|Re: [eigen] Problem with LU and Cholesky inversion|
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On Monday 13 October 2008 16:04:24 Gael Guennebaud wrote:
> Hi List,
> bug fixed in revision 870935. As I said the bug was in fact a shortcoming
> in solveTriangular() and the current solution is to evaluate the right-hand
> side to a column major matrix if it is not already the case. So regarding
> performance, it is (currently) better to use col-major matrices for the
> right hand side if possible.
> Later I plane to implement much more efficient triangular solvers when the
> rhs is not a vector (currently it processes the rhs one column at once)
Thanks a lot for this big commit.
Just FYI, the matrix inversion code relies on triangular solving with a rhs
that's the identity matrix, so any speed improvement in solving with
non-vector rhs would benefit at least to matrix inversion (however I am
finding the current performance to be very good already).