Eigen::DiagonalPreconditioner< _Scalar > Class Template Reference

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

#include <BasicPreconditioners.h>

Inheritance diagram for Eigen::DiagonalPreconditioner< _Scalar >:

Collaboration diagram for Eigen::DiagonalPreconditioner< _Scalar >:

List of all members.

Public Types
enum	{ ColsAtCompileTime = Dynamic, MaxColsAtCompileTime = Dynamic }
typedef Vector::StorageIndex	StorageIndex
Public Member Functions
	DiagonalPreconditioner ()
template<typename MatType >
	DiagonalPreconditioner (const MatType &mat)
Index	rows () const
Index	cols () const
template<typename MatType >
DiagonalPreconditioner &	analyzePattern (const MatType &)
template<typename MatType >
DiagonalPreconditioner &	factorize (const MatType &mat)
template<typename MatType >
DiagonalPreconditioner &	compute (const MatType &mat)
template<typename Rhs , typename Dest >
void	_solve_impl (const Rhs &b, Dest &x) const
template<typename Rhs >
const Solve < DiagonalPreconditioner, Rhs >	solve (const MatrixBase< Rhs > &b) const
ComputationInfo	info ()
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 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 36 of file BasicPreconditioners.h.

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Member Typedef Documentation

template<typename _Scalar >

typedef _Scalar Eigen::DiagonalPreconditioner< _Scalar >::Scalar [private]

Reimplemented in Eigen::LeastSquareDiagonalPreconditioner< _Scalar >.

Definition at line 38 of file BasicPreconditioners.h.

template<typename _Scalar >

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

Definition at line 41 of file BasicPreconditioners.h.

template<typename _Scalar >

typedef Matrix<Scalar,Dynamic,1> Eigen::DiagonalPreconditioner< _Scalar >::Vector [private]

Definition at line 39 of file BasicPreconditioners.h.

---

Member Enumeration Documentation

template<typename _Scalar >

anonymous enum

Enumerator:

ColsAtCompileTime
MaxColsAtCompileTime

Definition at line 42 of file BasicPreconditioners.h.

         {
      ColsAtCompileTime = Dynamic,
      MaxColsAtCompileTime = Dynamic
    };

---

Constructor & Destructor Documentation

template<typename _Scalar >

Eigen::DiagonalPreconditioner< _Scalar >::DiagonalPreconditioner

(

)

[inline]

Definition at line 47 of file BasicPreconditioners.h.

: m_isInitialized(false) {}

template<typename _Scalar >

template<typename MatType >

Eigen::DiagonalPreconditioner< _Scalar >::DiagonalPreconditioner

(

const MatType &

mat

)

[inline, explicit]

Definition at line 50 of file BasicPreconditioners.h.

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

---

Member Function Documentation

template<typename _Scalar >

template<typename Rhs , typename Dest >

void Eigen::DiagonalPreconditioner< _Scalar >::_solve_impl	(	const Rhs &	b,
		Dest &	x
	)		const [inline]

Definition at line 89 of file BasicPreconditioners.h.

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

template<typename _Scalar >

template<typename MatType >

DiagonalPreconditioner& Eigen::DiagonalPreconditioner< _Scalar >::analyzePattern

(

const MatType &

)

[inline]

Reimplemented in Eigen::LeastSquareDiagonalPreconditioner< _Scalar >.

Definition at line 59 of file BasicPreconditioners.h.

    {
      return *this;
    }

template<typename _Scalar >

Index Eigen::DiagonalPreconditioner< _Scalar >::cols

(

void

)

const [inline]

Definition at line 56 of file BasicPreconditioners.h.

{ return m_invdiag.size(); }

template<typename _Scalar >

template<typename MatType >

DiagonalPreconditioner& Eigen::DiagonalPreconditioner< _Scalar >::compute

(

const MatType &

mat

)

[inline]

Reimplemented in Eigen::LeastSquareDiagonalPreconditioner< _Scalar >.

Definition at line 82 of file BasicPreconditioners.h.

    {
      return factorize(mat);
    }

template<typename _Scalar >

template<typename MatType >

DiagonalPreconditioner& Eigen::DiagonalPreconditioner< _Scalar >::factorize

(

const MatType &

mat

)

[inline]

Reimplemented in Eigen::LeastSquareDiagonalPreconditioner< _Scalar >.

Definition at line 65 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;
    }

template<typename _Scalar >

ComputationInfo Eigen::DiagonalPreconditioner< _Scalar >::info

(

)

[inline]

Reimplemented in Eigen::LeastSquareDiagonalPreconditioner< _Scalar >.

Definition at line 103 of file BasicPreconditioners.h.

{ return Success; }

template<typename _Scalar >

Index Eigen::DiagonalPreconditioner< _Scalar >::rows

(

void

)

const [inline]

Definition at line 55 of file BasicPreconditioners.h.

{ return m_invdiag.size(); }

template<typename _Scalar >

template<typename Rhs >

const Solve<DiagonalPreconditioner, Rhs> Eigen::DiagonalPreconditioner< _Scalar >::solve

(

const MatrixBase< Rhs > &

b

)

const [inline]

Definition at line 95 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

template<typename _Scalar >

Vector Eigen::DiagonalPreconditioner< _Scalar >::m_invdiag [protected]

Definition at line 106 of file BasicPreconditioners.h.

template<typename _Scalar >

bool Eigen::DiagonalPreconditioner< _Scalar >::m_isInitialized [protected]

Definition at line 107 of file BasicPreconditioners.h.

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

• BasicPreconditioners.h