|[eigen] Solving a tridiagonal linear system|
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- To: eigen@xxxxxxxxxxxxxxxxxxx
- Subject: [eigen] Solving a tridiagonal linear system
- From: Andrea Arteaga <yo.eres@xxxxxxxxx>
- Date: Fri, 26 Nov 2010 02:03:12 +0100
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First of all thank you for this fantastic library!
I have a TridiagonalMatrix resulting from a cubic natural spline interpolation problem. Now I have to solve a system with this matrix and a rhs vector, but I don't find any method to do this in an efficient way. Actually the only method which seems to exist is doing A.toDenseMatrix()..., but in this way the optimization due to the tridiagonal pattern gets lost (I suppose). So, how can I do that?