tree 0529893c06e6ef5837468563314d80340053c8cc
parent f258e4624f5bd86105ea28b9b92dd70a3f4a3a44
author Sameer Agarwal <sameeragarwal@google.com> 1376632523 -0700
committer Sameer Agarwal <sameeragarwal@google.com> 1376675334 -0700

Reduce memory usage in covariance estimation.

When using the SPARSE_QR algorithm, now a Q-less
factorization is used. This results in significantly
less memory usage.

The inversion of the semi-normal equations is now
threaded using openmp. Indeed if one has SuiteSparse
compiled with TBB, then both the factorization
and the inversion are completely threaded.

Change-Id: Ia07591e48e7958d427ef91ff9e67662f6e982c21