From 640104645eebb80274cc12fc6e43401caa8eedd0 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?Fr=C3=A9d=C3=A9ric=20BRIOL?= <fbriol@gmail.com>
Date: Wed, 3 Jul 2024 19:04:36 +0200
Subject: [PATCH] refactor: Improve harmonic analysis performance with Eigen
 LDLT solver

---
 src/library/wave/table.cpp | 3 ++-
 1 file changed, 2 insertions(+), 1 deletion(-)

diff --git a/src/library/wave/table.cpp b/src/library/wave/table.cpp
index 9a3de78..78fb3da 100644
--- a/src/library/wave/table.cpp
+++ b/src/library/wave/table.cpp
@@ -359,7 +359,8 @@ auto Table::harmonic_analysis(const Eigen::Ref<const Eigen::VectorXd>& h,
   H.topRows(w_size) = f.array() * vu.array().cos();
   H.bottomRows(w_size) = f.array() * vu.array().sin();
 
-  auto solution = ((H * H.transpose()).inverse() * H) * h;
+  Eigen::LDLT<Eigen::MatrixXd> ldlt(H * H.transpose());
+  Eigen::VectorXd solution = ldlt.solve(H * h);
   result.real() = solution.topRows(w_size);
   result.imag() = solution.bottomRows(w_size);