Update to Eigen 3.2.0

libs/eigen/Eigen/Cholesky

@@ -5,8 +5,6 @@
 
 #include "src/Core/util/DisableStupidWarnings.h"
 
-namespace Eigen {
-
 /** \defgroup Cholesky_Module Cholesky module
   *
   *
@@ -24,8 +22,9 @@ namespace Eigen {
 #include "src/misc/Solve.h"
 #include "src/Cholesky/LLT.h"
 #include "src/Cholesky/LDLT.h"
-
-} // namespace Eigen
+#ifdef EIGEN_USE_LAPACKE
+#include "src/Cholesky/LLT_MKL.h"
+#endif
 
 #include "src/Core/util/ReenableStupidWarnings.h"
 

libs/eigen/Eigen/CholmodSupport

+#ifndef EIGEN_CHOLMODSUPPORT_MODULE_H
+#define EIGEN_CHOLMODSUPPORT_MODULE_H
+
+#include "SparseCore"
+
+#include "src/Core/util/DisableStupidWarnings.h"
+
+extern "C" {
+  #include <cholmod.h>
+}
+
+/** \ingroup Support_modules
+  * \defgroup CholmodSupport_Module CholmodSupport module
+  *
+  * This module provides an interface to the Cholmod library which is part of the <a href="http://www.cise.ufl.edu/research/sparse/SuiteSparse/">suitesparse</a> package.
+  * It provides the two following main factorization classes:
+  * - class CholmodSupernodalLLT: a supernodal LLT Cholesky factorization.
+  * - class CholmodDecomposiiton: a general L(D)LT Cholesky factorization with automatic or explicit runtime selection of the underlying factorization method (supernodal or simplicial).
+  *
+  * For the sake of completeness, this module also propose the two following classes:
+  * - class CholmodSimplicialLLT
+  * - class CholmodSimplicialLDLT
+  * Note that these classes does not bring any particular advantage compared to the built-in
+  * SimplicialLLT and SimplicialLDLT factorization classes.
+  *
+  * \code
+  * #include <Eigen/CholmodSupport>
+  * \endcode
+  *
+  * In order to use this module, the cholmod headers must be accessible from the include paths, and your binary must be linked to the cholmod library and its dependencies.
+  * The dependencies depend on how cholmod has been compiled.
+  * For a cmake based project, you can use our FindCholmod.cmake module to help you in this task.
+  *
+  */
+
+#include "src/misc/Solve.h"
+#include "src/misc/SparseSolve.h"
+
+#include "src/CholmodSupport/CholmodSupport.h"
+
+
+#include "src/Core/util/ReenableStupidWarnings.h"
+
+#endif // EIGEN_CHOLMODSUPPORT_MODULE_H
+

libs/eigen/Eigen/Core

@@ -4,24 +4,9 @@
 // Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr>
 // Copyright (C) 2007-2011 Benoit Jacob <jacob.benoit.1@gmail.com>
 //
-// Eigen is free software; you can redistribute it and/or
-// modify it under the terms of the GNU Lesser General Public
-// License as published by the Free Software Foundation; either
-// version 3 of the License, or (at your option) any later version.
-//
-// Alternatively, you can redistribute it and/or
-// modify it under the terms of the GNU General Public License as
-// published by the Free Software Foundation; either version 2 of
-// the License, or (at your option) any later version.
-//
-// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
-// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
-// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
-// GNU General Public License for more details.
-//
-// You should have received a copy of the GNU Lesser General Public
-// License and a copy of the GNU General Public License along with
-// Eigen. If not, see <http://www.gnu.org/licenses/>.
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
 
 #ifndef EIGEN_CORE_H
 #define EIGEN_CORE_H
@@ -34,6 +19,18 @@
 // defined e.g. EIGEN_DONT_ALIGN) so it needs to be done before we do anything with vectorization.
 #include "src/Core/util/Macros.h"
 
+// Disable the ipa-cp-clone optimization flag with MinGW 6.x or newer (enabled by default with -O3)
+// See http://eigen.tuxfamily.org/bz/show_bug.cgi?id=556 for details.
+#if defined(__MINGW32__) && EIGEN_GNUC_AT_LEAST(4,6)
+  #pragma GCC optimize ("-fno-ipa-cp-clone")
+#endif
+
+#include <complex>
+
+// this include file manages BLAS and MKL related macros
+// and inclusion of their respective header files
+#include "src/Core/util/MKL_support.h"
+
 // if alignment is disabled, then disable vectorization. Note: EIGEN_ALIGN is the proper check, it takes into
 // account both the user's will (EIGEN_DONT_ALIGN) and our own platform checks
 #if !EIGEN_ALIGN
@@ -53,7 +50,7 @@
   #endif
 #else
   // Remember that usage of defined() in a #define is undefined by the standard
-  #if (defined __SSE2__) && ( (!defined __GNUC__) || EIGEN_GNUC_AT_LEAST(4,2) )
+  #if (defined __SSE2__) && ( (!defined __GNUC__) || (defined __INTEL_COMPILER) || EIGEN_GNUC_AT_LEAST(4,2) )
     #define EIGEN_SSE2_ON_NON_MSVC_BUT_NOT_OLD_GCC
   #endif
 #endif
@@ -96,19 +93,25 @@
     // so, to avoid compile errors when windows.h is included after Eigen/Core, ensure intrinsics are extern "C" here too.
     // notice that since these are C headers, the extern "C" is theoretically needed anyways.
     extern "C" {
-      #include <emmintrin.h>
-      #include <xmmintrin.h>
-      #ifdef  EIGEN_VECTORIZE_SSE3
-      #include <pmmintrin.h>
-      #endif
-      #ifdef EIGEN_VECTORIZE_SSSE3
-      #include <tmmintrin.h>
-      #endif
-      #ifdef EIGEN_VECTORIZE_SSE4_1
-      #include <smmintrin.h>
-      #endif
-      #ifdef EIGEN_VECTORIZE_SSE4_2
-      #include <nmmintrin.h>
+      // In theory we should only include immintrin.h and not the other *mmintrin.h header files directly.
+      // Doing so triggers some issues with ICC. However old gcc versions seems to not have this file, thus:
+      #ifdef __INTEL_COMPILER
+        #include <immintrin.h>
+      #else
+        #include <emmintrin.h>
+        #include <xmmintrin.h>
+        #ifdef  EIGEN_VECTORIZE_SSE3
+        #include <pmmintrin.h>
+        #endif
+        #ifdef EIGEN_VECTORIZE_SSSE3
+        #include <tmmintrin.h>
+        #endif
+        #ifdef EIGEN_VECTORIZE_SSE4_1
+        #include <smmintrin.h>
+        #endif
+        #ifdef EIGEN_VECTORIZE_SSE4_2
+        #include <nmmintrin.h>
+        #endif
       #endif
     } // end extern "C"
   #elif defined __ALTIVEC__
@@ -136,7 +139,7 @@
 #endif
 
 // MSVC for windows mobile does not have the errno.h file
-#if !(defined(_MSC_VER) && defined(_WIN32_WCE))
+#if !(defined(_MSC_VER) && defined(_WIN32_WCE)) && !defined(__ARMCC_VERSION)
 #define EIGEN_HAS_ERRNO
 #endif
 
@@ -146,7 +149,6 @@
 #include <cstddef>
 #include <cstdlib>
 #include <cmath>
-#include <complex>
 #include <cassert>
 #include <functional>
 #include <iosfwd>
@@ -167,7 +169,7 @@
   #include <intrin.h>
 #endif
 
-#if (defined(_CPPUNWIND) || defined(__EXCEPTIONS)) && !defined(EIGEN_NO_EXCEPTIONS)
+#if defined(_CPPUNWIND) || defined(__EXCEPTIONS)
   #define EIGEN_EXCEPTIONS
 #endif
 
@@ -175,16 +177,6 @@
   #include <new>
 #endif
 
-// this needs to be done after all possible windows C header includes and before any Eigen source includes
-// (system C++ includes are supposed to be able to deal with this already):
-// windows.h defines min and max macros which would make Eigen fail to compile.
-#if defined(min) || defined(max)
-#error The preprocessor symbols 'min' or 'max' are defined. If you are compiling on Windows, do #define NOMINMAX to prevent windows.h from defining these symbols.
-#endif
-
-// defined in bits/termios.h
-#undef B0
-
 /** \brief Namespace containing all symbols from the %Eigen library. */
 namespace Eigen {
 
@@ -208,6 +200,8 @@ inline static const char *SimdInstructionSetsInUse(void) {
 #endif
 }
 
+} // end namespace Eigen
+
 #define STAGE10_FULL_EIGEN2_API             10
 #define STAGE20_RESOLVE_API_CONFLICTS       20
 #define STAGE30_FULL_EIGEN3_API             30
@@ -257,8 +251,8 @@ using std::ptrdiff_t;
 #include "src/Core/util/Constants.h"
 #include "src/Core/util/ForwardDeclarations.h"
 #include "src/Core/util/Meta.h"
-#include "src/Core/util/XprHelper.h"
 #include "src/Core/util/StaticAssert.h"
+#include "src/Core/util/XprHelper.h"
 #include "src/Core/util/Memory.h"
 
 #include "src/Core/NumTraits.h"
@@ -311,6 +305,7 @@ using std::ptrdiff_t;
 #include "src/Core/Map.h"
 #include "src/Core/Block.h"
 #include "src/Core/VectorBlock.h"
+#include "src/Core/Ref.h"
 #include "src/Core/Transpose.h"
 #include "src/Core/DiagonalMatrix.h"
 #include "src/Core/Diagonal.h"
@@ -325,15 +320,15 @@ using std::ptrdiff_t;
 #include "src/Core/CommaInitializer.h"
 #include "src/Core/Flagged.h"
 #include "src/Core/ProductBase.h"
-#include "src/Core/Product.h"
+#include "src/Core/GeneralProduct.h"
 #include "src/Core/TriangularMatrix.h"
 #include "src/Core/SelfAdjointView.h"
-#include "src/Core/SolveTriangular.h"
+#include "src/Core/products/GeneralBlockPanelKernel.h"
 #include "src/Core/products/Parallelizer.h"
 #include "src/Core/products/CoeffBasedProduct.h"
-#include "src/Core/products/GeneralBlockPanelKernel.h"
 #include "src/Core/products/GeneralMatrixVector.h"
 #include "src/Core/products/GeneralMatrixMatrix.h"
+#include "src/Core/SolveTriangular.h"
 #include "src/Core/products/GeneralMatrixMatrixTriangular.h"
 #include "src/Core/products/SelfadjointMatrixVector.h"
 #include "src/Core/products/SelfadjointMatrixMatrix.h"
@@ -344,6 +339,7 @@ using std::ptrdiff_t;
 #include "src/Core/products/TriangularSolverMatrix.h"
 #include "src/Core/products/TriangularSolverVector.h"
 #include "src/Core/BandMatrix.h"
+#include "src/Core/CoreIterators.h"
 
