Does anyone know a simple (no deps, few files) C/C++ bsd-style lic. lib for solving dense positive definite linear systems (using e.g. CG)?
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@kc8apf Jfyi: On my machine (AMD FX 8150) Eigen3 LDLT of 1000x1000 takes 0.3 seconds and 2000x2000 takes 2.6 seconds.
@kc8apf That is faster than what I had expected, but unfortunately not fast enough for what I'm trying to do.
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@kc8apf I think I'll just use a sparse iterative solver on my dense system, as I can't seem to find an iterative dense solver..Thanks. Twitter will use this to make your timeline better. UndoUndo
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