diff --git a/libs/eigen/COPYING.LGPL b/libs/eigen/COPYING.LGPL
index 0e4fa8aaf2049f54b1240fdefb4c1c8b93455d4f..4362b49151d7b34ef83b3067a8f9c9f877d72a0e 100644
--- a/libs/eigen/COPYING.LGPL
+++ b/libs/eigen/COPYING.LGPL
@@ -1,165 +1,502 @@
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+
+ END OF TERMS AND CONDITIONS
+
+ How to Apply These Terms to Your New Libraries
+
+ If you develop a new library, and you want it to be of the greatest
+possible use to the public, we recommend making it free software that
+everyone can redistribute and change. You can do so by permitting
+redistribution under these terms (or, alternatively, under the terms of the
+ordinary General Public License).
+
+ To apply these terms, attach the following notices to the library. It is
+safest to attach them to the start of each source file to most effectively
+convey the exclusion of warranty; and each file should have at least the
+"copyright" line and a pointer to where the full notice is found.
+
+
+ Copyright (C)
+
+ This library 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 2.1 of the License, or (at your option) any later version.
+
+ This library 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 for more details.
+
+ You should have received a copy of the GNU Lesser General Public
+ License along with this library; if not, write to the Free Software
+ Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA
+
+Also add information on how to contact you by electronic and paper mail.
+
+You should also get your employer (if you work as a programmer) or your
+school, if any, to sign a "copyright disclaimer" for the library, if
+necessary. Here is a sample; alter the names:
+
+ Yoyodyne, Inc., hereby disclaims all copyright interest in the
+ library `Frob' (a library for tweaking knobs) written by James Random Hacker.
+
+ , 1 April 1990
+ Ty Coon, President of Vice
+
+That's all there is to it!
diff --git a/libs/eigen/Eigen/Cholesky b/libs/eigen/Eigen/Cholesky
index 53f7bf911a48bdfc79561739ea3f8568d489344a..f727f5d89c01203c7e4fdb807342c4709440be97 100644
--- a/libs/eigen/Eigen/Cholesky
+++ b/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"
diff --git a/libs/eigen/Eigen/CholmodSupport b/libs/eigen/Eigen/CholmodSupport
new file mode 100644
index 0000000000000000000000000000000000000000..745b884e74d4c7dace55e7347ba03c314b6767d4
--- /dev/null
+++ b/libs/eigen/Eigen/CholmodSupport
@@ -0,0 +1,45 @@
+#ifndef EIGEN_CHOLMODSUPPORT_MODULE_H
+#define EIGEN_CHOLMODSUPPORT_MODULE_H
+
+#include "SparseCore"
+
+#include "src/Core/util/DisableStupidWarnings.h"
+
+extern "C" {
+ #include
+}
+
+/** \ingroup Support_modules
+ * \defgroup CholmodSupport_Module CholmodSupport module
+ *
+ * This module provides an interface to the Cholmod library which is part of the suitesparse 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
+ * \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
+
diff --git a/libs/eigen/Eigen/Core b/libs/eigen/Eigen/Core
index 2ad4dee25dc113959c2b6e90c81306a70104e88f..9131cc3fc9d3b13c6b43fd0ece98e1a663b81165 100644
--- a/libs/eigen/Eigen/Core
+++ b/libs/eigen/Eigen/Core
@@ -4,24 +4,9 @@
// Copyright (C) 2008 Gael Guennebaud
// Copyright (C) 2007-2011 Benoit Jacob
//
-// 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 .
