Re: [eigen] SparseLU generates dense representation somewere

[Christoph Hertzberg <chtz@xxxxxxxxxxxxxxxxxxxxxxxx>]

On 18.01.2014 22:19, Wenzel Jakob wrote:
> So it seems like for some reason it is allocating a dense
> representation. What am I doing wrong?
It appears that the sparse solver currently takes the rhs 4 columns at a 
time, converts it to a dense matrix, solves the dense system and copies 
a sparse version of the result to the result matrix.
The temporary matrix had as many columns as the result matrix, which I 
fixed here: https://bitbucket.org/eigen/eigen/commits/b75890d
That resolves the issue of bad::alloc, but still is extremely slow for 
your simple example.
I assume, if all the systems are very sparse, an optimized version which 
only uses sparse matrices/vectors could be implemented. However, that 
will likely turn out slower for matrices with higher fill grades.
Christoph


--
----------------------------------------------
Dipl.-Inf., Dipl.-Math. Christoph Hertzberg
Cartesium 0.049
Universität Bremen
Enrique-Schmidt-Straße 5
28359 Bremen

Tel: +49 (421) 218-64252
----------------------------------------------