 #include "src/Core/BooleanRedux.h"
 #include "src/Core/Select.h"
@@ -354,7 +350,20 @@ using std::ptrdiff_t;
 #include "src/Core/ArrayBase.h"
 #include "src/Core/ArrayWrapper.h"
 
-} // namespace Eigen
+#ifdef EIGEN_USE_BLAS
+#include "src/Core/products/GeneralMatrixMatrix_MKL.h"
+#include "src/Core/products/GeneralMatrixVector_MKL.h"
+#include "src/Core/products/GeneralMatrixMatrixTriangular_MKL.h"
+#include "src/Core/products/SelfadjointMatrixMatrix_MKL.h"
+#include "src/Core/products/SelfadjointMatrixVector_MKL.h"
+#include "src/Core/products/TriangularMatrixMatrix_MKL.h"
+#include "src/Core/products/TriangularMatrixVector_MKL.h"
+#include "src/Core/products/TriangularSolverMatrix_MKL.h"
+#endif // EIGEN_USE_BLAS
+
+#ifdef EIGEN_USE_MKL_VML
+#include "src/Core/Assign_MKL.h"
+#endif
 
 #include "src/Core/GlobalFunctions.h"
 

libs/eigen/Eigen/Eigen2Support

@@ -3,24 +3,9 @@
 //
 // Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr>
 //
-// Eigen is free software; you can redistribute it and/or
-// modify it under the terms of the GNU Lesser General Public
-// License as published by the Free Software Foundation; either
-// version 3 of the License, or (at your option) any later version.
-//
-// Alternatively, you can redistribute it and/or
-// modify it under the terms of the GNU General Public License as
-// published by the Free Software Foundation; either version 2 of
-// the License, or (at your option) any later version.
-//
-// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
-// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
-// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
-// GNU General Public License for more details.
-//
-// You should have received a copy of the GNU Lesser General Public
-// License and a copy of the GNU General Public License along with
-// Eigen. If not, see <http://www.gnu.org/licenses/>.
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
 
 #ifndef EIGEN2SUPPORT_H
 #define EIGEN2SUPPORT_H
@@ -31,9 +16,8 @@
 
 #include "src/Core/util/DisableStupidWarnings.h"
 
-namespace Eigen {
-
-/** \defgroup Eigen2Support_Module Eigen2 support module
+/** \ingroup Support_modules
+  * \defgroup Eigen2Support_Module Eigen2 support module
   * This module provides a couple of deprecated functions improving the compatibility with Eigen2.
   *
   * To use it, define EIGEN2_SUPPORT before including any Eigen header
@@ -56,13 +40,29 @@ namespace Eigen {
 #include "src/Eigen2Support/MathFunctions.h"
 
 
-} // namespace Eigen
-
 #include "src/Core/util/ReenableStupidWarnings.h"
 
 // Eigen2 used to include iostream
 #include<iostream>
 
+#define EIGEN_USING_MATRIX_TYPEDEFS_FOR_TYPE_AND_SIZE(TypeSuffix, SizeSuffix) \
+using Eigen::Matrix##SizeSuffix##TypeSuffix; \
+using Eigen::Vector##SizeSuffix##TypeSuffix; \
+using Eigen::RowVector##SizeSuffix##TypeSuffix;
+
+#define EIGEN_USING_MATRIX_TYPEDEFS_FOR_TYPE(TypeSuffix) \
+EIGEN_USING_MATRIX_TYPEDEFS_FOR_TYPE_AND_SIZE(TypeSuffix, 2) \
+EIGEN_USING_MATRIX_TYPEDEFS_FOR_TYPE_AND_SIZE(TypeSuffix, 3) \
+EIGEN_USING_MATRIX_TYPEDEFS_FOR_TYPE_AND_SIZE(TypeSuffix, 4) \
+EIGEN_USING_MATRIX_TYPEDEFS_FOR_TYPE_AND_SIZE(TypeSuffix, X) \
+
+#define EIGEN_USING_MATRIX_TYPEDEFS \
+EIGEN_USING_MATRIX_TYPEDEFS_FOR_TYPE(i) \
+EIGEN_USING_MATRIX_TYPEDEFS_FOR_TYPE(f) \
+EIGEN_USING_MATRIX_TYPEDEFS_FOR_TYPE(d) \
+EIGEN_USING_MATRIX_TYPEDEFS_FOR_TYPE(cf) \
+EIGEN_USING_MATRIX_TYPEDEFS_FOR_TYPE(cd)
+
 #define USING_PART_OF_NAMESPACE_EIGEN \
 EIGEN_USING_MATRIX_TYPEDEFS \
 using Eigen::Matrix; \

libs/eigen/Eigen/Eigenvalues

@@ -9,8 +9,7 @@
 #include "Jacobi"
 #include "Householder"
 #include "LU"
-
-namespace Eigen {
+#include "Geometry"
 
 /** \defgroup Eigenvalues_Module Eigenvalues module
   *
@@ -34,9 +33,14 @@ namespace Eigen {
 #include "src/Eigenvalues/HessenbergDecomposition.h"
 #include "src/Eigenvalues/ComplexSchur.h"
 #include "src/Eigenvalues/ComplexEigenSolver.h"
+#include "src/Eigenvalues/RealQZ.h"
+#include "src/Eigenvalues/GeneralizedEigenSolver.h"
 #include "src/Eigenvalues/MatrixBaseEigenvalues.h"
-
-} // namespace Eigen
+#ifdef EIGEN_USE_LAPACKE
+#include "src/Eigenvalues/RealSchur_MKL.h"
+#include "src/Eigenvalues/ComplexSchur_MKL.h"
+#include "src/Eigenvalues/SelfAdjointEigenSolver_MKL.h"
+#endif
 
 #include "src/Core/util/ReenableStupidWarnings.h"
 

libs/eigen/Eigen/Geometry

@@ -13,8 +13,6 @@
 #define M_PI 3.14159265358979323846
 #endif
 
-namespace Eigen {
-
 /** \defgroup Geometry_Module Geometry module
   *
   *
@@ -58,8 +56,6 @@ namespace Eigen {
 #include "src/Eigen2Support/Geometry/All.h"
 #endif
 
-} // namespace Eigen
-
 #include "src/Core/util/ReenableStupidWarnings.h"
 
 #endif // EIGEN_GEOMETRY_MODULE_H

libs/eigen/Eigen/Householder

@@ -5,8 +5,6 @@
 
 #include "src/Core/util/DisableStupidWarnings.h"
 
-namespace Eigen {
-
 /** \defgroup Householder_Module Householder module
   * This module provides Householder transformations.
   *
@@ -19,8 +17,6 @@ namespace Eigen {
 #include "src/Householder/HouseholderSequence.h"
 #include "src/Householder/BlockHouseholder.h"
 
-} // namespace Eigen
-
 #include "src/Core/util/ReenableStupidWarnings.h"
 
 #endif // EIGEN_HOUSEHOLDER_MODULE_H

libs/eigen/Eigen/IterativeLinearSolvers

+#ifndef EIGEN_ITERATIVELINEARSOLVERS_MODULE_H
+#define EIGEN_ITERATIVELINEARSOLVERS_MODULE_H
+
+#include "SparseCore"
+#include "OrderingMethods"
+
+#include "src/Core/util/DisableStupidWarnings.h"
+
+/** 
+  * \defgroup IterativeLinearSolvers_Module IterativeLinearSolvers module
+  *
+  * This module currently provides iterative methods to solve problems of the form \c A \c x = \c b, where \c A is a squared matrix, usually very large and sparse.
+  * Those solvers are accessible via the following classes:
+  *  - ConjugateGradient for selfadjoint (hermitian) matrices,
+  *  - BiCGSTAB for general square matrices.
+  *
+  * These iterative solvers are associated with some preconditioners:
+  *  - IdentityPreconditioner - not really useful
+  *  - DiagonalPreconditioner - also called JAcobi preconditioner, work very well on diagonal dominant matrices.
+  *  - IncompleteILUT - incomplete LU factorization with dual thresholding
+  *
+  * Such problems can also be solved using the direct sparse decomposition modules: SparseCholesky, CholmodSupport, UmfPackSupport, SuperLUSupport.
+  *
+  * \code
+  * #include <Eigen/IterativeLinearSolvers>
+  * \endcode
+  */
+
+#include "src/misc/Solve.h"
+#include "src/misc/SparseSolve.h"
+
+#include "src/IterativeLinearSolvers/IterativeSolverBase.h"
+#include "src/IterativeLinearSolvers/BasicPreconditioners.h"
+#include "src/IterativeLinearSolvers/ConjugateGradient.h"
+#include "src/IterativeLinearSolvers/BiCGSTAB.h"
+#include "src/IterativeLinearSolvers/IncompleteLUT.h"
+
+#include "src/Core/util/ReenableStupidWarnings.h"
+
+#endif // EIGEN_ITERATIVELINEARSOLVERS_MODULE_H

libs/eigen/Eigen/Jacobi

@@ -5,8 +5,6 @@
 
 #include "src/Core/util/DisableStupidWarnings.h"
 
-namespace Eigen {
-
 /** \defgroup Jacobi_Module Jacobi module
   * This module provides Jacobi and Givens rotations.
   *
@@ -21,8 +19,6 @@ namespace Eigen {
 
 #include "src/Jacobi/Jacobi.h"
 
-} // namespace Eigen
-
 #include "src/Core/util/ReenableStupidWarnings.h"
 
 #endif // EIGEN_JACOBI_MODULE_H

libs/eigen/Eigen/LU

@@ -5,8 +5,6 @@
 
 #include "src/Core/util/DisableStupidWarnings.h"
 
-namespace Eigen {
-
 /** \defgroup LU_Module LU module
   * This module includes %LU decomposition and related notions such as matrix inversion and determinant.
   * This module defines the following MatrixBase methods:
@@ -23,6 +21,9 @@ namespace Eigen {
 #include "src/misc/Image.h"
 #include "src/LU/FullPivLU.h"
 #include "src/LU/PartialPivLU.h"
+#ifdef EIGEN_USE_LAPACKE
+#include "src/LU/PartialPivLU_MKL.h"
+#endif
 #include "src/LU/Determinant.h"
 #include "src/LU/Inverse.h"
 
@@ -34,8 +35,6 @@ namespace Eigen {
   #include "src/Eigen2Support/LU.h"
 #endif
 
-} // namespace Eigen
-
 #include "src/Core/util/ReenableStupidWarnings.h"
 
 #endif // EIGEN_LU_MODULE_H

libs/eigen/Eigen/LeastSquares

@@ -15,8 +15,6 @@
 #include "Eigenvalues"
 #include "Geometry"
 