+// 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
+
+// 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
- #include
- #ifdef EIGEN_VECTORIZE_SSE3
- #include
- #endif
- #ifdef EIGEN_VECTORIZE_SSSE3
- #include
- #endif
- #ifdef EIGEN_VECTORIZE_SSE4_1
- #include
- #endif
- #ifdef EIGEN_VECTORIZE_SSE4_2
- #include
+ // 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
+ #else
+ #include
+ #include
+ #ifdef EIGEN_VECTORIZE_SSE3
+ #include
+ #endif
+ #ifdef EIGEN_VECTORIZE_SSSE3
+ #include
+ #endif
+ #ifdef EIGEN_VECTORIZE_SSE4_1
+ #include
+ #endif
+ #ifdef EIGEN_VECTORIZE_SSE4_2
+ #include
+ #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
#include
#include
-#include
#include
#include
#include
@@ -167,7 +169,7 @@
#include
#endif
-#if (defined(_CPPUNWIND) || defined(__EXCEPTIONS)) && !defined(EIGEN_NO_EXCEPTIONS)
+#if defined(_CPPUNWIND) || defined(__EXCEPTIONS)
#define EIGEN_EXCEPTIONS
#endif
@@ -175,16 +177,6 @@
#include
#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"
diff --git a/libs/eigen/Eigen/Eigen2Support b/libs/eigen/Eigen/Eigen2Support
index d96592a8de92c0be71102d963e828100e51fe39c..36156d29a924877d1917e4d752c3571be64dbe2b 100644
--- a/libs/eigen/Eigen/Eigen2Support
+++ b/libs/eigen/Eigen/Eigen2Support
@@ -3,24 +3,9 @@
//
// Copyright (C) 2009 Gael Guennebaud
//
-// 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 .
+// 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
+#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; \
diff --git a/libs/eigen/Eigen/Eigenvalues b/libs/eigen/Eigen/Eigenvalues
index 250c0f46652d16c6d265bf015ec1c3150ea36d06..53c5a73a278cb030e01c2e1d9ad99b81d4ec8807 100644
--- a/libs/eigen/Eigen/Eigenvalues
+++ b/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"
diff --git a/libs/eigen/Eigen/Geometry b/libs/eigen/Eigen/Geometry
index 78277c0c560892a36da75c7038f0ed851346a284..efd9d4504cb1f09b0958814be49ff439e48b8923 100644
--- a/libs/eigen/Eigen/Geometry
+++ b/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
diff --git a/libs/eigen/Eigen/Householder b/libs/eigen/Eigen/Householder
index 6b86cf65c551936b8dabecec7ece0c2d272a875c..6e348db5c43af2eb318182aac13ada78deedf8df 100644
--- a/libs/eigen/Eigen/Householder
+++ b/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
diff --git a/libs/eigen/Eigen/IterativeLinearSolvers b/libs/eigen/Eigen/IterativeLinearSolvers
new file mode 100644
index 0000000000000000000000000000000000000000..0f4159dc19fe07e39616ede781bc28b78a23fa4f
--- /dev/null
+++ b/libs/eigen/Eigen/IterativeLinearSolvers
@@ -0,0 +1,40 @@
+#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
+ * \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
diff --git a/libs/eigen/Eigen/Jacobi b/libs/eigen/Eigen/Jacobi
index afa6768137908e4b1dd3270e07584451975e3f69..ba8a4dc36a59d446f51ceda1f52b52e76e5f9f88 100644
--- a/libs/eigen/Eigen/Jacobi
+++ b/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
diff --git a/libs/eigen/Eigen/LU b/libs/eigen/Eigen/LU
index 226f88ca38add36f3947bb86471e5ebd09836550..db5795504488c2dc5a9fca9e1afc27859e7a9d16 100644
--- a/libs/eigen/Eigen/LU
+++ b/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
diff --git a/libs/eigen/Eigen/LeastSquares b/libs/eigen/Eigen/LeastSquares
index 93a6302dcd9f93a03eca500042ee7f63f6149f47..35137c25db0f75aefb6e6d3552cda7dd38e9bdd8 100644
--- a/libs/eigen/Eigen/LeastSquares
+++ b/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
diff --git a/libs/eigen/Eigen/MetisSupport b/libs/eigen/Eigen/MetisSupport
new file mode 100644
index 0000000000000000000000000000000000000000..6a113f7a8789b89ef68cb5219718397f2aeb6a1e
--- /dev/null
+++ b/libs/eigen/Eigen/MetisSupport
@@ -0,0 +1,28 @@
+#ifndef EIGEN_METISSUPPORT_MODULE_H
+#define EIGEN_METISSUPPORT_MODULE_H
+
+#include "SparseCore"
+
+#include "src/Core/util/DisableStupidWarnings.h"
