tree fefc26c0d0a057494f331bb23e06f8c54eb665be
parent d0b6cf657d6ef0dd739e958af9a5768f2eecfd35
author Sameer Agarwal <sameeragarwal@google.com> 1440606273 -0700
committer Sameer Agarwal <sameeragarwal@google.com> 1441488712 -0700

Improve performance of SPARSE_NORMAL_CHOLESKY + dynamic_sparsity

The outer product computation logic in SparseNormalCholeskySolver
does not work well with dynamic sparsity. The overhead of computing
the sparsity pattern of the normal equations is only amortized if
the sparsity is constant. If the sparsity can change from call to call
SparseNormalCholeskySolver will actually be more expensive.

For Eigen and for CXSparse we now explicitly compute the normal
equations using their respective matrix-matrix product routines and solve.
Change-Id: Ifbd8ed78987cdf71640e66ed69500442526a23d4