-namespace Eigen {
-
 /** \defgroup LeastSquares_Module LeastSquares module
   * This module provides linear regression and related features.
   *
@@ -27,8 +25,6 @@ namespace Eigen {
 
 #include "src/Eigen2Support/LeastSquares.h"
 
-} // namespace Eigen
-
 #include "src/Core/util/ReenableStupidWarnings.h"
 
 #endif // EIGEN2_SUPPORT

libs/eigen/Eigen/MetisSupport

+#ifndef EIGEN_METISSUPPORT_MODULE_H
+#define EIGEN_METISSUPPORT_MODULE_H
+
+#include "SparseCore"
+
+#include "src/Core/util/DisableStupidWarnings.h"
+
+extern "C" {
+#include <metis.h>
+}
+
+
+/** \ingroup Support_modules
+  * \defgroup MetisSupport_Module MetisSupport module
+  *
+  * \code
+  * #include <Eigen/MetisSupport>
+  * \endcode
+  * This module defines an interface to the METIS reordering package (http://glaros.dtc.umn.edu/gkhome/views/metis). 
+  * It can be used just as any other built-in method as explained in \link OrderingMethods_Module here. \endlink
+  */
+
+
+#include "src/MetisSupport/MetisSupport.h"
+
+#include "src/Core/util/ReenableStupidWarnings.h"
+
+#endif // EIGEN_METISSUPPORT_MODULE_H

libs/eigen/Eigen/OrderingMethods

+#ifndef EIGEN_ORDERINGMETHODS_MODULE_H
+#define EIGEN_ORDERINGMETHODS_MODULE_H
+
+#include "SparseCore"
+
+#include "src/Core/util/DisableStupidWarnings.h"
+
+/** 
+  * \defgroup OrderingMethods_Module OrderingMethods module
+  *
+  * This module is currently for internal use only
+  * 
+  * It defines various built-in and external ordering methods for sparse matrices. 
+  * They are typically used to reduce the number of elements during 
+  * the sparse matrix decomposition (LLT, LU, QR).
+  * Precisely, in a preprocessing step, a permutation matrix P is computed using 
+  * those ordering methods and applied to the columns of the matrix. 
+  * Using for instance the sparse Cholesky decomposition, it is expected that 
+  * the nonzeros elements in LLT(A*P) will be much smaller than that in LLT(A).
+  * 
+  * 
+  * Usage : 
+  * \code
+  * #include <Eigen/OrderingMethods>
+  * \endcode
+  * 
+  * A simple usage is as a template parameter in the sparse decomposition classes : 
+  * 
+  * \code 
+  * SparseLU<MatrixType, COLAMDOrdering<int> > solver;
+  * \endcode 
+  * 
+  * \code 
+  * SparseQR<MatrixType, COLAMDOrdering<int> > solver;
+  * \endcode
+  * 
+  * It is possible as well to call directly a particular ordering method for your own purpose, 
+  * \code 
+  * AMDOrdering<int> ordering;
+  * PermutationMatrix<Dynamic, Dynamic, int> perm;
+  * SparseMatrix<double> A; 
+  * //Fill the matrix ...
+  * 
+  * ordering(A, perm); // Call AMD
+  * \endcode
+  * 
+  * \note Some of these methods (like AMD or METIS), need the sparsity pattern 
+  * of the input matrix to be symmetric. When the matrix is structurally unsymmetric, 
+  * Eigen computes internally the pattern of \f$A^T*A\f$ before calling the method.
+  * If your matrix is already symmetric (at leat in structure), you can avoid that
+  * by calling the method with a SelfAdjointView type.
+  * 
+  * \code
+  *  // Call the ordering on the pattern of the lower triangular matrix A
+  * ordering(A.selfadjointView<Lower>(), perm);
+  * \endcode
+  */
+
+#ifndef EIGEN_MPL2_ONLY
+#include "src/OrderingMethods/Amd.h"
+#endif
+
+#include "src/OrderingMethods/Ordering.h"
+#include "src/Core/util/ReenableStupidWarnings.h"
+
+#endif // EIGEN_ORDERINGMETHODS_MODULE_H

libs/eigen/Eigen/PaStiXSupport

+#ifndef EIGEN_PASTIXSUPPORT_MODULE_H
+#define EIGEN_PASTIXSUPPORT_MODULE_H
+
+#include "SparseCore"
+
+#include "src/Core/util/DisableStupidWarnings.h"
+
+#include <complex.h>
+extern "C" {
+#include <pastix_nompi.h>
+#include <pastix.h>
+}
+
+#ifdef complex
+#undef complex
+#endif
+
+/** \ingroup Support_modules
+  * \defgroup PaStiXSupport_Module PaStiXSupport module
+  * 
+  * This module provides an interface to the <a href="http://pastix.gforge.inria.fr/">PaSTiX</a> library.
+  * PaSTiX is a general \b supernodal, \b parallel and \b opensource sparse solver.
+  * It provides the two following main factorization classes:
+  * - class PastixLLT : a supernodal, parallel LLt Cholesky factorization.
+  * - class PastixLDLT: a supernodal, parallel LDLt Cholesky factorization.
+  * - class PastixLU : a supernodal, parallel LU factorization (optimized for a symmetric pattern).
+  * 
+  * \code
+  * #include <Eigen/PaStiXSupport>
+  * \endcode
+  *
+  * In order to use this module, the PaSTiX headers must be accessible from the include paths, and your binary must be linked to the PaSTiX library and its dependencies.
+  * The dependencies depend on how PaSTiX has been compiled.
+  * For a cmake based project, you can use our FindPaSTiX.cmake module to help you in this task.
+  *
+  */
+
+#include "src/misc/Solve.h"
+#include "src/misc/SparseSolve.h"
+
+#include "src/PaStiXSupport/PaStiXSupport.h"
+
+
+#include "src/Core/util/ReenableStupidWarnings.h"
+
+#endif // EIGEN_PASTIXSUPPORT_MODULE_H

libs/eigen/Eigen/PardisoSupport

+#ifndef EIGEN_PARDISOSUPPORT_MODULE_H
+#define EIGEN_PARDISOSUPPORT_MODULE_H
+
+#include "SparseCore"
+
+#include "src/Core/util/DisableStupidWarnings.h"
+
+#include <mkl_pardiso.h>
+
+#include <unsupported/Eigen/SparseExtra>
+
+/** \ingroup Support_modules
+  * \defgroup PardisoSupport_Module PardisoSupport module
+  *
+  * This module brings support for the Intel(R) MKL PARDISO direct sparse solvers.
+  *
+  * \code
+  * #include <Eigen/PardisoSupport>
+  * \endcode
+  *
+  * In order to use this module, the MKL headers must be accessible from the include paths, and your binary must be linked to the MKL library and its dependencies.
+  * See this \ref TopicUsingIntelMKL "page" for more information on MKL-Eigen integration.
+  * 
+  */
+
+#include "src/PardisoSupport/PardisoSupport.h"
+
+#include "src/Core/util/ReenableStupidWarnings.h"
+
+#endif // EIGEN_PARDISOSUPPORT_MODULE_H

libs/eigen/Eigen/QR

@@ -9,8 +9,6 @@
 #include "Jacobi"
 #include "Householder"
 
-namespace Eigen {
-
 /** \defgroup QR_Module QR module
   *
   *
@@ -28,13 +26,15 @@ namespace Eigen {
 #include "src/QR/HouseholderQR.h"
 #include "src/QR/FullPivHouseholderQR.h"
 #include "src/QR/ColPivHouseholderQR.h"
+#ifdef EIGEN_USE_LAPACKE
+#include "src/QR/HouseholderQR_MKL.h"
+#include "src/QR/ColPivHouseholderQR_MKL.h"
+#endif
 
 #ifdef EIGEN2_SUPPORT
 #include "src/Eigen2Support/QR.h"
 #endif
 
-} // namespace Eigen
-
 #include "src/Core/util/ReenableStupidWarnings.h"
 
 #ifdef EIGEN2_SUPPORT

libs/eigen/Eigen/SPQRSupport

+#ifndef EIGEN_SPQRSUPPORT_MODULE_H
+#define EIGEN_SPQRSUPPORT_MODULE_H
+
+#include "SparseCore"
+
+#include "src/Core/util/DisableStupidWarnings.h"
+
+#include "SuiteSparseQR.hpp"
+
+/** \ingroup Support_modules
+  * \defgroup SPQRSupport_Module SuiteSparseQR module
+  * 
+  * This module provides an interface to the SPQR library, which is part of the <a href="http://www.cise.ufl.edu/research/sparse/SuiteSparse/">suitesparse</a> package.
+  *
+  * \code
+  * #include <Eigen/SPQRSupport>
+  * \endcode
+  *
+  * In order to use this module, the SPQR headers must be accessible from the include paths, and your binary must be linked to the SPQR library and its dependencies (Cholmod, AMD, COLAMD,...).
+  * For a cmake based project, you can use our FindSPQR.cmake and FindCholmod.Cmake modules
+  *
+  */
+
+#include "src/misc/Solve.h"
+#include "src/misc/SparseSolve.h"
+#include "src/CholmodSupport/CholmodSupport.h"
+#include "src/SPQRSupport/SuiteSparseQRSupport.h"
+
+#endif

libs/eigen/Eigen/SVD

@@ -7,15 +7,13 @@
 
 #include "src/Core/util/DisableStupidWarnings.h"
 
-namespace Eigen {
-
 /** \defgroup SVD_Module SVD module
   *
   *
   *
-  * This module provides SVD decomposition for (currently) real matrices.
+  * This module provides SVD decomposition for matrices (both real and complex).
   * This decomposition is accessible via the following MatrixBase method:
-  *  - MatrixBase::svd()
+  *  - MatrixBase::jacobiSvd()
   *
   * \code
   * #include <Eigen/SVD>
@@ -24,14 +22,15 @@ namespace Eigen {
 
 #include "src/misc/Solve.h"
 #include "src/SVD/JacobiSVD.h"
+#if defined(EIGEN_USE_LAPACKE) && !defined(EIGEN_USE_LAPACKE_STRICT)
+#include "src/SVD/JacobiSVD_MKL.h"
+#endif
 #include "src/SVD/UpperBidiagonalization.h"
 
 #ifdef EIGEN2_SUPPORT
 #include "src/Eigen2Support/SVD.h"
 #endif
 
-} // namespace Eigen
-
 #include "src/Core/util/ReenableStupidWarnings.h"
 
