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Add link to reference paper.

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This commit is contained in:
Gael Guennebaud 2016-01-23 22:16:03 +01:00
parent 0caa4b1531
commit 369d6d1ae3
1 changed files with 5 additions and 1 deletions
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6
Eigen/src/IterativeLinearSolvers/IncompleteCholesky.h
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@ -185,6 +185,10 @@ class IncompleteCholesky : public SparseSolverBase<IncompleteCholesky<Scalar,_Up
inline void updateList(Ref<const VectorIx> colPtr, Ref<VectorIx> rowIdx, Ref<VectorSx> vals, const Index& col, const Index& jk, VectorIx& firstElt, VectorList& listCol); inline void updateList(Ref<const VectorIx> colPtr, Ref<VectorIx> rowIdx, Ref<VectorSx> vals, const Index& col, const Index& jk, VectorIx& firstElt, VectorList& listCol);
}; };
// Based on the following paper:
// C-J. Lin and J. J. Moré, Incomplete Cholesky Factorizations with
// Limited memory, SIAM J. Sci. Comput. 21(1), pp. 24-45, 1999
// http://ftp.mcs.anl.gov/pub/tech_reports/reports/P682.pdf
template<typename Scalar, int _UpLo, typename OrderingType> template<typename Scalar, int _UpLo, typename OrderingType>
template<typename _MatrixType> template<typename _MatrixType>
void IncompleteCholesky<Scalar,_UpLo, OrderingType>::factorize(const _MatrixType& mat) void IncompleteCholesky<Scalar,_UpLo, OrderingType>::factorize(const _MatrixType& mat)
@ -316,7 +320,7 @@ void IncompleteCholesky<Scalar,_UpLo, OrderingType>::factorize(const _MatrixType
{ {
if(++iter>=10) if(++iter>=10)
return; return;
// increase shift // increase shift
shift = numext::maxi(m_initialShift,RealScalar(2)*shift); shift = numext::maxi(m_initialShift,RealScalar(2)*shift);
// restore m_L, col_pattern, and listCol // restore m_L, col_pattern, and listCol