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using Matrix::solve in C++

From: Søren Hauberg
Subject: using Matrix::solve in C++
Date: Mon, 18 Sep 2006 15:43:33 +0200

  I'm working on an .oct file that currently contains code that roughly
look like this:

    ColumnVector mGradient(3);
    Matrix Hessian(3,3);
    ColumnVector x_hat;
    for (int iter = 0; iter < max_iter; iter++) {
        // ... do some stuff to fill mGradient and Hessian
        x_hat = Hessian.solve(mGradient);
        // --- do some stuff with x_hat

Now, my question is, is this the right way to do this? I'm guessing that
the Matrix::solve method creates a new ColumnVector in each iteration,
which wouldn't be very efficient. I can live with this speed penalty
since I only run the loop a few times, but I was just wondering if there
was a better way...


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