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- To: eigen@xxxxxxxxxxxxxxxxxxx
- Subject: Re: [eigen] Cholesky on mapped matrices?
- From: Ben Goodrich <bgokgm@xxxxxxxxxxxxxx>
- Date: Wed, 9 Jun 2010 20:08:45 -0400
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Hi Manoj,
On Wed, Jun 9, 2010 at 7:09 PM, Manoj Rajagopalan <rmanoj@xxxxxxxxx> wrote:
> Hi,
>
> Is it possible to map a region of allocated memory into a square matrix and
> then call llt() and ldlt() on it? A small test program of mine failed. Maybe
> there are tricks to achieve this?
I've been able to do so for a while, calling Eigen code on objects in R's memory
void my_LDLt(const double *A, const int *n, double *D, double *L) {
Map<MatrixXd> AA(A, n[0], n[0]);
LDLT<MatrixXd> AA_factored = AA.ldlt();
Map<VectorXd>(D,n[0]) = AA_factored.vectorD();
Map<MatrixXd>(L,n[0],n[0]) = AA_factored.matrixL();
}
Ben