facebookresearch / baspacho
Direct solver for sparse SPD matrices for nonlinear optimization. Implements supernodal Cholesky decomposition algorithm, and supports GPU (CUDA).
☆89Updated last year
Alternatives and similar repositories for baspacho:
Users that are interested in baspacho are comparing it to the libraries listed below
- 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☆233Updated 3 months ago
- Sparse nonlinear least squares in JAX☆185Updated 2 weeks ago
- A set of lightweight header-only template functions implementing commonly-used optimization methods on Riemannian manifolds and convex sp…☆101Updated last year
- An open source library for the GPU-implementation of L-BFGS-B algorithm☆124Updated 3 months ago
- NASOQ:Numerically Accurate Sparsity Oriented QP Solver☆71Updated 4 months ago
- A free LDL factorisation routine☆88Updated 2 weeks ago
- FastAD is a C++ implementation of automatic differentiation both forward and reverse mode.☆108Updated last year
- This is the working repository for the CSDP project. CSDP is a solver for semidefinite programming problems. It is a COIN-OR project.☆58Updated 2 years ago
- A Package for Automatic Differentiation of Algorithms Written in C/C++☆153Updated 3 weeks ago
- ROPTLIB: Riemannian Manifold Optimization Library☆72Updated 4 years ago
- Python interface for SCS☆43Updated last week
- Fast zero-overhead bindings between NumPy and Eigen☆139Updated 6 months ago
- 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
- Fast Fourier transform on SO(3)☆27Updated 3 years ago
- Rigid transforms + Lie groups for JAX☆243Updated 3 months ago
- Library for handling various differentiable manifolds.☆52Updated 2 months ago
- A sample code for sparse cholesky solver with cuSPARSE and cuSOLVER library☆18Updated 5 years ago
- Easy-to-use linear and non-linear solver☆51Updated last month
- Differentiation through cone programs☆96Updated last month
- Optizelle [op-tuh-zel] is an open source software library designed to solve general purpose nonlinear optimization problems.☆67Updated 4 years ago
- Sparse Parallel Robust Algorithms Library☆116Updated last week
- PLEASE SEE THE OFFICIAL REPOSITORY. THIS IS NOT MAINTAINED ANYMORE.☆93Updated 5 years ago
- Supplementary code for the paper "Stationary Kernels and Gaussian Processes on Lie Groups and their Homogeneous Spaces"☆42Updated last year
- An expression template based linear algebra library running completely on the GPU using CUDA☆24Updated 3 years ago
- Sparse matrix tools extending scipy.sparse, but with incompatible licenses☆165Updated 4 months ago
- PyTorch implementation of the Hessian-free optimizer☆34Updated 9 months ago
- Trust Region Subproblem Solver Library☆19Updated 7 months ago
- Clique recycling non-Gaussian (multi-modal) factor graph solver; also see Caesar.jl.☆73Updated last month