|[eigen] Cholesky Factorization with AMD ordering|
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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 matrix
s is permutation matrix associated with AMD Ordering
For 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
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