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Extend doc on shifting strategy

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Gael Guennebaud 2016-01-27 15:55:15 +01:00
parent 412bb5a631
commit fecea26d93
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Eigen/src/IterativeLinearSolvers/IncompleteCholesky.h
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@ -37,6 +37,8 @@ namespace Eigen {
* and \f$ \beta \f$ be the minimum value of the diagonal. If \f$ \beta > 0 \f$ then, the factorization is directly performed
* on the matrix B. Otherwise, the factorization is performed on the shifted matrix \f$ B + (\sigma+|\beta| I \f$ where
* \f$ \sigma \f$ is the initial shift value as returned and set by setInitialShift() method. The default value is \f$ \sigma = 10^{-3} \f$.
* If the factorization fails, then the shift in doubled until it succeed or a maximum of ten attempts. If it still fails, as returned by
* the info() method, then you can either increase the initial shift, or better use another preconditioning technique.
*
*/
template <typename Scalar, int _UpLo = Lower, typename _OrderingType =