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

Template Parameters

_Scalar

the type of the scalar.

This class follows the sparse solver concept .

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