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Eigen  3.3.9
Eigen::DiagonalPreconditioner< _Scalar > Class Template Reference

Detailed Description

template<typename _Scalar>
class Eigen::DiagonalPreconditioner< _Scalar >

A preconditioner based on the digonal entries.

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
Template Parameters
_Scalarthe type of the scalar.

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.

A variant that has yet to be implemented would attempt to preserve the norm of each column.
See also
class LeastSquareDiagonalPreconditioner, class ConjugateGradient
+ Inheritance diagram for Eigen::DiagonalPreconditioner< _Scalar >:

The documentation for this class was generated from the following file: