Re: [ublas] Inversion of a sparse matrix

Subject: Re: [ublas] Inversion of a sparse matrix
From: Nizar Khalifa Sallem (nksallem_at_[hidden])
Date: 2009-02-09 07:34:19

Moritz Lenz wrote:
> Hi,
>
> I'm looking for an implementation that inverts a sparse matrix, and 
> returns a "full" (or dense, or whatever it's called...) matrix.
>
> I currently assign it to a dense matrix and use the LU-decomposition 
> which I found here:
> http://www.crystalclearsoftware.com/cgi-bin/boost_wiki/wiki.pl?LU_Matrix_Inversion 
>
> but it's rather slow, and currently the bottleneck of my program - any 
> thoughts on how to improve it are very welcome.
>
> Cheers,
> Moritz
> _______________________________________________
> ublas mailing list
> ublas_at_[hidden]
> http://lists.boost.org/mailman/listinfo.cgi/ublas
well, may be you should look at Shrudinger decomposition and do it in 
blocks as here :
http://www.ics.forth.gr/cvrl/publications/tech_reports/2004_08_tr340_forth_sba.pdf 
(page 10).

-- 
Nizar SALLEM
Robotics and Artificial Intelligence PhD. Student
LAAS-CNRS
7, Avenue du Colonel Roche
31077 Toulouse CEDEX 4
FRANCE