[eigen] Cholesky Factorization with AMD ordering |

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*To*: eigen@xxxxxxxxxxxxxxxxxxx*Subject*: [eigen] Cholesky Factorization with AMD ordering*From*: Gokturk <poyrazoglu@xxxxxxxx>*Date*: Tue, 24 Jun 2014 16:52:28 -0400

Hello all, I need your precious help to complete my task. I was a MATLAB user for a long time, now I'm trying to write a code in C++. For those of you who are familiar with MATLAB, I simply want to perform [L, ~ , s] = chol ( E, 'lower' , 'vector' );where E is positive definite matrix, L is factorized Lower triangular matrixs is permutation matrix associated with AMD
OrderingFor those of you who are not familiar with MATLAB, I simply want to perform cholesky factorization to matrix E with AMD Ordering. I need AMD Ordering to reduce the fill-in number in lower triangular matrix L. As you may suspected, matrix L is the lower triangular matrix which gives L * LT = s * E * sT Now, my problem is I am not able to perform same process with Eigen. I've realized Eigen provides AMD Ordering for sparse matrices. But I couldn't understand how I use it. Could you please help me to write an equivalent version of MATLAB line given above? -- Gokturk Poyrazoglu Mitsubishi Electric Research Laboratories (MERL) 201 Broadway, Cambridge, MA |

**Follow-Ups**:**Re: [eigen] Cholesky Factorization with AMD ordering***From:*Gael Guennebaud

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