11 Apr
2014
11 Apr
'14
9:49 p.m.
On Fri, Apr 11, 2014 at 12:34:38PM +0100, Alex Valavanis wrote:
Armadillo supports eigenvalue searches in sparse matrices (although you can only get selected eigenvalues) but doesn't support sparse matrix inversions yet.
I don't think anyone does sparse exact inversion - too much infill. It's an interesting question what eps approximate sparse inverses there are, the rank-k inverse made using the sparse svd algorithms would be the L2 solution (USV -> V^T (1/S) U^T). But there are possibly better choices (e.g. L1). I don't know if there are any eps inverses which are not outer products.
(yes, for 3x3 a dense inverse is fine.)
njh