add Eigen as a dependency

external/include/eigen3/unsupported/Eigen/src/AutoDiff/AutoDiffJacobian.h

@@ -0,0 +1,108 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 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_AUTODIFF_JACOBIAN_H
+#define EIGEN_AUTODIFF_JACOBIAN_H
+
+namespace Eigen
+{
+
+template<typename Functor> class AutoDiffJacobian : public Functor
+{
+public:
+  AutoDiffJacobian() : Functor() {}
+  AutoDiffJacobian(const Functor& f) : Functor(f) {}
+
+  // forward constructors
+#if EIGEN_HAS_VARIADIC_TEMPLATES
+  template<typename... T>
+  AutoDiffJacobian(const T& ...Values) : Functor(Values...) {}
+#else
+  template<typename T0>
+  AutoDiffJacobian(const T0& a0) : Functor(a0) {}
+  template<typename T0, typename T1>
+  AutoDiffJacobian(const T0& a0, const T1& a1) : Functor(a0, a1) {}
+  template<typename T0, typename T1, typename T2>
+  AutoDiffJacobian(const T0& a0, const T1& a1, const T2& a2) : Functor(a0, a1, a2) {}
+#endif
+
+  typedef typename Functor::InputType InputType;
+  typedef typename Functor::ValueType ValueType;
+  typedef typename ValueType::Scalar Scalar;
+
+  enum {
+    InputsAtCompileTime = InputType::RowsAtCompileTime,
+    ValuesAtCompileTime = ValueType::RowsAtCompileTime
+  };
+
+  typedef Matrix<Scalar, ValuesAtCompileTime, InputsAtCompileTime> JacobianType;
+  typedef typename JacobianType::Index Index;
+
+  typedef Matrix<Scalar, InputsAtCompileTime, 1> DerivativeType;
+  typedef AutoDiffScalar<DerivativeType> ActiveScalar;
+
+  typedef Matrix<ActiveScalar, InputsAtCompileTime, 1> ActiveInput;
+  typedef Matrix<ActiveScalar, ValuesAtCompileTime, 1> ActiveValue;
+
+#if EIGEN_HAS_VARIADIC_TEMPLATES
+  // Some compilers don't accept variadic parameters after a default parameter,
+  // i.e., we can't just write _jac=0 but we need to overload operator():
+  EIGEN_STRONG_INLINE
+  void operator() (const InputType& x, ValueType* v) const
+  {
+      this->operator()(x, v, 0);
+  }
+  template<typename... ParamsType>
+  void operator() (const InputType& x, ValueType* v, JacobianType* _jac,
+                   const ParamsType&... Params) const
+#else
+  void operator() (const InputType& x, ValueType* v, JacobianType* _jac=0) const
+#endif
+  {
+    eigen_assert(v!=0);
+
+    if (!_jac)
+    {
+#if EIGEN_HAS_VARIADIC_TEMPLATES
+      Functor::operator()(x, v, Params...);
+#else
+      Functor::operator()(x, v);
+#endif
+      return;
+    }
+
+    JacobianType& jac = *_jac;
+
+    ActiveInput ax = x.template cast<ActiveScalar>();
+    ActiveValue av(jac.rows());
+
+    if(InputsAtCompileTime==Dynamic)
+      for (Index j=0; j<jac.rows(); j++)
+        av[j].derivatives().resize(x.rows());
+
+    for (Index i=0; i<jac.cols(); i++)
+      ax[i].derivatives() = DerivativeType::Unit(x.rows(),i);
+
+#if EIGEN_HAS_VARIADIC_TEMPLATES
+    Functor::operator()(ax, &av, Params...);
+#else
+    Functor::operator()(ax, &av);
+#endif
+
+    for (Index i=0; i<jac.rows(); i++)
+    {
+      (*v)[i] = av[i].value();
+      jac.row(i) = av[i].derivatives();
+    }
+  }
+};
+
+}
+
+#endif // EIGEN_AUTODIFF_JACOBIAN_H

external/include/eigen3/unsupported/Eigen/src/AutoDiff/AutoDiffScalar.h

@@ -0,0 +1,694 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 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_AUTODIFF_SCALAR_H
+#define EIGEN_AUTODIFF_SCALAR_H
+
+namespace Eigen {
+
+namespace internal {
+
+template<typename A, typename B>
+struct make_coherent_impl {
+  static void run(A&, B&) {}
+};
+
+// resize a to match b is a.size()==0, and conversely.
+template<typename A, typename B>
+void make_coherent(const A& a, const B&b)
+{
+  make_coherent_impl<A,B>::run(a.const_cast_derived(), b.const_cast_derived());
+}
+
+template<typename _DerType, bool Enable> struct auto_diff_special_op;
+
+} // end namespace internal
+
+template<typename _DerType> class AutoDiffScalar;
+
+template<typename NewDerType>
+inline AutoDiffScalar<NewDerType> MakeAutoDiffScalar(const typename NewDerType::Scalar& value, const NewDerType &der) {
+  return AutoDiffScalar<NewDerType>(value,der);
+}
+
+/** \class AutoDiffScalar
+  * \brief A scalar type replacement with automatic differentation capability
+  *
+  * \param _DerType the vector type used to store/represent the derivatives. The base scalar type
+  *                 as well as the number of derivatives to compute are determined from this type.
+  *                 Typical choices include, e.g., \c Vector4f for 4 derivatives, or \c VectorXf
+  *                 if the number of derivatives is not known at compile time, and/or, the number
+  *                 of derivatives is large.
+  *                 Note that _DerType can also be a reference (e.g., \c VectorXf&) to wrap a
+  *                 existing vector into an AutoDiffScalar.
+  *                 Finally, _DerType can also be any Eigen compatible expression.
+  *
+  * This class represents a scalar value while tracking its respective derivatives using Eigen's expression
+  * template mechanism.
+  *
+  * It supports the following list of global math function:
+  *  - std::abs, std::sqrt, std::pow, std::exp, std::log, std::sin, std::cos,
+  *  - internal::abs, internal::sqrt, numext::pow, internal::exp, internal::log, internal::sin, internal::cos,
+  *  - internal::conj, internal::real, internal::imag, numext::abs2.
+  *
+  * AutoDiffScalar can be used as the scalar type of an Eigen::Matrix object. However,
+  * in that case, the expression template mechanism only occurs at the top Matrix level,
+  * while derivatives are computed right away.
+  *
+  */
+
+template<typename _DerType>
+class AutoDiffScalar
+  : public internal::auto_diff_special_op
+            <_DerType, !internal::is_same<typename internal::traits<typename internal::remove_all<_DerType>::type>::Scalar,
+                                          typename NumTraits<typename internal::traits<typename internal::remove_all<_DerType>::type>::Scalar>::Real>::value>
+{
+  public:
+    typedef internal::auto_diff_special_op
+            <_DerType, !internal::is_same<typename internal::traits<typename internal::remove_all<_DerType>::type>::Scalar,
+                       typename NumTraits<typename internal::traits<typename internal::remove_all<_DerType>::type>::Scalar>::Real>::value> Base;
+    typedef typename internal::remove_all<_DerType>::type DerType;
+    typedef typename internal::traits<DerType>::Scalar Scalar;
+    typedef typename NumTraits<Scalar>::Real Real;
+
+    using Base::operator+;
+    using Base::operator*;
+
+    /** Default constructor without any initialization. */
+    AutoDiffScalar() {}
+
+    /** Constructs an active scalar from its \a value,
+        and initializes the \a nbDer derivatives such that it corresponds to the \a derNumber -th variable */
+    AutoDiffScalar(const Scalar& value, int nbDer, int derNumber)
+      : m_value(value), m_derivatives(DerType::Zero(nbDer))
+    {
+      m_derivatives.coeffRef(derNumber) = Scalar(1);
+    }
+
+    /** Conversion from a scalar constant to an active scalar.
+      * The derivatives are set to zero. */
+    /*explicit*/ AutoDiffScalar(const Real& value)
+      : m_value(value)
+    {
+      if(m_derivatives.size()>0)
+        m_derivatives.setZero();
+    }
+
+    /** Constructs an active scalar from its \a value and derivatives \a der */
+    AutoDiffScalar(const Scalar& value, const DerType& der)
+      : m_value(value), m_derivatives(der)
+    {}
+
+    template<typename OtherDerType>
+    AutoDiffScalar(const AutoDiffScalar<OtherDerType>& other
+#ifndef EIGEN_PARSED_BY_DOXYGEN
+    , typename internal::enable_if<
+            internal::is_same<Scalar, typename internal::traits<typename internal::remove_all<OtherDerType>::type>::Scalar>::value
+        &&  internal::is_convertible<OtherDerType,DerType>::value , void*>::type = 0
+#endif
+    )
+      : m_value(other.value()), m_derivatives(other.derivatives())
+    {}
+
+    friend  std::ostream & operator << (std::ostream & s, const AutoDiffScalar& a)
+    {
+      return s << a.value();
+    }
+
+    AutoDiffScalar(const AutoDiffScalar& other)
+      : m_value(other.value()), m_derivatives(other.derivatives())
+    {}
+
+    template<typename OtherDerType>
+    inline AutoDiffScalar& operator=(const AutoDiffScalar<OtherDerType>& other)
+    {
+      m_value = other.value();
+      m_derivatives = other.derivatives();
+      return *this;
+    }
+
+    inline AutoDiffScalar& operator=(const AutoDiffScalar& other)
+    {
+      m_value = other.value();
+      m_derivatives = other.derivatives();
+      return *this;
+    }
+
+    inline AutoDiffScalar& operator=(const Scalar& other)
+    {
+      m_value = other;
+      if(m_derivatives.size()>0)
+        m_derivatives.setZero();
+      return *this;
+    }
+
+//     inline operator const Scalar& () const { return m_value; }
+//     inline operator Scalar& () { return m_value; }
+
+    inline const Scalar& value() const { return m_value; }
+    inline Scalar& value() { return m_value; }
+
+    inline const DerType& derivatives() const { return m_derivatives; }
+    inline DerType& derivatives() { return m_derivatives; }
+
+    inline bool operator< (const Scalar& other) const  { return m_value <  other; }
+    inline bool operator<=(const Scalar& other) const  { return m_value <= other; }
+    inline bool operator> (const Scalar& other) const  { return m_value >  other; }
+    inline bool operator>=(const Scalar& other) const  { return m_value >= other; }
+    inline bool operator==(const Scalar& other) const  { return m_value == other; }
+    inline bool operator!=(const Scalar& other) const  { return m_value != other; }
+
+    friend inline bool operator< (const Scalar& a, const AutoDiffScalar& b) { return a <  b.value(); }
+    friend inline bool operator<=(const Scalar& a, const AutoDiffScalar& b) { return a <= b.value(); }
+    friend inline bool operator> (const Scalar& a, const AutoDiffScalar& b) { return a >  b.value(); }
+    friend inline bool operator>=(const Scalar& a, const AutoDiffScalar& b) { return a >= b.value(); }
+    friend inline bool operator==(const Scalar& a, const AutoDiffScalar& b) { return a == b.value(); }
+    friend inline bool operator!=(const Scalar& a, const AutoDiffScalar& b) { return a != b.value(); }
+
+    template<typename OtherDerType> inline bool operator< (const AutoDiffScalar<OtherDerType>& b) const  { return m_value <  b.value(); }
+    template<typename OtherDerType> inline bool operator<=(const AutoDiffScalar<OtherDerType>& b) const  { return m_value <= b.value(); }
+    template<typename OtherDerType> inline bool operator> (const AutoDiffScalar<OtherDerType>& b) const  { return m_value >  b.value(); }
+    template<typename OtherDerType> inline bool operator>=(const AutoDiffScalar<OtherDerType>& b) const  { return m_value >= b.value(); }
+    template<typename OtherDerType> inline bool operator==(const AutoDiffScalar<OtherDerType>& b) const  { return m_value == b.value(); }
+    template<typename OtherDerType> inline bool operator!=(const AutoDiffScalar<OtherDerType>& b) const  { return m_value != b.value(); }
+
+    inline const AutoDiffScalar<DerType&> operator+(const Scalar& other) const
+    {
+      return AutoDiffScalar<DerType&>(m_value + other, m_derivatives);
+    }
+
+    friend inline const AutoDiffScalar<DerType&> operator+(const Scalar& a, const AutoDiffScalar& b)
+    {
+      return AutoDiffScalar<DerType&>(a + b.value(), b.derivatives());
+    }
+
+//     inline const AutoDiffScalar<DerType&> operator+(const Real& other) const
+//     {
+//       return AutoDiffScalar<DerType&>(m_value + other, m_derivatives);
+//     }
+
+//     friend inline const AutoDiffScalar<DerType&> operator+(const Real& a, const AutoDiffScalar& b)
+//     {
+//       return AutoDiffScalar<DerType&>(a + b.value(), b.derivatives());
+//     }
+
+    inline AutoDiffScalar& operator+=(const Scalar& other)
+    {
+      value() += other;
+      return *this;
+    }
+
+    template<typename OtherDerType>
+    inline const AutoDiffScalar<CwiseBinaryOp<internal::scalar_sum_op<Scalar>,const DerType,const typename internal::remove_all<OtherDerType>::type> >
+    operator+(const AutoDiffScalar<OtherDerType>& other) const
+    {
+      internal::make_coherent(m_derivatives, other.derivatives());
+      return AutoDiffScalar<CwiseBinaryOp<internal::scalar_sum_op<Scalar>,const DerType,const typename internal::remove_all<OtherDerType>::type> >(
+        m_value + other.value(),
+        m_derivatives + other.derivatives());
+    }
+
+    template<typename OtherDerType>
+    inline AutoDiffScalar&
+    operator+=(const AutoDiffScalar<OtherDerType>& other)
+    {
+      (*this) = (*this) + other;
+      return *this;
+    }
+
+    inline const AutoDiffScalar<DerType&> operator-(const Scalar& b) const
+    {
+      return AutoDiffScalar<DerType&>(m_value - b, m_derivatives);
+    }
+
+    friend inline const AutoDiffScalar<CwiseUnaryOp<internal::scalar_opposite_op<Scalar>, const DerType> >
+    operator-(const Scalar& a, const AutoDiffScalar& b)
+    {
+      return AutoDiffScalar<CwiseUnaryOp<internal::scalar_opposite_op<Scalar>, const DerType> >
+            (a - b.value(), -b.derivatives());
+    }
+
+    inline AutoDiffScalar& operator-=(const Scalar& other)
+    {
+      value() -= other;
+      return *this;
+    }
+
+    template<typename OtherDerType>
+    inline const AutoDiffScalar<CwiseBinaryOp<internal::scalar_difference_op<Scalar>, const DerType,const typename internal::remove_all<OtherDerType>::type> >
+    operator-(const AutoDiffScalar<OtherDerType>& other) const
+    {
+      internal::make_coherent(m_derivatives, other.derivatives());
+      return AutoDiffScalar<CwiseBinaryOp<internal::scalar_difference_op<Scalar>, const DerType,const typename internal::remove_all<OtherDerType>::type> >(
+        m_value - other.value(),
+        m_derivatives - other.derivatives());
+    }
+
+    template<typename OtherDerType>
+    inline AutoDiffScalar&
+    operator-=(const AutoDiffScalar<OtherDerType>& other)
+    {
+      *this = *this - other;
+      return *this;
+    }
+
+    inline const AutoDiffScalar<CwiseUnaryOp<internal::scalar_opposite_op<Scalar>, const DerType> >
+    operator-() const
+    {
+      return AutoDiffScalar<CwiseUnaryOp<internal::scalar_opposite_op<Scalar>, const DerType> >(
+        -m_value,
+        -m_derivatives);
+    }
+
+    inline const AutoDiffScalar<EIGEN_EXPR_BINARYOP_SCALAR_RETURN_TYPE(DerType,Scalar,product) >
+    operator*(const Scalar& other) const
+    {
+      return MakeAutoDiffScalar(m_value * other, m_derivatives * other);
+    }
+
+    friend inline const AutoDiffScalar<EIGEN_EXPR_BINARYOP_SCALAR_RETURN_TYPE(DerType,Scalar,product) >
+    operator*(const Scalar& other, const AutoDiffScalar& a)
+    {
+      return MakeAutoDiffScalar(a.value() * other, a.derivatives() * other);
+    }
+
+//     inline const AutoDiffScalar<typename CwiseUnaryOp<internal::scalar_multiple_op<Real>, DerType>::Type >
+//     operator*(const Real& other) const
+//     {
+//       return AutoDiffScalar<typename CwiseUnaryOp<internal::scalar_multiple_op<Real>, DerType>::Type >(
+//         m_value * other,
+//         (m_derivatives * other));
+//     }
+//
+//     friend inline const AutoDiffScalar<typename CwiseUnaryOp<internal::scalar_multiple_op<Real>, DerType>::Type >
+//     operator*(const Real& other, const AutoDiffScalar& a)
+//     {
+//       return AutoDiffScalar<typename CwiseUnaryOp<internal::scalar_multiple_op<Real>, DerType>::Type >(
+//         a.value() * other,
+//         a.derivatives() * other);
+//     }
+
+    inline const AutoDiffScalar<EIGEN_EXPR_BINARYOP_SCALAR_RETURN_TYPE(DerType,Scalar,product) >
+    operator/(const Scalar& other) const
+    {
+      return MakeAutoDiffScalar(m_value / other, (m_derivatives * (Scalar(1)/other)));
+    }
+
+    friend inline const AutoDiffScalar<EIGEN_EXPR_BINARYOP_SCALAR_RETURN_TYPE(DerType,Scalar,product) >
+    operator/(const Scalar& other, const AutoDiffScalar& a)
+    {
+      return MakeAutoDiffScalar(other / a.value(), a.derivatives() * (Scalar(-other) / (a.value()*a.value())));
+    }
+
+//     inline const AutoDiffScalar<typename CwiseUnaryOp<internal::scalar_multiple_op<Real>, DerType>::Type >
+//     operator/(const Real& other) const
+//     {
+//       return AutoDiffScalar<typename CwiseUnaryOp<internal::scalar_multiple_op<Real>, DerType>::Type >(
+//         m_value / other,
+//         (m_derivatives * (Real(1)/other)));
+//     }
+//
+//     friend inline const AutoDiffScalar<typename CwiseUnaryOp<internal::scalar_multiple_op<Real>, DerType>::Type >
+//     operator/(const Real& other, const AutoDiffScalar& a)
+//     {
+//       return AutoDiffScalar<typename CwiseUnaryOp<internal::scalar_multiple_op<Real>, DerType>::Type >(
+//         other / a.value(),
+//         a.derivatives() * (-Real(1)/other));
+//     }
+
+    template<typename OtherDerType>
+    inline const AutoDiffScalar<EIGEN_EXPR_BINARYOP_SCALAR_RETURN_TYPE(
+        CwiseBinaryOp<internal::scalar_difference_op<Scalar> EIGEN_COMMA
+          const EIGEN_EXPR_BINARYOP_SCALAR_RETURN_TYPE(DerType,Scalar,product) EIGEN_COMMA
+          const EIGEN_EXPR_BINARYOP_SCALAR_RETURN_TYPE(typename internal::remove_all<OtherDerType>::type,Scalar,product) >,Scalar,product) >
+    operator/(const AutoDiffScalar<OtherDerType>& other) const
+    {
+      internal::make_coherent(m_derivatives, other.derivatives());
+      return MakeAutoDiffScalar(
+        m_value / other.value(),
+          ((m_derivatives * other.value()) - (other.derivatives() * m_value))
+        * (Scalar(1)/(other.value()*other.value())));
+    }
+
+    template<typename OtherDerType>
+    inline const AutoDiffScalar<CwiseBinaryOp<internal::scalar_sum_op<Scalar>,
+        const EIGEN_EXPR_BINARYOP_SCALAR_RETURN_TYPE(DerType,Scalar,product),
+        const EIGEN_EXPR_BINARYOP_SCALAR_RETURN_TYPE(typename internal::remove_all<OtherDerType>::type,Scalar,product) > >
+    operator*(const AutoDiffScalar<OtherDerType>& other) const
+    {
+      internal::make_coherent(m_derivatives, other.derivatives());
+      return MakeAutoDiffScalar(
+        m_value * other.value(),
+        (m_derivatives * other.value()) + (other.derivatives() * m_value));
+    }
+
+    inline AutoDiffScalar& operator*=(const Scalar& other)
+    {
+      *this = *this * other;
+      return *this;
+    }
+
+    template<typename OtherDerType>
+    inline AutoDiffScalar& operator*=(const AutoDiffScalar<OtherDerType>& other)
+    {
+      *this = *this * other;
+      return *this;
+    }
+
+    inline AutoDiffScalar& operator/=(const Scalar& other)
+    {
+      *this = *this / other;
+      return *this;
+    }
+
+    template<typename OtherDerType>
+    inline AutoDiffScalar& operator/=(const AutoDiffScalar<OtherDerType>& other)
+    {
+      *this = *this / other;
+      return *this;
+    }
+
+  protected:
+    Scalar m_value;
+    DerType m_derivatives;
+
+};
+
+namespace internal {
+
+template<typename _DerType>
+struct auto_diff_special_op<_DerType, true>
+//   : auto_diff_scalar_op<_DerType, typename NumTraits<Scalar>::Real,
+//                            is_same<Scalar,typename NumTraits<Scalar>::Real>::value>
+{
+  typedef typename remove_all<_DerType>::type DerType;
+  typedef typename traits<DerType>::Scalar Scalar;
+  typedef typename NumTraits<Scalar>::Real Real;
+
+//   typedef auto_diff_scalar_op<_DerType, typename NumTraits<Scalar>::Real,
+//                            is_same<Scalar,typename NumTraits<Scalar>::Real>::value> Base;
+
+//   using Base::operator+;
+//   using Base::operator+=;
+//   using Base::operator-;
+//   using Base::operator-=;
+//   using Base::operator*;
+//   using Base::operator*=;
+
+  const AutoDiffScalar<_DerType>& derived() const { return *static_cast<const AutoDiffScalar<_DerType>*>(this); }
+  AutoDiffScalar<_DerType>& derived() { return *static_cast<AutoDiffScalar<_DerType>*>(this); }
+
+
+  inline const AutoDiffScalar<DerType&> operator+(const Real& other) const
+  {
+    return AutoDiffScalar<DerType&>(derived().value() + other, derived().derivatives());
+  }
+
+  friend inline const AutoDiffScalar<DerType&> operator+(const Real& a, const AutoDiffScalar<_DerType>& b)
+  {
+    return AutoDiffScalar<DerType&>(a + b.value(), b.derivatives());
+  }
+
+  inline AutoDiffScalar<_DerType>& operator+=(const Real& other)
+  {
+    derived().value() += other;
+    return derived();
+  }
+
+
+  inline const AutoDiffScalar<typename CwiseUnaryOp<bind2nd_op<scalar_product_op<Scalar,Real> >, DerType>::Type >
+  operator*(const Real& other) const
+  {
+    return AutoDiffScalar<typename CwiseUnaryOp<bind2nd_op<scalar_product_op<Scalar,Real> >, DerType>::Type >(
+      derived().value() * other,
+      derived().derivatives() * other);
+  }
+
+  friend inline const AutoDiffScalar<typename CwiseUnaryOp<bind1st_op<scalar_product_op<Real,Scalar> >, DerType>::Type >
+  operator*(const Real& other, const AutoDiffScalar<_DerType>& a)
+  {
+    return AutoDiffScalar<typename CwiseUnaryOp<bind1st_op<scalar_product_op<Real,Scalar> >, DerType>::Type >(
+      a.value() * other,
+      a.derivatives() * other);
+  }
+
+  inline AutoDiffScalar<_DerType>& operator*=(const Scalar& other)
+  {
+    *this = *this * other;
+    return derived();
+  }
+};
+
+template<typename _DerType>
+struct auto_diff_special_op<_DerType, false>
+{
+  void operator*() const;
+  void operator-() const;
+  void operator+() const;
+};
+
+template<typename A_Scalar, int A_Rows, int A_Cols, int A_Options, int A_MaxRows, int A_MaxCols, typename B>
+struct make_coherent_impl<Matrix<A_Scalar, A_Rows, A_Cols, A_Options, A_MaxRows, A_MaxCols>, B> {
+  typedef Matrix<A_Scalar, A_Rows, A_Cols, A_Options, A_MaxRows, A_MaxCols> A;
+  static void run(A& a, B& b) {
+    if((A_Rows==Dynamic || A_Cols==Dynamic) && (a.size()==0))
+    {
+      a.resize(b.size());
+      a.setZero();
+    }
+  }
+};
+
+template<typename A, typename B_Scalar, int B_Rows, int B_Cols, int B_Options, int B_MaxRows, int B_MaxCols>
+struct make_coherent_impl<A, Matrix<B_Scalar, B_Rows, B_Cols, B_Options, B_MaxRows, B_MaxCols> > {
+  typedef Matrix<B_Scalar, B_Rows, B_Cols, B_Options, B_MaxRows, B_MaxCols> B;
+  static void run(A& a, B& b) {
+    if((B_Rows==Dynamic || B_Cols==Dynamic) && (b.size()==0))
+    {
+      b.resize(a.size());
+      b.setZero();
+    }
+  }
+};
+
+template<typename A_Scalar, int A_Rows, int A_Cols, int A_Options, int A_MaxRows, int A_MaxCols,
+         typename B_Scalar, int B_Rows, int B_Cols, int B_Options, int B_MaxRows, int B_MaxCols>
+struct make_coherent_impl<Matrix<A_Scalar, A_Rows, A_Cols, A_Options, A_MaxRows, A_MaxCols>,
+                             Matrix<B_Scalar, B_Rows, B_Cols, B_Options, B_MaxRows, B_MaxCols> > {
+  typedef Matrix<A_Scalar, A_Rows, A_Cols, A_Options, A_MaxRows, A_MaxCols> A;
+  typedef Matrix<B_Scalar, B_Rows, B_Cols, B_Options, B_MaxRows, B_MaxCols> B;
+  static void run(A& a, B& b) {
+    if((A_Rows==Dynamic || A_Cols==Dynamic) && (a.size()==0))
+    {
+      a.resize(b.size());
+      a.setZero();
+    }
+    else if((B_Rows==Dynamic || B_Cols==Dynamic) && (b.size()==0))
+    {
+      b.resize(a.size());
+      b.setZero();
+    }
+  }
+};
+
+} // end namespace internal
+
+template<typename DerType, typename BinOp>
+struct ScalarBinaryOpTraits<AutoDiffScalar<DerType>,typename DerType::Scalar,BinOp>
+{
+  typedef AutoDiffScalar<DerType> ReturnType;
+};
+
+template<typename DerType, typename BinOp>
+struct ScalarBinaryOpTraits<typename DerType::Scalar,AutoDiffScalar<DerType>, BinOp>
+{
+  typedef AutoDiffScalar<DerType> ReturnType;
+};
+
+
+// The following is an attempt to let Eigen's known about expression template, but that's more tricky!
+
+// template<typename DerType, typename BinOp>
+// struct ScalarBinaryOpTraits<AutoDiffScalar<DerType>,AutoDiffScalar<DerType>, BinOp>
+// {
+//   enum { Defined = 1 };
+//   typedef AutoDiffScalar<typename DerType::PlainObject> ReturnType;
+// };
+//
+// template<typename DerType1,typename DerType2, typename BinOp>
+// struct ScalarBinaryOpTraits<AutoDiffScalar<DerType1>,AutoDiffScalar<DerType2>, BinOp>
+// {
+//   enum { Defined = 1 };//internal::is_same<typename DerType1::Scalar,typename DerType2::Scalar>::value };
+//   typedef AutoDiffScalar<typename DerType1::PlainObject> ReturnType;
+// };
+
+#define EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(FUNC,CODE) \
+  template<typename DerType> \
+  inline const Eigen::AutoDiffScalar< \
+  EIGEN_EXPR_BINARYOP_SCALAR_RETURN_TYPE(typename Eigen::internal::remove_all<DerType>::type, typename Eigen::internal::traits<typename Eigen::internal::remove_all<DerType>::type>::Scalar, product) > \
+  FUNC(const Eigen::AutoDiffScalar<DerType>& x) { \
+    using namespace Eigen; \
+    typedef typename Eigen::internal::traits<typename Eigen::internal::remove_all<DerType>::type>::Scalar Scalar; \
+    EIGEN_UNUSED_VARIABLE(sizeof(Scalar)); \
+    CODE; \
+  }
+
+template<typename DerType>
+inline const AutoDiffScalar<DerType>& conj(const AutoDiffScalar<DerType>& x)  { return x; }
+template<typename DerType>
+inline const AutoDiffScalar<DerType>& real(const AutoDiffScalar<DerType>& x)  { return x; }
+template<typename DerType>
+inline typename DerType::Scalar imag(const AutoDiffScalar<DerType>&)    { return 0.; }
+template<typename DerType, typename T>
+inline AutoDiffScalar<typename Eigen::internal::remove_all<DerType>::type::PlainObject> (min)(const AutoDiffScalar<DerType>& x, const T& y) {
+  typedef AutoDiffScalar<typename Eigen::internal::remove_all<DerType>::type::PlainObject> ADS;
+  return (x <= y ? ADS(x) : ADS(y));
+}
+template<typename DerType, typename T>
+inline AutoDiffScalar<typename Eigen::internal::remove_all<DerType>::type::PlainObject> (max)(const AutoDiffScalar<DerType>& x, const T& y) {
+  typedef AutoDiffScalar<typename Eigen::internal::remove_all<DerType>::type::PlainObject> ADS;
+  return (x >= y ? ADS(x) : ADS(y));
+}
+template<typename DerType, typename T>
+inline AutoDiffScalar<typename Eigen::internal::remove_all<DerType>::type::PlainObject> (min)(const T& x, const AutoDiffScalar<DerType>& y) {
+  typedef AutoDiffScalar<typename Eigen::internal::remove_all<DerType>::type::PlainObject> ADS;
+  return (x < y ? ADS(x) : ADS(y));
+}
+template<typename DerType, typename T>
+inline AutoDiffScalar<typename Eigen::internal::remove_all<DerType>::type::PlainObject> (max)(const T& x, const AutoDiffScalar<DerType>& y) {
+  typedef AutoDiffScalar<typename Eigen::internal::remove_all<DerType>::type::PlainObject> ADS;
+  return (x > y ? ADS(x) : ADS(y));
+}
+template<typename DerType>
+inline AutoDiffScalar<typename Eigen::internal::remove_all<DerType>::type::PlainObject> (min)(const AutoDiffScalar<DerType>& x, const AutoDiffScalar<DerType>& y) {
+  return (x.value() < y.value() ? x : y);
+}
+template<typename DerType>
+inline AutoDiffScalar<typename Eigen::internal::remove_all<DerType>::type::PlainObject> (max)(const AutoDiffScalar<DerType>& x, const AutoDiffScalar<DerType>& y) {
+  return (x.value() >= y.value() ? x : y);
+}
+
+
+EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(abs,
+  using std::abs;
+  return Eigen::MakeAutoDiffScalar(abs(x.value()), x.derivatives() * (x.value()<0 ? -1 : 1) );)
+
+EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(abs2,
+  using numext::abs2;
+  return Eigen::MakeAutoDiffScalar(abs2(x.value()), x.derivatives() * (Scalar(2)*x.value()));)
+
+EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(sqrt,
+  using std::sqrt;
+  Scalar sqrtx = sqrt(x.value());
+  return Eigen::MakeAutoDiffScalar(sqrtx,x.derivatives() * (Scalar(0.5) / sqrtx));)
+
+EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(cos,
+  using std::cos;
+  using std::sin;
+  return Eigen::MakeAutoDiffScalar(cos(x.value()), x.derivatives() * (-sin(x.value())));)
+
+EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(sin,
+  using std::sin;
+  using std::cos;
+  return Eigen::MakeAutoDiffScalar(sin(x.value()),x.derivatives() * cos(x.value()));)
+
+EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(exp,
+  using std::exp;
+  Scalar expx = exp(x.value());
+  return Eigen::MakeAutoDiffScalar(expx,x.derivatives() * expx);)
+
+EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(log,
+  using std::log;
+  return Eigen::MakeAutoDiffScalar(log(x.value()),x.derivatives() * (Scalar(1)/x.value()));)
+
+template<typename DerType>
+inline const Eigen::AutoDiffScalar<
+EIGEN_EXPR_BINARYOP_SCALAR_RETURN_TYPE(typename internal::remove_all<DerType>::type,typename internal::traits<typename internal::remove_all<DerType>::type>::Scalar,product) >
+pow(const Eigen::AutoDiffScalar<DerType> &x, const typename internal::traits<typename internal::remove_all<DerType>::type>::Scalar &y)
+{
+  using namespace Eigen;
+  using std::pow;
+  return Eigen::MakeAutoDiffScalar(pow(x.value(),y), x.derivatives() * (y * pow(x.value(),y-1)));
+}
+
+
+template<typename DerTypeA,typename DerTypeB>
+inline const AutoDiffScalar<Matrix<typename internal::traits<typename internal::remove_all<DerTypeA>::type>::Scalar,Dynamic,1> >
+atan2(const AutoDiffScalar<DerTypeA>& a, const AutoDiffScalar<DerTypeB>& b)
+{
+  using std::atan2;
+  typedef typename internal::traits<typename internal::remove_all<DerTypeA>::type>::Scalar Scalar;
+  typedef AutoDiffScalar<Matrix<Scalar,Dynamic,1> > PlainADS;
+  PlainADS ret;
+  ret.value() = atan2(a.value(), b.value());
+  
+  Scalar squared_hypot = a.value() * a.value() + b.value() * b.value();
+  
+  // if (squared_hypot==0) the derivation is undefined and the following results in a NaN:
+  ret.derivatives() = (a.derivatives() * b.value() - a.value() * b.derivatives()) / squared_hypot;
+
+  return ret;
+}
+
+EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(tan,
+  using std::tan;
+  using std::cos;
+  return Eigen::MakeAutoDiffScalar(tan(x.value()),x.derivatives() * (Scalar(1)/numext::abs2(cos(x.value()))));)
+
+EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(asin,
+  using std::sqrt;
+  using std::asin;
+  return Eigen::MakeAutoDiffScalar(asin(x.value()),x.derivatives() * (Scalar(1)/sqrt(1-numext::abs2(x.value()))));)
+  
+EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(acos,
+  using std::sqrt;
+  using std::acos;
+  return Eigen::MakeAutoDiffScalar(acos(x.value()),x.derivatives() * (Scalar(-1)/sqrt(1-numext::abs2(x.value()))));)
+
+EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(tanh,
+  using std::cosh;
+  using std::tanh;
+  return Eigen::MakeAutoDiffScalar(tanh(x.value()),x.derivatives() * (Scalar(1)/numext::abs2(cosh(x.value()))));)
+
+EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(sinh,
+  using std::sinh;
+  using std::cosh;
+  return Eigen::MakeAutoDiffScalar(sinh(x.value()),x.derivatives() * cosh(x.value()));)
+
+EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(cosh,
+  using std::sinh;
+  using std::cosh;
+  return Eigen::MakeAutoDiffScalar(cosh(x.value()),x.derivatives() * sinh(x.value()));)
+
+#undef EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY
+
+template<typename DerType> struct NumTraits<AutoDiffScalar<DerType> >
+  : NumTraits< typename NumTraits<typename internal::remove_all<DerType>::type::Scalar>::Real >
+{
+  typedef typename internal::remove_all<DerType>::type DerTypeCleaned;
+  typedef AutoDiffScalar<Matrix<typename NumTraits<typename DerTypeCleaned::Scalar>::Real,DerTypeCleaned::RowsAtCompileTime,DerTypeCleaned::ColsAtCompileTime,
+                                0, DerTypeCleaned::MaxRowsAtCompileTime, DerTypeCleaned::MaxColsAtCompileTime> > Real;
+  typedef AutoDiffScalar<DerType> NonInteger;
+  typedef AutoDiffScalar<DerType> Nested;
+  typedef typename NumTraits<typename DerTypeCleaned::Scalar>::Literal Literal;
+  enum{
+    RequireInitialization = 1
+  };
+};
+
+}
+
+namespace std {
+template <typename T>
+class numeric_limits<Eigen::AutoDiffScalar<T> >
+  : public numeric_limits<typename T::Scalar> {};
+
+}  // namespace std
+
+#endif // EIGEN_AUTODIFF_SCALAR_H

external/include/eigen3/unsupported/Eigen/src/AutoDiff/AutoDiffVector.h

@@ -0,0 +1,220 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 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_AUTODIFF_VECTOR_H
+#define EIGEN_AUTODIFF_VECTOR_H
+
+namespace Eigen {
+
+/* \class AutoDiffScalar
+  * \brief A scalar type replacement with automatic differentation capability
+  *
+  * \param DerType the vector type used to store/represent the derivatives (e.g. Vector3f)
+  *
+  * This class represents a scalar value while tracking its respective derivatives.
+  *
+  * It supports the following list of global math function:
+  *  - std::abs, std::sqrt, std::pow, std::exp, std::log, std::sin, std::cos,
+  *  - internal::abs, internal::sqrt, numext::pow, internal::exp, internal::log, internal::sin, internal::cos,
+  *  - internal::conj, internal::real, internal::imag, numext::abs2.
+  *
+  * AutoDiffScalar can be used as the scalar type of an Eigen::Matrix object. However,
+  * in that case, the expression template mechanism only occurs at the top Matrix level,
+  * while derivatives are computed right away.
+  *
+  */
+template<typename ValueType, typename JacobianType>
+class AutoDiffVector
+{
+  public:
+    //typedef typename internal::traits<ValueType>::Scalar Scalar;
+    typedef typename internal::traits<ValueType>::Scalar BaseScalar;
+    typedef AutoDiffScalar<Matrix<BaseScalar,JacobianType::RowsAtCompileTime,1> > ActiveScalar;
+    typedef ActiveScalar Scalar;
+    typedef AutoDiffScalar<typename JacobianType::ColXpr> CoeffType;
+    typedef typename JacobianType::Index Index;
+
+    inline AutoDiffVector() {}
+
+    inline AutoDiffVector(const ValueType& values)
+      : m_values(values)
+    {
+      m_jacobian.setZero();
+    }
+
+
+    CoeffType operator[] (Index i) { return CoeffType(m_values[i], m_jacobian.col(i)); }
+    const CoeffType operator[] (Index i) const { return CoeffType(m_values[i], m_jacobian.col(i)); }
+
+    CoeffType operator() (Index i) { return CoeffType(m_values[i], m_jacobian.col(i)); }
+    const CoeffType operator() (Index i) const { return CoeffType(m_values[i], m_jacobian.col(i)); }
+
+    CoeffType coeffRef(Index i) { return CoeffType(m_values[i], m_jacobian.col(i)); }
+    const CoeffType coeffRef(Index i) const { return CoeffType(m_values[i], m_jacobian.col(i)); }
+
+    Index size() const { return m_values.size(); }
+
+    // FIXME here we could return an expression of the sum
+    Scalar sum() const { /*std::cerr << "sum \n\n";*/ /*std::cerr << m_jacobian.rowwise().sum() << "\n\n";*/ return Scalar(m_values.sum(), m_jacobian.rowwise().sum()); }
+
+
+    inline AutoDiffVector(const ValueType& values, const JacobianType& jac)
+      : m_values(values), m_jacobian(jac)
+    {}
+
+    template<typename OtherValueType, typename OtherJacobianType>
+    inline AutoDiffVector(const AutoDiffVector<OtherValueType, OtherJacobianType>& other)
+      : m_values(other.values()), m_jacobian(other.jacobian())
+    {}
+
+    inline AutoDiffVector(const AutoDiffVector& other)
+      : m_values(other.values()), m_jacobian(other.jacobian())
+    {}
+
+    template<typename OtherValueType, typename OtherJacobianType>
+    inline AutoDiffVector& operator=(const AutoDiffVector<OtherValueType, OtherJacobianType>& other)
+    {
+      m_values = other.values();
+      m_jacobian = other.jacobian();
+      return *this;
+    }
+
+    inline AutoDiffVector& operator=(const AutoDiffVector& other)
+    {
+      m_values = other.values();
+      m_jacobian = other.jacobian();
+      return *this;
+    }
+
+    inline const ValueType& values() const { return m_values; }
+    inline ValueType& values() { return m_values; }
+
+    inline const JacobianType& jacobian() const { return m_jacobian; }
+    inline JacobianType& jacobian() { return m_jacobian; }
+
+    template<typename OtherValueType,typename OtherJacobianType>
+    inline const AutoDiffVector<
+      typename MakeCwiseBinaryOp<internal::scalar_sum_op<BaseScalar>,ValueType,OtherValueType>::Type,
+      typename MakeCwiseBinaryOp<internal::scalar_sum_op<BaseScalar>,JacobianType,OtherJacobianType>::Type >
+    operator+(const AutoDiffVector<OtherValueType,OtherJacobianType>& other) const
+    {
+      return AutoDiffVector<
+      typename MakeCwiseBinaryOp<internal::scalar_sum_op<BaseScalar>,ValueType,OtherValueType>::Type,
+      typename MakeCwiseBinaryOp<internal::scalar_sum_op<BaseScalar>,JacobianType,OtherJacobianType>::Type >(
+        m_values + other.values(),
+        m_jacobian + other.jacobian());
+    }
+
+    template<typename OtherValueType, typename OtherJacobianType>
+    inline AutoDiffVector&
+    operator+=(const AutoDiffVector<OtherValueType,OtherJacobianType>& other)
+    {
+      m_values += other.values();
+      m_jacobian += other.jacobian();
+      return *this;
+    }
+
+    template<typename OtherValueType,typename OtherJacobianType>
+    inline const AutoDiffVector<
+      typename MakeCwiseBinaryOp<internal::scalar_difference_op<Scalar>,ValueType,OtherValueType>::Type,
+      typename MakeCwiseBinaryOp<internal::scalar_difference_op<Scalar>,JacobianType,OtherJacobianType>::Type >
+    operator-(const AutoDiffVector<OtherValueType,OtherJacobianType>& other) const
+    {
+      return AutoDiffVector<
+        typename MakeCwiseBinaryOp<internal::scalar_difference_op<Scalar>,ValueType,OtherValueType>::Type,
+        typename MakeCwiseBinaryOp<internal::scalar_difference_op<Scalar>,JacobianType,OtherJacobianType>::Type >(
+          m_values - other.values(),
+          m_jacobian - other.jacobian());
+    }
+
+    template<typename OtherValueType, typename OtherJacobianType>
+    inline AutoDiffVector&
+    operator-=(const AutoDiffVector<OtherValueType,OtherJacobianType>& other)
+    {
+      m_values -= other.values();
+      m_jacobian -= other.jacobian();
+      return *this;
+    }
+
+    inline const AutoDiffVector<
+      typename MakeCwiseUnaryOp<internal::scalar_opposite_op<Scalar>, ValueType>::Type,
+      typename MakeCwiseUnaryOp<internal::scalar_opposite_op<Scalar>, JacobianType>::Type >
+    operator-() const
+    {
+      return AutoDiffVector<
+        typename MakeCwiseUnaryOp<internal::scalar_opposite_op<Scalar>, ValueType>::Type,
+        typename MakeCwiseUnaryOp<internal::scalar_opposite_op<Scalar>, JacobianType>::Type >(
+          -m_values,
+          -m_jacobian);
+    }
+
+    inline const AutoDiffVector<
+      typename MakeCwiseUnaryOp<internal::scalar_multiple_op<Scalar>, ValueType>::Type,
+      typename MakeCwiseUnaryOp<internal::scalar_multiple_op<Scalar>, JacobianType>::Type>
+    operator*(const BaseScalar& other) const
+    {
+      return AutoDiffVector<
+        typename MakeCwiseUnaryOp<internal::scalar_multiple_op<Scalar>, ValueType>::Type,
+        typename MakeCwiseUnaryOp<internal::scalar_multiple_op<Scalar>, JacobianType>::Type >(
+          m_values * other,
+          m_jacobian * other);
+    }
+
+    friend inline const AutoDiffVector<
+      typename MakeCwiseUnaryOp<internal::scalar_multiple_op<Scalar>, ValueType>::Type,
+      typename MakeCwiseUnaryOp<internal::scalar_multiple_op<Scalar>, JacobianType>::Type >
+    operator*(const Scalar& other, const AutoDiffVector& v)
+    {
+      return AutoDiffVector<
+        typename MakeCwiseUnaryOp<internal::scalar_multiple_op<Scalar>, ValueType>::Type,
+        typename MakeCwiseUnaryOp<internal::scalar_multiple_op<Scalar>, JacobianType>::Type >(
+          v.values() * other,
+          v.jacobian() * other);
+    }
+
+//     template<typename OtherValueType,typename OtherJacobianType>
+//     inline const AutoDiffVector<
+//       CwiseBinaryOp<internal::scalar_multiple_op<Scalar>, ValueType, OtherValueType>
+//       CwiseBinaryOp<internal::scalar_sum_op<Scalar>,
+//         CwiseUnaryOp<internal::scalar_multiple_op<Scalar>, JacobianType>,
+//         CwiseUnaryOp<internal::scalar_multiple_op<Scalar>, OtherJacobianType> > >
+//     operator*(const AutoDiffVector<OtherValueType,OtherJacobianType>& other) const
+//     {
+//       return AutoDiffVector<
+//         CwiseBinaryOp<internal::scalar_multiple_op<Scalar>, ValueType, OtherValueType>
+//         CwiseBinaryOp<internal::scalar_sum_op<Scalar>,
+//           CwiseUnaryOp<internal::scalar_multiple_op<Scalar>, JacobianType>,
+//           CwiseUnaryOp<internal::scalar_multiple_op<Scalar>, OtherJacobianType> > >(
+//             m_values.cwise() * other.values(),
+//             (m_jacobian * other.values()) + (m_values * other.jacobian()));
+//     }
+
+    inline AutoDiffVector& operator*=(const Scalar& other)
+    {
+      m_values *= other;
+      m_jacobian *= other;
+      return *this;
+    }
+
+    template<typename OtherValueType,typename OtherJacobianType>
+    inline AutoDiffVector& operator*=(const AutoDiffVector<OtherValueType,OtherJacobianType>& other)
+    {
+      *this = *this * other;
+      return *this;
+    }
+
+  protected:
+    ValueType m_values;
+    JacobianType m_jacobian;
+
+};
+
+}
+
+#endif // EIGEN_AUTODIFF_VECTOR_H

external/include/eigen3/unsupported/Eigen/src/BVH/BVAlgorithms.h

@@ -0,0 +1,293 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Ilya Baran <ibaran@mit.edu>
+//
+// 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_BVALGORITHMS_H
+#define EIGEN_BVALGORITHMS_H
+
+namespace Eigen { 
+
+namespace internal {
+
+#ifndef EIGEN_PARSED_BY_DOXYGEN
+template<typename BVH, typename Intersector>
+bool intersect_helper(const BVH &tree, Intersector &intersector, typename BVH::Index root)
+{
+  typedef typename BVH::Index Index;
+  typedef typename BVH::VolumeIterator VolIter;
+  typedef typename BVH::ObjectIterator ObjIter;
+
+  VolIter vBegin = VolIter(), vEnd = VolIter();
+  ObjIter oBegin = ObjIter(), oEnd = ObjIter();
+
+  std::vector<Index> todo(1, root);
+
+  while(!todo.empty()) {
+    tree.getChildren(todo.back(), vBegin, vEnd, oBegin, oEnd);
+    todo.pop_back();
+
+    for(; vBegin != vEnd; ++vBegin) //go through child volumes
+      if(intersector.intersectVolume(tree.getVolume(*vBegin)))
+        todo.push_back(*vBegin);
+
+    for(; oBegin != oEnd; ++oBegin) //go through child objects
+      if(intersector.intersectObject(*oBegin))
+        return true; //intersector said to stop query
+  }
+  return false;
+}
+#endif //not EIGEN_PARSED_BY_DOXYGEN
+
+template<typename Volume1, typename Object1, typename Object2, typename Intersector>
+struct intersector_helper1
+{
+  intersector_helper1(const Object2 &inStored, Intersector &in) : stored(inStored), intersector(in) {}
+  bool intersectVolume(const Volume1 &vol) { return intersector.intersectVolumeObject(vol, stored); }
+  bool intersectObject(const Object1 &obj) { return intersector.intersectObjectObject(obj, stored); }
+  Object2 stored;
+  Intersector &intersector;
+private:
+  intersector_helper1& operator=(const intersector_helper1&);
+};
+
+template<typename Volume2, typename Object2, typename Object1, typename Intersector>
+struct intersector_helper2
+{
+  intersector_helper2(const Object1 &inStored, Intersector &in) : stored(inStored), intersector(in) {}
+  bool intersectVolume(const Volume2 &vol) { return intersector.intersectObjectVolume(stored, vol); }
+  bool intersectObject(const Object2 &obj) { return intersector.intersectObjectObject(stored, obj); }
+  Object1 stored;
+  Intersector &intersector;
+private:
+  intersector_helper2& operator=(const intersector_helper2&);
+};
+
+} // end namespace internal
+
+/**  Given a BVH, runs the query encapsulated by \a intersector.
+  *  The Intersector type must provide the following members: \code
+     bool intersectVolume(const BVH::Volume &volume) //returns true if volume intersects the query
+     bool intersectObject(const BVH::Object &object) //returns true if the search should terminate immediately
+  \endcode
+  */
+template<typename BVH, typename Intersector>
+void BVIntersect(const BVH &tree, Intersector &intersector)
+{
+  internal::intersect_helper(tree, intersector, tree.getRootIndex());
+}
+
+/**  Given two BVH's, runs the query on their Cartesian product encapsulated by \a intersector.
+  *  The Intersector type must provide the following members: \code
+     bool intersectVolumeVolume(const BVH1::Volume &v1, const BVH2::Volume &v2) //returns true if product of volumes intersects the query
+     bool intersectVolumeObject(const BVH1::Volume &v1, const BVH2::Object &o2) //returns true if the volume-object product intersects the query
+     bool intersectObjectVolume(const BVH1::Object &o1, const BVH2::Volume &v2) //returns true if the volume-object product intersects the query
+     bool intersectObjectObject(const BVH1::Object &o1, const BVH2::Object &o2) //returns true if the search should terminate immediately
+  \endcode
+  */
+template<typename BVH1, typename BVH2, typename Intersector>
+void BVIntersect(const BVH1 &tree1, const BVH2 &tree2, Intersector &intersector) //TODO: tandem descent when it makes sense
+{
+  typedef typename BVH1::Index Index1;
+  typedef typename BVH2::Index Index2;
+  typedef internal::intersector_helper1<typename BVH1::Volume, typename BVH1::Object, typename BVH2::Object, Intersector> Helper1;
+  typedef internal::intersector_helper2<typename BVH2::Volume, typename BVH2::Object, typename BVH1::Object, Intersector> Helper2;
+  typedef typename BVH1::VolumeIterator VolIter1;
+  typedef typename BVH1::ObjectIterator ObjIter1;
+  typedef typename BVH2::VolumeIterator VolIter2;
+  typedef typename BVH2::ObjectIterator ObjIter2;
+
+  VolIter1 vBegin1 = VolIter1(), vEnd1 = VolIter1();
+  ObjIter1 oBegin1 = ObjIter1(), oEnd1 = ObjIter1();
+  VolIter2 vBegin2 = VolIter2(), vEnd2 = VolIter2(), vCur2 = VolIter2();
+  ObjIter2 oBegin2 = ObjIter2(), oEnd2 = ObjIter2(), oCur2 = ObjIter2();
+
+  std::vector<std::pair<Index1, Index2> > todo(1, std::make_pair(tree1.getRootIndex(), tree2.getRootIndex()));
+
+  while(!todo.empty()) {
+    tree1.getChildren(todo.back().first, vBegin1, vEnd1, oBegin1, oEnd1);
+    tree2.getChildren(todo.back().second, vBegin2, vEnd2, oBegin2, oEnd2);
+    todo.pop_back();
+
+    for(; vBegin1 != vEnd1; ++vBegin1) { //go through child volumes of first tree
+      const typename BVH1::Volume &vol1 = tree1.getVolume(*vBegin1);
+      for(vCur2 = vBegin2; vCur2 != vEnd2; ++vCur2) { //go through child volumes of second tree
+        if(intersector.intersectVolumeVolume(vol1, tree2.getVolume(*vCur2)))
+          todo.push_back(std::make_pair(*vBegin1, *vCur2));
+      }
+
+      for(oCur2 = oBegin2; oCur2 != oEnd2; ++oCur2) {//go through child objects of second tree
+        Helper1 helper(*oCur2, intersector);
+        if(internal::intersect_helper(tree1, helper, *vBegin1))
+          return; //intersector said to stop query
+      }
+    }
+
+    for(; oBegin1 != oEnd1; ++oBegin1) { //go through child objects of first tree
+      for(vCur2 = vBegin2; vCur2 != vEnd2; ++vCur2) { //go through child volumes of second tree
+        Helper2 helper(*oBegin1, intersector);
+        if(internal::intersect_helper(tree2, helper, *vCur2))
+          return; //intersector said to stop query
+      }
+
+      for(oCur2 = oBegin2; oCur2 != oEnd2; ++oCur2) {//go through child objects of second tree
+        if(intersector.intersectObjectObject(*oBegin1, *oCur2))
+          return; //intersector said to stop query
+      }
+    }
+  }
+}
+
+namespace internal {
+
+#ifndef EIGEN_PARSED_BY_DOXYGEN
+template<typename BVH, typename Minimizer>
+typename Minimizer::Scalar minimize_helper(const BVH &tree, Minimizer &minimizer, typename BVH::Index root, typename Minimizer::Scalar minimum)
+{
+  typedef typename Minimizer::Scalar Scalar;
+  typedef typename BVH::Index Index;
+  typedef std::pair<Scalar, Index> QueueElement; //first element is priority
+  typedef typename BVH::VolumeIterator VolIter;
+  typedef typename BVH::ObjectIterator ObjIter;
+
+  VolIter vBegin = VolIter(), vEnd = VolIter();
+  ObjIter oBegin = ObjIter(), oEnd = ObjIter();
+  std::priority_queue<QueueElement, std::vector<QueueElement>, std::greater<QueueElement> > todo; //smallest is at the top
+
+  todo.push(std::make_pair(Scalar(), root));
+
+  while(!todo.empty()) {
+    tree.getChildren(todo.top().second, vBegin, vEnd, oBegin, oEnd);
+    todo.pop();
+
+    for(; oBegin != oEnd; ++oBegin) //go through child objects
+      minimum = (std::min)(minimum, minimizer.minimumOnObject(*oBegin));
+
+    for(; vBegin != vEnd; ++vBegin) { //go through child volumes
+      Scalar val = minimizer.minimumOnVolume(tree.getVolume(*vBegin));
+      if(val < minimum)
+        todo.push(std::make_pair(val, *vBegin));
+    }
+  }
+
+  return minimum;
+}
+#endif //not EIGEN_PARSED_BY_DOXYGEN
+
+
+template<typename Volume1, typename Object1, typename Object2, typename Minimizer>
+struct minimizer_helper1
+{
+  typedef typename Minimizer::Scalar Scalar;
+  minimizer_helper1(const Object2 &inStored, Minimizer &m) : stored(inStored), minimizer(m) {}
+  Scalar minimumOnVolume(const Volume1 &vol) { return minimizer.minimumOnVolumeObject(vol, stored); }
+  Scalar minimumOnObject(const Object1 &obj) { return minimizer.minimumOnObjectObject(obj, stored); }
+  Object2 stored;
+  Minimizer &minimizer;
+private:
+  minimizer_helper1& operator=(const minimizer_helper1&);
+};
+
+template<typename Volume2, typename Object2, typename Object1, typename Minimizer>
+struct minimizer_helper2
+{
+  typedef typename Minimizer::Scalar Scalar;
+  minimizer_helper2(const Object1 &inStored, Minimizer &m) : stored(inStored), minimizer(m) {}
+  Scalar minimumOnVolume(const Volume2 &vol) { return minimizer.minimumOnObjectVolume(stored, vol); }
+  Scalar minimumOnObject(const Object2 &obj) { return minimizer.minimumOnObjectObject(stored, obj); }
+  Object1 stored;
+  Minimizer &minimizer;
+private:
+  minimizer_helper2& operator=(const minimizer_helper2&);
+};
+
+} // end namespace internal
+
+/**  Given a BVH, runs the query encapsulated by \a minimizer.
+  *  \returns the minimum value.
+  *  The Minimizer type must provide the following members: \code
+     typedef Scalar //the numeric type of what is being minimized--not necessarily the Scalar type of the BVH (if it has one)
+     Scalar minimumOnVolume(const BVH::Volume &volume)
+     Scalar minimumOnObject(const BVH::Object &object)
+  \endcode
+  */
+template<typename BVH, typename Minimizer>
+typename Minimizer::Scalar BVMinimize(const BVH &tree, Minimizer &minimizer)
+{
+  return internal::minimize_helper(tree, minimizer, tree.getRootIndex(), (std::numeric_limits<typename Minimizer::Scalar>::max)());
+}
+
+/**  Given two BVH's, runs the query on their cartesian product encapsulated by \a minimizer.
+  *  \returns the minimum value.
+  *  The Minimizer type must provide the following members: \code
+     typedef Scalar //the numeric type of what is being minimized--not necessarily the Scalar type of the BVH (if it has one)
+     Scalar minimumOnVolumeVolume(const BVH1::Volume &v1, const BVH2::Volume &v2)
+     Scalar minimumOnVolumeObject(const BVH1::Volume &v1, const BVH2::Object &o2)
+     Scalar minimumOnObjectVolume(const BVH1::Object &o1, const BVH2::Volume &v2)
+     Scalar minimumOnObjectObject(const BVH1::Object &o1, const BVH2::Object &o2)
+  \endcode
+  */
+template<typename BVH1, typename BVH2, typename Minimizer>
+typename Minimizer::Scalar BVMinimize(const BVH1 &tree1, const BVH2 &tree2, Minimizer &minimizer)
+{
+  typedef typename Minimizer::Scalar Scalar;
+  typedef typename BVH1::Index Index1;
+  typedef typename BVH2::Index Index2;
+  typedef internal::minimizer_helper1<typename BVH1::Volume, typename BVH1::Object, typename BVH2::Object, Minimizer> Helper1;
+  typedef internal::minimizer_helper2<typename BVH2::Volume, typename BVH2::Object, typename BVH1::Object, Minimizer> Helper2;
+  typedef std::pair<Scalar, std::pair<Index1, Index2> > QueueElement; //first element is priority
+  typedef typename BVH1::VolumeIterator VolIter1;
+  typedef typename BVH1::ObjectIterator ObjIter1;
+  typedef typename BVH2::VolumeIterator VolIter2;
+  typedef typename BVH2::ObjectIterator ObjIter2;
+
+  VolIter1 vBegin1 = VolIter1(), vEnd1 = VolIter1();
+  ObjIter1 oBegin1 = ObjIter1(), oEnd1 = ObjIter1();
+  VolIter2 vBegin2 = VolIter2(), vEnd2 = VolIter2(), vCur2 = VolIter2();
+  ObjIter2 oBegin2 = ObjIter2(), oEnd2 = ObjIter2(), oCur2 = ObjIter2();
+  std::priority_queue<QueueElement, std::vector<QueueElement>, std::greater<QueueElement> > todo; //smallest is at the top
+
+  Scalar minimum = (std::numeric_limits<Scalar>::max)();
+  todo.push(std::make_pair(Scalar(), std::make_pair(tree1.getRootIndex(), tree2.getRootIndex())));
+
+  while(!todo.empty()) {
+    tree1.getChildren(todo.top().second.first, vBegin1, vEnd1, oBegin1, oEnd1);
+    tree2.getChildren(todo.top().second.second, vBegin2, vEnd2, oBegin2, oEnd2);
+    todo.pop();
+
+    for(; oBegin1 != oEnd1; ++oBegin1) { //go through child objects of first tree
+      for(oCur2 = oBegin2; oCur2 != oEnd2; ++oCur2) {//go through child objects of second tree
+        minimum = (std::min)(minimum, minimizer.minimumOnObjectObject(*oBegin1, *oCur2));
+      }
+
+      for(vCur2 = vBegin2; vCur2 != vEnd2; ++vCur2) { //go through child volumes of second tree
+        Helper2 helper(*oBegin1, minimizer);
+        minimum = (std::min)(minimum, internal::minimize_helper(tree2, helper, *vCur2, minimum));
+      }
+    }
+
+    for(; vBegin1 != vEnd1; ++vBegin1) { //go through child volumes of first tree
+      const typename BVH1::Volume &vol1 = tree1.getVolume(*vBegin1);
+
+      for(oCur2 = oBegin2; oCur2 != oEnd2; ++oCur2) {//go through child objects of second tree
+        Helper1 helper(*oCur2, minimizer);
+        minimum = (std::min)(minimum, internal::minimize_helper(tree1, helper, *vBegin1, minimum));
+      }
+
+      for(vCur2 = vBegin2; vCur2 != vEnd2; ++vCur2) { //go through child volumes of second tree
+        Scalar val = minimizer.minimumOnVolumeVolume(vol1, tree2.getVolume(*vCur2));
+        if(val < minimum)
+          todo.push(std::make_pair(val, std::make_pair(*vBegin1, *vCur2)));
+      }
+    }
+  }
+  return minimum;
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_BVALGORITHMS_H

