facebookresearch / baspachoLinks
Direct solver for sparse SPD matrices for nonlinear optimization. Implements supernodal Cholesky decomposition algorithm, and supports GPU (CUDA).
☆91Updated last month
Alternatives and similar repositories for baspacho
Users that are interested in baspacho are comparing it to the libraries listed below
Sorting:
- Solver for Large-Scale Rank-One Semidefinite Relaxations☆68Updated 2 years ago
- Polynomial optimization problem solver. Uses relaxation to convert the problem into Semidefinite programming. Can be also used just as Se…☆20Updated 7 years ago
- An easily integrable Cholesky solver on CPU and GPU☆236Updated 7 months ago
- ☆10Updated 10 months ago
- ROPTLIB: Riemannian Manifold Optimization Library☆74Updated 4 years ago
- Sparse nonlinear least squares in JAX☆213Updated last month
- QRKit is an extension of Eigen C++ library that allows for efficient QR decomposition of sparse matrices with common sparsity patterns.☆16Updated 4 years ago
- A set of lightweight header-only template functions implementing commonly-used optimization methods on Riemannian manifolds and convex sp…☆105Updated last year
- FastAD is a C++ implementation of automatic differentiation both forward and reverse mode.☆108Updated last year
- A free LDL factorisation routine☆94Updated 3 months ago
- Differentiation through cone programs☆101Updated 4 months ago
- An open source library for the GPU-implementation of L-BFGS-B algorithm☆133Updated 6 months ago
- Python interface for SCS☆43Updated this week
- A Package for Automatic Differentiation of Algorithms Written in C/C++☆157Updated last week
- The analysis and implementation of SO3 log map, and its jacobians. The special focus on edge cases (angle close to 0 or \pi).☆27Updated last year
- Sparse matrix tools extending scipy.sparse, but with incompatible licenses☆174Updated last month
- Library for handling various differentiable manifolds.☆53Updated this week
- SuiteSparse: a suite of sparse matrix packages by @DrTimothyAldenDavis et al. with native CMake support☆53Updated this week
- A sample code for sparse cholesky solver with cuSPARSE and cuSOLVER library☆19Updated 5 years ago
- Supplementary code for the paper "Stationary Kernels and Gaussian Processes on Lie Groups and their Homogeneous Spaces"☆43Updated last year
- Optizelle [op-tuh-zel] is an open source software library designed to solve general purpose nonlinear optimization problems.☆67Updated 5 years ago
- Clique recycling non-Gaussian (multi-modal) factor graph solver; also see Caesar.jl.☆74Updated this week
- Anderson accelerated Douglas-Rachford splitting☆29Updated 4 years ago
- Fast Fourier transform on SO(3)☆29Updated 3 years ago
- Loopy belief propagation for factor graphs on discrete variables, in JAX!☆65Updated 8 months ago
- Trust Region Subproblem Solver Library☆20Updated 10 months ago
- NASOQ:Numerically Accurate Sparsity Oriented QP Solver☆72Updated last month
- NonOpt: Nonconvex, Nonsmooth Optimizer☆18Updated 2 months ago
- More user-friendly version of multi-scale algorithm library for optimal transport.☆20Updated 3 months ago
- Rigid transforms + Lie groups for JAX☆270Updated 2 months ago