[eigen] CHOLMOD example

["Sparapani, Rodney" <rsparapa@xxxxxxx>]

Hi:

I've been using Eigen devel for a Sparse matrix problem where I need to perform up to 100000
Cholesky decompositions of a real, symmetric matrix that is on the order of 220 square.  The
nonzero pattern of the matrix doesn't change, but the values do (it's Markov chain Monte Carlo).  And,
either I have miscoded this (probably) or there is a memory leak; can somebody help me figure
out which?  I'm using CHOLMOD instead of pure Eigen since I have found that CHOLMOD is
much faster; at least up to a point, which seems to be related to the increasing amount of memory 
that it is consuming.  I'm very rusty with my C++ since I haven't used it much in the last 10 years,
so please be gentle :o)  I'm not too swift with hg either, but it seems like this part of Eigen hasn't 
changed recently.  Any help will be appreciated.  Thanks.

Mac OS X 10.5 (Leopard)
Darwin HAL-9000 9.8.0 Darwin Kernel Version 9.8.0: Wed Jul 15 16:55:01 PDT 2009; root:xnu-1228.15.4~1/RELEASE_I386 i386

c++
i686-apple-darwin9-g++-4.2.1 (GCC) 4.2.1 (Apple Inc. build 5577)

CHOLMOD 1.7 from SuiteSparse 3.4.0

Attachment: cholmod_ex.cxx
Description: cholmod_ex.cxx