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Eigen::LeastSquareDiagonalPreconditioner< _Scalar > Class Template Reference

Jacobi preconditioner for LeastSquaresConjugateGradient. More...

#include <BasicPreconditioners.h>

Inheritance diagram for Eigen::LeastSquareDiagonalPreconditioner< _Scalar >:
Eigen::DiagonalPreconditioner< _Scalar >

Public Member Functions

template<typename MatType >
 LeastSquareDiagonalPreconditioner (const MatType &mat)
 
template<typename MatType >
LeastSquareDiagonalPreconditioneranalyzePattern (const MatType &)
 
template<typename MatType >
LeastSquareDiagonalPreconditionerfactorize (const MatType &mat)
 
template<typename MatType >
LeastSquareDiagonalPreconditionercompute (const MatType &mat)
 
ComputationInfo info ()
 
- Public Member Functions inherited from Eigen::DiagonalPreconditioner< _Scalar >
template<typename MatType >
 DiagonalPreconditioner (const MatType &mat)
 
Index rows () const
 
Index cols () const
 
template<typename MatType >
DiagonalPreconditioneranalyzePattern (const MatType &)
 
template<typename MatType >
DiagonalPreconditionerfactorize (const MatType &mat)
 
template<typename MatType >
DiagonalPreconditionercompute (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
_Scalarthe type of the scalar.

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

See also
class LeastSquaresConjugateGradient, class DiagonalPreconditioner

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