Function reconstruct_with_perm

test/src/sparse_factorization.cpp:58–70

template<typename T, typename I>
auto
reconstruct_with_perm(proxsuite::linalg::veg::Slice<I> perm_inv,
                      proxsuite::linalg::sparse::MatRef<T, I> ld)
  -> Eigen::Matrix<T, -1, -1, Eigen::ColMajor>
{
  using Mat = Eigen::Matrix<T, -1, -1, Eigen::ColMajor>;
  Mat ld_eigen = to_eigen(ld);
  auto perm_inv_eigen = to_eigen_perm(perm_inv);
  Mat l = ld_eigen.template triangularView<Eigen::UnitLower>();
  Mat d = ld_eigen.diagonal().asDiagonal();
  Mat ldlt = l * d * l.transpose();
  return perm_inv_eigen.inverse() * ldlt * perm_inv_eigen;
}

template<typename T, typename I>
auto