Eigen  3.4.90 (git rev a4098ac676528a83cfb73d4d26ce1b42ec05f47c)
Eigen::LeastSquareDiagonalPreconditioner< Scalar_ > Class Template Reference

Detailed Description

template<typename Scalar_>
class Eigen::LeastSquareDiagonalPreconditioner< Scalar_ >

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:

(A.adjoint() * A).diagonal().asDiagonal() * x = b
Template Parameters
Scalar_the type of the scalar.

This class follows the sparse solver concept .

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

See also
class LeastSquaresConjugateGradient, class DiagonalPreconditioner
+ Inheritance diagram for Eigen::LeastSquareDiagonalPreconditioner< Scalar_ >:

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