[eigen] How far along is the sparse module? |

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*To*: eigen@xxxxxxxxxxxxxxxxxxx*Subject*: [eigen] How far along is the sparse module?*From*: bp <bjornpiltz@xxxxxxxxxxxxxx>*Date*: Wed, 9 Sep 2009 11:17:58 +0200*Dkim-signature*: v=1; a=rsa-sha256; c=relaxed/relaxed; d=googlemail.com; s=gamma; h=domainkey-signature:mime-version:received:reply-to:date:message-id :subject:from:to:content-type; bh=bjiaNomPZuv2GbxL/YLuTloLi8Xb8np7LrDQ8EZiDCo=; b=bmKN4CJRYYso830Hji0cHpdgbxEKolaPCBr/3e3OTldOnaCqbirAzJO11v9xrPY0pJ MrA4Qkju6g8lkX/IW4gk96Ws9mazqIb2LUMvpPKwUORyLhKbZZK/KfovZVqfRkh08Mc+ ZZDdN14gToiJaAV5+RKdft9BPev358MKhMwxw=*Domainkey-signature*: a=rsa-sha1; c=nofws; d=googlemail.com; s=gamma; h=mime-version:reply-to:date:message-id:subject:from:to:content-type; b=fM5GosMrEQnSbNfBdrhF1st/mW1SimbNBi1RiC0ca+/+ON1DgTjAZ+8i90I3/KYPbj pjmeFPDzqi7+z/JVboH8+HMUSYDA8B2Pbh5rSXvw028u0xdnc0V1g75kFYG8tj/K1D8q BVsaHSvmy2bnSZqcPmBriUSEGVk+vuiW6unnY=

Hi all, first of all, thanks for a terrific library, so far I'm loving it! I'm implementing the Levenberg-Marquardt algorithm using Eigen and I've come to the point where I need to optimize the central piece of the update: (see http://www.ics.forth.gr/~lourakis/levmar/levmar.pdf appendix for pseudo-code) Scalar mu; //damping factor MatrixNxM J; //Jacobian MatrixNxN H = 2*J*J.transpose();//pseudo Hessian static const MatrixNxN I = MatrixNxN::Identity(); MatrixNxN H_i; (H+mu*I).computeInverse(&H_i);// TODO: something more intelligent I need to take advantage of the fact that H is sparse, symmetric and positive definite. I understand, that I could use LU, Cholesky, QR, or SVD. I want to try out all combinations for dense and sparse Matrices, but I'm wondering how mature the Sparse module is. I tried the SparseLU class, but realized that the decomposition isn't implemented yet. I'm thankful for any suggestion, including tips of third party libraries(googling "sparse, symmetric and positive definite" gives quite a few hits), but I would definitely prefer to stay within Eigen. greets BP

**Follow-Ups**:**Re: [eigen] How far along is the sparse module?***From:*Peter Román

**Re: [eigen] How far along is the sparse module?***From:*Thomas Capricelli

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