From 369d6d1ae31c3e1a0f03196ccb9c792c6913ed76 Mon Sep 17 00:00:00 2001 From: Gael Guennebaud Date: Sat, 23 Jan 2016 22:16:03 +0100 Subject: Add link to reference paper. --- Eigen/src/IterativeLinearSolvers/IncompleteCholesky.h | 6 +++++- 1 file changed, 5 insertions(+), 1 deletion(-) (limited to 'Eigen/src/IterativeLinearSolvers') 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 colPtr, Ref rowIdx, Ref 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 template void IncompleteCholesky::factorize(const _MatrixType& mat) @@ -316,7 +320,7 @@ void IncompleteCholesky::factorize(const _MatrixType { if(++iter>=10) return; - + // increase shift shift = numext::maxi(m_initialShift,RealScalar(2)*shift); // restore m_L, col_pattern, and listCol -- cgit v1.2.3