[eigen] Levenberg-marquardt and dogleg minimizer

[Keir Mierle <mierle@xxxxxxxxx>]

The API for the LM implementation in libmv is more or less ready; since I plan to include it in Eigen at some point, I thought I'd send it along:

http://code.google.com/p/libmv/source/browse/trunk/src/libmv/numeric/levenberg_marquardt.h
http://code.google.com/p/libmv/source/browse/trunk/src/libmv/numeric/levenberg_marquardt_test.cc

Mostly, I am looking for a review from an API perspective; also, I need to support sparse matrices at some point but don't have any experience with them; perhaps Gael could comment here as he is the sparse expert. In particular, I will need to support sparse Jacobians and solving sparse normal equations..

I also have an implementation of Powell's dogleg method, which can be much faster than LM:

http://code.google.com/p/libmv/source/browse/trunk/src/libmv/numeric/dogleg.h
http://code.google.com/p/libmv/source/browse/trunk/src/libmv/numeric/dogleg_test.cc

Keir