|Re: [eigen] Efficient syntax for Ax=b where A is diagonal/Toeplitz|
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- To: eigen@xxxxxxxxxxxxxxxxxxx
- Subject: Re: [eigen] Efficient syntax for Ax=b where A is diagonal/Toeplitz
- From: Manoj Rajagopalan <rmanoj@xxxxxxxxx>
- Date: Fri, 2 Apr 2010 15:32:17 -0400
- Organization: EECS Dept., University of Michigan, Ann Arbor, MI, USA
On Friday 02 April 2010 02:21:59 pm Gael Guennebaud wrote:
> On Fri, Apr 2, 2010 at 5:03 PM, Manoj Rajagopalan <rmanoj@xxxxxxxxx> wrote:
> > Also, efficient storage, arithmetic and linear-system solution
> > (O(n^2)) algorithms are possible when A is (symmetric) Toeplitz (occur
> > frequently in signal-processing and Fourier-series solution of ODE/PDE).
> > Does the roadmap consider this case?
> I'd say contributions are welcome ;)
Any hints on how to go about this? I could try my hand - I am experienced C++
developer (yes, expr templates, CRTP/barton-nackman and all the related good
stuff also). Just that I just got to know of Eigen. What to inherit? How and
where to introduce specialized arithmetic functors into the existing
For a Toeplitz matrix, it is necessary to store only the first row and
first column. Therefore, many arithmetic ops become simple.