|Re: [eigen] cache-friendly matrix inverse|
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[ Apologies to Benoit; I sent this to him but it should have gone to the
mailing list ]
Good point. I think you're right for very large sizes, asymptotically
they're the same.
But for a size like 10x10, the matrix-vector product will be much faster.
Can you give some proof for that?
Perhaps you're right (though I think the cross-over point is closer to 3 that
10), but it flies against what people in numerical analysis have been teaching
for the last thirty years. I don't know myself, I only do matrices of larger
size, and for e.g. 100 x 100 I can only repeat what Christian said:
* LU decomp instead of inverse takes the same time, AND
* LU decomp instead of inverse is more precise