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

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*To*: eigen@xxxxxxxxxxxxxxxxxxx
*Subject*: [eigen] Sparse matrices: suggestions on how to solve equations?
*From*: Rui Maciel <rui.maciel@xxxxxxxxx>
*Date*: Tue, 11 May 2010 23:37:29 +0100
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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