Nasa has decided that a heated nitrogen ion stream is the most efficient heat pump design to date.   They use a large  SINGLE grown crystal lens to concentrate the light into heat and vaporize solid nitrogen.  What may be of interest to you is that they FILTER out the HEAT wavelengths to protect the device from overheating.  They use a coating on the input focus lens to reflect the unwanted rays away.  Your idea seems like a possible device,   just make the light focus and enter a chamber that is small then insure that polarized one way coating INSIDE the holding chamber and pointing outward lens doesn't let it bounce back out.

A see trough mirror. 

One side reflects, the other lets trough...

@All,

Evacuated or vacuum solar tubes come close to a heat diode.

This site shows some information on them.
http://www.solarpanelsplus.com/evacuated-tube-collectors/