ThresholdIncompleteCholeskyPreconditioner<T> Class

public sealed class ThresholdIncompleteCholeskyPreconditioner<T> : Preconditioner<T>

Public NotInheritable Class ThresholdIncompleteCholeskyPreconditioner(Of T)
	Inherits Preconditioner(Of T)

generic<typename T>
public ref class ThresholdIncompleteCholeskyPreconditioner sealed : public Preconditioner<T>

[<SealedAttribute>]
type ThresholdIncompleteCholeskyPreconditioner<'T> = 
    class
        inherit Preconditioner<'T>
    end

Inheritance

Object  →  LinearOperator<T>  →  Preconditioner<T>  →  ThresholdIncompleteCholeskyPreconditioner<T>

Type Parameters

T

The real or complex floating-point scalar type.

Successful lower factors have positive real diagonals and define Hermitian positive definite preconditioners. This does not certify the input as positive definite. Incomplete Cholesky may break down on positive definite inputs; shifts and ordering are explicit options.

Zero drop tolerance and a cap of at least the matrix order minus one permit complete Cholesky. Setup generates candidate fill one column at a time using retained sparse factors. The cap bounds retained storage, while setup cost depends on intersections of retained columns. Application work is proportional to retained entries.

The source is retained for Refresh() and never modified. Applications accept and return original-coordinate vectors. Distinct-destination applications may run concurrently; refresh requires exclusive access.

Reference