Parallel for with iteration costs and left product Parallel for with user-supplied [cumulative] iteration costs allows to get performance improvements on problems with significantly different time requirements per parallel loop iteration. One of those problems is left multiplication with block-sparse matrix. Using number of non-zero values per column block, we partition column blocks into contiguous sets with approximately equal number of operations to be performed. Change-Id: I4a862a10a586cdfbec22e8168a3423537039abc2
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.