if you first evaluate A to:

DMatrixType B = A.transpose();

and call
V2 = hessianChol.solve(B);

then it is OK.


On Thu, Oct 9, 2008 at 6:44 PM, Timothy Hunter <tjhunter@xxxxxxxxxxxx> wrote:

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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