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

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*To*: eigen <eigen@xxxxxxxxxxxxxxxxxxx>*Subject*: Re: [eigen] Inverse when the (dense) matrix has a known structure*From*: Gael Guennebaud <gael.guennebaud@xxxxxxxxx>*Date*: Mon, 23 May 2016 22:14:13 +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; bh=eGovf2o6BO76KN+dU0ikDFhbN1Js+jba5YXbR2v2doA=; b=ufjWZ4OIp9cF/God+HPRdIzzaU9O6eST1sDm6k49Jsf+/IKCGRLxldj1eTWX5zCuL6 SdPvs5u7qNq2xb/Uh4GWqbjnXigwz1VK0nKHdv7f5qbRiIjV+wtN491tO2MHnh7Q9Bv0 TMHrKq0+uZ/vAecObNvLkem6jadp83IN0LY1ob84ptq9EmAfWHhj3rwSnFnExcMgQms0 fu+6foqV69apNneQQqaPyjWdxZlAvgl6qwPYFsGrsUqToTs/a0WGZVyqSBMNWGLAaZxV rq+sSPcXCT50z4SVX1KE6KHIC59TMg+NAKq/4xQMJ3SkPAeh006IeJrVozS4r2L8Jy3H 1IkQ==

Hi,

as Dan said, hard to help more without knowing more precisely the structure.

gael

On Sun, May 22, 2016 at 3:45 PM, Dan Čermák <dan.cermak@xxxxxxxxxxxxxxxxxxx> wrote:

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

**References**:**[eigen] Inverse when the (dense) matrix has a known structure***From:*Matthieu Brucher

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

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