I realize that the Sparse module is not stable in Eigen 3.0.1 and the
SimplicialCholesky class is in the unsupported directory.
Nevertheless, these are exactly what I need for a central calculation
in my research. (If you want to know the details I include a draft of
a paper describing the particular calculations being done. You can
skip to sections 2.3, 2.4 and 2.6 for the relevant steps).
Current versions of our code are based on SparseSuite with a rather
clunky interface from R. I would much prefer to use Eigen but, as
shown in the enclosed description, I need to access the triangular
matrix L from the LLt decomposition and I need a method like
logAbsDeterminant for the SimplicialCholesky classes. I can do this
by subclassing the SimplicialCholesky templated class and have done
so. A better long term solution would be to produce and submit
patches for SimplicialCholesky.h but before doing so I would like to
check that it would be worthwhile. If that code is not considered
viable in the long term then I will stick with subclassing rather than
modifying that class. Could someone from the core group indicate if
you would want to receive patches for that file? I can't guarantee
that I will get all the myriad details of the Traits right the first
time around but I am willing to learn.