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Set LLT from a Matrix

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ansar
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Set LLT from a Matrix

Fri Mar 01, 2013 8:49 am
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.
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ggael
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Re: Set LLT from a Matrix  Topic is solved

Fri Mar 01, 2013 1:06 pm
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);
ansar
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Re: Set LLT from a Matrix

Fri Mar 01, 2013 2:20 pm
Thanks..ofcourse I should have looked at the triangular solver! :< That does exactly what I wanted in a two liner.


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