Top "Eigen" questions

Eigen is a C++ template library for linear algebra: matrices, vectors, and related algorithms.

Large Matrix Inversion

I am looking at taking the inverse of a large matrix, common size of 1000 x 1000, but sometimes exceeds 100000 x 100000 (which …

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Cross-product matrix in Eigen

Is there a ready function or method in Eigen for the Hat operator? That is the operator, returning a matrix, …

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Submatrices and indices using Eigen

I'm currently working on a MATLAB project and I'd like to re-implement the most computational-heavy parts using C++ and Eigen. …

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Apply function to all Eigen matrix element

I have an Eigen::MatrixXd and I would like to modify all its elements by applying a function component-wise. For …

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How to extract a subvector (of an Eigen::Vector) from a vector of indices in Eigen?

Suppose I have Eigen::VectorXd x; //{1,2,3,4,5,6,7,8} and Eigen::VectorXd ind_vec; //{0,2,4,5} Is there a way an easy way to extract …

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Eigen efficient type for dense symmetric matrix

Does Eigen have efficient type for store dense, fixed-size, symmetric matrix? (hey, they are ubiquitous!) I.e. for N=9, it …

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How can I calculate inverse of sparse matrix in Eigen library

I have a question about Eigen library in C++. Actually, I want to calculate inverse matrix of sparse matrix. When …

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Eigen matrix library filling a matrix with random float values in a given range

The setRandom function in the Eigen matrix library fills a given matrix with random numbers in the range [-1,1]. How …

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Eigen convert dense matrix to sparse one

How to convert an Eigen::Matrix<double,Dynamic,Dynamic> to an Eigen::SparseMatrix<double> ? I'm looking …

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How to speed up Eigen library's matrix product?

I'm studying simple multiplication of two big matrices using the Eigen library. This multiplication appears to be noticeably slower than …

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