Re: [eigen] banded matrices in Eigen

[Gael Guennebaud <gael.guennebaud@xxxxxxxxx>]

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:

Hi Rhys,
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.

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?

Thank you,

Laura

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

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