tree 39c892631af07665fed047dd92e3bb6c6efa6ebb
parent 0a50cd82445bc975b88bb6e9f2a44db83376a482
author Cheng Wang <wangcheng@google.com> 1488927443 -0800
committer Cheng Wang <wangcheng@google.com> 1491843034 -0700

Optimize J' * J in sparse_normal_cholesky_solver.

1. Add stype to the outerproduct computation to control the output
matrix in upper or lower triangular matrix. For SuiteSparse,
upper triangular matrix is generated. SuiteSparse can directly use
this matrix format for cholesky without matrix transpose overhead.

2. Change the outerproduct computation to block multiplication.  This
reduces the computation complexity for the sort in preprocessing, also
allows formulation of the block outerproduct computation as dense Eigen
block matrix multiplication.

3. Solve 32 Tango problems on Qualcomm MSM8994 Cortex-A53 (1.55GHz)
   before change: 140 seconds
   after change: 131 seconds

Change-Id: I8054114cef911de6a303310a448821ca296e4744