[eigen] Reusing a sparse matrix for SparseLU

[Matthieu Brucher <matthieu.brucher@xxxxxxxxx>]

Hi all,

I want to reuse a sparse matrix structure and a solver for faster linear solve:

    Eigen::SparseMatrix<double, Eigen::ColMajor> A;

    Eigen::SparseLU<Eigen::SparseMatrix<double, Eigen::ColMajor>, Eigen::COLAMDOrdering<Eigen::Index> > solver;

I set A at the beginning with 0 entries and ask the solver to analyze the pattern.

Now,, I'd like to reuse the matrix instead of creating a new one, as I'm doing real-time computations and don't want any allocation there.

Can I use the comma operator? Or is there another operator that I can use to update the matrix existing entries? I tried to find information online but couldn't find the best practice for this..

Cheers,

Matthieu

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Quantitative analyst, Ph.D.
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