Eigen
3.3.4

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:
_Scalar  the 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 preinverted and stored into a dense vector.