external/include/eigen3/unsupported/Eigen/src/BVH/KdBVH.h

@@ -0,0 +1,223 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Ilya Baran <ibaran@mit.edu>
+//
+// 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 KDBVH_H_INCLUDED
+#define KDBVH_H_INCLUDED
+
+namespace Eigen { 
+
+namespace internal {
+
+//internal pair class for the BVH--used instead of std::pair because of alignment
+template<typename Scalar, int Dim>
+struct vector_int_pair
+{
+EIGEN_MAKE_ALIGNED_OPERATOR_NEW_IF_VECTORIZABLE_FIXED_SIZE(Scalar, Dim)
+  typedef Matrix<Scalar, Dim, 1> VectorType;
+
+  vector_int_pair(const VectorType &v, int i) : first(v), second(i) {}
+
+  VectorType first;
+  int second;
+};
+
+//these templates help the tree initializer get the bounding boxes either from a provided
+//iterator range or using bounding_box in a unified way
+template<typename ObjectList, typename VolumeList, typename BoxIter>
+struct get_boxes_helper {
+  void operator()(const ObjectList &objects, BoxIter boxBegin, BoxIter boxEnd, VolumeList &outBoxes)
+  {
+    outBoxes.insert(outBoxes.end(), boxBegin, boxEnd);
+    eigen_assert(outBoxes.size() == objects.size());
+    EIGEN_ONLY_USED_FOR_DEBUG(objects);
+  }
+};
+
+template<typename ObjectList, typename VolumeList>
+struct get_boxes_helper<ObjectList, VolumeList, int> {
+  void operator()(const ObjectList &objects, int, int, VolumeList &outBoxes)
+  {
+    outBoxes.reserve(objects.size());
+    for(int i = 0; i < (int)objects.size(); ++i)
+      outBoxes.push_back(bounding_box(objects[i]));
+  }
+};
+
+} // end namespace internal
+
+
+/** \class KdBVH
+ *  \brief A simple bounding volume hierarchy based on AlignedBox
+ *
+ *  \param _Scalar The underlying scalar type of the bounding boxes
+ *  \param _Dim The dimension of the space in which the hierarchy lives
+ *  \param _Object The object type that lives in the hierarchy.  It must have value semantics.  Either bounding_box(_Object) must
+ *                 be defined and return an AlignedBox<_Scalar, _Dim> or bounding boxes must be provided to the tree initializer.
+ *
+ *  This class provides a simple (as opposed to optimized) implementation of a bounding volume hierarchy analogous to a Kd-tree.
+ *  Given a sequence of objects, it computes their bounding boxes, constructs a Kd-tree of their centers
+ *  and builds a BVH with the structure of that Kd-tree.  When the elements of the tree are too expensive to be copied around,
+ *  it is useful for _Object to be a pointer.
+ */
+template<typename _Scalar, int _Dim, typename _Object> class KdBVH
+{
+public:
+  enum { Dim = _Dim };
+  typedef _Object Object;
+  typedef std::vector<Object, aligned_allocator<Object> > ObjectList;
+  typedef _Scalar Scalar;
+  typedef AlignedBox<Scalar, Dim> Volume;
+  typedef std::vector<Volume, aligned_allocator<Volume> > VolumeList;
+  typedef int Index;
+  typedef const int *VolumeIterator; //the iterators are just pointers into the tree's vectors
+  typedef const Object *ObjectIterator;
+
+  KdBVH() {}
+
+  /** Given an iterator range over \a Object references, constructs the BVH.  Requires that bounding_box(Object) return a Volume. */
+  template<typename Iter> KdBVH(Iter begin, Iter end) { init(begin, end, 0, 0); } //int is recognized by init as not being an iterator type
+
+  /** Given an iterator range over \a Object references and an iterator range over their bounding boxes, constructs the BVH */
+  template<typename OIter, typename BIter> KdBVH(OIter begin, OIter end, BIter boxBegin, BIter boxEnd) { init(begin, end, boxBegin, boxEnd); }
+
+  /** Given an iterator range over \a Object references, constructs the BVH, overwriting whatever is in there currently.
+    * Requires that bounding_box(Object) return a Volume. */
+  template<typename Iter> void init(Iter begin, Iter end) { init(begin, end, 0, 0); }
+
+  /** Given an iterator range over \a Object references and an iterator range over their bounding boxes,
+    * constructs the BVH, overwriting whatever is in there currently. */
+  template<typename OIter, typename BIter> void init(OIter begin, OIter end, BIter boxBegin, BIter boxEnd)
+  {
+    objects.clear();
+    boxes.clear();
+    children.clear();
+
+    objects.insert(objects.end(), begin, end);
+    int n = static_cast<int>(objects.size());
+
+    if(n < 2)
+      return; //if we have at most one object, we don't need any internal nodes
+
+    VolumeList objBoxes;
+    VIPairList objCenters;
+
+    //compute the bounding boxes depending on BIter type
+    internal::get_boxes_helper<ObjectList, VolumeList, BIter>()(objects, boxBegin, boxEnd, objBoxes);
+
+    objCenters.reserve(n);
+    boxes.reserve(n - 1);
+    children.reserve(2 * n - 2);
+
+    for(int i = 0; i < n; ++i)
+      objCenters.push_back(VIPair(objBoxes[i].center(), i));
+
+    build(objCenters, 0, n, objBoxes, 0); //the recursive part of the algorithm
+
+    ObjectList tmp(n);
+    tmp.swap(objects);
+    for(int i = 0; i < n; ++i)
+      objects[i] = tmp[objCenters[i].second];
+  }
+
+  /** \returns the index of the root of the hierarchy */
+  inline Index getRootIndex() const { return (int)boxes.size() - 1; }
+
+  /** Given an \a index of a node, on exit, \a outVBegin and \a outVEnd range over the indices of the volume children of the node
+    * and \a outOBegin and \a outOEnd range over the object children of the node */
+  EIGEN_STRONG_INLINE void getChildren(Index index, VolumeIterator &outVBegin, VolumeIterator &outVEnd,
+                                       ObjectIterator &outOBegin, ObjectIterator &outOEnd) const
+  { //inlining this function should open lots of optimization opportunities to the compiler
+    if(index < 0) {
+      outVBegin = outVEnd;
+      if(!objects.empty())
+        outOBegin = &(objects[0]);
+      outOEnd = outOBegin + objects.size(); //output all objects--necessary when the tree has only one object
+      return;
+    }
+
+    int numBoxes = static_cast<int>(boxes.size());
+
+    int idx = index * 2;
+    if(children[idx + 1] < numBoxes) { //second index is always bigger
+      outVBegin = &(children[idx]);
+      outVEnd = outVBegin + 2;
+      outOBegin = outOEnd;
+    }
+    else if(children[idx] >= numBoxes) { //if both children are objects
+      outVBegin = outVEnd;
+      outOBegin = &(objects[children[idx] - numBoxes]);
+      outOEnd = outOBegin + 2;
+    } else { //if the first child is a volume and the second is an object
+      outVBegin = &(children[idx]);
+      outVEnd = outVBegin + 1;
+      outOBegin = &(objects[children[idx + 1] - numBoxes]);
+      outOEnd = outOBegin + 1;
+    }
+  }
+
+  /** \returns the bounding box of the node at \a index */
+  inline const Volume &getVolume(Index index) const
+  {
+    return boxes[index];
+  }
+
+private:
+  typedef internal::vector_int_pair<Scalar, Dim> VIPair;
+  typedef std::vector<VIPair, aligned_allocator<VIPair> > VIPairList;
+  typedef Matrix<Scalar, Dim, 1> VectorType;
+  struct VectorComparator //compares vectors, or, more specificall, VIPairs along a particular dimension
+  {
+    VectorComparator(int inDim) : dim(inDim) {}
+    inline bool operator()(const VIPair &v1, const VIPair &v2) const { return v1.first[dim] < v2.first[dim]; }
+    int dim;
+  };
+
+  //Build the part of the tree between objects[from] and objects[to] (not including objects[to]).
+  //This routine partitions the objCenters in [from, to) along the dimension dim, recursively constructs
+  //the two halves, and adds their parent node.  TODO: a cache-friendlier layout
+  void build(VIPairList &objCenters, int from, int to, const VolumeList &objBoxes, int dim)
+  {
+    eigen_assert(to - from > 1);
+    if(to - from == 2) {
+      boxes.push_back(objBoxes[objCenters[from].second].merged(objBoxes[objCenters[from + 1].second]));
+      children.push_back(from + (int)objects.size() - 1); //there are objects.size() - 1 tree nodes
+      children.push_back(from + (int)objects.size());
+    }
+    else if(to - from == 3) {
+      int mid = from + 2;
+      std::nth_element(objCenters.begin() + from, objCenters.begin() + mid,
+                        objCenters.begin() + to, VectorComparator(dim)); //partition
+      build(objCenters, from, mid, objBoxes, (dim + 1) % Dim);
+      int idx1 = (int)boxes.size() - 1;
+      boxes.push_back(boxes[idx1].merged(objBoxes[objCenters[mid].second]));
+      children.push_back(idx1);
+      children.push_back(mid + (int)objects.size() - 1);
+    }
+    else {
+      int mid = from + (to - from) / 2;
+      nth_element(objCenters.begin() + from, objCenters.begin() + mid,
+                  objCenters.begin() + to, VectorComparator(dim)); //partition
+      build(objCenters, from, mid, objBoxes, (dim + 1) % Dim);
+      int idx1 = (int)boxes.size() - 1;
+      build(objCenters, mid, to, objBoxes, (dim + 1) % Dim);
+      int idx2 = (int)boxes.size() - 1;
+      boxes.push_back(boxes[idx1].merged(boxes[idx2]));
+      children.push_back(idx1);
+      children.push_back(idx2);
+    }
+  }
+
+  std::vector<int> children; //children of x are children[2x] and children[2x+1], indices bigger than boxes.size() index into objects.
+  VolumeList boxes;
+  ObjectList objects;
+};
+
+} // end namespace Eigen
+
+#endif //KDBVH_H_INCLUDED

external/include/eigen3/unsupported/Eigen/src/Eigenvalues/ArpackSelfAdjointEigenSolver.h

@@ -0,0 +1,805 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2012 David Harmon <dharmon@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/>.
+
+#ifndef EIGEN_ARPACKGENERALIZEDSELFADJOINTEIGENSOLVER_H
+#define EIGEN_ARPACKGENERALIZEDSELFADJOINTEIGENSOLVER_H
+
+#include <Eigen/Dense>
+
+namespace Eigen { 
+
+namespace internal {
+  template<typename Scalar, typename RealScalar> struct arpack_wrapper;
+  template<typename MatrixSolver, typename MatrixType, typename Scalar, bool BisSPD> struct OP;
+}
+
+
+
+template<typename MatrixType, typename MatrixSolver=SimplicialLLT<MatrixType>, bool BisSPD=false>
+class ArpackGeneralizedSelfAdjointEigenSolver
+{
+public:
+  //typedef typename MatrixSolver::MatrixType MatrixType;
+
+  /** \brief Scalar type for matrices of type \p MatrixType. */
+  typedef typename MatrixType::Scalar Scalar;
+  typedef typename MatrixType::Index Index;
+
+  /** \brief Real scalar type for \p MatrixType.
+   *
+   * This is just \c Scalar if #Scalar is real (e.g., \c float or
+   * \c Scalar), and the type of the real part of \c Scalar if #Scalar is
+   * complex.
+   */
+  typedef typename NumTraits<Scalar>::Real RealScalar;
+
+  /** \brief Type for vector of eigenvalues as returned by eigenvalues().
+   *
+   * This is a column vector with entries of type #RealScalar.
+   * The length of the vector is the size of \p nbrEigenvalues.
+   */
+  typedef typename internal::plain_col_type<MatrixType, RealScalar>::type RealVectorType;
+
+  /** \brief Default constructor.
+   *
+   * The default constructor is for cases in which the user intends to
+   * perform decompositions via compute().
+   *
+   */
+  ArpackGeneralizedSelfAdjointEigenSolver()
+   : m_eivec(),
+     m_eivalues(),
+     m_isInitialized(false),
+     m_eigenvectorsOk(false),
+     m_nbrConverged(0),
+     m_nbrIterations(0)
+  { }
+
+  /** \brief Constructor; computes generalized eigenvalues of given matrix with respect to another matrix.
+   *
+   * \param[in] A Self-adjoint matrix whose eigenvalues / eigenvectors will
+   *    computed. By default, the upper triangular part is used, but can be changed
+   *    through the template parameter.
+   * \param[in] B Self-adjoint matrix for the generalized eigenvalue problem.
+   * \param[in] nbrEigenvalues The number of eigenvalues / eigenvectors to compute.
+   *    Must be less than the size of the input matrix, or an error is returned.
+   * \param[in] eigs_sigma String containing either "LM", "SM", "LA", or "SA", with
+   *    respective meanings to find the largest magnitude , smallest magnitude,
+   *    largest algebraic, or smallest algebraic eigenvalues. Alternatively, this
+   *    value can contain floating point value in string form, in which case the
+   *    eigenvalues closest to this value will be found.
+   * \param[in]  options Can be #ComputeEigenvectors (default) or #EigenvaluesOnly.
+   * \param[in] tol What tolerance to find the eigenvalues to. Default is 0, which
+   *    means machine precision.
+   *
+   * This constructor calls compute(const MatrixType&, const MatrixType&, Index, string, int, RealScalar)
+   * to compute the eigenvalues of the matrix \p A with respect to \p B. The eigenvectors are computed if
+   * \p options equals #ComputeEigenvectors.
+   *
+   */
+  ArpackGeneralizedSelfAdjointEigenSolver(const MatrixType& A, const MatrixType& B,
+                                          Index nbrEigenvalues, std::string eigs_sigma="LM",
+                               int options=ComputeEigenvectors, RealScalar tol=0.0)
+    : m_eivec(),
+      m_eivalues(),
+      m_isInitialized(false),
+      m_eigenvectorsOk(false),
+      m_nbrConverged(0),
+      m_nbrIterations(0)
+  {
+    compute(A, B, nbrEigenvalues, eigs_sigma, options, tol);
+  }
+
+  /** \brief Constructor; computes eigenvalues of given matrix.
+   *
+   * \param[in] A Self-adjoint matrix whose eigenvalues / eigenvectors will
+   *    computed. By default, the upper triangular part is used, but can be changed
+   *    through the template parameter.
+   * \param[in] nbrEigenvalues The number of eigenvalues / eigenvectors to compute.
+   *    Must be less than the size of the input matrix, or an error is returned.
+   * \param[in] eigs_sigma String containing either "LM", "SM", "LA", or "SA", with
+   *    respective meanings to find the largest magnitude , smallest magnitude,
+   *    largest algebraic, or smallest algebraic eigenvalues. Alternatively, this
+   *    value can contain floating point value in string form, in which case the
+   *    eigenvalues closest to this value will be found.
+   * \param[in]  options Can be #ComputeEigenvectors (default) or #EigenvaluesOnly.
+   * \param[in] tol What tolerance to find the eigenvalues to. Default is 0, which
+   *    means machine precision.
+   *
+   * This constructor calls compute(const MatrixType&, Index, string, int, RealScalar)
+   * to compute the eigenvalues of the matrix \p A. The eigenvectors are computed if
+   * \p options equals #ComputeEigenvectors.
+   *
+   */
+
+  ArpackGeneralizedSelfAdjointEigenSolver(const MatrixType& A,
+                                          Index nbrEigenvalues, std::string eigs_sigma="LM",
+                               int options=ComputeEigenvectors, RealScalar tol=0.0)
+    : m_eivec(),
+      m_eivalues(),
+      m_isInitialized(false),
+      m_eigenvectorsOk(false),
+      m_nbrConverged(0),
+      m_nbrIterations(0)
+  {
+    compute(A, nbrEigenvalues, eigs_sigma, options, tol);
+  }
+
+
+  /** \brief Computes generalized eigenvalues / eigenvectors of given matrix using the external ARPACK library.
+   *
+   * \param[in]  A  Selfadjoint matrix whose eigendecomposition is to be computed.
+   * \param[in]  B  Selfadjoint matrix for generalized eigenvalues.
+   * \param[in] nbrEigenvalues The number of eigenvalues / eigenvectors to compute.
+   *    Must be less than the size of the input matrix, or an error is returned.
+   * \param[in] eigs_sigma String containing either "LM", "SM", "LA", or "SA", with
+   *    respective meanings to find the largest magnitude , smallest magnitude,
+   *    largest algebraic, or smallest algebraic eigenvalues. Alternatively, this
+   *    value can contain floating point value in string form, in which case the
+   *    eigenvalues closest to this value will be found.
+   * \param[in]  options Can be #ComputeEigenvectors (default) or #EigenvaluesOnly.
+   * \param[in] tol What tolerance to find the eigenvalues to. Default is 0, which
+   *    means machine precision.
+   *
+   * \returns    Reference to \c *this
+   *
+   * This function computes the generalized eigenvalues of \p A with respect to \p B using ARPACK.  The eigenvalues()
+   * function can be used to retrieve them.  If \p options equals #ComputeEigenvectors,
+   * then the eigenvectors are also computed and can be retrieved by
+   * calling eigenvectors().
+   *
+   */
+  ArpackGeneralizedSelfAdjointEigenSolver& compute(const MatrixType& A, const MatrixType& B,
+                                                   Index nbrEigenvalues, std::string eigs_sigma="LM",
+                                        int options=ComputeEigenvectors, RealScalar tol=0.0);
+  
+  /** \brief Computes eigenvalues / eigenvectors of given matrix using the external ARPACK library.
+   *
+   * \param[in]  A  Selfadjoint matrix whose eigendecomposition is to be computed.
+   * \param[in] nbrEigenvalues The number of eigenvalues / eigenvectors to compute.
+   *    Must be less than the size of the input matrix, or an error is returned.
+   * \param[in] eigs_sigma String containing either "LM", "SM", "LA", or "SA", with
+   *    respective meanings to find the largest magnitude , smallest magnitude,
+   *    largest algebraic, or smallest algebraic eigenvalues. Alternatively, this
+   *    value can contain floating point value in string form, in which case the
+   *    eigenvalues closest to this value will be found.
+   * \param[in]  options Can be #ComputeEigenvectors (default) or #EigenvaluesOnly.
+   * \param[in] tol What tolerance to find the eigenvalues to. Default is 0, which
+   *    means machine precision.
+   *
+   * \returns    Reference to \c *this
+   *
+   * This function computes the eigenvalues of \p A using ARPACK.  The eigenvalues()
+   * function can be used to retrieve them.  If \p options equals #ComputeEigenvectors,
+   * then the eigenvectors are also computed and can be retrieved by
+   * calling eigenvectors().
+   *
+   */
+  ArpackGeneralizedSelfAdjointEigenSolver& compute(const MatrixType& A,
+                                                   Index nbrEigenvalues, std::string eigs_sigma="LM",
+                                        int options=ComputeEigenvectors, RealScalar tol=0.0);
+
+
+  /** \brief Returns the eigenvectors of given matrix.
+   *
+   * \returns  A const reference to the matrix whose columns are the eigenvectors.
+   *
+   * \pre The eigenvectors have been computed before.
+   *
+   * Column \f$ k \f$ of the returned matrix is an eigenvector corresponding
+   * to eigenvalue number \f$ k \f$ as returned by eigenvalues().  The
+   * eigenvectors are normalized to have (Euclidean) norm equal to one. If
+   * this object was used to solve the eigenproblem for the selfadjoint
+   * matrix \f$ A \f$, then the matrix returned by this function is the
+   * matrix \f$ V \f$ in the eigendecomposition \f$ A V = D V \f$.
+   * For the generalized eigenproblem, the matrix returned is the solution \f$ A V = D B V \f$
+   *
+   * Example: \include SelfAdjointEigenSolver_eigenvectors.cpp
+   * Output: \verbinclude SelfAdjointEigenSolver_eigenvectors.out
+   *
+   * \sa eigenvalues()
+   */
+  const Matrix<Scalar, Dynamic, Dynamic>& eigenvectors() const
+  {
+    eigen_assert(m_isInitialized && "ArpackGeneralizedSelfAdjointEigenSolver is not initialized.");
+    eigen_assert(m_eigenvectorsOk && "The eigenvectors have not been computed together with the eigenvalues.");
+    return m_eivec;
+  }
+
+  /** \brief Returns the eigenvalues of given matrix.
+   *
+   * \returns A const reference to the column vector containing the eigenvalues.
+   *
+   * \pre The eigenvalues have been computed before.
+   *
+   * The eigenvalues are repeated according to their algebraic multiplicity,
+   * so there are as many eigenvalues as rows in the matrix. The eigenvalues
+   * are sorted in increasing order.
+   *
+   * Example: \include SelfAdjointEigenSolver_eigenvalues.cpp
+   * Output: \verbinclude SelfAdjointEigenSolver_eigenvalues.out
+   *
+   * \sa eigenvectors(), MatrixBase::eigenvalues()
+   */
+  const Matrix<Scalar, Dynamic, 1>& eigenvalues() const
+  {
+    eigen_assert(m_isInitialized && "ArpackGeneralizedSelfAdjointEigenSolver is not initialized.");
+    return m_eivalues;
+  }
+
+  /** \brief Computes the positive-definite square root of the matrix.
+   *
+   * \returns the positive-definite square root of the matrix
+   *
+   * \pre The eigenvalues and eigenvectors of a positive-definite matrix
+   * have been computed before.
+   *
+   * The square root of a positive-definite matrix \f$ A \f$ is the
+   * positive-definite matrix whose square equals \f$ A \f$. This function
+   * uses the eigendecomposition \f$ A = V D V^{-1} \f$ to compute the
+   * square root as \f$ A^{1/2} = V D^{1/2} V^{-1} \f$.
+   *
+   * Example: \include SelfAdjointEigenSolver_operatorSqrt.cpp
+   * Output: \verbinclude SelfAdjointEigenSolver_operatorSqrt.out
+   *
+   * \sa operatorInverseSqrt(),
+   *     \ref MatrixFunctions_Module "MatrixFunctions Module"
+   */
+  Matrix<Scalar, Dynamic, Dynamic> operatorSqrt() const
+  {
+    eigen_assert(m_isInitialized && "SelfAdjointEigenSolver is not initialized.");
+    eigen_assert(m_eigenvectorsOk && "The eigenvectors have not been computed together with the eigenvalues.");
+    return m_eivec * m_eivalues.cwiseSqrt().asDiagonal() * m_eivec.adjoint();
+  }
+
+  /** \brief Computes the inverse square root of the matrix.
+   *
+   * \returns the inverse positive-definite square root of the matrix
+   *
+   * \pre The eigenvalues and eigenvectors of a positive-definite matrix
+   * have been computed before.
+   *
+   * This function uses the eigendecomposition \f$ A = V D V^{-1} \f$ to
+   * compute the inverse square root as \f$ V D^{-1/2} V^{-1} \f$. This is
+   * cheaper than first computing the square root with operatorSqrt() and
+   * then its inverse with MatrixBase::inverse().
+   *
+   * Example: \include SelfAdjointEigenSolver_operatorInverseSqrt.cpp
+   * Output: \verbinclude SelfAdjointEigenSolver_operatorInverseSqrt.out
+   *
+   * \sa operatorSqrt(), MatrixBase::inverse(),
+   *     \ref MatrixFunctions_Module "MatrixFunctions Module"
+   */
+  Matrix<Scalar, Dynamic, Dynamic> operatorInverseSqrt() const
+  {
+    eigen_assert(m_isInitialized && "SelfAdjointEigenSolver is not initialized.");
+    eigen_assert(m_eigenvectorsOk && "The eigenvectors have not been computed together with the eigenvalues.");
+    return m_eivec * m_eivalues.cwiseInverse().cwiseSqrt().asDiagonal() * m_eivec.adjoint();
+  }
+
+  /** \brief Reports whether previous computation was successful.
+   *
+   * \returns \c Success if computation was succesful, \c NoConvergence otherwise.
+   */
+  ComputationInfo info() const
+  {
+    eigen_assert(m_isInitialized && "ArpackGeneralizedSelfAdjointEigenSolver is not initialized.");
+    return m_info;
+  }
+
+  size_t getNbrConvergedEigenValues() const
+  { return m_nbrConverged; }
+
+  size_t getNbrIterations() const
+  { return m_nbrIterations; }
+
+protected:
+  Matrix<Scalar, Dynamic, Dynamic> m_eivec;
+  Matrix<Scalar, Dynamic, 1> m_eivalues;
+  ComputationInfo m_info;
+  bool m_isInitialized;
+  bool m_eigenvectorsOk;
+
+  size_t m_nbrConverged;
+  size_t m_nbrIterations;
+};
+
+
+
+
+
+template<typename MatrixType, typename MatrixSolver, bool BisSPD>
+ArpackGeneralizedSelfAdjointEigenSolver<MatrixType, MatrixSolver, BisSPD>&
+    ArpackGeneralizedSelfAdjointEigenSolver<MatrixType, MatrixSolver, BisSPD>
+::compute(const MatrixType& A, Index nbrEigenvalues,
+          std::string eigs_sigma, int options, RealScalar tol)
+{
+    MatrixType B(0,0);
+    compute(A, B, nbrEigenvalues, eigs_sigma, options, tol);
+    
+    return *this;
+}
+
+
+template<typename MatrixType, typename MatrixSolver, bool BisSPD>
+ArpackGeneralizedSelfAdjointEigenSolver<MatrixType, MatrixSolver, BisSPD>&
+    ArpackGeneralizedSelfAdjointEigenSolver<MatrixType, MatrixSolver, BisSPD>
+::compute(const MatrixType& A, const MatrixType& B, Index nbrEigenvalues,
+          std::string eigs_sigma, int options, RealScalar tol)
+{
+  eigen_assert(A.cols() == A.rows());
+  eigen_assert(B.cols() == B.rows());
+  eigen_assert(B.rows() == 0 || A.cols() == B.rows());
+  eigen_assert((options &~ (EigVecMask | GenEigMask)) == 0
+            && (options & EigVecMask) != EigVecMask
+            && "invalid option parameter");
+
+  bool isBempty = (B.rows() == 0) || (B.cols() == 0);
+
+  // For clarity, all parameters match their ARPACK name
+  //
+  // Always 0 on the first call
+  //
+  int ido = 0;
+
+  int n = (int)A.cols();
+
+  // User options: "LA", "SA", "SM", "LM", "BE"
+  //
+  char whch[3] = "LM";
+    
+  // Specifies the shift if iparam[6] = { 3, 4, 5 }, not used if iparam[6] = { 1, 2 }
+  //
+  RealScalar sigma = 0.0;
+
+  if (eigs_sigma.length() >= 2 && isalpha(eigs_sigma[0]) && isalpha(eigs_sigma[1]))
+  {
+      eigs_sigma[0] = toupper(eigs_sigma[0]);
+      eigs_sigma[1] = toupper(eigs_sigma[1]);
+
+      // In the following special case we're going to invert the problem, since solving
+      // for larger magnitude is much much faster
+      // i.e., if 'SM' is specified, we're going to really use 'LM', the default
+      //
+      if (eigs_sigma.substr(0,2) != "SM")
+      {
+          whch[0] = eigs_sigma[0];
+          whch[1] = eigs_sigma[1];
+      }
+  }
+  else
+  {
+      eigen_assert(false && "Specifying clustered eigenvalues is not yet supported!");
+
+      // If it's not scalar values, then the user may be explicitly
+      // specifying the sigma value to cluster the evs around
+      //
+      sigma = atof(eigs_sigma.c_str());
+
+      // If atof fails, it returns 0.0, which is a fine default
+      //
+  }
+
+  // "I" means normal eigenvalue problem, "G" means generalized
+  //
+  char bmat[2] = "I";
+  if (eigs_sigma.substr(0,2) == "SM" || !(isalpha(eigs_sigma[0]) && isalpha(eigs_sigma[1])) || (!isBempty && !BisSPD))
+      bmat[0] = 'G';
+
+  // Now we determine the mode to use
+  //
+  int mode = (bmat[0] == 'G') + 1;
+  if (eigs_sigma.substr(0,2) == "SM" || !(isalpha(eigs_sigma[0]) && isalpha(eigs_sigma[1])))
+  {
+      // We're going to use shift-and-invert mode, and basically find
+      // the largest eigenvalues of the inverse operator
+      //
+      mode = 3;
+  }
+
+  // The user-specified number of eigenvalues/vectors to compute
+  //
+  int nev = (int)nbrEigenvalues;
+
+  // Allocate space for ARPACK to store the residual
+  //
+  Scalar *resid = new Scalar[n];
+
+  // Number of Lanczos vectors, must satisfy nev < ncv <= n
+  // Note that this indicates that nev != n, and we cannot compute
+  // all eigenvalues of a mtrix
+  //
+  int ncv = std::min(std::max(2*nev, 20), n);
+
+  // The working n x ncv matrix, also store the final eigenvectors (if computed)
+  //
+  Scalar *v = new Scalar[n*ncv];
+  int ldv = n;
+
+  // Working space
+  //
+  Scalar *workd = new Scalar[3*n];
+  int lworkl = ncv*ncv+8*ncv; // Must be at least this length
+  Scalar *workl = new Scalar[lworkl];
+
+  int *iparam= new int[11];
+  iparam[0] = 1; // 1 means we let ARPACK perform the shifts, 0 means we'd have to do it
+  iparam[2] = std::max(300, (int)std::ceil(2*n/std::max(ncv,1)));
+  iparam[6] = mode; // The mode, 1 is standard ev problem, 2 for generalized ev, 3 for shift-and-invert
+
+  // Used during reverse communicate to notify where arrays start
+  //
+  int *ipntr = new int[11]; 
+
+  // Error codes are returned in here, initial value of 0 indicates a random initial
+  // residual vector is used, any other values means resid contains the initial residual
+  // vector, possibly from a previous run
+  //
+  int info = 0;
+
+  Scalar scale = 1.0;
+  //if (!isBempty)
+  //{
+  //Scalar scale = B.norm() / std::sqrt(n);
+  //scale = std::pow(2, std::floor(std::log(scale+1)));
+  ////M /= scale;
+  //for (size_t i=0; i<(size_t)B.outerSize(); i++)
+  //    for (typename MatrixType::InnerIterator it(B, i); it; ++it)
+  //        it.valueRef() /= scale;
+  //}
+
+  MatrixSolver OP;
+  if (mode == 1 || mode == 2)
+  {
+      if (!isBempty)
+          OP.compute(B);
+  }
+  else if (mode == 3)
+  {
+      if (sigma == 0.0)
+      {
+          OP.compute(A);
+      }
+      else
+      {
+          // Note: We will never enter here because sigma must be 0.0
+          //
+          if (isBempty)
+          {
+            MatrixType AminusSigmaB(A);
+            for (Index i=0; i<A.rows(); ++i)
+                AminusSigmaB.coeffRef(i,i) -= sigma;
+            
+            OP.compute(AminusSigmaB);
+          }
+          else
+          {
+              MatrixType AminusSigmaB = A - sigma * B;
+              OP.compute(AminusSigmaB);
+          }
+      }
+  }
+ 
+  if (!(mode == 1 && isBempty) && !(mode == 2 && isBempty) && OP.info() != Success)
+      std::cout << "Error factoring matrix" << std::endl;
+
+  do
+  {
+    internal::arpack_wrapper<Scalar, RealScalar>::saupd(&ido, bmat, &n, whch, &nev, &tol, resid, 
+                                                        &ncv, v, &ldv, iparam, ipntr, workd, workl,
+                                                        &lworkl, &info);
+
+    if (ido == -1 || ido == 1)
+    {
+      Scalar *in  = workd + ipntr[0] - 1;
+      Scalar *out = workd + ipntr[1] - 1;
+
+      if (ido == 1 && mode != 2)
+      {
+          Scalar *out2 = workd + ipntr[2] - 1;
+          if (isBempty || mode == 1)
+            Matrix<Scalar, Dynamic, 1>::Map(out2, n) = Matrix<Scalar, Dynamic, 1>::Map(in, n);
+          else
+            Matrix<Scalar, Dynamic, 1>::Map(out2, n) = B * Matrix<Scalar, Dynamic, 1>::Map(in, n);
+          
+          in = workd + ipntr[2] - 1;
+      }
+
+      if (mode == 1)
+      {
+        if (isBempty)
+        {
+          // OP = A
+          //
+          Matrix<Scalar, Dynamic, 1>::Map(out, n) = A * Matrix<Scalar, Dynamic, 1>::Map(in, n);
+        }
+        else
+        {
+          // OP = L^{-1}AL^{-T}
+          //
+          internal::OP<MatrixSolver, MatrixType, Scalar, BisSPD>::applyOP(OP, A, n, in, out);
+        }
+      }
+      else if (mode == 2)
+      {
+        if (ido == 1)
+          Matrix<Scalar, Dynamic, 1>::Map(in, n)  = A * Matrix<Scalar, Dynamic, 1>::Map(in, n);
+        
+        // OP = B^{-1} A
+        //
+        Matrix<Scalar, Dynamic, 1>::Map(out, n) = OP.solve(Matrix<Scalar, Dynamic, 1>::Map(in, n));
+      }
+      else if (mode == 3)
+      {
+        // OP = (A-\sigmaB)B (\sigma could be 0, and B could be I)
+        // The B * in is already computed and stored at in if ido == 1
+        //
+        if (ido == 1 || isBempty)
+          Matrix<Scalar, Dynamic, 1>::Map(out, n) = OP.solve(Matrix<Scalar, Dynamic, 1>::Map(in, n));
+        else
+          Matrix<Scalar, Dynamic, 1>::Map(out, n) = OP.solve(B * Matrix<Scalar, Dynamic, 1>::Map(in, n));
+      }
+    }
+    else if (ido == 2)
+    {
+      Scalar *in  = workd + ipntr[0] - 1;
+      Scalar *out = workd + ipntr[1] - 1;
+
+      if (isBempty || mode == 1)
+        Matrix<Scalar, Dynamic, 1>::Map(out, n) = Matrix<Scalar, Dynamic, 1>::Map(in, n);
+      else
+        Matrix<Scalar, Dynamic, 1>::Map(out, n) = B * Matrix<Scalar, Dynamic, 1>::Map(in, n);
+    }
+  } while (ido != 99);
+
+  if (info == 1)
+    m_info = NoConvergence;
+  else if (info == 3)
+    m_info = NumericalIssue;
+  else if (info < 0)
+    m_info = InvalidInput;
+  else if (info != 0)
+    eigen_assert(false && "Unknown ARPACK return value!");
+  else
+  {
+    // Do we compute eigenvectors or not?
+    //
+    int rvec = (options & ComputeEigenvectors) == ComputeEigenvectors;
+
+    // "A" means "All", use "S" to choose specific eigenvalues (not yet supported in ARPACK))
+    //
+    char howmny[2] = "A"; 
+
+    // if howmny == "S", specifies the eigenvalues to compute (not implemented in ARPACK)
+    //
+    int *select = new int[ncv];
+
+    // Final eigenvalues
+    //
+    m_eivalues.resize(nev, 1);
+
+    internal::arpack_wrapper<Scalar, RealScalar>::seupd(&rvec, howmny, select, m_eivalues.data(), v, &ldv,
+                                                        &sigma, bmat, &n, whch, &nev, &tol, resid, &ncv,
+                                                        v, &ldv, iparam, ipntr, workd, workl, &lworkl, &info);
+
+    if (info == -14)
+      m_info = NoConvergence;
+    else if (info != 0)
+      m_info = InvalidInput;
+    else
+    {
+      if (rvec)
+      {
+        m_eivec.resize(A.rows(), nev);
+        for (int i=0; i<nev; i++)
+          for (int j=0; j<n; j++)
+            m_eivec(j,i) = v[i*n+j] / scale;
+      
+        if (mode == 1 && !isBempty && BisSPD)
+          internal::OP<MatrixSolver, MatrixType, Scalar, BisSPD>::project(OP, n, nev, m_eivec.data());
+
+        m_eigenvectorsOk = true;
+      }
+
+      m_nbrIterations = iparam[2];
+      m_nbrConverged  = iparam[4];
+
+      m_info = Success;
+    }
+
+    delete[] select;
+  }
+
+  delete[] v;
+  delete[] iparam;
+  delete[] ipntr;
+  delete[] workd;
+  delete[] workl;
+  delete[] resid;
+
+  m_isInitialized = true;
+
+  return *this;
+}
+
+
+// Single precision
+//
+extern "C" void ssaupd_(int *ido, char *bmat, int *n, char *which,
+    int *nev, float *tol, float *resid, int *ncv,
+    float *v, int *ldv, int *iparam, int *ipntr,
+    float *workd, float *workl, int *lworkl,
+    int *info);
+
+extern "C" void sseupd_(int *rvec, char *All, int *select, float *d,
+    float *z, int *ldz, float *sigma, 
+    char *bmat, int *n, char *which, int *nev,
+    float *tol, float *resid, int *ncv, float *v,
+    int *ldv, int *iparam, int *ipntr, float *workd,
+    float *workl, int *lworkl, int *ierr);
+
+// Double precision
+//
+extern "C" void dsaupd_(int *ido, char *bmat, int *n, char *which,
+    int *nev, double *tol, double *resid, int *ncv,
+    double *v, int *ldv, int *iparam, int *ipntr,
+    double *workd, double *workl, int *lworkl,
+    int *info);
+
+extern "C" void dseupd_(int *rvec, char *All, int *select, double *d,
+    double *z, int *ldz, double *sigma, 
+    char *bmat, int *n, char *which, int *nev,
+    double *tol, double *resid, int *ncv, double *v,
+    int *ldv, int *iparam, int *ipntr, double *workd,
+    double *workl, int *lworkl, int *ierr);
+
+
+namespace internal {
+
+template<typename Scalar, typename RealScalar> struct arpack_wrapper
+{
+  static inline void saupd(int *ido, char *bmat, int *n, char *which,
+      int *nev, RealScalar *tol, Scalar *resid, int *ncv,
+      Scalar *v, int *ldv, int *iparam, int *ipntr,
+      Scalar *workd, Scalar *workl, int *lworkl, int *info)
+  { 
+    EIGEN_STATIC_ASSERT(!NumTraits<Scalar>::IsComplex, NUMERIC_TYPE_MUST_BE_REAL)
+  }
+
+  static inline void seupd(int *rvec, char *All, int *select, Scalar *d,
+      Scalar *z, int *ldz, RealScalar *sigma,
+      char *bmat, int *n, char *which, int *nev,
+      RealScalar *tol, Scalar *resid, int *ncv, Scalar *v,
+      int *ldv, int *iparam, int *ipntr, Scalar *workd,
+      Scalar *workl, int *lworkl, int *ierr)
+  {
+    EIGEN_STATIC_ASSERT(!NumTraits<Scalar>::IsComplex, NUMERIC_TYPE_MUST_BE_REAL)
+  }
+};
+
+template <> struct arpack_wrapper<float, float>
+{
+  static inline void saupd(int *ido, char *bmat, int *n, char *which,
+      int *nev, float *tol, float *resid, int *ncv,
+      float *v, int *ldv, int *iparam, int *ipntr,
+      float *workd, float *workl, int *lworkl, int *info)
+  {
+    ssaupd_(ido, bmat, n, which, nev, tol, resid, ncv, v, ldv, iparam, ipntr, workd, workl, lworkl, info);
+  }
+
+  static inline void seupd(int *rvec, char *All, int *select, float *d,
+      float *z, int *ldz, float *sigma,
+      char *bmat, int *n, char *which, int *nev,
+      float *tol, float *resid, int *ncv, float *v,
+      int *ldv, int *iparam, int *ipntr, float *workd,
+      float *workl, int *lworkl, int *ierr)
+  {
+    sseupd_(rvec, All, select, d, z, ldz, sigma, bmat, n, which, nev, tol, resid, ncv, v, ldv, iparam, ipntr,
+        workd, workl, lworkl, ierr);
+  }
+};
+
+template <> struct arpack_wrapper<double, double>
+{
+  static inline void saupd(int *ido, char *bmat, int *n, char *which,
+      int *nev, double *tol, double *resid, int *ncv,
+      double *v, int *ldv, int *iparam, int *ipntr,
+      double *workd, double *workl, int *lworkl, int *info)
+  {
+    dsaupd_(ido, bmat, n, which, nev, tol, resid, ncv, v, ldv, iparam, ipntr, workd, workl, lworkl, info);
+  }
+
+  static inline void seupd(int *rvec, char *All, int *select, double *d,
+      double *z, int *ldz, double *sigma,
+      char *bmat, int *n, char *which, int *nev,
+      double *tol, double *resid, int *ncv, double *v,
+      int *ldv, int *iparam, int *ipntr, double *workd,
+      double *workl, int *lworkl, int *ierr)
+  {
+    dseupd_(rvec, All, select, d, v, ldv, sigma, bmat, n, which, nev, tol, resid, ncv, v, ldv, iparam, ipntr,
+        workd, workl, lworkl, ierr);
+  }
+};
+
+
+template<typename MatrixSolver, typename MatrixType, typename Scalar, bool BisSPD>
+struct OP
+{
+    static inline void applyOP(MatrixSolver &OP, const MatrixType &A, int n, Scalar *in, Scalar *out);
+    static inline void project(MatrixSolver &OP, int n, int k, Scalar *vecs);
+};
+
+template<typename MatrixSolver, typename MatrixType, typename Scalar>
+struct OP<MatrixSolver, MatrixType, Scalar, true>
+{
+  static inline void applyOP(MatrixSolver &OP, const MatrixType &A, int n, Scalar *in, Scalar *out)
+{
+    // OP = L^{-1} A L^{-T}  (B = LL^T)
+    //
+    // First solve L^T out = in
+    //
+    Matrix<Scalar, Dynamic, 1>::Map(out, n) = OP.matrixU().solve(Matrix<Scalar, Dynamic, 1>::Map(in, n));
+    Matrix<Scalar, Dynamic, 1>::Map(out, n) = OP.permutationPinv() * Matrix<Scalar, Dynamic, 1>::Map(out, n);
+
+    // Then compute out = A out
+    //
+    Matrix<Scalar, Dynamic, 1>::Map(out, n) = A * Matrix<Scalar, Dynamic, 1>::Map(out, n);
+
+    // Then solve L out = out
+    //
+    Matrix<Scalar, Dynamic, 1>::Map(out, n) = OP.permutationP() * Matrix<Scalar, Dynamic, 1>::Map(out, n);
+    Matrix<Scalar, Dynamic, 1>::Map(out, n) = OP.matrixL().solve(Matrix<Scalar, Dynamic, 1>::Map(out, n));
+}
+
+  static inline void project(MatrixSolver &OP, int n, int k, Scalar *vecs)
+{
+    // Solve L^T out = in
+    //
+    Matrix<Scalar, Dynamic, Dynamic>::Map(vecs, n, k) = OP.matrixU().solve(Matrix<Scalar, Dynamic, Dynamic>::Map(vecs, n, k));
+    Matrix<Scalar, Dynamic, Dynamic>::Map(vecs, n, k) = OP.permutationPinv() * Matrix<Scalar, Dynamic, Dynamic>::Map(vecs, n, k);
+}
+
+};
+
+template<typename MatrixSolver, typename MatrixType, typename Scalar>
+struct OP<MatrixSolver, MatrixType, Scalar, false>
+{
+  static inline void applyOP(MatrixSolver &OP, const MatrixType &A, int n, Scalar *in, Scalar *out)
+{
+    eigen_assert(false && "Should never be in here...");
+}
+
+  static inline void project(MatrixSolver &OP, int n, int k, Scalar *vecs)
+{
+    eigen_assert(false && "Should never be in here...");
+}
+
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_ARPACKSELFADJOINTEIGENSOLVER_H
+

