I have the equation in the form aX=b. where 'a' and 'b' are 3X1 row matrices. I need to solve for X, which will be a 3X3 diagonal matrix.
Could someone please guide me as to how I can achieve this using the Eigen library? Thanks in advance

You're simply looking for a coefficient-wise division, e.g., you can obtain the diagonal vector as:

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VectorXd X_diag = b.cwiseQuotient(a);


or:

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VectorXd X_diag = b.array() / a.array();


Ad to see the above vector as a diagonal matrix:

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MatrixXd X = X_diag().asDiagonal();