[eigen] Sparse matrices: suggestions on how to solve equations?

[Rui Maciel <rui.maciel@xxxxxxxxx>]

I'm using eigen2 to solve systems of linear equation where the matrix is 
sparse.  To do that I've relied on the following objects:

DynamicSparseMatrix<double,Eigen::RowMajor> A;
Matrix<double,Eigen::Dynamic,1> b;

I've been solving these equations by using the following routine:

SparseLLT<DynamicSparseMatrix<double,RowMajor>,Cholmod>(A).solveInPlace(b);


So far this has worked well.  Yet, as this was the result of my first crack at 
it, I really doubt that I've stumbled on the best way to perform this task.  

So, what are your thoughts on this?  Is there a better way to solve this sort 
of problem?  Is there anything that can be done to improve this?


Thanks in advance,
Rui Maciel