| Re: [eigen] Sparse non-SPD symmetric solving |
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Am 08.06.2015 um 11:20 schrieb Alberto Luaces:
Did I read someone talking about a future symmetric SparseLU
implementation in Eigen or is it just my imagination?
We once considered implementing a (dense) LDLt decomposition which works
for indefinite matrices as well (this requires storing 2x2 diagonal
blocks in some cases). I guess discussions on that haven't gone much
further than "possible", yet.
Christoph
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Dipl.-Inf., Dipl.-Math. Christoph Hertzberg
Cartesium 0.049
Universität Bremen
Enrique-Schmidt-Straße 5
28359 Bremen
Tel: +49 (421) 218-64252
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