 #endif // EIGEN_SVD_MODULE_H

libs/eigen/Eigen/Sparse

 #ifndef EIGEN_SPARSE_MODULE_H
 #define EIGEN_SPARSE_MODULE_H
 
-#include "Core"
-
-#include "src/Core/util/DisableStupidWarnings.h"
-
-#include <vector>
-#include <map>
-#include <cstdlib>
-#include <cstring>
-#include <algorithm>
-
-#ifdef EIGEN2_SUPPORT
-#define EIGEN_YES_I_KNOW_SPARSE_MODULE_IS_NOT_STABLE_YET
-#endif
-
-#ifndef EIGEN_YES_I_KNOW_SPARSE_MODULE_IS_NOT_STABLE_YET
-#error The sparse module API is not stable yet. To use it anyway, please define the EIGEN_YES_I_KNOW_SPARSE_MODULE_IS_NOT_STABLE_YET preprocessor token.
-#endif
-
-namespace Eigen {
-
-/** \defgroup Sparse_Module Sparse module
+/** \defgroup Sparse_Module Sparse meta-module
   *
-  *
-  *
-  * See the \ref TutorialSparse "Sparse tutorial"
+  * Meta-module including all related modules:
+  * - \ref SparseCore_Module
+  * - \ref OrderingMethods_Module
+  * - \ref SparseCholesky_Module
+  * - \ref SparseLU_Module
+  * - \ref SparseQR_Module
+  * - \ref IterativeLinearSolvers_Module
   *
   * \code
   * #include <Eigen/Sparse>
   * \endcode
   */
 
-/** The type used to identify a general sparse storage. */
-struct Sparse {};
-
-#include "src/Sparse/SparseUtil.h"
-#include "src/Sparse/SparseMatrixBase.h"
-#include "src/Sparse/CompressedStorage.h"
-#include "src/Sparse/AmbiVector.h"
-#include "src/Sparse/SparseMatrix.h"
-#include "src/Sparse/DynamicSparseMatrix.h"
-#include "src/Sparse/MappedSparseMatrix.h"
-#include "src/Sparse/SparseVector.h"
-#include "src/Sparse/CoreIterators.h"
-#include "src/Sparse/SparseBlock.h"
-#include "src/Sparse/SparseTranspose.h"
-#include "src/Sparse/SparseCwiseUnaryOp.h"
-#include "src/Sparse/SparseCwiseBinaryOp.h"
-#include "src/Sparse/SparseDot.h"
-#include "src/Sparse/SparseAssign.h"
-#include "src/Sparse/SparseRedux.h"
-#include "src/Sparse/SparseFuzzy.h"
-#include "src/Sparse/SparseProduct.h"
-#include "src/Sparse/SparseSparseProduct.h"
-#include "src/Sparse/SparseDenseProduct.h"
-#include "src/Sparse/SparseDiagonalProduct.h"
-#include "src/Sparse/SparseTriangularView.h"
-#include "src/Sparse/SparseSelfAdjointView.h"
-#include "src/Sparse/TriangularSolver.h"
-#include "src/Sparse/SparseView.h"
-
-} // namespace Eigen
-
-#include "src/Core/util/ReenableStupidWarnings.h"
+#include "SparseCore"
+#include "OrderingMethods"
+#include "SparseCholesky"
+#include "SparseLU"
+#include "SparseQR"
+#include "IterativeLinearSolvers"
 
 #endif // EIGEN_SPARSE_MODULE_H
 

libs/eigen/Eigen/SparseCholesky

+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2013 Gael Guennebaud <gael.guennebaud@inria.fr>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_SPARSECHOLESKY_MODULE_H
+#define EIGEN_SPARSECHOLESKY_MODULE_H
+
+#include "SparseCore"
+#include "OrderingMethods"
+
+#include "src/Core/util/DisableStupidWarnings.h"
+
+/** 
+  * \defgroup SparseCholesky_Module SparseCholesky module
+  *
+  * This module currently provides two variants of the direct sparse Cholesky decomposition for selfadjoint (hermitian) matrices.
+  * Those decompositions are accessible via the following classes:
+  *  - SimplicialLLt,
+  *  - SimplicialLDLt
+  *
+  * Such problems can also be solved using the ConjugateGradient solver from the IterativeLinearSolvers module.
+  *
+  * \code
+  * #include <Eigen/SparseCholesky>
+  * \endcode
+  */
+
+#ifdef EIGEN_MPL2_ONLY
+#error The SparseCholesky module has nothing to offer in MPL2 only mode
+#endif
+
+#include "src/misc/Solve.h"
+#include "src/misc/SparseSolve.h"
+#include "src/SparseCholesky/SimplicialCholesky.h"
+
+#ifndef EIGEN_MPL2_ONLY
+#include "src/SparseCholesky/SimplicialCholesky_impl.h"
+#endif
+
+#include "src/Core/util/ReenableStupidWarnings.h"
+
+#endif // EIGEN_SPARSECHOLESKY_MODULE_H

libs/eigen/Eigen/SparseCore

+#ifndef EIGEN_SPARSECORE_MODULE_H
+#define EIGEN_SPARSECORE_MODULE_H
+
+#include "Core"
+
+#include "src/Core/util/DisableStupidWarnings.h"
+
+#include <vector>
+#include <map>
+#include <cstdlib>
+#include <cstring>
+#include <algorithm>
+
+/** 
+  * \defgroup SparseCore_Module SparseCore module
+  *
+  * This module provides a sparse matrix representation, and basic associatd matrix manipulations
+  * and operations.
+  *
+  * See the \ref TutorialSparse "Sparse tutorial"
+  *
+  * \code
+  * #include <Eigen/SparseCore>
+  * \endcode
+  *
+  * This module depends on: Core.
+  */
+
+namespace Eigen {
+
+/** The type used to identify a general sparse storage. */
+struct Sparse {};
+
+}
+
+#include "src/SparseCore/SparseUtil.h"
+#include "src/SparseCore/SparseMatrixBase.h"
+#include "src/SparseCore/CompressedStorage.h"
+#include "src/SparseCore/AmbiVector.h"
+#include "src/SparseCore/SparseMatrix.h"
+#include "src/SparseCore/MappedSparseMatrix.h"
+#include "src/SparseCore/SparseVector.h"
+#include "src/SparseCore/SparseBlock.h"
+#include "src/SparseCore/SparseTranspose.h"
+#include "src/SparseCore/SparseCwiseUnaryOp.h"
+#include "src/SparseCore/SparseCwiseBinaryOp.h"
+#include "src/SparseCore/SparseDot.h"
+#include "src/SparseCore/SparsePermutation.h"
+#include "src/SparseCore/SparseRedux.h"
+#include "src/SparseCore/SparseFuzzy.h"
+#include "src/SparseCore/ConservativeSparseSparseProduct.h"
+#include "src/SparseCore/SparseSparseProductWithPruning.h"
+#include "src/SparseCore/SparseProduct.h"
+#include "src/SparseCore/SparseDenseProduct.h"
+#include "src/SparseCore/SparseDiagonalProduct.h"
+#include "src/SparseCore/SparseTriangularView.h"
+#include "src/SparseCore/SparseSelfAdjointView.h"
+#include "src/SparseCore/TriangularSolver.h"
+#include "src/SparseCore/SparseView.h"
+
+#include "src/Core/util/ReenableStupidWarnings.h"
+
+#endif // EIGEN_SPARSECORE_MODULE_H
+

libs/eigen/Eigen/SparseLU

+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2012 Désiré Nuentsa-Wakam <desire.nuentsa_wakam@inria.fr>
+// Copyright (C) 2012 Gael Guennebaud <gael.guennebaud@inria.fr>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_SPARSELU_MODULE_H
+#define EIGEN_SPARSELU_MODULE_H
+
+#include "SparseCore"
+
+/** 
+  * \defgroup SparseLU_Module SparseLU module
+  * This module defines a supernodal factorization of general sparse matrices.
+  * The code is fully optimized for supernode-panel updates with specialized kernels.
+  * Please, see the documentation of the SparseLU class for more details.
+  */
+
+#include "src/misc/Solve.h"
+#include "src/misc/SparseSolve.h"
+
+// Ordering interface
+#include "OrderingMethods"
+
+#include "src/SparseLU/SparseLU_gemm_kernel.h"
+
+#include "src/SparseLU/SparseLU_Structs.h"
+#include "src/SparseLU/SparseLU_SupernodalMatrix.h"
+#include "src/SparseLU/SparseLUImpl.h"
+#include "src/SparseCore/SparseColEtree.h"
+#include "src/SparseLU/SparseLU_Memory.h"
+#include "src/SparseLU/SparseLU_heap_relax_snode.h"
+#include "src/SparseLU/SparseLU_relax_snode.h"
+#include "src/SparseLU/SparseLU_pivotL.h"
+#include "src/SparseLU/SparseLU_panel_dfs.h"
+#include "src/SparseLU/SparseLU_kernel_bmod.h"
+#include "src/SparseLU/SparseLU_panel_bmod.h"
+#include "src/SparseLU/SparseLU_column_dfs.h"
+#include "src/SparseLU/SparseLU_column_bmod.h"
+#include "src/SparseLU/SparseLU_copy_to_ucol.h"
+#include "src/SparseLU/SparseLU_pruneL.h"
+#include "src/SparseLU/SparseLU_Utils.h"
+#include "src/SparseLU/SparseLU.h"
+
+#endif // EIGEN_SPARSELU_MODULE_H

libs/eigen/Eigen/SparseQR

+#ifndef EIGEN_SPARSEQR_MODULE_H
+#define EIGEN_SPARSEQR_MODULE_H
+
+#include "SparseCore"
+#include "OrderingMethods"
+#include "src/Core/util/DisableStupidWarnings.h"
+
+/** \defgroup SparseQR_Module SparseQR module
+  * \brief Provides QR decomposition for sparse matrices
+  * 
+  * This module provides a simplicial version of the left-looking Sparse QR decomposition. 
+  * The columns of the input matrix should be reordered to limit the fill-in during the 
+  * decomposition. Built-in methods (COLAMD, AMD) or external  methods (METIS) can be used to this end.
+  * See the \link OrderingMethods_Module OrderingMethods\endlink module for the list 
+  * of built-in and external ordering methods.
+  * 
+  * \code
+  * #include <Eigen/SparseQR>
+  * \endcode
+  * 
+  * 
+  */
+
+#include "src/misc/Solve.h"
+#include "src/misc/SparseSolve.h"
+
+#include "OrderingMethods"
+#include "src/SparseCore/SparseColEtree.h"
+#include "src/SparseQR/SparseQR.h"
+
+#include "src/Core/util/ReenableStupidWarnings.h"
+
+#endif

libs/eigen/Eigen/StdDeque

@@ -4,24 +4,9 @@
 // Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr>
 // Copyright (C) 2009 Hauke Heibel <hauke.heibel@googlemail.com>
 //
-// Eigen is free software; you can redistribute it and/or
-// modify it under the terms of the GNU Lesser General Public
-// License as published by the Free Software Foundation; either
-// version 3 of the License, or (at your option) any later version.
-//
-// Alternatively, you can redistribute it and/or
-// modify it under the terms of the GNU General Public License as
-// published by the Free Software Foundation; either version 2 of
-// the License, or (at your option) any later version.
-//
-// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
-// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
-// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
-// GNU General Public License for more details.
-//
-// You should have received a copy of the GNU Lesser General Public
-// License and a copy of the GNU General Public License along with
-// Eigen. If not, see <http://www.gnu.org/licenses/>.
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
 
