| commit | b9f15a59361c609ffc4a328aea9be3d265b5da81 | [log] [tgz] |
|---|---|---|
| author | Sameer Agarwal <sameeragarwal@google.com> | Sat Aug 18 13:06:19 2012 -0700 |
| committer | Sameer Agarwal <sameeragarwal@google.com> | Sun Aug 19 14:47:38 2012 -0700 |
| tree | 881d1e7e545e1a9c3bf3701b8034169f73ce0135 | |
| parent | b3fa009435acf476cd373052e62988f6437970b1 [diff] |
Add a dense Cholesky factorization based linear solver. For problems with a small number of variables, but a large number of residuals, it is sometimes beneficial to use the Cholesky factorization on the normal equations, instead of the dense QR factorization of the Jacobian, even though it is numerically the better thing to do. Change-Id: I3506b006195754018deec964e6e190b7e8c9ac8f