commit | 27bb997144d00dd4494d440627f1e782bf4adf43 | [log] [tgz] |
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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
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.
Please see ceres-solver.org for more information.