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| author |  Gael Guennebaud <g.gael@free.fr> | 2016-01-23 22:16:03 +0100 |
|---|---|---|
| committer | Gael Guennebaud <g.gael@free.fr> | 2016-01-23 22:16:03 +0100 |
| commit | 369d6d1ae31c3e1a0f03196ccb9c792c6913ed76 (patch) | |
| tree | 9751ba9220979284cf6bea3692f6914c28df492f /Eigen/src/IterativeLinearSolvers | |
| parent | 0caa4b1531def27bde0ffeb942cc10f9917a47c6 (diff) | |
Add link to reference paper.
Diffstat (limited to 'Eigen/src/IterativeLinearSolvers')
| -rw-r--r-- | Eigen/src/IterativeLinearSolvers/IncompleteCholesky.h | 6 |
1 files changed, 5 insertions, 1 deletions
diff --git a/Eigen/src/IterativeLinearSolvers/IncompleteCholesky.h b/Eigen/src/IterativeLinearSolvers/IncompleteCholesky.h index babc14d9e..adf3686b4 100644 --- a/Eigen/src/IterativeLinearSolvers/IncompleteCholesky.h +++ b/Eigen/src/IterativeLinearSolvers/IncompleteCholesky.h @@ -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); }; +// 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 _MatrixType> void IncompleteCholesky<Scalar,_UpLo, OrderingType>::factorize(const _MatrixType& mat) @@ -316,7 +320,7 @@ void IncompleteCholesky<Scalar,_UpLo, OrderingType>::factorize(const _MatrixType { if(++iter>=10) return; - + // increase shift shift = numext::maxi(m_initialShift,RealScalar(2)*shift); // restore m_L, col_pattern, and listCol |