 #ifndef EIGEN_STDDEQUE_MODULE_H
 #define EIGEN_STDDEQUE_MODULE_H

libs/eigen/Eigen/StdList

@@ -3,24 +3,9 @@
 //
 // Copyright (C) 2009 Hauke Heibel <hauke.heibel@googlemail.com>
 //
-// Eigen is free software; you can redistribute it and/or
-// modify it under the terms of the GNU Lesser General Public
-// License as published by the Free Software Foundation; either
-// version 3 of the License, or (at your option) any later version.
-//
-// Alternatively, you can redistribute it and/or
-// modify it under the terms of the GNU General Public License as
-// published by the Free Software Foundation; either version 2 of
-// the License, or (at your option) any later version.
-//
-// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
-// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
-// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
-// GNU General Public License for more details.
-//
-// You should have received a copy of the GNU Lesser General Public
-// License and a copy of the GNU General Public License along with
-// Eigen. If not, see <http://www.gnu.org/licenses/>.
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
 
 #ifndef EIGEN_STDLIST_MODULE_H
 #define EIGEN_STDLIST_MODULE_H

libs/eigen/Eigen/StdVector

@@ -4,24 +4,9 @@
 // Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr>
 // Copyright (C) 2009 Hauke Heibel <hauke.heibel@googlemail.com>
 //
-// Eigen is free software; you can redistribute it and/or
-// modify it under the terms of the GNU Lesser General Public
-// License as published by the Free Software Foundation; either
-// version 3 of the License, or (at your option) any later version.
-//
-// Alternatively, you can redistribute it and/or
-// modify it under the terms of the GNU General Public License as
-// published by the Free Software Foundation; either version 2 of
-// the License, or (at your option) any later version.
-//
-// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
-// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
-// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
-// GNU General Public License for more details.
-//
-// You should have received a copy of the GNU Lesser General Public
-// License and a copy of the GNU General Public License along with
-// Eigen. If not, see <http://www.gnu.org/licenses/>.
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
 
 #ifndef EIGEN_STDVECTOR_MODULE_H
 #define EIGEN_STDVECTOR_MODULE_H

libs/eigen/Eigen/SuperLUSupport

+#ifndef EIGEN_SUPERLUSUPPORT_MODULE_H
+#define EIGEN_SUPERLUSUPPORT_MODULE_H
+
+#include "SparseCore"
+
+#include "src/Core/util/DisableStupidWarnings.h"
+
+#ifdef EMPTY
+#define EIGEN_EMPTY_WAS_ALREADY_DEFINED
+#endif
+
+typedef int int_t;
+#include <slu_Cnames.h>
+#include <supermatrix.h>
+#include <slu_util.h>
+
+// slu_util.h defines a preprocessor token named EMPTY which is really polluting,
+// so we remove it in favor of a SUPERLU_EMPTY token.
+// If EMPTY was already defined then we don't undef it.
+
+#if defined(EIGEN_EMPTY_WAS_ALREADY_DEFINED)
+# undef EIGEN_EMPTY_WAS_ALREADY_DEFINED
+#elif defined(EMPTY)
+# undef EMPTY
+#endif
+
+#define SUPERLU_EMPTY (-1)
+
+namespace Eigen { struct SluMatrix; }
+
+/** \ingroup Support_modules
+  * \defgroup SuperLUSupport_Module SuperLUSupport module
+  *
+  * This module provides an interface to the <a href="http://crd-legacy.lbl.gov/~xiaoye/SuperLU/">SuperLU</a> library.
+  * It provides the following factorization class:
+  * - class SuperLU: a supernodal sequential LU factorization.
+  * - class SuperILU: a supernodal sequential incomplete LU factorization (to be used as a preconditioner for iterative methods).
+  *
+  * \warning When including this module, you have to use SUPERLU_EMPTY instead of EMPTY which is no longer defined because it is too polluting.
+  *
+  * \code
+  * #include <Eigen/SuperLUSupport>
+  * \endcode
+  *
+  * In order to use this module, the superlu headers must be accessible from the include paths, and your binary must be linked to the superlu library and its dependencies.
+  * The dependencies depend on how superlu has been compiled.
+  * For a cmake based project, you can use our FindSuperLU.cmake module to help you in this task.
+  *
+  */
+
+#include "src/misc/Solve.h"
+#include "src/misc/SparseSolve.h"
+
+#include "src/SuperLUSupport/SuperLUSupport.h"
+
+
+#include "src/Core/util/ReenableStupidWarnings.h"
+
+#endif // EIGEN_SUPERLUSUPPORT_MODULE_H

libs/eigen/Eigen/UmfPackSupport

+#ifndef EIGEN_UMFPACKSUPPORT_MODULE_H
+#define EIGEN_UMFPACKSUPPORT_MODULE_H
+
+#include "SparseCore"
+
+#include "src/Core/util/DisableStupidWarnings.h"
+
+extern "C" {
+#include <umfpack.h>
+}
+
+/** \ingroup Support_modules
+  * \defgroup UmfPackSupport_Module UmfPackSupport module
+  *
+  * This module provides an interface to the UmfPack library which is part of the <a href="http://www.cise.ufl.edu/research/sparse/SuiteSparse/">suitesparse</a> package.
+  * It provides the following factorization class:
+  * - class UmfPackLU: a multifrontal sequential LU factorization.
+  *
+  * \code
+  * #include <Eigen/UmfPackSupport>
+  * \endcode
+  *
+  * In order to use this module, the umfpack headers must be accessible from the include paths, and your binary must be linked to the umfpack library and its dependencies.
+  * The dependencies depend on how umfpack has been compiled.
+  * For a cmake based project, you can use our FindUmfPack.cmake module to help you in this task.
+  *
+  */
+
+#include "src/misc/Solve.h"
+#include "src/misc/SparseSolve.h"
+
+#include "src/UmfPackSupport/UmfPackSupport.h"
+
+#include "src/Core/util/ReenableStupidWarnings.h"
+
+#endif // EIGEN_UMFPACKSUPPORT_MODULE_H

libs/eigen/Eigen/src/Cholesky/LLT_MKL.h

+/*
+ Copyright (c) 2011, Intel Corporation. All rights reserved.
+
+ Redistribution and use in source and binary forms, with or without modification,
+ are permitted provided that the following conditions are met:
+
+ * Redistributions of source code must retain the above copyright notice, this
+   list of conditions and the following disclaimer.
+ * Redistributions in binary form must reproduce the above copyright notice,
+   this list of conditions and the following disclaimer in the documentation
+   and/or other materials provided with the distribution.
+ * Neither the name of Intel Corporation nor the names of its contributors may
+   be used to endorse or promote products derived from this software without
+   specific prior written permission.
+
+ THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
+ ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
+ WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
+ DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
+ ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
+ (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
+ LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
+ ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
+ (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
+ SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+
+ ********************************************************************************
+ *   Content : Eigen bindings to Intel(R) MKL
+ *     LLt decomposition based on LAPACKE_?potrf function.
+ ********************************************************************************
+*/
+
+#ifndef EIGEN_LLT_MKL_H
+#define EIGEN_LLT_MKL_H
+
+#include "Eigen/src/Core/util/MKL_support.h"
+#include <iostream>
+
+namespace Eigen { 
+
+namespace internal {
+
+template<typename Scalar> struct mkl_llt;
+
+#define EIGEN_MKL_LLT(EIGTYPE, MKLTYPE, MKLPREFIX) \
+template<> struct mkl_llt<EIGTYPE> \
+{ \
+  template<typename MatrixType> \
+  static inline typename MatrixType::Index potrf(MatrixType& m, char uplo) \
+  { \
+    lapack_int matrix_order; \
+    lapack_int size, lda, info, StorageOrder; \
+    EIGTYPE* a; \
+    eigen_assert(m.rows()==m.cols()); \
+    /* Set up parameters for ?potrf */ \
+    size = m.rows(); \
+    StorageOrder = MatrixType::Flags&RowMajorBit?RowMajor:ColMajor; \
+    matrix_order = StorageOrder==RowMajor ? LAPACK_ROW_MAJOR : LAPACK_COL_MAJOR; \
+    a = &(m.coeffRef(0,0)); \
+    lda = m.outerStride(); \
+\
+    info = LAPACKE_##MKLPREFIX##potrf( matrix_order, uplo, size, (MKLTYPE*)a, lda ); \
+    info = (info==0) ? Success : NumericalIssue; \
+    return info; \
+  } \
+}; \
+template<> struct llt_inplace<EIGTYPE, Lower> \
+{ \
+  template<typename MatrixType> \
+  static typename MatrixType::Index blocked(MatrixType& m) \
+  { \
+    return mkl_llt<EIGTYPE>::potrf(m, 'L'); \
+  } \
+  template<typename MatrixType, typename VectorType> \
+  static typename MatrixType::Index rankUpdate(MatrixType& mat, const VectorType& vec, const typename MatrixType::RealScalar& sigma) \
+  { return Eigen::internal::llt_rank_update_lower(mat, vec, sigma); } \
+}; \
+template<> struct llt_inplace<EIGTYPE, Upper> \
+{ \
+  template<typename MatrixType> \
+  static typename MatrixType::Index blocked(MatrixType& m) \
+  { \
+    return mkl_llt<EIGTYPE>::potrf(m, 'U'); \
+  } \
+  template<typename MatrixType, typename VectorType> \
+  static typename MatrixType::Index rankUpdate(MatrixType& mat, const VectorType& vec, const typename MatrixType::RealScalar& sigma) \
+  { \
+    Transpose<MatrixType> matt(mat); \
+    return llt_inplace<EIGTYPE, Lower>::rankUpdate(matt, vec.conjugate(), sigma); \
+  } \
+};
+
+EIGEN_MKL_LLT(double, double, d)
+EIGEN_MKL_LLT(float, float, s)
+EIGEN_MKL_LLT(dcomplex, MKL_Complex16, z)
+EIGEN_MKL_LLT(scomplex, MKL_Complex8, c)
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_LLT_MKL_H

libs/eigen/Eigen/src/CholmodSupport/CMakeLists.txt

+FILE(GLOB Eigen_CholmodSupport_SRCS "*.h")
+
+INSTALL(FILES 
+  ${Eigen_CholmodSupport_SRCS}
+  DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/CholmodSupport COMPONENT Devel
+  )

libs/eigen/Eigen/src/Core/Array.h

@@ -3,28 +3,15 @@
 //
 // Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr>
 //
-// Eigen is free software; you can redistribute it and/or
-// modify it under the terms of the GNU Lesser General Public
-// License as published by the Free Software Foundation; either
-// version 3 of the License, or (at your option) any later version.
-//
-// Alternatively, you can redistribute it and/or
-// modify it under the terms of the GNU General Public License as
-// published by the Free Software Foundation; either version 2 of
-// the License, or (at your option) any later version.
-//
-// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
-// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
-// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
-// GNU General Public License for more details.
-//
-// You should have received a copy of the GNU Lesser General Public
-// License and a copy of the GNU General Public License along with
-// Eigen. If not, see <http://www.gnu.org/licenses/>.
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
 
