[eigen] Cholesky Factorization with AMD ordering |
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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 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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