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Matlab 'ldl' vs Eigen's LDLT

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saturn6
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Matlab 'ldl' vs Eigen's LDLT

Fri Jun 24, 2011 8:19 pm
Hi, I'm fairly new to Eigen and ran into a discrepancy between Matlab's 'ldl' and Eigen's LDLT module. It seems the lower triangular Matrix returned by the Eigen LDLT module (matrixL()) has a row and column swap when compared to Matlab's 'ldl' subroutine. There's also a swap in the diagonal elements between the two. My input matrix is symmetric, A = A^T. Is there another decomposition I should be using to get results that are inline with 'ldl' ?
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ggael
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Re: Matlab 'ldl' vs Eigen's LDLT

Sat Jun 25, 2011 8:12 am
Our LDLt does column pivoting by default that is more stable. there is patch hanging somewhere adding a NoPivotingLDLT class...


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