Re: [eigen] SparseLU generates dense representation somewere

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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


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

Tel: +49 (421) 218-64252
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