Doc: explain perf and multithreading issues in sparse iterative solvers

doc/SparseLinearSystems.dox

@@ -21,7 +21,7 @@ They are summarized in the following table:
 <tr><td>ConjugateGradient</td><td>\link IterativeLinearSolvers_Module IterativeLinearSolvers \endlink</td><td>Classic iterative CG</td><td>SPD</td><td>Preconditionning</td>
     <td>built-in, MPL2</td>
     <td>Recommended for large symmetric problems (e.g., 3D Poisson eq.)</td></tr>
-<tr><td>LSCG</td><td>\link IterativeLinearSolvers_Module IterativeLinearSolvers \endlink</td><td>CG for rectangular least-square problem</td><td>Rectangular</td><td>Preconditionning</td>
+<tr><td>LeastSquaresConjugateGradient</td><td>\link IterativeLinearSolvers_Module IterativeLinearSolvers \endlink</td><td>CG for rectangular least-square problem</td><td>Rectangular</td><td>Preconditionning</td>
     <td>built-in, MPL2</td>
     <td>Solve for min |A'Ax-b|^2 without forming A'A</td></tr>
 <tr><td>BiCGSTAB</td><td>\link IterativeLinearSolvers_Module IterativeLinearSolvers \endlink</td><td>Iterative stabilized bi-conjugate gradient</td><td>Square</td><td>Preconditionning</td>

doc/TopicMultithreading.dox

@@ -22,8 +22,12 @@ n = Eigen::nbThreads( );
 You can disable Eigen's multi threading at compile time by defining the EIGEN_DONT_PARALLELIZE preprocessor token.
 
 Currently, the following algorithms can make use of multi-threading:
- * general matrix - matrix products
- * PartialPivLU
+ - general dense matrix - matrix products
+ - PartialPivLU
+ - row-major-sparse * dense vector/matrix products
+ - ConjugateGradient with \c Lower|Upper as the \c UpLo template parameter.
+ - BiCGSTAB with a row-major sparse matrix format.
+ - LeastSquaresConjugateGradient
 
 \section TopicMultiThreading_UsingEigenWithMT Using Eigen in a multi-threaded application