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ceres-solver/ceres-solver/678c05b28976c7adeb791b9678465049686026ba
commit
678c05b28976c7adeb791b9678465049686026ba
[log] [tgz]
author
Johannes Beck <Jodebo_Beck@gmx.de>
Thu Jan 02 19:21:32 2020 +0100
committer
Sameer Agarwal <sameeragarwal@google.com>
Fri Jan 03 01:44:17 2020 +0000
tree
0e602a0ffc20e9aa6481b4fda7b78e1dc099e666
parent
a384a7e96e3b341a1cf14b3642f83e8eb82ccfee [diff]
Fix invert PSD matrix.

This CL fixes and simplifies the implementation of InvertPSDMatrix.
InvertPSDMatrix uses a JacobiSVD with thin U and V. This requires a
variable number of columns, which is not always the case, which
triggers an assert in debug mode. The type of the matrix is changed
to always use a dynamic number of columns.

In addition, instead of calculating the inverse of the matrix by hand,
the SVD solve method is used.

Change-Id: I353c741cf537b58eb5b18663902318babe1a66de
1 file changed
tree: 0e602a0ffc20e9aa6481b4fda7b78e1dc099e666
  1. bazel/
  2. cmake/
  3. config/
  4. data/
  5. docs/
  6. examples/
  7. include/
  8. internal/
  9. scripts/
  10. travis/
  11. .clang-format
  12. .gitignore
  13. .travis.yml
  14. BUILD
  15. CMakeLists.txt
  16. CONTRIBUTING.md
  17. LICENSE
  18. package.xml
  19. README.md
  20. WORKSPACE
README.md

Build Status

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.