external/include/eigen3/unsupported/Eigen/src/EulerAngles/EulerAngles.h

@@ -0,0 +1,386 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2015 Tal Hadad <tal_hd@hotmail.com>
+//
+// 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_EULERANGLESCLASS_H// TODO: Fix previous "EIGEN_EULERANGLES_H" definition?
+#define EIGEN_EULERANGLESCLASS_H
+
+namespace Eigen
+{
+  /*template<typename Other,
+         int OtherRows=Other::RowsAtCompileTime,
+         int OtherCols=Other::ColsAtCompileTime>
+  struct ei_eulerangles_assign_impl;*/
+
+  /** \class EulerAngles
+    *
+    * \ingroup EulerAngles_Module
+    *
+    * \brief Represents a rotation in a 3 dimensional space as three Euler angles.
+    *
+    * Euler rotation is a set of three rotation of three angles over three fixed axes, defined by the EulerSystem given as a template parameter.
+    * 
+    * Here is how intrinsic Euler angles works:
+    *  - first, rotate the axes system over the alpha axis in angle alpha
+    *  - then, rotate the axes system over the beta axis(which was rotated in the first stage) in angle beta
+    *  - then, rotate the axes system over the gamma axis(which was rotated in the two stages above) in angle gamma
+    *
+    * \note This class support only intrinsic Euler angles for simplicity,
+    *  see EulerSystem how to easily overcome this for extrinsic systems.
+    *
+    * ### Rotation representation and conversions ###
+    *
+    * It has been proved(see Wikipedia link below) that every rotation can be represented
+    *  by Euler angles, but there is no singular representation (e.g. unlike rotation matrices).
+    * Therefore, you can convert from Eigen rotation and to them
+    *  (including rotation matrices, which is not called "rotations" by Eigen design).
+    *
+    * Euler angles usually used for:
+    *  - convenient human representation of rotation, especially in interactive GUI.
+    *  - gimbal systems and robotics
+    *  - efficient encoding(i.e. 3 floats only) of rotation for network protocols.
+    *
+    * However, Euler angles are slow comparing to quaternion or matrices,
+    *  because their unnatural math definition, although it's simple for human.
+    * To overcome this, this class provide easy movement from the math friendly representation
+    *  to the human friendly representation, and vise-versa.
+    *
+    * All the user need to do is a safe simple C++ type conversion,
+    *  and this class take care for the math.
+    * Additionally, some axes related computation is done in compile time.
+    *
+    * #### Euler angles ranges in conversions ####
+    *
+    * When converting some rotation to Euler angles, there are some ways you can guarantee
+    *  the Euler angles ranges.
+    *
+    * #### implicit ranges ####
+    * When using implicit ranges, all angles are guarantee to be in the range [-PI, +PI],
+    *  unless you convert from some other Euler angles.
+    * In this case, the range is __undefined__ (might be even less than -PI or greater than +2*PI).
+    * \sa EulerAngles(const MatrixBase<Derived>&)
+    * \sa EulerAngles(const RotationBase<Derived, 3>&)
+    *
+    * #### explicit ranges ####
+    * When using explicit ranges, all angles are guarantee to be in the range you choose.
+    * In the range Boolean parameter, you're been ask whether you prefer the positive range or not:
+    * - _true_ - force the range between [0, +2*PI]
+    * - _false_ - force the range between [-PI, +PI]
+    *
+    * ##### compile time ranges #####
+    * This is when you have compile time ranges and you prefer to
+    *  use template parameter. (e.g. for performance)
+    * \sa FromRotation()
+    *
+    * ##### run-time time ranges #####
+    * Run-time ranges are also supported.
+    * \sa EulerAngles(const MatrixBase<Derived>&, bool, bool, bool)
+    * \sa EulerAngles(const RotationBase<Derived, 3>&, bool, bool, bool)
+    *
+    * ### Convenient user typedefs ###
+    *
+    * Convenient typedefs for EulerAngles exist for float and double scalar,
+    *  in a form of EulerAngles{A}{B}{C}{scalar},
+    *  e.g. \ref EulerAnglesXYZd, \ref EulerAnglesZYZf.
+    *
+    * Only for positive axes{+x,+y,+z} Euler systems are have convenient typedef.
+    * If you need negative axes{-x,-y,-z}, it is recommended to create you own typedef with
+    *  a word that represent what you need.
+    *
+    * ### Example ###
+    *
+    * \include EulerAngles.cpp
+    * Output: \verbinclude EulerAngles.out
+    *
+    * ### Additional reading ###
+    *
+    * If you're want to get more idea about how Euler system work in Eigen see EulerSystem.
+    *
+    * More information about Euler angles: https://en.wikipedia.org/wiki/Euler_angles
+    *
+    * \tparam _Scalar the scalar type, i.e., the type of the angles.
+    *
+    * \tparam _System the EulerSystem to use, which represents the axes of rotation.
+    */
+  template <typename _Scalar, class _System>
+  class EulerAngles : public RotationBase<EulerAngles<_Scalar, _System>, 3>
+  {
+    public:
+      /** the scalar type of the angles */
+      typedef _Scalar Scalar;
+      
+      /** the EulerSystem to use, which represents the axes of rotation. */
+      typedef _System System;
+    
+      typedef Matrix<Scalar,3,3> Matrix3; /*!< the equivalent rotation matrix type */
+      typedef Matrix<Scalar,3,1> Vector3; /*!< the equivalent 3 dimension vector type */
+      typedef Quaternion<Scalar> QuaternionType; /*!< the equivalent quaternion type */
+      typedef AngleAxis<Scalar> AngleAxisType; /*!< the equivalent angle-axis type */
+      
+      /** \returns the axis vector of the first (alpha) rotation */
+      static Vector3 AlphaAxisVector() {
+        const Vector3& u = Vector3::Unit(System::AlphaAxisAbs - 1);
+        return System::IsAlphaOpposite ? -u : u;
+      }
+      
+      /** \returns the axis vector of the second (beta) rotation */
+      static Vector3 BetaAxisVector() {
+        const Vector3& u = Vector3::Unit(System::BetaAxisAbs - 1);
+        return System::IsBetaOpposite ? -u : u;
+      }
+      
+      /** \returns the axis vector of the third (gamma) rotation */
+      static Vector3 GammaAxisVector() {
+        const Vector3& u = Vector3::Unit(System::GammaAxisAbs - 1);
+        return System::IsGammaOpposite ? -u : u;
+      }
+
+    private:
+      Vector3 m_angles;
+
+    public:
+      /** Default constructor without initialization. */
+      EulerAngles() {}
+      /** Constructs and initialize Euler angles(\p alpha, \p beta, \p gamma). */
+      EulerAngles(const Scalar& alpha, const Scalar& beta, const Scalar& gamma) :
+        m_angles(alpha, beta, gamma) {}
+      
+      /** Constructs and initialize Euler angles from a 3x3 rotation matrix \p m.
+        *
+        * \note All angles will be in the range [-PI, PI].
+      */
+      template<typename Derived>
+      EulerAngles(const MatrixBase<Derived>& m) { *this = m; }
+      
+      /** Constructs and initialize Euler angles from a 3x3 rotation matrix \p m,
+        *  with options to choose for each angle the requested range.
+        *
+        * If positive range is true, then the specified angle will be in the range [0, +2*PI].
+        * Otherwise, the specified angle will be in the range [-PI, +PI].
+        *
+        * \param m The 3x3 rotation matrix to convert
+        * \param positiveRangeAlpha If true, alpha will be in [0, 2*PI]. Otherwise, in [-PI, +PI].
+        * \param positiveRangeBeta If true, beta will be in [0, 2*PI]. Otherwise, in [-PI, +PI].
+        * \param positiveRangeGamma If true, gamma will be in [0, 2*PI]. Otherwise, in [-PI, +PI].
+      */
+      template<typename Derived>
+      EulerAngles(
+        const MatrixBase<Derived>& m,
+        bool positiveRangeAlpha,
+        bool positiveRangeBeta,
+        bool positiveRangeGamma) {
+        
+        System::CalcEulerAngles(*this, m, positiveRangeAlpha, positiveRangeBeta, positiveRangeGamma);
+      }
+      
+      /** Constructs and initialize Euler angles from a rotation \p rot.
+        *
+        * \note All angles will be in the range [-PI, PI], unless \p rot is an EulerAngles.
+        *  If rot is an EulerAngles, expected EulerAngles range is __undefined__.
+        *  (Use other functions here for enforcing range if this effect is desired)
+      */
+      template<typename Derived>
+      EulerAngles(const RotationBase<Derived, 3>& rot) { *this = rot; }
+      
+      /** Constructs and initialize Euler angles from a rotation \p rot,
+        *  with options to choose for each angle the requested range.
+        *
+        * If positive range is true, then the specified angle will be in the range [0, +2*PI].
+        * Otherwise, the specified angle will be in the range [-PI, +PI].
+        *
+        * \param rot The 3x3 rotation matrix to convert
+        * \param positiveRangeAlpha If true, alpha will be in [0, 2*PI]. Otherwise, in [-PI, +PI].
+        * \param positiveRangeBeta If true, beta will be in [0, 2*PI]. Otherwise, in [-PI, +PI].
+        * \param positiveRangeGamma If true, gamma will be in [0, 2*PI]. Otherwise, in [-PI, +PI].
+      */
+      template<typename Derived>
+      EulerAngles(
+        const RotationBase<Derived, 3>& rot,
+        bool positiveRangeAlpha,
+        bool positiveRangeBeta,
+        bool positiveRangeGamma) {
+        
+        System::CalcEulerAngles(*this, rot.toRotationMatrix(), positiveRangeAlpha, positiveRangeBeta, positiveRangeGamma);
+      }
+
+      /** \returns The angle values stored in a vector (alpha, beta, gamma). */
+      const Vector3& angles() const { return m_angles; }
+      /** \returns A read-write reference to the angle values stored in a vector (alpha, beta, gamma). */
+      Vector3& angles() { return m_angles; }
+
+      /** \returns The value of the first angle. */
+      Scalar alpha() const { return m_angles[0]; }
+      /** \returns A read-write reference to the angle of the first angle. */
+      Scalar& alpha() { return m_angles[0]; }
+
+      /** \returns The value of the second angle. */
+      Scalar beta() const { return m_angles[1]; }
+      /** \returns A read-write reference to the angle of the second angle. */
+      Scalar& beta() { return m_angles[1]; }
+
+      /** \returns The value of the third angle. */
+      Scalar gamma() const { return m_angles[2]; }
+      /** \returns A read-write reference to the angle of the third angle. */
+      Scalar& gamma() { return m_angles[2]; }
+
+      /** \returns The Euler angles rotation inverse (which is as same as the negative),
+        *  (-alpha, -beta, -gamma).
+      */
+      EulerAngles inverse() const
+      {
+        EulerAngles res;
+        res.m_angles = -m_angles;
+        return res;
+      }
+
+      /** \returns The Euler angles rotation negative (which is as same as the inverse),
+        *  (-alpha, -beta, -gamma).
+      */
+      EulerAngles operator -() const
+      {
+        return inverse();
+      }
+      
+      /** Constructs and initialize Euler angles from a 3x3 rotation matrix \p m,
+        *  with options to choose for each angle the requested range (__only in compile time__).
+        *
+        * If positive range is true, then the specified angle will be in the range [0, +2*PI].
+        * Otherwise, the specified angle will be in the range [-PI, +PI].
+        *
+        * \param m The 3x3 rotation matrix to convert
+        * \tparam positiveRangeAlpha If true, alpha will be in [0, 2*PI]. Otherwise, in [-PI, +PI].
+        * \tparam positiveRangeBeta If true, beta will be in [0, 2*PI]. Otherwise, in [-PI, +PI].
+        * \tparam positiveRangeGamma If true, gamma will be in [0, 2*PI]. Otherwise, in [-PI, +PI].
+        */
+      template<
+        bool PositiveRangeAlpha,
+        bool PositiveRangeBeta,
+        bool PositiveRangeGamma,
+        typename Derived>
+      static EulerAngles FromRotation(const MatrixBase<Derived>& m)
+      {
+        EIGEN_STATIC_ASSERT_MATRIX_SPECIFIC_SIZE(Derived, 3, 3)
+        
+        EulerAngles e;
+        System::template CalcEulerAngles<
+          PositiveRangeAlpha, PositiveRangeBeta, PositiveRangeGamma, _Scalar>(e, m);
+        return e;
+      }
+      
+      /** Constructs and initialize Euler angles from a rotation \p rot,
+        *  with options to choose for each angle the requested range (__only in compile time__).
+        *
+        * If positive range is true, then the specified angle will be in the range [0, +2*PI].
+        * Otherwise, the specified angle will be in the range [-PI, +PI].
+        *
+        * \param rot The 3x3 rotation matrix to convert
+        * \tparam positiveRangeAlpha If true, alpha will be in [0, 2*PI]. Otherwise, in [-PI, +PI].
+        * \tparam positiveRangeBeta If true, beta will be in [0, 2*PI]. Otherwise, in [-PI, +PI].
+        * \tparam positiveRangeGamma If true, gamma will be in [0, 2*PI]. Otherwise, in [-PI, +PI].
+      */
+      template<
+        bool PositiveRangeAlpha,
+        bool PositiveRangeBeta,
+        bool PositiveRangeGamma,
+        typename Derived>
+      static EulerAngles FromRotation(const RotationBase<Derived, 3>& rot)
+      {
+        return FromRotation<PositiveRangeAlpha, PositiveRangeBeta, PositiveRangeGamma>(rot.toRotationMatrix());
+      }
+      
+      /*EulerAngles& fromQuaternion(const QuaternionType& q)
+      {
+        // TODO: Implement it in a faster way for quaternions
+        // According to http://www.euclideanspace.com/maths/geometry/rotations/conversions/quaternionToEuler/
+        //  we can compute only the needed matrix cells and then convert to euler angles. (see ZYX example below)
+        // Currently we compute all matrix cells from quaternion.
+
+        // Special case only for ZYX
+        //Scalar y2 = q.y() * q.y();
+        //m_angles[0] = std::atan2(2*(q.w()*q.z() + q.x()*q.y()), (1 - 2*(y2 + q.z()*q.z())));
+        //m_angles[1] = std::asin( 2*(q.w()*q.y() - q.z()*q.x()));
+        //m_angles[2] = std::atan2(2*(q.w()*q.x() + q.y()*q.z()), (1 - 2*(q.x()*q.x() + y2)));
+      }*/
+      
+      /** Set \c *this from a rotation matrix(i.e. pure orthogonal matrix with determinant of +1). */
+      template<typename Derived>
+      EulerAngles& operator=(const MatrixBase<Derived>& m) {
+        EIGEN_STATIC_ASSERT_MATRIX_SPECIFIC_SIZE(Derived, 3, 3)
+        
+        System::CalcEulerAngles(*this, m);
+        return *this;
+      }
+
+      // TODO: Assign and construct from another EulerAngles (with different system)
+      
+      /** Set \c *this from a rotation. */
+      template<typename Derived>
+      EulerAngles& operator=(const RotationBase<Derived, 3>& rot) {
+        System::CalcEulerAngles(*this, rot.toRotationMatrix());
+        return *this;
+      }
+      
+      // TODO: Support isApprox function
+
+      /** \returns an equivalent 3x3 rotation matrix. */
+      Matrix3 toRotationMatrix() const
+      {
+        return static_cast<QuaternionType>(*this).toRotationMatrix();
+      }
+
+      /** Convert the Euler angles to quaternion. */
+      operator QuaternionType() const
+      {
+        return
+          AngleAxisType(alpha(), AlphaAxisVector()) *
+          AngleAxisType(beta(), BetaAxisVector())   *
+          AngleAxisType(gamma(), GammaAxisVector());
+      }
+      
+      friend std::ostream& operator<<(std::ostream& s, const EulerAngles<Scalar, System>& eulerAngles)
+      {
+        s << eulerAngles.angles().transpose();
+        return s;
+      }
+  };
+
+#define EIGEN_EULER_ANGLES_SINGLE_TYPEDEF(AXES, SCALAR_TYPE, SCALAR_POSTFIX) \
+  /** \ingroup EulerAngles_Module */ \
+  typedef EulerAngles<SCALAR_TYPE, EulerSystem##AXES> EulerAngles##AXES##SCALAR_POSTFIX;
+
+#define EIGEN_EULER_ANGLES_TYPEDEFS(SCALAR_TYPE, SCALAR_POSTFIX) \
+  EIGEN_EULER_ANGLES_SINGLE_TYPEDEF(XYZ, SCALAR_TYPE, SCALAR_POSTFIX) \
+  EIGEN_EULER_ANGLES_SINGLE_TYPEDEF(XYX, SCALAR_TYPE, SCALAR_POSTFIX) \
+  EIGEN_EULER_ANGLES_SINGLE_TYPEDEF(XZY, SCALAR_TYPE, SCALAR_POSTFIX) \
+  EIGEN_EULER_ANGLES_SINGLE_TYPEDEF(XZX, SCALAR_TYPE, SCALAR_POSTFIX) \
+ \
+  EIGEN_EULER_ANGLES_SINGLE_TYPEDEF(YZX, SCALAR_TYPE, SCALAR_POSTFIX) \
+  EIGEN_EULER_ANGLES_SINGLE_TYPEDEF(YZY, SCALAR_TYPE, SCALAR_POSTFIX) \
+  EIGEN_EULER_ANGLES_SINGLE_TYPEDEF(YXZ, SCALAR_TYPE, SCALAR_POSTFIX) \
+  EIGEN_EULER_ANGLES_SINGLE_TYPEDEF(YXY, SCALAR_TYPE, SCALAR_POSTFIX) \
+ \
+  EIGEN_EULER_ANGLES_SINGLE_TYPEDEF(ZXY, SCALAR_TYPE, SCALAR_POSTFIX) \
+  EIGEN_EULER_ANGLES_SINGLE_TYPEDEF(ZXZ, SCALAR_TYPE, SCALAR_POSTFIX) \
+  EIGEN_EULER_ANGLES_SINGLE_TYPEDEF(ZYX, SCALAR_TYPE, SCALAR_POSTFIX) \
+  EIGEN_EULER_ANGLES_SINGLE_TYPEDEF(ZYZ, SCALAR_TYPE, SCALAR_POSTFIX)
+
+EIGEN_EULER_ANGLES_TYPEDEFS(float, f)
+EIGEN_EULER_ANGLES_TYPEDEFS(double, d)
+
+  namespace internal
+  {
+    template<typename _Scalar, class _System>
+    struct traits<EulerAngles<_Scalar, _System> >
+    {
+      typedef _Scalar Scalar;
+    };
+  }
+  
+}
+
+#endif // EIGEN_EULERANGLESCLASS_H

external/include/eigen3/unsupported/Eigen/src/EulerAngles/EulerSystem.h

@@ -0,0 +1,326 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2015 Tal Hadad <tal_hd@hotmail.com>
+//
+// 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_EULERSYSTEM_H
+#define EIGEN_EULERSYSTEM_H
+
+namespace Eigen
+{
+  // Forward declerations
+  template <typename _Scalar, class _System>
+  class EulerAngles;
+  
+  namespace internal
+  {
+    // TODO: Check if already exists on the rest API
+    template <int Num, bool IsPositive = (Num > 0)>
+    struct Abs
+    {
+      enum { value = Num };
+    };
+  
+    template <int Num>
+    struct Abs<Num, false>
+    {
+      enum { value = -Num };
+    };
+
+    template <int Axis>
+    struct IsValidAxis
+    {
+      enum { value = Axis != 0 && Abs<Axis>::value <= 3 };
+    };
+  }
+  
+  #define EIGEN_EULER_ANGLES_CLASS_STATIC_ASSERT(COND,MSG) typedef char static_assertion_##MSG[(COND)?1:-1]
+  
+  /** \brief Representation of a fixed signed rotation axis for EulerSystem.
+    *
+    * \ingroup EulerAngles_Module
+    *
+    * Values here represent:
+    *  - The axis of the rotation: X, Y or Z.
+    *  - The sign (i.e. direction of the rotation along the axis): positive(+) or negative(-)
+    *
+    * Therefore, this could express all the axes {+X,+Y,+Z,-X,-Y,-Z}
+    *
+    * For positive axis, use +EULER_{axis}, and for negative axis use -EULER_{axis}.
+    */
+  enum EulerAxis
+  {
+    EULER_X = 1, /*!< the X axis */
+    EULER_Y = 2, /*!< the Y axis */
+    EULER_Z = 3  /*!< the Z axis */
+  };
+  
+  /** \class EulerSystem
+    *
+    * \ingroup EulerAngles_Module
+    *
+    * \brief Represents a fixed Euler rotation system.
+    *
+    * This meta-class goal is to represent the Euler system in compilation time, for EulerAngles.
+    *
+    * You can use this class to get two things:
+    *  - Build an Euler system, and then pass it as a template parameter to EulerAngles.
+    *  - Query some compile time data about an Euler system. (e.g. Whether it's tait bryan)
+    *
+    * Euler rotation is a set of three rotation on fixed axes. (see \ref EulerAngles)
+    * This meta-class store constantly those signed axes. (see \ref EulerAxis)
+    *
+    * ### Types of Euler systems ###
+    *
+    * All and only valid 3 dimension Euler rotation over standard
+    *  signed axes{+X,+Y,+Z,-X,-Y,-Z} are supported:
+    *  - all axes X, Y, Z in each valid order (see below what order is valid)
+    *  - rotation over the axis is supported both over the positive and negative directions.
+    *  - both tait bryan and proper/classic Euler angles (i.e. the opposite).
+    *
+    * Since EulerSystem support both positive and negative directions,
+    *  you may call this rotation distinction in other names:
+    *  - _right handed_ or _left handed_
+    *  - _counterclockwise_ or _clockwise_
+    *
+    * Notice all axed combination are valid, and would trigger a static assertion.
+    * Same unsigned axes can't be neighbors, e.g. {X,X,Y} is invalid.
+    * This yield two and only two classes:
+    *  - _tait bryan_ - all unsigned axes are distinct, e.g. {X,Y,Z}
+    *  - _proper/classic Euler angles_ - The first and the third unsigned axes is equal,
+    *     and the second is different, e.g. {X,Y,X}
+    *
+    * ### Intrinsic vs extrinsic Euler systems ###
+    *
+    * Only intrinsic Euler systems are supported for simplicity.
+    *  If you want to use extrinsic Euler systems,
+    *   just use the equal intrinsic opposite order for axes and angles.
+    *  I.e axes (A,B,C) becomes (C,B,A), and angles (a,b,c) becomes (c,b,a).
+    *
+    * ### Convenient user typedefs ###
+    *
+    * Convenient typedefs for EulerSystem exist (only for positive axes Euler systems),
+    *  in a form of EulerSystem{A}{B}{C}, e.g. \ref EulerSystemXYZ.
+    *
+    * ### Additional reading ###
+    *
+    * More information about Euler angles: https://en.wikipedia.org/wiki/Euler_angles
+    *
+    * \tparam _AlphaAxis the first fixed EulerAxis
+    *
+    * \tparam _AlphaAxis the second fixed EulerAxis
+    *
+    * \tparam _AlphaAxis the third fixed EulerAxis
+    */
+  template <int _AlphaAxis, int _BetaAxis, int _GammaAxis>
+  class EulerSystem
+  {
+    public:
+    // It's defined this way and not as enum, because I think
+    //  that enum is not guerantee to support negative numbers
+    
+    /** The first rotation axis */
+    static const int AlphaAxis = _AlphaAxis;
+    
+    /** The second rotation axis */
+    static const int BetaAxis = _BetaAxis;
+    
+    /** The third rotation axis */
+    static const int GammaAxis = _GammaAxis;
+
+    enum
+    {
+      AlphaAxisAbs = internal::Abs<AlphaAxis>::value, /*!< the first rotation axis unsigned */
+      BetaAxisAbs = internal::Abs<BetaAxis>::value, /*!< the second rotation axis unsigned */
+      GammaAxisAbs = internal::Abs<GammaAxis>::value, /*!< the third rotation axis unsigned */
+      
+      IsAlphaOpposite = (AlphaAxis < 0) ? 1 : 0, /*!< weather alpha axis is negative */
+      IsBetaOpposite = (BetaAxis < 0) ? 1 : 0, /*!< weather beta axis is negative */
+      IsGammaOpposite = (GammaAxis < 0) ? 1 : 0, /*!< weather gamma axis is negative */
+      
+      IsOdd = ((AlphaAxisAbs)%3 == (BetaAxisAbs - 1)%3) ? 0 : 1, /*!< weather the Euler system is odd */
+      IsEven = IsOdd ? 0 : 1, /*!< weather the Euler system is even */
+
+      IsTaitBryan = ((unsigned)AlphaAxisAbs != (unsigned)GammaAxisAbs) ? 1 : 0 /*!< weather the Euler system is tait bryan */
+    };
+    
+    private:
+    
+    EIGEN_EULER_ANGLES_CLASS_STATIC_ASSERT(internal::IsValidAxis<AlphaAxis>::value,
+      ALPHA_AXIS_IS_INVALID);
+      
+    EIGEN_EULER_ANGLES_CLASS_STATIC_ASSERT(internal::IsValidAxis<BetaAxis>::value,
+      BETA_AXIS_IS_INVALID);
+      
+    EIGEN_EULER_ANGLES_CLASS_STATIC_ASSERT(internal::IsValidAxis<GammaAxis>::value,
+      GAMMA_AXIS_IS_INVALID);
+      
+    EIGEN_EULER_ANGLES_CLASS_STATIC_ASSERT((unsigned)AlphaAxisAbs != (unsigned)BetaAxisAbs,
+      ALPHA_AXIS_CANT_BE_EQUAL_TO_BETA_AXIS);
+      
+    EIGEN_EULER_ANGLES_CLASS_STATIC_ASSERT((unsigned)BetaAxisAbs != (unsigned)GammaAxisAbs,
+      BETA_AXIS_CANT_BE_EQUAL_TO_GAMMA_AXIS);
+
+    enum
+    {
+      // I, J, K are the pivot indexes permutation for the rotation matrix, that match this Euler system. 
+      // They are used in this class converters.
+      // They are always different from each other, and their possible values are: 0, 1, or 2.
+      I = AlphaAxisAbs - 1,
+      J = (AlphaAxisAbs - 1 + 1 + IsOdd)%3,
+      K = (AlphaAxisAbs - 1 + 2 - IsOdd)%3
+    };
+    
+    // TODO: Get @mat parameter in form that avoids double evaluation.
+    template <typename Derived>
+    static void CalcEulerAngles_imp(Matrix<typename MatrixBase<Derived>::Scalar, 3, 1>& res, const MatrixBase<Derived>& mat, internal::true_type /*isTaitBryan*/)
+    {
+      using std::atan2;
+      using std::sin;
+      using std::cos;
+      
+      typedef typename Derived::Scalar Scalar;
+      typedef Matrix<Scalar,2,1> Vector2;
+      
+      res[0] = atan2(mat(J,K), mat(K,K));
+      Scalar c2 = Vector2(mat(I,I), mat(I,J)).norm();
+      if((IsOdd && res[0]<Scalar(0)) || ((!IsOdd) && res[0]>Scalar(0))) {
+        if(res[0] > Scalar(0)) {
+          res[0] -= Scalar(EIGEN_PI);
+        }
+        else {
+          res[0] += Scalar(EIGEN_PI);
+        }
+        res[1] = atan2(-mat(I,K), -c2);
+      }
+      else
+        res[1] = atan2(-mat(I,K), c2);
+      Scalar s1 = sin(res[0]);
+      Scalar c1 = cos(res[0]);
+      res[2] = atan2(s1*mat(K,I)-c1*mat(J,I), c1*mat(J,J) - s1 * mat(K,J));
+    }
+
+    template <typename Derived>
+    static void CalcEulerAngles_imp(Matrix<typename MatrixBase<Derived>::Scalar,3,1>& res, const MatrixBase<Derived>& mat, internal::false_type /*isTaitBryan*/)
+    {
+      using std::atan2;
+      using std::sin;
+      using std::cos;
+
+      typedef typename Derived::Scalar Scalar;
+      typedef Matrix<Scalar,2,1> Vector2;
+      
+      res[0] = atan2(mat(J,I), mat(K,I));
+      if((IsOdd && res[0]<Scalar(0)) || ((!IsOdd) && res[0]>Scalar(0)))
+      {
+        if(res[0] > Scalar(0)) {
+          res[0] -= Scalar(EIGEN_PI);
+        }
+        else {
+          res[0] += Scalar(EIGEN_PI);
+        }
+        Scalar s2 = Vector2(mat(J,I), mat(K,I)).norm();
+        res[1] = -atan2(s2, mat(I,I));
+      }
+      else
+      {
+        Scalar s2 = Vector2(mat(J,I), mat(K,I)).norm();
+        res[1] = atan2(s2, mat(I,I));
+      }
+
+      // With a=(0,1,0), we have i=0; j=1; k=2, and after computing the first two angles,
+      // we can compute their respective rotation, and apply its inverse to M. Since the result must
+      // be a rotation around x, we have:
+      //
+      //  c2  s1.s2 c1.s2                   1  0   0 
+      //  0   c1    -s1       *    M    =   0  c3  s3
+      //  -s2 s1.c2 c1.c2                   0 -s3  c3
+      //
+      //  Thus:  m11.c1 - m21.s1 = c3  &   m12.c1 - m22.s1 = s3
+
+      Scalar s1 = sin(res[0]);
+      Scalar c1 = cos(res[0]);
+      res[2] = atan2(c1*mat(J,K)-s1*mat(K,K), c1*mat(J,J) - s1 * mat(K,J));
+    }
+    
+    template<typename Scalar>
+    static void CalcEulerAngles(
+      EulerAngles<Scalar, EulerSystem>& res,
+      const typename EulerAngles<Scalar, EulerSystem>::Matrix3& mat)
+    {
+      CalcEulerAngles(res, mat, false, false, false);
+    }
+    
+    template<
+      bool PositiveRangeAlpha,
+      bool PositiveRangeBeta,
+      bool PositiveRangeGamma,
+      typename Scalar>
+    static void CalcEulerAngles(
+      EulerAngles<Scalar, EulerSystem>& res,
+      const typename EulerAngles<Scalar, EulerSystem>::Matrix3& mat)
+    {
+      CalcEulerAngles(res, mat, PositiveRangeAlpha, PositiveRangeBeta, PositiveRangeGamma);
+    }
+    
+    template<typename Scalar>
+    static void CalcEulerAngles(
+      EulerAngles<Scalar, EulerSystem>& res,
+      const typename EulerAngles<Scalar, EulerSystem>::Matrix3& mat,
+      bool PositiveRangeAlpha,
+      bool PositiveRangeBeta,
+      bool PositiveRangeGamma)
+    {
+      CalcEulerAngles_imp(
+        res.angles(), mat,
+        typename internal::conditional<IsTaitBryan, internal::true_type, internal::false_type>::type());
+
+      if (IsAlphaOpposite == IsOdd)
+        res.alpha() = -res.alpha();
+        
+      if (IsBetaOpposite == IsOdd)
+        res.beta() = -res.beta();
+        
+      if (IsGammaOpposite == IsOdd)
+        res.gamma() = -res.gamma();
+      
+      // Saturate results to the requested range
+      if (PositiveRangeAlpha && (res.alpha() < 0))
+        res.alpha() += Scalar(2 * EIGEN_PI);
+      
+      if (PositiveRangeBeta && (res.beta() < 0))
+        res.beta() += Scalar(2 * EIGEN_PI);
+      
+      if (PositiveRangeGamma && (res.gamma() < 0))
+        res.gamma() += Scalar(2 * EIGEN_PI);
+    }
+    
+    template <typename _Scalar, class _System>
+    friend class Eigen::EulerAngles;
+  };
+
+#define EIGEN_EULER_SYSTEM_TYPEDEF(A, B, C) \
+  /** \ingroup EulerAngles_Module */ \
+  typedef EulerSystem<EULER_##A, EULER_##B, EULER_##C> EulerSystem##A##B##C;
+  
+  EIGEN_EULER_SYSTEM_TYPEDEF(X,Y,Z)
+  EIGEN_EULER_SYSTEM_TYPEDEF(X,Y,X)
+  EIGEN_EULER_SYSTEM_TYPEDEF(X,Z,Y)
+  EIGEN_EULER_SYSTEM_TYPEDEF(X,Z,X)
+  
+  EIGEN_EULER_SYSTEM_TYPEDEF(Y,Z,X)
+  EIGEN_EULER_SYSTEM_TYPEDEF(Y,Z,Y)
+  EIGEN_EULER_SYSTEM_TYPEDEF(Y,X,Z)
+  EIGEN_EULER_SYSTEM_TYPEDEF(Y,X,Y)
+  
+  EIGEN_EULER_SYSTEM_TYPEDEF(Z,X,Y)
+  EIGEN_EULER_SYSTEM_TYPEDEF(Z,X,Z)
+  EIGEN_EULER_SYSTEM_TYPEDEF(Z,Y,X)
+  EIGEN_EULER_SYSTEM_TYPEDEF(Z,Y,Z)
+}
+
+#endif // EIGEN_EULERSYSTEM_H

external/include/eigen3/unsupported/Eigen/src/FFT/ei_fftw_impl.h

@@ -0,0 +1,261 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra. 
+//
+// Copyright (C) 2009 Mark Borgerding mark a borgerding net
+//
+// 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/.
+
+namespace Eigen { 
+
+namespace internal {
+
+  // FFTW uses non-const arguments
+  // so we must use ugly const_cast calls for all the args it uses
+  //
+  // This should be safe as long as 
+  // 1. we use FFTW_ESTIMATE for all our planning
+  //       see the FFTW docs section 4.3.2 "Planner Flags"
+  // 2. fftw_complex is compatible with std::complex
+  //    This assumes std::complex<T> layout is array of size 2 with real,imag
+  template <typename T> 
+  inline 
+  T * fftw_cast(const T* p)
+  { 
+      return const_cast<T*>( p); 
+  }
+
+  inline 
+  fftw_complex * fftw_cast( const std::complex<double> * p)
+  {
+      return const_cast<fftw_complex*>( reinterpret_cast<const fftw_complex*>(p) ); 
+  }
+
+  inline 
+  fftwf_complex * fftw_cast( const std::complex<float> * p)
+  { 
+      return const_cast<fftwf_complex*>( reinterpret_cast<const fftwf_complex*>(p) ); 
+  }
+
+  inline 
+  fftwl_complex * fftw_cast( const std::complex<long double> * p)
+  { 
+      return const_cast<fftwl_complex*>( reinterpret_cast<const fftwl_complex*>(p) ); 
+  }
+
+  template <typename T> 
+  struct fftw_plan {};
+
+  template <> 
+  struct fftw_plan<float>
+  {
+      typedef float scalar_type;
+      typedef fftwf_complex complex_type;
+      fftwf_plan m_plan;
+      fftw_plan() :m_plan(NULL) {}
+      ~fftw_plan() {if (m_plan) fftwf_destroy_plan(m_plan);}
+
+      inline
+      void fwd(complex_type * dst,complex_type * src,int nfft) {
+          if (m_plan==NULL) m_plan = fftwf_plan_dft_1d(nfft,src,dst, FFTW_FORWARD, FFTW_ESTIMATE|FFTW_PRESERVE_INPUT);
+          fftwf_execute_dft( m_plan, src,dst);
+      }
+      inline
+      void inv(complex_type * dst,complex_type * src,int nfft) {
+          if (m_plan==NULL) m_plan = fftwf_plan_dft_1d(nfft,src,dst, FFTW_BACKWARD , FFTW_ESTIMATE|FFTW_PRESERVE_INPUT);
+          fftwf_execute_dft( m_plan, src,dst);
+      }
+      inline
+      void fwd(complex_type * dst,scalar_type * src,int nfft) {
+          if (m_plan==NULL) m_plan = fftwf_plan_dft_r2c_1d(nfft,src,dst,FFTW_ESTIMATE|FFTW_PRESERVE_INPUT);
+          fftwf_execute_dft_r2c( m_plan,src,dst);
+      }
+      inline
+      void inv(scalar_type * dst,complex_type * src,int nfft) {
+          if (m_plan==NULL)
+              m_plan = fftwf_plan_dft_c2r_1d(nfft,src,dst,FFTW_ESTIMATE|FFTW_PRESERVE_INPUT);
+          fftwf_execute_dft_c2r( m_plan, src,dst);
+      }
+
+      inline 
+      void fwd2( complex_type * dst,complex_type * src,int n0,int n1) {
+          if (m_plan==NULL) m_plan = fftwf_plan_dft_2d(n0,n1,src,dst,FFTW_FORWARD,FFTW_ESTIMATE|FFTW_PRESERVE_INPUT);
+          fftwf_execute_dft( m_plan, src,dst);
+      }
+      inline 
+      void inv2( complex_type * dst,complex_type * src,int n0,int n1) {
+          if (m_plan==NULL) m_plan = fftwf_plan_dft_2d(n0,n1,src,dst,FFTW_BACKWARD,FFTW_ESTIMATE|FFTW_PRESERVE_INPUT);
+          fftwf_execute_dft( m_plan, src,dst);
+      }
+
+  };
+  template <> 
+  struct fftw_plan<double>
+  {
+      typedef double scalar_type;
+      typedef fftw_complex complex_type;
+      ::fftw_plan m_plan;
+      fftw_plan() :m_plan(NULL) {}
+      ~fftw_plan() {if (m_plan) fftw_destroy_plan(m_plan);}
+
+      inline
+      void fwd(complex_type * dst,complex_type * src,int nfft) {
+          if (m_plan==NULL) m_plan = fftw_plan_dft_1d(nfft,src,dst, FFTW_FORWARD, FFTW_ESTIMATE|FFTW_PRESERVE_INPUT);
+          fftw_execute_dft( m_plan, src,dst);
+      }
+      inline
+      void inv(complex_type * dst,complex_type * src,int nfft) {
+          if (m_plan==NULL) m_plan = fftw_plan_dft_1d(nfft,src,dst, FFTW_BACKWARD , FFTW_ESTIMATE|FFTW_PRESERVE_INPUT);
+          fftw_execute_dft( m_plan, src,dst);
+      }
+      inline
+      void fwd(complex_type * dst,scalar_type * src,int nfft) {
+          if (m_plan==NULL) m_plan = fftw_plan_dft_r2c_1d(nfft,src,dst,FFTW_ESTIMATE|FFTW_PRESERVE_INPUT);
+          fftw_execute_dft_r2c( m_plan,src,dst);
+      }
+      inline
+      void inv(scalar_type * dst,complex_type * src,int nfft) {
+          if (m_plan==NULL)
+              m_plan = fftw_plan_dft_c2r_1d(nfft,src,dst,FFTW_ESTIMATE|FFTW_PRESERVE_INPUT);
+          fftw_execute_dft_c2r( m_plan, src,dst);
+      }
+      inline 
+      void fwd2( complex_type * dst,complex_type * src,int n0,int n1) {
+          if (m_plan==NULL) m_plan = fftw_plan_dft_2d(n0,n1,src,dst,FFTW_FORWARD,FFTW_ESTIMATE|FFTW_PRESERVE_INPUT);
+          fftw_execute_dft( m_plan, src,dst);
+      }
+      inline 
+      void inv2( complex_type * dst,complex_type * src,int n0,int n1) {
+          if (m_plan==NULL) m_plan = fftw_plan_dft_2d(n0,n1,src,dst,FFTW_BACKWARD,FFTW_ESTIMATE|FFTW_PRESERVE_INPUT);
+          fftw_execute_dft( m_plan, src,dst);
+      }
+  };
+  template <> 
+  struct fftw_plan<long double>
+  {
+      typedef long double scalar_type;
+      typedef fftwl_complex complex_type;
+      fftwl_plan m_plan;
+      fftw_plan() :m_plan(NULL) {}
+      ~fftw_plan() {if (m_plan) fftwl_destroy_plan(m_plan);}
+
+      inline
+      void fwd(complex_type * dst,complex_type * src,int nfft) {
+          if (m_plan==NULL) m_plan = fftwl_plan_dft_1d(nfft,src,dst, FFTW_FORWARD, FFTW_ESTIMATE|FFTW_PRESERVE_INPUT);
+          fftwl_execute_dft( m_plan, src,dst);
+      }
+      inline
+      void inv(complex_type * dst,complex_type * src,int nfft) {
+          if (m_plan==NULL) m_plan = fftwl_plan_dft_1d(nfft,src,dst, FFTW_BACKWARD , FFTW_ESTIMATE|FFTW_PRESERVE_INPUT);
+          fftwl_execute_dft( m_plan, src,dst);
+      }
+      inline
+      void fwd(complex_type * dst,scalar_type * src,int nfft) {
+          if (m_plan==NULL) m_plan = fftwl_plan_dft_r2c_1d(nfft,src,dst,FFTW_ESTIMATE|FFTW_PRESERVE_INPUT);
+          fftwl_execute_dft_r2c( m_plan,src,dst);
+      }
+      inline
+      void inv(scalar_type * dst,complex_type * src,int nfft) {
+          if (m_plan==NULL)
+              m_plan = fftwl_plan_dft_c2r_1d(nfft,src,dst,FFTW_ESTIMATE|FFTW_PRESERVE_INPUT);
+          fftwl_execute_dft_c2r( m_plan, src,dst);
+      }
+      inline 
+      void fwd2( complex_type * dst,complex_type * src,int n0,int n1) {
+          if (m_plan==NULL) m_plan = fftwl_plan_dft_2d(n0,n1,src,dst,FFTW_FORWARD,FFTW_ESTIMATE|FFTW_PRESERVE_INPUT);
+          fftwl_execute_dft( m_plan, src,dst);
+      }
+      inline 
+      void inv2( complex_type * dst,complex_type * src,int n0,int n1) {
+          if (m_plan==NULL) m_plan = fftwl_plan_dft_2d(n0,n1,src,dst,FFTW_BACKWARD,FFTW_ESTIMATE|FFTW_PRESERVE_INPUT);
+          fftwl_execute_dft( m_plan, src,dst);
+      }
+  };
+
+  template <typename _Scalar>
+  struct fftw_impl
+  {
+      typedef _Scalar Scalar;
+      typedef std::complex<Scalar> Complex;
+
+      inline
+      void clear() 
+      {
+        m_plans.clear();
+      }
+
+      // complex-to-complex forward FFT
+      inline
+      void fwd( Complex * dst,const Complex *src,int nfft)
+      {
+        get_plan(nfft,false,dst,src).fwd(fftw_cast(dst), fftw_cast(src),nfft );
+      }
+
+      // real-to-complex forward FFT
+      inline
+      void fwd( Complex * dst,const Scalar * src,int nfft) 
+      {
+          get_plan(nfft,false,dst,src).fwd(fftw_cast(dst), fftw_cast(src) ,nfft);
+      }
+
+      // 2-d complex-to-complex
+      inline
+      void fwd2(Complex * dst, const Complex * src, int n0,int n1)
+      {
+          get_plan(n0,n1,false,dst,src).fwd2(fftw_cast(dst), fftw_cast(src) ,n0,n1);
+      }
+
+      // inverse complex-to-complex
+      inline
+      void inv(Complex * dst,const Complex  *src,int nfft)
+      {
+        get_plan(nfft,true,dst,src).inv(fftw_cast(dst), fftw_cast(src),nfft );
+      }
+
+      // half-complex to scalar
+      inline
+      void inv( Scalar * dst,const Complex * src,int nfft) 
+      {
+        get_plan(nfft,true,dst,src).inv(fftw_cast(dst), fftw_cast(src),nfft );
+      }
+
+      // 2-d complex-to-complex
+      inline
+      void inv2(Complex * dst, const Complex * src, int n0,int n1)
+      {
+        get_plan(n0,n1,true,dst,src).inv2(fftw_cast(dst), fftw_cast(src) ,n0,n1);
+      }
+
+
+  protected:
+      typedef fftw_plan<Scalar> PlanData;
+
+      typedef std::map<int64_t,PlanData> PlanMap;
+
+      PlanMap m_plans;
+
+      inline
+      PlanData & get_plan(int nfft,bool inverse,void * dst,const void * src)
+      {
+          bool inplace = (dst==src);
+          bool aligned = ( (reinterpret_cast<size_t>(src)&15) | (reinterpret_cast<size_t>(dst)&15) ) == 0;
+          int64_t key = ( (nfft<<3 ) | (inverse<<2) | (inplace<<1) | aligned ) << 1;
+          return m_plans[key];
+      }
+
+      inline
+      PlanData & get_plan(int n0,int n1,bool inverse,void * dst,const void * src)
+      {
+          bool inplace = (dst==src);
+          bool aligned = ( (reinterpret_cast<size_t>(src)&15) | (reinterpret_cast<size_t>(dst)&15) ) == 0;
+          int64_t key = ( ( (((int64_t)n0) << 30)|(n1<<3 ) | (inverse<<2) | (inplace<<1) | aligned ) << 1 ) + 1;
+          return m_plans[key];
+      }
+  };
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+/* vim: set filetype=cpp et sw=2 ts=2 ai: */

external/include/eigen3/unsupported/Eigen/src/FFT/ei_kissfft_impl.h

@@ -0,0 +1,420 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Mark Borgerding mark a borgerding net
+//
+// 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/.
+
+namespace Eigen { 
+
+namespace internal {
+
+  // This FFT implementation was derived from kissfft http:sourceforge.net/projects/kissfft
+  // Copyright 2003-2009 Mark Borgerding
+
+template <typename _Scalar>
+struct kiss_cpx_fft
+{
+  typedef _Scalar Scalar;
+  typedef std::complex<Scalar> Complex;
+  std::vector<Complex> m_twiddles;
+  std::vector<int> m_stageRadix;
+  std::vector<int> m_stageRemainder;
+  std::vector<Complex> m_scratchBuf;
+  bool m_inverse;
+
+  inline
+    void make_twiddles(int nfft,bool inverse)
+    {
+      using std::acos;
+      m_inverse = inverse;
+      m_twiddles.resize(nfft);
+      Scalar phinc =  (inverse?2:-2)* acos( (Scalar) -1)  / nfft;
+      for (int i=0;i<nfft;++i)
+        m_twiddles[i] = exp( Complex(0,i*phinc) );
+    }
+
+  void factorize(int nfft)
+  {
+    //start factoring out 4's, then 2's, then 3,5,7,9,...
+    int n= nfft;
+    int p=4;
+    do {
+      while (n % p) {
+        switch (p) {
+          case 4: p = 2; break;
+          case 2: p = 3; break;
+          default: p += 2; break;
+        }
+        if (p*p>n)
+          p=n;// impossible to have a factor > sqrt(n)
+      }
+      n /= p;
+      m_stageRadix.push_back(p);
+      m_stageRemainder.push_back(n);
+      if ( p > 5 )
+        m_scratchBuf.resize(p); // scratchbuf will be needed in bfly_generic
+    }while(n>1);
+  }
+
+  template <typename _Src>
+    inline
+    void work( int stage,Complex * xout, const _Src * xin, size_t fstride,size_t in_stride)
+    {
+      int p = m_stageRadix[stage];
+      int m = m_stageRemainder[stage];
+      Complex * Fout_beg = xout;
+      Complex * Fout_end = xout + p*m;
+
+      if (m>1) {
+        do{
+          // recursive call:
+          // DFT of size m*p performed by doing
+          // p instances of smaller DFTs of size m, 
+          // each one takes a decimated version of the input
+          work(stage+1, xout , xin, fstride*p,in_stride);
+          xin += fstride*in_stride;
+        }while( (xout += m) != Fout_end );
+      }else{
+        do{
+          *xout = *xin;
+          xin += fstride*in_stride;
+        }while(++xout != Fout_end );
+      }
+      xout=Fout_beg;
+
+      // recombine the p smaller DFTs 
+      switch (p) {
+        case 2: bfly2(xout,fstride,m); break;
+        case 3: bfly3(xout,fstride,m); break;
+        case 4: bfly4(xout,fstride,m); break;
+        case 5: bfly5(xout,fstride,m); break;
+        default: bfly_generic(xout,fstride,m,p); break;
+      }
+    }
+
+  inline
+    void bfly2( Complex * Fout, const size_t fstride, int m)
+    {
+      for (int k=0;k<m;++k) {
+        Complex t = Fout[m+k] * m_twiddles[k*fstride];
+        Fout[m+k] = Fout[k] - t;
+        Fout[k] += t;
+      }
+    }
+
+  inline
+    void bfly4( Complex * Fout, const size_t fstride, const size_t m)
+    {
+      Complex scratch[6];
+      int negative_if_inverse = m_inverse * -2 +1;
+      for (size_t k=0;k<m;++k) {
+        scratch[0] = Fout[k+m] * m_twiddles[k*fstride];
+        scratch[1] = Fout[k+2*m] * m_twiddles[k*fstride*2];
+        scratch[2] = Fout[k+3*m] * m_twiddles[k*fstride*3];
+        scratch[5] = Fout[k] - scratch[1];
+
+        Fout[k] += scratch[1];
+        scratch[3] = scratch[0] + scratch[2];
+        scratch[4] = scratch[0] - scratch[2];
+        scratch[4] = Complex( scratch[4].imag()*negative_if_inverse , -scratch[4].real()* negative_if_inverse );
+
+        Fout[k+2*m]  = Fout[k] - scratch[3];
+        Fout[k] += scratch[3];
+        Fout[k+m] = scratch[5] + scratch[4];
+        Fout[k+3*m] = scratch[5] - scratch[4];
+      }
+    }
+
+  inline
+    void bfly3( Complex * Fout, const size_t fstride, const size_t m)
+    {
+      size_t k=m;
+      const size_t m2 = 2*m;
+      Complex *tw1,*tw2;
+      Complex scratch[5];
+      Complex epi3;
+      epi3 = m_twiddles[fstride*m];
+
+      tw1=tw2=&m_twiddles[0];
+
+      do{
+        scratch[1]=Fout[m] * *tw1;
+        scratch[2]=Fout[m2] * *tw2;
+
+        scratch[3]=scratch[1]+scratch[2];
+        scratch[0]=scratch[1]-scratch[2];
+        tw1 += fstride;
+        tw2 += fstride*2;
+        Fout[m] = Complex( Fout->real() - Scalar(.5)*scratch[3].real() , Fout->imag() - Scalar(.5)*scratch[3].imag() );
+        scratch[0] *= epi3.imag();
+        *Fout += scratch[3];
+        Fout[m2] = Complex(  Fout[m].real() + scratch[0].imag() , Fout[m].imag() - scratch[0].real() );
+        Fout[m] += Complex( -scratch[0].imag(),scratch[0].real() );
+        ++Fout;
+      }while(--k);
+    }
+
+  inline
+    void bfly5( Complex * Fout, const size_t fstride, const size_t m)
+    {
+      Complex *Fout0,*Fout1,*Fout2,*Fout3,*Fout4;
+      size_t u;
+      Complex scratch[13];
+      Complex * twiddles = &m_twiddles[0];
+      Complex *tw;
+      Complex ya,yb;
+      ya = twiddles[fstride*m];
+      yb = twiddles[fstride*2*m];
+
+      Fout0=Fout;
+      Fout1=Fout0+m;
+      Fout2=Fout0+2*m;
+      Fout3=Fout0+3*m;
+      Fout4=Fout0+4*m;
+
+      tw=twiddles;
+      for ( u=0; u<m; ++u ) {
+        scratch[0] = *Fout0;
+
+        scratch[1]  = *Fout1 * tw[u*fstride];
+        scratch[2]  = *Fout2 * tw[2*u*fstride];
+        scratch[3]  = *Fout3 * tw[3*u*fstride];
+        scratch[4]  = *Fout4 * tw[4*u*fstride];
+
+        scratch[7] = scratch[1] + scratch[4];
+        scratch[10] = scratch[1] - scratch[4];
+        scratch[8] = scratch[2] + scratch[3];
+        scratch[9] = scratch[2] - scratch[3];
+
+        *Fout0 +=  scratch[7];
+        *Fout0 +=  scratch[8];
+
+        scratch[5] = scratch[0] + Complex(
+            (scratch[7].real()*ya.real() ) + (scratch[8].real() *yb.real() ),
+            (scratch[7].imag()*ya.real()) + (scratch[8].imag()*yb.real())
+            );
+
+        scratch[6] = Complex(
+            (scratch[10].imag()*ya.imag()) + (scratch[9].imag()*yb.imag()),
+            -(scratch[10].real()*ya.imag()) - (scratch[9].real()*yb.imag())
+            );
+
+        *Fout1 = scratch[5] - scratch[6];
+        *Fout4 = scratch[5] + scratch[6];
+
+        scratch[11] = scratch[0] +
+          Complex(
+              (scratch[7].real()*yb.real()) + (scratch[8].real()*ya.real()),
+              (scratch[7].imag()*yb.real()) + (scratch[8].imag()*ya.real())
+              );
+
+        scratch[12] = Complex(
+            -(scratch[10].imag()*yb.imag()) + (scratch[9].imag()*ya.imag()),
+            (scratch[10].real()*yb.imag()) - (scratch[9].real()*ya.imag())
+            );
+
+        *Fout2=scratch[11]+scratch[12];
+        *Fout3=scratch[11]-scratch[12];
+
+        ++Fout0;++Fout1;++Fout2;++Fout3;++Fout4;
+      }
+    }
+
+  /* perform the butterfly for one stage of a mixed radix FFT */
+  inline
+    void bfly_generic(
+        Complex * Fout,
+        const size_t fstride,
+        int m,
+        int p
+        )
+    {
+      int u,k,q1,q;
+      Complex * twiddles = &m_twiddles[0];
+      Complex t;
+      int Norig = static_cast<int>(m_twiddles.size());
+      Complex * scratchbuf = &m_scratchBuf[0];
+
+      for ( u=0; u<m; ++u ) {
+        k=u;
+        for ( q1=0 ; q1<p ; ++q1 ) {
+          scratchbuf[q1] = Fout[ k  ];
+          k += m;
+        }
+
+        k=u;
+        for ( q1=0 ; q1<p ; ++q1 ) {
+          int twidx=0;
+          Fout[ k ] = scratchbuf[0];
+          for (q=1;q<p;++q ) {
+            twidx += static_cast<int>(fstride) * k;
+            if (twidx>=Norig) twidx-=Norig;
+            t=scratchbuf[q] * twiddles[twidx];
+            Fout[ k ] += t;
+          }
+          k += m;
+        }
+      }
+    }
+};
+
+template <typename _Scalar>
+struct kissfft_impl
+{
+  typedef _Scalar Scalar;
+  typedef std::complex<Scalar> Complex;
+
+  void clear() 
+  {
+    m_plans.clear();
+    m_realTwiddles.clear();
+  }
+
+  inline
+    void fwd( Complex * dst,const Complex *src,int nfft)
+    {
+      get_plan(nfft,false).work(0, dst, src, 1,1);
+    }
+
+  inline
+    void fwd2( Complex * dst,const Complex *src,int n0,int n1)
+    {
+        EIGEN_UNUSED_VARIABLE(dst);
+        EIGEN_UNUSED_VARIABLE(src);
+        EIGEN_UNUSED_VARIABLE(n0);
+        EIGEN_UNUSED_VARIABLE(n1);
+    }
+
+  inline
+    void inv2( Complex * dst,const Complex *src,int n0,int n1)
+    {
+        EIGEN_UNUSED_VARIABLE(dst);
+        EIGEN_UNUSED_VARIABLE(src);
+        EIGEN_UNUSED_VARIABLE(n0);
+        EIGEN_UNUSED_VARIABLE(n1);
+    }
+
+  // real-to-complex forward FFT
+  // perform two FFTs of src even and src odd
+  // then twiddle to recombine them into the half-spectrum format
+  // then fill in the conjugate symmetric half
+  inline
+    void fwd( Complex * dst,const Scalar * src,int nfft) 
+    {
+      if ( nfft&3  ) {
+        // use generic mode for odd
+        m_tmpBuf1.resize(nfft);
+        get_plan(nfft,false).work(0, &m_tmpBuf1[0], src, 1,1);
+        std::copy(m_tmpBuf1.begin(),m_tmpBuf1.begin()+(nfft>>1)+1,dst );
+      }else{
+        int ncfft = nfft>>1;
+        int ncfft2 = nfft>>2;
+        Complex * rtw = real_twiddles(ncfft2);
+
+        // use optimized mode for even real
+        fwd( dst, reinterpret_cast<const Complex*> (src), ncfft);
+        Complex dc = dst[0].real() +  dst[0].imag();
+        Complex nyquist = dst[0].real() -  dst[0].imag();
+        int k;
+        for ( k=1;k <= ncfft2 ; ++k ) {
+          Complex fpk = dst[k];
+          Complex fpnk = conj(dst[ncfft-k]);
+          Complex f1k = fpk + fpnk;
+          Complex f2k = fpk - fpnk;
+          Complex tw= f2k * rtw[k-1];
+          dst[k] =  (f1k + tw) * Scalar(.5);
+          dst[ncfft-k] =  conj(f1k -tw)*Scalar(.5);
+        }
+        dst[0] = dc;
+        dst[ncfft] = nyquist;
+      }
+    }
+
+  // inverse complex-to-complex
+  inline
+    void inv(Complex * dst,const Complex  *src,int nfft)
+    {
+      get_plan(nfft,true).work(0, dst, src, 1,1);
+    }
+
+  // half-complex to scalar
+  inline
+    void inv( Scalar * dst,const Complex * src,int nfft) 
+    {
+      if (nfft&3) {
+        m_tmpBuf1.resize(nfft);
+        m_tmpBuf2.resize(nfft);
+        std::copy(src,src+(nfft>>1)+1,m_tmpBuf1.begin() );
+        for (int k=1;k<(nfft>>1)+1;++k)
+          m_tmpBuf1[nfft-k] = conj(m_tmpBuf1[k]);
+        inv(&m_tmpBuf2[0],&m_tmpBuf1[0],nfft);
+        for (int k=0;k<nfft;++k)
+          dst[k] = m_tmpBuf2[k].real();
+      }else{
+        // optimized version for multiple of 4
+        int ncfft = nfft>>1;
+        int ncfft2 = nfft>>2;
+        Complex * rtw = real_twiddles(ncfft2);
+        m_tmpBuf1.resize(ncfft);
+        m_tmpBuf1[0] = Complex( src[0].real() + src[ncfft].real(), src[0].real() - src[ncfft].real() );
+        for (int k = 1; k <= ncfft / 2; ++k) {
+          Complex fk = src[k];
+          Complex fnkc = conj(src[ncfft-k]);
+          Complex fek = fk + fnkc;
+          Complex tmp = fk - fnkc;
+          Complex fok = tmp * conj(rtw[k-1]);
+          m_tmpBuf1[k] = fek + fok;
+          m_tmpBuf1[ncfft-k] = conj(fek - fok);
+        }
+        get_plan(ncfft,true).work(0, reinterpret_cast<Complex*>(dst), &m_tmpBuf1[0], 1,1);
+      }
+    }
+
+  protected:
+  typedef kiss_cpx_fft<Scalar> PlanData;
+  typedef std::map<int,PlanData> PlanMap;
+
+  PlanMap m_plans;
+  std::map<int, std::vector<Complex> > m_realTwiddles;
+  std::vector<Complex> m_tmpBuf1;
+  std::vector<Complex> m_tmpBuf2;
+
+  inline
+    int PlanKey(int nfft, bool isinverse) const { return (nfft<<1) | int(isinverse); }
+
+  inline
+    PlanData & get_plan(int nfft, bool inverse)
+    {
+      // TODO look for PlanKey(nfft, ! inverse) and conjugate the twiddles
+      PlanData & pd = m_plans[ PlanKey(nfft,inverse) ];
+      if ( pd.m_twiddles.size() == 0 ) {
+        pd.make_twiddles(nfft,inverse);
+        pd.factorize(nfft);
+      }
+      return pd;
+    }
+
+  inline
+    Complex * real_twiddles(int ncfft2)
+    {
+      using std::acos;
+      std::vector<Complex> & twidref = m_realTwiddles[ncfft2];// creates new if not there
+      if ( (int)twidref.size() != ncfft2 ) {
+        twidref.resize(ncfft2);
+        int ncfft= ncfft2<<1;
+        Scalar pi =  acos( Scalar(-1) );
+        for (int k=1;k<=ncfft2;++k) 
+          twidref[k-1] = exp( Complex(0,-pi * (Scalar(k) / ncfft + Scalar(.5)) ) );
+      }
+      return &twidref[0];
+    }
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+/* vim: set filetype=cpp et sw=2 ts=2 ai: */

external/include/eigen3/unsupported/Eigen/src/IterativeSolvers/ConstrainedConjGrad.h

