Re: [eigen] Inverse when the (dense) matrix has a known structure

[Dan Čermák <dan.cermak@xxxxxxxxxxxxxxxxxxx>]

Hi,

depending on the degree of sparseness (and whether the non-zero elements are 
always in the same positions) of your matrix, you could actually try to solve 
the underlying equation system "by hand" (read as: use a computer algebra 
system) and implement the resulting solution manually.


Hope that helps,

Dan

On Sunday, May 22, 2016 12:39:20 PM Matthieu Brucher wrote:
> Hi,
> 
> I'm considering using Eigen for more advanced NR optimization than what I'm
> currently doing in audio real time processing (size 4x4).
> In this case, I know that the matrix has lots of zeros, something I'm not
> currently using to make my 4x4 inverse, but if I'm going for 8x8, it will
> be different.
> I've tried different ways of solving Ax=b, and it seems that computing the
> inverse is currently the best option. With more parameters, this may also
> change...
> 
> Any advice as to where I should look for answers?
> 
> Cheers,
> 
> Matthieu