This is not a bug report but feature request.
It would be very useful if the Eigen library has
fast implementation for ICCG (Incomplete Cholesky
conjugate gradient) method.
Currently, Eigen DOES have fuction for CG method
but not for Incomplete Cholesky preconditioning.
The method is supported by other libraries such as
MTL, SparseLib++, but both are far from active.
Thank you for all of your development.
The library is very useful and is a great help
for academic researchers.
There is a start in the devel branch:
Désiré, what's the status?