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Add eigen backend

Open Delaunay opened this issue 2 years ago • 1 comments

Delaunay avatar Sep 08 '22 13:09 Delaunay

Eigen is a bit faster, I think the speedup will grow if matrices get bigger. Eigen also provide SparseMatrice & solver that could be interesting to experiment with.

| Metrics   |   Eigen | Regular | Eigen < Regular |
|-----------|--------:|--------:|-----------------|
|    99.00% | 0.00748 | 0.00765 |       TRUE      |
|    95.00% | 0.00737 | 0.00752 |       TRUE      |
|    75.00% | 0.00679 | 0.00734 |       TRUE      |
|    Median | 0.00640 | 0.00656 |       TRUE      |
|       Avg | 0.00624 | 0.00658 |       TRUE      |
| Deviation | 0.00071 | 0.00074 |       TRUE      |

Delaunay avatar Sep 10 '22 08:09 Delaunay