@@ -0,0 +1,189 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr>
+
+/* NOTE The functions of this file have been adapted from the GMM++ library */
+
+//========================================================================
+//
+// Copyright (C) 2002-2007 Yves Renard
+//
+// This file is a part of GETFEM++
+//
+// Getfem++ 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; version 2.1 of the License.
+//
+// This program 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 program; if not, write to the Free Software
+// Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA  02110-1301,
+// USA.
+//
+//========================================================================
+
+#include "../../../../Eigen/src/Core/util/NonMPL2.h"
+
+#ifndef EIGEN_CONSTRAINEDCG_H
+#define EIGEN_CONSTRAINEDCG_H
+
+#include <Eigen/Core>
+
+namespace Eigen { 
+
+namespace internal {
+
+/** \ingroup IterativeSolvers_Module
+  * Compute the pseudo inverse of the non-square matrix C such that
+  * \f$ CINV = (C * C^T)^{-1} * C \f$ based on a conjugate gradient method.
+  *
+  * This function is internally used by constrained_cg.
+  */
+template <typename CMatrix, typename CINVMatrix>
+void pseudo_inverse(const CMatrix &C, CINVMatrix &CINV)
+{
+  // optimisable : copie de la ligne, precalcul de C * trans(C).
+  typedef typename CMatrix::Scalar Scalar;
+  typedef typename CMatrix::Index Index;
+  // FIXME use sparse vectors ?
+  typedef Matrix<Scalar,Dynamic,1> TmpVec;
+
+  Index rows = C.rows(), cols = C.cols();
+
+  TmpVec d(rows), e(rows), l(cols), p(rows), q(rows), r(rows);
+  Scalar rho, rho_1, alpha;
+  d.setZero();
+
+  typedef Triplet<double> T;
+  std::vector<T> tripletList;
+    
+  for (Index i = 0; i < rows; ++i)
+  {
+    d[i] = 1.0;
+    rho = 1.0;
+    e.setZero();
+    r = d;
+    p = d;
+
+    while (rho >= 1e-38)
+    { /* conjugate gradient to compute e             */
+      /* which is the i-th row of inv(C * trans(C))  */
+      l = C.transpose() * p;
+      q = C * l;
+      alpha = rho / p.dot(q);
+      e +=  alpha * p;
+      r += -alpha * q;
+      rho_1 = rho;
+      rho = r.dot(r);
+      p = (rho/rho_1) * p + r;
+    }
+
+    l = C.transpose() * e; // l is the i-th row of CINV
+    // FIXME add a generic "prune/filter" expression for both dense and sparse object to sparse
+    for (Index j=0; j<l.size(); ++j)
+      if (l[j]<1e-15)
+	tripletList.push_back(T(i,j,l(j)));
+
+	
+    d[i] = 0.0;
+  }
+  CINV.setFromTriplets(tripletList.begin(), tripletList.end());
+}
+
+
+
+/** \ingroup IterativeSolvers_Module
+  * Constrained conjugate gradient
+  *
+  * Computes the minimum of \f$ 1/2((Ax).x) - bx \f$ under the contraint \f$ Cx \le f \f$
+  */
+template<typename TMatrix, typename CMatrix,
+         typename VectorX, typename VectorB, typename VectorF>
+void constrained_cg(const TMatrix& A, const CMatrix& C, VectorX& x,
+                       const VectorB& b, const VectorF& f, IterationController &iter)
+{
+  using std::sqrt;
+  typedef typename TMatrix::Scalar Scalar;
+  typedef typename TMatrix::Index Index;
+  typedef Matrix<Scalar,Dynamic,1>  TmpVec;
+
+  Scalar rho = 1.0, rho_1, lambda, gamma;
+  Index xSize = x.size();
+  TmpVec  p(xSize), q(xSize), q2(xSize),
+          r(xSize), old_z(xSize), z(xSize),
+          memox(xSize);
+  std::vector<bool> satured(C.rows());
+  p.setZero();
+  iter.setRhsNorm(sqrt(b.dot(b))); // gael vect_sp(PS, b, b)
+  if (iter.rhsNorm() == 0.0) iter.setRhsNorm(1.0);
+
+  SparseMatrix<Scalar,RowMajor> CINV(C.rows(), C.cols());
+  pseudo_inverse(C, CINV);
+
+  while(true)
+  {
+    // computation of residual
+    old_z = z;
+    memox = x;
+    r = b;
+    r += A * -x;
+    z = r;
+    bool transition = false;
+    for (Index i = 0; i < C.rows(); ++i)
+    {
+      Scalar al = C.row(i).dot(x) - f.coeff(i);
+      if (al >= -1.0E-15)
+      {
+        if (!satured[i])
+        {
+          satured[i] = true;
+          transition = true;
+        }
+        Scalar bb = CINV.row(i).dot(z);
+        if (bb > 0.0)
+          // FIXME: we should allow that: z += -bb * C.row(i);
+          for (typename CMatrix::InnerIterator it(C,i); it; ++it)
+            z.coeffRef(it.index()) -= bb*it.value();
+      }
+      else
+        satured[i] = false;
+    }
+
+    // descent direction
+    rho_1 = rho;
+    rho = r.dot(z);
+
+    if (iter.finished(rho)) break;
+
+    if (iter.noiseLevel() > 0 && transition) std::cerr << "CCG: transition\n";
+    if (transition || iter.first()) gamma = 0.0;
+    else gamma = (std::max)(0.0, (rho - old_z.dot(z)) / rho_1);
+    p = z + gamma*p;
+
+    ++iter;
+    // one dimensionnal optimization
+    q = A * p;
+    lambda = rho / q.dot(p);
+    for (Index i = 0; i < C.rows(); ++i)
+    {
+      if (!satured[i])
+      {
+        Scalar bb = C.row(i).dot(p) - f[i];
+        if (bb > 0.0)
+          lambda = (std::min)(lambda, (f.coeff(i)-C.row(i).dot(x)) / bb);
+      }
+    }
+    x += lambda * p;
+    memox -= x;
+  }
+}
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_CONSTRAINEDCG_H

external/include/eigen3/unsupported/Eigen/src/IterativeSolvers/DGMRES.h

@@ -0,0 +1,510 @@
+// 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>
+//
+// 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_DGMRES_H
+#define EIGEN_DGMRES_H
+
+#include <Eigen/Eigenvalues>
+
+namespace Eigen { 
+  
+template< typename _MatrixType,
+          typename _Preconditioner = DiagonalPreconditioner<typename _MatrixType::Scalar> >
+class DGMRES;
+
+namespace internal {
+
+template< typename _MatrixType, typename _Preconditioner>
+struct traits<DGMRES<_MatrixType,_Preconditioner> >
+{
+  typedef _MatrixType MatrixType;
+  typedef _Preconditioner Preconditioner;
+};
+
+/** \brief Computes a permutation vector to have a sorted sequence
+  * \param vec The vector to reorder.
+  * \param perm gives the sorted sequence on output. Must be initialized with 0..n-1
+  * \param ncut Put  the ncut smallest elements at the end of the vector
+  * WARNING This is an expensive sort, so should be used only 
+  * for small size vectors
+  * TODO Use modified QuickSplit or std::nth_element to get the smallest values 
+  */
+template <typename VectorType, typename IndexType>
+void sortWithPermutation (VectorType& vec, IndexType& perm, typename IndexType::Scalar& ncut)
+{
+  eigen_assert(vec.size() == perm.size());
+  bool flag; 
+  for (Index k  = 0; k < ncut; k++)
+  {
+    flag = false;
+    for (Index j = 0; j < vec.size()-1; j++)
+    {
+      if ( vec(perm(j)) < vec(perm(j+1)) )
+      {
+        std::swap(perm(j),perm(j+1)); 
+        flag = true;
+      }
+      if (!flag) break; // The vector is in sorted order
+    }
+  }
+}
+
+}
+/**
+ * \ingroup IterativeLInearSolvers_Module
+ * \brief A Restarted GMRES with deflation.
+ * This class implements a modification of the GMRES solver for
+ * sparse linear systems. The basis is built with modified 
+ * Gram-Schmidt. At each restart, a few approximated eigenvectors
+ * corresponding to the smallest eigenvalues are used to build a
+ * preconditioner for the next cycle. This preconditioner 
+ * for deflation can be combined with any other preconditioner, 
+ * the IncompleteLUT for instance. The preconditioner is applied 
+ * at right of the matrix and the combination is multiplicative.
+ * 
+ * \tparam _MatrixType the type of the sparse matrix A, can be a dense or a sparse matrix.
+ * \tparam _Preconditioner the type of the preconditioner. Default is DiagonalPreconditioner
+ * Typical usage :
+ * \code
+ * SparseMatrix<double> A;
+ * VectorXd x, b; 
+ * //Fill A and b ...
+ * DGMRES<SparseMatrix<double> > solver;
+ * solver.set_restart(30); // Set restarting value
+ * solver.setEigenv(1); // Set the number of eigenvalues to deflate
+ * solver.compute(A);
+ * x = solver.solve(b);
+ * \endcode
+ * 
+ * DGMRES can also be used in a matrix-free context, see the following \link MatrixfreeSolverExample example \endlink.
+ *
+ * References :
+ * [1] D. NUENTSA WAKAM and F. PACULL, Memory Efficient Hybrid
+ *  Algebraic Solvers for Linear Systems Arising from Compressible
+ *  Flows, Computers and Fluids, In Press,
+ *  http://dx.doi.org/10.1016/j.compfluid.2012.03.023   
+ * [2] K. Burrage and J. Erhel, On the performance of various 
+ * adaptive preconditioned GMRES strategies, 5(1998), 101-121.
+ * [3] J. Erhel, K. Burrage and B. Pohl, Restarted GMRES 
+ *  preconditioned by deflation,J. Computational and Applied
+ *  Mathematics, 69(1996), 303-318. 
+
+ * 
+ */
+template< typename _MatrixType, typename _Preconditioner>
+class DGMRES : public IterativeSolverBase<DGMRES<_MatrixType,_Preconditioner> >
+{
+    typedef IterativeSolverBase<DGMRES> Base;
+    using Base::matrix;
+    using Base::m_error;
+    using Base::m_iterations;
+    using Base::m_info;
+    using Base::m_isInitialized;
+    using Base::m_tolerance; 
+  public:
+    using Base::_solve_impl;
+    typedef _MatrixType MatrixType;
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename MatrixType::StorageIndex StorageIndex;
+    typedef typename MatrixType::RealScalar RealScalar;
+    typedef _Preconditioner Preconditioner;
+    typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix; 
+    typedef Matrix<RealScalar,Dynamic,Dynamic> DenseRealMatrix; 
+    typedef Matrix<Scalar,Dynamic,1> DenseVector;
+    typedef Matrix<RealScalar,Dynamic,1> DenseRealVector; 
+    typedef Matrix<std::complex<RealScalar>, Dynamic, 1> ComplexVector;
+ 
+    
+  /** Default constructor. */
+  DGMRES() : Base(),m_restart(30),m_neig(0),m_r(0),m_maxNeig(5),m_isDeflAllocated(false),m_isDeflInitialized(false) {}
+
+  /** Initialize the solver with matrix \a A for further \c Ax=b solving.
+    * 
+    * This constructor is a shortcut for the default constructor followed
+    * by a call to compute().
+    * 
+    * \warning this class stores a reference to the matrix A as well as some
+    * precomputed values that depend on it. Therefore, if \a A is changed
+    * this class becomes invalid. Call compute() to update it with the new
+    * matrix A, or modify a copy of A.
+    */
+  template<typename MatrixDerived>
+  explicit DGMRES(const EigenBase<MatrixDerived>& A) : Base(A.derived()), m_restart(30),m_neig(0),m_r(0),m_maxNeig(5),m_isDeflAllocated(false),m_isDeflInitialized(false) {}
+
+  ~DGMRES() {}
+  
+  /** \internal */
+  template<typename Rhs,typename Dest>
+  void _solve_with_guess_impl(const Rhs& b, Dest& x) const
+  {    
+    bool failed = false;
+    for(Index j=0; j<b.cols(); ++j)
+    {
+      m_iterations = Base::maxIterations();
+      m_error = Base::m_tolerance;
+      
+      typename Dest::ColXpr xj(x,j);
+      dgmres(matrix(), b.col(j), xj, Base::m_preconditioner);
+    }
+    m_info = failed ? NumericalIssue
+           : m_error <= Base::m_tolerance ? Success
+           : NoConvergence;
+    m_isInitialized = true;
+  }
+
+  /** \internal */
+  template<typename Rhs,typename Dest>
+  void _solve_impl(const Rhs& b, MatrixBase<Dest>& x) const
+  {
+    x = b;
+    _solve_with_guess_impl(b,x.derived());
+  }
+  /** 
+   * Get the restart value
+    */
+  Index restart() { return m_restart; }
+  
+  /** 
+   * Set the restart value (default is 30)  
+   */
+  void set_restart(const Index restart) { m_restart=restart; }
+  
+  /** 
+   * Set the number of eigenvalues to deflate at each restart 
+   */
+  void setEigenv(const Index neig) 
+  {
+    m_neig = neig;
+    if (neig+1 > m_maxNeig) m_maxNeig = neig+1; // To allow for complex conjugates
+  }
+  
+  /** 
+   * Get the size of the deflation subspace size
+   */ 
+  Index deflSize() {return m_r; }
+  
+  /**
+   * Set the maximum size of the deflation subspace
+   */
+  void setMaxEigenv(const Index maxNeig) { m_maxNeig = maxNeig; }
+  
+  protected:
+    // DGMRES algorithm 
+    template<typename Rhs, typename Dest>
+    void dgmres(const MatrixType& mat,const Rhs& rhs, Dest& x, const Preconditioner& precond) const;
+    // Perform one cycle of GMRES
+    template<typename Dest>
+    Index dgmresCycle(const MatrixType& mat, const Preconditioner& precond, Dest& x, DenseVector& r0, RealScalar& beta, const RealScalar& normRhs, Index& nbIts) const; 
+    // Compute data to use for deflation 
+    Index dgmresComputeDeflationData(const MatrixType& mat, const Preconditioner& precond, const Index& it, StorageIndex& neig) const;
+    // Apply deflation to a vector
+    template<typename RhsType, typename DestType>
+    Index dgmresApplyDeflation(const RhsType& In, DestType& Out) const; 
+    ComplexVector schurValues(const ComplexSchur<DenseMatrix>& schurofH) const;
+    ComplexVector schurValues(const RealSchur<DenseMatrix>& schurofH) const;
+    // Init data for deflation
+    void dgmresInitDeflation(Index& rows) const; 
+    mutable DenseMatrix m_V; // Krylov basis vectors
+    mutable DenseMatrix m_H; // Hessenberg matrix 
+    mutable DenseMatrix m_Hes; // Initial hessenberg matrix wihout Givens rotations applied
+    mutable Index m_restart; // Maximum size of the Krylov subspace
+    mutable DenseMatrix m_U; // Vectors that form the basis of the invariant subspace 
+    mutable DenseMatrix m_MU; // matrix operator applied to m_U (for next cycles)
+    mutable DenseMatrix m_T; /* T=U^T*M^{-1}*A*U */
+    mutable PartialPivLU<DenseMatrix> m_luT; // LU factorization of m_T
+    mutable StorageIndex m_neig; //Number of eigenvalues to extract at each restart
+    mutable Index m_r; // Current number of deflated eigenvalues, size of m_U
+    mutable Index m_maxNeig; // Maximum number of eigenvalues to deflate
+    mutable RealScalar m_lambdaN; //Modulus of the largest eigenvalue of A
+    mutable bool m_isDeflAllocated;
+    mutable bool m_isDeflInitialized;
+    
+    //Adaptive strategy 
+    mutable RealScalar m_smv; // Smaller multiple of the remaining number of steps allowed
+    mutable bool m_force; // Force the use of deflation at each restart
+    
+}; 
+/** 
+ * \brief Perform several cycles of restarted GMRES with modified Gram Schmidt, 
+ * 
+ * A right preconditioner is used combined with deflation.
+ * 
+ */
+template< typename _MatrixType, typename _Preconditioner>
+template<typename Rhs, typename Dest>
+void DGMRES<_MatrixType, _Preconditioner>::dgmres(const MatrixType& mat,const Rhs& rhs, Dest& x,
+              const Preconditioner& precond) const
+{
+  //Initialization
+  Index n = mat.rows(); 
+  DenseVector r0(n); 
+  Index nbIts = 0; 
+  m_H.resize(m_restart+1, m_restart);
+  m_Hes.resize(m_restart, m_restart);
+  m_V.resize(n,m_restart+1);
+  //Initial residual vector and intial norm
+  x = precond.solve(x);
+  r0 = rhs - mat * x; 
+  RealScalar beta = r0.norm(); 
+  RealScalar normRhs = rhs.norm();
+  m_error = beta/normRhs; 
+  if(m_error < m_tolerance)
+    m_info = Success; 
+  else
+    m_info = NoConvergence;
+  
+  // Iterative process
+  while (nbIts < m_iterations && m_info == NoConvergence)
+  {
+    dgmresCycle(mat, precond, x, r0, beta, normRhs, nbIts); 
+    
+    // Compute the new residual vector for the restart 
+    if (nbIts < m_iterations && m_info == NoConvergence)
+      r0 = rhs - mat * x; 
+  }
+} 
+
+/**
+ * \brief Perform one restart cycle of DGMRES
+ * \param mat The coefficient matrix
+ * \param precond The preconditioner
+ * \param x the new approximated solution
+ * \param r0 The initial residual vector
+ * \param beta The norm of the residual computed so far
+ * \param normRhs The norm of the right hand side vector
+ * \param nbIts The number of iterations
+ */
+template< typename _MatrixType, typename _Preconditioner>
+template<typename Dest>
+Index DGMRES<_MatrixType, _Preconditioner>::dgmresCycle(const MatrixType& mat, const Preconditioner& precond, Dest& x, DenseVector& r0, RealScalar& beta, const RealScalar& normRhs, Index& nbIts) const
+{
+  //Initialization 
+  DenseVector g(m_restart+1); // Right hand side of the least square problem
+  g.setZero();  
+  g(0) = Scalar(beta); 
+  m_V.col(0) = r0/beta; 
+  m_info = NoConvergence; 
+  std::vector<JacobiRotation<Scalar> >gr(m_restart); // Givens rotations
+  Index it = 0; // Number of inner iterations 
+  Index n = mat.rows();
+  DenseVector tv1(n), tv2(n);  //Temporary vectors
+  while (m_info == NoConvergence && it < m_restart && nbIts < m_iterations)
+  {    
+    // Apply preconditioner(s) at right
+    if (m_isDeflInitialized )
+    {
+      dgmresApplyDeflation(m_V.col(it), tv1); // Deflation
+      tv2 = precond.solve(tv1); 
+    }
+    else
+    {
+      tv2 = precond.solve(m_V.col(it)); // User's selected preconditioner
+    }
+    tv1 = mat * tv2; 
+   
+    // Orthogonalize it with the previous basis in the basis using modified Gram-Schmidt
+    Scalar coef; 
+    for (Index i = 0; i <= it; ++i)
+    { 
+      coef = tv1.dot(m_V.col(i));
+      tv1 = tv1 - coef * m_V.col(i); 
+      m_H(i,it) = coef; 
+      m_Hes(i,it) = coef; 
+    }
+    // Normalize the vector 
+    coef = tv1.norm(); 
+    m_V.col(it+1) = tv1/coef;
+    m_H(it+1, it) = coef;
+//     m_Hes(it+1,it) = coef; 
+    
+    // FIXME Check for happy breakdown 
+    
+    // Update Hessenberg matrix with Givens rotations
+    for (Index i = 1; i <= it; ++i) 
+    {
+      m_H.col(it).applyOnTheLeft(i-1,i,gr[i-1].adjoint());
+    }
+    // Compute the new plane rotation 
+    gr[it].makeGivens(m_H(it, it), m_H(it+1,it)); 
+    // Apply the new rotation
+    m_H.col(it).applyOnTheLeft(it,it+1,gr[it].adjoint());
+    g.applyOnTheLeft(it,it+1, gr[it].adjoint()); 
+    
+    beta = std::abs(g(it+1));
+    m_error = beta/normRhs; 
+    // std::cerr << nbIts << " Relative Residual Norm " << m_error << std::endl;
+    it++; nbIts++; 
+    
+    if (m_error < m_tolerance)
+    {
+      // The method has converged
+      m_info = Success;
+      break;
+    }
+  }
+  
+  // Compute the new coefficients by solving the least square problem
+//   it++;
+  //FIXME  Check first if the matrix is singular ... zero diagonal
+  DenseVector nrs(m_restart); 
+  nrs = m_H.topLeftCorner(it,it).template triangularView<Upper>().solve(g.head(it)); 
+  
+  // Form the new solution
+  if (m_isDeflInitialized)
+  {
+    tv1 = m_V.leftCols(it) * nrs; 
+    dgmresApplyDeflation(tv1, tv2); 
+    x = x + precond.solve(tv2);
+  }
+  else
+    x = x + precond.solve(m_V.leftCols(it) * nrs); 
+  
+  // Go for a new cycle and compute data for deflation
+  if(nbIts < m_iterations && m_info == NoConvergence && m_neig > 0 && (m_r+m_neig) < m_maxNeig)
+    dgmresComputeDeflationData(mat, precond, it, m_neig); 
+  return 0; 
+  
+}
+
+
+template< typename _MatrixType, typename _Preconditioner>
+void DGMRES<_MatrixType, _Preconditioner>::dgmresInitDeflation(Index& rows) const
+{
+  m_U.resize(rows, m_maxNeig);
+  m_MU.resize(rows, m_maxNeig); 
+  m_T.resize(m_maxNeig, m_maxNeig);
+  m_lambdaN = 0.0; 
+  m_isDeflAllocated = true; 
+}
+
+template< typename _MatrixType, typename _Preconditioner>
+inline typename DGMRES<_MatrixType, _Preconditioner>::ComplexVector DGMRES<_MatrixType, _Preconditioner>::schurValues(const ComplexSchur<DenseMatrix>& schurofH) const
+{
+  return schurofH.matrixT().diagonal();
+}
+
+template< typename _MatrixType, typename _Preconditioner>
+inline typename DGMRES<_MatrixType, _Preconditioner>::ComplexVector DGMRES<_MatrixType, _Preconditioner>::schurValues(const RealSchur<DenseMatrix>& schurofH) const
+{
+  const DenseMatrix& T = schurofH.matrixT();
+  Index it = T.rows();
+  ComplexVector eig(it);
+  Index j = 0;
+  while (j < it-1)
+  {
+    if (T(j+1,j) ==Scalar(0))
+    {
+      eig(j) = std::complex<RealScalar>(T(j,j),RealScalar(0)); 
+      j++; 
+    }
+    else
+    {
+      eig(j) = std::complex<RealScalar>(T(j,j),T(j+1,j)); 
+      eig(j+1) = std::complex<RealScalar>(T(j,j+1),T(j+1,j+1));
+      j++;
+    }
+  }
+  if (j < it-1) eig(j) = std::complex<RealScalar>(T(j,j),RealScalar(0));
+  return eig;
+}
+
+template< typename _MatrixType, typename _Preconditioner>
+Index DGMRES<_MatrixType, _Preconditioner>::dgmresComputeDeflationData(const MatrixType& mat, const Preconditioner& precond, const Index& it, StorageIndex& neig) const
+{
+  // First, find the Schur form of the Hessenberg matrix H
+  typename internal::conditional<NumTraits<Scalar>::IsComplex, ComplexSchur<DenseMatrix>, RealSchur<DenseMatrix> >::type schurofH; 
+  bool computeU = true;
+  DenseMatrix matrixQ(it,it); 
+  matrixQ.setIdentity();
+  schurofH.computeFromHessenberg(m_Hes.topLeftCorner(it,it), matrixQ, computeU); 
+  
+  ComplexVector eig(it);
+  Matrix<StorageIndex,Dynamic,1>perm(it);
+  eig = this->schurValues(schurofH);
+  
+  // Reorder the absolute values of Schur values
+  DenseRealVector modulEig(it); 
+  for (Index j=0; j<it; ++j) modulEig(j) = std::abs(eig(j)); 
+  perm.setLinSpaced(it,0,internal::convert_index<StorageIndex>(it-1));
+  internal::sortWithPermutation(modulEig, perm, neig);
+  
+  if (!m_lambdaN)
+  {
+    m_lambdaN = (std::max)(modulEig.maxCoeff(), m_lambdaN);
+  }
+  //Count the real number of extracted eigenvalues (with complex conjugates)
+  Index nbrEig = 0; 
+  while (nbrEig < neig)
+  {
+    if(eig(perm(it-nbrEig-1)).imag() == RealScalar(0)) nbrEig++; 
+    else nbrEig += 2; 
+  }
+  // Extract the  Schur vectors corresponding to the smallest Ritz values
+  DenseMatrix Sr(it, nbrEig); 
+  Sr.setZero();
+  for (Index j = 0; j < nbrEig; j++)
+  {
+    Sr.col(j) = schurofH.matrixU().col(perm(it-j-1));
+  }
+  
+  // Form the Schur vectors of the initial matrix using the Krylov basis
+  DenseMatrix X; 
+  X = m_V.leftCols(it) * Sr;
+  if (m_r)
+  {
+   // Orthogonalize X against m_U using modified Gram-Schmidt
+   for (Index j = 0; j < nbrEig; j++)
+     for (Index k =0; k < m_r; k++)
+      X.col(j) = X.col(j) - (m_U.col(k).dot(X.col(j)))*m_U.col(k); 
+  }
+  
+  // Compute m_MX = A * M^-1 * X
+  Index m = m_V.rows();
+  if (!m_isDeflAllocated) 
+    dgmresInitDeflation(m); 
+  DenseMatrix MX(m, nbrEig);
+  DenseVector tv1(m);
+  for (Index j = 0; j < nbrEig; j++)
+  {
+    tv1 = mat * X.col(j);
+    MX.col(j) = precond.solve(tv1);
+  }
+  
+  //Update m_T = [U'MU U'MX; X'MU X'MX]
+  m_T.block(m_r, m_r, nbrEig, nbrEig) = X.transpose() * MX; 
+  if(m_r)
+  {
+    m_T.block(0, m_r, m_r, nbrEig) = m_U.leftCols(m_r).transpose() * MX; 
+    m_T.block(m_r, 0, nbrEig, m_r) = X.transpose() * m_MU.leftCols(m_r);
+  }
+  
+  // Save X into m_U and m_MX in m_MU
+  for (Index j = 0; j < nbrEig; j++) m_U.col(m_r+j) = X.col(j);
+  for (Index j = 0; j < nbrEig; j++) m_MU.col(m_r+j) = MX.col(j);
+  // Increase the size of the invariant subspace
+  m_r += nbrEig; 
+  
+  // Factorize m_T into m_luT
+  m_luT.compute(m_T.topLeftCorner(m_r, m_r));
+  
+  //FIXME CHeck if the factorization was correctly done (nonsingular matrix)
+  m_isDeflInitialized = true;
+  return 0; 
+}
+template<typename _MatrixType, typename _Preconditioner>
+template<typename RhsType, typename DestType>
+Index DGMRES<_MatrixType, _Preconditioner>::dgmresApplyDeflation(const RhsType &x, DestType &y) const
+{
+  DenseVector x1 = m_U.leftCols(m_r).transpose() * x; 
+  y = x + m_U.leftCols(m_r) * ( m_lambdaN * m_luT.solve(x1) - x1);
+  return 0; 
+}
+
+} // end namespace Eigen
+#endif 

external/include/eigen3/unsupported/Eigen/src/IterativeSolvers/GMRES.h

@@ -0,0 +1,343 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2011 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2012, 2014 Kolja Brix <brix@igpm.rwth-aaachen.de>
+//
+// 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_GMRES_H
+#define EIGEN_GMRES_H
+
+namespace Eigen {
+
+namespace internal {
+
+/**
+* Generalized Minimal Residual Algorithm based on the
+* Arnoldi algorithm implemented with Householder reflections.
+*
+* Parameters:
+*  \param mat       matrix of linear system of equations
+*  \param rhs       right hand side vector of linear system of equations
+*  \param x         on input: initial guess, on output: solution
+*  \param precond   preconditioner used
+*  \param iters     on input: maximum number of iterations to perform
+*                   on output: number of iterations performed
+*  \param restart   number of iterations for a restart
+*  \param tol_error on input: relative residual tolerance
+*                   on output: residuum achieved
+*
+* \sa IterativeMethods::bicgstab()
+*
+*
+* For references, please see:
+*
+* Saad, Y. and Schultz, M. H.
+* GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems.
+* SIAM J.Sci.Stat.Comp. 7, 1986, pp. 856 - 869.
+*
+* Saad, Y.
+* Iterative Methods for Sparse Linear Systems.
+* Society for Industrial and Applied Mathematics, Philadelphia, 2003.
+*
+* Walker, H. F.
+* Implementations of the GMRES method.
+* Comput.Phys.Comm. 53, 1989, pp. 311 - 320.
+*
+* Walker, H. F.
+* Implementation of the GMRES Method using Householder Transformations.
+* SIAM J.Sci.Stat.Comp. 9, 1988, pp. 152 - 163.
+*
+*/
+template<typename MatrixType, typename Rhs, typename Dest, typename Preconditioner>
+bool gmres(const MatrixType & mat, const Rhs & rhs, Dest & x, const Preconditioner & precond,
+    Index &iters, const Index &restart, typename Dest::RealScalar & tol_error) {
+
+  using std::sqrt;
+  using std::abs;
+
+  typedef typename Dest::RealScalar RealScalar;
+  typedef typename Dest::Scalar Scalar;
+  typedef Matrix < Scalar, Dynamic, 1 > VectorType;
+  typedef Matrix < Scalar, Dynamic, Dynamic, ColMajor> FMatrixType;
+
+  RealScalar tol = tol_error;
+  const Index maxIters = iters;
+  iters = 0;
+
+  const Index m = mat.rows();
+
+  // residual and preconditioned residual
+  VectorType p0 = rhs - mat*x;
+  VectorType r0 = precond.solve(p0);
+
+  const RealScalar r0Norm = r0.norm();
+
+  // is initial guess already good enough?
+  if(r0Norm == 0)
+  {
+    tol_error = 0;
+    return true;
+  }
+
+  // storage for Hessenberg matrix and Householder data
+  FMatrixType H   = FMatrixType::Zero(m, restart + 1);
+  VectorType w    = VectorType::Zero(restart + 1);
+  VectorType tau  = VectorType::Zero(restart + 1);
+
+  // storage for Jacobi rotations
+  std::vector < JacobiRotation < Scalar > > G(restart);
+  
+  // storage for temporaries
+  VectorType t(m), v(m), workspace(m), x_new(m);
+
+  // generate first Householder vector
+  Ref<VectorType> H0_tail = H.col(0).tail(m - 1);
+  RealScalar beta;
+  r0.makeHouseholder(H0_tail, tau.coeffRef(0), beta);
+  w(0) = Scalar(beta);
+  
+  for (Index k = 1; k <= restart; ++k)
+  {
+    ++iters;
+
+    v = VectorType::Unit(m, k - 1);
+
+    // apply Householder reflections H_{1} ... H_{k-1} to v
+    // TODO: use a HouseholderSequence
+    for (Index i = k - 1; i >= 0; --i) {
+      v.tail(m - i).applyHouseholderOnTheLeft(H.col(i).tail(m - i - 1), tau.coeffRef(i), workspace.data());
+    }
+
+    // apply matrix M to v:  v = mat * v;
+    t.noalias() = mat * v;
+    v = precond.solve(t);
+
+    // apply Householder reflections H_{k-1} ... H_{1} to v
+    // TODO: use a HouseholderSequence
+    for (Index i = 0; i < k; ++i) {
+      v.tail(m - i).applyHouseholderOnTheLeft(H.col(i).tail(m - i - 1), tau.coeffRef(i), workspace.data());
+    }
+
+    if (v.tail(m - k).norm() != 0.0)
+    {
+      if (k <= restart)
+      {
+        // generate new Householder vector
+        Ref<VectorType> Hk_tail = H.col(k).tail(m - k - 1);
+        v.tail(m - k).makeHouseholder(Hk_tail, tau.coeffRef(k), beta);
+
+        // apply Householder reflection H_{k} to v
+        v.tail(m - k).applyHouseholderOnTheLeft(Hk_tail, tau.coeffRef(k), workspace.data());
+      }
+    }
+
+    if (k > 1)
+    {
+      for (Index i = 0; i < k - 1; ++i)
+      {
+        // apply old Givens rotations to v
+        v.applyOnTheLeft(i, i + 1, G[i].adjoint());
+      }
+    }
+
+    if (k<m && v(k) != (Scalar) 0)
+    {
+      // determine next Givens rotation
+      G[k - 1].makeGivens(v(k - 1), v(k));
+
+      // apply Givens rotation to v and w
+      v.applyOnTheLeft(k - 1, k, G[k - 1].adjoint());
+      w.applyOnTheLeft(k - 1, k, G[k - 1].adjoint());
+    }
+
+    // insert coefficients into upper matrix triangle
+    H.col(k-1).head(k) = v.head(k);
+
+    tol_error = abs(w(k)) / r0Norm;
+    bool stop = (k==m || tol_error < tol || iters == maxIters);
+
+    if (stop || k == restart)
+    {
+      // solve upper triangular system
+      Ref<VectorType> y = w.head(k);
+      H.topLeftCorner(k, k).template triangularView <Upper>().solveInPlace(y);
+
+      // use Horner-like scheme to calculate solution vector
+      x_new.setZero();
+      for (Index i = k - 1; i >= 0; --i)
+      {
+        x_new(i) += y(i);
+        // apply Householder reflection H_{i} to x_new
+        x_new.tail(m - i).applyHouseholderOnTheLeft(H.col(i).tail(m - i - 1), tau.coeffRef(i), workspace.data());
+      }
+
+      x += x_new;
+
+      if(stop)
+      {
+        return true;
+      }
+      else
+      {
+        k=0;
+
+        // reset data for restart
+        p0.noalias() = rhs - mat*x;
+        r0 = precond.solve(p0);
+
+        // clear Hessenberg matrix and Householder data
+        H.setZero();
+        w.setZero();
+        tau.setZero();
+
+        // generate first Householder vector
+        r0.makeHouseholder(H0_tail, tau.coeffRef(0), beta);
+        w(0) = Scalar(beta);
+      }
+    }
+  }
+
+  return false;
+
+}
+
+}
+
+template< typename _MatrixType,
+          typename _Preconditioner = DiagonalPreconditioner<typename _MatrixType::Scalar> >
+class GMRES;
+
+namespace internal {
+
+template< typename _MatrixType, typename _Preconditioner>
+struct traits<GMRES<_MatrixType,_Preconditioner> >
+{
+  typedef _MatrixType MatrixType;
+  typedef _Preconditioner Preconditioner;
+};
+
+}
+
+/** \ingroup IterativeLinearSolvers_Module
+  * \brief A GMRES solver for sparse square problems
+  *
+  * This class allows to solve for A.x = b sparse linear problems using a generalized minimal
+  * residual method. The vectors x and b can be either dense or sparse.
+  *
+  * \tparam _MatrixType the type of the sparse matrix A, can be a dense or a sparse matrix.
+  * \tparam _Preconditioner the type of the preconditioner. Default is DiagonalPreconditioner
+  *
+  * The maximal number of iterations and tolerance value can be controlled via the setMaxIterations()
+  * and setTolerance() methods. The defaults are the size of the problem for the maximal number of iterations
+  * and NumTraits<Scalar>::epsilon() for the tolerance.
+  *
+  * This class can be used as the direct solver classes. Here is a typical usage example:
+  * \code
+  * int n = 10000;
+  * VectorXd x(n), b(n);
+  * SparseMatrix<double> A(n,n);
+  * // fill A and b
+  * GMRES<SparseMatrix<double> > solver(A);
+  * x = solver.solve(b);
+  * std::cout << "#iterations:     " << solver.iterations() << std::endl;
+  * std::cout << "estimated error: " << solver.error()      << std::endl;
+  * // update b, and solve again
+  * x = solver.solve(b);
+  * \endcode
+  *
+  * By default the iterations start with x=0 as an initial guess of the solution.
+  * One can control the start using the solveWithGuess() method.
+  * 
+  * GMRES can also be used in a matrix-free context, see the following \link MatrixfreeSolverExample example \endlink.
+  *
+  * \sa class SimplicialCholesky, DiagonalPreconditioner, IdentityPreconditioner
+  */
+template< typename _MatrixType, typename _Preconditioner>
+class GMRES : public IterativeSolverBase<GMRES<_MatrixType,_Preconditioner> >
+{
+  typedef IterativeSolverBase<GMRES> Base;
+  using Base::matrix;
+  using Base::m_error;
+  using Base::m_iterations;
+  using Base::m_info;
+  using Base::m_isInitialized;
+
+private:
+  Index m_restart;
+
+public:
+  using Base::_solve_impl;
+  typedef _MatrixType MatrixType;
+  typedef typename MatrixType::Scalar Scalar;
+  typedef typename MatrixType::RealScalar RealScalar;
+  typedef _Preconditioner Preconditioner;
+
+public:
+
+  /** Default constructor. */
+  GMRES() : Base(), m_restart(30) {}
+
+  /** Initialize the solver with matrix \a A for further \c Ax=b solving.
+    *
+    * This constructor is a shortcut for the default constructor followed
+    * by a call to compute().
+    *
+    * \warning this class stores a reference to the matrix A as well as some
+    * precomputed values that depend on it. Therefore, if \a A is changed
+    * this class becomes invalid. Call compute() to update it with the new
+    * matrix A, or modify a copy of A.
+    */
+  template<typename MatrixDerived>
+  explicit GMRES(const EigenBase<MatrixDerived>& A) : Base(A.derived()), m_restart(30) {}
+
+  ~GMRES() {}
+
+  /** Get the number of iterations after that a restart is performed.
+    */
+  Index get_restart() { return m_restart; }
+
+  /** Set the number of iterations after that a restart is performed.
+    *  \param restart   number of iterations for a restarti, default is 30.
+    */
+  void set_restart(const Index restart) { m_restart=restart; }
+
+  /** \internal */
+  template<typename Rhs,typename Dest>
+  void _solve_with_guess_impl(const Rhs& b, Dest& x) const
+  {
+    bool failed = false;
+    for(Index j=0; j<b.cols(); ++j)
+    {
+      m_iterations = Base::maxIterations();
+      m_error = Base::m_tolerance;
+
+      typename Dest::ColXpr xj(x,j);
+      if(!internal::gmres(matrix(), b.col(j), xj, Base::m_preconditioner, m_iterations, m_restart, m_error))
+        failed = true;
+    }
+    m_info = failed ? NumericalIssue
+          : m_error <= Base::m_tolerance ? Success
+          : NoConvergence;
+    m_isInitialized = true;
+  }
+
+  /** \internal */
+  template<typename Rhs,typename Dest>
+  void _solve_impl(const Rhs& b, MatrixBase<Dest> &x) const
+  {
+    x = b;
+    if(x.squaredNorm() == 0) return; // Check Zero right hand side
+    _solve_with_guess_impl(b,x.derived());
+  }
+
+protected:
+
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_GMRES_H

external/include/eigen3/unsupported/Eigen/src/IterativeSolvers/IncompleteLU.h

@@ -0,0 +1,90 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2011 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_INCOMPLETE_LU_H
+#define EIGEN_INCOMPLETE_LU_H
+
+namespace Eigen { 
+
+template <typename _Scalar>
+class IncompleteLU : public SparseSolverBase<IncompleteLU<_Scalar> >
+{
+  protected:
+    typedef SparseSolverBase<IncompleteLU<_Scalar> > Base;
+    using Base::m_isInitialized;
+    
+    typedef _Scalar Scalar;
+    typedef Matrix<Scalar,Dynamic,1> Vector;
+    typedef typename Vector::Index Index;
+    typedef SparseMatrix<Scalar,RowMajor> FactorType;
+
+  public:
+    typedef Matrix<Scalar,Dynamic,Dynamic> MatrixType;
+
+    IncompleteLU() {}
+
+    template<typename MatrixType>
+    IncompleteLU(const MatrixType& mat)
+    {
+      compute(mat);
+    }
+
+    Index rows() const { return m_lu.rows(); }
+    Index cols() const { return m_lu.cols(); }
+
+    template<typename MatrixType>
+    IncompleteLU& compute(const MatrixType& mat)
+    {
+      m_lu = mat;
+      int size = mat.cols();
+      Vector diag(size);
+      for(int i=0; i<size; ++i)
+      {
+        typename FactorType::InnerIterator k_it(m_lu,i);
+        for(; k_it && k_it.index()<i; ++k_it)
+        {
+          int k = k_it.index();
+          k_it.valueRef() /= diag(k);
+
+          typename FactorType::InnerIterator j_it(k_it);
+          typename FactorType::InnerIterator kj_it(m_lu, k);
+          while(kj_it && kj_it.index()<=k) ++kj_it;
+          for(++j_it; j_it; )
+          {
+            if(kj_it.index()==j_it.index())
+            {
+              j_it.valueRef() -= k_it.value() * kj_it.value();
+              ++j_it;
+              ++kj_it;
+            }
+            else if(kj_it.index()<j_it.index()) ++kj_it;
+            else                                ++j_it;
+          }
+        }
+        if(k_it && k_it.index()==i) diag(i) = k_it.value();
+        else                        diag(i) = 1;
+      }
+      m_isInitialized = true;
+      return *this;
+    }
+
+    template<typename Rhs, typename Dest>
+    void _solve_impl(const Rhs& b, Dest& x) const
+    {
+      x = m_lu.template triangularView<UnitLower>().solve(b);
+      x = m_lu.template triangularView<Upper>().solve(x);
+    }
+
+  protected:
+    FactorType m_lu;
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_INCOMPLETE_LU_H

external/include/eigen3/unsupported/Eigen/src/IterativeSolvers/IterationController.h

@@ -0,0 +1,154 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr>
+
+/* NOTE The class IterationController has been adapted from the iteration
+ *      class of the GMM++ and ITL libraries.
+ */
+
+//=======================================================================
+// Copyright (C) 1997-2001
+// Authors: Andrew Lumsdaine <lums@osl.iu.edu> 
+//          Lie-Quan Lee     <llee@osl.iu.edu>
+//
+// This file is part of the Iterative Template Library
+//
+// You should have received a copy of the License Agreement for the
+// Iterative Template Library along with the software;  see the
+// file LICENSE.  
+//
+// Permission to modify the code and to distribute modified code is
+// granted, provided the text of this NOTICE is retained, a notice that
+// the code was modified is included with the above COPYRIGHT NOTICE and
+// with the COPYRIGHT NOTICE in the LICENSE file, and that the LICENSE
+// file is distributed with the modified code.
+//
+// LICENSOR MAKES NO REPRESENTATIONS OR WARRANTIES, EXPRESS OR IMPLIED.
+// By way of example, but not limitation, Licensor MAKES NO
+// REPRESENTATIONS OR WARRANTIES OF MERCHANTABILITY OR FITNESS FOR ANY
+// PARTICULAR PURPOSE OR THAT THE USE OF THE LICENSED SOFTWARE COMPONENTS
+// OR DOCUMENTATION WILL NOT INFRINGE ANY PATENTS, COPYRIGHTS, TRADEMARKS
+// OR OTHER RIGHTS.
+//=======================================================================
+
+//========================================================================
+//
+// Copyright (C) 2002-2007 Yves Renard
+//
+// This file is a part of GETFEM++
+//
+// Getfem++ 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; version 2.1 of the License.
+//
+// This program 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 program; if not, write to the Free Software
+// Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA  02110-1301,
+// USA.
+//
+//========================================================================
+
+#include "../../../../Eigen/src/Core/util/NonMPL2.h"
+
+#ifndef EIGEN_ITERATION_CONTROLLER_H
+#define EIGEN_ITERATION_CONTROLLER_H
+
+namespace Eigen { 
+
+/** \ingroup IterativeSolvers_Module
+  * \class IterationController
+  *
+  * \brief Controls the iterations of the iterative solvers
+  *
+  * This class has been adapted from the iteration class of GMM++ and ITL libraries.
+  *
+  */
+class IterationController
+{
+  protected :
+    double m_rhsn;        ///< Right hand side norm
+    size_t m_maxiter;     ///< Max. number of iterations
+    int m_noise;          ///< if noise > 0 iterations are printed
+    double m_resmax;      ///< maximum residual
+    double m_resminreach, m_resadd;
+    size_t m_nit;         ///< iteration number
+    double m_res;         ///< last computed residual
+    bool m_written;
+    void (*m_callback)(const IterationController&);
+  public :
+
+    void init()
+    {
+      m_nit = 0; m_res = 0.0; m_written = false;
+      m_resminreach = 1E50; m_resadd = 0.0;
+      m_callback = 0;
+    }
+
+    IterationController(double r = 1.0E-8, int noi = 0, size_t mit = size_t(-1))
+      : m_rhsn(1.0), m_maxiter(mit), m_noise(noi), m_resmax(r) { init(); }
+
+    void operator ++(int) { m_nit++; m_written = false; m_resadd += m_res; }
+    void operator ++() { (*this)++; }
+
+    bool first() { return m_nit == 0; }
+
+    /* get/set the "noisyness" (verbosity) of the solvers */
+    int noiseLevel() const { return m_noise; }
+    void setNoiseLevel(int n) { m_noise = n; }
+    void reduceNoiseLevel() { if (m_noise > 0) m_noise--; }
+
+    double maxResidual() const { return m_resmax; }
+    void setMaxResidual(double r) { m_resmax = r; }
+
+    double residual() const { return m_res; }
+
+    /* change the user-definable callback, called after each iteration */
+    void setCallback(void (*t)(const IterationController&))
+    {
+      m_callback = t;
+    }
+
+    size_t iteration() const { return m_nit; }
+    void setIteration(size_t i) { m_nit = i; }
+
+    size_t maxIterarions() const { return m_maxiter; }
+    void setMaxIterations(size_t i) { m_maxiter = i; }
+
+    double rhsNorm() const { return m_rhsn; }
+    void setRhsNorm(double r) { m_rhsn = r; }
+
+    bool converged() const { return m_res <= m_rhsn * m_resmax; }
+    bool converged(double nr)
+    {
+      using std::abs;
+      m_res = abs(nr); 
+      m_resminreach = (std::min)(m_resminreach, m_res);
+      return converged();
+    }
+    template<typename VectorType> bool converged(const VectorType &v)
+    { return converged(v.squaredNorm()); }
+
+    bool finished(double nr)
+    {
+      if (m_callback) m_callback(*this);
+      if (m_noise > 0 && !m_written)
+      {
+        converged(nr);
+        m_written = true;
+      }
+      return (m_nit >= m_maxiter || converged(nr));
+    }
+    template <typename VectorType>
+    bool finished(const MatrixBase<VectorType> &v)
+    { return finished(double(v.squaredNorm())); }
+
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_ITERATION_CONTROLLER_H