 #ifndef EIGEN_ARRAY_H
 #define EIGEN_ARRAY_H
 
+namespace Eigen {
+
 /** \class Array 
   * \ingroup Core_Module
   *
@@ -68,10 +55,8 @@ class Array
     friend struct internal::conservative_resize_like_impl;
 
     using Base::m_storage;
+
   public:
-    enum { NeedsToAlign = (!(Options&DontAlign))
-                          && SizeAtCompileTime!=Dynamic && ((static_cast<int>(sizeof(Scalar))*SizeAtCompileTime)%16)==0 };
-    EIGEN_MAKE_ALIGNED_OPERATOR_NEW_IF(NeedsToAlign)
 
     using Base::base;
     using Base::coeff;
@@ -122,10 +107,10 @@ class Array
       *
       * \sa resize(Index,Index)
       */
-    EIGEN_STRONG_INLINE explicit Array() : Base()
+    EIGEN_STRONG_INLINE Array() : Base()
     {
       Base::_check_template_params();
-      EIGEN_INITIALIZE_BY_ZERO_IF_THAT_OPTION_IS_ENABLED
+      EIGEN_INITIALIZE_COEFFS_IF_THAT_OPTION_IS_ENABLED
     }
 
 #ifndef EIGEN_PARSED_BY_DOXYGEN
@@ -135,7 +120,7 @@ class Array
       : Base(internal::constructor_without_unaligned_array_assert())
     {
       Base::_check_template_params();
-      EIGEN_INITIALIZE_BY_ZERO_IF_THAT_OPTION_IS_ENABLED
+      EIGEN_INITIALIZE_COEFFS_IF_THAT_OPTION_IS_ENABLED
     }
 #endif
 
@@ -152,15 +137,15 @@ class Array
       EIGEN_STATIC_ASSERT_VECTOR_ONLY(Array)
       eigen_assert(dim >= 0);
       eigen_assert(SizeAtCompileTime == Dynamic || SizeAtCompileTime == dim);
-      EIGEN_INITIALIZE_BY_ZERO_IF_THAT_OPTION_IS_ENABLED
+      EIGEN_INITIALIZE_COEFFS_IF_THAT_OPTION_IS_ENABLED
     }
 
     #ifndef EIGEN_PARSED_BY_DOXYGEN
     template<typename T0, typename T1>
-    EIGEN_STRONG_INLINE Array(const T0& x, const T1& y)
+    EIGEN_STRONG_INLINE Array(const T0& val0, const T1& val1)
     {
       Base::_check_template_params();
-      this->template _init2<T0,T1>(x, y);
+      this->template _init2<T0,T1>(val0, val1);
     }
     #else
     /** constructs an uninitialized matrix with \a rows rows and \a cols columns.
@@ -170,27 +155,27 @@ class Array
       * Matrix() instead. */
     Array(Index rows, Index cols);
     /** constructs an initialized 2D vector with given coefficients */
-    Array(const Scalar& x, const Scalar& y);
+    Array(const Scalar& val0, const Scalar& val1);
     #endif
 
     /** constructs an initialized 3D vector with given coefficients */
-    EIGEN_STRONG_INLINE Array(const Scalar& x, const Scalar& y, const Scalar& z)
+    EIGEN_STRONG_INLINE Array(const Scalar& val0, const Scalar& val1, const Scalar& val2)
     {
       Base::_check_template_params();
       EIGEN_STATIC_ASSERT_VECTOR_SPECIFIC_SIZE(Array, 3)
-      m_storage.data()[0] = x;
-      m_storage.data()[1] = y;
-      m_storage.data()[2] = z;
+      m_storage.data()[0] = val0;
+      m_storage.data()[1] = val1;
+      m_storage.data()[2] = val2;
     }
     /** constructs an initialized 4D vector with given coefficients */
-    EIGEN_STRONG_INLINE Array(const Scalar& x, const Scalar& y, const Scalar& z, const Scalar& w)
+    EIGEN_STRONG_INLINE Array(const Scalar& val0, const Scalar& val1, const Scalar& val2, const Scalar& val3)
     {
       Base::_check_template_params();
       EIGEN_STATIC_ASSERT_VECTOR_SPECIFIC_SIZE(Array, 4)
-      m_storage.data()[0] = x;
-      m_storage.data()[1] = y;
-      m_storage.data()[2] = z;
-      m_storage.data()[3] = w;
+      m_storage.data()[0] = val0;
+      m_storage.data()[1] = val1;
+      m_storage.data()[2] = val2;
+      m_storage.data()[3] = val3;
     }
 
     explicit Array(const Scalar *data);
@@ -318,5 +303,6 @@ EIGEN_USING_ARRAY_TYPEDEFS_FOR_TYPE(d) \
 EIGEN_USING_ARRAY_TYPEDEFS_FOR_TYPE(cf) \
 EIGEN_USING_ARRAY_TYPEDEFS_FOR_TYPE(cd)
 
+} // end namespace Eigen
 
 #endif // EIGEN_ARRAY_H

libs/eigen/Eigen/src/Core/ArrayBase.h

@@ -3,28 +3,15 @@
 //
 // Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr>
 //
-// Eigen is free software; you can redistribute it and/or
-// modify it under the terms of the GNU Lesser General Public
-// License as published by the Free Software Foundation; either
-// version 3 of the License, or (at your option) any later version.
-//
-// Alternatively, you can redistribute it and/or
-// modify it under the terms of the GNU General Public License as
-// published by the Free Software Foundation; either version 2 of
-// the License, or (at your option) any later version.
-//
-// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
-// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
-// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
-// GNU General Public License for more details.
-//
-// You should have received a copy of the GNU Lesser General Public
-// License and a copy of the GNU General Public License along with
-// Eigen. If not, see <http://www.gnu.org/licenses/>.
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
 
 #ifndef EIGEN_ARRAYBASE_H
 #define EIGEN_ARRAYBASE_H
 
+namespace Eigen { 
+
 template<typename ExpressionType> class MatrixWrapper;
 
 /** \class ArrayBase
@@ -156,10 +143,10 @@ template<typename Derived> class ArrayBase
     ArrayBase<Derived>& array() { return *this; }
     const ArrayBase<Derived>& array() const { return *this; }
 
-    /** \returns an \link MatrixBase Matrix \endlink expression of this array
+    /** \returns an \link Eigen::MatrixBase Matrix \endlink expression of this array
       * \sa MatrixBase::array() */
     MatrixWrapper<Derived> matrix() { return derived(); }
-    const MatrixWrapper<Derived> matrix() const { return derived(); }
+    const MatrixWrapper<const Derived> matrix() const { return derived(); }
 
 //     template<typename Dest>
 //     inline void evalTo(Dest& dst) const { dst = matrix(); }
@@ -174,10 +161,10 @@ template<typename Derived> class ArrayBase
   protected:
     // mixing arrays and matrices is not legal
     template<typename OtherDerived> Derived& operator+=(const MatrixBase<OtherDerived>& )
-    {EIGEN_STATIC_ASSERT(sizeof(typename OtherDerived::Scalar)==-1,YOU_CANNOT_MIX_ARRAYS_AND_MATRICES);}
+    {EIGEN_STATIC_ASSERT(std::ptrdiff_t(sizeof(typename OtherDerived::Scalar))==-1,YOU_CANNOT_MIX_ARRAYS_AND_MATRICES); return *this;}
     // mixing arrays and matrices is not legal
     template<typename OtherDerived> Derived& operator-=(const MatrixBase<OtherDerived>& )
-    {EIGEN_STATIC_ASSERT(sizeof(typename OtherDerived::Scalar)==-1,YOU_CANNOT_MIX_ARRAYS_AND_MATRICES);}
+    {EIGEN_STATIC_ASSERT(std::ptrdiff_t(sizeof(typename OtherDerived::Scalar))==-1,YOU_CANNOT_MIX_ARRAYS_AND_MATRICES); return *this;}
 };
 
 /** replaces \c *this by \c *this - \a other.
@@ -236,4 +223,6 @@ ArrayBase<Derived>::operator/=(const ArrayBase<OtherDerived>& other)
   return derived();
 }
 
+} // end namespace Eigen
+
 #endif // EIGEN_ARRAYBASE_H

libs/eigen/Eigen/src/Core/ArrayWrapper.h

@@ -3,28 +3,15 @@
 //
 // Copyright (C) 2009-2010 Gael Guennebaud <gael.guennebaud@inria.fr>
 //
-// Eigen is free software; you can redistribute it and/or
-// modify it under the terms of the GNU Lesser General Public
-// License as published by the Free Software Foundation; either
-// version 3 of the License, or (at your option) any later version.
-//
-// Alternatively, you can redistribute it and/or
-// modify it under the terms of the GNU General Public License as
-// published by the Free Software Foundation; either version 2 of
-// the License, or (at your option) any later version.
-//
-// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
-// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
-// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
-// GNU General Public License for more details.
-//
-// You should have received a copy of the GNU Lesser General Public
-// License and a copy of the GNU General Public License along with
-// Eigen. If not, see <http://www.gnu.org/licenses/>.
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
 
 #ifndef EIGEN_ARRAYWRAPPER_H
 #define EIGEN_ARRAYWRAPPER_H
 
+namespace Eigen { 
+
 /** \class ArrayWrapper
   * \ingroup Core_Module
   *
@@ -61,32 +48,32 @@ class ArrayWrapper : public ArrayBase<ArrayWrapper<ExpressionType> >
 
     typedef typename internal::nested<ExpressionType>::type NestedExpressionType;
 
-    inline ArrayWrapper(const ExpressionType& matrix) : m_expression(matrix) {}
+    inline ArrayWrapper(ExpressionType& matrix) : m_expression(matrix) {}
 
     inline Index rows() const { return m_expression.rows(); }
     inline Index cols() const { return m_expression.cols(); }
     inline Index outerStride() const { return m_expression.outerStride(); }
     inline Index innerStride() const { return m_expression.innerStride(); }
 
-    inline ScalarWithConstIfNotLvalue* data() { return m_expression.data(); }
+    inline ScalarWithConstIfNotLvalue* data() { return m_expression.const_cast_derived().data(); }
     inline const Scalar* data() const { return m_expression.data(); }
 
