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sparse module: add support for umfpack, the sparse direct LU
solver from suitesparse (as cholmod). It seems to be even faster than SuperLU and it was much simpler to interface ! Well, the factorization is faster, but for the solve part, SuperLU is quite faster. On the other hand the solve part represents only a fraction of the whole procedure. Moreover, I bench random matrices that does not represents real cases, and I'm not sure at all I use both libraries with their best settings !
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@@ -50,6 +50,10 @@
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namespace Eigen { struct SluMatrix; }
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#endif
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#ifdef EIGEN_UMFPACK_SUPPORT
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#include "umfpack.h"
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#endif
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namespace Eigen {
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#include "src/Sparse/SparseUtil.h"
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@@ -79,6 +83,10 @@ namespace Eigen {
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# include "src/Sparse/SuperLUSupport.h"
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#endif
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#ifdef EIGEN_UMFPACK_SUPPORT
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# include "src/Sparse/UmfPackSupport.h"
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#endif
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} // namespace Eigen
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#endif // EIGEN_SPARSE_MODULE_H
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