|author||Johannes Beck <Jodebo_Beck@gmx.de>||Thu Jan 02 19:21:32 2020 +0100|
|committer||Sameer Agarwal <firstname.lastname@example.org>||Fri Jan 03 01:44:17 2020 +0000|
Fix invert PSD matrix. This CL fixes and simplifies the implementation of InvertPSDMatrix. InvertPSDMatrix uses a JacobiSVD with thin U and V. This requires a variable number of columns, which is not always the case, which triggers an assert in debug mode. The type of the matrix is changed to always use a dynamic number of columns. In addition, instead of calculating the inverse of the matrix by hand, the SVD solve method is used. Change-Id: I353c741cf537b58eb5b18663902318babe1a66de
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.