|[eigen] triangular solve on the right with transpose|
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- To: eigen@xxxxxxxxxxxxxxxxxxx
- Subject: [eigen] triangular solve on the right with transpose
- From: Manoj Rajagopalan <rmanoj@xxxxxxxxx>
- Date: Mon, 12 Jul 2010 18:45:01 -0400
- Organization: EECS Dept., University of Michigan, Ann Arbor, MI, USA
I am writing a block cholesky solver where I have to solve:
A * L^T = B
where L is lower triangular and is known, B is dense and known, and A is
dense and unknown. All are in double-precision.
What expression would I have to use to solve for A? I could use:
A = (L.solve(B.transpose()).transpose();
But is there a more natural expression, closer to the math? I remember there
was a discussion sometime back on how to express "solve-on-the-right" etc.