Re: [eigen] Cholesky Factorization with AMD ordering |

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*To*: eigen <eigen@xxxxxxxxxxxxxxxxxxx>*Subject*: Re: [eigen] Cholesky Factorization with AMD ordering*From*: Gael Guennebaud <gael.guennebaud@xxxxxxxxx>*Date*: Tue, 24 Jun 2014 22:59:47 +0200*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=6iKEekqm/xntxANIRbG49cjyyjml9vOO0cgOJEHwAaY=; b=kqsh9n3zEivNAg6O3C6wnYZZXHYDsD7wE0LHFy/QKRPZq2hBnO1Hkkh9o/j+awPHYZ 6Cj3GiN3fHswAz9PV/qbJPaYDuRGI7zhrOubML57y6EAsxGMc3dU2gF/WzBTOHWlGcuc 4LAH2X3zAJKCas3NEM6gZTQeuC33z+fAPnnQqfQmd3Hl9ds0TPF5mYRNV/iWgfkQOWd3 GoVR+Gl1sowdsg4Uz3HRfSyNdDh1mbOn0J3xyP6/Qrb0xVf1K0ynoe1Uj92M8QzNofl6 CagHBR71K6VWh6uKeQiE6R9qP9z5C5QdItuOWPZVu2BTnPzmAss/0zqgdP+51YH23+3Y 7Y5g==

You can simply use the SparseLLT class of the SparseCholesky module which use AMD ordering by default. Then, SparseLLT gives you access to the L factor and symmetric permutation vector.

See the sparse chapter for some examples: http://eigen.tuxfamily.org/dox/group__Sparse__chapter.html

gael

On Tue, Jun 24, 2014 at 10:52 PM, Gokturk <poyrazoglu@xxxxxxxx> wrote:

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' );

whereEis positive definite matrix,

Lis factorized Lower triangular matrix

sis 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

**References**:**[eigen] Cholesky Factorization with AMD ordering***From:*Gokturk

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