Incomplete Cholesky preconditionner

To start experimenting with the preconditionned conjugate gradient (PCG) solver, we provide a readily usable preconditioner based on the incomplete Cholesky factorization. The storage scheme is comparable InvCooMatrix class: to setup a preconditioner for a matrix \(A\), an incomplete Cholesky factorization is computed and stored, for later used as a coarse approximation of \(A^{-1}\).

For object of type CholeskyPrec, only the matrix vector product is available which, however, is already sufficient for serving as a valid preconditioner in a PCG algorithm.

Like for the InvCooMatrix class, the implementation of this class relies on the Eigen3 library.

class CholeskyPrec

Incomplete Cholesky preconditioner.