Eigen::DiagonalPreconditioner< Scalar_ > Class Template Reference

A preconditioner based on the digonal entries. More...

Inheritance diagram for Eigen::DiagonalPreconditioner< Scalar_ >:

Public Types
enum	{   ColsAtCompileTime ,   MaxColsAtCompileTime }
typedef Vector::StorageIndex	StorageIndex

Public Member Functions
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

Protected Attributes
Vector	m_invdiag
bool	m_isInitialized

Private Types
typedef Scalar_	Scalar
typedef Matrix< Scalar, Dynamic, 1 >	Vector

Detailed Description

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

Definition at line 38 of file BasicPreconditioners.h.

Member Typedef Documentation

Scalar

template<typename Scalar_ >

typedef Scalar_ Eigen::DiagonalPreconditioner< Scalar_ >::Scalar

private

Definition at line 40 of file BasicPreconditioners.h.

StorageIndex

template<typename Scalar_ >

typedef Vector::StorageIndex Eigen::DiagonalPreconditioner< Scalar_ >::StorageIndex

Definition at line 43 of file BasicPreconditioners.h.

Vector

template<typename Scalar_ >

typedef Matrix<Scalar,Dynamic,1> Eigen::DiagonalPreconditioner< Scalar_ >::Vector

private

Definition at line 41 of file BasicPreconditioners.h.

Member Enumeration Documentation

anonymous enum

template<typename Scalar_ >

anonymous enum

Enumerator
ColsAtCompileTime
MaxColsAtCompileTime

Definition at line 44 of file BasicPreconditioners.h.

         {
      ColsAtCompileTime = Dynamic,
      MaxColsAtCompileTime = Dynamic
    };

Constructor & Destructor Documentation

DiagonalPreconditioner() [1/2]

template<typename Scalar_ >

Eigen::DiagonalPreconditioner< Scalar_ >::DiagonalPreconditioner ( )

inline

Definition at line 49 of file BasicPreconditioners.h.

: m_isInitialized(false) {}

DiagonalPreconditioner() [2/2]

template<typename Scalar_ >

template<typename MatType >

Eigen::DiagonalPreconditioner< Scalar_ >::DiagonalPreconditioner ( const MatType &  mat )

inlineexplicit

Definition at line 52 of file BasicPreconditioners.h.

                                                        : m_invdiag(mat.cols())
    {
      compute(mat);
    }

Member Function Documentation

_solve_impl()

template<typename Scalar_ >

template<typename Rhs , typename Dest >

void Eigen::DiagonalPreconditioner< Scalar_ >::_solve_impl ( const Rhs &  b, Dest &  x  ) const

inline

Definition at line 91 of file BasicPreconditioners.h.

    {
      x = m_invdiag.array() * b.array() ;
    }

analyzePattern()

template<typename Scalar_ >

template<typename MatType >

DiagonalPreconditioner& Eigen::DiagonalPreconditioner< Scalar_ >::analyzePattern ( const MatType &  )

inline

Definition at line 61 of file BasicPreconditioners.h.

    {
      return *this;
    }

cols()

template<typename Scalar_ >

EIGEN_CONSTEXPR Index Eigen::DiagonalPreconditioner< Scalar_ >::cols ( void  ) const

inline

Definition at line 58 of file BasicPreconditioners.h.

{ return m_invdiag.size(); }

compute()

template<typename Scalar_ >

template<typename MatType >

DiagonalPreconditioner& Eigen::DiagonalPreconditioner< Scalar_ >::compute ( const MatType &  mat )

inline

Definition at line 84 of file BasicPreconditioners.h.

    {
      return factorize(mat);
    }

factorize()

template<typename Scalar_ >

template<typename MatType >

DiagonalPreconditioner& Eigen::DiagonalPreconditioner< Scalar_ >::factorize ( const MatType &  mat )

inline

Definition at line 67 of file BasicPreconditioners.h.

    {
      m_invdiag.resize(mat.cols());
      for(int j=0; j<mat.outerSize(); ++j)
      {
        typename MatType::InnerIterator it(mat,j);
        while(it && it.index()!=j) ++it;
        if(it && it.index()==j && it.value()!=Scalar(0))
          m_invdiag(j) = Scalar(1)/it.value();
        else
          m_invdiag(j) = Scalar(1);
      }
      m_isInitialized = true;
      return *this;
    }

info()

template<typename Scalar_ >

ComputationInfo Eigen::DiagonalPreconditioner< Scalar_ >::info ( )

inline

Definition at line 105 of file BasicPreconditioners.h.

{ return Success; }

rows()

template<typename Scalar_ >

EIGEN_CONSTEXPR Index Eigen::DiagonalPreconditioner< Scalar_ >::rows ( void  ) const

inline

Definition at line 57 of file BasicPreconditioners.h.

{ return m_invdiag.size(); }

solve()

template<typename Scalar_ >

template<typename Rhs >

const Solve<DiagonalPreconditioner, Rhs> Eigen::DiagonalPreconditioner< Scalar_ >::solve ( const MatrixBase< Rhs > &  b ) const

inline

Definition at line 97 of file BasicPreconditioners.h.

    {
      eigen_assert(m_isInitialized && "DiagonalPreconditioner is not initialized.");
      eigen_assert(m_invdiag.size()==b.rows()
                && "DiagonalPreconditioner::solve(): invalid number of rows of the right hand side matrix b");
      return Solve<DiagonalPreconditioner, Rhs>(*this, b.derived());
    }

Member Data Documentation

m_invdiag

template<typename Scalar_ >

Vector Eigen::DiagonalPreconditioner< Scalar_ >::m_invdiag

protected

Definition at line 108 of file BasicPreconditioners.h.

m_isInitialized

template<typename Scalar_ >

bool Eigen::DiagonalPreconditioner< Scalar_ >::m_isInitialized

protected

Definition at line 109 of file BasicPreconditioners.h.

---

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

• BasicPreconditioners.h