hello,

I have an iterative algorithm, which deals with matrices that change size at each iteration. To this end, I would like to allocate a large matrix at the beginning to avoid memory reallocations, but do computations only with part of it. What would be the recommended way of doing this in Eigen?

I tried using the MaxRows/ColsAtCompileTime parameters, but run straight into problems:

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Eigen::Matrix<double, Eigen::Dynamic, Eigen::Dynamic, 0, 1024, 1024> xx(1, 1);
xx(0, 0) = 1.0;
xx.conservativeResize(2, 2);

This, for some reason, gives "Segmentation fault" at conservativeResize (though not if .resize() is used instead or if 1024 is set to lower value like 512).

I guess I could also just use Eigen::MatrixXd and use lots of ".block()" code, but this sounds a bit messy.

A related question: are there methods for updating Cholesky factorization of a matrix when adding a row and column to the "end" of the matrix or when deleting a row and column from the matrix? (for example, http://lapmal.epfl.ch/lhotse/index.html seems to have something like these)

This, for some reason, gives "Segmentation fault" at conservativeResize (though not if .resize() is used instead or if 1024 is set to lower value like 512).

Please file a bug report with a full compilable version of your example.

bjacob wrote:

This, for some reason, gives "Segmentation fault" at conservativeResize (though not if .resize() is used instead or if 1024 is set to lower value like 512).

Please file a bug report with a full compilable version of your example.

I filed a bug report, although maybe this is just some stack memory issue (I'm not an expert on this...)? Is the matrix allocated on stack when giving the MaxRows/ColsAtCompileTime parameters? If so, is there any way to force it on the heap (or any other way of avoiding reallocations when resizing matrices)?

Oh, right, I missed this --- you are indeed creating this matrix on stack, which probably explains it.

To create this matrix on the heap, well, just do

MyMatrixType *m = new MyMatrixType;

Sorry for that; please close the bug if that fixed it.

It doesn't... Still Segmentation fault. Here's a code that produces the behavior for me:

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#include <Eigen/Dense>

typedef Eigen::Matrix<double, Eigen::Dynamic, Eigen::Dynamic, 0, 1024, 1024> mat_t;

int main(){
  mat_t *xx = new mat_t;

  xx->conservativeResize(1, 1);

  delete xx;
  return 0;
}

Interesting, please update the bug with that info.