external/include/eigen3/unsupported/Eigen/src/IterativeSolvers/MINRES.h

@@ -0,0 +1,289 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2012 Giacomo Po <gpo@ucla.edu>
+// Copyright (C) 2011-2014 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_MINRES_H_
+#define EIGEN_MINRES_H_
+
+
+namespace Eigen {
+    
+    namespace internal {
+        
+        /** \internal Low-level MINRES algorithm
+         * \param mat The matrix A
+         * \param rhs The right hand side vector b
+         * \param x On input and initial solution, on output the computed solution.
+         * \param precond A right preconditioner being able to efficiently solve for an
+         *                approximation of Ax=b (regardless of b)
+         * \param iters On input the max number of iteration, on output the number of performed iterations.
+         * \param tol_error On input the tolerance error, on output an estimation of the relative error.
+         */
+        template<typename MatrixType, typename Rhs, typename Dest, typename Preconditioner>
+        EIGEN_DONT_INLINE
+        void minres(const MatrixType& mat, const Rhs& rhs, Dest& x,
+                    const Preconditioner& precond, Index& iters,
+                    typename Dest::RealScalar& tol_error)
+        {
+            using std::sqrt;
+            typedef typename Dest::RealScalar RealScalar;
+            typedef typename Dest::Scalar Scalar;
+            typedef Matrix<Scalar,Dynamic,1> VectorType;
+
+            // Check for zero rhs
+            const RealScalar rhsNorm2(rhs.squaredNorm());
+            if(rhsNorm2 == 0)
+            {
+                x.setZero();
+                iters = 0;
+                tol_error = 0;
+                return;
+            }
+            
+            // initialize
+            const Index maxIters(iters);  // initialize maxIters to iters
+            const Index N(mat.cols());    // the size of the matrix
+            const RealScalar threshold2(tol_error*tol_error*rhsNorm2); // convergence threshold (compared to residualNorm2)
+            
+            // Initialize preconditioned Lanczos
+            VectorType v_old(N); // will be initialized inside loop
+            VectorType v( VectorType::Zero(N) ); //initialize v
+            VectorType v_new(rhs-mat*x); //initialize v_new
+            RealScalar residualNorm2(v_new.squaredNorm());
+            VectorType w(N); // will be initialized inside loop
+            VectorType w_new(precond.solve(v_new)); // initialize w_new
+//            RealScalar beta; // will be initialized inside loop
+            RealScalar beta_new2(v_new.dot(w_new));
+            eigen_assert(beta_new2 >= 0.0 && "PRECONDITIONER IS NOT POSITIVE DEFINITE");
+            RealScalar beta_new(sqrt(beta_new2));
+            const RealScalar beta_one(beta_new);
+            v_new /= beta_new;
+            w_new /= beta_new;
+            // Initialize other variables
+            RealScalar c(1.0); // the cosine of the Givens rotation
+            RealScalar c_old(1.0);
+            RealScalar s(0.0); // the sine of the Givens rotation
+            RealScalar s_old(0.0); // the sine of the Givens rotation
+            VectorType p_oold(N); // will be initialized in loop
+            VectorType p_old(VectorType::Zero(N)); // initialize p_old=0
+            VectorType p(p_old); // initialize p=0
+            RealScalar eta(1.0);
+                        
+            iters = 0; // reset iters
+            while ( iters < maxIters )
+            {
+                // Preconditioned Lanczos
+                /* Note that there are 4 variants on the Lanczos algorithm. These are
+                 * described in Paige, C. C. (1972). Computational variants of
+                 * the Lanczos method for the eigenproblem. IMA Journal of Applied
+                 * Mathematics, 10(3), 373–381. The current implementation corresponds 
+                 * to the case A(2,7) in the paper. It also corresponds to 
+                 * algorithm 6.14 in Y. Saad, Iterative Methods for Sparse Linear
+                 * Systems, 2003 p.173. For the preconditioned version see 
+                 * A. Greenbaum, Iterative Methods for Solving Linear Systems, SIAM (1987).
+                 */
+                const RealScalar beta(beta_new);
+                v_old = v; // update: at first time step, this makes v_old = 0 so value of beta doesn't matter
+//                const VectorType v_old(v); // NOT SURE IF CREATING v_old EVERY ITERATION IS EFFICIENT
+                v = v_new; // update
+                w = w_new; // update
+//                const VectorType w(w_new); // NOT SURE IF CREATING w EVERY ITERATION IS EFFICIENT
+                v_new.noalias() = mat*w - beta*v_old; // compute v_new
+                const RealScalar alpha = v_new.dot(w);
+                v_new -= alpha*v; // overwrite v_new
+                w_new = precond.solve(v_new); // overwrite w_new
+                beta_new2 = v_new.dot(w_new); // compute beta_new
+                eigen_assert(beta_new2 >= 0.0 && "PRECONDITIONER IS NOT POSITIVE DEFINITE");
+                beta_new = sqrt(beta_new2); // compute beta_new
+                v_new /= beta_new; // overwrite v_new for next iteration
+                w_new /= beta_new; // overwrite w_new for next iteration
+                
+                // Givens rotation
+                const RealScalar r2 =s*alpha+c*c_old*beta; // s, s_old, c and c_old are still from previous iteration
+                const RealScalar r3 =s_old*beta; // s, s_old, c and c_old are still from previous iteration
+                const RealScalar r1_hat=c*alpha-c_old*s*beta;
+                const RealScalar r1 =sqrt( std::pow(r1_hat,2) + std::pow(beta_new,2) );
+                c_old = c; // store for next iteration
+                s_old = s; // store for next iteration
+                c=r1_hat/r1; // new cosine
+                s=beta_new/r1; // new sine
+                
+                // Update solution
+                p_oold = p_old;
+//                const VectorType p_oold(p_old); // NOT SURE IF CREATING p_oold EVERY ITERATION IS EFFICIENT
+                p_old = p;
+                p.noalias()=(w-r2*p_old-r3*p_oold) /r1; // IS NOALIAS REQUIRED?
+                x += beta_one*c*eta*p;
+                
+                /* Update the squared residual. Note that this is the estimated residual.
+                The real residual |Ax-b|^2 may be slightly larger */
+                residualNorm2 *= s*s;
+                
+                if ( residualNorm2 < threshold2)
+                {
+                    break;
+                }
+                
+                eta=-s*eta; // update eta
+                iters++; // increment iteration number (for output purposes)
+            }
+            
+            /* Compute error. Note that this is the estimated error. The real 
+             error |Ax-b|/|b| may be slightly larger */
+            tol_error = std::sqrt(residualNorm2 / rhsNorm2);
+        }
+        
+    }
+    
+    template< typename _MatrixType, int _UpLo=Lower,
+    typename _Preconditioner = IdentityPreconditioner>
+    class MINRES;
+    
+    namespace internal {
+        
+        template< typename _MatrixType, int _UpLo, typename _Preconditioner>
+        struct traits<MINRES<_MatrixType,_UpLo,_Preconditioner> >
+        {
+            typedef _MatrixType MatrixType;
+            typedef _Preconditioner Preconditioner;
+        };
+        
+    }
+    
+    /** \ingroup IterativeLinearSolvers_Module
+     * \brief A minimal residual solver for sparse symmetric problems
+     *
+     * This class allows to solve for A.x = b sparse linear problems using the MINRES algorithm
+     * of Paige and Saunders (1975). The sparse matrix A must be symmetric (possibly indefinite).
+     * The vectors x and b can be either dense or sparse.
+     *
+     * \tparam _MatrixType the type of the sparse matrix A, can be a dense or a sparse matrix.
+     * \tparam _UpLo the triangular part that will be used for the computations. It can be Lower,
+     *               Upper, or Lower|Upper in which the full matrix entries will be considered. Default is Lower.
+     * \tparam _Preconditioner the type of the preconditioner. Default is DiagonalPreconditioner
+     *
+     * The maximal number of iterations and tolerance value can be controlled via the setMaxIterations()
+     * and setTolerance() methods. The defaults are the size of the problem for the maximal number of iterations
+     * and NumTraits<Scalar>::epsilon() for the tolerance.
+     *
+     * This class can be used as the direct solver classes. Here is a typical usage example:
+     * \code
+     * int n = 10000;
+     * VectorXd x(n), b(n);
+     * SparseMatrix<double> A(n,n);
+     * // fill A and b
+     * MINRES<SparseMatrix<double> > mr;
+     * mr.compute(A);
+     * x = mr.solve(b);
+     * std::cout << "#iterations:     " << mr.iterations() << std::endl;
+     * std::cout << "estimated error: " << mr.error()      << std::endl;
+     * // update b, and solve again
+     * x = mr.solve(b);
+     * \endcode
+     *
+     * By default the iterations start with x=0 as an initial guess of the solution.
+     * One can control the start using the solveWithGuess() method.
+     *
+     * MINRES can also be used in a matrix-free context, see the following \link MatrixfreeSolverExample example \endlink.
+     *
+     * \sa class ConjugateGradient, BiCGSTAB, SimplicialCholesky, DiagonalPreconditioner, IdentityPreconditioner
+     */
+    template< typename _MatrixType, int _UpLo, typename _Preconditioner>
+    class MINRES : public IterativeSolverBase<MINRES<_MatrixType,_UpLo,_Preconditioner> >
+    {
+        
+        typedef IterativeSolverBase<MINRES> Base;
+        using Base::matrix;
+        using Base::m_error;
+        using Base::m_iterations;
+        using Base::m_info;
+        using Base::m_isInitialized;
+    public:
+        using Base::_solve_impl;
+        typedef _MatrixType MatrixType;
+        typedef typename MatrixType::Scalar Scalar;
+        typedef typename MatrixType::RealScalar RealScalar;
+        typedef _Preconditioner Preconditioner;
+        
+        enum {UpLo = _UpLo};
+        
+    public:
+        
+        /** Default constructor. */
+        MINRES() : Base() {}
+        
+        /** Initialize the solver with matrix \a A for further \c Ax=b solving.
+         *
+         * This constructor is a shortcut for the default constructor followed
+         * by a call to compute().
+         *
+         * \warning this class stores a reference to the matrix A as well as some
+         * precomputed values that depend on it. Therefore, if \a A is changed
+         * this class becomes invalid. Call compute() to update it with the new
+         * matrix A, or modify a copy of A.
+         */
+        template<typename MatrixDerived>
+        explicit MINRES(const EigenBase<MatrixDerived>& A) : Base(A.derived()) {}
+        
+        /** Destructor. */
+        ~MINRES(){}
+
+        /** \internal */
+        template<typename Rhs,typename Dest>
+        void _solve_with_guess_impl(const Rhs& b, Dest& x) const
+        {
+            typedef typename Base::MatrixWrapper MatrixWrapper;
+            typedef typename Base::ActualMatrixType ActualMatrixType;
+            enum {
+              TransposeInput  =   (!MatrixWrapper::MatrixFree)
+                              &&  (UpLo==(Lower|Upper))
+                              &&  (!MatrixType::IsRowMajor)
+                              &&  (!NumTraits<Scalar>::IsComplex)
+            };
+            typedef typename internal::conditional<TransposeInput,Transpose<const ActualMatrixType>, ActualMatrixType const&>::type RowMajorWrapper;
+            EIGEN_STATIC_ASSERT(EIGEN_IMPLIES(MatrixWrapper::MatrixFree,UpLo==(Lower|Upper)),MATRIX_FREE_CONJUGATE_GRADIENT_IS_COMPATIBLE_WITH_UPPER_UNION_LOWER_MODE_ONLY);
+            typedef typename internal::conditional<UpLo==(Lower|Upper),
+                                                  RowMajorWrapper,
+                                                  typename MatrixWrapper::template ConstSelfAdjointViewReturnType<UpLo>::Type
+                                            >::type SelfAdjointWrapper;
+
+            m_iterations = Base::maxIterations();
+            m_error = Base::m_tolerance;
+            RowMajorWrapper row_mat(matrix());
+            for(int j=0; j<b.cols(); ++j)
+            {
+                m_iterations = Base::maxIterations();
+                m_error = Base::m_tolerance;
+                
+                typename Dest::ColXpr xj(x,j);
+                internal::minres(SelfAdjointWrapper(row_mat), b.col(j), xj,
+                                 Base::m_preconditioner, m_iterations, m_error);
+            }
+            
+            m_isInitialized = true;
+            m_info = m_error <= Base::m_tolerance ? Success : NoConvergence;
+        }
+        
+        /** \internal */
+        template<typename Rhs,typename Dest>
+        void _solve_impl(const Rhs& b, MatrixBase<Dest> &x) const
+        {
+            x.setZero();
+            _solve_with_guess_impl(b,x.derived());
+        }
+        
+    protected:
+        
+    };
+
+} // end namespace Eigen
+
+#endif // EIGEN_MINRES_H
+

external/include/eigen3/unsupported/Eigen/src/IterativeSolvers/Scaling.h

@@ -0,0 +1,187 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2012 Desire NUENTSA WAKAM <desire.nuentsa_wakam@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_ITERSCALING_H
+#define EIGEN_ITERSCALING_H
+
+namespace Eigen {
+
+/**
+  * \ingroup IterativeSolvers_Module
+  * \brief iterative scaling algorithm to equilibrate rows and column norms in matrices
+  * 
+  * This class can be used as a preprocessing tool to accelerate the convergence of iterative methods 
+  * 
+  * This feature is  useful to limit the pivoting amount during LU/ILU factorization
+  * The  scaling strategy as presented here preserves the symmetry of the problem
+  * NOTE It is assumed that the matrix does not have empty row or column, 
+  * 
+  * Example with key steps 
+  * \code
+  * VectorXd x(n), b(n);
+  * SparseMatrix<double> A;
+  * // fill A and b;
+  * IterScaling<SparseMatrix<double> > scal; 
+  * // Compute the left and right scaling vectors. The matrix is equilibrated at output
+  * scal.computeRef(A); 
+  * // Scale the right hand side
+  * b = scal.LeftScaling().cwiseProduct(b); 
+  * // Now, solve the equilibrated linear system with any available solver
+  * 
+  * // Scale back the computed solution
+  * x = scal.RightScaling().cwiseProduct(x); 
+  * \endcode
+  * 
+  * \tparam _MatrixType the type of the matrix. It should be a real square sparsematrix
+  * 
+  * References : D. Ruiz and B. Ucar, A Symmetry Preserving Algorithm for Matrix Scaling, INRIA Research report RR-7552
+  * 
+  * \sa \ref IncompleteLUT 
+  */
+template<typename _MatrixType>
+class IterScaling
+{
+  public:
+    typedef _MatrixType MatrixType; 
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename MatrixType::Index Index;
+    
+  public:
+    IterScaling() { init(); }
+    
+    IterScaling(const MatrixType& matrix)
+    {
+      init();
+      compute(matrix);
+    }
+    
+    ~IterScaling() { }
+    
+    /** 
+     * Compute the left and right diagonal matrices to scale the input matrix @p mat
+     * 
+     * FIXME This algorithm will be modified such that the diagonal elements are permuted on the diagonal. 
+     * 
+     * \sa LeftScaling() RightScaling()
+     */
+    void compute (const MatrixType& mat)
+    {
+      using std::abs;
+      int m = mat.rows(); 
+      int n = mat.cols();
+      eigen_assert((m>0 && m == n) && "Please give a non - empty matrix");
+      m_left.resize(m); 
+      m_right.resize(n);
+      m_left.setOnes();
+      m_right.setOnes();
+      m_matrix = mat;
+      VectorXd Dr, Dc, DrRes, DcRes; // Temporary Left and right scaling vectors
+      Dr.resize(m); Dc.resize(n);
+      DrRes.resize(m); DcRes.resize(n);
+      double EpsRow = 1.0, EpsCol = 1.0;
+      int its = 0; 
+      do
+      { // Iterate until the infinite norm of each row and column is approximately 1
+        // Get the maximum value in each row and column
+        Dr.setZero(); Dc.setZero();
+        for (int k=0; k<m_matrix.outerSize(); ++k)
+        {
+          for (typename MatrixType::InnerIterator it(m_matrix, k); it; ++it)
+          {
+            if ( Dr(it.row()) < abs(it.value()) )
+              Dr(it.row()) = abs(it.value());
+            
+            if ( Dc(it.col()) < abs(it.value()) )
+              Dc(it.col()) = abs(it.value());
+          }
+        }
+        for (int i = 0; i < m; ++i) 
+        {
+          Dr(i) = std::sqrt(Dr(i));
+          Dc(i) = std::sqrt(Dc(i));
+        }
+        // Save the scaling factors 
+        for (int i = 0; i < m; ++i) 
+        {
+          m_left(i) /= Dr(i);
+          m_right(i) /= Dc(i);
+        }
+        // Scale the rows and the columns of the matrix
+        DrRes.setZero(); DcRes.setZero(); 
+        for (int k=0; k<m_matrix.outerSize(); ++k)
+        {
+          for (typename MatrixType::InnerIterator it(m_matrix, k); it; ++it)
+          {
+            it.valueRef() = it.value()/( Dr(it.row()) * Dc(it.col()) );
+            // Accumulate the norms of the row and column vectors   
+            if ( DrRes(it.row()) < abs(it.value()) )
+              DrRes(it.row()) = abs(it.value());
+            
+            if ( DcRes(it.col()) < abs(it.value()) )
+              DcRes(it.col()) = abs(it.value());
+          }
+        }  
+        DrRes.array() = (1-DrRes.array()).abs();
+        EpsRow = DrRes.maxCoeff();
+        DcRes.array() = (1-DcRes.array()).abs();
+        EpsCol = DcRes.maxCoeff();
+        its++;
+      }while ( (EpsRow >m_tol || EpsCol > m_tol) && (its < m_maxits) );
+      m_isInitialized = true;
+    }
+    /** Compute the left and right vectors to scale the vectors
+     * the input matrix is scaled with the computed vectors at output
+     * 
+     * \sa compute()
+     */
+    void computeRef (MatrixType& mat)
+    {
+      compute (mat);
+      mat = m_matrix;
+    }
+    /** Get the vector to scale the rows of the matrix 
+     */
+    VectorXd& LeftScaling()
+    {
+      return m_left;
+    }
+    
+    /** Get the vector to scale the columns of the matrix 
+     */
+    VectorXd& RightScaling()
+    {
+      return m_right;
+    }
+    
+    /** Set the tolerance for the convergence of the iterative scaling algorithm
+     */
+    void setTolerance(double tol)
+    {
+      m_tol = tol; 
+    }
+      
+  protected:
+    
+    void init()
+    {
+      m_tol = 1e-10;
+      m_maxits = 5;
+      m_isInitialized = false;
+    }
+    
+    MatrixType m_matrix;
+    mutable ComputationInfo m_info; 
+    bool m_isInitialized; 
+    VectorXd m_left; // Left scaling vector
+    VectorXd m_right; // m_right scaling vector
+    double m_tol; 
+    int m_maxits; // Maximum number of iterations allowed
+};
+}
+#endif

external/include/eigen3/unsupported/Eigen/src/KroneckerProduct/KroneckerTensorProduct.h

@@ -0,0 +1,305 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2011 Kolja Brix <brix@igpm.rwth-aachen.de>
+// Copyright (C) 2011 Andreas Platen <andiplaten@gmx.de>
+// Copyright (C) 2012 Chen-Pang He <jdh8@ms63.hinet.net>
+//
+// 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 KRONECKER_TENSOR_PRODUCT_H
+#define KRONECKER_TENSOR_PRODUCT_H
+
+namespace Eigen {
+
+/*!
+ * \ingroup KroneckerProduct_Module
+ *
+ * \brief The base class of dense and sparse Kronecker product.
+ *
+ * \tparam Derived is the derived type.
+ */
+template<typename Derived>
+class KroneckerProductBase : public ReturnByValue<Derived>
+{
+  private:
+    typedef typename internal::traits<Derived> Traits;
+    typedef typename Traits::Scalar Scalar;
+
+  protected:
+    typedef typename Traits::Lhs Lhs;
+    typedef typename Traits::Rhs Rhs;
+
+  public:
+    /*! \brief Constructor. */
+    KroneckerProductBase(const Lhs& A, const Rhs& B)
+      : m_A(A), m_B(B)
+    {}
+
+    inline Index rows() const { return m_A.rows() * m_B.rows(); }
+    inline Index cols() const { return m_A.cols() * m_B.cols(); }
+
+    /*!
+     * This overrides ReturnByValue::coeff because this function is
+     * efficient enough.
+     */
+    Scalar coeff(Index row, Index col) const
+    {
+      return m_A.coeff(row / m_B.rows(), col / m_B.cols()) *
+             m_B.coeff(row % m_B.rows(), col % m_B.cols());
+    }
+
+    /*!
+     * This overrides ReturnByValue::coeff because this function is
+     * efficient enough.
+     */
+    Scalar coeff(Index i) const
+    {
+      EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived);
+      return m_A.coeff(i / m_A.size()) * m_B.coeff(i % m_A.size());
+    }
+
+  protected:
+    typename Lhs::Nested m_A;
+    typename Rhs::Nested m_B;
+};
+
+/*!
+ * \ingroup KroneckerProduct_Module
+ *
+ * \brief Kronecker tensor product helper class for dense matrices
+ *
+ * This class is the return value of kroneckerProduct(MatrixBase,
+ * MatrixBase). Use the function rather than construct this class
+ * directly to avoid specifying template prarameters.
+ *
+ * \tparam Lhs  Type of the left-hand side, a matrix expression.
+ * \tparam Rhs  Type of the rignt-hand side, a matrix expression.
+ */
+template<typename Lhs, typename Rhs>
+class KroneckerProduct : public KroneckerProductBase<KroneckerProduct<Lhs,Rhs> >
+{
+  private:
+    typedef KroneckerProductBase<KroneckerProduct> Base;
+    using Base::m_A;
+    using Base::m_B;
+
+  public:
+    /*! \brief Constructor. */
+    KroneckerProduct(const Lhs& A, const Rhs& B)
+      : Base(A, B)
+    {}
+
+    /*! \brief Evaluate the Kronecker tensor product. */
+    template<typename Dest> void evalTo(Dest& dst) const;
+};
+
+/*!
+ * \ingroup KroneckerProduct_Module
+ *
+ * \brief Kronecker tensor product helper class for sparse matrices
+ *
+ * If at least one of the operands is a sparse matrix expression,
+ * then this class is returned and evaluates into a sparse matrix.
+ *
+ * This class is the return value of kroneckerProduct(EigenBase,
+ * EigenBase). Use the function rather than construct this class
+ * directly to avoid specifying template prarameters.
+ *
+ * \tparam Lhs  Type of the left-hand side, a matrix expression.
+ * \tparam Rhs  Type of the rignt-hand side, a matrix expression.
+ */
+template<typename Lhs, typename Rhs>
+class KroneckerProductSparse : public KroneckerProductBase<KroneckerProductSparse<Lhs,Rhs> >
+{
+  private:
+    typedef KroneckerProductBase<KroneckerProductSparse> Base;
+    using Base::m_A;
+    using Base::m_B;
+
+  public:
+    /*! \brief Constructor. */
+    KroneckerProductSparse(const Lhs& A, const Rhs& B)
+      : Base(A, B)
+    {}
+
+    /*! \brief Evaluate the Kronecker tensor product. */
+    template<typename Dest> void evalTo(Dest& dst) const;
+};
+
+template<typename Lhs, typename Rhs>
+template<typename Dest>
+void KroneckerProduct<Lhs,Rhs>::evalTo(Dest& dst) const
+{
+  const int BlockRows = Rhs::RowsAtCompileTime,
+            BlockCols = Rhs::ColsAtCompileTime;
+  const Index Br = m_B.rows(),
+              Bc = m_B.cols();
+  for (Index i=0; i < m_A.rows(); ++i)
+    for (Index j=0; j < m_A.cols(); ++j)
+      Block<Dest,BlockRows,BlockCols>(dst,i*Br,j*Bc,Br,Bc) = m_A.coeff(i,j) * m_B;
+}
+
+template<typename Lhs, typename Rhs>
+template<typename Dest>
+void KroneckerProductSparse<Lhs,Rhs>::evalTo(Dest& dst) const
+{
+  Index Br = m_B.rows(), Bc = m_B.cols();
+  dst.resize(this->rows(), this->cols());
+  dst.resizeNonZeros(0);
+  
+  // 1 - evaluate the operands if needed:
+  typedef typename internal::nested_eval<Lhs,Dynamic>::type Lhs1;
+  typedef typename internal::remove_all<Lhs1>::type Lhs1Cleaned;
+  const Lhs1 lhs1(m_A);
+  typedef typename internal::nested_eval<Rhs,Dynamic>::type Rhs1;
+  typedef typename internal::remove_all<Rhs1>::type Rhs1Cleaned;
+  const Rhs1 rhs1(m_B);
+    
+  // 2 - construct respective iterators
+  typedef Eigen::InnerIterator<Lhs1Cleaned> LhsInnerIterator;
+  typedef Eigen::InnerIterator<Rhs1Cleaned> RhsInnerIterator;
+  
+  // compute number of non-zeros per innervectors of dst
+  {
+    // TODO VectorXi is not necessarily big enough!
+    VectorXi nnzA = VectorXi::Zero(Dest::IsRowMajor ? m_A.rows() : m_A.cols());
+    for (Index kA=0; kA < m_A.outerSize(); ++kA)
+      for (LhsInnerIterator itA(lhs1,kA); itA; ++itA)
+        nnzA(Dest::IsRowMajor ? itA.row() : itA.col())++;
+      
+    VectorXi nnzB = VectorXi::Zero(Dest::IsRowMajor ? m_B.rows() : m_B.cols());
+    for (Index kB=0; kB < m_B.outerSize(); ++kB)
+      for (RhsInnerIterator itB(rhs1,kB); itB; ++itB)
+        nnzB(Dest::IsRowMajor ? itB.row() : itB.col())++;
+    
+    Matrix<int,Dynamic,Dynamic,ColMajor> nnzAB = nnzB * nnzA.transpose();
+    dst.reserve(VectorXi::Map(nnzAB.data(), nnzAB.size()));
+  }
+
+  for (Index kA=0; kA < m_A.outerSize(); ++kA)
+  {
+    for (Index kB=0; kB < m_B.outerSize(); ++kB)
+    {
+      for (LhsInnerIterator itA(lhs1,kA); itA; ++itA)
+      {
+        for (RhsInnerIterator itB(rhs1,kB); itB; ++itB)
+        {
+          Index i = itA.row() * Br + itB.row(),
+                j = itA.col() * Bc + itB.col();
+          dst.insert(i,j) = itA.value() * itB.value();
+        }
+      }
+    }
+  }
+}
+
+namespace internal {
+
+template<typename _Lhs, typename _Rhs>
+struct traits<KroneckerProduct<_Lhs,_Rhs> >
+{
+  typedef typename remove_all<_Lhs>::type Lhs;
+  typedef typename remove_all<_Rhs>::type Rhs;
+  typedef typename ScalarBinaryOpTraits<typename Lhs::Scalar, typename Rhs::Scalar>::ReturnType Scalar;
+  typedef typename promote_index_type<typename Lhs::StorageIndex, typename Rhs::StorageIndex>::type StorageIndex;
+
+  enum {
+    Rows = size_at_compile_time<traits<Lhs>::RowsAtCompileTime, traits<Rhs>::RowsAtCompileTime>::ret,
+    Cols = size_at_compile_time<traits<Lhs>::ColsAtCompileTime, traits<Rhs>::ColsAtCompileTime>::ret,
+    MaxRows = size_at_compile_time<traits<Lhs>::MaxRowsAtCompileTime, traits<Rhs>::MaxRowsAtCompileTime>::ret,
+    MaxCols = size_at_compile_time<traits<Lhs>::MaxColsAtCompileTime, traits<Rhs>::MaxColsAtCompileTime>::ret
+  };
+
+  typedef Matrix<Scalar,Rows,Cols> ReturnType;
+};
+
+template<typename _Lhs, typename _Rhs>
+struct traits<KroneckerProductSparse<_Lhs,_Rhs> >
+{
+  typedef MatrixXpr XprKind;
+  typedef typename remove_all<_Lhs>::type Lhs;
+  typedef typename remove_all<_Rhs>::type Rhs;
+  typedef typename ScalarBinaryOpTraits<typename Lhs::Scalar, typename Rhs::Scalar>::ReturnType Scalar;
+  typedef typename cwise_promote_storage_type<typename traits<Lhs>::StorageKind, typename traits<Rhs>::StorageKind, scalar_product_op<typename Lhs::Scalar, typename Rhs::Scalar> >::ret StorageKind;
+  typedef typename promote_index_type<typename Lhs::StorageIndex, typename Rhs::StorageIndex>::type StorageIndex;
+
+  enum {
+    LhsFlags = Lhs::Flags,
+    RhsFlags = Rhs::Flags,
+
+    RowsAtCompileTime = size_at_compile_time<traits<Lhs>::RowsAtCompileTime, traits<Rhs>::RowsAtCompileTime>::ret,
+    ColsAtCompileTime = size_at_compile_time<traits<Lhs>::ColsAtCompileTime, traits<Rhs>::ColsAtCompileTime>::ret,
+    MaxRowsAtCompileTime = size_at_compile_time<traits<Lhs>::MaxRowsAtCompileTime, traits<Rhs>::MaxRowsAtCompileTime>::ret,
+    MaxColsAtCompileTime = size_at_compile_time<traits<Lhs>::MaxColsAtCompileTime, traits<Rhs>::MaxColsAtCompileTime>::ret,
+
+    EvalToRowMajor = (LhsFlags & RhsFlags & RowMajorBit),
+    RemovedBits = ~(EvalToRowMajor ? 0 : RowMajorBit),
+
+    Flags = ((LhsFlags | RhsFlags) & HereditaryBits & RemovedBits)
+          | EvalBeforeNestingBit,
+    CoeffReadCost = HugeCost
+  };
+
+  typedef SparseMatrix<Scalar, 0, StorageIndex> ReturnType;
+};
+
+} // end namespace internal
+
+/*!
+ * \ingroup KroneckerProduct_Module
+ *
+ * Computes Kronecker tensor product of two dense matrices
+ *
+ * \warning If you want to replace a matrix by its Kronecker product
+ *          with some matrix, do \b NOT do this:
+ * \code
+ * A = kroneckerProduct(A,B); // bug!!! caused by aliasing effect
+ * \endcode
+ * instead, use eval() to work around this:
+ * \code
+ * A = kroneckerProduct(A,B).eval();
+ * \endcode
+ *
+ * \param a  Dense matrix a
+ * \param b  Dense matrix b
+ * \return   Kronecker tensor product of a and b
+ */
+template<typename A, typename B>
+KroneckerProduct<A,B> kroneckerProduct(const MatrixBase<A>& a, const MatrixBase<B>& b)
+{
+  return KroneckerProduct<A, B>(a.derived(), b.derived());
+}
+
+/*!
+ * \ingroup KroneckerProduct_Module
+ *
+ * Computes Kronecker tensor product of two matrices, at least one of
+ * which is sparse
+ *
+ * \warning If you want to replace a matrix by its Kronecker product
+ *          with some matrix, do \b NOT do this:
+ * \code
+ * A = kroneckerProduct(A,B); // bug!!! caused by aliasing effect
+ * \endcode
+ * instead, use eval() to work around this:
+ * \code
+ * A = kroneckerProduct(A,B).eval();
+ * \endcode
+ *
+ * \param a  Dense/sparse matrix a
+ * \param b  Dense/sparse matrix b
+ * \return   Kronecker tensor product of a and b, stored in a sparse
+ *           matrix
+ */
+template<typename A, typename B>
+KroneckerProductSparse<A,B> kroneckerProduct(const EigenBase<A>& a, const EigenBase<B>& b)
+{
+  return KroneckerProductSparse<A,B>(a.derived(), b.derived());
+}
+
+} // end namespace Eigen
+
+#endif // KRONECKER_TENSOR_PRODUCT_H

external/include/eigen3/unsupported/Eigen/src/LevenbergMarquardt/LMcovar.h

@@ -0,0 +1,84 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// This code initially comes from MINPACK whose original authors are:
+// Copyright Jorge More - Argonne National Laboratory
+// Copyright Burt Garbow - Argonne National Laboratory
+// Copyright Ken Hillstrom - Argonne National Laboratory
+//
+// This Source Code Form is subject to the terms of the Minpack license
+// (a BSD-like license) described in the campaigned CopyrightMINPACK.txt file.
+
+#ifndef EIGEN_LMCOVAR_H
+#define EIGEN_LMCOVAR_H
+
+namespace Eigen { 
+
+namespace internal {
+
+template <typename Scalar>
+void covar(
+        Matrix< Scalar, Dynamic, Dynamic > &r,
+        const VectorXi& ipvt,
+        Scalar tol = std::sqrt(NumTraits<Scalar>::epsilon()) )
+{
+    using std::abs;
+    /* Local variables */
+    Index i, j, k, l, ii, jj;
+    bool sing;
+    Scalar temp;
+
+    /* Function Body */
+    const Index n = r.cols();
+    const Scalar tolr = tol * abs(r(0,0));
+    Matrix< Scalar, Dynamic, 1 > wa(n);
+    eigen_assert(ipvt.size()==n);
+
+    /* form the inverse of r in the full upper triangle of r. */
+    l = -1;
+    for (k = 0; k < n; ++k)
+        if (abs(r(k,k)) > tolr) {
+            r(k,k) = 1. / r(k,k);
+            for (j = 0; j <= k-1; ++j) {
+                temp = r(k,k) * r(j,k);
+                r(j,k) = 0.;
+                r.col(k).head(j+1) -= r.col(j).head(j+1) * temp;
+            }
+            l = k;
+        }
+
+    /* form the full upper triangle of the inverse of (r transpose)*r */
+    /* in the full upper triangle of r. */
+    for (k = 0; k <= l; ++k) {
+        for (j = 0; j <= k-1; ++j)
+            r.col(j).head(j+1) += r.col(k).head(j+1) * r(j,k);
+        r.col(k).head(k+1) *= r(k,k);
+    }
+
+    /* form the full lower triangle of the covariance matrix */
+    /* in the strict lower triangle of r and in wa. */
+    for (j = 0; j < n; ++j) {
+        jj = ipvt[j];
+        sing = j > l;
+        for (i = 0; i <= j; ++i) {
+            if (sing)
+                r(i,j) = 0.;
+            ii = ipvt[i];
+            if (ii > jj)
+                r(ii,jj) = r(i,j);
+            if (ii < jj)
+                r(jj,ii) = r(i,j);
+        }
+        wa[jj] = r(j,j);
+    }
+
+    /* symmetrize the covariance matrix in r. */
+    r.topLeftCorner(n,n).template triangularView<StrictlyUpper>() = r.topLeftCorner(n,n).transpose();
+    r.diagonal() = wa;
+}
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_LMCOVAR_H

external/include/eigen3/unsupported/Eigen/src/LevenbergMarquardt/LMonestep.h

@@ -0,0 +1,202 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Thomas Capricelli <orzel@freehackers.org>
+//
+// This code initially comes from MINPACK whose original authors are:
+// Copyright Jorge More - Argonne National Laboratory
+// Copyright Burt Garbow - Argonne National Laboratory
+// Copyright Ken Hillstrom - Argonne National Laboratory
+//
+// This Source Code Form is subject to the terms of the Minpack license
+// (a BSD-like license) described in the campaigned CopyrightMINPACK.txt file.
+
+#ifndef EIGEN_LMONESTEP_H
+#define EIGEN_LMONESTEP_H
+
+namespace Eigen {
+
+template<typename FunctorType>
+LevenbergMarquardtSpace::Status
+LevenbergMarquardt<FunctorType>::minimizeOneStep(FVectorType  &x)
+{
+  using std::abs;
+  using std::sqrt;
+  RealScalar temp, temp1,temp2; 
+  RealScalar ratio; 
+  RealScalar pnorm, xnorm, fnorm1, actred, dirder, prered;
+  eigen_assert(x.size()==n); // check the caller is not cheating us
+
+  temp = 0.0; xnorm = 0.0;
+  /* calculate the jacobian matrix. */
+  Index df_ret = m_functor.df(x, m_fjac);
+  if (df_ret<0)
+      return LevenbergMarquardtSpace::UserAsked;
+  if (df_ret>0)
+      // numerical diff, we evaluated the function df_ret times
+      m_nfev += df_ret;
+  else m_njev++;
+
+  /* compute the qr factorization of the jacobian. */
+  for (int j = 0; j < x.size(); ++j)
+    m_wa2(j) = m_fjac.col(j).blueNorm();
+  QRSolver qrfac(m_fjac);
+  if(qrfac.info() != Success) {
+    m_info = NumericalIssue;
+    return LevenbergMarquardtSpace::ImproperInputParameters;
+  }
+  // Make a copy of the first factor with the associated permutation
+  m_rfactor = qrfac.matrixR();
+  m_permutation = (qrfac.colsPermutation());
+
+  /* on the first iteration and if external scaling is not used, scale according */
+  /* to the norms of the columns of the initial jacobian. */
+  if (m_iter == 1) {
+      if (!m_useExternalScaling)
+          for (Index j = 0; j < n; ++j)
+              m_diag[j] = (m_wa2[j]==0.)? 1. : m_wa2[j];
+
+      /* on the first iteration, calculate the norm of the scaled x */
+      /* and initialize the step bound m_delta. */
+      xnorm = m_diag.cwiseProduct(x).stableNorm();
+      m_delta = m_factor * xnorm;
+      if (m_delta == 0.)
+          m_delta = m_factor;
+  }
+
+  /* form (q transpose)*m_fvec and store the first n components in */
+  /* m_qtf. */
+  m_wa4 = m_fvec;
+  m_wa4 = qrfac.matrixQ().adjoint() * m_fvec; 
+  m_qtf = m_wa4.head(n);
+
+  /* compute the norm of the scaled gradient. */
+  m_gnorm = 0.;
+  if (m_fnorm != 0.)
+      for (Index j = 0; j < n; ++j)
+          if (m_wa2[m_permutation.indices()[j]] != 0.)
+              m_gnorm = (std::max)(m_gnorm, abs( m_rfactor.col(j).head(j+1).dot(m_qtf.head(j+1)/m_fnorm) / m_wa2[m_permutation.indices()[j]]));
+
+  /* test for convergence of the gradient norm. */
+  if (m_gnorm <= m_gtol) {
+    m_info = Success;
+    return LevenbergMarquardtSpace::CosinusTooSmall;
+  }
+
+  /* rescale if necessary. */
+  if (!m_useExternalScaling)
+      m_diag = m_diag.cwiseMax(m_wa2);
+
+  do {
+    /* determine the levenberg-marquardt parameter. */
+    internal::lmpar2(qrfac, m_diag, m_qtf, m_delta, m_par, m_wa1);
+
+    /* store the direction p and x + p. calculate the norm of p. */
+    m_wa1 = -m_wa1;
+    m_wa2 = x + m_wa1;
+    pnorm = m_diag.cwiseProduct(m_wa1).stableNorm();
+
+    /* on the first iteration, adjust the initial step bound. */
+    if (m_iter == 1)
+        m_delta = (std::min)(m_delta,pnorm);
+
+    /* evaluate the function at x + p and calculate its norm. */
+    if ( m_functor(m_wa2, m_wa4) < 0)
+        return LevenbergMarquardtSpace::UserAsked;
+    ++m_nfev;
+    fnorm1 = m_wa4.stableNorm();
+
+    /* compute the scaled actual reduction. */
+    actred = -1.;
+    if (Scalar(.1) * fnorm1 < m_fnorm)
+        actred = 1. - numext::abs2(fnorm1 / m_fnorm);
+
+    /* compute the scaled predicted reduction and */
+    /* the scaled directional derivative. */
+    m_wa3 = m_rfactor.template triangularView<Upper>() * (m_permutation.inverse() *m_wa1);
+    temp1 = numext::abs2(m_wa3.stableNorm() / m_fnorm);
+    temp2 = numext::abs2(sqrt(m_par) * pnorm / m_fnorm);
+    prered = temp1 + temp2 / Scalar(.5);
+    dirder = -(temp1 + temp2);
+
+    /* compute the ratio of the actual to the predicted */
+    /* reduction. */
+    ratio = 0.;
+    if (prered != 0.)
+        ratio = actred / prered;
+
+    /* update the step bound. */
+    if (ratio <= Scalar(.25)) {
+        if (actred >= 0.)
+            temp = RealScalar(.5);
+        if (actred < 0.)
+            temp = RealScalar(.5) * dirder / (dirder + RealScalar(.5) * actred);
+        if (RealScalar(.1) * fnorm1 >= m_fnorm || temp < RealScalar(.1))
+            temp = Scalar(.1);
+        /* Computing MIN */
+        m_delta = temp * (std::min)(m_delta, pnorm / RealScalar(.1));
+        m_par /= temp;
+    } else if (!(m_par != 0. && ratio < RealScalar(.75))) {
+        m_delta = pnorm / RealScalar(.5);
+        m_par = RealScalar(.5) * m_par;
+    }
+
+    /* test for successful iteration. */
+    if (ratio >= RealScalar(1e-4)) {
+        /* successful iteration. update x, m_fvec, and their norms. */
+        x = m_wa2;
+        m_wa2 = m_diag.cwiseProduct(x);
+        m_fvec = m_wa4;
+        xnorm = m_wa2.stableNorm();
+        m_fnorm = fnorm1;
+        ++m_iter;
+    }
+
+    /* tests for convergence. */
+    if (abs(actred) <= m_ftol && prered <= m_ftol && Scalar(.5) * ratio <= 1. && m_delta <= m_xtol * xnorm)
+    {
+       m_info = Success;
+      return LevenbergMarquardtSpace::RelativeErrorAndReductionTooSmall;
+    }
+    if (abs(actred) <= m_ftol && prered <= m_ftol && Scalar(.5) * ratio <= 1.) 
+    {
+      m_info = Success;
+      return LevenbergMarquardtSpace::RelativeReductionTooSmall;
+    }
+    if (m_delta <= m_xtol * xnorm)
+    {
+      m_info = Success;
+      return LevenbergMarquardtSpace::RelativeErrorTooSmall;
+    }
+
+    /* tests for termination and stringent tolerances. */
+    if (m_nfev >= m_maxfev) 
+    {
+      m_info = NoConvergence;
+      return LevenbergMarquardtSpace::TooManyFunctionEvaluation;
+    }
+    if (abs(actred) <= NumTraits<Scalar>::epsilon() && prered <= NumTraits<Scalar>::epsilon() && Scalar(.5) * ratio <= 1.)
+    {
+      m_info = Success;
+      return LevenbergMarquardtSpace::FtolTooSmall;
+    }
+    if (m_delta <= NumTraits<Scalar>::epsilon() * xnorm) 
+    {
+      m_info = Success;
+      return LevenbergMarquardtSpace::XtolTooSmall;
+    }
+    if (m_gnorm <= NumTraits<Scalar>::epsilon())
+    {
+      m_info = Success;
+      return LevenbergMarquardtSpace::GtolTooSmall;
+    }
+
+  } while (ratio < Scalar(1e-4));
+
+  return LevenbergMarquardtSpace::Running;
+}
+
+  
+} // end namespace Eigen
+
+#endif // EIGEN_LMONESTEP_H

external/include/eigen3/unsupported/Eigen/src/LevenbergMarquardt/LMpar.h

@@ -0,0 +1,160 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// This code initially comes from MINPACK whose original authors are:
+// Copyright Jorge More - Argonne National Laboratory
+// Copyright Burt Garbow - Argonne National Laboratory
+// Copyright Ken Hillstrom - Argonne National Laboratory
+//
+// This Source Code Form is subject to the terms of the Minpack license
+// (a BSD-like license) described in the campaigned CopyrightMINPACK.txt file.
+
+#ifndef EIGEN_LMPAR_H
+#define EIGEN_LMPAR_H
+
+namespace Eigen {
+
+namespace internal {
+  
+  template <typename QRSolver, typename VectorType>
+    void lmpar2(
+    const QRSolver &qr,
+    const VectorType  &diag,
+    const VectorType  &qtb,
+    typename VectorType::Scalar m_delta,
+    typename VectorType::Scalar &par,
+    VectorType  &x)
+
+  {
+    using std::sqrt;
+    using std::abs;
+    typedef typename QRSolver::MatrixType MatrixType;
+    typedef typename QRSolver::Scalar Scalar;
+//    typedef typename QRSolver::StorageIndex StorageIndex;
+
+    /* Local variables */
+    Index j;
+    Scalar fp;
+    Scalar parc, parl;
+    Index iter;
+    Scalar temp, paru;
+    Scalar gnorm;
+    Scalar dxnorm;
+    
+    // Make a copy of the triangular factor. 
+    // This copy is modified during call the qrsolv
+    MatrixType s;
+    s = qr.matrixR();
+
+    /* Function Body */
+    const Scalar dwarf = (std::numeric_limits<Scalar>::min)();
+    const Index n = qr.matrixR().cols();
+    eigen_assert(n==diag.size());
+    eigen_assert(n==qtb.size());
+
+    VectorType  wa1, wa2;
+
+    /* compute and store in x the gauss-newton direction. if the */
+    /* jacobian is rank-deficient, obtain a least squares solution. */
+
+    //    const Index rank = qr.nonzeroPivots(); // exactly double(0.)
+    const Index rank = qr.rank(); // use a threshold
+    wa1 = qtb;
+    wa1.tail(n-rank).setZero();
+    //FIXME There is no solve in place for sparse triangularView
+    wa1.head(rank) = s.topLeftCorner(rank,rank).template triangularView<Upper>().solve(qtb.head(rank));
+
+    x = qr.colsPermutation()*wa1;
+
+    /* initialize the iteration counter. */
+    /* evaluate the function at the origin, and test */
+    /* for acceptance of the gauss-newton direction. */
+    iter = 0;
+    wa2 = diag.cwiseProduct(x);
+    dxnorm = wa2.blueNorm();
+    fp = dxnorm - m_delta;
+    if (fp <= Scalar(0.1) * m_delta) {
+      par = 0;
+      return;
+    }
+
+    /* if the jacobian is not rank deficient, the newton */
+    /* step provides a lower bound, parl, for the zero of */
+    /* the function. otherwise set this bound to zero. */
+    parl = 0.;
+    if (rank==n) {
+      wa1 = qr.colsPermutation().inverse() *  diag.cwiseProduct(wa2)/dxnorm;
+      s.topLeftCorner(n,n).transpose().template triangularView<Lower>().solveInPlace(wa1);
+      temp = wa1.blueNorm();
+      parl = fp / m_delta / temp / temp;
+    }
+
+    /* calculate an upper bound, paru, for the zero of the function. */
+    for (j = 0; j < n; ++j)
+      wa1[j] = s.col(j).head(j+1).dot(qtb.head(j+1)) / diag[qr.colsPermutation().indices()(j)];
+
+    gnorm = wa1.stableNorm();
+    paru = gnorm / m_delta;
+    if (paru == 0.)
+      paru = dwarf / (std::min)(m_delta,Scalar(0.1));
+
+    /* if the input par lies outside of the interval (parl,paru), */
+    /* set par to the closer endpoint. */
+    par = (std::max)(par,parl);
+    par = (std::min)(par,paru);
+    if (par == 0.)
+      par = gnorm / dxnorm;
+
+    /* beginning of an iteration. */
+    while (true) {
+      ++iter;
+
+      /* evaluate the function at the current value of par. */
+      if (par == 0.)
+        par = (std::max)(dwarf,Scalar(.001) * paru); /* Computing MAX */
+      wa1 = sqrt(par)* diag;
+
+      VectorType sdiag(n);
+      lmqrsolv(s, qr.colsPermutation(), wa1, qtb, x, sdiag);
+
+      wa2 = diag.cwiseProduct(x);
+      dxnorm = wa2.blueNorm();
+      temp = fp;
+      fp = dxnorm - m_delta;
+
+      /* if the function is small enough, accept the current value */
+      /* of par. also test for the exceptional cases where parl */
+      /* is zero or the number of iterations has reached 10. */
+      if (abs(fp) <= Scalar(0.1) * m_delta || (parl == 0. && fp <= temp && temp < 0.) || iter == 10)
+        break;
+
+      /* compute the newton correction. */
+      wa1 = qr.colsPermutation().inverse() * diag.cwiseProduct(wa2/dxnorm);
+      // we could almost use this here, but the diagonal is outside qr, in sdiag[]
+      for (j = 0; j < n; ++j) {
+        wa1[j] /= sdiag[j];
+        temp = wa1[j];
+        for (Index i = j+1; i < n; ++i)
+          wa1[i] -= s.coeff(i,j) * temp;
+      }
+      temp = wa1.blueNorm();
+      parc = fp / m_delta / temp / temp;
+
+      /* depending on the sign of the function, update parl or paru. */
+      if (fp > 0.)
+        parl = (std::max)(parl,par);
+      if (fp < 0.)
+        paru = (std::min)(paru,par);
+
+      /* compute an improved estimate for par. */
+      par = (std::max)(parl,par+parc);
+    }
+    if (iter == 0)
+      par = 0.;
+    return;
+  }
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_LMPAR_H

external/include/eigen3/unsupported/Eigen/src/LevenbergMarquardt/LMqrsolv.h

@@ -0,0 +1,188 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Thomas Capricelli <orzel@freehackers.org>
+// Copyright (C) 2012 Desire Nuentsa <desire.nuentsa_wakam@inria.fr>
+//
+// This code initially comes from MINPACK whose original authors are:
+// Copyright Jorge More - Argonne National Laboratory
+// Copyright Burt Garbow - Argonne National Laboratory
+// Copyright Ken Hillstrom - Argonne National Laboratory
+//
+// This Source Code Form is subject to the terms of the Minpack license
+// (a BSD-like license) described in the campaigned CopyrightMINPACK.txt file.
+
+#ifndef EIGEN_LMQRSOLV_H
+#define EIGEN_LMQRSOLV_H
+
+namespace Eigen { 
+
+namespace internal {
+
+template <typename Scalar,int Rows, int Cols, typename PermIndex>
+void lmqrsolv(
+  Matrix<Scalar,Rows,Cols> &s,
+  const PermutationMatrix<Dynamic,Dynamic,PermIndex> &iPerm,
+  const Matrix<Scalar,Dynamic,1> &diag,
+  const Matrix<Scalar,Dynamic,1> &qtb,
+  Matrix<Scalar,Dynamic,1> &x,
+  Matrix<Scalar,Dynamic,1> &sdiag)
+{
+    /* Local variables */
+    Index i, j, k;
+    Scalar temp;
+    Index n = s.cols();
+    Matrix<Scalar,Dynamic,1>  wa(n);
+    JacobiRotation<Scalar> givens;
+
+    /* Function Body */
+    // the following will only change the lower triangular part of s, including
+    // the diagonal, though the diagonal is restored afterward
+
+    /*     copy r and (q transpose)*b to preserve input and initialize s. */
+    /*     in particular, save the diagonal elements of r in x. */
+    x = s.diagonal();
+    wa = qtb;
+    
+   
+    s.topLeftCorner(n,n).template triangularView<StrictlyLower>() = s.topLeftCorner(n,n).transpose();
+    /*     eliminate the diagonal matrix d using a givens rotation. */
+    for (j = 0; j < n; ++j) {
+
+        /*        prepare the row of d to be eliminated, locating the */
+        /*        diagonal element using p from the qr factorization. */
+        const PermIndex l = iPerm.indices()(j);
+        if (diag[l] == 0.)
+            break;
+        sdiag.tail(n-j).setZero();
+        sdiag[j] = diag[l];
+
+        /*        the transformations to eliminate the row of d */
+        /*        modify only a single element of (q transpose)*b */
+        /*        beyond the first n, which is initially zero. */
+        Scalar qtbpj = 0.;
+        for (k = j; k < n; ++k) {
+            /*           determine a givens rotation which eliminates the */
+            /*           appropriate element in the current row of d. */
+            givens.makeGivens(-s(k,k), sdiag[k]);
+
+            /*           compute the modified diagonal element of r and */
+            /*           the modified element of ((q transpose)*b,0). */
+            s(k,k) = givens.c() * s(k,k) + givens.s() * sdiag[k];
+            temp = givens.c() * wa[k] + givens.s() * qtbpj;
+            qtbpj = -givens.s() * wa[k] + givens.c() * qtbpj;
+            wa[k] = temp;
+
+            /*           accumulate the tranformation in the row of s. */
+            for (i = k+1; i<n; ++i) {
+                temp = givens.c() * s(i,k) + givens.s() * sdiag[i];
+                sdiag[i] = -givens.s() * s(i,k) + givens.c() * sdiag[i];
+                s(i,k) = temp;
+            }
+        }
+    }
+  
+    /*     solve the triangular system for z. if the system is */
+    /*     singular, then obtain a least squares solution. */
+    Index nsing;
+    for(nsing=0; nsing<n && sdiag[nsing]!=0; nsing++) {}
+
+    wa.tail(n-nsing).setZero();
+    s.topLeftCorner(nsing, nsing).transpose().template triangularView<Upper>().solveInPlace(wa.head(nsing));
+  
+    // restore
+    sdiag = s.diagonal();
+    s.diagonal() = x;
+
+    /* permute the components of z back to components of x. */
+    x = iPerm * wa; 
+}
+
+template <typename Scalar, int _Options, typename Index>
+void lmqrsolv(
+  SparseMatrix<Scalar,_Options,Index> &s,
+  const PermutationMatrix<Dynamic,Dynamic> &iPerm,
+  const Matrix<Scalar,Dynamic,1> &diag,
+  const Matrix<Scalar,Dynamic,1> &qtb,
+  Matrix<Scalar,Dynamic,1> &x,
+  Matrix<Scalar,Dynamic,1> &sdiag)
+{
+  /* Local variables */
+  typedef SparseMatrix<Scalar,RowMajor,Index> FactorType;
+    Index i, j, k, l;
+    Scalar temp;
+    Index n = s.cols();
+    Matrix<Scalar,Dynamic,1>  wa(n);
+    JacobiRotation<Scalar> givens;
+
+    /* Function Body */
+    // the following will only change the lower triangular part of s, including
+    // the diagonal, though the diagonal is restored afterward
+
+    /*     copy r and (q transpose)*b to preserve input and initialize R. */
+    wa = qtb;
+    FactorType R(s);
+    // Eliminate the diagonal matrix d using a givens rotation
+    for (j = 0; j < n; ++j)
+    {
+      // Prepare the row of d to be eliminated, locating the 
+      // diagonal element using p from the qr factorization
+      l = iPerm.indices()(j);
+      if (diag(l) == Scalar(0)) 
+        break; 
+      sdiag.tail(n-j).setZero();
+      sdiag[j] = diag[l];
+      // the transformations to eliminate the row of d
+      // modify only a single element of (q transpose)*b
+      // beyond the first n, which is initially zero. 
+      
+      Scalar qtbpj = 0; 
+      // Browse the nonzero elements of row j of the upper triangular s
+      for (k = j; k < n; ++k)
+      {
+        typename FactorType::InnerIterator itk(R,k);
+        for (; itk; ++itk){
+          if (itk.index() < k) continue;
+          else break;
+        }
+        //At this point, we have the diagonal element R(k,k)
+        // Determine a givens rotation which eliminates 
+        // the appropriate element in the current row of d
+        givens.makeGivens(-itk.value(), sdiag(k));
+        
+        // Compute the modified diagonal element of r and 
+        // the modified element of ((q transpose)*b,0).
+        itk.valueRef() = givens.c() * itk.value() + givens.s() * sdiag(k);
+        temp = givens.c() * wa(k) + givens.s() * qtbpj; 
+        qtbpj = -givens.s() * wa(k) + givens.c() * qtbpj;
+        wa(k) = temp;
+        
+        // Accumulate the transformation in the remaining k row/column of R
+        for (++itk; itk; ++itk)
+        {
+          i = itk.index();
+          temp = givens.c() *  itk.value() + givens.s() * sdiag(i);
+          sdiag(i) = -givens.s() * itk.value() + givens.c() * sdiag(i);
+          itk.valueRef() = temp;
+        }
+      }
+    }
+    
+    // Solve the triangular system for z. If the system is 
+    // singular, then obtain a least squares solution
+    Index nsing;
+    for(nsing = 0; nsing<n && sdiag(nsing) !=0; nsing++) {}
+    
+    wa.tail(n-nsing).setZero();
+//     x = wa; 
+    wa.head(nsing) = R.topLeftCorner(nsing,nsing).template triangularView<Upper>().solve/*InPlace*/(wa.head(nsing));
+    
+    sdiag = R.diagonal();
+    // Permute the components of z back to components of x
+    x = iPerm * wa; 
+}
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_LMQRSOLV_H

external/include/eigen3/unsupported/Eigen/src/LevenbergMarquardt/LevenbergMarquardt.h

