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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" …
user7440094's user avatar
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 …
user7440094's user avatar