| Re: [eigen] LU decomposition with partial pivoting ? |
[ Thread Index |
Date Index
| More lists.tuxfamily.org/eigen Archives
]
Hi,
Eigen tells me that it does not support partial pivoting for non square
Matrix...Is this a definitive decision from dev team, or will it change in
a future release ?
On Wed, 5 May 2010 16:52:52 +0200, Gael Guennebaud
<gael.guennebaud@xxxxxxxxx> wrote:
> Hi,
>
> in the devel branch we already have partial pivoting LU with a quite
> efficient blocked implementation.
>
> I strongly encourage you to switch to the devel branch. Perhaps, the
only
> annoying thing with the devel branch is that the doc is not up to date
> everywhere...
>
> gael.
>
>
>
> On Wed, May 5, 2010 at 4:41 PM, <vincent.lejeune@xxxxxxxxxx> wrote:
>
>>
>> Hi,
>>
>>
>>
>> it seems that the LU decomposition routine provided by Eigen are doing
>>
>> full pivoting.
>>
>> However, LU decomposition in Lapack is done with only partial pivoting
>>
>> (see DGETRF).
>>
>>
>>
>> I was wondering if it was planned to expose a routine that do only
>> partial
>>
>> pivoting (ie swap of rows only, not columns).
>>
>> Although full pivoting give better result in term of precisions, it is
>>
>> usually slower, because of cache unfriendlyness. On the other hand,
>> partial
>>
>> pivoting allow to "tile" the LU algorithm, allowing more
parallelisation
>>
>> for very big matrix...It would be easier to use gpu computing
>> capabilities
>>
>> if the algorithm do partial pivoting only.
>>
>>
>>
>> Regards,
>>
>> Vincent.
>>
>>
>>