add Eigen as a dependency

external/include/eigen3/Eigen/SparseCholesky

@@ -0,0 +1,45 @@
+// 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/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