Registered Member
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Does Eigen provide lapack interface for other libraries to use?
I am trying to use LM algorithm to minimize some function, but constantly run into singular matrix issue. This LM's docs say using lapack routines is numerically better. I already use Eigen for something else, so I would not need another library. If not, do you have a recommendation which lapack lib to use, or which LM implementation to use? This LM implementation in C was somewhat cumbersome to use. |
Moderator
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You can use our unsupported LM solver module: http://eigen.tuxfamily.org/dox-devel/un ... odule.html
Here "unsupported" means the API is not fixed, but the underlying algorithm is rather robust (port of minpack) |
Registered Member
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Either the function I am trying to minimized is numerically bad-behaved, or I am not doing something right.
I gave up on LM, and ended up linearizing the problem and solving it using JacobiSVD. |
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