If A, B, C and D are SparseMatrix instances, I can do: Eigen::SparseMatrix X(A*B*C) But the following doesn't work, it yields a matrix that just zeros everything out: Eigen::SparseMatrix X(A*B*C*D) So it seems that Eigen can handle multiplying three matrices in one expression, but not four. For the latter case, splitting it up into two multiply steps works.
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