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