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*Dkim-signature*: v=1; a=rsa-sha256; c=relaxed/relaxed; d=gmail.com; s=20120113; h=mime-version:in-reply-to:references:date:message-id:subject:from:to; bh=OlJoSlVgEHXXg93ZwlT+R7SAzXYGDfr4bm77ucXuD9c=; b=HMwdon6lBGvQAeJGBNQpp3Fg2Q5n2vZ6SjW2VAsD8uJaKfGSFw7ZJ2v1wcgRCT29Av OpB8la1ib5YgyTr1SPrJbVM39uZM2zlPaRi12erwHkzJmsQYS2UnJyB0lWFu9SXn2FGu 5Vcs0ZXUEcCiZe8y0m5IT0KrWyaazZRNdPNjS043dE32ZjzQ/IOsyLr32Lwc/NS6PURB KMNFvPL2GY9kYzSYHH6SSfkLTQf5e9VxGqoD59LHsTKijhdQKfMHIIAKE4zow4BWcT/W DumL6sLnq0rmMGd66hMzn4Q8lr3ixYR4vBU84yv2T+JTXbOeZUl/n9d4V5TpO2jR0M0y NS6A==

Hi,

Yes, the zeros are always at the same position. For instance, for one of the 4D problem, the matrix is of the form:2016-05-22 14:45 GMT+01:00 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

--

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:*Matthieu Brucher

**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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