Re: [eigen] Bug(s) report: SparseQR on tall-thin matrices

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To: eigen@xxxxxxxxxxxxxxxxxxx
Subject: Re: [eigen] Bug(s) report: SparseQR on tall-thin matrices
From: Julian Kent <jkflying@xxxxxxxxx>
Date: Thu, 19 Jan 2017 14:30:05 +0100
Cc: "i52gajus@xxxxxx" <i52gajus@xxxxxx>, Tom Cashman <tcashman@xxxxxxxxxxxxx>
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Take a look at https://bitbucket.org/sergarrido/eigen_pr/branch/block-lma-awf-expts which includes some fixes related to those you’ve already pointed to, and a revamp of LevenbergMarquardt using much faster specialist QRs:

Looking at your tmp2 in the SparseQR_QProduct, if you swap the j and k loops you can save the time of repeatedly making the tmp2 here for multi-column results. However, I haven't run into needing a tmp on GCC, clang or MSVC14. Which compiler are you using?

Julian

References:
- [eigen] Bug(s) report: SparseQR on tall-thin matrices
  - From: Julian Kent
- Re: [eigen] Bug(s) report: SparseQR on tall-thin matrices
  - From: Gael Guennebaud
- Re: [eigen] Bug(s) report: SparseQR on tall-thin matrices
  - From: Julian Kent
- Re: [eigen] Bug(s) report: SparseQR on tall-thin matrices
  - From: Julian Kent
- RE: [eigen] Bug(s) report: SparseQR on tall-thin matrices
  - From: Andrew Fitzgibbon

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