GitHub-Proxy/eigen
1
0
Fork 0
mirror of https://gitlab.com/libeigen/eigen.git synced 2025-08-13 04:09:10 +08:00
Code Issues Packages Projects Releases Wiki Activity

Extend doc on shifting strategy

Browse Source
This commit is contained in:
Gael Guennebaud 2016-01-27 15:55:15 +01:00
parent 412bb5a631
commit fecea26d93
1 changed files with 2 additions and 0 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

2
Eigen/src/IterativeLinearSolvers/IncompleteCholesky.h
View File

@ -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 * 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 * 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$. * \f$ \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 = template <typename Scalar, int _UpLo = Lower, typename _OrderingType =