Dan Simpson • 9/3/2024

Random C++ Part 1: Building a block sparse matrix in Eigen

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This article provides a detailed, technical tutorial on constructing a 2x2 block sparse matrix in C++ with the Eigen library. It explains the importance of column-major storage for performance, outlines the implementation steps using Compressed Column Storage, and discusses the challenges of integrating sparse and dense matrix blocks within the Stan computational framework.

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#linear algebra #c #Memory Layout
Random C++ Part 1: Building a block sparse matrix in Eigen

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