|Re: [eigen] Inverse when the (dense) matrix has a known structure|
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- To: eigen@xxxxxxxxxxxxxxxxxxx
- Subject: Re: [eigen] Inverse when the (dense) matrix has a known structure
- From: Matthieu Brucher <matthieu.brucher@xxxxxxxxx>
- Date: Mon, 23 May 2016 22:35:33 +0100
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Yes, the zeros are always at the same position. For instance, for one of the 4D problem, the matrix is of the form:
X 0 X X
0 X X 0
X X X X
X 0 X X
Indeed, a CAS could help a little bit if Eigen doesn't do better with vectorisation?
The 6D problem may have less off diagonal elements, or small enough that they can be avoided (thus decoupling the computation, allowing to do one after the other instead of both at the same time).
There are other equations that lead to better matrices, but in this case, it is quite dense.