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author | Gael Guennebaud <g.gael@free.fr> | 2017-08-22 12:46:35 +0200 |
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committer | Gael Guennebaud <g.gael@free.fr> | 2017-08-22 12:46:35 +0200 |
commit | 21d0a0bcf5eef2fb89f1ca48b65d52ec03e97272 (patch) | |
tree | b00822deffb56b539b40255653f512460c140097 /Eigen/src/Cholesky | |
parent | 2c3d70d915a939d0da33ca22742a26c271adcb82 (diff) |
bug #1456: add perf recommendation for LLT and storage format
Diffstat (limited to 'Eigen/src/Cholesky')
-rw-r--r-- | Eigen/src/Cholesky/LLT.h | 5 |
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. |