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