Re: [eigen] Optimization Algorithms

[Christoph Hertzberg <chtz@xxxxxxxxxxxxxxxxxxxxxxxx>]

On 21.08.2010 04:08, Li Wei wrote:
> I think many fellow researchers are in the mailing list and maybe tired of
> matlab. So maybe we can form a group to design the
> optimization(linear/non-linear) library to support such need.

Actually I wrote a pretty generic Non-Linear Sparse Least Squares 
Framework [1] for my Diplomarbeit [2]. (To repeat the whole title, also 
using manifolds, i.e. somewhat elegantly handling things like 
3D-orientations)

It's originally based on some hand-coded small-size types and CXSparse 
[3] for handling sparse matrices.
I recently ported it to use Eigen::Matrix and Eigen::Quaternion, 
replacing my hand-coded types. As soon as the Sparse Module of Eigen 
gets stable, (and I get some time) I might also switch to that -- and 
update it at [1].
I don't want to make the current code toooo publically available at the 
moment (it's hardly documented and needs quite some cleanup), but I 
could send a link to the current development to interested users.

Regards, Christoph


[1] SLoM, Sparse Least Squares on Manifolds:
http://openslam.org/slom
[2] A Framework for Sparse Non-Liniear Least Squares Problems on Manifolds:
http://www.informatik.uni-bremen.de/agebv/downloads/published/hertzberg_thesis_08.pdf
[3] CXSparse, part of 'suitesparse' package in many distros, or 
available here:
http://www.cise.ufl.edu/research/sparse/CXSparse/

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Dipl.-Inf. Christoph Hertzberg
Cartesium 0.051
Universität Bremen
Enrique-Schmidt-Straße 5
28359 Bremen

Tel: (+49) 421-218-64252
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