-    inline const CoeffReturnType coeff(Index row, Index col) const
+    inline CoeffReturnType coeff(Index rowId, Index colId) const
     {
-      return m_expression.coeff(row, col);
+      return m_expression.coeff(rowId, colId);
     }
 
-    inline Scalar& coeffRef(Index row, Index col)
+    inline Scalar& coeffRef(Index rowId, Index colId)
     {
-      return m_expression.const_cast_derived().coeffRef(row, col);
+      return m_expression.const_cast_derived().coeffRef(rowId, colId);
     }
 
-    inline const Scalar& coeffRef(Index row, Index col) const
+    inline const Scalar& coeffRef(Index rowId, Index colId) const
     {
-      return m_expression.const_cast_derived().coeffRef(row, col);
+      return m_expression.const_cast_derived().coeffRef(rowId, colId);
     }
 
-    inline const CoeffReturnType coeff(Index index) const
+    inline CoeffReturnType coeff(Index index) const
     {
       return m_expression.coeff(index);
     }
@@ -102,15 +89,15 @@ class ArrayWrapper : public ArrayBase<ArrayWrapper<ExpressionType> >
     }
 
     template<int LoadMode>
-    inline const PacketScalar packet(Index row, Index col) const
+    inline const PacketScalar packet(Index rowId, Index colId) const
     {
-      return m_expression.template packet<LoadMode>(row, col);
+      return m_expression.template packet<LoadMode>(rowId, colId);
     }
 
     template<int LoadMode>
-    inline void writePacket(Index row, Index col, const PacketScalar& x)
+    inline void writePacket(Index rowId, Index colId, const PacketScalar& val)
     {
-      m_expression.const_cast_derived().template writePacket<LoadMode>(row, col, x);
+      m_expression.const_cast_derived().template writePacket<LoadMode>(rowId, colId, val);
     }
 
     template<int LoadMode>
@@ -120,16 +107,29 @@ class ArrayWrapper : public ArrayBase<ArrayWrapper<ExpressionType> >
     }
 
     template<int LoadMode>
-    inline void writePacket(Index index, const PacketScalar& x)
+    inline void writePacket(Index index, const PacketScalar& val)
     {
-      m_expression.const_cast_derived().template writePacket<LoadMode>(index, x);
+      m_expression.const_cast_derived().template writePacket<LoadMode>(index, val);
     }
 
     template<typename Dest>
     inline void evalTo(Dest& dst) const { dst = m_expression; }
 
+    const typename internal::remove_all<NestedExpressionType>::type& 
+    nestedExpression() const 
+    {
+      return m_expression;
+    }
+
+    /** Forwards the resizing request to the nested expression
+      * \sa DenseBase::resize(Index)  */
+    void resize(Index newSize) { m_expression.const_cast_derived().resize(newSize); }
+    /** Forwards the resizing request to the nested expression
+      * \sa DenseBase::resize(Index,Index)*/
+    void resize(Index nbRows, Index nbCols) { m_expression.const_cast_derived().resize(nbRows,nbCols); }
+
   protected:
-    const NestedExpressionType m_expression;
+    NestedExpressionType m_expression;
 };
 
 /** \class MatrixWrapper
@@ -168,32 +168,32 @@ class MatrixWrapper : public MatrixBase<MatrixWrapper<ExpressionType> >
 
     typedef typename internal::nested<ExpressionType>::type NestedExpressionType;
 
-    inline MatrixWrapper(const ExpressionType& matrix) : m_expression(matrix) {}
+    inline MatrixWrapper(ExpressionType& a_matrix) : m_expression(a_matrix) {}
 
     inline Index rows() const { return m_expression.rows(); }
     inline Index cols() const { return m_expression.cols(); }
     inline Index outerStride() const { return m_expression.outerStride(); }
     inline Index innerStride() const { return m_expression.innerStride(); }
 
-    inline ScalarWithConstIfNotLvalue* data() { return m_expression.data(); }
+    inline ScalarWithConstIfNotLvalue* data() { return m_expression.const_cast_derived().data(); }
     inline const Scalar* data() const { return m_expression.data(); }
 
-    inline const CoeffReturnType coeff(Index row, Index col) const
+    inline CoeffReturnType coeff(Index rowId, Index colId) const
     {
-      return m_expression.coeff(row, col);
+      return m_expression.coeff(rowId, colId);
     }
 
-    inline Scalar& coeffRef(Index row, Index col)
+    inline Scalar& coeffRef(Index rowId, Index colId)
     {
-      return m_expression.const_cast_derived().coeffRef(row, col);
+      return m_expression.const_cast_derived().coeffRef(rowId, colId);
     }
 
-    inline const Scalar& coeffRef(Index row, Index col) const
+    inline const Scalar& coeffRef(Index rowId, Index colId) const
     {
-      return m_expression.derived().coeffRef(row, col);
+      return m_expression.derived().coeffRef(rowId, colId);
     }
 
-    inline const CoeffReturnType coeff(Index index) const
+    inline CoeffReturnType coeff(Index index) const
     {
       return m_expression.coeff(index);
     }
@@ -209,15 +209,15 @@ class MatrixWrapper : public MatrixBase<MatrixWrapper<ExpressionType> >
     }
 
     template<int LoadMode>
-    inline const PacketScalar packet(Index row, Index col) const
+    inline const PacketScalar packet(Index rowId, Index colId) const
     {
-      return m_expression.template packet<LoadMode>(row, col);
+      return m_expression.template packet<LoadMode>(rowId, colId);
     }
 
     template<int LoadMode>
-    inline void writePacket(Index row, Index col, const PacketScalar& x)
+    inline void writePacket(Index rowId, Index colId, const PacketScalar& val)
     {
-      m_expression.const_cast_derived().template writePacket<LoadMode>(row, col, x);
+      m_expression.const_cast_derived().template writePacket<LoadMode>(rowId, colId, val);
     }
 
     template<int LoadMode>
@@ -227,13 +227,28 @@ class MatrixWrapper : public MatrixBase<MatrixWrapper<ExpressionType> >
     }
 
     template<int LoadMode>
-    inline void writePacket(Index index, const PacketScalar& x)
+    inline void writePacket(Index index, const PacketScalar& val)
+    {
+      m_expression.const_cast_derived().template writePacket<LoadMode>(index, val);
+    }
+
+    const typename internal::remove_all<NestedExpressionType>::type& 
+    nestedExpression() const 
     {
-      m_expression.const_cast_derived().template writePacket<LoadMode>(index, x);
+      return m_expression;
     }
 
+    /** Forwards the resizing request to the nested expression
+      * \sa DenseBase::resize(Index)  */
+    void resize(Index newSize) { m_expression.const_cast_derived().resize(newSize); }
+    /** Forwards the resizing request to the nested expression
+      * \sa DenseBase::resize(Index,Index)*/
+    void resize(Index nbRows, Index nbCols) { m_expression.const_cast_derived().resize(nbRows,nbCols); }
+
   protected:
-    const NestedExpressionType m_expression;
+    NestedExpressionType m_expression;
 };
 
+} // end namespace Eigen
+
 #endif // EIGEN_ARRAYWRAPPER_H

libs/eigen/Eigen/src/Core/BandMatrix.h

@@ -3,30 +3,16 @@
 //
 // Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr>
 //
-// Eigen is free software; you can redistribute it and/or
-// modify it under the terms of the GNU Lesser General Public
-// License as published by the Free Software Foundation; either
-// version 3 of the License, or (at your option) any later version.
-//
-// Alternatively, you can redistribute it and/or
-// modify it under the terms of the GNU General Public License as
-// published by the Free Software Foundation; either version 2 of
-// the License, or (at your option) any later version.
-//
-// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
-// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
-// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
-// GNU General Public License for more details.
-//
-// You should have received a copy of the GNU Lesser General Public
-// License and a copy of the GNU General Public License along with
-// Eigen. If not, see <http://www.gnu.org/licenses/>.
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
 
 #ifndef EIGEN_BANDMATRIX_H
 #define EIGEN_BANDMATRIX_H
 
-namespace internal {
+namespace Eigen { 
 
+namespace internal {
 
 template<typename Derived>
 class BandMatrixBase : public EigenBase<Derived>
@@ -87,7 +73,7 @@ class BandMatrixBase : public EigenBase<Derived>
       if (i<=supers())
       {
         start = supers()-i;
-        len = std::min(rows(),std::max<Index>(0,coeffs().rows() - (supers()-i)));
+        len = (std::min)(rows(),std::max<Index>(0,coeffs().rows() - (supers()-i)));
       }
       else if (i>=rows()-subs())
         len = std::max<Index>(0,coeffs().rows() - (i + 1 - rows() + subs()));
@@ -96,11 +82,11 @@ class BandMatrixBase : public EigenBase<Derived>
 
     /** \returns a vector expression of the main diagonal */
     inline Block<CoefficientsType,1,SizeAtCompileTime> diagonal()
-    { return Block<CoefficientsType,1,SizeAtCompileTime>(coeffs(),supers(),0,1,std::min(rows(),cols())); }
+    { return Block<CoefficientsType,1,SizeAtCompileTime>(coeffs(),supers(),0,1,(std::min)(rows(),cols())); }
 
     /** \returns a vector expression of the main diagonal (const version) */
     inline const Block<const CoefficientsType,1,SizeAtCompileTime> diagonal() const
-    { return Block<const CoefficientsType,1,SizeAtCompileTime>(coeffs(),supers(),0,1,std::min(rows(),cols())); }
+    { return Block<const CoefficientsType,1,SizeAtCompileTime>(coeffs(),supers(),0,1,(std::min)(rows(),cols())); }
 
     template<int Index> struct DiagonalIntReturnType {
       enum {
@@ -122,13 +108,13 @@ class BandMatrixBase : public EigenBase<Derived>
     /** \returns a vector expression of the \a N -th sub or super diagonal */
     template<int N> inline typename DiagonalIntReturnType<N>::Type diagonal()
     {
-      return typename DiagonalIntReturnType<N>::BuildType(coeffs(), supers()-N, std::max(0,N), 1, diagonalLength(N));
+      return typename DiagonalIntReturnType<N>::BuildType(coeffs(), supers()-N, (std::max)(0,N), 1, diagonalLength(N));
     }
 
     /** \returns a vector expression of the \a N -th sub or super diagonal */
     template<int N> inline const typename DiagonalIntReturnType<N>::Type diagonal() const
     {
-      return typename DiagonalIntReturnType<N>::BuildType(coeffs(), supers()-N, std::max(0,N), 1, diagonalLength(N));
+      return typename DiagonalIntReturnType<N>::BuildType(coeffs(), supers()-N, (std::max)(0,N), 1, diagonalLength(N));
     }
 
     /** \returns a vector expression of the \a i -th sub or super diagonal */
@@ -166,7 +152,7 @@ class BandMatrixBase : public EigenBase<Derived>
   protected:
 
     inline Index diagonalLength(Index i) const
-    { return i<0 ? std::min(cols(),rows()+i) : std::min(rows(),cols()-i); }
+    { return i<0 ? (std::min)(cols(),rows()+i) : (std::min)(rows(),cols()-i); }
 };
 
