From 21d0a0bcf5eef2fb89f1ca48b65d52ec03e97272 Mon Sep 17 00:00:00 2001 From: Gael Guennebaud Date: Tue, 22 Aug 2017 12:46:35 +0200 Subject: bug #1456: add perf recommendation for LLT and storage format --- Eigen/src/Cholesky/LLT.h | 5 +++++ 1 file changed, 5 insertions(+) (limited to 'Eigen/src/Cholesky') 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 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. -- cgit v1.2.3