Re: [eigen] cache-friendly matrix inverse |
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- To: eigen@xxxxxxxxxxxxxxxxxxx
- Subject: Re: [eigen] cache-friendly matrix inverse
- From: Christian Mayer <mail@xxxxxxxxxxxxxxxxx>
- Date: Wed, 13 May 2009 19:39:41 +0200
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Robert Lupton the Good schrieb:
>>> Just for reference, i post that here. There are 2 approaches to
>>> cache-friendly matrix inversion,
>>
>> We were taught: don't do a matrix inversion in numerics
>
> Ah, but sometimes you do need an inverse. For example,
> to calculate errors in chi^2 fitting.
Do you *really* need an inverse there, isn't there a numerically better
algorithm? (Sorry, I don't know how to calculate errors in chi^2 fitting
- - or probably I just don't know the english name for it...)
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