The LLT::rankUpdate() method apparently requires the Jacobi module. This requirement is not documented anywhere and straightforward use of the method without explicitly including Eigen/Jacobi leads to compiler errors. For example, trying to compile the following code: #include <Eigen/Core> #include <Eigen/Cholesky> using namespace Eigen; int main(int argc, char * argv[]) { MatrixXd A = MatrixXd::Random(10, 10); A = A * A.transpose(); VectorXd v = VectorXd::Random(10); LLT<MatrixXd> llt(A); llt.rankUpdate(v); return 0; } This leads to the following compiler errors: In file included from /home/barz/lib/eigen-3.3.4/Eigen/Cholesky:31:0, from eigen_test.cc:2: /home/barz/lib/eigen-3.3.4/Eigen/src/Cholesky/LLT.h: In instantiation of ‘Eigen::Index Eigen::internal::llt_rank_update_lower(MatrixType&, const VectorType&, const typename MatrixType::RealScalar&) [with MatrixType = Eigen::Matrix<double, -1, -1>; VectorType = Eigen::Matrix<double, -1, 1>; Eigen::Index = long int; typename MatrixType::RealScalar = double]’: /home/barz/lib/eigen-3.3.4/Eigen/src/Cholesky/LLT.h:362:66: required from ‘static Eigen::Index Eigen::internal::llt_inplace<Scalar, 1>::rankUpdate(MatrixType&, const VectorType&, const RealScalar&) [with MatrixType = Eigen::Matrix<double, -1, -1>; VectorType = Eigen::Matrix<double, -1, 1>; Scalar = double; Eigen::Index = long int; Eigen::internal::llt_inplace<Scalar, 1>::RealScalar = double]’ /home/barz/lib/eigen-3.3.4/Eigen/src/Cholesky/LLT.h:462:91: required from ‘Eigen::LLT<MatrixType, _UpLo> Eigen::LLT<MatrixType, UpLo>::rankUpdate(const VectorType&, const RealScalar&) [with VectorType = Eigen::Matrix<double, -1, 1>; _MatrixType = Eigen::Matrix<double, -1, -1>; int _UpLo = 1; Eigen::LLT<MatrixType, UpLo>::RealScalar = double]’ eigen_test.cc:12:21: required from here /home/barz/lib/eigen-3.3.4/Eigen/src/Cholesky/LLT.h:254:30: error: ‘Eigen::JacobiRotation<double> g’ has incomplete type JacobiRotation<Scalar> g; ^ /home/barz/lib/eigen-3.3.4/Eigen/src/Cholesky/LLT.h:262:44: error: ‘apply_rotation_in_the_plane’ was not declared in this scope apply_rotation_in_the_plane(x, y, g); ^ Adding "#include <Eigen/Jacobi>" solves this. This requirement should either be documented or resolved implicitly.
Thank you for the report, fixed: https://bitbucket.org/eigen/eigen/commits/efc40ce4441a/ https://bitbucket.org/eigen/eigen/commits/2e6e26b851a8/ (3.3)
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