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Hi all,
I'm using Eigen in my project to solve sparse linear equations. The coefficient matrix is not symmetric and is an ill-conditioned one ( condition number ~ 1e8). Is there any preferable method to solve ill-conditioned matrix in Eigen? I've tried SparseLU and BiCGSTAB iterative solver with ILUT preconditioner, but I'm not certain if they are designed to optimize ill-conditioned matrix problems. Thanks in advanced. |
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1e8 is not a bad condition number for double precision. SparseLU should handle them easily, and in case of true rank deficiency, then SparseQR will do the job.
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