The triangular part that will be used for the computations. It can be Lower or Upper. Default is Lower.
_OrderingType
The ordering method to use, either AMDOrdering<> or NaturalOrdering<>. Default is AMDOrdering<int>, unless EIGEN_MPL2_ONLY is defined, in which case the default is NaturalOrdering<int>.
It performs the following incomplete factorization: where L is a lower triangular factor, S is a diagonal scaling matrix, and P is a fill-in reducing permutation as computed by the ordering method.
Shiftingstrategy: Let be the scaled matrix on which the factorization is carried out, and be the minimum value of the diagonal. If then, the factorization is directly performed on the matrix B. Otherwise, the factorization is performed on the shifted matrix where is the initial shift value as returned and set by setInitialShift() method. The default value is . 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.
Inheritance diagram for Eigen::IncompleteCholesky< Scalar, _UpLo, _OrderingType >:
Public Member Functions
template<typename MatrixType >
void
analyzePattern (const MatrixType &mat)
Computes the fill reducing permutation vector using the sparsity pattern of mat.