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Questions tagged [eigen]

Eigen is a C++ template library for linear algebra: matrices, vectors, numerical solvers, and related algorithms.

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Compute Nullspace of Sparse Matrix

I am computing the nullspace of a sparse rectangular $m$ x $n$ matrix $A$, where $m$ << $n$. I do this by computing the QR decomposition of $A^T$ and extract the $n-m$ right-most columns of the ...
Charlie S's user avatar
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What matrix criteria is "large enough" for Eigen to use a BLAS backend?

Eigen's documentation says that any BLAS back-end can be used (e.g. MKL) to perform the actual matrix calculations. It is, however, very vague when discussing the criteria as to which the ...
Damien's user avatar
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How can I optimize the solution of linear systems in my Finite Element Method code for solving nonlinear computational mechanics problems?

Currently, I use Eigen3 for linear algebra operations on sparse matrices and either UMFPACK or CHOLMOD from SuiteSparse to solve sparse linear systems. However, as my model grows larger and the need ...
Riobaldo Tatarana's user avatar
1 vote
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Symmetric Matrix in Eigen C++

I am aware of a symmetric matrix type in uBLAS as ublas::symmetric_matrix matrix. Is there an equivalent for this in Eigen library that can be used to construct one or do we need to explicitly check ...
user1408865's user avatar
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Why does Eigen allocate a temporary to evaluate A.noalias() = B.transpose()*C in parallel?

I wrote a program which iteratively transforms data using matrix multiplications. To minimize the number of large memory allocations, I use two roughly equal-sized ...
Wout12345's user avatar
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Optimize speed for calculating the approximate inverse of a large matrix

I am searching for a faster method to calculate an approximate inverse of a large matrix (up to 32000x32000) resulting from a discrete non-linear system of partial differential equations. I'm using C++...
enco909's user avatar
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Is there any function to calculate condition number of sparse matrix in Eigen libraray?

The function JacobiSVD and BDCSVD can calcuate condtion number of a dense matrix via singular values. However I need to know condition number of a sparese matrix due to slow computation speed using ...
Jogging Song's user avatar
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How can I efficiently solve $Ax$=$b$ given $A$ is symmetric and contains very small (even negative) eigenvalues using EIGEN

Currently I am using the EIGEN C++ library to try to solve $x$ from the equation $Ax$ = $b$. One problem I encountered is that the matrix $A$ is a correlation matrix with size > 5000 and can ...
Sam's user avatar
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How best to iterate over three dimensional grid?

My problem is to iterate through $[0.95,1] \times [0.95,1] \times[0.95,1] \in \mathbb{R}^{3}$. Is there a generic way to do this? I was considering rolling it all out and effectively vectorising the ...
KeynesCoeFen's user avatar
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Numerical integration library interfacing with eigen

I am looking for a numerical integration library like this one. The examples look very appealing but I see that all test functions use very barebones C arrays. Do you have any recommendations of ...
KeynesCoeFen's user avatar