Eigen::LeastSquareDiagonalPreconditioner< _Scalar > Class Template Reference

Jacobi preconditioner for LeastSquaresConjugateGradient. More...

#include <BasicPreconditioners.h>

Inheritance diagram for Eigen::LeastSquareDiagonalPreconditioner< _Scalar >:

Public Member Functions
template<typename MatType >
LeastSquareDiagonalPreconditioner &	analyzePattern (const MatType &)
template<typename MatType >
LeastSquareDiagonalPreconditioner &	compute (const MatType &mat)
template<typename MatType >
LeastSquareDiagonalPreconditioner &	factorize (const MatType &mat)
ComputationInfo	info ()
	LeastSquareDiagonalPreconditioner ()
template<typename MatType >
	LeastSquareDiagonalPreconditioner (const MatType &mat)
Public Member Functions inherited from Eigen::DiagonalPreconditioner< _Scalar >
template<typename Rhs , typename Dest >
void	_solve_impl (const Rhs &b, Dest &x) const
template<typename MatType >
DiagonalPreconditioner &	analyzePattern (const MatType &)
EIGEN_CONSTEXPR Index	cols () const EIGEN_NOEXCEPT
template<typename MatType >
DiagonalPreconditioner &	compute (const MatType &mat)
	DiagonalPreconditioner ()
template<typename MatType >
	DiagonalPreconditioner (const MatType &mat)
template<typename MatType >
DiagonalPreconditioner &	factorize (const MatType &mat)
ComputationInfo	info ()
EIGEN_CONSTEXPR Index	rows () const EIGEN_NOEXCEPT
template<typename Rhs >
const Solve< DiagonalPreconditioner, Rhs >	solve (const MatrixBase< Rhs > &b) const

Private Types
typedef DiagonalPreconditioner< _Scalar >	Base
typedef NumTraits< Scalar >::Real	RealScalar
typedef _Scalar	Scalar

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

_Scalar

the type of the scalar.

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

See also

class LeastSquaresConjugateGradient, class DiagonalPreconditioner

Definition at line 128 of file BasicPreconditioners.h.

Member Typedef Documentation

Base

template<typename _Scalar >

typedef DiagonalPreconditioner<_Scalar> Eigen::LeastSquareDiagonalPreconditioner< _Scalar >::Base

private

Definition at line 132 of file BasicPreconditioners.h.

RealScalar

template<typename _Scalar >

typedef NumTraits<Scalar>::Real Eigen::LeastSquareDiagonalPreconditioner< _Scalar >::RealScalar

private

Definition at line 131 of file BasicPreconditioners.h.

Scalar

template<typename _Scalar >

typedef _Scalar Eigen::LeastSquareDiagonalPreconditioner< _Scalar >::Scalar

private

Definition at line 130 of file BasicPreconditioners.h.

Constructor & Destructor Documentation

LeastSquareDiagonalPreconditioner() [1/2]

template<typename _Scalar >

Eigen::LeastSquareDiagonalPreconditioner< _Scalar >::LeastSquareDiagonalPreconditioner ( )

inline

Definition at line 136 of file BasicPreconditioners.h.

LeastSquareDiagonalPreconditioner() [2/2]

template<typename _Scalar >

template<typename MatType >

Eigen::LeastSquareDiagonalPreconditioner< _Scalar >::LeastSquareDiagonalPreconditioner ( const MatType &  mat )

inlineexplicit

Definition at line 139 of file BasicPreconditioners.h.

Member Function Documentation

analyzePattern()

template<typename _Scalar >

template<typename MatType >

LeastSquareDiagonalPreconditioner& Eigen::LeastSquareDiagonalPreconditioner< _Scalar >::analyzePattern ( const MatType &  )

inline

Definition at line 145 of file BasicPreconditioners.h.

compute()

template<typename _Scalar >

template<typename MatType >

LeastSquareDiagonalPreconditioner& Eigen::LeastSquareDiagonalPreconditioner< _Scalar >::compute ( const MatType &  mat )

inline

Definition at line 183 of file BasicPreconditioners.h.

factorize()

template<typename _Scalar >

template<typename MatType >

LeastSquareDiagonalPreconditioner& Eigen::LeastSquareDiagonalPreconditioner< _Scalar >::factorize ( const MatType &  mat )

inline

Definition at line 151 of file BasicPreconditioners.h.

info()

template<typename _Scalar >

ComputationInfo Eigen::LeastSquareDiagonalPreconditioner< _Scalar >::info ( )

inline

Definition at line 188 of file BasicPreconditioners.h.

---

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

• BasicPreconditioners.h