Please help me figure out how to use the pre-computed LU decomposition. I am solving this in a loop where some of the A matrices are the same. If they are the same, An = An-1, I want to skip the decomposition. I have tried various things but cannot get it to work. How can I save the pre-computation so that it is still in scope when I need it (the next loop)? Below is my loop that works. When I try to put an if condition around luofa.compute(A); it fails.

Code: Select all

void eigenCalculations(inputOutput data[])
{
FullPivLU<MatrixXd> luofa;  //  declaration for the pre-computation matrix
        for(int i = 0; i < data[0].lines; i++)  //  Next three nested loops fill up our IC matrix
        {
        MatrixXd A(data[i].N,data[i].N);
        VectorXd X(data[i].N);
                for (int j = 0; j < data[i].N; j++)
                {
                X(j)=data[i].rhs[j];
                        for(int k=0; k< data[i].N; k++)
                        {
                        A(j,k)= data[i].IC[j][k];
                        }
                }
        luofa.compute(A);           
        VectorXd sol = luofa.solve(X);
}

that should work, perhaps that's your condition which is wrong... IF you cannot figure it out, please post the version with the condition.

You are right! I fixed the condition statement and it works