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authorGravatar Desire NUENTSA <desire.nuentsa_wakam@inria.fr>2013-02-25 14:26:55 +0100
committerGravatar Desire NUENTSA <desire.nuentsa_wakam@inria.fr>2013-02-25 14:26:55 +0100
commitcc35c4425698f8a9b8293af0c02dfc385442ad6b (patch)
tree3f862232946d118e0c2d88d83e906dcc622ea5fb /Eigen/src/SparseQR
parentced8dfc0d9865c39b06ab783a44422bc3a8adc13 (diff)
Add reference for the default threshold in sparse QR
Diffstat (limited to 'Eigen/src/SparseQR')
-rw-r--r--Eigen/src/SparseQR/SparseQR.h5
1 files changed, 4 insertions, 1 deletions
diff --git a/Eigen/src/SparseQR/SparseQR.h b/Eigen/src/SparseQR/SparseQR.h
index 8fc0a7c3c..b3d5cd208 100644
--- a/Eigen/src/SparseQR/SparseQR.h
+++ b/Eigen/src/SparseQR/SparseQR.h
@@ -286,7 +286,10 @@ void SparseQR<MatrixType,OrderingType>::factorize(const MatrixType& mat)
m_pmat.innerNonZeroPtr()[p] = mat.outerIndexPtr()[i+1] - mat.outerIndexPtr()[i];
}
- // Compute the default threshold.
+ /* Compute the default threshold, see :
+ * Tim Davis, "Algorithm 915, SuiteSparseQR: Multifrontal Multithreaded Rank-Revealing
+ * Sparse QR Factorization, ACM Trans. on Math. Soft. 38(1), 2011, Page 8:3
+ */
if(m_useDefaultThreshold)
{
RealScalar max2Norm = 0.0;