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For questions about writing C++ computational code or utilizing libraries written with C++.
4
votes
Solving Linear Equations using Eigen
Eigen::SparseLU<Eigen::SparseMatrix<double> > solverA;
A.makeCompressed();
solverA.analyzePattern(A);
solverA.factorize(A);
if(solverA.info()!=Eigen::Success) {
std::cout << "Oh: Very bad" <<"\n" …
1
vote
2
answers
1k
views
LU decomposition of large dense matrices
I wanted to generate LU decomposition of large size dense matrices ($N>10^7$), the LU decomposition I'm currently using is based on Adaptive Cross Approximation and is taking very long time to execute …