Initial commit of tiny solver

Tiny solver is targeted towards small dense least square
solves, where the overhead of calling normal Ceres is too
high. For example, when solving for inverse camera
distortion for every pixel location in a many-megapixel
image. Anecdotally, at one point in the past, tiny solver
was ~20x faster than Ceres for the problems it's intended
for. This is due to two key aspects:

  1. Memory is allocated up front: repeated solves incur no
     allocation overhead beyond a few scalars on the stack.
  2. The cost function is fully inlined into the solver
     loop, removing even the cost function call overhead.

Tiny solver originated many years ago as part of
libmv/Blender, where it is still used for distortion solving
today, but the time has come for it to migrate into Ceres.

This commit is just the initial import into Ceres.  Follow
up patches will add further cleanups, and add CostFunction
and Jet adapters to make it easier to call tiny solver
(though by using adapters, some performance advantages will
be lost).

Change-Id: I8079535cd41382b1e0ac0ca2fca141711c72b7f8
3 files changed
tree: c8a926c055fc09cd274f40cc1a88cbeaf4011da3
  1. cmake/
  2. config/
  3. data/
  4. docs/
  5. examples/
  6. include/
  7. internal/
  8. jni/
  9. scripts/
  10. .gitignore
  11. CMakeLists.txt
  12. LICENSE
  13. package.xml
  14. README.md
README.md

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.

WARNING - Do not make GitHub pull requests!

Ceres development happens on Gerrit, including both repository hosting and code reviews. The GitHub Repository is a continuously updated mirror which is primarily meant for issue tracking. Please see our Contributing to Ceres Guide for more details.

The upstream Gerrit repository is

https://ceres-solver.googlesource.com/ceres-solver