|[eigen] Efficient way to store symmetric matrix for use with Cholesky?|
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- To: eigen@xxxxxxxxxxxxxxxxxxx
- Subject: [eigen] Efficient way to store symmetric matrix for use with Cholesky?
- From: Manoj Rajagopalan <rmanoj@xxxxxxxxx>
- Date: Tue, 8 Jun 2010 13:02:12 -0400
- Organization: EECS Dept., University of Michigan, Ann Arbor, MI, USA
Right now I am using a full square matrix to store a symmetric matrix and
am calling LDLT on it. I believe a bug was recently fixed that gets the
Cholesky module accessing only one triangular part of the matrix, as it
should. Is there some way to just store one triangular part and call LDLT on
that instead of storing the entire matrix?