Eigen convert dense matrix to sparse one

Question

How to convert an Eigen::Matrix<double,Dynamic,Dynamic> to an Eigen::SparseMatrix<double> ? I'm looking for a better way instead of iterate through the dense matrix

Answer 1

you can use the sparseView() method for that:

sparse = dense.sparseView();

and even specify a tolerance:

sparse = dense.sparseView(reference,epsilon);