Enable mixed precision solves.

1. Add Solver::Options::use_mixed_precision_solves,
   and Solver::Options::max_num_refinement_iterations.
2. Make SparseCholesky::Create return a unique_ptr.
3. SparseCholesky::Create now takes LinearSolver::Options
   as an argument.
4. IterativeRefiner's constructor does not require num_cols
   as an argument.
5. SparseNormalCholeskySolver now uses a separate rhs vector.

This basic implementation results in a 10% reduction in solver time
and 30% reduction in linear solver memory usage.

Change-Id: I6830f32cae2febf082d2733262eb2c9f0482b0ea
22 files changed
tree: 7f4ac8e375477544c3bcb398c786c27e93f8cbda
  1. bazel/
  2. cmake/
  3. config/
  4. data/
  5. docs/
  6. examples/
  7. include/
  8. internal/
  9. jni/
  10. scripts/
  11. .gitignore
  12. BUILD
  13. CMakeLists.txt
  14. LICENSE
  15. package.xml
  16. README.md
  17. WORKSPACE
README.md

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.

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