Eigen Articles

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9/4/2024 • EN

Random C++ Part 2: Sparse partial inverses in Eigen

Explains how to compute specific entries of the inverse of a sparse symmetric positive definite matrix in C++ using Eigen and the Takahashi recursions.

c Cholesky Factorization Eigen Matrix Inverse Sparse Matrix

Dan Simpson

9/3/2024 • EN

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

A technical guide on building a block sparse matrix in C++ using the Eigen library, focusing on memory layout and performance.

c Eigen linear algebra Memory Layout Sparse Matrix

Dan Simpson

Eigen Articles

Random C++ Part 2: Sparse partial inverses in Eigen

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

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