template<typename _Scalar>

Eigen::LeastSquareDiagonalPreconditioner class

Jacobi preconditioner for LeastSquaresConjugateGradient.

Template parameters
_Scalar	the type of the scalar.

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

This class follows the sparse solver concept.

The diagonal entries are pre-inverted and stored into a dense vector.

Base classes

template<typename _Scalar>

class DiagonalPreconditioner

A preconditioner based on the digonal entries.