| Re: [eigen] Symmetric Indefinite Solver Support |
[ Thread Index |
Date Index
| More lists.tuxfamily.org/eigen Archives
]
On 25.07.2013 02:55, Cowing-Zitron, Christopher wrote:
I went through the code of the Pardiso and Pastix wrappers, and they
do both, in their LDLt factorization init() calls, set the
appropriate flags for the respective solver to do 2x2 pivoting for
indefinite matrices. But the comments in the code (i.e. lines 607-620
in PaStiXSupport.h) say that the solver requires the matrix to be
positive definite. So it does appear that it is simply a mistake in
the comments/documentation.
It appears that the LDLT documentation is copy&pasted from LLT, so
that's very likely the error. You said, you can confirm that LDLT works
for indefinite matrices? Does the factorization part also work for
singular matrices? And is the part that complex matrices are not
supported still correct?
Would it still be useful to the Eigen community for me to contribute
HSL wrappers?
I guess it would be useful to some and we already have support modules
for, e.g., Cholmod, SPQR, Metis, Pardiso, PaStiX, ...
The question is if we want to provide wrappers for every possible
numeric library (or at least those which are faster than Eigen)?
Christoph
--
----------------------------------------------
Dipl.-Inf., Dipl.-Math. Christoph Hertzberg
Cartesium 0.049
Universität Bremen
Enrique-Schmidt-Straße 5
28359 Bremen
Tel: +49 (421) 218-64252
----------------------------------------------