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
diff --git a/include/ceres/types.h b/include/ceres/types.h
index 0dcb354..d6474cc 100644
--- a/include/ceres/types.h
+++ b/include/ceres/types.h
@@ -59,14 +59,18 @@
// normal equations A'A x = A'b. They are direct solvers and do not
// assume any special problem structure.
- // Solve the normal equations using a sparse cholesky solver; based
- // on CHOLMOD.
- SPARSE_NORMAL_CHOLESKY,
+ // Solve the normal equations using a dense Cholesky solver; based
+ // on Eigen.
+ DENSE_NORMAL_CHOLESKY,
// Solve the normal equations using a dense QR solver; based on
// Eigen.
DENSE_QR,
+ // Solve the normal equations using a sparse cholesky solver; requires
+ // SuiteSparse or CXSparse.
+ SPARSE_NORMAL_CHOLESKY,
+
// Specialized solvers, specific to problems with a generalized
// bi-partitite structure.
