Re: [eigen] How far along is the sparse module?

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On Wed, Sep 9, 2009 at 11:17 AM, bp<bjornpiltz@xxxxxxxxxxxxxx> wrote:
> 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.

Surely nothing would beat a Cholesky decomposition for a symmetric and
positive definite system? The SparseLLT class already has support for
the TAUCS and CHOLMOD libraries, take a look at CholmodSupport.h and
TaucsSupport.h in the Sparse directory.

Hope this helped!
// Peter

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