tree 53e5fe621a4f0df87a765f0d67c840565b32f777
parent f956615ef1a593415977dcf51254d04e33f5f104
author Sameer Agarwal <sameeragarwal@google.com> 1368421675 -0700
committer Sameer Agarwal <sameeragarwal@google.com> 1368945182 -0700

Sparse covariance estimation.

Add a Covariance object to the API.

Given a Problem object and a set of parameter block pairs the
Covariance object computes a sparse covariance matrix corresponding
to those block pairs and provides random access to them.

Constant parameter blocks and parameter blocks with local parameterizations
are correctly handled.

Sparse and dense implementations are provided. With the dense implementation
rank deficient Jacobians can also be handled.

Parts of the code are threaded using OpenMP if available.

Change-Id: I5b49583b3d79579df3e0f334c22567acb23ed4ad