/ceres-solver

A large scale non-linear optimization library

Primary LanguageC++OtherNOASSERTION

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Ceres Solver with Generic Marginalization

Usage looks like this:

ceres::Problem problem;
...
MarginalizeOutVariablesQR(MarginalizationOptionsQR(),
                          {&variable_to_marginalize},
                          &problem);

See https://evanlev.github.io/marginalization.pdf for more info.

About the 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.