@oe1cxw Eigen, perhaps?
Does anyone know a simple (no deps, few files) C/C++ bsd-style lic. lib for solving dense positive definite linear systems (using e.g. CG)?
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@whitequark I think Eigen does not have dense iterative solvers (?), and its much larger than what I'm looking for..
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@oe1cxw Maybe something from Chap. 2 of Numerical Recipes? http://www2.units.it/ipl/students_area/imm2/files/Numerical_Recipes.pdf … -
@rrmutt afair the code in numerical recipes is non-free.. - Show replies
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@kc8apf Eigen is pretty large (I'm looking for something thats just a few C/C++ files), and afair it doesn't have dense iterative solvers..Thanks. Twitter will use this to make your timeline better. UndoUndo
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@scanlime Does Ceres have an API to bypass the non-linear optimizer and just solve a dense linear system?Thanks. Twitter will use this to make your timeline better. UndoUndo
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@kc8apf Those are _NOT_ iterative solvers! O(n^3) complexity is not acceptable for something like a 1000 x 1000 system.Thanks. Twitter will use this to make your timeline better. UndoUndo
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@kc8apf But 19 headers is smaller than I remembered. Good to know.Thanks. Twitter will use this to make your timeline better. UndoUndo
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@kc8apf Jfyi: On my machine (AMD FX 8150) Eigen3 LDLT of 1000x1000 takes 0.3 seconds and 2000x2000 takes 2.6 seconds. -
@kc8apf That is faster than what I had expected, but unfortunately not fast enough for what I'm trying to do. - Show replies
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