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Add reference for the default threshold in sparse QR

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Desire NUENTSA 2013-02-25 14:26:55 +01:00
parent ced8dfc0d9
commit cc35c44256
1 changed files with 4 additions and 1 deletions
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5
Eigen/src/SparseQR/SparseQR.h
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@ -286,7 +286,10 @@ void SparseQR<MatrixType,OrderingType>::factorize(const MatrixType& mat)
m_pmat.innerNonZeroPtr()[p] = mat.outerIndexPtr()[i+1] - mat.outerIndexPtr()[i];
}
// Compute the default threshold.
/* Compute the default threshold, see :
* Tim Davis, "Algorithm 915, SuiteSparseQR: Multifrontal Multithreaded Rank-Revealing
* Sparse QR Factorization, ACM Trans. on Math. Soft. 38(1), 2011, Page 8:3
*/
if(m_useDefaultThreshold)
{
RealScalar max2Norm = 0.0;