+
+extern "C" {
+#include
+}
+
+
+/** \ingroup Support_modules
+ * \defgroup MetisSupport_Module MetisSupport module
+ *
+ * \code
+ * #include
+ * \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
diff --git a/libs/eigen/Eigen/OrderingMethods b/libs/eigen/Eigen/OrderingMethods
new file mode 100644
index 0000000000000000000000000000000000000000..7c0f1fffff655b49d7b368f4720ae84a2c56ecdc
--- /dev/null
+++ b/libs/eigen/Eigen/OrderingMethods
@@ -0,0 +1,66 @@
+#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
+ * \endcode
+ *
+ * A simple usage is as a template parameter in the sparse decomposition classes :
+ *
+ * \code
+ * SparseLU > solver;
+ * \endcode
+ *
+ * \code
+ * SparseQR > solver;
+ * \endcode
+ *
+ * It is possible as well to call directly a particular ordering method for your own purpose,
+ * \code
+ * AMDOrdering ordering;
+ * PermutationMatrix perm;
+ * SparseMatrix 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(), 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
diff --git a/libs/eigen/Eigen/PaStiXSupport b/libs/eigen/Eigen/PaStiXSupport
new file mode 100644
index 0000000000000000000000000000000000000000..7c616ee5eac537c133aa36d8802344000d77290d
--- /dev/null
+++ b/libs/eigen/Eigen/PaStiXSupport
@@ -0,0 +1,46 @@
+#ifndef EIGEN_PASTIXSUPPORT_MODULE_H
+#define EIGEN_PASTIXSUPPORT_MODULE_H
+
+#include "SparseCore"
+
+#include "src/Core/util/DisableStupidWarnings.h"
+
+#include
+extern "C" {
+#include
+#include
+}
+
+#ifdef complex
+#undef complex
+#endif
+
+/** \ingroup Support_modules
+ * \defgroup PaStiXSupport_Module PaStiXSupport module
+ *
+ * This module provides an interface to the PaSTiX 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
+ * \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
diff --git a/libs/eigen/Eigen/PardisoSupport b/libs/eigen/Eigen/PardisoSupport
new file mode 100644
index 0000000000000000000000000000000000000000..99330ce7a7d8eea2394ef88ca522fed53e3fac7c
--- /dev/null
+++ b/libs/eigen/Eigen/PardisoSupport
@@ -0,0 +1,30 @@
+#ifndef EIGEN_PARDISOSUPPORT_MODULE_H
+#define EIGEN_PARDISOSUPPORT_MODULE_H
+
+#include "SparseCore"
+
+#include "src/Core/util/DisableStupidWarnings.h"
+
+#include
+
+#include
+
+/** \ingroup Support_modules
+ * \defgroup PardisoSupport_Module PardisoSupport module
+ *
+ * This module brings support for the Intel(R) MKL PARDISO direct sparse solvers.
+ *
+ * \code
+ * #include
+ * \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
diff --git a/libs/eigen/Eigen/QR b/libs/eigen/Eigen/QR
index 97c1788ee308ceac3bfbdd5273300d8e498cd3ba..ac5b02693549a0ba97fccc2bb803d3d983802713 100644
--- a/libs/eigen/Eigen/QR
+++ b/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
diff --git a/libs/eigen/Eigen/SPQRSupport b/libs/eigen/Eigen/SPQRSupport
new file mode 100644
index 0000000000000000000000000000000000000000..77016442ee7f6fb42471dfab895d4f4609bfcd76
--- /dev/null
+++ b/libs/eigen/Eigen/SPQRSupport
@@ -0,0 +1,29 @@
+#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 suitesparse package.
+ *
+ * \code
+ * #include
+ * \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
diff --git a/libs/eigen/Eigen/SVD b/libs/eigen/Eigen/SVD
index d24471fd724bbd2748cdf62c73fc776984ddb58c..fd310017ad1af73331555dbb7b6da4e4fe1b7c37 100644
--- a/libs/eigen/Eigen/SVD
+++ b/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
@@ -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
diff --git a/libs/eigen/Eigen/Sparse b/libs/eigen/Eigen/Sparse
index 7425b3a412a871df86fc8cbd8d7f64720d9a4a43..7cc9c09133af68d0723cd8ac0442a8775c01c5a9 100644
--- a/libs/eigen/Eigen/Sparse
+++ b/libs/eigen/Eigen/Sparse
@@ -1,69 +1,27 @@
#ifndef EIGEN_SPARSE_MODULE_H
#define EIGEN_SPARSE_MODULE_H
-#include "Core"
-
-#include "src/Core/util/DisableStupidWarnings.h"
-
-#include
-#include