@@ -0,0 +1,396 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Thomas Capricelli <orzel@freehackers.org>
+// Copyright (C) 2012 Desire Nuentsa <desire.nuentsa_wakam@inria.fr>
+//
+// The algorithm of this class initially comes from MINPACK whose original authors are:
+// Copyright Jorge More - Argonne National Laboratory
+// Copyright Burt Garbow - Argonne National Laboratory
+// Copyright Ken Hillstrom - Argonne National Laboratory
+//
+// This Source Code Form is subject to the terms of the Minpack license
+// (a BSD-like license) described in the campaigned CopyrightMINPACK.txt file.
+//
+// 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_LEVENBERGMARQUARDT_H
+#define EIGEN_LEVENBERGMARQUARDT_H
+
+
+namespace Eigen {
+namespace LevenbergMarquardtSpace {
+    enum Status {
+        NotStarted = -2,
+        Running = -1,
+        ImproperInputParameters = 0,
+        RelativeReductionTooSmall = 1,
+        RelativeErrorTooSmall = 2,
+        RelativeErrorAndReductionTooSmall = 3,
+        CosinusTooSmall = 4,
+        TooManyFunctionEvaluation = 5,
+        FtolTooSmall = 6,
+        XtolTooSmall = 7,
+        GtolTooSmall = 8,
+        UserAsked = 9
+    };
+}
+
+template <typename _Scalar, int NX=Dynamic, int NY=Dynamic>
+struct DenseFunctor
+{
+  typedef _Scalar Scalar;
+  enum {
+    InputsAtCompileTime = NX,
+    ValuesAtCompileTime = NY
+  };
+  typedef Matrix<Scalar,InputsAtCompileTime,1> InputType;
+  typedef Matrix<Scalar,ValuesAtCompileTime,1> ValueType;
+  typedef Matrix<Scalar,ValuesAtCompileTime,InputsAtCompileTime> JacobianType;
+  typedef ColPivHouseholderQR<JacobianType> QRSolver;
+  const int m_inputs, m_values;
+
+  DenseFunctor() : m_inputs(InputsAtCompileTime), m_values(ValuesAtCompileTime) {}
+  DenseFunctor(int inputs, int values) : m_inputs(inputs), m_values(values) {}
+
+  int inputs() const { return m_inputs; }
+  int values() const { return m_values; }
+
+  //int operator()(const InputType &x, ValueType& fvec) { }
+  // should be defined in derived classes
+  
+  //int df(const InputType &x, JacobianType& fjac) { }
+  // should be defined in derived classes
+};
+
+template <typename _Scalar, typename _Index>
+struct SparseFunctor
+{
+  typedef _Scalar Scalar;
+  typedef _Index Index;
+  typedef Matrix<Scalar,Dynamic,1> InputType;
+  typedef Matrix<Scalar,Dynamic,1> ValueType;
+  typedef SparseMatrix<Scalar, ColMajor, Index> JacobianType;
+  typedef SparseQR<JacobianType, COLAMDOrdering<int> > QRSolver;
+  enum {
+    InputsAtCompileTime = Dynamic,
+    ValuesAtCompileTime = Dynamic
+  };
+  
+  SparseFunctor(int inputs, int values) : m_inputs(inputs), m_values(values) {}
+
+  int inputs() const { return m_inputs; }
+  int values() const { return m_values; }
+  
+  const int m_inputs, m_values;
+  //int operator()(const InputType &x, ValueType& fvec) { }
+  // to be defined in the functor
+  
+  //int df(const InputType &x, JacobianType& fjac) { }
+  // to be defined in the functor if no automatic differentiation
+  
+};
+namespace internal {
+template <typename QRSolver, typename VectorType>
+void lmpar2(const QRSolver &qr, const VectorType  &diag, const VectorType  &qtb,
+	    typename VectorType::Scalar m_delta, typename VectorType::Scalar &par,
+	    VectorType  &x);
+    }
+/**
+  * \ingroup NonLinearOptimization_Module
+  * \brief Performs non linear optimization over a non-linear function,
+  * using a variant of the Levenberg Marquardt algorithm.
+  *
+  * Check wikipedia for more information.
+  * http://en.wikipedia.org/wiki/Levenberg%E2%80%93Marquardt_algorithm
+  */
+template<typename _FunctorType>
+class LevenbergMarquardt : internal::no_assignment_operator
+{
+  public:
+    typedef _FunctorType FunctorType;
+    typedef typename FunctorType::QRSolver QRSolver;
+    typedef typename FunctorType::JacobianType JacobianType;
+    typedef typename JacobianType::Scalar Scalar;
+    typedef typename JacobianType::RealScalar RealScalar; 
+    typedef typename QRSolver::StorageIndex PermIndex;
+    typedef Matrix<Scalar,Dynamic,1> FVectorType;
+    typedef PermutationMatrix<Dynamic,Dynamic> PermutationType;
+  public:
+    LevenbergMarquardt(FunctorType& functor) 
+    : m_functor(functor),m_nfev(0),m_njev(0),m_fnorm(0.0),m_gnorm(0),
+      m_isInitialized(false),m_info(InvalidInput)
+    {
+      resetParameters();
+      m_useExternalScaling=false; 
+    }
+    
+    LevenbergMarquardtSpace::Status minimize(FVectorType &x);
+    LevenbergMarquardtSpace::Status minimizeInit(FVectorType &x);
+    LevenbergMarquardtSpace::Status minimizeOneStep(FVectorType &x);
+    LevenbergMarquardtSpace::Status lmder1(
+      FVectorType  &x, 
+      const Scalar tol = std::sqrt(NumTraits<Scalar>::epsilon())
+    );
+    static LevenbergMarquardtSpace::Status lmdif1(
+            FunctorType &functor,
+            FVectorType  &x,
+            Index *nfev,
+            const Scalar tol = std::sqrt(NumTraits<Scalar>::epsilon())
+            );
+    
+    /** Sets the default parameters */
+    void resetParameters() 
+    {
+      using std::sqrt;        
+
+      m_factor = 100.; 
+      m_maxfev = 400; 
+      m_ftol = sqrt(NumTraits<RealScalar>::epsilon());
+      m_xtol = sqrt(NumTraits<RealScalar>::epsilon());
+      m_gtol = 0. ; 
+      m_epsfcn = 0. ;
+    }
+    
+    /** Sets the tolerance for the norm of the solution vector*/
+    void setXtol(RealScalar xtol) { m_xtol = xtol; }
+    
+    /** Sets the tolerance for the norm of the vector function*/
+    void setFtol(RealScalar ftol) { m_ftol = ftol; }
+    
+    /** Sets the tolerance for the norm of the gradient of the error vector*/
+    void setGtol(RealScalar gtol) { m_gtol = gtol; }
+    
+    /** Sets the step bound for the diagonal shift */
+    void setFactor(RealScalar factor) { m_factor = factor; }    
+    
+    /** Sets the error precision  */
+    void setEpsilon (RealScalar epsfcn) { m_epsfcn = epsfcn; }
+    
+    /** Sets the maximum number of function evaluation */
+    void setMaxfev(Index maxfev) {m_maxfev = maxfev; }
+    
+    /** Use an external Scaling. If set to true, pass a nonzero diagonal to diag() */
+    void setExternalScaling(bool value) {m_useExternalScaling  = value; }
+    
+    /** \returns the tolerance for the norm of the solution vector */
+    RealScalar xtol() const {return m_xtol; }
+    
+    /** \returns the tolerance for the norm of the vector function */
+    RealScalar ftol() const {return m_ftol; }
+    
+    /** \returns the tolerance for the norm of the gradient of the error vector */
+    RealScalar gtol() const {return m_gtol; }
+    
+    /** \returns the step bound for the diagonal shift */
+    RealScalar factor() const {return m_factor; }
+    
+    /** \returns the error precision */
+    RealScalar epsilon() const {return m_epsfcn; }
+    
+    /** \returns the maximum number of function evaluation */
+    Index maxfev() const {return m_maxfev; }
+    
+    /** \returns a reference to the diagonal of the jacobian */
+    FVectorType& diag() {return m_diag; }
+    
+    /** \returns the number of iterations performed */
+    Index iterations() { return m_iter; }
+    
+    /** \returns the number of functions evaluation */
+    Index nfev() { return m_nfev; }
+    
+    /** \returns the number of jacobian evaluation */
+    Index njev() { return m_njev; }
+    
+    /** \returns the norm of current vector function */
+    RealScalar fnorm() {return m_fnorm; }
+    
+    /** \returns the norm of the gradient of the error */
+    RealScalar gnorm() {return m_gnorm; }
+    
+    /** \returns the LevenbergMarquardt parameter */
+    RealScalar lm_param(void) { return m_par; }
+    
+    /** \returns a reference to the  current vector function 
+     */
+    FVectorType& fvec() {return m_fvec; }
+    
+    /** \returns a reference to the matrix where the current Jacobian matrix is stored
+     */
+    JacobianType& jacobian() {return m_fjac; }
+    
+    /** \returns a reference to the triangular matrix R from the QR of the jacobian matrix.
+     * \sa jacobian()
+     */
+    JacobianType& matrixR() {return m_rfactor; }
+    
+    /** the permutation used in the QR factorization
+     */
+    PermutationType permutation() {return m_permutation; }
+    
+    /** 
+     * \brief Reports whether the minimization was successful
+     * \returns \c Success if the minimization was succesful,
+     *         \c NumericalIssue if a numerical problem arises during the 
+     *          minimization process, for exemple during the QR factorization
+     *         \c NoConvergence if the minimization did not converge after 
+     *          the maximum number of function evaluation allowed
+     *          \c InvalidInput if the input matrix is invalid
+     */
+    ComputationInfo info() const
+    {
+      
+      return m_info;
+    }
+  private:
+    JacobianType m_fjac; 
+    JacobianType m_rfactor; // The triangular matrix R from the QR of the jacobian matrix m_fjac
+    FunctorType &m_functor;
+    FVectorType m_fvec, m_qtf, m_diag; 
+    Index n;
+    Index m; 
+    Index m_nfev;
+    Index m_njev; 
+    RealScalar m_fnorm; // Norm of the current vector function
+    RealScalar m_gnorm; //Norm of the gradient of the error 
+    RealScalar m_factor; //
+    Index m_maxfev; // Maximum number of function evaluation
+    RealScalar m_ftol; //Tolerance in the norm of the vector function
+    RealScalar m_xtol; // 
+    RealScalar m_gtol; //tolerance of the norm of the error gradient
+    RealScalar m_epsfcn; //
+    Index m_iter; // Number of iterations performed
+    RealScalar m_delta;
+    bool m_useExternalScaling;
+    PermutationType m_permutation;
+    FVectorType m_wa1, m_wa2, m_wa3, m_wa4; //Temporary vectors
+    RealScalar m_par;
+    bool m_isInitialized; // Check whether the minimization step has been called
+    ComputationInfo m_info; 
+};
+
+template<typename FunctorType>
+LevenbergMarquardtSpace::Status
+LevenbergMarquardt<FunctorType>::minimize(FVectorType  &x)
+{
+    LevenbergMarquardtSpace::Status status = minimizeInit(x);
+    if (status==LevenbergMarquardtSpace::ImproperInputParameters) {
+      m_isInitialized = true;
+      return status;
+    }
+    do {
+//       std::cout << " uv " << x.transpose() << "\n";
+        status = minimizeOneStep(x);
+    } while (status==LevenbergMarquardtSpace::Running);
+     m_isInitialized = true;
+     return status;
+}
+
+template<typename FunctorType>
+LevenbergMarquardtSpace::Status
+LevenbergMarquardt<FunctorType>::minimizeInit(FVectorType  &x)
+{
+    n = x.size();
+    m = m_functor.values();
+
+    m_wa1.resize(n); m_wa2.resize(n); m_wa3.resize(n);
+    m_wa4.resize(m);
+    m_fvec.resize(m);
+    //FIXME Sparse Case : Allocate space for the jacobian
+    m_fjac.resize(m, n);
+//     m_fjac.reserve(VectorXi::Constant(n,5)); // FIXME Find a better alternative
+    if (!m_useExternalScaling)
+        m_diag.resize(n);
+    eigen_assert( (!m_useExternalScaling || m_diag.size()==n) && "When m_useExternalScaling is set, the caller must provide a valid 'm_diag'");
+    m_qtf.resize(n);
+
+    /* Function Body */
+    m_nfev = 0;
+    m_njev = 0;
+
+    /*     check the input parameters for errors. */
+    if (n <= 0 || m < n || m_ftol < 0. || m_xtol < 0. || m_gtol < 0. || m_maxfev <= 0 || m_factor <= 0.){
+      m_info = InvalidInput;
+      return LevenbergMarquardtSpace::ImproperInputParameters;
+    }
+
+    if (m_useExternalScaling)
+        for (Index j = 0; j < n; ++j)
+            if (m_diag[j] <= 0.) 
+            {
+              m_info = InvalidInput;
+              return LevenbergMarquardtSpace::ImproperInputParameters;
+            }
+
+    /*     evaluate the function at the starting point */
+    /*     and calculate its norm. */
+    m_nfev = 1;
+    if ( m_functor(x, m_fvec) < 0)
+        return LevenbergMarquardtSpace::UserAsked;
+    m_fnorm = m_fvec.stableNorm();
+
+    /*     initialize levenberg-marquardt parameter and iteration counter. */
+    m_par = 0.;
+    m_iter = 1;
+
+    return LevenbergMarquardtSpace::NotStarted;
+}
+
+template<typename FunctorType>
+LevenbergMarquardtSpace::Status
+LevenbergMarquardt<FunctorType>::lmder1(
+        FVectorType  &x,
+        const Scalar tol
+        )
+{
+    n = x.size();
+    m = m_functor.values();
+
+    /* check the input parameters for errors. */
+    if (n <= 0 || m < n || tol < 0.)
+        return LevenbergMarquardtSpace::ImproperInputParameters;
+
+    resetParameters();
+    m_ftol = tol;
+    m_xtol = tol;
+    m_maxfev = 100*(n+1);
+
+    return minimize(x);
+}
+
+
+template<typename FunctorType>
+LevenbergMarquardtSpace::Status
+LevenbergMarquardt<FunctorType>::lmdif1(
+        FunctorType &functor,
+        FVectorType  &x,
+        Index *nfev,
+        const Scalar tol
+        )
+{
+    Index n = x.size();
+    Index m = functor.values();
+
+    /* check the input parameters for errors. */
+    if (n <= 0 || m < n || tol < 0.)
+        return LevenbergMarquardtSpace::ImproperInputParameters;
+
+    NumericalDiff<FunctorType> numDiff(functor);
+    // embedded LevenbergMarquardt
+    LevenbergMarquardt<NumericalDiff<FunctorType> > lm(numDiff);
+    lm.setFtol(tol);
+    lm.setXtol(tol);
+    lm.setMaxfev(200*(n+1));
+
+    LevenbergMarquardtSpace::Status info = LevenbergMarquardtSpace::Status(lm.minimize(x));
+    if (nfev)
+        * nfev = lm.nfev();
+    return info;
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_LEVENBERGMARQUARDT_H

external/include/eigen3/unsupported/Eigen/src/MatrixFunctions/MatrixExponential.h

@@ -0,0 +1,442 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009, 2010, 2013 Jitse Niesen <jitse@maths.leeds.ac.uk>
+// Copyright (C) 2011, 2013 Chen-Pang He <jdh8@ms63.hinet.net>
+//
+// 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_MATRIX_EXPONENTIAL
+#define EIGEN_MATRIX_EXPONENTIAL
+
+#include "StemFunction.h"
+
+namespace Eigen {
+namespace internal {
+
+/** \brief Scaling operator.
+ *
+ * This struct is used by CwiseUnaryOp to scale a matrix by \f$ 2^{-s} \f$.
+ */
+template <typename RealScalar>
+struct MatrixExponentialScalingOp
+{
+  /** \brief Constructor.
+   *
+   * \param[in] squarings  The integer \f$ s \f$ in this document.
+   */
+  MatrixExponentialScalingOp(int squarings) : m_squarings(squarings) { }
+
+
+  /** \brief Scale a matrix coefficient.
+   *
+   * \param[in,out] x  The scalar to be scaled, becoming \f$ 2^{-s} x \f$.
+   */
+  inline const RealScalar operator() (const RealScalar& x) const
+  {
+    using std::ldexp;
+    return ldexp(x, -m_squarings);
+  }
+
+  typedef std::complex<RealScalar> ComplexScalar;
+
+  /** \brief Scale a matrix coefficient.
+   *
+   * \param[in,out] x  The scalar to be scaled, becoming \f$ 2^{-s} x \f$.
+   */
+  inline const ComplexScalar operator() (const ComplexScalar& x) const
+  {
+    using std::ldexp;
+    return ComplexScalar(ldexp(x.real(), -m_squarings), ldexp(x.imag(), -m_squarings));
+  }
+
+  private:
+    int m_squarings;
+};
+
+/** \brief Compute the (3,3)-Pad&eacute; approximant to the exponential.
+ *
+ *  After exit, \f$ (V+U)(V-U)^{-1} \f$ is the Pad&eacute;
+ *  approximant of \f$ \exp(A) \f$ around \f$ A = 0 \f$.
+ */
+template <typename MatA, typename MatU, typename MatV>
+void matrix_exp_pade3(const MatA& A, MatU& U, MatV& V)
+{
+  typedef typename MatA::PlainObject MatrixType;
+  typedef typename NumTraits<typename traits<MatA>::Scalar>::Real RealScalar;
+  const RealScalar b[] = {120.L, 60.L, 12.L, 1.L};
+  const MatrixType A2 = A * A;
+  const MatrixType tmp = b[3] * A2 + b[1] * MatrixType::Identity(A.rows(), A.cols());
+  U.noalias() = A * tmp;
+  V = b[2] * A2 + b[0] * MatrixType::Identity(A.rows(), A.cols());
+}
+
+/** \brief Compute the (5,5)-Pad&eacute; approximant to the exponential.
+ *
+ *  After exit, \f$ (V+U)(V-U)^{-1} \f$ is the Pad&eacute;
+ *  approximant of \f$ \exp(A) \f$ around \f$ A = 0 \f$.
+ */
+template <typename MatA, typename MatU, typename MatV>
+void matrix_exp_pade5(const MatA& A, MatU& U, MatV& V)
+{
+  typedef typename MatA::PlainObject MatrixType;
+  typedef typename NumTraits<typename traits<MatrixType>::Scalar>::Real RealScalar;
+  const RealScalar b[] = {30240.L, 15120.L, 3360.L, 420.L, 30.L, 1.L};
+  const MatrixType A2 = A * A;
+  const MatrixType A4 = A2 * A2;
+  const MatrixType tmp = b[5] * A4 + b[3] * A2 + b[1] * MatrixType::Identity(A.rows(), A.cols());
+  U.noalias() = A * tmp;
+  V = b[4] * A4 + b[2] * A2 + b[0] * MatrixType::Identity(A.rows(), A.cols());
+}
+
+/** \brief Compute the (7,7)-Pad&eacute; approximant to the exponential.
+ *
+ *  After exit, \f$ (V+U)(V-U)^{-1} \f$ is the Pad&eacute;
+ *  approximant of \f$ \exp(A) \f$ around \f$ A = 0 \f$.
+ */
+template <typename MatA, typename MatU, typename MatV>
+void matrix_exp_pade7(const MatA& A, MatU& U, MatV& V)
+{
+  typedef typename MatA::PlainObject MatrixType;
+  typedef typename NumTraits<typename traits<MatrixType>::Scalar>::Real RealScalar;
+  const RealScalar b[] = {17297280.L, 8648640.L, 1995840.L, 277200.L, 25200.L, 1512.L, 56.L, 1.L};
+  const MatrixType A2 = A * A;
+  const MatrixType A4 = A2 * A2;
+  const MatrixType A6 = A4 * A2;
+  const MatrixType tmp = b[7] * A6 + b[5] * A4 + b[3] * A2 
+    + b[1] * MatrixType::Identity(A.rows(), A.cols());
+  U.noalias() = A * tmp;
+  V = b[6] * A6 + b[4] * A4 + b[2] * A2 + b[0] * MatrixType::Identity(A.rows(), A.cols());
+
+}
+
+/** \brief Compute the (9,9)-Pad&eacute; approximant to the exponential.
+ *
+ *  After exit, \f$ (V+U)(V-U)^{-1} \f$ is the Pad&eacute;
+ *  approximant of \f$ \exp(A) \f$ around \f$ A = 0 \f$.
+ */
+template <typename MatA, typename MatU, typename MatV>
+void matrix_exp_pade9(const MatA& A, MatU& U, MatV& V)
+{
+  typedef typename MatA::PlainObject MatrixType;
+  typedef typename NumTraits<typename traits<MatrixType>::Scalar>::Real RealScalar;
+  const RealScalar b[] = {17643225600.L, 8821612800.L, 2075673600.L, 302702400.L, 30270240.L,
+                          2162160.L, 110880.L, 3960.L, 90.L, 1.L};
+  const MatrixType A2 = A * A;
+  const MatrixType A4 = A2 * A2;
+  const MatrixType A6 = A4 * A2;
+  const MatrixType A8 = A6 * A2;
+  const MatrixType tmp = b[9] * A8 + b[7] * A6 + b[5] * A4 + b[3] * A2 
+    + b[1] * MatrixType::Identity(A.rows(), A.cols());
+  U.noalias() = A * tmp;
+  V = b[8] * A8 + b[6] * A6 + b[4] * A4 + b[2] * A2 + b[0] * MatrixType::Identity(A.rows(), A.cols());
+}
+
+/** \brief Compute the (13,13)-Pad&eacute; approximant to the exponential.
+ *
+ *  After exit, \f$ (V+U)(V-U)^{-1} \f$ is the Pad&eacute;
+ *  approximant of \f$ \exp(A) \f$ around \f$ A = 0 \f$.
+ */
+template <typename MatA, typename MatU, typename MatV>
+void matrix_exp_pade13(const MatA& A, MatU& U, MatV& V)
+{
+  typedef typename MatA::PlainObject MatrixType;
+  typedef typename NumTraits<typename traits<MatrixType>::Scalar>::Real RealScalar;
+  const RealScalar b[] = {64764752532480000.L, 32382376266240000.L, 7771770303897600.L,
+                          1187353796428800.L, 129060195264000.L, 10559470521600.L, 670442572800.L,
+                          33522128640.L, 1323241920.L, 40840800.L, 960960.L, 16380.L, 182.L, 1.L};
+  const MatrixType A2 = A * A;
+  const MatrixType A4 = A2 * A2;
+  const MatrixType A6 = A4 * A2;
+  V = b[13] * A6 + b[11] * A4 + b[9] * A2; // used for temporary storage
+  MatrixType tmp = A6 * V;
+  tmp += b[7] * A6 + b[5] * A4 + b[3] * A2 + b[1] * MatrixType::Identity(A.rows(), A.cols());
+  U.noalias() = A * tmp;
+  tmp = b[12] * A6 + b[10] * A4 + b[8] * A2;
+  V.noalias() = A6 * tmp;
+  V += b[6] * A6 + b[4] * A4 + b[2] * A2 + b[0] * MatrixType::Identity(A.rows(), A.cols());
+}
+
+/** \brief Compute the (17,17)-Pad&eacute; approximant to the exponential.
+ *
+ *  After exit, \f$ (V+U)(V-U)^{-1} \f$ is the Pad&eacute;
+ *  approximant of \f$ \exp(A) \f$ around \f$ A = 0 \f$.
+ *
+ *  This function activates only if your long double is double-double or quadruple.
+ */
+#if LDBL_MANT_DIG > 64
+template <typename MatA, typename MatU, typename MatV>
+void matrix_exp_pade17(const MatA& A, MatU& U, MatV& V)
+{
+  typedef typename MatA::PlainObject MatrixType;
+  typedef typename NumTraits<typename traits<MatrixType>::Scalar>::Real RealScalar;
+  const RealScalar b[] = {830034394580628357120000.L, 415017197290314178560000.L,
+                          100610229646136770560000.L, 15720348382208870400000.L,
+                          1774878043152614400000.L, 153822763739893248000.L, 10608466464820224000.L,
+                          595373117923584000.L, 27563570274240000.L, 1060137318240000.L,
+                          33924394183680.L, 899510451840.L, 19554575040.L, 341863200.L, 4651200.L,
+                          46512.L, 306.L, 1.L};
+  const MatrixType A2 = A * A;
+  const MatrixType A4 = A2 * A2;
+  const MatrixType A6 = A4 * A2;
+  const MatrixType A8 = A4 * A4;
+  V = b[17] * A8 + b[15] * A6 + b[13] * A4 + b[11] * A2; // used for temporary storage
+  MatrixType tmp = A8 * V;
+  tmp += b[9] * A8 + b[7] * A6 + b[5] * A4 + b[3] * A2 
+    + b[1] * MatrixType::Identity(A.rows(), A.cols());
+  U.noalias() = A * tmp;
+  tmp = b[16] * A8 + b[14] * A6 + b[12] * A4 + b[10] * A2;
+  V.noalias() = tmp * A8;
+  V += b[8] * A8 + b[6] * A6 + b[4] * A4 + b[2] * A2 
+    + b[0] * MatrixType::Identity(A.rows(), A.cols());
+}
+#endif
+
+template <typename MatrixType, typename RealScalar = typename NumTraits<typename traits<MatrixType>::Scalar>::Real>
+struct matrix_exp_computeUV
+{
+  /** \brief Compute Pad&eacute; approximant to the exponential.
+    *
+    * Computes \c U, \c V and \c squarings such that \f$ (V+U)(V-U)^{-1} \f$ is a Pad&eacute;
+    * approximant of \f$ \exp(2^{-\mbox{squarings}}M) \f$ around \f$ M = 0 \f$, where \f$ M \f$
+    * denotes the matrix \c arg. The degree of the Pad&eacute; approximant and the value of squarings
+    * are chosen such that the approximation error is no more than the round-off error.
+    */
+  static void run(const MatrixType& arg, MatrixType& U, MatrixType& V, int& squarings);
+};
+
+template <typename MatrixType>
+struct matrix_exp_computeUV<MatrixType, float>
+{
+  template <typename ArgType>
+  static void run(const ArgType& arg, MatrixType& U, MatrixType& V, int& squarings)
+  {
+    using std::frexp;
+    using std::pow;
+    const float l1norm = arg.cwiseAbs().colwise().sum().maxCoeff();
+    squarings = 0;
+    if (l1norm < 4.258730016922831e-001f) {
+      matrix_exp_pade3(arg, U, V);
+    } else if (l1norm < 1.880152677804762e+000f) {
+      matrix_exp_pade5(arg, U, V);
+    } else {
+      const float maxnorm = 3.925724783138660f;
+      frexp(l1norm / maxnorm, &squarings);
+      if (squarings < 0) squarings = 0;
+      MatrixType A = arg.unaryExpr(MatrixExponentialScalingOp<float>(squarings));
+      matrix_exp_pade7(A, U, V);
+    }
+  }
+};
+
+template <typename MatrixType>
+struct matrix_exp_computeUV<MatrixType, double>
+{
+  typedef typename NumTraits<typename traits<MatrixType>::Scalar>::Real RealScalar;
+  template <typename ArgType>
+  static void run(const ArgType& arg, MatrixType& U, MatrixType& V, int& squarings)
+  {
+    using std::frexp;
+    using std::pow;
+    const RealScalar l1norm = arg.cwiseAbs().colwise().sum().maxCoeff();
+    squarings = 0;
+    if (l1norm < 1.495585217958292e-002) {
+      matrix_exp_pade3(arg, U, V);
+    } else if (l1norm < 2.539398330063230e-001) {
+      matrix_exp_pade5(arg, U, V);
+    } else if (l1norm < 9.504178996162932e-001) {
+      matrix_exp_pade7(arg, U, V);
+    } else if (l1norm < 2.097847961257068e+000) {
+      matrix_exp_pade9(arg, U, V);
+    } else {
+      const RealScalar maxnorm = 5.371920351148152;
+      frexp(l1norm / maxnorm, &squarings);
+      if (squarings < 0) squarings = 0;
+      MatrixType A = arg.unaryExpr(MatrixExponentialScalingOp<RealScalar>(squarings));
+      matrix_exp_pade13(A, U, V);
+    }
+  }
+};
+  
+template <typename MatrixType>
+struct matrix_exp_computeUV<MatrixType, long double>
+{
+  template <typename ArgType>
+  static void run(const ArgType& arg, MatrixType& U, MatrixType& V, int& squarings)
+  {
+#if   LDBL_MANT_DIG == 53   // double precision
+    matrix_exp_computeUV<MatrixType, double>::run(arg, U, V, squarings);
+  
+#else
+  
+    using std::frexp;
+    using std::pow;
+    const long double l1norm = arg.cwiseAbs().colwise().sum().maxCoeff();
+    squarings = 0;
+  
+#if LDBL_MANT_DIG <= 64   // extended precision
+  
+    if (l1norm < 4.1968497232266989671e-003L) {
+      matrix_exp_pade3(arg, U, V);
+    } else if (l1norm < 1.1848116734693823091e-001L) {
+      matrix_exp_pade5(arg, U, V);
+    } else if (l1norm < 5.5170388480686700274e-001L) {
+      matrix_exp_pade7(arg, U, V);
+    } else if (l1norm < 1.3759868875587845383e+000L) {
+      matrix_exp_pade9(arg, U, V);
+    } else {
+      const long double maxnorm = 4.0246098906697353063L;
+      frexp(l1norm / maxnorm, &squarings);
+      if (squarings < 0) squarings = 0;
+      MatrixType A = arg.unaryExpr(MatrixExponentialScalingOp<long double>(squarings));
+      matrix_exp_pade13(A, U, V);
+    }
+  
+#elif LDBL_MANT_DIG <= 106  // double-double
+  
+    if (l1norm < 3.2787892205607026992947488108213e-005L) {
+      matrix_exp_pade3(arg, U, V);
+    } else if (l1norm < 6.4467025060072760084130906076332e-003L) {
+      matrix_exp_pade5(arg, U, V);
+    } else if (l1norm < 6.8988028496595374751374122881143e-002L) {
+      matrix_exp_pade7(arg, U, V);
+    } else if (l1norm < 2.7339737518502231741495857201670e-001L) {
+      matrix_exp_pade9(arg, U, V);
+    } else if (l1norm < 1.3203382096514474905666448850278e+000L) {
+      matrix_exp_pade13(arg, U, V);
+    } else {
+      const long double maxnorm = 3.2579440895405400856599663723517L;
+      frexp(l1norm / maxnorm, &squarings);
+      if (squarings < 0) squarings = 0;
+      MatrixType A = arg.unaryExpr(MatrixExponentialScalingOp<long double>(squarings));
+      matrix_exp_pade17(A, U, V);
+    }
+  
+#elif LDBL_MANT_DIG <= 112  // quadruple precison
+  
+    if (l1norm < 1.639394610288918690547467954466970e-005L) {
+      matrix_exp_pade3(arg, U, V);
+    } else if (l1norm < 4.253237712165275566025884344433009e-003L) {
+      matrix_exp_pade5(arg, U, V);
+    } else if (l1norm < 5.125804063165764409885122032933142e-002L) {
+      matrix_exp_pade7(arg, U, V);
+    } else if (l1norm < 2.170000765161155195453205651889853e-001L) {
+      matrix_exp_pade9(arg, U, V);
+    } else if (l1norm < 1.125358383453143065081397882891878e+000L) {
+      matrix_exp_pade13(arg, U, V);
+    } else {
+      const long double maxnorm = 2.884233277829519311757165057717815L;
+      frexp(l1norm / maxnorm, &squarings);
+      if (squarings < 0) squarings = 0;
+      MatrixType A = arg.unaryExpr(MatrixExponentialScalingOp<long double>(squarings));
+      matrix_exp_pade17(A, U, V);
+    }
+  
+#else
+  
+    // this case should be handled in compute()
+    eigen_assert(false && "Bug in MatrixExponential"); 
+  
+#endif
+#endif  // LDBL_MANT_DIG
+  }
+};
+
+template<typename T> struct is_exp_known_type : false_type {};
+template<> struct is_exp_known_type<float> : true_type {};
+template<> struct is_exp_known_type<double> : true_type {};
+#if LDBL_MANT_DIG <= 112
+template<> struct is_exp_known_type<long double> : true_type {};
+#endif
+
+template <typename ArgType, typename ResultType>
+void matrix_exp_compute(const ArgType& arg, ResultType &result, true_type) // natively supported scalar type
+{
+  typedef typename ArgType::PlainObject MatrixType;
+  MatrixType U, V;
+  int squarings;
+  matrix_exp_computeUV<MatrixType>::run(arg, U, V, squarings); // Pade approximant is (U+V) / (-U+V)
+  MatrixType numer = U + V;
+  MatrixType denom = -U + V;
+  result = denom.partialPivLu().solve(numer);
+  for (int i=0; i<squarings; i++)
+    result *= result;   // undo scaling by repeated squaring
+}
+
+
+/* Computes the matrix exponential
+ *
+ * \param arg    argument of matrix exponential (should be plain object)
+ * \param result variable in which result will be stored
+ */
+template <typename ArgType, typename ResultType>
+void matrix_exp_compute(const ArgType& arg, ResultType &result, false_type) // default
+{
+  typedef typename ArgType::PlainObject MatrixType;
+  typedef typename traits<MatrixType>::Scalar Scalar;
+  typedef typename NumTraits<Scalar>::Real RealScalar;
+  typedef typename std::complex<RealScalar> ComplexScalar;
+  result = arg.matrixFunction(internal::stem_function_exp<ComplexScalar>);
+}
+
+} // end namespace Eigen::internal
+
+/** \ingroup MatrixFunctions_Module
+  *
+  * \brief Proxy for the matrix exponential of some matrix (expression).
+  *
+  * \tparam Derived  Type of the argument to the matrix exponential.
+  *
+  * This class holds the argument to the matrix exponential until it is assigned or evaluated for
+  * some other reason (so the argument should not be changed in the meantime). It is the return type
+  * of MatrixBase::exp() and most of the time this is the only way it is used.
+  */
+template<typename Derived> struct MatrixExponentialReturnValue
+: public ReturnByValue<MatrixExponentialReturnValue<Derived> >
+{
+    typedef typename Derived::Index Index;
+  public:
+    /** \brief Constructor.
+      *
+      * \param src %Matrix (expression) forming the argument of the matrix exponential.
+      */
+    MatrixExponentialReturnValue(const Derived& src) : m_src(src) { }
+
+    /** \brief Compute the matrix exponential.
+      *
+      * \param result the matrix exponential of \p src in the constructor.
+      */
+    template <typename ResultType>
+    inline void evalTo(ResultType& result) const
+    {
+      const typename internal::nested_eval<Derived, 10>::type tmp(m_src);
+      internal::matrix_exp_compute(tmp, result, internal::is_exp_known_type<typename Derived::Scalar>());
+    }
+
+    Index rows() const { return m_src.rows(); }
+    Index cols() const { return m_src.cols(); }
+
+  protected:
+    const typename internal::ref_selector<Derived>::type m_src;
+};
+
+namespace internal {
+template<typename Derived>
+struct traits<MatrixExponentialReturnValue<Derived> >
+{
+  typedef typename Derived::PlainObject ReturnType;
+};
+}
+
+template <typename Derived>
+const MatrixExponentialReturnValue<Derived> MatrixBase<Derived>::exp() const
+{
+  eigen_assert(rows() == cols());
+  return MatrixExponentialReturnValue<Derived>(derived());
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_MATRIX_EXPONENTIAL

external/include/eigen3/unsupported/Eigen/src/MatrixFunctions/MatrixFunction.h

@@ -0,0 +1,580 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009-2011, 2013 Jitse Niesen <jitse@maths.leeds.ac.uk>
+//
+// 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_MATRIX_FUNCTION_H
+#define EIGEN_MATRIX_FUNCTION_H
+
+#include "StemFunction.h"
+
+
+namespace Eigen { 
+
+namespace internal {
+
+/** \brief Maximum distance allowed between eigenvalues to be considered "close". */
+static const float matrix_function_separation = 0.1f;
+
+/** \ingroup MatrixFunctions_Module
+  * \class MatrixFunctionAtomic
+  * \brief Helper class for computing matrix functions of atomic matrices.
+  *
+  * Here, an atomic matrix is a triangular matrix whose diagonal entries are close to each other.
+  */
+template <typename MatrixType>
+class MatrixFunctionAtomic 
+{
+  public:
+
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename stem_function<Scalar>::type StemFunction;
+
+    /** \brief Constructor
+      * \param[in]  f  matrix function to compute.
+      */
+    MatrixFunctionAtomic(StemFunction f) : m_f(f) { }
+
+    /** \brief Compute matrix function of atomic matrix
+      * \param[in]  A  argument of matrix function, should be upper triangular and atomic
+      * \returns  f(A), the matrix function evaluated at the given matrix
+      */
+    MatrixType compute(const MatrixType& A);
+
+  private:
+    StemFunction* m_f;
+};
+
+template <typename MatrixType>
+typename NumTraits<typename MatrixType::Scalar>::Real matrix_function_compute_mu(const MatrixType& A)
+{
+  typedef typename plain_col_type<MatrixType>::type VectorType;
+  typename MatrixType::Index rows = A.rows();
+  const MatrixType N = MatrixType::Identity(rows, rows) - A;
+  VectorType e = VectorType::Ones(rows);
+  N.template triangularView<Upper>().solveInPlace(e);
+  return e.cwiseAbs().maxCoeff();
+}
+
+template <typename MatrixType>
+MatrixType MatrixFunctionAtomic<MatrixType>::compute(const MatrixType& A)
+{
+  // TODO: Use that A is upper triangular
+  typedef typename NumTraits<Scalar>::Real RealScalar;
+  typedef typename MatrixType::Index Index;
+  Index rows = A.rows();
+  Scalar avgEival = A.trace() / Scalar(RealScalar(rows));
+  MatrixType Ashifted = A - avgEival * MatrixType::Identity(rows, rows);
+  RealScalar mu = matrix_function_compute_mu(Ashifted);
+  MatrixType F = m_f(avgEival, 0) * MatrixType::Identity(rows, rows);
+  MatrixType P = Ashifted;
+  MatrixType Fincr;
+  for (Index s = 1; s < 1.1 * rows + 10; s++) { // upper limit is fairly arbitrary
+    Fincr = m_f(avgEival, static_cast<int>(s)) * P;
+    F += Fincr;
+    P = Scalar(RealScalar(1.0/(s + 1))) * P * Ashifted;
+
+    // test whether Taylor series converged
+    const RealScalar F_norm = F.cwiseAbs().rowwise().sum().maxCoeff();
+    const RealScalar Fincr_norm = Fincr.cwiseAbs().rowwise().sum().maxCoeff();
+    if (Fincr_norm < NumTraits<Scalar>::epsilon() * F_norm) {
+      RealScalar delta = 0;
+      RealScalar rfactorial = 1;
+      for (Index r = 0; r < rows; r++) {
+        RealScalar mx = 0;
+        for (Index i = 0; i < rows; i++)
+          mx = (std::max)(mx, std::abs(m_f(Ashifted(i, i) + avgEival, static_cast<int>(s+r))));
+        if (r != 0)
+          rfactorial *= RealScalar(r);
+        delta = (std::max)(delta, mx / rfactorial);
+      }
+      const RealScalar P_norm = P.cwiseAbs().rowwise().sum().maxCoeff();
+      if (mu * delta * P_norm < NumTraits<Scalar>::epsilon() * F_norm) // series converged
+        break;
+    }
+  }
+  return F;
+}
+
+/** \brief Find cluster in \p clusters containing some value 
+  * \param[in] key Value to find
+  * \returns Iterator to cluster containing \p key, or \c clusters.end() if no cluster in \p m_clusters
+  * contains \p key.
+  */
+template <typename Index, typename ListOfClusters>
+typename ListOfClusters::iterator matrix_function_find_cluster(Index key, ListOfClusters& clusters)
+{
+  typename std::list<Index>::iterator j;
+  for (typename ListOfClusters::iterator i = clusters.begin(); i != clusters.end(); ++i) {
+    j = std::find(i->begin(), i->end(), key);
+    if (j != i->end())
+      return i;
+  }
+  return clusters.end();
+}
+
+/** \brief Partition eigenvalues in clusters of ei'vals close to each other
+  * 
+  * \param[in]  eivals    Eigenvalues
+  * \param[out] clusters  Resulting partition of eigenvalues
+  *
+  * The partition satisfies the following two properties:
+  * # Any eigenvalue in a certain cluster is at most matrix_function_separation() away from another eigenvalue
+  *   in the same cluster.
+  * # The distance between two eigenvalues in different clusters is more than matrix_function_separation().  
+  * The implementation follows Algorithm 4.1 in the paper of Davies and Higham.
+  */
+template <typename EivalsType, typename Cluster>
+void matrix_function_partition_eigenvalues(const EivalsType& eivals, std::list<Cluster>& clusters)
+{
+  typedef typename EivalsType::Index Index;
+  typedef typename EivalsType::RealScalar RealScalar;
+  for (Index i=0; i<eivals.rows(); ++i) {
+    // Find cluster containing i-th ei'val, adding a new cluster if necessary
+    typename std::list<Cluster>::iterator qi = matrix_function_find_cluster(i, clusters);
+    if (qi == clusters.end()) {
+      Cluster l;
+      l.push_back(i);
+      clusters.push_back(l);
+      qi = clusters.end();
+      --qi;
+    }
+
+    // Look for other element to add to the set
+    for (Index j=i+1; j<eivals.rows(); ++j) {
+      if (abs(eivals(j) - eivals(i)) <= RealScalar(matrix_function_separation)
+          && std::find(qi->begin(), qi->end(), j) == qi->end()) {
+        typename std::list<Cluster>::iterator qj = matrix_function_find_cluster(j, clusters);
+        if (qj == clusters.end()) {
+          qi->push_back(j);
+        } else {
+          qi->insert(qi->end(), qj->begin(), qj->end());
+          clusters.erase(qj);
+        }
+      }
+    }
+  }
+}
+
+/** \brief Compute size of each cluster given a partitioning */
+template <typename ListOfClusters, typename Index>
+void matrix_function_compute_cluster_size(const ListOfClusters& clusters, Matrix<Index, Dynamic, 1>& clusterSize)
+{
+  const Index numClusters = static_cast<Index>(clusters.size());
+  clusterSize.setZero(numClusters);
+  Index clusterIndex = 0;
+  for (typename ListOfClusters::const_iterator cluster = clusters.begin(); cluster != clusters.end(); ++cluster) {
+    clusterSize[clusterIndex] = cluster->size();
+    ++clusterIndex;
+  }
+}
+
+/** \brief Compute start of each block using clusterSize */
+template <typename VectorType>
+void matrix_function_compute_block_start(const VectorType& clusterSize, VectorType& blockStart)
+{
+  blockStart.resize(clusterSize.rows());
+  blockStart(0) = 0;
+  for (typename VectorType::Index i = 1; i < clusterSize.rows(); i++) {
+    blockStart(i) = blockStart(i-1) + clusterSize(i-1);
+  }
+}
+
+/** \brief Compute mapping of eigenvalue indices to cluster indices */
+template <typename EivalsType, typename ListOfClusters, typename VectorType>
+void matrix_function_compute_map(const EivalsType& eivals, const ListOfClusters& clusters, VectorType& eivalToCluster)
+{
+  typedef typename EivalsType::Index Index;
+  eivalToCluster.resize(eivals.rows());
+  Index clusterIndex = 0;
+  for (typename ListOfClusters::const_iterator cluster = clusters.begin(); cluster != clusters.end(); ++cluster) {
+    for (Index i = 0; i < eivals.rows(); ++i) {
+      if (std::find(cluster->begin(), cluster->end(), i) != cluster->end()) {
+        eivalToCluster[i] = clusterIndex;
+      }
+    }
+    ++clusterIndex;
+  }
+}
+
+/** \brief Compute permutation which groups ei'vals in same cluster together */
+template <typename DynVectorType, typename VectorType>
+void matrix_function_compute_permutation(const DynVectorType& blockStart, const DynVectorType& eivalToCluster, VectorType& permutation)
+{
+  typedef typename VectorType::Index Index;
+  DynVectorType indexNextEntry = blockStart;
+  permutation.resize(eivalToCluster.rows());
+  for (Index i = 0; i < eivalToCluster.rows(); i++) {
+    Index cluster = eivalToCluster[i];
+    permutation[i] = indexNextEntry[cluster];
+    ++indexNextEntry[cluster];
+  }
+}  
+
+/** \brief Permute Schur decomposition in U and T according to permutation */
+template <typename VectorType, typename MatrixType>
+void matrix_function_permute_schur(VectorType& permutation, MatrixType& U, MatrixType& T)
+{
+  typedef typename VectorType::Index Index;
+  for (Index i = 0; i < permutation.rows() - 1; i++) {
+    Index j;
+    for (j = i; j < permutation.rows(); j++) {
+      if (permutation(j) == i) break;
+    }
+    eigen_assert(permutation(j) == i);
+    for (Index k = j-1; k >= i; k--) {
+      JacobiRotation<typename MatrixType::Scalar> rotation;
+      rotation.makeGivens(T(k, k+1), T(k+1, k+1) - T(k, k));
+      T.applyOnTheLeft(k, k+1, rotation.adjoint());
+      T.applyOnTheRight(k, k+1, rotation);
+      U.applyOnTheRight(k, k+1, rotation);
+      std::swap(permutation.coeffRef(k), permutation.coeffRef(k+1));
+    }
+  }
+}
+
+/** \brief Compute block diagonal part of matrix function.
+  *
+  * This routine computes the matrix function applied to the block diagonal part of \p T (which should be
+  * upper triangular), with the blocking given by \p blockStart and \p clusterSize. The matrix function of
+  * each diagonal block is computed by \p atomic. The off-diagonal parts of \p fT are set to zero.
+  */
+template <typename MatrixType, typename AtomicType, typename VectorType>
+void matrix_function_compute_block_atomic(const MatrixType& T, AtomicType& atomic, const VectorType& blockStart, const VectorType& clusterSize, MatrixType& fT)
+{ 
+  fT.setZero(T.rows(), T.cols());
+  for (typename VectorType::Index i = 0; i < clusterSize.rows(); ++i) {
+    fT.block(blockStart(i), blockStart(i), clusterSize(i), clusterSize(i))
+      = atomic.compute(T.block(blockStart(i), blockStart(i), clusterSize(i), clusterSize(i)));
+  }
+}
+
+/** \brief Solve a triangular Sylvester equation AX + XB = C 
+  *
+  * \param[in]  A  the matrix A; should be square and upper triangular
+  * \param[in]  B  the matrix B; should be square and upper triangular
+  * \param[in]  C  the matrix C; should have correct size.
+  *
+  * \returns the solution X.
+  *
+  * If A is m-by-m and B is n-by-n, then both C and X are m-by-n.  The (i,j)-th component of the Sylvester
+  * equation is
+  * \f[ 
+  *     \sum_{k=i}^m A_{ik} X_{kj} + \sum_{k=1}^j X_{ik} B_{kj} = C_{ij}. 
+  * \f]
+  * This can be re-arranged to yield:
+  * \f[ 
+  *     X_{ij} = \frac{1}{A_{ii} + B_{jj}} \Bigl( C_{ij}
+  *     - \sum_{k=i+1}^m A_{ik} X_{kj} - \sum_{k=1}^{j-1} X_{ik} B_{kj} \Bigr).
+  * \f]
+  * It is assumed that A and B are such that the numerator is never zero (otherwise the Sylvester equation
+  * does not have a unique solution). In that case, these equations can be evaluated in the order 
+  * \f$ i=m,\ldots,1 \f$ and \f$ j=1,\ldots,n \f$.
+  */
+template <typename MatrixType>
+MatrixType matrix_function_solve_triangular_sylvester(const MatrixType& A, const MatrixType& B, const MatrixType& C)
+{
+  eigen_assert(A.rows() == A.cols());
+  eigen_assert(A.isUpperTriangular());
+  eigen_assert(B.rows() == B.cols());
+  eigen_assert(B.isUpperTriangular());
+  eigen_assert(C.rows() == A.rows());
+  eigen_assert(C.cols() == B.rows());
+
+  typedef typename MatrixType::Index Index;
+  typedef typename MatrixType::Scalar Scalar;
+
+  Index m = A.rows();
+  Index n = B.rows();
+  MatrixType X(m, n);
+
+  for (Index i = m - 1; i >= 0; --i) {
+    for (Index j = 0; j < n; ++j) {
+
+      // Compute AX = \sum_{k=i+1}^m A_{ik} X_{kj}
+      Scalar AX;
+      if (i == m - 1) {
+	AX = 0; 
+      } else {
+	Matrix<Scalar,1,1> AXmatrix = A.row(i).tail(m-1-i) * X.col(j).tail(m-1-i);
+	AX = AXmatrix(0,0);
+      }
+
+      // Compute XB = \sum_{k=1}^{j-1} X_{ik} B_{kj}
+      Scalar XB;
+      if (j == 0) {
+	XB = 0; 
+      } else {
+	Matrix<Scalar,1,1> XBmatrix = X.row(i).head(j) * B.col(j).head(j);
+	XB = XBmatrix(0,0);
+      }
+
+      X(i,j) = (C(i,j) - AX - XB) / (A(i,i) + B(j,j));
+    }
+  }
+  return X;
+}
+
+/** \brief Compute part of matrix function above block diagonal.
+  *
+  * This routine completes the computation of \p fT, denoting a matrix function applied to the triangular
+  * matrix \p T. It assumes that the block diagonal part of \p fT has already been computed. The part below
+  * the diagonal is zero, because \p T is upper triangular.
+  */
+template <typename MatrixType, typename VectorType>
+void matrix_function_compute_above_diagonal(const MatrixType& T, const VectorType& blockStart, const VectorType& clusterSize, MatrixType& fT)
+{ 
+  typedef internal::traits<MatrixType> Traits;
+  typedef typename MatrixType::Scalar Scalar;
+  typedef typename MatrixType::Index Index;
+  static const int RowsAtCompileTime = Traits::RowsAtCompileTime;
+  static const int ColsAtCompileTime = Traits::ColsAtCompileTime;
+  static const int Options = MatrixType::Options;
+  typedef Matrix<Scalar, Dynamic, Dynamic, Options, RowsAtCompileTime, ColsAtCompileTime> DynMatrixType;
+
+  for (Index k = 1; k < clusterSize.rows(); k++) {
+    for (Index i = 0; i < clusterSize.rows() - k; i++) {
+      // compute (i, i+k) block
+      DynMatrixType A = T.block(blockStart(i), blockStart(i), clusterSize(i), clusterSize(i));
+      DynMatrixType B = -T.block(blockStart(i+k), blockStart(i+k), clusterSize(i+k), clusterSize(i+k));
+      DynMatrixType C = fT.block(blockStart(i), blockStart(i), clusterSize(i), clusterSize(i))
+        * T.block(blockStart(i), blockStart(i+k), clusterSize(i), clusterSize(i+k));
+      C -= T.block(blockStart(i), blockStart(i+k), clusterSize(i), clusterSize(i+k))
+        * fT.block(blockStart(i+k), blockStart(i+k), clusterSize(i+k), clusterSize(i+k));
+      for (Index m = i + 1; m < i + k; m++) {
+        C += fT.block(blockStart(i), blockStart(m), clusterSize(i), clusterSize(m))
+          * T.block(blockStart(m), blockStart(i+k), clusterSize(m), clusterSize(i+k));
+        C -= T.block(blockStart(i), blockStart(m), clusterSize(i), clusterSize(m))
+          * fT.block(blockStart(m), blockStart(i+k), clusterSize(m), clusterSize(i+k));
+      }
+      fT.block(blockStart(i), blockStart(i+k), clusterSize(i), clusterSize(i+k))
+        = matrix_function_solve_triangular_sylvester(A, B, C);
+    }
+  }
+}
+
+/** \ingroup MatrixFunctions_Module
+  * \brief Class for computing matrix functions.
+  * \tparam  MatrixType  type of the argument of the matrix function,
+  *                      expected to be an instantiation of the Matrix class template.
+  * \tparam  AtomicType  type for computing matrix function of atomic blocks.
+  * \tparam  IsComplex   used internally to select correct specialization.
+  *
+  * This class implements the Schur-Parlett algorithm for computing matrix functions. The spectrum of the
+  * matrix is divided in clustered of eigenvalues that lies close together. This class delegates the
+  * computation of the matrix function on every block corresponding to these clusters to an object of type
+  * \p AtomicType and uses these results to compute the matrix function of the whole matrix. The class
+  * \p AtomicType should have a \p compute() member function for computing the matrix function of a block.
+  *
+  * \sa class MatrixFunctionAtomic, class MatrixLogarithmAtomic
+  */
+template <typename MatrixType, int IsComplex = NumTraits<typename internal::traits<MatrixType>::Scalar>::IsComplex>
+struct matrix_function_compute
+{  
+    /** \brief Compute the matrix function.
+      *
+      * \param[in]  A       argument of matrix function, should be a square matrix.
+      * \param[in]  atomic  class for computing matrix function of atomic blocks.
+      * \param[out] result  the function \p f applied to \p A, as
+      * specified in the constructor.
+      *
+      * See MatrixBase::matrixFunction() for details on how this computation
+      * is implemented.
+      */
+    template <typename AtomicType, typename ResultType> 
+    static void run(const MatrixType& A, AtomicType& atomic, ResultType &result);    
+};
+
+/** \internal \ingroup MatrixFunctions_Module 
+  * \brief Partial specialization of MatrixFunction for real matrices
+  *
+  * This converts the real matrix to a complex matrix, compute the matrix function of that matrix, and then
+  * converts the result back to a real matrix.
+  */
+template <typename MatrixType>
+struct matrix_function_compute<MatrixType, 0>
+{  
+  template <typename MatA, typename AtomicType, typename ResultType>
+  static void run(const MatA& A, AtomicType& atomic, ResultType &result)
+  {
+    typedef internal::traits<MatrixType> Traits;
+    typedef typename Traits::Scalar Scalar;
+    static const int Rows = Traits::RowsAtCompileTime, Cols = Traits::ColsAtCompileTime;
+    static const int MaxRows = Traits::MaxRowsAtCompileTime, MaxCols = Traits::MaxColsAtCompileTime;
+
+    typedef std::complex<Scalar> ComplexScalar;
+    typedef Matrix<ComplexScalar, Rows, Cols, 0, MaxRows, MaxCols> ComplexMatrix;
+
+    ComplexMatrix CA = A.template cast<ComplexScalar>();
+    ComplexMatrix Cresult;
+    matrix_function_compute<ComplexMatrix>::run(CA, atomic, Cresult);
+    result = Cresult.real();
+  }
+};
+
+/** \internal \ingroup MatrixFunctions_Module 
+  * \brief Partial specialization of MatrixFunction for complex matrices
+  */
+template <typename MatrixType>
+struct matrix_function_compute<MatrixType, 1>
+{
+  template <typename MatA, typename AtomicType, typename ResultType>
+  static void run(const MatA& A, AtomicType& atomic, ResultType &result)
+  {
+    typedef internal::traits<MatrixType> Traits;
+    
+    // compute Schur decomposition of A
+    const ComplexSchur<MatrixType> schurOfA(A);  
+    MatrixType T = schurOfA.matrixT();
+    MatrixType U = schurOfA.matrixU();
+
+    // partition eigenvalues into clusters of ei'vals "close" to each other
+    std::list<std::list<Index> > clusters; 
+    matrix_function_partition_eigenvalues(T.diagonal(), clusters);
+
+    // compute size of each cluster
+    Matrix<Index, Dynamic, 1> clusterSize;
+    matrix_function_compute_cluster_size(clusters, clusterSize);
+
+    // blockStart[i] is row index at which block corresponding to i-th cluster starts 
+    Matrix<Index, Dynamic, 1> blockStart; 
+    matrix_function_compute_block_start(clusterSize, blockStart);
+
+    // compute map so that eivalToCluster[i] = j means that i-th ei'val is in j-th cluster 
+    Matrix<Index, Dynamic, 1> eivalToCluster;
+    matrix_function_compute_map(T.diagonal(), clusters, eivalToCluster);
+
+    // compute permutation which groups ei'vals in same cluster together 
+    Matrix<Index, Traits::RowsAtCompileTime, 1> permutation;
+    matrix_function_compute_permutation(blockStart, eivalToCluster, permutation);
+
+    // permute Schur decomposition
+    matrix_function_permute_schur(permutation, U, T);
+
+    // compute result
+    MatrixType fT; // matrix function applied to T
+    matrix_function_compute_block_atomic(T, atomic, blockStart, clusterSize, fT);
+    matrix_function_compute_above_diagonal(T, blockStart, clusterSize, fT);
+    result = U * (fT.template triangularView<Upper>() * U.adjoint());
+  }
+};
+
+} // end of namespace internal
+
+/** \ingroup MatrixFunctions_Module
+  *
+  * \brief Proxy for the matrix function of some matrix (expression).
+  *
+  * \tparam Derived  Type of the argument to the matrix function.
+  *
+  * This class holds the argument to the matrix function until it is assigned or evaluated for some other
+  * reason (so the argument should not be changed in the meantime). It is the return type of
+  * matrixBase::matrixFunction() and related functions and most of the time this is the only way it is used.
+  */
+template<typename Derived> class MatrixFunctionReturnValue
+: public ReturnByValue<MatrixFunctionReturnValue<Derived> >
+{
+  public:
+    typedef typename Derived::Scalar Scalar;
+    typedef typename Derived::Index Index;
+    typedef typename internal::stem_function<Scalar>::type StemFunction;
+
+  protected:
+    typedef typename internal::ref_selector<Derived>::type DerivedNested;
+
+  public:
+
+    /** \brief Constructor.
+      *
+      * \param[in] A  %Matrix (expression) forming the argument of the matrix function.
+      * \param[in] f  Stem function for matrix function under consideration.
+      */
+    MatrixFunctionReturnValue(const Derived& A, StemFunction f) : m_A(A), m_f(f) { }
+
+    /** \brief Compute the matrix function.
+      *
+      * \param[out] result \p f applied to \p A, where \p f and \p A are as in the constructor.
+      */
+    template <typename ResultType>
+    inline void evalTo(ResultType& result) const
+    {
+      typedef typename internal::nested_eval<Derived, 10>::type NestedEvalType;
+      typedef typename internal::remove_all<NestedEvalType>::type NestedEvalTypeClean;
+      typedef internal::traits<NestedEvalTypeClean> Traits;
+      static const int RowsAtCompileTime = Traits::RowsAtCompileTime;
+      static const int ColsAtCompileTime = Traits::ColsAtCompileTime;
+      typedef std::complex<typename NumTraits<Scalar>::Real> ComplexScalar;
+      typedef Matrix<ComplexScalar, Dynamic, Dynamic, 0, RowsAtCompileTime, ColsAtCompileTime> DynMatrixType;
+
+      typedef internal::MatrixFunctionAtomic<DynMatrixType> AtomicType;
+      AtomicType atomic(m_f);
+
+      internal::matrix_function_compute<typename NestedEvalTypeClean::PlainObject>::run(m_A, atomic, result);
+    }
+
+    Index rows() const { return m_A.rows(); }
+    Index cols() const { return m_A.cols(); }
+
+  private:
+    const DerivedNested m_A;
+    StemFunction *m_f;
+};
+
+namespace internal {
+template<typename Derived>
+struct traits<MatrixFunctionReturnValue<Derived> >
+{
+  typedef typename Derived::PlainObject ReturnType;
+};
+}
+
+
+/********** MatrixBase methods **********/
+
+
+template <typename Derived>
+const MatrixFunctionReturnValue<Derived> MatrixBase<Derived>::matrixFunction(typename internal::stem_function<typename internal::traits<Derived>::Scalar>::type f) const
+{
+  eigen_assert(rows() == cols());
+  return MatrixFunctionReturnValue<Derived>(derived(), f);
+}
+
+template <typename Derived>
+const MatrixFunctionReturnValue<Derived> MatrixBase<Derived>::sin() const
+{
+  eigen_assert(rows() == cols());
+  typedef typename internal::stem_function<Scalar>::ComplexScalar ComplexScalar;
+  return MatrixFunctionReturnValue<Derived>(derived(), internal::stem_function_sin<ComplexScalar>);
+}
+
+template <typename Derived>
+const MatrixFunctionReturnValue<Derived> MatrixBase<Derived>::cos() const
+{
+  eigen_assert(rows() == cols());
+  typedef typename internal::stem_function<Scalar>::ComplexScalar ComplexScalar;
+  return MatrixFunctionReturnValue<Derived>(derived(), internal::stem_function_cos<ComplexScalar>);
+}
+
+template <typename Derived>
+const MatrixFunctionReturnValue<Derived> MatrixBase<Derived>::sinh() const
+{
+  eigen_assert(rows() == cols());
+  typedef typename internal::stem_function<Scalar>::ComplexScalar ComplexScalar;
+  return MatrixFunctionReturnValue<Derived>(derived(), internal::stem_function_sinh<ComplexScalar>);
+}
+
+template <typename Derived>
+const MatrixFunctionReturnValue<Derived> MatrixBase<Derived>::cosh() const
+{
+  eigen_assert(rows() == cols());
+  typedef typename internal::stem_function<Scalar>::ComplexScalar ComplexScalar;
+  return MatrixFunctionReturnValue<Derived>(derived(), internal::stem_function_cosh<ComplexScalar>);
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_MATRIX_FUNCTION_H

