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Eigen-unsupported
3.2.7
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Modified Incomplete Cholesky with dual threshold.
References : C-J. Lin and J. J. Moré, Incomplete Cholesky Factorizations with Limited memory, SIAM J. Sci. Comput. 21(1), pp. 24-45, 1999
_MatrixType | The type of the sparse matrix. It should be a symmetric matrix. It is advised to give a row-oriented sparse matrix |
_UpLo | The triangular part of the matrix to reference. |
_OrderingType |
Inherits noncopyable.
Public Member Functions | |
template<typename MatrixType > | |
void | analyzePattern (const MatrixType &mat) |
Computes the fill reducing permutation vector. | |
ComputationInfo | info () const |
Reports whether previous computation was successful. More... | |
void | setShift (Scalar shift) |
Set the initial shift parameter. | |
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inline |
Reports whether previous computation was successful.
Success
if computation was succesful, NumericalIssue
if the matrix appears to be negative.