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authorGravatar Gael Guennebaud <g.gael@free.fr>2016-01-27 15:55:15 +0100
committerGravatar Gael Guennebaud <g.gael@free.fr>2016-01-27 15:55:15 +0100
commitfecea26d93a9e1f4178986791943796363391a06 (patch)
treecb379a031aca93efe7525cebe9ce5967357f8238 /Eigen/src/IterativeLinearSolvers
parent412bb5a631a3ff32ff7256e9473f97e40023b2e7 (diff)
Extend doc on shifting strategy
Diffstat (limited to 'Eigen/src/IterativeLinearSolvers')
-rw-r--r--Eigen/src/IterativeLinearSolvers/IncompleteCholesky.h2
1 files changed, 2 insertions, 0 deletions
diff --git a/Eigen/src/IterativeLinearSolvers/IncompleteCholesky.h b/Eigen/src/IterativeLinearSolvers/IncompleteCholesky.h
index adf3686b4..e45c272b4 100644
--- a/Eigen/src/IterativeLinearSolvers/IncompleteCholesky.h
+++ b/Eigen/src/IterativeLinearSolvers/IncompleteCholesky.h
@@ -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 =