Registered Member
|
If A is a symmetric positive definite matrix, the
function SelfAdjointEigenSolver::operatorInverseSqrt() uses the eigendecomposition to compute the inverse square root of A. My question is the following: would it not be computationally more efficient (for symmetric positive definite matrices) to compute the U matrix (using LLT) and then backsolve ("invert") that matrix? Using a high level programming language (R) I find that this second approach is 8-10 times faster depending on the dimensions of A. |
Moderator
|
but that does not give you the same, in one case you have: A^-1 = R * R and in the other: A^-1 = R' * R...
|
Registered users: bartoloni, Bing [Bot], Evergrowing, Google [Bot]