Re: [eigen] banded matrices in Eigen |
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- To: Eigen development <eigen@xxxxxxxxxxxxxxxxxxx>
- Subject: Re: [eigen] banded matrices in Eigen
- From: Rhys Ulerich <rhys.ulerich@xxxxxxxxx>
- Date: Thu, 6 Feb 2014 21:06:13 -0600
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Hi Laura,
> I would also be interested in sparse multi-diagonal symmetric matrices. I am
> dealing with sparse matrices that are composed only of a certain number of
> diagonals, and, since they are symmetric, some of this diagonals are
> identical.
Just to be clear, do you mean dense, symmetric, banded a la BLAS SBMV?
Or do you mean a genuinely sparse matrix (so compressed storage of
some sort) that happens to exhibit the same structure?
> Has there been by any chance some improvement since the last question
> about this topic?
I'm not aware of any but would eagerly hear news. Banded matrices are
the ugly stepchild of linear algebra libraries.
- Rhys