diff options
| -rw-r--r-- | Eigen/src/IterativeLinearSolvers/IncompleteCholesky.h | 2 |
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 = |