|[eigen] SimplicialCholesky - subclass or patch?|
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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.
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