[eigen] CHOLMOD example |

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*To*: "eigen@xxxxxxxxxxxxxxxxxxx" <eigen@xxxxxxxxxxxxxxxxxxx>*Subject*: [eigen] CHOLMOD example*From*: "Sparapani, Rodney" <rsparapa@xxxxxxx>*Date*: Tue, 15 Jun 2010 15:30:25 -0500*Accept-language*: en-US*Acceptlanguage*: en-US*Thread-index*: AQHLDMjx5vxF4U0GoEWT4E8CvNovHA==*Thread-topic*: CHOLMOD example

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**

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