Registered Member
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Hi,
Is it possible to initialize an LLT object by providing a plain Matrix that has the values for L (dense lower Matrix)? An external routine is providing me the correct values for L, however I want to use Eigen for solving. I understand that I can always recreate the original matrix A= LL* then do LLT via Eigen, but am hoping there can be a more efficient solution. Thanks. |
Moderator
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That's not really possible. However solving from the L factor is only two lines:
x = L.triangularView<Lower>().solve(b); x = L.triangularView<Lower>().adjoint().solve(x); |
Registered Member
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Thanks..ofcourse I should have looked at the triangular solver! That does exactly what I wanted in a two liner.
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