Re: [eigen] Setting diagonal of a sparse matrix

My actual problem is quite complex. I do some computation, end of with a symmetric matrix, and must divide the diagonal by two. On top of that, in some cases, I must take the lower triangular view and do a solve. The exact mathematics can be found at
```    http://www.coin-or.org/CppAD/Doc/cholesky.htm

I have a dense implementation in Eigen
and verified that the corresponding derivative computations are correct
```
I also have not yet figured out how to get a lower triangular view for sparse matrices (to do a solve on the lower triangular view). To be specific, the following code does not compile when I change the
```    # if 0
to
# if 1

# include <Eigen/SparseCore>
# include <iostream>

int main()
{   using Eigen::Dynamic;
using Eigen::Lower;
typedef Eigen::Matrix<double, Dynamic, Dynamic> matrix;
typedef Eigen::Matrix<double, Dynamic, 1> vector;
typedef Eigen::TriangularView<matrix, Lower> lower_view;
typedef Eigen::SparseMatrix<double> sparse_matrix;
typedef Eigen::TriangularView<sparse_matrix, Lower> sparse_lower_view;
//
matrix     A   = matrix::Identity(3, 3);
vector     b   = vector::Ones(3);
A.diagonal()     = A.diagonal() / 2.0;
lower_view   L   = A.triangularView<Lower>();
vector     x   = L.solve<Eigen::OnTheLeft>(b);
std::cout << "x =\n" << x << "\n";
//
sparse_matrix sA(3, 3);
for(size_t i = 0; i < 3; i++)
sA.insert(i, i) = 0.5;
# if 0
sparse_lower_view sL = sA.triangularView<Lower>();
x   = sL.solve<Eigen::OnTheLeft>(b);
std::cout << "x =\n" << x << "\n";
# endif
}

On 9/22/2016 7:05 AM, Christoph Hertzberg wrote:
```
I'm not sure if there is a better way to 'replace' the diagonal, if it does exist partially already. But setting the entire Matrix S to the diagonal of D goes like this:
```  S = D.diagonal().asDiagonal();  // clears all off-diagonals, of course
```
If you know that there are no entries yet (or don't care), you can do the same with += or -= instead. As the documentation says, S.diagonal()=... only works if all diagonal entries already exist.
```

Christoph

On 2016-09-22 15:14, Brad Bell wrote:
```
```How should one efficiently set the diagonal of an Eigen sparse matrix ?

The following program does not compile if I set
USE_SPARSE_DIAGONAL 1

# include <Eigen/SparseCore>
# include <iostream>

# define USE_SPARSE_DIAGONAL 0
int main()
{   using Eigen::Dynamic;
Eigen::Matrix<double, 3, 3> D = Eigen::Matrix<double, 3,
3>::Identity();
Eigen::SparseMatrix<double> S(3, 3);
D.diagonal() = D.diagonal() / 2.0;
# if USE_SPARSE_DIAGONAL
S.diagonal() = D.diagonal();
# else
for(size_t i = 0; i < 3; i++)
S.coeffRef(i, i) = D(i, i);
# endif
std::cout << "S =\n" << S << "\n";
}
~

```
```
```
```

```

 Mail converted by MHonArc 2.6.19+ http://listengine.tuxfamily.org/