Eigen::LeastSquareDiagonalPreconditioner< _Scalar > Class Template Reference

Jacobi preconditioner for LeastSquaresConjugateGradient. More...

#include <BasicPreconditioners.h>

Inheritance diagram for Eigen::LeastSquareDiagonalPreconditioner< _Scalar >:

Public Member Functions
template<typename MatType >
	LeastSquareDiagonalPreconditioner (const MatType &mat)
template<typename MatType >
LeastSquareDiagonalPreconditioner &	analyzePattern (const MatType &)
template<typename MatType >
LeastSquareDiagonalPreconditioner &	factorize (const MatType &mat)
template<typename MatType >
LeastSquareDiagonalPreconditioner &	compute (const MatType &mat)
ComputationInfo	info ()
Public Member Functions inherited from Eigen::DiagonalPreconditioner< _Scalar >
template<typename MatType >
	DiagonalPreconditioner (const MatType &mat)
EIGEN_CONSTEXPR Index	rows () const EIGEN_NOEXCEPT
EIGEN_CONSTEXPR Index	cols () const EIGEN_NOEXCEPT
template<typename MatType >
DiagonalPreconditioner &	analyzePattern (const MatType &)
template<typename MatType >
DiagonalPreconditioner &	factorize (const MatType &mat)
template<typename MatType >
DiagonalPreconditioner &	compute (const MatType &mat)
template<typename Rhs , typename Dest >
void	_solve_impl (const Rhs &b, Dest &x) const
template<typename Rhs >
const Solve< DiagonalPreconditioner, Rhs >	solve (const MatrixBase< Rhs > &b) const
ComputationInfo	info ()

Additional Inherited Members
Public Types inherited from Eigen::DiagonalPreconditioner< _Scalar >
enum	{ ColsAtCompileTime = Dynamic , MaxColsAtCompileTime = Dynamic }
typedef Vector::StorageIndex	StorageIndex
Protected Attributes inherited from Eigen::DiagonalPreconditioner< _Scalar >
Vector	m_invdiag
bool	m_isInitialized

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.

\implsparsesolverconcept

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

See also

class LeastSquaresConjugateGradient, class DiagonalPreconditioner

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

• External/Eigen/src/IterativeLinearSolvers/BasicPreconditioners.h