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ceres-solver/ceres-solver/27bb997144d00dd4494d440627f1e782bf4adf43
commit
27bb997144d00dd4494d440627f1e782bf4adf43
[log] [tgz]
author
Johannes Beck <Jodebo_Beck@gmx.de>
Tue Mar 24 08:05:43 2020 +0100
committer
Sameer Agarwal <sameeragarwal@google.com>
Tue Mar 24 18:43:32 2020 +0000
tree
1b899f65c390a581299562bbc857cb9ca0950ccd
parent
84fdac38e033c8f9a63c6e6fca7b44219110f7df [diff]
Change SVD algorithm in covariance computation.

Switch from JacobiSVD to BDCSVD in
ComputeCovarianceValuesUsingDenseSVD. This should increase
the performance for larger covariance matrices. See
https://eigen.tuxfamily.org/dox/classEigen_1_1BDCSVD.html

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

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 ceres-solver.org for more information.