Re: [eigen] [patch] LDLt decomposition with rank-deficient matrices |

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*To*: "eigen@xxxxxxxxxxxxxxxxxxx" <eigen@xxxxxxxxxxxxxxxxxxx>*Subject*: Re: [eigen] [patch] LDLt decomposition with rank-deficient matrices*From*: Jitse Niesen <jitse@xxxxxxxxxxxxxxxxx>*Date*: Sun, 28 Feb 2010 14:48:11 +0000 (GMT)

On Sun, 28 Feb 2010, Ben Goodrich wrote:

Right. And I am basically just trying to figure out the fastest way to get a consistent D that has decent numerical precision even when A(theta) is nearly singular (but not indefinite). If I am understanding correctly, I need to unpivot in basically the same way that reconstructMatrix() does. But unpivoting is going to be computationally expensive when it has to be done repeatedly in an optimization context, so I was hoping someone had a short-cut relative to the steps that first came to my mind :) .

Cheers, Jitse

**Follow-Ups**:**Re: [eigen] [patch] LDLt decomposition with rank-deficient matrices***From:*Ben Goodrich

**References**:**[eigen] [patch] LDLt decomposition with rank-deficient matrices***From:*Ben Goodrich

**Re: [eigen] [patch] LDLt decomposition with rank-deficient matrices***From:*Benoit Jacob

**Re: [eigen] [patch] LDLt decomposition with rank-deficient matrices***From:*Ben Goodrich

**Re: [eigen] [patch] LDLt decomposition with rank-deficient matrices***From:*Gael Guennebaud

**Re: [eigen] [patch] LDLt decomposition with rank-deficient matrices***From:*Jitse Niesen

**Re: [eigen] [patch] LDLt decomposition with rank-deficient matrices***From:*Ben Goodrich

**Re: [eigen] [patch] LDLt decomposition with rank-deficient matrices***From:*Jitse Niesen

**Re: [eigen] [patch] LDLt decomposition with rank-deficient matrices***From:*Ben Goodrich

**Re: [eigen] [patch] LDLt decomposition with rank-deficient matrices***From:*Ben Goodrich

**Re: [eigen] [patch] LDLt decomposition with rank-deficient matrices***From:*Benoit Jacob

**Re: [eigen] [patch] LDLt decomposition with rank-deficient matrices***From:*Ben Goodrich

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