So I guess this post starts my blog. Welcome! 🙂
Over the past couple of days I was doing a few experiments with the Eigen linear algebra library, because the learning part of my supervised descent library was very slow. Inverting a 2000 x 2000 matrix took a few minutes, while Matlab did it in under a second. I ended up acquiring a bit of knowledge about Eigen and performing a few experiments I thought might be worth sharing.