Eigen
3.3.7

Jacobi preconditioner for LeastSquaresConjugateGradient.
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:
_Scalar  the type of the scalar. 
This class follows the sparse solver concept .
The diagonal entries are preinverted and stored into a dense vector.