Change SVD algorithm in covariance computation.

Switch from JacobiSVD to BDCSVD in
ComputeCovarianceValuesUsingDenseSVD. This should increase
the performance for larger covariance matrices. See

Change-Id: Icde4dec89f506b638b0f9f1aee3b7cfc9e4d72fc
1 file changed
tree: 1b899f65c390a581299562bbc857cb9ca0950ccd
  1. .clang-format
  2. .gitignore
  3. .travis.yml
  4. BUILD
  5. CMakeLists.txt
  10. bazel/
  11. cmake/
  12. config/
  13. data/
  14. docs/
  15. examples/
  16. include/
  17. internal/
  18. package.xml
  19. scripts/
  20. travis/

Build Status

Ceres Solver

Ceres Solver is an open source C++ library for modeling and solving large, complicated optimization problems. It is a feature rich, mature and performant library which has been used in production at Google since 2010. Ceres Solver can solve two kinds of problems.

  1. Non-linear Least Squares problems with bounds constraints.
  2. General unconstrained optimization problems.

Please see for more information.