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ceres-solver / ceres-solver / cb6ad463d0338669148ed676c8a623cfd15c7d72
commitcb6ad463d0338669148ed676c8a623cfd15c7d72[log] [tgz]
authorSameer Agarwal <sameeragarwal@google.com>Fri Jul 29 15:35:53 2022 -0700
committerSameer Agarwal <sameeragarwal@google.com>Fri Aug 05 15:30:12 2022 -0700
tree35f253cb096eebb6d2f71f380a5d7e9205164e75
parentdf55682ba5fcef5409eee3d966df08433bc7cfbe [diff]
Add mixed precision support for CPU based DenseCholesky

On problem-744-543562-pre.txt

The time spent in linear solver on my M1 Pro is

eigen        81.550970
eigen+mixed  54.107383
LAPACK       47.078127
LAPACK+mixed 28.639868

Solution quality is unaffected.

The implementation of RefinedDenseCholesky and DenseIterativeRefiner
are straightforward ports of RefinedSparseCholesky and
SparseIterativeRefiner (formerly IterativeRefiner).

It maybe possible to refactor the SparseCholesky and DenseCholesky
interfaces so that this code duplication can be removed in the
future.

Change-Id: I921334224cb97629a60390f2add822de207f7923
13 files changed
tree: 35f253cb096eebb6d2f71f380a5d7e9205164e75
  1. .github/
  2. bazel/
  3. cmake/
  4. config/
  5. data/
  6. docs/
  7. examples/
  8. include/
  9. internal/
  10. scripts/
  11. .clang-format
  12. .gitignore
  13. BUILD
  14. CITATION.cff
  15. CMakeLists.txt
  16. CONTRIBUTING.md
  17. LICENSE
  18. package.xml
  19. README.md
  20. WORKSPACE
README.md

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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.