Re: [eigen] <xxx>PivLU::solve( diagonal matrices ) |

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*To*: eigen@xxxxxxxxxxxxxxxxxxx*Subject*: Re: [eigen] <xxx>PivLU::solve( diagonal matrices )*From*: Benoit Jacob <jacob.benoit.1@xxxxxxxxx>*Date*: Tue, 1 Jun 2010 20:55:06 -0400*Dkim-signature*: v=1; a=rsa-sha256; c=relaxed/relaxed; d=gmail.com; s=gamma; h=domainkey-signature:mime-version:received:received:in-reply-to :references:date:message-id:subject:from:to:content-type :content-transfer-encoding; bh=t5hA/6Bv9gv0C4ks5Vly/aH5jtIxUNGNOV9FqY0++xc=; b=GrlFQJm7TePmbeni1AJ/4bxlnd0aRjt4FFFasMKH90jN1qwGbdpN5U/k1ucLITWQ1J YzHjjglcOJhu9lzXe3WehIhgQ2MpPYoDfD37bqZKdRDOV/lhmTHnsuc73eagQNwT+niu yBL3gAK217pJ1XFfIwJiz2ozf1i2C11Ozem2E=*Domainkey-signature*: a=rsa-sha1; c=nofws; d=gmail.com; s=gamma; h=mime-version:in-reply-to:references:date:message-id:subject:from:to :content-type:content-transfer-encoding; b=fOZbSLmSqSblbwybW+3fP+J4etLLQynLP+0wGoOTgugeeoohBU+KsKEtjHO8UtELKG bIxGjUva9h+XV/dF3UsfUaXrnPeLF8GxOIyJpSGP1kML/vkuVjJXzXjWt7ObVGzpOiKP vAOwBliaLZ/Ng8AQPTpicrfO1nkhwYy+Ze46w=

2010/6/1 Manoj Rajagopalan <rmanoj@xxxxxxxxx>: > Hi, > > The <xxx>PivLU::solve() member seems to be implemented only for MatrixBase > descendants. Right. > My PDE solver code requires calling solve on a diagonal matrix. > One way I can think of achieving this is to call <xxx>PivLU::inverse() * > diag-matrix. Is there a better way to achieve this? Right now, slightly better: lu.solve(diagmatrix.toDenseMatrix()); However, this is still not optimal. What would be really efficient would be an optimized triangular inverse(). Then we could compute L^-1 efficiently and then use our triangular solver to compute U^-1 L^-1 = (LU)^-1. The usefulness of this would be far-reaching: in particular it would give a more optimized inverse(). > > Would an implementation of solve for DiagonalBase<> descendants as args be > desirable, esp. since the argument is passed as const& ? What is desirable is an optimized triangular inversion function, as explained above :) That would be VERY desirable (provided that it runs faster than our current solution of applying our triangular solver to the identity matrix). Cheers, Benoit > > Thanks, > Manoj > > >

**References**:**[eigen] <xxx>PivLU::solve( diagonal matrices )***From:*Manoj Rajagopalan

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