Re: [eigen] SparseLU generates dense representation somewere |

[ Thread Index |
Date Index
| More lists.tuxfamily.org/eigen Archives
]

On 19.01.2014 11:11, Gael Guennebaud wrote:

Handling true sparse right-hand sides in sparse solvers is much more
difficult than it might look, and most cases, when solving Ax=b with both A
and b sparse, x is likely to be dense. It would be interesting to have some

`Yes, a very simple example for that would be a bidiagonal matrix with 1
``on the diagonal and -1 on the sub-diagonal. If b is the first unit
``vector, x must be filled with 1.
`

On Sun, Jan 19, 2014 at 3:32 AM, Wenzel Jakob
<wenzel@xxxxxxxxxxxxxxxxxxxx>wrote:

Do you think that it would bepossible to hack the defaultEvalTo() function
to use a SparseVector with NbColsAtOnce==1, or is it more involved than
that? At least in principle I think it would be useful if a fully sparse
solve() function is provided as an alternative option.

`We'd still need to implement the actual sparse solver for the sparse
``vector, I guess (@Gael: or is this already implemented inside the
``decomposers somewhere?).
``And as soon as cases like my example above arise, you likely end up far
``less efficient than with the current approach. We could add a warning in
``the documentation, that solving with a sparse rhs is not likely to be
``efficient.
`

`I'd also be interested, if (and why) you actually need the entire
``(A^{-1}*B) matrix, or if maybe multiplying by B and then solving with A
``might be sufficient.
`
Christoph
--
----------------------------------------------
Dipl.-Inf., Dipl.-Math. Christoph Hertzberg
Cartesium 0.049
Universität Bremen
Enrique-Schmidt-Straße 5
28359 Bremen
Tel: +49 (421) 218-64252
----------------------------------------------