[eigen] LU decomposition with partial pivoting ?

[<vincent.lejeune@xxxxxxxxxx>]

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.