 /**
@@ -284,8 +270,8 @@ class BandMatrixWrapper : public BandMatrixBase<BandMatrixWrapper<_CoefficientsT
       : m_coeffs(coeffs),
         m_rows(rows), m_supers(supers), m_subs(subs)
     {
+      EIGEN_UNUSED_VARIABLE(cols);
       //internal::assert(coeffs.cols()==cols() && (supers()+subs()+1)==coeffs.rows());
-        cols=0; //workaround for compiler warning
     }
 
     /** \returns the number of columns */
@@ -343,4 +329,6 @@ class TridiagonalMatrix : public BandMatrix<Scalar,Size,Size,Options&SelfAdjoint
 
 } // end namespace internal
 
+} // end namespace Eigen
+
 #endif // EIGEN_BANDMATRIX_H

libs/eigen/Eigen/src/Core/BooleanRedux.h

@@ -3,28 +3,15 @@
 //
 // Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr>
 //
-// Eigen is free software; you can redistribute it and/or
-// modify it under the terms of the GNU Lesser General Public
-// License as published by the Free Software Foundation; either
-// version 3 of the License, or (at your option) any later version.
-//
-// Alternatively, you can redistribute it and/or
-// modify it under the terms of the GNU General Public License as
-// published by the Free Software Foundation; either version 2 of
-// the License, or (at your option) any later version.
-//
-// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
-// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
-// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
-// GNU General Public License for more details.
-//
-// You should have received a copy of the GNU Lesser General Public
-// License and a copy of the GNU General Public License along with
-// Eigen. If not, see <http://www.gnu.org/licenses/>.
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
 
 #ifndef EIGEN_ALLANDANY_H
 #define EIGEN_ALLANDANY_H
 
+namespace Eigen { 
+
 namespace internal {
 
 template<typename Derived, int UnrollCount>
@@ -35,7 +22,7 @@ struct all_unroller
     row = (UnrollCount-1) % Derived::RowsAtCompileTime
   };
 
-  inline static bool run(const Derived &mat)
+  static inline bool run(const Derived &mat)
   {
     return all_unroller<Derived, UnrollCount-1>::run(mat) && mat.coeff(row, col);
   }
@@ -44,13 +31,13 @@ struct all_unroller
 template<typename Derived>
 struct all_unroller<Derived, 1>
 {
-  inline static bool run(const Derived &mat) { return mat.coeff(0, 0); }
+  static inline bool run(const Derived &mat) { return mat.coeff(0, 0); }
 };
 
 template<typename Derived>
 struct all_unroller<Derived, Dynamic>
 {
-  inline static bool run(const Derived &) { return false; }
+  static inline bool run(const Derived &) { return false; }
 };
 
 template<typename Derived, int UnrollCount>
@@ -61,7 +48,7 @@ struct any_unroller
     row = (UnrollCount-1) % Derived::RowsAtCompileTime
   };
 
-  inline static bool run(const Derived &mat)
+  static inline bool run(const Derived &mat)
   {
     return any_unroller<Derived, UnrollCount-1>::run(mat) || mat.coeff(row, col);
   }
@@ -70,13 +57,13 @@ struct any_unroller
 template<typename Derived>
 struct any_unroller<Derived, 1>
 {
-  inline static bool run(const Derived &mat) { return mat.coeff(0, 0); }
+  static inline bool run(const Derived &mat) { return mat.coeff(0, 0); }
 };
 
 template<typename Derived>
 struct any_unroller<Derived, Dynamic>
 {
-  inline static bool run(const Derived &) { return false; }
+  static inline bool run(const Derived &) { return false; }
 };
 
 } // end namespace internal
@@ -98,9 +85,7 @@ inline bool DenseBase<Derived>::all() const
           && SizeAtCompileTime * (CoeffReadCost + NumTraits<Scalar>::AddCost) <= EIGEN_UNROLLING_LIMIT
   };
   if(unroll)
-    return internal::all_unroller<Derived,
-                           unroll ? int(SizeAtCompileTime) : Dynamic
-     >::run(derived());
+    return internal::all_unroller<Derived, unroll ? int(SizeAtCompileTime) : Dynamic>::run(derived());
   else
   {
     for(Index j = 0; j < cols(); ++j)
@@ -124,9 +109,7 @@ inline bool DenseBase<Derived>::any() const
           && SizeAtCompileTime * (CoeffReadCost + NumTraits<Scalar>::AddCost) <= EIGEN_UNROLLING_LIMIT
   };
   if(unroll)
-    return internal::any_unroller<Derived,
-                           unroll ? int(SizeAtCompileTime) : Dynamic
-           >::run(derived());
+    return internal::any_unroller<Derived, unroll ? int(SizeAtCompileTime) : Dynamic>::run(derived());
   else
   {
     for(Index j = 0; j < cols(); ++j)
@@ -146,4 +129,26 @@ inline typename DenseBase<Derived>::Index DenseBase<Derived>::count() const
   return derived().template cast<bool>().template cast<Index>().sum();
 }
 
+/** \returns true is \c *this contains at least one Not A Number (NaN).
+  *
+  * \sa allFinite()
+  */
+template<typename Derived>
+inline bool DenseBase<Derived>::hasNaN() const
+{
+  return !((derived().array()==derived().array()).all());
+}
+
+/** \returns true if \c *this contains only finite numbers, i.e., no NaN and no +/-INF values.
+  *
+  * \sa hasNaN()
+  */
+template<typename Derived>
+inline bool DenseBase<Derived>::allFinite() const
+{
+  return !((derived()-derived()).hasNaN());
+}
+    
+} // end namespace Eigen
+
 #endif // EIGEN_ALLANDANY_H

libs/eigen/Eigen/src/Core/CommaInitializer.h

@@ -4,28 +4,15 @@
 // Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr>
 // Copyright (C) 2006-2008 Benoit Jacob <jacob.benoit.1@gmail.com>
 //
-// Eigen is free software; you can redistribute it and/or
-// modify it under the terms of the GNU Lesser General Public
-// License as published by the Free Software Foundation; either
-// version 3 of the License, or (at your option) any later version.
-//
-// Alternatively, you can redistribute it and/or
-// modify it under the terms of the GNU General Public License as
-// published by the Free Software Foundation; either version 2 of
-// the License, or (at your option) any later version.
-//
-// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
-// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
-// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
-// GNU General Public License for more details.
-//
-// You should have received a copy of the GNU Lesser General Public
-// License and a copy of the GNU General Public License along with
-// Eigen. If not, see <http://www.gnu.org/licenses/>.
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
 
 #ifndef EIGEN_COMMAINITIALIZER_H
 #define EIGEN_COMMAINITIALIZER_H
 
+namespace Eigen { 
+
 /** \class CommaInitializer
   * \ingroup Core_Module
   *
@@ -78,6 +65,8 @@ struct CommaInitializer
   template<typename OtherDerived>
   CommaInitializer& operator,(const DenseBase<OtherDerived>& other)
   {
+    if(other.cols()==0 || other.rows()==0)
+      return *this;
     if (m_col==m_xpr.cols())
     {
       m_row+=m_currentBlockRows;
@@ -129,6 +118,8 @@ struct CommaInitializer
   *
   * Example: \include MatrixBase_set.cpp
   * Output: \verbinclude MatrixBase_set.out
+  * 
+  * \note According the c++ standard, the argument expressions of this comma initializer are evaluated in arbitrary order.
   *
   * \sa CommaInitializer::finished(), class CommaInitializer
   */
@@ -147,4 +138,6 @@ DenseBase<Derived>::operator<<(const DenseBase<OtherDerived>& other)
   return CommaInitializer<Derived>(*static_cast<Derived *>(this), other);
 }
 
+} // end namespace Eigen
+
 #endif // EIGEN_COMMAINITIALIZER_H

libs/eigen/Eigen/src/Sparse/CoreIterators.h → libs/eigen/Eigen/src/Core/CoreIterators.h

@@ -3,32 +3,20 @@
 //
 // Copyright (C) 2008-2010 Gael Guennebaud <gael.guennebaud@inria.fr>
 //
-// Eigen is free software; you can redistribute it and/or
-// modify it under the terms of the GNU Lesser General Public
-// License as published by the Free Software Foundation; either
-// version 3 of the License, or (at your option) any later version.
-//
-// Alternatively, you can redistribute it and/or
-// modify it under the terms of the GNU General Public License as
-// published by the Free Software Foundation; either version 2 of
-// the License, or (at your option) any later version.
-//
-// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
-// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
-// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
-// GNU General Public License for more details.
-//
-// You should have received a copy of the GNU Lesser General Public
-// License and a copy of the GNU General Public License along with
-// Eigen. If not, see <http://www.gnu.org/licenses/>.
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
 
 #ifndef EIGEN_COREITERATORS_H
 #define EIGEN_COREITERATORS_H
 
+namespace Eigen { 
+
 /* This file contains the respective InnerIterator definition of the expressions defined in Eigen/Core
  */
 
-/** \class InnerIterator
+/** \ingroup SparseCore_Module
+  * \class InnerIterator
   * \brief An InnerIterator allows to loop over the element of a sparse (or dense) matrix or expression
   *
   * todo
@@ -68,4 +56,6 @@ template<typename Derived> class DenseBase<Derived>::InnerIterator
     const Index m_end;
 };
 
+} // end namespace Eigen
+
 #endif // EIGEN_COREITERATORS_H

libs/eigen/Eigen/src/Core/Flagged.h

@@ -3,28 +3,15 @@
 //
 // Copyright (C) 2008 Benoit Jacob <jacob.benoit.1@gmail.com>
 //
-// Eigen is free software; you can redistribute it and/or
-// modify it under the terms of the GNU Lesser General Public
-// License as published by the Free Software Foundation; either
-// version 3 of the License, or (at your option) any later version.
-//
-// Alternatively, you can redistribute it and/or
-// modify it under the terms of the GNU General Public License as
-// published by the Free Software Foundation; either version 2 of
-// the License, or (at your option) any later version.
-//
-// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
-// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
-// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
-// GNU General Public License for more details.
-//
-// You should have received a copy of the GNU Lesser General Public
-// License and a copy of the GNU General Public License along with
-// Eigen. If not, see <http://www.gnu.org/licenses/>.
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
 
 #ifndef EIGEN_FLAGGED_H
 #define EIGEN_FLAGGED_H
 
+namespace Eigen { 
+
 /** \class Flagged
   * \ingroup Core_Module
   *
@@ -148,4 +135,6 @@ DenseBase<Derived>::flagged() const
   return derived();
 }
 
+} // end namespace Eigen
+
 #endif // EIGEN_FLAGGED_H