Eigen::LeastSquareDiagonalPreconditioner< Scalar_ > Class Template Reference

Jacobi preconditioner for LeastSquaresConjugateGradient. More...

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

Private Attributes
Vector	m_invdiag

Additional Inherited Members
Public Types inherited from Eigen::DiagonalPreconditioner< Scalar_ >
enum	{   ColsAtCompileTime ,   MaxColsAtCompileTime }
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.

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

Definition at line 130 of file BasicPreconditioners.h.

Member Typedef Documentation

Base

template<typename Scalar_ >

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

private

Definition at line 134 of file BasicPreconditioners.h.

RealScalar

template<typename Scalar_ >

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

private

Definition at line 133 of file BasicPreconditioners.h.

Scalar

template<typename Scalar_ >

typedef Scalar_ Eigen::LeastSquareDiagonalPreconditioner< Scalar_ >::Scalar

private

Definition at line 132 of file BasicPreconditioners.h.

Constructor & Destructor Documentation

LeastSquareDiagonalPreconditioner() [1/2]

template<typename Scalar_ >

Eigen::LeastSquareDiagonalPreconditioner< Scalar_ >::LeastSquareDiagonalPreconditioner ( )

inline

Definition at line 138 of file BasicPreconditioners.h.

: Base() {}

LeastSquareDiagonalPreconditioner() [2/2]

template<typename Scalar_ >

template<typename MatType >

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

inlineexplicit

Definition at line 141 of file BasicPreconditioners.h.

                                                                   : Base()
    {
      compute(mat);
    }

Member Function Documentation

analyzePattern()

template<typename Scalar_ >

template<typename MatType >

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

inline

Definition at line 147 of file BasicPreconditioners.h.

    {
      return *this;
    }

compute()

template<typename Scalar_ >

template<typename MatType >

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

inline

Definition at line 185 of file BasicPreconditioners.h.

    {
      return factorize(mat);
    }

factorize()

template<typename Scalar_ >

template<typename MatType >

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

inline

Definition at line 153 of file BasicPreconditioners.h.

    {
      // Compute the inverse squared-norm of each column of mat
      m_invdiag.resize(mat.cols());
      if(MatType::IsRowMajor)
      {
        m_invdiag.setZero();
        for(Index j=0; j<mat.outerSize(); ++j)
        {
          for(typename MatType::InnerIterator it(mat,j); it; ++it)
            m_invdiag(it.index()) += numext::abs2(it.value());
        }
        for(Index j=0; j<mat.cols(); ++j)
          if(numext::real(m_invdiag(j))>RealScalar(0))
            m_invdiag(j) = RealScalar(1)/numext::real(m_invdiag(j));
      }
      else
      {
        for(Index j=0; j<mat.outerSize(); ++j)
        {
          RealScalar sum = mat.col(j).squaredNorm();
          if(sum>RealScalar(0))
            m_invdiag(j) = RealScalar(1)/sum;
          else
            m_invdiag(j) = RealScalar(1);
        }
      }
      Base::m_isInitialized = true;
      return *this;
    }

info()

template<typename Scalar_ >

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

inline

Definition at line 190 of file BasicPreconditioners.h.

{ return Success; }

Member Data Documentation

m_invdiag

template<typename Scalar_ >

Vector Eigen::DiagonalPreconditioner< Scalar_ >::m_invdiag

private

Definition at line 108 of file BasicPreconditioners.h.

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

• BasicPreconditioners.h