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authorGravatar Gael Guennebaud <g.gael@free.fr>2017-08-22 12:46:35 +0200
committerGravatar Gael Guennebaud <g.gael@free.fr>2017-08-22 12:46:35 +0200
commit21d0a0bcf5eef2fb89f1ca48b65d52ec03e97272 (patch)
treeb00822deffb56b539b40255653f512460c140097 /Eigen/src/Cholesky
parent2c3d70d915a939d0da33ca22742a26c271adcb82 (diff)
bug #1456: add perf recommendation for LLT and storage format
Diffstat (limited to 'Eigen/src/Cholesky')
-rw-r--r--Eigen/src/Cholesky/LLT.h5
1 files changed, 5 insertions, 0 deletions
diff --git a/Eigen/src/Cholesky/LLT.h b/Eigen/src/Cholesky/LLT.h
index 3de94f726..52d101aff 100644
--- a/Eigen/src/Cholesky/LLT.h
+++ b/Eigen/src/Cholesky/LLT.h
@@ -41,6 +41,11 @@ template<typename MatrixType, int UpLo> struct LLT_Traits;
* Example: \include LLT_example.cpp
* Output: \verbinclude LLT_example.out
*
+ * \b Performance: for best performance, it is recommended to use a column-major storage format
+ * with the Lower triangular part (the default), or, equivalently, a row-major storage format,
+ * with the Upper triangular part. Otherwise, you might get a 20% slowdown for the full factorization
+ * step, and rank-updates can be up to 3 times slower.
+ *
* This class supports the \link InplaceDecomposition inplace decomposition \endlink mechanism.
*
* Note that during the decomposition, only the lower (or upper, as defined by _UpLo) triangular part of A is considered.