Compute a determinant using SparseLU
Submitted by Desire NUENTSA
Assigned to Desire NUENTSA
Link to original bugzilla bug (#588)
Description
Created attachment 331
Support for the determinant with Sparse LU
Currently, It should be straightforward to compute the determinant of a sparse matrix using the decomposition returned by the SparseLU module.
An implementation is available in the attached patch.
However, this determinant can easily overflow. Equilibrate the matrix before the factorization can fix the issue.
This is useful as well to limit the amount of pivoting. So we should add this functionnality before pushing the support to compute the determinant.
Attachment 331, "Support for the determinant with Sparse LU":
sparselu_determinant
Blocking
Edited by Eigen Bugzilla