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

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*To*: eigen@xxxxxxxxxxxxxxxxxxx*Subject*: [eigen] Inverse when the (dense) matrix has a known structure*From*: Matthieu Brucher <matthieu.brucher@xxxxxxxxx>*Date*: Sun, 22 May 2016 12:39:20 +0100*Dkim-signature*: v=1; a=rsa-sha256; c=relaxed/relaxed; d=gmail.com; s=20120113; h=mime-version:date:message-id:subject:from:to; bh=Q7tD/cMn5Bj0O9+6RnjW/zoUoOWpCaSh4xWiBYjBkA4=; b=TKyrgnj/aE6I15s14xdZuWvIq6n5Y1slQtcSXnzEXkB6drohwJ4HR8i58//i/MND/7 Sq3LdeX6RI7INsIHtCodBNmV3k8+P/LBTNfj+Rbrz+6Zn6UNk+ZEYprXR/Np6q7iUfNB oWfDGCdYf2kqvyjiIIn6STAL0XV+kmshTBY0J/rhCNCu8AKvVwdD4Ixc+dyAm7XlKa4J Fz6O4UhxSioZxbpreNK9WUwzoX9gZuc7SycnA4IF8+SpeAcrhrSAVsx7vyTgcA4OHmB4 THlCQmH2E9lquCJbQnNBOC+ow/tTz5ll1WS0A8DwMvmlgRYLCzEwHZEaNjOpmXZ8v3SG c7EQ==

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

-- Information System Engineer, Ph.D.

Blog: http://blog.audio-tk.com/

LinkedIn: http://www.linkedin.com/in/matthieubrucher

Blog: http://blog.audio-tk.com/

LinkedIn: http://www.linkedin.com/in/matthieubrucher

**Follow-Ups**:**Re: [eigen] Inverse when the (dense) matrix has a known structure***From:*Dan Čermák

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