From fecea26d93a9e1f4178986791943796363391a06 Mon Sep 17 00:00:00 2001 From: Gael Guennebaud Date: Wed, 27 Jan 2016 15:55:15 +0100 Subject: Extend doc on shifting strategy --- Eigen/src/IterativeLinearSolvers/IncompleteCholesky.h | 2 ++ 1 file changed, 2 insertions(+) (limited to 'Eigen/src/IterativeLinearSolvers') 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