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Bug 751 - Make AMD Ordering numerically more robust
Summary: Make AMD Ordering numerically more robust
Status: RESOLVED FIXED
Alias: None
Product: Eigen
Classification: Unclassified
Component: Sparse (show other bugs)
Version: unspecified
Hardware: All All
: Normal Unknown
Assignee: Nobody
URL:
Whiteboard:
Keywords:
Depends on:
Blocks: 3.4
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Reported: 2014-02-26 11:20 UTC by Gael Guennebaud
Modified: 2019-02-20 17:02 UTC (History)
1 user (show)



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Description Gael Guennebaud 2014-02-26 11:20:24 UTC
See this thread: http://forum.kde.org/viewtopic.php?f=74&t=106962

AMD introduces zeros at the beginning of the diagonal which is pretty bad. Ideally, SimplicialLDLT could even do numerical pivoting, either dynamically (difficult) or statically.
Comment 1 Gael Guennebaud 2015-06-08 08:38:15 UTC
This changeset https://bitbucket.org/eigen/eigen/commits/ce076b6d66ce "push and keep structural empty diagonal elements to the bottom-right part of the matrix", meaning that SimplicialLDLT succeed at solving LS problems with linearly independent equality constraints enforced using the Lagrange multipliers method. This should be enough for 3.3.
Comment 2 Gael Guennebaud 2015-06-08 08:48:05 UTC
I've backported it to 3.2: https://bitbucket.org/eigen/eigen/commits/e4cb52c98ae8/

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