external/include/eigen3/unsupported/Eigen/src/MatrixFunctions/MatrixLogarithm.h

@@ -0,0 +1,373 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2011, 2013 Jitse Niesen <jitse@maths.leeds.ac.uk>
+// Copyright (C) 2011 Chen-Pang He <jdh8@ms63.hinet.net>
+//
+// 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_MATRIX_LOGARITHM
+#define EIGEN_MATRIX_LOGARITHM
+
+namespace Eigen { 
+
+namespace internal { 
+
+template <typename Scalar>
+struct matrix_log_min_pade_degree 
+{
+  static const int value = 3;
+};
+
+template <typename Scalar>
+struct matrix_log_max_pade_degree 
+{
+  typedef typename NumTraits<Scalar>::Real RealScalar;
+  static const int value = std::numeric_limits<RealScalar>::digits<= 24?  5:  // single precision
+                           std::numeric_limits<RealScalar>::digits<= 53?  7:  // double precision
+                           std::numeric_limits<RealScalar>::digits<= 64?  8:  // extended precision
+                           std::numeric_limits<RealScalar>::digits<=106? 10:  // double-double
+                                                                         11;  // quadruple precision
+};
+
+/** \brief Compute logarithm of 2x2 triangular matrix. */
+template <typename MatrixType>
+void matrix_log_compute_2x2(const MatrixType& A, MatrixType& result)
+{
+  typedef typename MatrixType::Scalar Scalar;
+  typedef typename MatrixType::RealScalar RealScalar;
+  using std::abs;
+  using std::ceil;
+  using std::imag;
+  using std::log;
+
+  Scalar logA00 = log(A(0,0));
+  Scalar logA11 = log(A(1,1));
+
+  result(0,0) = logA00;
+  result(1,0) = Scalar(0);
+  result(1,1) = logA11;
+
+  Scalar y = A(1,1) - A(0,0);
+  if (y==Scalar(0))
+  {
+    result(0,1) = A(0,1) / A(0,0);
+  }
+  else if ((abs(A(0,0)) < RealScalar(0.5)*abs(A(1,1))) || (abs(A(0,0)) > 2*abs(A(1,1))))
+  {
+    result(0,1) = A(0,1) * (logA11 - logA00) / y;
+  }
+  else
+  {
+    // computation in previous branch is inaccurate if A(1,1) \approx A(0,0)
+    int unwindingNumber = static_cast<int>(ceil((imag(logA11 - logA00) - RealScalar(EIGEN_PI)) / RealScalar(2*EIGEN_PI)));
+    result(0,1) = A(0,1) * (numext::log1p(y/A(0,0)) + Scalar(0,2*EIGEN_PI*unwindingNumber)) / y;
+  }
+}
+
+/* \brief Get suitable degree for Pade approximation. (specialized for RealScalar = float) */
+inline int matrix_log_get_pade_degree(float normTminusI)
+{
+  const float maxNormForPade[] = { 2.5111573934555054e-1 /* degree = 3 */ , 4.0535837411880493e-1,
+            5.3149729967117310e-1 };
+  const int minPadeDegree = matrix_log_min_pade_degree<float>::value;
+  const int maxPadeDegree = matrix_log_max_pade_degree<float>::value;
+  int degree = minPadeDegree;
+  for (; degree <= maxPadeDegree; ++degree) 
+    if (normTminusI <= maxNormForPade[degree - minPadeDegree])
+      break;
+  return degree;
+}
+
+/* \brief Get suitable degree for Pade approximation. (specialized for RealScalar = double) */
+inline int matrix_log_get_pade_degree(double normTminusI)
+{
+  const double maxNormForPade[] = { 1.6206284795015624e-2 /* degree = 3 */ , 5.3873532631381171e-2,
+            1.1352802267628681e-1, 1.8662860613541288e-1, 2.642960831111435e-1 };
+  const int minPadeDegree = matrix_log_min_pade_degree<double>::value;
+  const int maxPadeDegree = matrix_log_max_pade_degree<double>::value;
+  int degree = minPadeDegree;
+  for (; degree <= maxPadeDegree; ++degree)
+    if (normTminusI <= maxNormForPade[degree - minPadeDegree])
+      break;
+  return degree;
+}
+
+/* \brief Get suitable degree for Pade approximation. (specialized for RealScalar = long double) */
+inline int matrix_log_get_pade_degree(long double normTminusI)
+{
+#if   LDBL_MANT_DIG == 53         // double precision
+  const long double maxNormForPade[] = { 1.6206284795015624e-2L /* degree = 3 */ , 5.3873532631381171e-2L,
+            1.1352802267628681e-1L, 1.8662860613541288e-1L, 2.642960831111435e-1L };
+#elif LDBL_MANT_DIG <= 64         // extended precision
+  const long double maxNormForPade[] = { 5.48256690357782863103e-3L /* degree = 3 */, 2.34559162387971167321e-2L,
+            5.84603923897347449857e-2L, 1.08486423756725170223e-1L, 1.68385767881294446649e-1L,
+            2.32777776523703892094e-1L };
+#elif LDBL_MANT_DIG <= 106        // double-double
+  const long double maxNormForPade[] = { 8.58970550342939562202529664318890e-5L /* degree = 3 */,
+            9.34074328446359654039446552677759e-4L, 4.26117194647672175773064114582860e-3L,
+            1.21546224740281848743149666560464e-2L, 2.61100544998339436713088248557444e-2L,
+            4.66170074627052749243018566390567e-2L, 7.32585144444135027565872014932387e-2L,
+            1.05026503471351080481093652651105e-1L };
+#else                             // quadruple precision
+  const long double maxNormForPade[] = { 4.7419931187193005048501568167858103e-5L /* degree = 3 */,
+            5.8853168473544560470387769480192666e-4L, 2.9216120366601315391789493628113520e-3L,
+            8.8415758124319434347116734705174308e-3L, 1.9850836029449446668518049562565291e-2L,
+            3.6688019729653446926585242192447447e-2L, 5.9290962294020186998954055264528393e-2L,
+            8.6998436081634343903250580992127677e-2L, 1.1880960220216759245467951592883642e-1L };
+#endif
+  const int minPadeDegree = matrix_log_min_pade_degree<long double>::value;
+  const int maxPadeDegree = matrix_log_max_pade_degree<long double>::value;
+  int degree = minPadeDegree;
+  for (; degree <= maxPadeDegree; ++degree)
+    if (normTminusI <= maxNormForPade[degree - minPadeDegree])
+      break;
+  return degree;
+}
+
+/* \brief Compute Pade approximation to matrix logarithm */
+template <typename MatrixType>
+void matrix_log_compute_pade(MatrixType& result, const MatrixType& T, int degree)
+{
+  typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar;
+  const int minPadeDegree = 3;
+  const int maxPadeDegree = 11;
+  assert(degree >= minPadeDegree && degree <= maxPadeDegree);
+
+  const RealScalar nodes[][maxPadeDegree] = { 
+    { 0.1127016653792583114820734600217600L, 0.5000000000000000000000000000000000L,  // degree 3
+      0.8872983346207416885179265399782400L }, 
+    { 0.0694318442029737123880267555535953L, 0.3300094782075718675986671204483777L,  // degree 4
+      0.6699905217924281324013328795516223L, 0.9305681557970262876119732444464048L },
+    { 0.0469100770306680036011865608503035L, 0.2307653449471584544818427896498956L,  // degree 5
+      0.5000000000000000000000000000000000L, 0.7692346550528415455181572103501044L,
+      0.9530899229693319963988134391496965L },
+    { 0.0337652428984239860938492227530027L, 0.1693953067668677431693002024900473L,  // degree 6
+      0.3806904069584015456847491391596440L, 0.6193095930415984543152508608403560L,
+      0.8306046932331322568306997975099527L, 0.9662347571015760139061507772469973L },
+    { 0.0254460438286207377369051579760744L, 0.1292344072003027800680676133596058L,  // degree 7
+      0.2970774243113014165466967939615193L, 0.5000000000000000000000000000000000L,
+      0.7029225756886985834533032060384807L, 0.8707655927996972199319323866403942L,
+      0.9745539561713792622630948420239256L },
+    { 0.0198550717512318841582195657152635L, 0.1016667612931866302042230317620848L,  // degree 8
+      0.2372337950418355070911304754053768L, 0.4082826787521750975302619288199080L,
+      0.5917173212478249024697380711800920L, 0.7627662049581644929088695245946232L,
+      0.8983332387068133697957769682379152L, 0.9801449282487681158417804342847365L },
+    { 0.0159198802461869550822118985481636L, 0.0819844463366821028502851059651326L,  // degree 9
+      0.1933142836497048013456489803292629L, 0.3378732882980955354807309926783317L,
+      0.5000000000000000000000000000000000L, 0.6621267117019044645192690073216683L,
+      0.8066857163502951986543510196707371L, 0.9180155536633178971497148940348674L,
+      0.9840801197538130449177881014518364L },
+    { 0.0130467357414141399610179939577740L, 0.0674683166555077446339516557882535L,  // degree 10
+      0.1602952158504877968828363174425632L, 0.2833023029353764046003670284171079L,
+      0.4255628305091843945575869994351400L, 0.5744371694908156054424130005648600L,
+      0.7166976970646235953996329715828921L, 0.8397047841495122031171636825574368L,
+      0.9325316833444922553660483442117465L, 0.9869532642585858600389820060422260L },
+    { 0.0108856709269715035980309994385713L, 0.0564687001159523504624211153480364L,  // degree 11
+      0.1349239972129753379532918739844233L, 0.2404519353965940920371371652706952L,
+      0.3652284220238275138342340072995692L, 0.5000000000000000000000000000000000L,
+      0.6347715779761724861657659927004308L, 0.7595480646034059079628628347293048L,
+      0.8650760027870246620467081260155767L, 0.9435312998840476495375788846519636L,
+      0.9891143290730284964019690005614287L } };
+
+  const RealScalar weights[][maxPadeDegree] = { 
+    { 0.2777777777777777777777777777777778L, 0.4444444444444444444444444444444444L,  // degree 3
+      0.2777777777777777777777777777777778L },
+    { 0.1739274225687269286865319746109997L, 0.3260725774312730713134680253890003L,  // degree 4
+      0.3260725774312730713134680253890003L, 0.1739274225687269286865319746109997L },
+    { 0.1184634425280945437571320203599587L, 0.2393143352496832340206457574178191L,  // degree 5
+      0.2844444444444444444444444444444444L, 0.2393143352496832340206457574178191L,
+      0.1184634425280945437571320203599587L },
+    { 0.0856622461895851725201480710863665L, 0.1803807865240693037849167569188581L,  // degree 6
+      0.2339569672863455236949351719947755L, 0.2339569672863455236949351719947755L,
+      0.1803807865240693037849167569188581L, 0.0856622461895851725201480710863665L },
+    { 0.0647424830844348466353057163395410L, 0.1398526957446383339507338857118898L,  // degree 7
+      0.1909150252525594724751848877444876L, 0.2089795918367346938775510204081633L,
+      0.1909150252525594724751848877444876L, 0.1398526957446383339507338857118898L,
+      0.0647424830844348466353057163395410L },
+    { 0.0506142681451881295762656771549811L, 0.1111905172266872352721779972131204L,  // degree 8
+      0.1568533229389436436689811009933007L, 0.1813418916891809914825752246385978L,
+      0.1813418916891809914825752246385978L, 0.1568533229389436436689811009933007L,
+      0.1111905172266872352721779972131204L, 0.0506142681451881295762656771549811L },
+    { 0.0406371941807872059859460790552618L, 0.0903240803474287020292360156214564L,  // degree 9
+      0.1303053482014677311593714347093164L, 0.1561735385200014200343152032922218L,
+      0.1651196775006298815822625346434870L, 0.1561735385200014200343152032922218L,
+      0.1303053482014677311593714347093164L, 0.0903240803474287020292360156214564L,
+      0.0406371941807872059859460790552618L },
+    { 0.0333356721543440687967844049466659L, 0.0747256745752902965728881698288487L,  // degree 10
+      0.1095431812579910219977674671140816L, 0.1346333596549981775456134607847347L,
+      0.1477621123573764350869464973256692L, 0.1477621123573764350869464973256692L,
+      0.1346333596549981775456134607847347L, 0.1095431812579910219977674671140816L,
+      0.0747256745752902965728881698288487L, 0.0333356721543440687967844049466659L },
+    { 0.0278342835580868332413768602212743L, 0.0627901847324523123173471496119701L,  // degree 11
+      0.0931451054638671257130488207158280L, 0.1165968822959952399592618524215876L,
+      0.1314022722551233310903444349452546L, 0.1364625433889503153572417641681711L,
+      0.1314022722551233310903444349452546L, 0.1165968822959952399592618524215876L,
+      0.0931451054638671257130488207158280L, 0.0627901847324523123173471496119701L,
+      0.0278342835580868332413768602212743L } };
+
+  MatrixType TminusI = T - MatrixType::Identity(T.rows(), T.rows());
+  result.setZero(T.rows(), T.rows());
+  for (int k = 0; k < degree; ++k) {
+    RealScalar weight = weights[degree-minPadeDegree][k];
+    RealScalar node = nodes[degree-minPadeDegree][k];
+    result += weight * (MatrixType::Identity(T.rows(), T.rows()) + node * TminusI)
+                       .template triangularView<Upper>().solve(TminusI);
+  }
+} 
+
+/** \brief Compute logarithm of triangular matrices with size > 2. 
+  * \details This uses a inverse scale-and-square algorithm. */
+template <typename MatrixType>
+void matrix_log_compute_big(const MatrixType& A, MatrixType& result)
+{
+  typedef typename MatrixType::Scalar Scalar;
+  typedef typename NumTraits<Scalar>::Real RealScalar;
+  using std::pow;
+
+  int numberOfSquareRoots = 0;
+  int numberOfExtraSquareRoots = 0;
+  int degree;
+  MatrixType T = A, sqrtT;
+
+  int maxPadeDegree = matrix_log_max_pade_degree<Scalar>::value;
+  const RealScalar maxNormForPade = maxPadeDegree<= 5? 5.3149729967117310e-1L:                    // single precision
+                                    maxPadeDegree<= 7? 2.6429608311114350e-1L:                    // double precision
+                                    maxPadeDegree<= 8? 2.32777776523703892094e-1L:                // extended precision
+                                    maxPadeDegree<=10? 1.05026503471351080481093652651105e-1L:    // double-double
+                                                       1.1880960220216759245467951592883642e-1L;  // quadruple precision
+
+  while (true) {
+    RealScalar normTminusI = (T - MatrixType::Identity(T.rows(), T.rows())).cwiseAbs().colwise().sum().maxCoeff();
+    if (normTminusI < maxNormForPade) {
+      degree = matrix_log_get_pade_degree(normTminusI);
+      int degree2 = matrix_log_get_pade_degree(normTminusI / RealScalar(2));
+      if ((degree - degree2 <= 1) || (numberOfExtraSquareRoots == 1)) 
+        break;
+      ++numberOfExtraSquareRoots;
+    }
+    matrix_sqrt_triangular(T, sqrtT);
+    T = sqrtT.template triangularView<Upper>();
+    ++numberOfSquareRoots;
+  }
+
+  matrix_log_compute_pade(result, T, degree);
+  result *= pow(RealScalar(2), numberOfSquareRoots);
+}
+
+/** \ingroup MatrixFunctions_Module
+  * \class MatrixLogarithmAtomic
+  * \brief Helper class for computing matrix logarithm of atomic matrices.
+  *
+  * Here, an atomic matrix is a triangular matrix whose diagonal entries are close to each other.
+  *
+  * \sa class MatrixFunctionAtomic, MatrixBase::log()
+  */
+template <typename MatrixType>
+class MatrixLogarithmAtomic
+{
+public:
+  /** \brief Compute matrix logarithm of atomic matrix
+    * \param[in]  A  argument of matrix logarithm, should be upper triangular and atomic
+    * \returns  The logarithm of \p A.
+    */
+  MatrixType compute(const MatrixType& A);
+};
+
+template <typename MatrixType>
+MatrixType MatrixLogarithmAtomic<MatrixType>::compute(const MatrixType& A)
+{
+  using std::log;
+  MatrixType result(A.rows(), A.rows());
+  if (A.rows() == 1)
+    result(0,0) = log(A(0,0));
+  else if (A.rows() == 2)
+    matrix_log_compute_2x2(A, result);
+  else
+    matrix_log_compute_big(A, result);
+  return result;
+}
+
+} // end of namespace internal
+
+/** \ingroup MatrixFunctions_Module
+  *
+  * \brief Proxy for the matrix logarithm of some matrix (expression).
+  *
+  * \tparam Derived  Type of the argument to the matrix function.
+  *
+  * This class holds the argument to the matrix function until it is
+  * assigned or evaluated for some other reason (so the argument
+  * should not be changed in the meantime). It is the return type of
+  * MatrixBase::log() and most of the time this is the only way it
+  * is used.
+  */
+template<typename Derived> class MatrixLogarithmReturnValue
+: public ReturnByValue<MatrixLogarithmReturnValue<Derived> >
+{
+public:
+  typedef typename Derived::Scalar Scalar;
+  typedef typename Derived::Index Index;
+
+protected:
+  typedef typename internal::ref_selector<Derived>::type DerivedNested;
+
+public:
+
+  /** \brief Constructor.
+    *
+    * \param[in]  A  %Matrix (expression) forming the argument of the matrix logarithm.
+    */
+  explicit MatrixLogarithmReturnValue(const Derived& A) : m_A(A) { }
+  
+  /** \brief Compute the matrix logarithm.
+    *
+    * \param[out]  result  Logarithm of \c A, where \c A is as specified in the constructor.
+    */
+  template <typename ResultType>
+  inline void evalTo(ResultType& result) const
+  {
+    typedef typename internal::nested_eval<Derived, 10>::type DerivedEvalType;
+    typedef typename internal::remove_all<DerivedEvalType>::type DerivedEvalTypeClean;
+    typedef internal::traits<DerivedEvalTypeClean> Traits;
+    static const int RowsAtCompileTime = Traits::RowsAtCompileTime;
+    static const int ColsAtCompileTime = Traits::ColsAtCompileTime;
+    typedef std::complex<typename NumTraits<Scalar>::Real> ComplexScalar;
+    typedef Matrix<ComplexScalar, Dynamic, Dynamic, 0, RowsAtCompileTime, ColsAtCompileTime> DynMatrixType;
+    typedef internal::MatrixLogarithmAtomic<DynMatrixType> AtomicType;
+    AtomicType atomic;
+    
+    internal::matrix_function_compute<typename DerivedEvalTypeClean::PlainObject>::run(m_A, atomic, result);
+  }
+
+  Index rows() const { return m_A.rows(); }
+  Index cols() const { return m_A.cols(); }
+  
+private:
+  const DerivedNested m_A;
+};
+
+namespace internal {
+  template<typename Derived>
+  struct traits<MatrixLogarithmReturnValue<Derived> >
+  {
+    typedef typename Derived::PlainObject ReturnType;
+  };
+}
+
+
+/********** MatrixBase method **********/
+
+
+template <typename Derived>
+const MatrixLogarithmReturnValue<Derived> MatrixBase<Derived>::log() const
+{
+  eigen_assert(rows() == cols());
+  return MatrixLogarithmReturnValue<Derived>(derived());
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_MATRIX_LOGARITHM

external/include/eigen3/unsupported/Eigen/src/MatrixFunctions/MatrixPower.h

@@ -0,0 +1,709 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2012, 2013 Chen-Pang He <jdh8@ms63.hinet.net>
+//
+// 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_MATRIX_POWER
+#define EIGEN_MATRIX_POWER
+
+namespace Eigen {
+
+template<typename MatrixType> class MatrixPower;
+
+/**
+ * \ingroup MatrixFunctions_Module
+ *
+ * \brief Proxy for the matrix power of some matrix.
+ *
+ * \tparam MatrixType  type of the base, a matrix.
+ *
+ * This class holds the arguments to the matrix power until it is
+ * assigned or evaluated for some other reason (so the argument
+ * should not be changed in the meantime). It is the return type of
+ * MatrixPower::operator() and related functions and most of the
+ * time this is the only way it is used.
+ */
+/* TODO This class is only used by MatrixPower, so it should be nested
+ * into MatrixPower, like MatrixPower::ReturnValue. However, my
+ * compiler complained about unused template parameter in the
+ * following declaration in namespace internal.
+ *
+ * template<typename MatrixType>
+ * struct traits<MatrixPower<MatrixType>::ReturnValue>;
+ */
+template<typename MatrixType>
+class MatrixPowerParenthesesReturnValue : public ReturnByValue< MatrixPowerParenthesesReturnValue<MatrixType> >
+{
+  public:
+    typedef typename MatrixType::RealScalar RealScalar;
+    typedef typename MatrixType::Index Index;
+
+    /**
+     * \brief Constructor.
+     *
+     * \param[in] pow  %MatrixPower storing the base.
+     * \param[in] p    scalar, the exponent of the matrix power.
+     */
+    MatrixPowerParenthesesReturnValue(MatrixPower<MatrixType>& pow, RealScalar p) : m_pow(pow), m_p(p)
+    { }
+
+    /**
+     * \brief Compute the matrix power.
+     *
+     * \param[out] result
+     */
+    template<typename ResultType>
+    inline void evalTo(ResultType& result) const
+    { m_pow.compute(result, m_p); }
+
+    Index rows() const { return m_pow.rows(); }
+    Index cols() const { return m_pow.cols(); }
+
+  private:
+    MatrixPower<MatrixType>& m_pow;
+    const RealScalar m_p;
+};
+
+/**
+ * \ingroup MatrixFunctions_Module
+ *
+ * \brief Class for computing matrix powers.
+ *
+ * \tparam MatrixType  type of the base, expected to be an instantiation
+ * of the Matrix class template.
+ *
+ * This class is capable of computing triangular real/complex matrices
+ * raised to a power in the interval \f$ (-1, 1) \f$.
+ *
+ * \note Currently this class is only used by MatrixPower. One may
+ * insist that this be nested into MatrixPower. This class is here to
+ * faciliate future development of triangular matrix functions.
+ */
+template<typename MatrixType>
+class MatrixPowerAtomic : internal::noncopyable
+{
+  private:
+    enum {
+      RowsAtCompileTime = MatrixType::RowsAtCompileTime,
+      MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime
+    };
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename MatrixType::RealScalar RealScalar;
+    typedef std::complex<RealScalar> ComplexScalar;
+    typedef typename MatrixType::Index Index;
+    typedef Block<MatrixType,Dynamic,Dynamic> ResultType;
+
+    const MatrixType& m_A;
+    RealScalar m_p;
+
+    void computePade(int degree, const MatrixType& IminusT, ResultType& res) const;
+    void compute2x2(ResultType& res, RealScalar p) const;
+    void computeBig(ResultType& res) const;
+    static int getPadeDegree(float normIminusT);
+    static int getPadeDegree(double normIminusT);
+    static int getPadeDegree(long double normIminusT);
+    static ComplexScalar computeSuperDiag(const ComplexScalar&, const ComplexScalar&, RealScalar p);
+    static RealScalar computeSuperDiag(RealScalar, RealScalar, RealScalar p);
+
+  public:
+    /**
+     * \brief Constructor.
+     *
+     * \param[in] T  the base of the matrix power.
+     * \param[in] p  the exponent of the matrix power, should be in
+     * \f$ (-1, 1) \f$.
+     *
+     * The class stores a reference to T, so it should not be changed
+     * (or destroyed) before evaluation. Only the upper triangular
+     * part of T is read.
+     */
+    MatrixPowerAtomic(const MatrixType& T, RealScalar p);
+    
+    /**
+     * \brief Compute the matrix power.
+     *
+     * \param[out] res  \f$ A^p \f$ where A and p are specified in the
+     * constructor.
+     */
+    void compute(ResultType& res) const;
+};
+
+template<typename MatrixType>
+MatrixPowerAtomic<MatrixType>::MatrixPowerAtomic(const MatrixType& T, RealScalar p) :
+  m_A(T), m_p(p)
+{
+  eigen_assert(T.rows() == T.cols());
+  eigen_assert(p > -1 && p < 1);
+}
+
+template<typename MatrixType>
+void MatrixPowerAtomic<MatrixType>::compute(ResultType& res) const
+{
+  using std::pow;
+  switch (m_A.rows()) {
+    case 0:
+      break;
+    case 1:
+      res(0,0) = pow(m_A(0,0), m_p);
+      break;
+    case 2:
+      compute2x2(res, m_p);
+      break;
+    default:
+      computeBig(res);
+  }
+}
+
+template<typename MatrixType>
+void MatrixPowerAtomic<MatrixType>::computePade(int degree, const MatrixType& IminusT, ResultType& res) const
+{
+  int i = 2*degree;
+  res = (m_p-degree) / (2*i-2) * IminusT;
+
+  for (--i; i; --i) {
+    res = (MatrixType::Identity(IminusT.rows(), IminusT.cols()) + res).template triangularView<Upper>()
+	.solve((i==1 ? -m_p : i&1 ? (-m_p-i/2)/(2*i) : (m_p-i/2)/(2*i-2)) * IminusT).eval();
+  }
+  res += MatrixType::Identity(IminusT.rows(), IminusT.cols());
+}
+
+// This function assumes that res has the correct size (see bug 614)
+template<typename MatrixType>
+void MatrixPowerAtomic<MatrixType>::compute2x2(ResultType& res, RealScalar p) const
+{
+  using std::abs;
+  using std::pow;
+  res.coeffRef(0,0) = pow(m_A.coeff(0,0), p);
+
+  for (Index i=1; i < m_A.cols(); ++i) {
+    res.coeffRef(i,i) = pow(m_A.coeff(i,i), p);
+    if (m_A.coeff(i-1,i-1) == m_A.coeff(i,i))
+      res.coeffRef(i-1,i) = p * pow(m_A.coeff(i,i), p-1);
+    else if (2*abs(m_A.coeff(i-1,i-1)) < abs(m_A.coeff(i,i)) || 2*abs(m_A.coeff(i,i)) < abs(m_A.coeff(i-1,i-1)))
+      res.coeffRef(i-1,i) = (res.coeff(i,i)-res.coeff(i-1,i-1)) / (m_A.coeff(i,i)-m_A.coeff(i-1,i-1));
+    else
+      res.coeffRef(i-1,i) = computeSuperDiag(m_A.coeff(i,i), m_A.coeff(i-1,i-1), p);
+    res.coeffRef(i-1,i) *= m_A.coeff(i-1,i);
+  }
+}
+
+template<typename MatrixType>
+void MatrixPowerAtomic<MatrixType>::computeBig(ResultType& res) const
+{
+  using std::ldexp;
+  const int digits = std::numeric_limits<RealScalar>::digits;
+  const RealScalar maxNormForPade = digits <=  24? 4.3386528e-1L                            // single precision
+                                  : digits <=  53? 2.789358995219730e-1L                    // double precision
+                                  : digits <=  64? 2.4471944416607995472e-1L                // extended precision
+                                  : digits <= 106? 1.1016843812851143391275867258512e-1L    // double-double
+                                  :                9.134603732914548552537150753385375e-2L; // quadruple precision
+  MatrixType IminusT, sqrtT, T = m_A.template triangularView<Upper>();
+  RealScalar normIminusT;
+  int degree, degree2, numberOfSquareRoots = 0;
+  bool hasExtraSquareRoot = false;
+
+  for (Index i=0; i < m_A.cols(); ++i)
+    eigen_assert(m_A(i,i) != RealScalar(0));
+
+  while (true) {
+    IminusT = MatrixType::Identity(m_A.rows(), m_A.cols()) - T;
+    normIminusT = IminusT.cwiseAbs().colwise().sum().maxCoeff();
+    if (normIminusT < maxNormForPade) {
+      degree = getPadeDegree(normIminusT);
+      degree2 = getPadeDegree(normIminusT/2);
+      if (degree - degree2 <= 1 || hasExtraSquareRoot)
+	break;
+      hasExtraSquareRoot = true;
+    }
+    matrix_sqrt_triangular(T, sqrtT);
+    T = sqrtT.template triangularView<Upper>();
+    ++numberOfSquareRoots;
+  }
+  computePade(degree, IminusT, res);
+
+  for (; numberOfSquareRoots; --numberOfSquareRoots) {
+    compute2x2(res, ldexp(m_p, -numberOfSquareRoots));
+    res = res.template triangularView<Upper>() * res;
+  }
+  compute2x2(res, m_p);
+}
+  
+template<typename MatrixType>
+inline int MatrixPowerAtomic<MatrixType>::getPadeDegree(float normIminusT)
+{
+  const float maxNormForPade[] = { 2.8064004e-1f /* degree = 3 */ , 4.3386528e-1f };
+  int degree = 3;
+  for (; degree <= 4; ++degree)
+    if (normIminusT <= maxNormForPade[degree - 3])
+      break;
+  return degree;
+}
+
+template<typename MatrixType>
+inline int MatrixPowerAtomic<MatrixType>::getPadeDegree(double normIminusT)
+{
+  const double maxNormForPade[] = { 1.884160592658218e-2 /* degree = 3 */ , 6.038881904059573e-2, 1.239917516308172e-1,
+      1.999045567181744e-1, 2.789358995219730e-1 };
+  int degree = 3;
+  for (; degree <= 7; ++degree)
+    if (normIminusT <= maxNormForPade[degree - 3])
+      break;
+  return degree;
+}
+
+template<typename MatrixType>
+inline int MatrixPowerAtomic<MatrixType>::getPadeDegree(long double normIminusT)
+{
+#if   LDBL_MANT_DIG == 53
+  const int maxPadeDegree = 7;
+  const double maxNormForPade[] = { 1.884160592658218e-2L /* degree = 3 */ , 6.038881904059573e-2L, 1.239917516308172e-1L,
+      1.999045567181744e-1L, 2.789358995219730e-1L };
+#elif LDBL_MANT_DIG <= 64
+  const int maxPadeDegree = 8;
+  const long double maxNormForPade[] = { 6.3854693117491799460e-3L /* degree = 3 */ , 2.6394893435456973676e-2L,
+      6.4216043030404063729e-2L, 1.1701165502926694307e-1L, 1.7904284231268670284e-1L, 2.4471944416607995472e-1L };
+#elif LDBL_MANT_DIG <= 106
+  const int maxPadeDegree = 10;
+  const double maxNormForPade[] = { 1.0007161601787493236741409687186e-4L /* degree = 3 */ ,
+      1.0007161601787493236741409687186e-3L, 4.7069769360887572939882574746264e-3L, 1.3220386624169159689406653101695e-2L,
+      2.8063482381631737920612944054906e-2L, 4.9625993951953473052385361085058e-2L, 7.7367040706027886224557538328171e-2L,
+      1.1016843812851143391275867258512e-1L };
+#else
+  const int maxPadeDegree = 10;
+  const double maxNormForPade[] = { 5.524506147036624377378713555116378e-5L /* degree = 3 */ ,
+      6.640600568157479679823602193345995e-4L, 3.227716520106894279249709728084626e-3L,
+      9.619593944683432960546978734646284e-3L, 2.134595382433742403911124458161147e-2L,
+      3.908166513900489428442993794761185e-2L, 6.266780814639442865832535460550138e-2L,
+      9.134603732914548552537150753385375e-2L };
+#endif
+  int degree = 3;
+  for (; degree <= maxPadeDegree; ++degree)
+    if (normIminusT <= maxNormForPade[degree - 3])
+      break;
+  return degree;
+}
+
+template<typename MatrixType>
+inline typename MatrixPowerAtomic<MatrixType>::ComplexScalar
+MatrixPowerAtomic<MatrixType>::computeSuperDiag(const ComplexScalar& curr, const ComplexScalar& prev, RealScalar p)
+{
+  using std::ceil;
+  using std::exp;
+  using std::log;
+  using std::sinh;
+
+  ComplexScalar logCurr = log(curr);
+  ComplexScalar logPrev = log(prev);
+  int unwindingNumber = ceil((numext::imag(logCurr - logPrev) - RealScalar(EIGEN_PI)) / RealScalar(2*EIGEN_PI));
+  ComplexScalar w = numext::log1p((curr-prev)/prev)/RealScalar(2) + ComplexScalar(0, EIGEN_PI*unwindingNumber);
+  return RealScalar(2) * exp(RealScalar(0.5) * p * (logCurr + logPrev)) * sinh(p * w) / (curr - prev);
+}
+
+template<typename MatrixType>
+inline typename MatrixPowerAtomic<MatrixType>::RealScalar
+MatrixPowerAtomic<MatrixType>::computeSuperDiag(RealScalar curr, RealScalar prev, RealScalar p)
+{
+  using std::exp;
+  using std::log;
+  using std::sinh;
+
+  RealScalar w = numext::log1p((curr-prev)/prev)/RealScalar(2);
+  return 2 * exp(p * (log(curr) + log(prev)) / 2) * sinh(p * w) / (curr - prev);
+}
+
+/**
+ * \ingroup MatrixFunctions_Module
+ *
+ * \brief Class for computing matrix powers.
+ *
+ * \tparam MatrixType  type of the base, expected to be an instantiation
+ * of the Matrix class template.
+ *
+ * This class is capable of computing real/complex matrices raised to
+ * an arbitrary real power. Meanwhile, it saves the result of Schur
+ * decomposition if an non-integral power has even been calculated.
+ * Therefore, if you want to compute multiple (>= 2) matrix powers
+ * for the same matrix, using the class directly is more efficient than
+ * calling MatrixBase::pow().
+ *
+ * Example:
+ * \include MatrixPower_optimal.cpp
+ * Output: \verbinclude MatrixPower_optimal.out
+ */
+template<typename MatrixType>
+class MatrixPower : internal::noncopyable
+{
+  private:
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename MatrixType::RealScalar RealScalar;
+    typedef typename MatrixType::Index Index;
+
+  public:
+    /**
+     * \brief Constructor.
+     *
+     * \param[in] A  the base of the matrix power.
+     *
+     * The class stores a reference to A, so it should not be changed
+     * (or destroyed) before evaluation.
+     */
+    explicit MatrixPower(const MatrixType& A) :
+      m_A(A),
+      m_conditionNumber(0),
+      m_rank(A.cols()),
+      m_nulls(0)
+    { eigen_assert(A.rows() == A.cols()); }
+
+    /**
+     * \brief Returns the matrix power.
+     *
+     * \param[in] p  exponent, a real scalar.
+     * \return The expression \f$ A^p \f$, where A is specified in the
+     * constructor.
+     */
+    const MatrixPowerParenthesesReturnValue<MatrixType> operator()(RealScalar p)
+    { return MatrixPowerParenthesesReturnValue<MatrixType>(*this, p); }
+
+    /**
+     * \brief Compute the matrix power.
+     *
+     * \param[in]  p    exponent, a real scalar.
+     * \param[out] res  \f$ A^p \f$ where A is specified in the
+     * constructor.
+     */
+    template<typename ResultType>
+    void compute(ResultType& res, RealScalar p);
+    
+    Index rows() const { return m_A.rows(); }
+    Index cols() const { return m_A.cols(); }
+
+  private:
+    typedef std::complex<RealScalar> ComplexScalar;
+    typedef Matrix<ComplexScalar, Dynamic, Dynamic, 0,
+              MatrixType::RowsAtCompileTime, MatrixType::ColsAtCompileTime> ComplexMatrix;
+
+    /** \brief Reference to the base of matrix power. */
+    typename MatrixType::Nested m_A;
+
+    /** \brief Temporary storage. */
+    MatrixType m_tmp;
+
+    /** \brief Store the result of Schur decomposition. */
+    ComplexMatrix m_T, m_U;
+    
+    /** \brief Store fractional power of m_T. */
+    ComplexMatrix m_fT;
+
+    /**
+     * \brief Condition number of m_A.
+     *
+     * It is initialized as 0 to avoid performing unnecessary Schur
+     * decomposition, which is the bottleneck.
+     */
+    RealScalar m_conditionNumber;
+
+    /** \brief Rank of m_A. */
+    Index m_rank;
+    
+    /** \brief Rank deficiency of m_A. */
+    Index m_nulls;
+
+    /**
+     * \brief Split p into integral part and fractional part.
+     *
+     * \param[in]  p        The exponent.
+     * \param[out] p        The fractional part ranging in \f$ (-1, 1) \f$.
+     * \param[out] intpart  The integral part.
+     *
+     * Only if the fractional part is nonzero, it calls initialize().
+     */
+    void split(RealScalar& p, RealScalar& intpart);
+
+    /** \brief Perform Schur decomposition for fractional power. */
+    void initialize();
+
+    template<typename ResultType>
+    void computeIntPower(ResultType& res, RealScalar p);
+
+    template<typename ResultType>
+    void computeFracPower(ResultType& res, RealScalar p);
+
+    template<int Rows, int Cols, int Options, int MaxRows, int MaxCols>
+    static void revertSchur(
+        Matrix<ComplexScalar, Rows, Cols, Options, MaxRows, MaxCols>& res,
+        const ComplexMatrix& T,
+        const ComplexMatrix& U);
+
+    template<int Rows, int Cols, int Options, int MaxRows, int MaxCols>
+    static void revertSchur(
+        Matrix<RealScalar, Rows, Cols, Options, MaxRows, MaxCols>& res,
+        const ComplexMatrix& T,
+        const ComplexMatrix& U);
+};
+
+template<typename MatrixType>
+template<typename ResultType>
+void MatrixPower<MatrixType>::compute(ResultType& res, RealScalar p)
+{
+  using std::pow;
+  switch (cols()) {
+    case 0:
+      break;
+    case 1:
+      res(0,0) = pow(m_A.coeff(0,0), p);
+      break;
+    default:
+      RealScalar intpart;
+      split(p, intpart);
+
+      res = MatrixType::Identity(rows(), cols());
+      computeIntPower(res, intpart);
+      if (p) computeFracPower(res, p);
+  }
+}
+
+template<typename MatrixType>
+void MatrixPower<MatrixType>::split(RealScalar& p, RealScalar& intpart)
+{
+  using std::floor;
+  using std::pow;
+
+  intpart = floor(p);
+  p -= intpart;
+
+  // Perform Schur decomposition if it is not yet performed and the power is
+  // not an integer.
+  if (!m_conditionNumber && p)
+    initialize();
+
+  // Choose the more stable of intpart = floor(p) and intpart = ceil(p).
+  if (p > RealScalar(0.5) && p > (1-p) * pow(m_conditionNumber, p)) {
+    --p;
+    ++intpart;
+  }
+}
+
+template<typename MatrixType>
+void MatrixPower<MatrixType>::initialize()
+{
+  const ComplexSchur<MatrixType> schurOfA(m_A);
+  JacobiRotation<ComplexScalar> rot;
+  ComplexScalar eigenvalue;
+
+  m_fT.resizeLike(m_A);
+  m_T = schurOfA.matrixT();
+  m_U = schurOfA.matrixU();
+  m_conditionNumber = m_T.diagonal().array().abs().maxCoeff() / m_T.diagonal().array().abs().minCoeff();
+
+  // Move zero eigenvalues to the bottom right corner.
+  for (Index i = cols()-1; i>=0; --i) {
+    if (m_rank <= 2)
+      return;
+    if (m_T.coeff(i,i) == RealScalar(0)) {
+      for (Index j=i+1; j < m_rank; ++j) {
+        eigenvalue = m_T.coeff(j,j);
+        rot.makeGivens(m_T.coeff(j-1,j), eigenvalue);
+        m_T.applyOnTheRight(j-1, j, rot);
+        m_T.applyOnTheLeft(j-1, j, rot.adjoint());
+        m_T.coeffRef(j-1,j-1) = eigenvalue;
+        m_T.coeffRef(j,j) = RealScalar(0);
+        m_U.applyOnTheRight(j-1, j, rot);
+      }
+      --m_rank;
+    }
+  }
+
+  m_nulls = rows() - m_rank;
+  if (m_nulls) {
+    eigen_assert(m_T.bottomRightCorner(m_nulls, m_nulls).isZero()
+        && "Base of matrix power should be invertible or with a semisimple zero eigenvalue.");
+    m_fT.bottomRows(m_nulls).fill(RealScalar(0));
+  }
+}
+
+template<typename MatrixType>
+template<typename ResultType>
+void MatrixPower<MatrixType>::computeIntPower(ResultType& res, RealScalar p)
+{
+  using std::abs;
+  using std::fmod;
+  RealScalar pp = abs(p);
+
+  if (p<0) 
+    m_tmp = m_A.inverse();
+  else     
+    m_tmp = m_A;
+
+  while (true) {
+    if (fmod(pp, 2) >= 1)
+      res = m_tmp * res;
+    pp /= 2;
+    if (pp < 1)
+      break;
+    m_tmp *= m_tmp;
+  }
+}
+
+template<typename MatrixType>
+template<typename ResultType>
+void MatrixPower<MatrixType>::computeFracPower(ResultType& res, RealScalar p)
+{
+  Block<ComplexMatrix,Dynamic,Dynamic> blockTp(m_fT, 0, 0, m_rank, m_rank);
+  eigen_assert(m_conditionNumber);
+  eigen_assert(m_rank + m_nulls == rows());
+
+  MatrixPowerAtomic<ComplexMatrix>(m_T.topLeftCorner(m_rank, m_rank), p).compute(blockTp);
+  if (m_nulls) {
+    m_fT.topRightCorner(m_rank, m_nulls) = m_T.topLeftCorner(m_rank, m_rank).template triangularView<Upper>()
+        .solve(blockTp * m_T.topRightCorner(m_rank, m_nulls));
+  }
+  revertSchur(m_tmp, m_fT, m_U);
+  res = m_tmp * res;
+}
+
+template<typename MatrixType>
+template<int Rows, int Cols, int Options, int MaxRows, int MaxCols>
+inline void MatrixPower<MatrixType>::revertSchur(
+    Matrix<ComplexScalar, Rows, Cols, Options, MaxRows, MaxCols>& res,
+    const ComplexMatrix& T,
+    const ComplexMatrix& U)
+{ res.noalias() = U * (T.template triangularView<Upper>() * U.adjoint()); }
+
+template<typename MatrixType>
+template<int Rows, int Cols, int Options, int MaxRows, int MaxCols>
+inline void MatrixPower<MatrixType>::revertSchur(
+    Matrix<RealScalar, Rows, Cols, Options, MaxRows, MaxCols>& res,
+    const ComplexMatrix& T,
+    const ComplexMatrix& U)
+{ res.noalias() = (U * (T.template triangularView<Upper>() * U.adjoint())).real(); }
+
+/**
+ * \ingroup MatrixFunctions_Module
+ *
+ * \brief Proxy for the matrix power of some matrix (expression).
+ *
+ * \tparam Derived  type of the base, a matrix (expression).
+ *
+ * This class holds the arguments to the matrix power until it is
+ * assigned or evaluated for some other reason (so the argument
+ * should not be changed in the meantime). It is the return type of
+ * MatrixBase::pow() and related functions and most of the
+ * time this is the only way it is used.
+ */
+template<typename Derived>
+class MatrixPowerReturnValue : public ReturnByValue< MatrixPowerReturnValue<Derived> >
+{
+  public:
+    typedef typename Derived::PlainObject PlainObject;
+    typedef typename Derived::RealScalar RealScalar;
+    typedef typename Derived::Index Index;
+
+    /**
+     * \brief Constructor.
+     *
+     * \param[in] A  %Matrix (expression), the base of the matrix power.
+     * \param[in] p  real scalar, the exponent of the matrix power.
+     */
+    MatrixPowerReturnValue(const Derived& A, RealScalar p) : m_A(A), m_p(p)
+    { }
+
+    /**
+     * \brief Compute the matrix power.
+     *
+     * \param[out] result  \f$ A^p \f$ where \p A and \p p are as in the
+     * constructor.
+     */
+    template<typename ResultType>
+    inline void evalTo(ResultType& result) const
+    { MatrixPower<PlainObject>(m_A.eval()).compute(result, m_p); }
+
+    Index rows() const { return m_A.rows(); }
+    Index cols() const { return m_A.cols(); }
+
+  private:
+    const Derived& m_A;
+    const RealScalar m_p;
+};
+
+/**
+ * \ingroup MatrixFunctions_Module
+ *
+ * \brief Proxy for the matrix power of some matrix (expression).
+ *
+ * \tparam Derived  type of the base, a matrix (expression).
+ *
+ * This class holds the arguments to the matrix power until it is
+ * assigned or evaluated for some other reason (so the argument
+ * should not be changed in the meantime). It is the return type of
+ * MatrixBase::pow() and related functions and most of the
+ * time this is the only way it is used.
+ */
+template<typename Derived>
+class MatrixComplexPowerReturnValue : public ReturnByValue< MatrixComplexPowerReturnValue<Derived> >
+{
+  public:
+    typedef typename Derived::PlainObject PlainObject;
+    typedef typename std::complex<typename Derived::RealScalar> ComplexScalar;
+    typedef typename Derived::Index Index;
+
+    /**
+     * \brief Constructor.
+     *
+     * \param[in] A  %Matrix (expression), the base of the matrix power.
+     * \param[in] p  complex scalar, the exponent of the matrix power.
+     */
+    MatrixComplexPowerReturnValue(const Derived& A, const ComplexScalar& p) : m_A(A), m_p(p)
+    { }
+
+    /**
+     * \brief Compute the matrix power.
+     *
+     * Because \p p is complex, \f$ A^p \f$ is simply evaluated as \f$
+     * \exp(p \log(A)) \f$.
+     *
+     * \param[out] result  \f$ A^p \f$ where \p A and \p p are as in the
+     * constructor.
+     */
+    template<typename ResultType>
+    inline void evalTo(ResultType& result) const
+    { result = (m_p * m_A.log()).exp(); }
+
+    Index rows() const { return m_A.rows(); }
+    Index cols() const { return m_A.cols(); }
+
+  private:
+    const Derived& m_A;
+    const ComplexScalar m_p;
+};
+
+namespace internal {
+
+template<typename MatrixPowerType>
+struct traits< MatrixPowerParenthesesReturnValue<MatrixPowerType> >
+{ typedef typename MatrixPowerType::PlainObject ReturnType; };
+
+template<typename Derived>
+struct traits< MatrixPowerReturnValue<Derived> >
+{ typedef typename Derived::PlainObject ReturnType; };
+
+template<typename Derived>
+struct traits< MatrixComplexPowerReturnValue<Derived> >
+{ typedef typename Derived::PlainObject ReturnType; };
+
+}
+
+template<typename Derived>
+const MatrixPowerReturnValue<Derived> MatrixBase<Derived>::pow(const RealScalar& p) const
+{ return MatrixPowerReturnValue<Derived>(derived(), p); }
+
+template<typename Derived>
+const MatrixComplexPowerReturnValue<Derived> MatrixBase<Derived>::pow(const std::complex<RealScalar>& p) const
+{ return MatrixComplexPowerReturnValue<Derived>(derived(), p); }
+
+} // namespace Eigen
+
+#endif // EIGEN_MATRIX_POWER

