A problem in documentation and a proposal
A problem in documentation : Eigen::SimplicialLLT and Eigen::SimplicialLDLT don't support positive semidefinite matrices, but their derived module Eigen::Cholesky module, which is composed of these two, declares support for selfadjoint (hermitian) matrices, which is even wider than positive semidefinite matrices. This lead to a documentation error. A proposal: Suggest Eigen add positive semidefinite matrix for Eigen::SimplicialLLT