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