add Eigen as a dependency

external/include/eigen3/unsupported/Eigen/NumericalDiff

@@ -0,0 +1,56 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Thomas Capricelli <orzel@freehackers.org>
+//
+// 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_NUMERICALDIFF_MODULE
+#define EIGEN_NUMERICALDIFF_MODULE
+
+#include <Eigen/Core>
+
+namespace Eigen {
+
+/**
+  * \defgroup NumericalDiff_Module Numerical differentiation module
+  *
+  * \code
+  * #include <unsupported/Eigen/NumericalDiff>
+  * \endcode
+  *
+  * See http://en.wikipedia.org/wiki/Numerical_differentiation
+  *
+  * Warning : this should NOT be confused with automatic differentiation, which
+  * is a different method and has its own module in Eigen : \ref
+  * AutoDiff_Module.
+  *
+  * Currently only "Forward" and "Central" schemes are implemented. Those
+  * are basic methods, and there exist some more elaborated way of
+  * computing such approximates. They are implemented using both
+  * proprietary and free software, and usually requires linking to an
+  * external library. It is very easy for you to write a functor
+  * using such software, and the purpose is quite orthogonal to what we
+  * want to achieve with Eigen.
+  *
+  * This is why we will not provide wrappers for every great numerical
+  * differentiation software that exist, but should rather stick with those
+  * basic ones, that still are useful for testing.
+  *
+  * Also, the \ref NonLinearOptimization_Module needs this in order to
+  * provide full features compatibility with the original (c)minpack
+  * package.
+  *
+  */
+}
+
+//@{
+
+#include "src/NumericalDiff/NumericalDiff.h"
+
+//@}
+
+
+#endif // EIGEN_NUMERICALDIFF_MODULE