Eigen::DiagonalPreconditioner< _Scalar > Class Template Reference

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

#include <src/eigen/Eigen/src/IterativeLinearSolvers/BasicPreconditioners.h>

Inheritance diagram for Eigen::DiagonalPreconditioner< _Scalar >:

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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.

\implsparsesolverconcept

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

Member Typedef Documentation

Scalar

template<typename _Scalar >

typedef _Scalar Eigen::DiagonalPreconditioner< _Scalar >::Scalar

private

StorageIndex

template<typename _Scalar >

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

Vector

template<typename _Scalar >

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

private

Member Enumeration Documentation

anonymous enum

template<typename _Scalar >

anonymous enum

Enumerator
ColsAtCompileTime
MaxColsAtCompileTime

         {
      ColsAtCompileTime = Dynamic,
      MaxColsAtCompileTime = Dynamic
    };

Constructor & Destructor Documentation

DiagonalPreconditioner() [1/2]

template<typename _Scalar >

Eigen::DiagonalPreconditioner< _Scalar >::DiagonalPreconditioner ( )

inline

: m_isInitialized(false) {}

DiagonalPreconditioner() [2/2]

template<typename _Scalar >

template<typename MatType >

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

inlineexplicit

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

References Eigen::DiagonalPreconditioner< _Scalar >::compute().

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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

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

References Eigen::DiagonalPreconditioner< _Scalar >::m_invdiag.

analyzePattern()

template<typename _Scalar >

template<typename MatType >

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

inline

    {
      return *this;
    }

cols()

template<typename _Scalar >

Index Eigen::DiagonalPreconditioner< _Scalar >::cols ( ) const

inline

{ return m_invdiag.size(); }

References Eigen::DiagonalPreconditioner< _Scalar >::m_invdiag.

compute()

template<typename _Scalar >

template<typename MatType >

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

inline

    {
      return factorize(mat);
    }

References Eigen::DiagonalPreconditioner< _Scalar >::factorize().

Referenced by Eigen::DiagonalPreconditioner< _Scalar >::DiagonalPreconditioner().

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factorize()

template<typename _Scalar >

template<typename MatType >

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

inline

    {
      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;
    }

References Eigen::DiagonalPreconditioner< _Scalar >::m_invdiag, Eigen::DiagonalPreconditioner< _Scalar >::m_isInitialized, and Eigen::PlainObjectBase< Derived >::resize().

Referenced by Eigen::DiagonalPreconditioner< _Scalar >::compute().

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info()

template<typename _Scalar >

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

inline

{ return Success; }

References Eigen::Success.

rows()

template<typename _Scalar >

Index Eigen::DiagonalPreconditioner< _Scalar >::rows ( ) const

inline

{ return m_invdiag.size(); }

References Eigen::DiagonalPreconditioner< _Scalar >::m_invdiag.

solve()

template<typename _Scalar >

template<typename Rhs >

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

inline

    {
      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());
    }

References eigen_assert, Eigen::DiagonalPreconditioner< _Scalar >::m_invdiag, and Eigen::DiagonalPreconditioner< _Scalar >::m_isInitialized.

Member Data Documentation

m_invdiag

template<typename _Scalar >

Vector Eigen::DiagonalPreconditioner< _Scalar >::m_invdiag

protected

Referenced by Eigen::DiagonalPreconditioner< _Scalar >::_solve_impl(), Eigen::DiagonalPreconditioner< _Scalar >::cols(), Eigen::DiagonalPreconditioner< _Scalar >::factorize(), Eigen::DiagonalPreconditioner< _Scalar >::rows(), and Eigen::DiagonalPreconditioner< _Scalar >::solve().

m_isInitialized

template<typename _Scalar >

bool Eigen::DiagonalPreconditioner< _Scalar >::m_isInitialized

protected

Referenced by Eigen::DiagonalPreconditioner< _Scalar >::factorize(), Eigen::LeastSquareDiagonalPreconditioner< _Scalar >::factorize(), and Eigen::DiagonalPreconditioner< _Scalar >::solve().

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

• src/eigen/Eigen/src/IterativeLinearSolvers/BasicPreconditioners.h