template<typename _Scalar>

Eigen::DiagonalPreconditioner class

A preconditioner based on the digonal entries.

Template parameters
_Scalar	the type of the scalar.

This class allows to approximately solve for A.x = b problems assuming A is a diagonal matrix. In other words, this preconditioner neglects all off diagonal entries and, in Eigen's language, solves for: A.diagonal().asDiagonal() . x = b

This class follows the sparse solver concept.

This preconditioner is suitable for both selfadjoint and general problems. The diagonal entries are pre-inverted and stored into a dense vector.

Derived classes

template<typename _Scalar>

class LeastSquareDiagonalPreconditioner

Jacobi preconditioner for LeastSquaresConjugateGradient.