Add DenseCholesky

Like SparseCholesky, the DenseCholesky interface abstracts
away the solution of dense linear systems using Cholesky factorization.
This allows the client code to not worry about the type of dense
linear algebra library being used.

DenseNormalCholeskySolver and DenseSchurComplementSolver code
is considerably simpler as a result.

Change-Id: Ie15f09ee376d5f9a64609e6a55ad83e99c76352a
11 files changed
tree: 0160ceb11b6638fe3f9aac4fe37386efaa09b5a6
  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.