An implementation of SubsetPreconditioner.

The key idea being, use some subset of the rows of the Jacobian
as the preconditioner.

This CL only implements the preconditioner assuming that the row
selection has already been done. How the rows are selected will be
left to the user based on their knowledge of the problem.

A follow up CL will hook this preconditioner into the rest of the
solver.

Change-Id: I3e18dc57811116534e9ddf35d7b154bcce496d3b
10 files changed
tree: 4a1bbd11ff6516e30a060e91e21e2e5e4aea81f6
  1. bazel/
  2. cmake/
  3. config/
  4. data/
  5. docs/
  6. examples/
  7. include/
  8. internal/
  9. jni/
  10. scripts/
  11. .gitignore
  12. BUILD
  13. CMakeLists.txt
  14. LICENSE
  15. package.xml
  16. README.md
  17. WORKSPACE
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