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Bug 905 - SparseLU
Summary: SparseLU
Status: NEW
Alias: None
Product: Eigen
Classification: Unclassified
Component: Sparse (show other bugs)
Version: unspecified
Hardware: All All
: High Feature Request
Assignee: Nobody
Depends on:
Reported: 2014-11-07 16:08 UTC by EAb
Modified: 2014-11-07 16:09 UTC (History)
1 user (show)


Description EAb 2014-11-07 16:08:49 UTC
In optimization algorithms, at times it is useful to factorise a large sparse matrix ONCE ONLY and use the factors in different ways. For example, we can do some computation using the factors (eg. block parts of the L and P in PAQ=LU are used for null space methods in image processing and rendering). This then can be used in many computations without re-factoring the original matrix A. Unfortunately,  matrixLU() on a type of Eigen::SparseLU solver returns a reference to a type which only allows a triangular solve -- matrixL().solveInPlace(b);.

It would be great to implement other operations on this.


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