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bug #1456: add perf recommendation for LLT and storage format

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Gael Guennebaud 2017-08-22 12:46:35 +02:00
parent 2c3d70d915
commit 21d0a0bcf5
1 changed files with 5 additions and 0 deletions
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5
Eigen/src/Cholesky/LLT.h
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@ -41,6 +41,11 @@ template<typename MatrixType, int UpLo> 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.