| 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 19:00:52 +0200
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Benoit Jacob schrieb:
> Hi,
>
> 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!
> [..], but the precision is terrible,
for exactly that reason! And it doesn't give you any computational
advantage over a LU decomposition that gets used each time you need a
solution...
O(A^-1) = O(LU) and O(A^-1 * x) = O(U^-1 * L^-1 * x)
CU,
Chris
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