template<typename _Scalar>
class Eigen::DiagonalPreconditioner< _Scalar >
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:
A.diagonal().asDiagonal() .
x =
b
Scalar * b
Definition benchVecAdd.cpp:17
The matrix class, also used for vectors and row-vectors.
Definition Matrix.h:180
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Definition gnuplot_common_settings.hh:12
- Template Parameters
-
| _Scalar | the type of the scalar. |
\implsparsesolverconcept
This preconditioner is suitable for both selfadjoint and general problems. The diagonal entries are pre-inverted and stored into a dense vector.
- Note
- A variant that has yet to be implemented would attempt to preserve the norm of each column.
- See also
- class LeastSquareDiagonalPreconditioner, class ConjugateGradient