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

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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?


Information System Engineer, Ph.D.
Blog: http://blog.audio-tk.com/
LinkedIn: http://www.linkedin.com/in/matthieubrucher

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