Re: [eigen] banded matrices in Eigen |

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*To*: eigen <eigen@xxxxxxxxxxxxxxxxxxx>*Subject*: Re: [eigen] banded matrices in Eigen*From*: Gael Guennebaud <gael.guennebaud@xxxxxxxxx>*Date*: Wed, 12 Feb 2014 23:17:02 +0100*Dkim-signature*: v=1; a=rsa-sha256; c=relaxed/relaxed; d=gmail.com; s=20120113; h=mime-version:in-reply-to:references:from:date:message-id:subject:to :content-type; bh=htiNpyHMkveAzjSYAeiRGIoh2i6rQfXFwg7kvA7kgpY=; b=LowsgN3d0Apq6NRC8sS3s59b2PbNAEDn1UCrWOLvZEwalR6cyyT/iP9CFrfkdlLGy9 mslXpemB4gAsTGltBqokUgISRbcAaO78+m1uXAWX6OUCN7nt54RCBZzmICmO1XfunN1X Lokmvqdt2XwZjIEwUwRFzGiOa1WwgG5mEHVVDOxyhvn891XOjAoVZXFqmcLlP+pvzOlx WpFVS1IKWWd1bY9woEgx0PG/0VYAy8z67oll6fxD5v30XnICvjDOZTeYSrGWS7fXdOTC 2C65vDf9MZn3QIR0GutD6VWfQZbiSDldTpu5D/D1WZJwmvB9Ze/94eaejgYXUH9wpmRc oXpQ==

There is a BandMatrix class for efficient band storage but there is no algorithms to work on them yet. So SparseMatrix is the way to go. What is the "ThreadedConjugateGradient" solver? There is no such class in Eigen.

gael

On Fri, Feb 7, 2014 at 4:49 PM, Laura Flores <laura.floresanchez@xxxxxxxxx> wrote:

LauraThank you,Hi Rhys,Thinking of another approach, could somebody tell if it is possible to use the ThreadedConjugateGradient solver with a custom matrix (that is to say, a matrix class defined by myself)? Or maybe with a matrix which is derived from the Diagonal class?

Yes, I meant a sparse matrix with that kind of structure (symmetric and multi-diagonal). I was using a SparseMatrix, but maybe it is better to use something more similar to the Diagonal class.

2014-02-07 4:06 GMT+01:00 Rhys Ulerich <rhys.ulerich@xxxxxxxxx>:

Hi Laura,

Just to be clear, do you mean dense, symmetric, banded a la BLAS SBMV?

> 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.

Or do you mean a genuinely sparse matrix (so compressed storage of

some sort) that happens to exhibit the same structure?

I'm not aware of any but would eagerly hear news. Banded matrices are

> Has there been by any chance some improvement since the last question

> about this topic?

the ugly stepchild of linear algebra libraries.

- Rhys

**Follow-Ups**:**Re: [eigen] banded matrices in Eigen***From:*Laura Flores

**References**:**Re: [eigen] banded matrices in Eigen***From:*Laura Flores

**Re: [eigen] banded matrices in Eigen***From:*Rhys Ulerich

**Re: [eigen] banded matrices in Eigen***From:*Laura Flores

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