Parallel Least Squares

Optimizes multiple inputs in parallel using the Levenberg-Marquadt algorithm.

Requirements

• CMake >= 3.12
• Eigen3
• python3
• numpy

Building

You may have to specify directories of dependencies, like so:

$ mkdir build; cd build
$ cmake .. \
$   -DEigen3_DIR=/some/path
$ ctest

This will also output

Testing

$ mkdir build; cd build
$ cmake ..
$ make
$ ctest

Or you may optionally specify paths to folders with data for the tests:

$ cmake .. -DDATA_PATH=/some/path
$ make
$ ctest

Installation

You may install the python bindings like so (preferably using a virtual environment):

$ python3 -m venv my_venv
$ source my_venv/bin/activate
$ python -m pip install --editable .