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+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2011-2014 Gael Guennebaud <gael.guennebaud@inria.fr>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_BASIC_PRECONDITIONERS_H
+#define EIGEN_BASIC_PRECONDITIONERS_H
+
+namespace Eigen { 
+
+/** \ingroup IterativeLinearSolvers_Module
+  * \brief 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:
+    \code
+    A.diagonal().asDiagonal() . x = b
+    \endcode
+  *
+  * \tparam _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.
+  *
+  * \sa class LeastSquareDiagonalPreconditioner, class ConjugateGradient
+  */
+template <typename _Scalar>
+class DiagonalPreconditioner
+{
+    typedef _Scalar Scalar;
+    typedef Matrix<Scalar,Dynamic,1> Vector;
+  public:
+    typedef typename Vector::StorageIndex StorageIndex;
+    enum {
+      ColsAtCompileTime = Dynamic,
+      MaxColsAtCompileTime = Dynamic
+    };
+
+    DiagonalPreconditioner() : m_isInitialized(false) {}
+
+    template<typename MatType>
+    explicit DiagonalPreconditioner(const MatType& mat) : m_invdiag(mat.cols())
+    {
+      compute(mat);
+    }
+
+    Index rows() const { return m_invdiag.size(); }
+    Index cols() const { return m_invdiag.size(); }
+    
+    template<typename MatType>
+    DiagonalPreconditioner& analyzePattern(const MatType& )
+    {
+      return *this;
+    }
+    
+    template<typename MatType>
+    DiagonalPreconditioner& factorize(const MatType& mat)
+    {
+      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 MatType>
+    DiagonalPreconditioner& compute(const MatType& mat)
+    {
+      return factorize(mat);
+    }
+
+    /** \internal */
+    template<typename Rhs, typename Dest>
+    void _solve_impl(const Rhs& b, Dest& x) const
+    {
+      x = m_invdiag.array() * b.array() ;
+    }
+
+    template<typename Rhs> inline const Solve<DiagonalPreconditioner, Rhs>
+    solve(const MatrixBase<Rhs>& b) const
+    {
+      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());
+    }
+    
+    ComputationInfo info() { return Success; }
+
+  protected:
+    Vector m_invdiag;
+    bool m_isInitialized;
+};
+
+/** \ingroup IterativeLinearSolvers_Module
+  * \brief 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:
+    \code
+    (A.adjoint() * A).diagonal().asDiagonal() * x = b
+    \endcode
+  *
+  * \tparam _Scalar the type of the scalar.
+  *
+  * \implsparsesolverconcept
+  *
+  * The diagonal entries are pre-inverted and stored into a dense vector.
+  * 
+  * \sa class LeastSquaresConjugateGradient, class DiagonalPreconditioner
+  */
+template <typename _Scalar>
+class LeastSquareDiagonalPreconditioner : public DiagonalPreconditioner<_Scalar>
+{
+    typedef _Scalar Scalar;
+    typedef typename NumTraits<Scalar>::Real RealScalar;
+    typedef DiagonalPreconditioner<_Scalar> Base;
+    using Base::m_invdiag;
+  public:
+
+    LeastSquareDiagonalPreconditioner() : Base() {}
+
+    template<typename MatType>
+    explicit LeastSquareDiagonalPreconditioner(const MatType& mat) : Base()
+    {
+      compute(mat);
+    }
+
+    template<typename MatType>
+    LeastSquareDiagonalPreconditioner& analyzePattern(const MatType& )
+    {
+      return *this;
+    }
+    
+    template<typename MatType>
+    LeastSquareDiagonalPreconditioner& factorize(const MatType& mat)
+    {
+      // 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.innerVector(j).squaredNorm();
+          if(sum>RealScalar(0))
+            m_invdiag(j) = RealScalar(1)/sum;
+          else
+            m_invdiag(j) = RealScalar(1);
+        }
+      }
+      Base::m_isInitialized = true;
+      return *this;
+    }
+    
+    template<typename MatType>
+    LeastSquareDiagonalPreconditioner& compute(const MatType& mat)
+    {
+      return factorize(mat);
+    }
+    
+    ComputationInfo info() { return Success; }
+
+  protected:
+};
+
+/** \ingroup IterativeLinearSolvers_Module
+  * \brief A naive preconditioner which approximates any matrix as the identity matrix
+  *
+  * \implsparsesolverconcept
+  *
+  * \sa class DiagonalPreconditioner
+  */
+class IdentityPreconditioner
+{
+  public:
+
+    IdentityPreconditioner() {}
+
+    template<typename MatrixType>
+    explicit IdentityPreconditioner(const MatrixType& ) {}
+    
+    template<typename MatrixType>
+    IdentityPreconditioner& analyzePattern(const MatrixType& ) { return *this; }
+    
+    template<typename MatrixType>
+    IdentityPreconditioner& factorize(const MatrixType& ) { return *this; }
+
+    template<typename MatrixType>
+    IdentityPreconditioner& compute(const MatrixType& ) { return *this; }
+    
+    template<typename Rhs>
+    inline const Rhs& solve(const Rhs& b) const { return b; }
+    
+    ComputationInfo info() { return Success; }
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_BASIC_PRECONDITIONERS_H