Add covariance matrix for a vector of parameters

Computing the covariance matrix for a number of parameter blocks
previously required adding all parameter blocks to the computation and
subsequently assembling the matrix by concatenating all the blocks.

This patch adds the computation of the covariance matrix for a vector
of parameter blocks. All covariance block pairs are added automatically
and the resulting covariance matrix is assembled in the order the
parameter blocks appear.

Change-Id: I3b70c63f16862adc23a1d7fb7a21dde4e68abe9a
5 files changed
tree: 2120770795769e94cf1e89751ecb2afae82369a4
  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. README.md
README.md

Ceres Solver - A non-linear least squares minimizer

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