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Bug 831 - Add a dense LU factorization with rook-pivoting
Summary: Add a dense LU factorization with rook-pivoting
Status: NEW
Alias: None
Product: Eigen
Classification: Unclassified
Component: LU (show other bugs)
Version: unspecified
Hardware: All All
: Normal Feature Request
Assignee: Nobody
URL:
Whiteboard:
Keywords: JuniorJob
Depends on:
Blocks:
 
Reported: 2014-06-25 14:34 UTC by Gael Guennebaud
Modified: 2019-12-04 13:26 UTC (History)
1 user (show)


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Description Gael Guennebaud 2014-06-25 14:34:38 UTC 
The is a rank-revealing LU implementation which can leverage fast matrix-matrix operations. It thus has a very small overhead compared to PartialPivLU (about 30%), and it looks pretty simple to implement. A Fortran implementation under the BSD licence is available there:

http://www.mathworks.com/matlabcentral/fileexchange/37721-rook-pivoting
Comment 1 Nobody 2019-12-04 13:26:49 UTC 
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