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 22:02:31 +0200*Dkim-signature*: v=1; a=rsa-sha256; c=relaxed/relaxed; d=gmail.com; s=gamma; h=domainkey-signature:received:received:sender:message-id:date:from :reply-to:user-agent:mime-version:to:subject:references:in-reply-to :x-enigmail-version:content-type:content-transfer-encoding; bh=FvwdYvnjEUi+LJhlaWoq4gi5060zVGqYZBmz128avac=; b=SH+qJhcFAFnzAYfbKU1BIIWB/eP1Nlw/stcUM91g1NgTVNnVb7UGd5kKhXgAw30D3x Z3To910ZcoPC7ha5VctAKe73fO1dZDYb4iM7ruZHfhsE0DAZ555wukExqoWmwTeTqGEj wh6MjS1+1XTEG7A3rJzzc3JWQ8I94TvUBW99U=*Domainkey-signature*: a=rsa-sha1; c=nofws; d=gmail.com; s=gamma; h=sender:message-id:date:from:reply-to:user-agent:mime-version:to :subject:references:in-reply-to:x-enigmail-version:content-type :content-transfer-encoding; b=e3Jm6AWUtniR4c6e5pwPvHxN852M3PmPxVHeFrN9XjSSa4wYxhet2EjB3n4kiXdRbK eakWQZLKfFzD8y3EZSwYfuY2AQxPKDJ79tnl+HfYl95KQVm6Dy3/PVL6KjAZKi6Ep3q2 +tMF9H2zB3fHXWupDq1U7Hrqr9jIq3h6s9TU4=

-----BEGIN PGP SIGNED MESSAGE----- Hash: SHA256 Robert Lupton the Good schrieb: > I'm not sure that this is still on-topic, but if you have a model > [...] least-squares estimate [...] > > So you really need to invert a matrix. You can invert it any > way you like (e.g. eigen-value decomposition; Gaussian elimination; ...) > but invert it you must. Well, I knew that you don't need to calculate an explicit inverse there (it would have surprised me that such a standard task would invalidate the no-inversion-in-numerics rule). You need a SVD in this case. Anyway, as soon as you've got a numerical task to solve, it's allways a good idea to have a look at the numerical recepies book, in this case Chapter 15.4: http://www.fizyka.umk.pl/nrbook/c15-4.pdf This leaves the question unanswered if these few posts are off-topic? I guess: no. It's just a discussion about a usecase of Eigen ;) CU, Chris -----BEGIN PGP SIGNATURE----- Version: GnuPG v1.4.9 (GNU/Linux) iEYEAREIAAYFAkoLJ1cACgkQoWM1JLkHou1b+QCdGqYpzy+lzgEaUg08qme8sh4J aD4An3mJB0O53bspef1WSYVCLRmNvUHQ =oDBM -----END PGP SIGNATURE-----

**Follow-Ups**:**Re: [eigen] cache-friendly matrix inverse***From:*Benoit Jacob

**References**:**[eigen] cache-friendly matrix inverse***From:*Benoit Jacob

**Re: [eigen] cache-friendly matrix inverse***From:*Christian Mayer

**Re: [eigen] cache-friendly matrix inverse***From:*Robert Lupton the Good

**Re: [eigen] cache-friendly matrix inverse***From:*Christian Mayer

**Re: [eigen] cache-friendly matrix inverse***From:*Robert Lupton the Good

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