Dear experts,
When using IterativeLinearSolvers , how to use a given Matrix as a Preconditioner ?

Many thanks!!!

You have to write a little wrapper class storing your matrix and exposing a compatible API, look at this files for some examples: https://bitbucket.org/eigen/eigen/src/e ... at=default

In your case, you only have to bother about the solve() method, the others will be noop. Then you can use solver.preconditioner() to get access to your preconditioner to set your matrix.