Hi,

what is the best way to get the diagonal entries of the Cholesky factor of a matrix? I'm using

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MatrixXd(A.llt().matrixL()).diagonal()

since neither LLT nor TriangularView seem to offer a diagonal() method, but it's a bit cumbersome.

Thanks a lot!

Lucas

TriangularView could indeed offer a diagonal() method. In the meantime it's better to get the underlying matrix rather than copying it into a temporary:

Code: Select all

A.llt().matrixL().nestedExpression().diagonal()