external/include/eigen3/unsupported/Eigen/src/MatrixFunctions/MatrixSquareRoot.h

@@ -0,0 +1,366 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2011, 2013 Jitse Niesen <jitse@maths.leeds.ac.uk>
+//
+// 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_MATRIX_SQUARE_ROOT
+#define EIGEN_MATRIX_SQUARE_ROOT
+
+namespace Eigen { 
+
+namespace internal {
+
+// pre:  T.block(i,i,2,2) has complex conjugate eigenvalues
+// post: sqrtT.block(i,i,2,2) is square root of T.block(i,i,2,2)
+template <typename MatrixType, typename ResultType>
+void matrix_sqrt_quasi_triangular_2x2_diagonal_block(const MatrixType& T, typename MatrixType::Index i, ResultType& sqrtT)
+{
+  // TODO: This case (2-by-2 blocks with complex conjugate eigenvalues) is probably hidden somewhere
+  //       in EigenSolver. If we expose it, we could call it directly from here.
+  typedef typename traits<MatrixType>::Scalar Scalar;
+  Matrix<Scalar,2,2> block = T.template block<2,2>(i,i);
+  EigenSolver<Matrix<Scalar,2,2> > es(block);
+  sqrtT.template block<2,2>(i,i)
+    = (es.eigenvectors() * es.eigenvalues().cwiseSqrt().asDiagonal() * es.eigenvectors().inverse()).real();
+}
+
+// pre:  block structure of T is such that (i,j) is a 1x1 block,
+//       all blocks of sqrtT to left of and below (i,j) are correct
+// post: sqrtT(i,j) has the correct value
+template <typename MatrixType, typename ResultType>
+void matrix_sqrt_quasi_triangular_1x1_off_diagonal_block(const MatrixType& T, typename MatrixType::Index i, typename MatrixType::Index j, ResultType& sqrtT)
+{
+  typedef typename traits<MatrixType>::Scalar Scalar;
+  Scalar tmp = (sqrtT.row(i).segment(i+1,j-i-1) * sqrtT.col(j).segment(i+1,j-i-1)).value();
+  sqrtT.coeffRef(i,j) = (T.coeff(i,j) - tmp) / (sqrtT.coeff(i,i) + sqrtT.coeff(j,j));
+}
+
+// similar to compute1x1offDiagonalBlock()
+template <typename MatrixType, typename ResultType>
+void matrix_sqrt_quasi_triangular_1x2_off_diagonal_block(const MatrixType& T, typename MatrixType::Index i, typename MatrixType::Index j, ResultType& sqrtT)
+{
+  typedef typename traits<MatrixType>::Scalar Scalar;
+  Matrix<Scalar,1,2> rhs = T.template block<1,2>(i,j);
+  if (j-i > 1)
+    rhs -= sqrtT.block(i, i+1, 1, j-i-1) * sqrtT.block(i+1, j, j-i-1, 2);
+  Matrix<Scalar,2,2> A = sqrtT.coeff(i,i) * Matrix<Scalar,2,2>::Identity();
+  A += sqrtT.template block<2,2>(j,j).transpose();
+  sqrtT.template block<1,2>(i,j).transpose() = A.fullPivLu().solve(rhs.transpose());
+}
+
+// similar to compute1x1offDiagonalBlock()
+template <typename MatrixType, typename ResultType>
+void matrix_sqrt_quasi_triangular_2x1_off_diagonal_block(const MatrixType& T, typename MatrixType::Index i, typename MatrixType::Index j, ResultType& sqrtT)
+{
+  typedef typename traits<MatrixType>::Scalar Scalar;
+  Matrix<Scalar,2,1> rhs = T.template block<2,1>(i,j);
+  if (j-i > 2)
+    rhs -= sqrtT.block(i, i+2, 2, j-i-2) * sqrtT.block(i+2, j, j-i-2, 1);
+  Matrix<Scalar,2,2> A = sqrtT.coeff(j,j) * Matrix<Scalar,2,2>::Identity();
+  A += sqrtT.template block<2,2>(i,i);
+  sqrtT.template block<2,1>(i,j) = A.fullPivLu().solve(rhs);
+}
+
+// solves the equation A X + X B = C where all matrices are 2-by-2
+template <typename MatrixType>
+void matrix_sqrt_quasi_triangular_solve_auxiliary_equation(MatrixType& X, const MatrixType& A, const MatrixType& B, const MatrixType& C)
+{
+  typedef typename traits<MatrixType>::Scalar Scalar;
+  Matrix<Scalar,4,4> coeffMatrix = Matrix<Scalar,4,4>::Zero();
+  coeffMatrix.coeffRef(0,0) = A.coeff(0,0) + B.coeff(0,0);
+  coeffMatrix.coeffRef(1,1) = A.coeff(0,0) + B.coeff(1,1);
+  coeffMatrix.coeffRef(2,2) = A.coeff(1,1) + B.coeff(0,0);
+  coeffMatrix.coeffRef(3,3) = A.coeff(1,1) + B.coeff(1,1);
+  coeffMatrix.coeffRef(0,1) = B.coeff(1,0);
+  coeffMatrix.coeffRef(0,2) = A.coeff(0,1);
+  coeffMatrix.coeffRef(1,0) = B.coeff(0,1);
+  coeffMatrix.coeffRef(1,3) = A.coeff(0,1);
+  coeffMatrix.coeffRef(2,0) = A.coeff(1,0);
+  coeffMatrix.coeffRef(2,3) = B.coeff(1,0);
+  coeffMatrix.coeffRef(3,1) = A.coeff(1,0);
+  coeffMatrix.coeffRef(3,2) = B.coeff(0,1);
+
+  Matrix<Scalar,4,1> rhs;
+  rhs.coeffRef(0) = C.coeff(0,0);
+  rhs.coeffRef(1) = C.coeff(0,1);
+  rhs.coeffRef(2) = C.coeff(1,0);
+  rhs.coeffRef(3) = C.coeff(1,1);
+
+  Matrix<Scalar,4,1> result;
+  result = coeffMatrix.fullPivLu().solve(rhs);
+
+  X.coeffRef(0,0) = result.coeff(0);
+  X.coeffRef(0,1) = result.coeff(1);
+  X.coeffRef(1,0) = result.coeff(2);
+  X.coeffRef(1,1) = result.coeff(3);
+}
+
+// similar to compute1x1offDiagonalBlock()
+template <typename MatrixType, typename ResultType>
+void matrix_sqrt_quasi_triangular_2x2_off_diagonal_block(const MatrixType& T, typename MatrixType::Index i, typename MatrixType::Index j, ResultType& sqrtT)
+{
+  typedef typename traits<MatrixType>::Scalar Scalar;
+  Matrix<Scalar,2,2> A = sqrtT.template block<2,2>(i,i);
+  Matrix<Scalar,2,2> B = sqrtT.template block<2,2>(j,j);
+  Matrix<Scalar,2,2> C = T.template block<2,2>(i,j);
+  if (j-i > 2)
+    C -= sqrtT.block(i, i+2, 2, j-i-2) * sqrtT.block(i+2, j, j-i-2, 2);
+  Matrix<Scalar,2,2> X;
+  matrix_sqrt_quasi_triangular_solve_auxiliary_equation(X, A, B, C);
+  sqrtT.template block<2,2>(i,j) = X;
+}
+
+// pre:  T is quasi-upper-triangular and sqrtT is a zero matrix of the same size
+// post: the diagonal blocks of sqrtT are the square roots of the diagonal blocks of T
+template <typename MatrixType, typename ResultType>
+void matrix_sqrt_quasi_triangular_diagonal(const MatrixType& T, ResultType& sqrtT)
+{
+  using std::sqrt;
+  const Index size = T.rows();
+  for (Index i = 0; i < size; i++) {
+    if (i == size - 1 || T.coeff(i+1, i) == 0) {
+      eigen_assert(T(i,i) >= 0);
+      sqrtT.coeffRef(i,i) = sqrt(T.coeff(i,i));
+    }
+    else {
+      matrix_sqrt_quasi_triangular_2x2_diagonal_block(T, i, sqrtT);
+      ++i;
+    }
+  }
+}
+
+// pre:  T is quasi-upper-triangular and diagonal blocks of sqrtT are square root of diagonal blocks of T.
+// post: sqrtT is the square root of T.
+template <typename MatrixType, typename ResultType>
+void matrix_sqrt_quasi_triangular_off_diagonal(const MatrixType& T, ResultType& sqrtT)
+{
+  const Index size = T.rows();
+  for (Index j = 1; j < size; j++) {
+      if (T.coeff(j, j-1) != 0)  // if T(j-1:j, j-1:j) is a 2-by-2 block
+	continue;
+    for (Index i = j-1; i >= 0; i--) {
+      if (i > 0 && T.coeff(i, i-1) != 0)  // if T(i-1:i, i-1:i) is a 2-by-2 block
+	continue;
+      bool iBlockIs2x2 = (i < size - 1) && (T.coeff(i+1, i) != 0);
+      bool jBlockIs2x2 = (j < size - 1) && (T.coeff(j+1, j) != 0);
+      if (iBlockIs2x2 && jBlockIs2x2) 
+        matrix_sqrt_quasi_triangular_2x2_off_diagonal_block(T, i, j, sqrtT);
+      else if (iBlockIs2x2 && !jBlockIs2x2) 
+        matrix_sqrt_quasi_triangular_2x1_off_diagonal_block(T, i, j, sqrtT);
+      else if (!iBlockIs2x2 && jBlockIs2x2) 
+        matrix_sqrt_quasi_triangular_1x2_off_diagonal_block(T, i, j, sqrtT);
+      else if (!iBlockIs2x2 && !jBlockIs2x2) 
+        matrix_sqrt_quasi_triangular_1x1_off_diagonal_block(T, i, j, sqrtT);
+    }
+  }
+}
+
+} // end of namespace internal
+
+/** \ingroup MatrixFunctions_Module
+  * \brief Compute matrix square root of quasi-triangular matrix.
+  *
+  * \tparam  MatrixType  type of \p arg, the argument of matrix square root,
+  *                      expected to be an instantiation of the Matrix class template.
+  * \tparam  ResultType  type of \p result, where result is to be stored.
+  * \param[in]  arg      argument of matrix square root.
+  * \param[out] result   matrix square root of upper Hessenberg part of \p arg.
+  *
+  * This function computes the square root of the upper quasi-triangular matrix stored in the upper
+  * Hessenberg part of \p arg.  Only the upper Hessenberg part of \p result is updated, the rest is
+  * not touched.  See MatrixBase::sqrt() for details on how this computation is implemented.
+  *
+  * \sa MatrixSquareRoot, MatrixSquareRootQuasiTriangular
+  */
+template <typename MatrixType, typename ResultType> 
+void matrix_sqrt_quasi_triangular(const MatrixType &arg, ResultType &result)
+{
+  eigen_assert(arg.rows() == arg.cols());
+  result.resize(arg.rows(), arg.cols());
+  internal::matrix_sqrt_quasi_triangular_diagonal(arg, result);
+  internal::matrix_sqrt_quasi_triangular_off_diagonal(arg, result);
+}
+
+
+/** \ingroup MatrixFunctions_Module
+  * \brief Compute matrix square root of triangular matrix.
+  *
+  * \tparam  MatrixType  type of \p arg, the argument of matrix square root,
+  *                      expected to be an instantiation of the Matrix class template.
+  * \tparam  ResultType  type of \p result, where result is to be stored.
+  * \param[in]  arg      argument of matrix square root.
+  * \param[out] result   matrix square root of upper triangular part of \p arg.
+  *
+  * Only the upper triangular part (including the diagonal) of \p result is updated, the rest is not
+  * touched.  See MatrixBase::sqrt() for details on how this computation is implemented.
+  *
+  * \sa MatrixSquareRoot, MatrixSquareRootQuasiTriangular
+  */
+template <typename MatrixType, typename ResultType> 
+void matrix_sqrt_triangular(const MatrixType &arg, ResultType &result)
+{
+  using std::sqrt;
+      typedef typename MatrixType::Scalar Scalar;
+
+  eigen_assert(arg.rows() == arg.cols());
+
+  // Compute square root of arg and store it in upper triangular part of result
+  // This uses that the square root of triangular matrices can be computed directly.
+  result.resize(arg.rows(), arg.cols());
+  for (Index i = 0; i < arg.rows(); i++) {
+    result.coeffRef(i,i) = sqrt(arg.coeff(i,i));
+  }
+  for (Index j = 1; j < arg.cols(); j++) {
+    for (Index i = j-1; i >= 0; i--) {
+      // if i = j-1, then segment has length 0 so tmp = 0
+      Scalar tmp = (result.row(i).segment(i+1,j-i-1) * result.col(j).segment(i+1,j-i-1)).value();
+      // denominator may be zero if original matrix is singular
+      result.coeffRef(i,j) = (arg.coeff(i,j) - tmp) / (result.coeff(i,i) + result.coeff(j,j));
+    }
+  }
+}
+
+
+namespace internal {
+
+/** \ingroup MatrixFunctions_Module
+  * \brief Helper struct for computing matrix square roots of general matrices.
+  * \tparam  MatrixType  type of the argument of the matrix square root,
+  *                      expected to be an instantiation of the Matrix class template.
+  *
+  * \sa MatrixSquareRootTriangular, MatrixSquareRootQuasiTriangular, MatrixBase::sqrt()
+  */
+template <typename MatrixType, int IsComplex = NumTraits<typename internal::traits<MatrixType>::Scalar>::IsComplex>
+struct matrix_sqrt_compute
+{
+  /** \brief Compute the matrix square root
+    *
+    * \param[in]  arg     matrix whose square root is to be computed.
+    * \param[out] result  square root of \p arg.
+    *
+    * See MatrixBase::sqrt() for details on how this computation is implemented.
+    */
+  template <typename ResultType> static void run(const MatrixType &arg, ResultType &result);    
+};
+
+
+// ********** Partial specialization for real matrices **********
+
+template <typename MatrixType>
+struct matrix_sqrt_compute<MatrixType, 0>
+{
+  template <typename ResultType>
+  static void run(const MatrixType &arg, ResultType &result)
+  {
+    eigen_assert(arg.rows() == arg.cols());
+
+    // Compute Schur decomposition of arg
+    const RealSchur<MatrixType> schurOfA(arg);  
+    const MatrixType& T = schurOfA.matrixT();
+    const MatrixType& U = schurOfA.matrixU();
+    
+    // Compute square root of T
+    MatrixType sqrtT = MatrixType::Zero(arg.rows(), arg.cols());
+    matrix_sqrt_quasi_triangular(T, sqrtT);
+    
+    // Compute square root of arg
+    result = U * sqrtT * U.adjoint();
+  }
+};
+
+
+// ********** Partial specialization for complex matrices **********
+
+template <typename MatrixType>
+struct matrix_sqrt_compute<MatrixType, 1>
+{
+  template <typename ResultType>
+  static void run(const MatrixType &arg, ResultType &result)
+  {
+    eigen_assert(arg.rows() == arg.cols());
+
+    // Compute Schur decomposition of arg
+    const ComplexSchur<MatrixType> schurOfA(arg);  
+    const MatrixType& T = schurOfA.matrixT();
+    const MatrixType& U = schurOfA.matrixU();
+    
+    // Compute square root of T
+    MatrixType sqrtT;
+    matrix_sqrt_triangular(T, sqrtT);
+    
+    // Compute square root of arg
+    result = U * (sqrtT.template triangularView<Upper>() * U.adjoint());
+  }
+};
+
+} // end namespace internal
+
+/** \ingroup MatrixFunctions_Module
+  *
+  * \brief Proxy for the matrix square root of some matrix (expression).
+  *
+  * \tparam Derived  Type of the argument to the matrix square root.
+  *
+  * This class holds the argument to the matrix square root until it
+  * is assigned or evaluated for some other reason (so the argument
+  * should not be changed in the meantime). It is the return type of
+  * MatrixBase::sqrt() and most of the time this is the only way it is
+  * used.
+  */
+template<typename Derived> class MatrixSquareRootReturnValue
+: public ReturnByValue<MatrixSquareRootReturnValue<Derived> >
+{
+  protected:
+    typedef typename internal::ref_selector<Derived>::type DerivedNested;
+
+  public:
+    /** \brief Constructor.
+      *
+      * \param[in]  src  %Matrix (expression) forming the argument of the
+      * matrix square root.
+      */
+    explicit MatrixSquareRootReturnValue(const Derived& src) : m_src(src) { }
+
+    /** \brief Compute the matrix square root.
+      *
+      * \param[out]  result  the matrix square root of \p src in the
+      * constructor.
+      */
+    template <typename ResultType>
+    inline void evalTo(ResultType& result) const
+    {
+      typedef typename internal::nested_eval<Derived, 10>::type DerivedEvalType;
+      typedef typename internal::remove_all<DerivedEvalType>::type DerivedEvalTypeClean;
+      DerivedEvalType tmp(m_src);
+      internal::matrix_sqrt_compute<DerivedEvalTypeClean>::run(tmp, result);
+    }
+
+    Index rows() const { return m_src.rows(); }
+    Index cols() const { return m_src.cols(); }
+
+  protected:
+    const DerivedNested m_src;
+};
+
+namespace internal {
+template<typename Derived>
+struct traits<MatrixSquareRootReturnValue<Derived> >
+{
+  typedef typename Derived::PlainObject ReturnType;
+};
+}
+
+template <typename Derived>
+const MatrixSquareRootReturnValue<Derived> MatrixBase<Derived>::sqrt() const
+{
+  eigen_assert(rows() == cols());
+  return MatrixSquareRootReturnValue<Derived>(derived());
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_MATRIX_FUNCTION

external/include/eigen3/unsupported/Eigen/src/MatrixFunctions/StemFunction.h

@@ -0,0 +1,117 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2010, 2013 Jitse Niesen <jitse@maths.leeds.ac.uk>
+//
+// 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_STEM_FUNCTION
+#define EIGEN_STEM_FUNCTION
+
+namespace Eigen { 
+
+namespace internal {
+
+/** \brief The exponential function (and its derivatives). */
+template <typename Scalar>
+Scalar stem_function_exp(Scalar x, int)
+{
+  using std::exp;
+  return exp(x);
+}
+
+/** \brief Cosine (and its derivatives). */
+template <typename Scalar>
+Scalar stem_function_cos(Scalar x, int n)
+{
+  using std::cos;
+  using std::sin;
+  Scalar res;
+
+  switch (n % 4) {
+  case 0: 
+    res = std::cos(x);
+    break;
+  case 1:
+    res = -std::sin(x);
+    break;
+  case 2:
+    res = -std::cos(x);
+    break;
+  case 3:
+    res = std::sin(x);
+    break;
+  }
+  return res;
+}
+
+/** \brief Sine (and its derivatives). */
+template <typename Scalar>
+Scalar stem_function_sin(Scalar x, int n)
+{
+  using std::cos;
+  using std::sin;
+  Scalar res;
+
+  switch (n % 4) {
+  case 0:
+    res = std::sin(x);
+    break;
+  case 1:
+    res = std::cos(x);
+    break;
+  case 2:
+    res = -std::sin(x);
+    break;
+  case 3:
+    res = -std::cos(x);
+    break;
+  }
+  return res;
+}
+
+/** \brief Hyperbolic cosine (and its derivatives). */
+template <typename Scalar>
+Scalar stem_function_cosh(Scalar x, int n)
+{
+  using std::cosh;
+  using std::sinh;
+  Scalar res;
+  
+  switch (n % 2) {
+  case 0:
+    res = std::cosh(x);
+    break;
+  case 1:
+    res = std::sinh(x);
+    break;
+  }
+  return res;
+}
+	
+/** \brief Hyperbolic sine (and its derivatives). */
+template <typename Scalar>
+Scalar stem_function_sinh(Scalar x, int n)
+{
+  using std::cosh;
+  using std::sinh;
+  Scalar res;
+  
+  switch (n % 2) {
+  case 0:
+    res = std::sinh(x);
+    break;
+  case 1:
+    res = std::cosh(x);
+    break;
+  }
+  return res;
+}
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_STEM_FUNCTION

external/include/eigen3/unsupported/Eigen/src/MoreVectorization/MathFunctions.h

@@ -0,0 +1,95 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Rohit Garg <rpg.314@gmail.com>
+// Copyright (C) 2009 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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_MOREVECTORIZATION_MATHFUNCTIONS_H
+#define EIGEN_MOREVECTORIZATION_MATHFUNCTIONS_H
+
+namespace Eigen { 
+
+namespace internal {
+
+/** \internal \returns the arcsin of \a a (coeff-wise) */
+template<typename Packet> inline static Packet pasin(Packet a) { return std::asin(a); }
+
+#ifdef EIGEN_VECTORIZE_SSE
+
+template<> EIGEN_DONT_INLINE Packet4f pasin(Packet4f x)
+{
+  _EIGEN_DECLARE_CONST_Packet4f(half, 0.5);
+  _EIGEN_DECLARE_CONST_Packet4f(minus_half, -0.5);
+  _EIGEN_DECLARE_CONST_Packet4f(3half, 1.5);
+
+  _EIGEN_DECLARE_CONST_Packet4f_FROM_INT(sign_mask, 0x80000000);
+
+  _EIGEN_DECLARE_CONST_Packet4f(pi, 3.141592654);
+  _EIGEN_DECLARE_CONST_Packet4f(pi_over_2, 3.141592654*0.5);
+
+  _EIGEN_DECLARE_CONST_Packet4f(asin1, 4.2163199048E-2);
+  _EIGEN_DECLARE_CONST_Packet4f(asin2, 2.4181311049E-2);
+  _EIGEN_DECLARE_CONST_Packet4f(asin3, 4.5470025998E-2);
+  _EIGEN_DECLARE_CONST_Packet4f(asin4, 7.4953002686E-2);
+  _EIGEN_DECLARE_CONST_Packet4f(asin5, 1.6666752422E-1);
+
+  Packet4f a = pabs(x);//got the absolute value
+
+  Packet4f sign_bit= _mm_and_ps(x, p4f_sign_mask);//extracted the sign bit
+
+  Packet4f z1,z2;//will need them during computation    
+
+
+//will compute the two branches for asin
+//so first compare with half
+
+  Packet4f branch_mask= _mm_cmpgt_ps(a, p4f_half);//this is to select which branch to take
+//both will be taken, and finally results will be merged
+//the branch for values >0.5
+
+    {
+//the core series expansion 
+    z1=pmadd(p4f_minus_half,a,p4f_half);
+    Packet4f x1=psqrt(z1);
+    Packet4f s1=pmadd(p4f_asin1, z1, p4f_asin2);
+    Packet4f s2=pmadd(s1, z1, p4f_asin3);
+    Packet4f s3=pmadd(s2,z1, p4f_asin4);
+    Packet4f s4=pmadd(s3,z1, p4f_asin5);
+    Packet4f temp=pmul(s4,z1);//not really a madd but a mul by z so that the next term can be a madd
+    z1=pmadd(temp,x1,x1);
+    z1=padd(z1,z1);
+    z1=psub(p4f_pi_over_2,z1);
+    }
+
+    {
+//the core series expansion 
+    Packet4f x2=a;
+    z2=pmul(x2,x2);
+    Packet4f s1=pmadd(p4f_asin1, z2, p4f_asin2);
+    Packet4f s2=pmadd(s1, z2, p4f_asin3);
+    Packet4f s3=pmadd(s2,z2, p4f_asin4);
+    Packet4f s4=pmadd(s3,z2, p4f_asin5);
+    Packet4f temp=pmul(s4,z2);//not really a madd but a mul by z so that the next term can be a madd
+    z2=pmadd(temp,x2,x2);
+    }
+
+/* select the correct result from the two branch evaluations */
+  z1  = _mm_and_ps(branch_mask, z1);
+  z2  = _mm_andnot_ps(branch_mask, z2);
+  Packet4f z  = _mm_or_ps(z1,z2);
+
+/* update the sign */
+  return _mm_xor_ps(z, sign_bit);
+}
+
+#endif // EIGEN_VECTORIZE_SSE
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_MOREVECTORIZATION_MATHFUNCTIONS_H

external/include/eigen3/unsupported/Eigen/src/NonLinearOptimization/HybridNonLinearSolver.h

@@ -0,0 +1,601 @@
+// -*- coding: utf-8
+// vim: set fileencoding=utf-8
+
+// 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_HYBRIDNONLINEARSOLVER_H
+#define EIGEN_HYBRIDNONLINEARSOLVER_H
+
+namespace Eigen { 
+
+namespace HybridNonLinearSolverSpace { 
+    enum Status {
+        Running = -1,
+        ImproperInputParameters = 0,
+        RelativeErrorTooSmall = 1,
+        TooManyFunctionEvaluation = 2,
+        TolTooSmall = 3,
+        NotMakingProgressJacobian = 4,
+        NotMakingProgressIterations = 5,
+        UserAsked = 6
+    };
+}
+
+/**
+  * \ingroup NonLinearOptimization_Module
+  * \brief Finds a zero of a system of n
+  * nonlinear functions in n variables by a modification of the Powell
+  * hybrid method ("dogleg").
+  *
+  * The user must provide a subroutine which calculates the
+  * functions. The Jacobian is either provided by the user, or approximated
+  * using a forward-difference method.
+  *
+  */
+template<typename FunctorType, typename Scalar=double>
+class HybridNonLinearSolver
+{
+public:
+    typedef DenseIndex Index;
+
+    HybridNonLinearSolver(FunctorType &_functor)
+        : functor(_functor) { nfev=njev=iter = 0;  fnorm= 0.; useExternalScaling=false;}
+
+    struct Parameters {
+        Parameters()
+            : factor(Scalar(100.))
+            , maxfev(1000)
+            , xtol(std::sqrt(NumTraits<Scalar>::epsilon()))
+            , nb_of_subdiagonals(-1)
+            , nb_of_superdiagonals(-1)
+            , epsfcn(Scalar(0.)) {}
+        Scalar factor;
+        Index maxfev;   // maximum number of function evaluation
+        Scalar xtol;
+        Index nb_of_subdiagonals;
+        Index nb_of_superdiagonals;
+        Scalar epsfcn;
+    };
+    typedef Matrix< Scalar, Dynamic, 1 > FVectorType;
+    typedef Matrix< Scalar, Dynamic, Dynamic > JacobianType;
+    /* TODO: if eigen provides a triangular storage, use it here */
+    typedef Matrix< Scalar, Dynamic, Dynamic > UpperTriangularType;
+
+    HybridNonLinearSolverSpace::Status hybrj1(
+            FVectorType  &x,
+            const Scalar tol = std::sqrt(NumTraits<Scalar>::epsilon())
+            );
+
+    HybridNonLinearSolverSpace::Status solveInit(FVectorType  &x);
+    HybridNonLinearSolverSpace::Status solveOneStep(FVectorType  &x);
+    HybridNonLinearSolverSpace::Status solve(FVectorType  &x);
+
+    HybridNonLinearSolverSpace::Status hybrd1(
+            FVectorType  &x,
+            const Scalar tol = std::sqrt(NumTraits<Scalar>::epsilon())
+            );
+
+    HybridNonLinearSolverSpace::Status solveNumericalDiffInit(FVectorType  &x);
+    HybridNonLinearSolverSpace::Status solveNumericalDiffOneStep(FVectorType  &x);
+    HybridNonLinearSolverSpace::Status solveNumericalDiff(FVectorType  &x);
+
+    void resetParameters(void) { parameters = Parameters(); }
+    Parameters parameters;
+    FVectorType  fvec, qtf, diag;
+    JacobianType fjac;
+    UpperTriangularType R;
+    Index nfev;
+    Index njev;
+    Index iter;
+    Scalar fnorm;
+    bool useExternalScaling; 
+private:
+    FunctorType &functor;
+    Index n;
+    Scalar sum;
+    bool sing;
+    Scalar temp;
+    Scalar delta;
+    bool jeval;
+    Index ncsuc;
+    Scalar ratio;
+    Scalar pnorm, xnorm, fnorm1;
+    Index nslow1, nslow2;
+    Index ncfail;
+    Scalar actred, prered;
+    FVectorType wa1, wa2, wa3, wa4;
+
+    HybridNonLinearSolver& operator=(const HybridNonLinearSolver&);
+};
+
+
+
+template<typename FunctorType, typename Scalar>
+HybridNonLinearSolverSpace::Status
+HybridNonLinearSolver<FunctorType,Scalar>::hybrj1(
+        FVectorType  &x,
+        const Scalar tol
+        )
+{
+    n = x.size();
+
+    /* check the input parameters for errors. */
+    if (n <= 0 || tol < 0.)
+        return HybridNonLinearSolverSpace::ImproperInputParameters;
+
+    resetParameters();
+    parameters.maxfev = 100*(n+1);
+    parameters.xtol = tol;
+    diag.setConstant(n, 1.);
+    useExternalScaling = true;
+    return solve(x);
+}
+
+template<typename FunctorType, typename Scalar>
+HybridNonLinearSolverSpace::Status
+HybridNonLinearSolver<FunctorType,Scalar>::solveInit(FVectorType  &x)
+{
+    n = x.size();
+
+    wa1.resize(n); wa2.resize(n); wa3.resize(n); wa4.resize(n);
+    fvec.resize(n);
+    qtf.resize(n);
+    fjac.resize(n, n);
+    if (!useExternalScaling)
+        diag.resize(n);
+    eigen_assert( (!useExternalScaling || diag.size()==n) && "When useExternalScaling is set, the caller must provide a valid 'diag'");
+
+    /* Function Body */
+    nfev = 0;
+    njev = 0;
+
+    /*     check the input parameters for errors. */
+    if (n <= 0 || parameters.xtol < 0. || parameters.maxfev <= 0 || parameters.factor <= 0. )
+        return HybridNonLinearSolverSpace::ImproperInputParameters;
+    if (useExternalScaling)
+        for (Index j = 0; j < n; ++j)
+            if (diag[j] <= 0.)
+                return HybridNonLinearSolverSpace::ImproperInputParameters;
+
+    /*     evaluate the function at the starting point */
+    /*     and calculate its norm. */
+    nfev = 1;
+    if ( functor(x, fvec) < 0)
+        return HybridNonLinearSolverSpace::UserAsked;
+    fnorm = fvec.stableNorm();
+
+    /*     initialize iteration counter and monitors. */
+    iter = 1;
+    ncsuc = 0;
+    ncfail = 0;
+    nslow1 = 0;
+    nslow2 = 0;
+
+    return HybridNonLinearSolverSpace::Running;
+}
+
+template<typename FunctorType, typename Scalar>
+HybridNonLinearSolverSpace::Status
+HybridNonLinearSolver<FunctorType,Scalar>::solveOneStep(FVectorType  &x)
+{
+    using std::abs;
+    
+    eigen_assert(x.size()==n); // check the caller is not cheating us
+
+    Index j;
+    std::vector<JacobiRotation<Scalar> > v_givens(n), w_givens(n);
+
+    jeval = true;
+
+    /* calculate the jacobian matrix. */
+    if ( functor.df(x, fjac) < 0)
+        return HybridNonLinearSolverSpace::UserAsked;
+    ++njev;
+
+    wa2 = fjac.colwise().blueNorm();
+
+    /* on the first iteration and if external scaling is not used, scale according */
+    /* to the norms of the columns of the initial jacobian. */
+    if (iter == 1) {
+        if (!useExternalScaling)
+            for (j = 0; j < n; ++j)
+                diag[j] = (wa2[j]==0.) ? 1. : wa2[j];
+
+        /* on the first iteration, calculate the norm of the scaled x */
+        /* and initialize the step bound delta. */
+        xnorm = diag.cwiseProduct(x).stableNorm();
+        delta = parameters.factor * xnorm;
+        if (delta == 0.)
+            delta = parameters.factor;
+    }
+
+    /* compute the qr factorization of the jacobian. */
+    HouseholderQR<JacobianType> qrfac(fjac); // no pivoting:
+
+    /* copy the triangular factor of the qr factorization into r. */
+    R = qrfac.matrixQR();
+
+    /* accumulate the orthogonal factor in fjac. */
+    fjac = qrfac.householderQ();
+
+    /* form (q transpose)*fvec and store in qtf. */
+    qtf = fjac.transpose() * fvec;
+
+    /* rescale if necessary. */
+    if (!useExternalScaling)
+        diag = diag.cwiseMax(wa2);
+
+    while (true) {
+        /* determine the direction p. */
+        internal::dogleg<Scalar>(R, diag, qtf, delta, wa1);
+
+        /* store the direction p and x + p. calculate the norm of p. */
+        wa1 = -wa1;
+        wa2 = x + wa1;
+        pnorm = diag.cwiseProduct(wa1).stableNorm();
+
+        /* on the first iteration, adjust the initial step bound. */
+        if (iter == 1)
+            delta = (std::min)(delta,pnorm);
+
+        /* evaluate the function at x + p and calculate its norm. */
+        if ( functor(wa2, wa4) < 0)
+            return HybridNonLinearSolverSpace::UserAsked;
+        ++nfev;
+        fnorm1 = wa4.stableNorm();
+
+        /* compute the scaled actual reduction. */
+        actred = -1.;
+        if (fnorm1 < fnorm) /* Computing 2nd power */
+            actred = 1. - numext::abs2(fnorm1 / fnorm);
+
+        /* compute the scaled predicted reduction. */
+        wa3 = R.template triangularView<Upper>()*wa1 + qtf;
+        temp = wa3.stableNorm();
+        prered = 0.;
+        if (temp < fnorm) /* Computing 2nd power */
+            prered = 1. - numext::abs2(temp / fnorm);
+
+        /* compute the ratio of the actual to the predicted reduction. */
+        ratio = 0.;
+        if (prered > 0.)
+            ratio = actred / prered;
+
+        /* update the step bound. */
+        if (ratio < Scalar(.1)) {
+            ncsuc = 0;
+            ++ncfail;
+            delta = Scalar(.5) * delta;
+        } else {
+            ncfail = 0;
+            ++ncsuc;
+            if (ratio >= Scalar(.5) || ncsuc > 1)
+                delta = (std::max)(delta, pnorm / Scalar(.5));
+            if (abs(ratio - 1.) <= Scalar(.1)) {
+                delta = pnorm / Scalar(.5);
+            }
+        }
+
+        /* test for successful iteration. */
+        if (ratio >= Scalar(1e-4)) {
+            /* successful iteration. update x, fvec, and their norms. */
+            x = wa2;
+            wa2 = diag.cwiseProduct(x);
+            fvec = wa4;
+            xnorm = wa2.stableNorm();
+            fnorm = fnorm1;
+            ++iter;
+        }
+
+        /* determine the progress of the iteration. */
+        ++nslow1;
+        if (actred >= Scalar(.001))
+            nslow1 = 0;
+        if (jeval)
+            ++nslow2;
+        if (actred >= Scalar(.1))
+            nslow2 = 0;
+
+        /* test for convergence. */
+        if (delta <= parameters.xtol * xnorm || fnorm == 0.)
+            return HybridNonLinearSolverSpace::RelativeErrorTooSmall;
+
+        /* tests for termination and stringent tolerances. */
+        if (nfev >= parameters.maxfev)
+            return HybridNonLinearSolverSpace::TooManyFunctionEvaluation;
+        if (Scalar(.1) * (std::max)(Scalar(.1) * delta, pnorm) <= NumTraits<Scalar>::epsilon() * xnorm)
+            return HybridNonLinearSolverSpace::TolTooSmall;
+        if (nslow2 == 5)
+            return HybridNonLinearSolverSpace::NotMakingProgressJacobian;
+        if (nslow1 == 10)
+            return HybridNonLinearSolverSpace::NotMakingProgressIterations;
+
+        /* criterion for recalculating jacobian. */
+        if (ncfail == 2)
+            break; // leave inner loop and go for the next outer loop iteration
+
+        /* calculate the rank one modification to the jacobian */
+        /* and update qtf if necessary. */
+        wa1 = diag.cwiseProduct( diag.cwiseProduct(wa1)/pnorm );
+        wa2 = fjac.transpose() * wa4;
+        if (ratio >= Scalar(1e-4))
+            qtf = wa2;
+        wa2 = (wa2-wa3)/pnorm;
+
+        /* compute the qr factorization of the updated jacobian. */
+        internal::r1updt<Scalar>(R, wa1, v_givens, w_givens, wa2, wa3, &sing);
+        internal::r1mpyq<Scalar>(n, n, fjac.data(), v_givens, w_givens);
+        internal::r1mpyq<Scalar>(1, n, qtf.data(), v_givens, w_givens);
+
+        jeval = false;
+    }
+    return HybridNonLinearSolverSpace::Running;
+}
+
+template<typename FunctorType, typename Scalar>
+HybridNonLinearSolverSpace::Status
+HybridNonLinearSolver<FunctorType,Scalar>::solve(FVectorType  &x)
+{
+    HybridNonLinearSolverSpace::Status status = solveInit(x);
+    if (status==HybridNonLinearSolverSpace::ImproperInputParameters)
+        return status;
+    while (status==HybridNonLinearSolverSpace::Running)
+        status = solveOneStep(x);
+    return status;
+}
+
+
+
+template<typename FunctorType, typename Scalar>
+HybridNonLinearSolverSpace::Status
+HybridNonLinearSolver<FunctorType,Scalar>::hybrd1(
+        FVectorType  &x,
+        const Scalar tol
+        )
+{
+    n = x.size();
+
+    /* check the input parameters for errors. */
+    if (n <= 0 || tol < 0.)
+        return HybridNonLinearSolverSpace::ImproperInputParameters;
+
+    resetParameters();
+    parameters.maxfev = 200*(n+1);
+    parameters.xtol = tol;
+
+    diag.setConstant(n, 1.);
+    useExternalScaling = true;
+    return solveNumericalDiff(x);
+}
+
+template<typename FunctorType, typename Scalar>
+HybridNonLinearSolverSpace::Status
+HybridNonLinearSolver<FunctorType,Scalar>::solveNumericalDiffInit(FVectorType  &x)
+{
+    n = x.size();
+
+    if (parameters.nb_of_subdiagonals<0) parameters.nb_of_subdiagonals= n-1;
+    if (parameters.nb_of_superdiagonals<0) parameters.nb_of_superdiagonals= n-1;
+
+    wa1.resize(n); wa2.resize(n); wa3.resize(n); wa4.resize(n);
+    qtf.resize(n);
+    fjac.resize(n, n);
+    fvec.resize(n);
+    if (!useExternalScaling)
+        diag.resize(n);
+    eigen_assert( (!useExternalScaling || diag.size()==n) && "When useExternalScaling is set, the caller must provide a valid 'diag'");
+
+    /* Function Body */
+    nfev = 0;
+    njev = 0;
+
+    /*     check the input parameters for errors. */
+    if (n <= 0 || parameters.xtol < 0. || parameters.maxfev <= 0 || parameters.nb_of_subdiagonals< 0 || parameters.nb_of_superdiagonals< 0 || parameters.factor <= 0. )
+        return HybridNonLinearSolverSpace::ImproperInputParameters;
+    if (useExternalScaling)
+        for (Index j = 0; j < n; ++j)
+            if (diag[j] <= 0.)
+                return HybridNonLinearSolverSpace::ImproperInputParameters;
+
+    /*     evaluate the function at the starting point */
+    /*     and calculate its norm. */
+    nfev = 1;
+    if ( functor(x, fvec) < 0)
+        return HybridNonLinearSolverSpace::UserAsked;
+    fnorm = fvec.stableNorm();
+
+    /*     initialize iteration counter and monitors. */
+    iter = 1;
+    ncsuc = 0;
+    ncfail = 0;
+    nslow1 = 0;
+    nslow2 = 0;
+
+    return HybridNonLinearSolverSpace::Running;
+}
+
+template<typename FunctorType, typename Scalar>
+HybridNonLinearSolverSpace::Status
+HybridNonLinearSolver<FunctorType,Scalar>::solveNumericalDiffOneStep(FVectorType  &x)
+{
+    using std::sqrt;
+    using std::abs;
+    
+    assert(x.size()==n); // check the caller is not cheating us
+
+    Index j;
+    std::vector<JacobiRotation<Scalar> > v_givens(n), w_givens(n);
+
+    jeval = true;
+    if (parameters.nb_of_subdiagonals<0) parameters.nb_of_subdiagonals= n-1;
+    if (parameters.nb_of_superdiagonals<0) parameters.nb_of_superdiagonals= n-1;
+
+    /* calculate the jacobian matrix. */
+    if (internal::fdjac1(functor, x, fvec, fjac, parameters.nb_of_subdiagonals, parameters.nb_of_superdiagonals, parameters.epsfcn) <0)
+        return HybridNonLinearSolverSpace::UserAsked;
+    nfev += (std::min)(parameters.nb_of_subdiagonals+parameters.nb_of_superdiagonals+ 1, n);
+
+    wa2 = fjac.colwise().blueNorm();
+
+    /* on the first iteration and if external scaling is not used, scale according */
+    /* to the norms of the columns of the initial jacobian. */
+    if (iter == 1) {
+        if (!useExternalScaling)
+            for (j = 0; j < n; ++j)
+                diag[j] = (wa2[j]==0.) ? 1. : wa2[j];
+
+        /* on the first iteration, calculate the norm of the scaled x */
+        /* and initialize the step bound delta. */
+        xnorm = diag.cwiseProduct(x).stableNorm();
+        delta = parameters.factor * xnorm;
+        if (delta == 0.)
+            delta = parameters.factor;
+    }
+
+    /* compute the qr factorization of the jacobian. */
+    HouseholderQR<JacobianType> qrfac(fjac); // no pivoting:
+
+    /* copy the triangular factor of the qr factorization into r. */
+    R = qrfac.matrixQR();
+
+    /* accumulate the orthogonal factor in fjac. */
+    fjac = qrfac.householderQ();
+
+    /* form (q transpose)*fvec and store in qtf. */
+    qtf = fjac.transpose() * fvec;
+
+    /* rescale if necessary. */
+    if (!useExternalScaling)
+        diag = diag.cwiseMax(wa2);
+
+    while (true) {
+        /* determine the direction p. */
+        internal::dogleg<Scalar>(R, diag, qtf, delta, wa1);
+
+        /* store the direction p and x + p. calculate the norm of p. */
+        wa1 = -wa1;
+        wa2 = x + wa1;
+        pnorm = diag.cwiseProduct(wa1).stableNorm();
+
+        /* on the first iteration, adjust the initial step bound. */
+        if (iter == 1)
+            delta = (std::min)(delta,pnorm);
+
+        /* evaluate the function at x + p and calculate its norm. */
+        if ( functor(wa2, wa4) < 0)
+            return HybridNonLinearSolverSpace::UserAsked;
+        ++nfev;
+        fnorm1 = wa4.stableNorm();
+
+        /* compute the scaled actual reduction. */
+        actred = -1.;
+        if (fnorm1 < fnorm) /* Computing 2nd power */
+            actred = 1. - numext::abs2(fnorm1 / fnorm);
+
+        /* compute the scaled predicted reduction. */
+        wa3 = R.template triangularView<Upper>()*wa1 + qtf;
+        temp = wa3.stableNorm();
+        prered = 0.;
+        if (temp < fnorm) /* Computing 2nd power */
+            prered = 1. - numext::abs2(temp / fnorm);
+
+        /* compute the ratio of the actual to the predicted reduction. */
+        ratio = 0.;
+        if (prered > 0.)
+            ratio = actred / prered;
+
+        /* update the step bound. */
+        if (ratio < Scalar(.1)) {
+            ncsuc = 0;
+            ++ncfail;
+            delta = Scalar(.5) * delta;
+        } else {
+            ncfail = 0;
+            ++ncsuc;
+            if (ratio >= Scalar(.5) || ncsuc > 1)
+                delta = (std::max)(delta, pnorm / Scalar(.5));
+            if (abs(ratio - 1.) <= Scalar(.1)) {
+                delta = pnorm / Scalar(.5);
+            }
+        }
+
+        /* test for successful iteration. */
+        if (ratio >= Scalar(1e-4)) {
+            /* successful iteration. update x, fvec, and their norms. */
+            x = wa2;
+            wa2 = diag.cwiseProduct(x);
+            fvec = wa4;
+            xnorm = wa2.stableNorm();
+            fnorm = fnorm1;
+            ++iter;
+        }
+
+        /* determine the progress of the iteration. */
+        ++nslow1;
+        if (actred >= Scalar(.001))
+            nslow1 = 0;
+        if (jeval)
+            ++nslow2;
+        if (actred >= Scalar(.1))
+            nslow2 = 0;
+
+        /* test for convergence. */
+        if (delta <= parameters.xtol * xnorm || fnorm == 0.)
+            return HybridNonLinearSolverSpace::RelativeErrorTooSmall;
+
+        /* tests for termination and stringent tolerances. */
+        if (nfev >= parameters.maxfev)
+            return HybridNonLinearSolverSpace::TooManyFunctionEvaluation;
+        if (Scalar(.1) * (std::max)(Scalar(.1) * delta, pnorm) <= NumTraits<Scalar>::epsilon() * xnorm)
+            return HybridNonLinearSolverSpace::TolTooSmall;
+        if (nslow2 == 5)
+            return HybridNonLinearSolverSpace::NotMakingProgressJacobian;
+        if (nslow1 == 10)
+            return HybridNonLinearSolverSpace::NotMakingProgressIterations;
+
+        /* criterion for recalculating jacobian. */
+        if (ncfail == 2)
+            break; // leave inner loop and go for the next outer loop iteration
+
+        /* calculate the rank one modification to the jacobian */
+        /* and update qtf if necessary. */
+        wa1 = diag.cwiseProduct( diag.cwiseProduct(wa1)/pnorm );
+        wa2 = fjac.transpose() * wa4;
+        if (ratio >= Scalar(1e-4))
+            qtf = wa2;
+        wa2 = (wa2-wa3)/pnorm;
+
+        /* compute the qr factorization of the updated jacobian. */
+        internal::r1updt<Scalar>(R, wa1, v_givens, w_givens, wa2, wa3, &sing);
+        internal::r1mpyq<Scalar>(n, n, fjac.data(), v_givens, w_givens);
+        internal::r1mpyq<Scalar>(1, n, qtf.data(), v_givens, w_givens);
+
+        jeval = false;
+    }
+    return HybridNonLinearSolverSpace::Running;
+}
+
+template<typename FunctorType, typename Scalar>
+HybridNonLinearSolverSpace::Status
+HybridNonLinearSolver<FunctorType,Scalar>::solveNumericalDiff(FVectorType  &x)
+{
+    HybridNonLinearSolverSpace::Status status = solveNumericalDiffInit(x);
+    if (status==HybridNonLinearSolverSpace::ImproperInputParameters)
+        return status;
+    while (status==HybridNonLinearSolverSpace::Running)
+        status = solveNumericalDiffOneStep(x);
+    return status;
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_HYBRIDNONLINEARSOLVER_H
+
+//vim: ai ts=4 sts=4 et sw=4

external/include/eigen3/unsupported/Eigen/src/NonLinearOptimization/LevenbergMarquardt.h

@@ -0,0 +1,657 @@
+// -*- coding: utf-8
+// vim: set fileencoding=utf-8
+
+// 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_LEVENBERGMARQUARDT__H
+#define EIGEN_LEVENBERGMARQUARDT__H
+
+namespace Eigen { 
+
+namespace LevenbergMarquardtSpace {
+    enum Status {
+        NotStarted = -2,
+        Running = -1,
+        ImproperInputParameters = 0,
+        RelativeReductionTooSmall = 1,
+        RelativeErrorTooSmall = 2,
+        RelativeErrorAndReductionTooSmall = 3,
+        CosinusTooSmall = 4,
+        TooManyFunctionEvaluation = 5,
+        FtolTooSmall = 6,
+        XtolTooSmall = 7,
+        GtolTooSmall = 8,
+        UserAsked = 9
+    };
+}
+
+
+
+/**
+  * \ingroup NonLinearOptimization_Module
+  * \brief Performs non linear optimization over a non-linear function,
+  * using a variant of the Levenberg Marquardt algorithm.
+  *
+  * Check wikipedia for more information.
+  * http://en.wikipedia.org/wiki/Levenberg%E2%80%93Marquardt_algorithm
+  */
+template<typename FunctorType, typename Scalar=double>
+class LevenbergMarquardt
+{
+    static Scalar sqrt_epsilon()
+    {
+      using std::sqrt;
+      return sqrt(NumTraits<Scalar>::epsilon());
+    }
+    
+public:
+    LevenbergMarquardt(FunctorType &_functor)
+        : functor(_functor) { nfev = njev = iter = 0;  fnorm = gnorm = 0.; useExternalScaling=false; }
+
+    typedef DenseIndex Index;
+    
+    struct Parameters {
+        Parameters()
+            : factor(Scalar(100.))
+            , maxfev(400)
+            , ftol(sqrt_epsilon())
+            , xtol(sqrt_epsilon())
+            , gtol(Scalar(0.))
+            , epsfcn(Scalar(0.)) {}
+        Scalar factor;
+        Index maxfev;   // maximum number of function evaluation
+        Scalar ftol;
+        Scalar xtol;
+        Scalar gtol;
+        Scalar epsfcn;
+    };
+
+    typedef Matrix< Scalar, Dynamic, 1 > FVectorType;
+    typedef Matrix< Scalar, Dynamic, Dynamic > JacobianType;
+
+    LevenbergMarquardtSpace::Status lmder1(
+            FVectorType &x,
+            const Scalar tol = sqrt_epsilon()
+            );
+
+    LevenbergMarquardtSpace::Status minimize(FVectorType &x);
+    LevenbergMarquardtSpace::Status minimizeInit(FVectorType &x);
+    LevenbergMarquardtSpace::Status minimizeOneStep(FVectorType &x);
+
+    static LevenbergMarquardtSpace::Status lmdif1(
+            FunctorType &functor,
+            FVectorType &x,
+            Index *nfev,
+            const Scalar tol = sqrt_epsilon()
+            );
+
+    LevenbergMarquardtSpace::Status lmstr1(
+            FVectorType  &x,
+            const Scalar tol = sqrt_epsilon()
+            );
+
+    LevenbergMarquardtSpace::Status minimizeOptimumStorage(FVectorType  &x);
+    LevenbergMarquardtSpace::Status minimizeOptimumStorageInit(FVectorType  &x);
+    LevenbergMarquardtSpace::Status minimizeOptimumStorageOneStep(FVectorType  &x);
+
+    void resetParameters(void) { parameters = Parameters(); }
+
+    Parameters parameters;
+    FVectorType  fvec, qtf, diag;
+    JacobianType fjac;
+    PermutationMatrix<Dynamic,Dynamic> permutation;
+    Index nfev;
+    Index njev;
+    Index iter;
+    Scalar fnorm, gnorm;
+    bool useExternalScaling; 
+
+    Scalar lm_param(void) { return par; }
+private:
+    
+    FunctorType &functor;
+    Index n;
+    Index m;
+    FVectorType wa1, wa2, wa3, wa4;
+
+    Scalar par, sum;
+    Scalar temp, temp1, temp2;
+    Scalar delta;
+    Scalar ratio;
+    Scalar pnorm, xnorm, fnorm1, actred, dirder, prered;
+
+    LevenbergMarquardt& operator=(const LevenbergMarquardt&);
+};
+
+template<typename FunctorType, typename Scalar>
+LevenbergMarquardtSpace::Status
+LevenbergMarquardt<FunctorType,Scalar>::lmder1(
+        FVectorType  &x,
+        const Scalar tol
+        )
+{
+    n = x.size();
+    m = functor.values();
+
+    /* check the input parameters for errors. */
+    if (n <= 0 || m < n || tol < 0.)
+        return LevenbergMarquardtSpace::ImproperInputParameters;
+
+    resetParameters();
+    parameters.ftol = tol;
+    parameters.xtol = tol;
+    parameters.maxfev = 100*(n+1);
+
+    return minimize(x);
+}
+
+
+template<typename FunctorType, typename Scalar>
+LevenbergMarquardtSpace::Status
+LevenbergMarquardt<FunctorType,Scalar>::minimize(FVectorType  &x)
+{
+    LevenbergMarquardtSpace::Status status = minimizeInit(x);
+    if (status==LevenbergMarquardtSpace::ImproperInputParameters)
+        return status;
+    do {
+        status = minimizeOneStep(x);
+    } while (status==LevenbergMarquardtSpace::Running);
+    return status;
+}
+
+template<typename FunctorType, typename Scalar>
+LevenbergMarquardtSpace::Status
+LevenbergMarquardt<FunctorType,Scalar>::minimizeInit(FVectorType  &x)
+{
+    n = x.size();
+    m = functor.values();
+
+    wa1.resize(n); wa2.resize(n); wa3.resize(n);
+    wa4.resize(m);
+    fvec.resize(m);
+    fjac.resize(m, n);
+    if (!useExternalScaling)
+        diag.resize(n);
+    eigen_assert( (!useExternalScaling || diag.size()==n) && "When useExternalScaling is set, the caller must provide a valid 'diag'");
+    qtf.resize(n);
+
+    /* Function Body */
+    nfev = 0;
+    njev = 0;
+
+    /*     check the input parameters for errors. */
+    if (n <= 0 || m < n || parameters.ftol < 0. || parameters.xtol < 0. || parameters.gtol < 0. || parameters.maxfev <= 0 || parameters.factor <= 0.)
+        return LevenbergMarquardtSpace::ImproperInputParameters;
+
+    if (useExternalScaling)
+        for (Index j = 0; j < n; ++j)
+            if (diag[j] <= 0.)
+                return LevenbergMarquardtSpace::ImproperInputParameters;
+
+    /*     evaluate the function at the starting point */
+    /*     and calculate its norm. */
+    nfev = 1;
+    if ( functor(x, fvec) < 0)
+        return LevenbergMarquardtSpace::UserAsked;
+    fnorm = fvec.stableNorm();
+
+    /*     initialize levenberg-marquardt parameter and iteration counter. */
+    par = 0.;
+    iter = 1;
+
+    return LevenbergMarquardtSpace::NotStarted;
+}
+
+template<typename FunctorType, typename Scalar>
+LevenbergMarquardtSpace::Status
+LevenbergMarquardt<FunctorType,Scalar>::minimizeOneStep(FVectorType  &x)
+{
+    using std::abs;
+    using std::sqrt;
+
+    eigen_assert(x.size()==n); // check the caller is not cheating us
+
+    /* calculate the jacobian matrix. */
+    Index df_ret = functor.df(x, fjac);
+    if (df_ret<0)
+        return LevenbergMarquardtSpace::UserAsked;
+    if (df_ret>0)
+        // numerical diff, we evaluated the function df_ret times
+        nfev += df_ret;
+    else njev++;
+
+    /* compute the qr factorization of the jacobian. */
+    wa2 = fjac.colwise().blueNorm();
+    ColPivHouseholderQR<JacobianType> qrfac(fjac);
+    fjac = qrfac.matrixQR();
+    permutation = qrfac.colsPermutation();
+
+    /* on the first iteration and if external scaling is not used, scale according */
+    /* to the norms of the columns of the initial jacobian. */
+    if (iter == 1) {
+        if (!useExternalScaling)
+            for (Index j = 0; j < n; ++j)
+                diag[j] = (wa2[j]==0.)? 1. : wa2[j];
+
+        /* on the first iteration, calculate the norm of the scaled x */
+        /* and initialize the step bound delta. */
+        xnorm = diag.cwiseProduct(x).stableNorm();
+        delta = parameters.factor * xnorm;
+        if (delta == 0.)
+            delta = parameters.factor;
+    }
+
+    /* form (q transpose)*fvec and store the first n components in */
+    /* qtf. */
+    wa4 = fvec;
+    wa4.applyOnTheLeft(qrfac.householderQ().adjoint());
+    qtf = wa4.head(n);
+
+    /* compute the norm of the scaled gradient. */
+    gnorm = 0.;
+    if (fnorm != 0.)
+        for (Index j = 0; j < n; ++j)
+            if (wa2[permutation.indices()[j]] != 0.)
+                gnorm = (std::max)(gnorm, abs( fjac.col(j).head(j+1).dot(qtf.head(j+1)/fnorm) / wa2[permutation.indices()[j]]));
+
+    /* test for convergence of the gradient norm. */
+    if (gnorm <= parameters.gtol)
+        return LevenbergMarquardtSpace::CosinusTooSmall;
+
+    /* rescale if necessary. */
+    if (!useExternalScaling)
+        diag = diag.cwiseMax(wa2);
+
+    do {
+
+        /* determine the levenberg-marquardt parameter. */
+        internal::lmpar2<Scalar>(qrfac, diag, qtf, delta, par, wa1);
+
+        /* store the direction p and x + p. calculate the norm of p. */
+        wa1 = -wa1;
+        wa2 = x + wa1;
+        pnorm = diag.cwiseProduct(wa1).stableNorm();
+
+        /* on the first iteration, adjust the initial step bound. */
+        if (iter == 1)
+            delta = (std::min)(delta,pnorm);
+
+        /* evaluate the function at x + p and calculate its norm. */
+        if ( functor(wa2, wa4) < 0)
+            return LevenbergMarquardtSpace::UserAsked;
+        ++nfev;
+        fnorm1 = wa4.stableNorm();
+
+        /* compute the scaled actual reduction. */
+        actred = -1.;
+        if (Scalar(.1) * fnorm1 < fnorm)
+            actred = 1. - numext::abs2(fnorm1 / fnorm);
+
+        /* compute the scaled predicted reduction and */
+        /* the scaled directional derivative. */
+        wa3 = fjac.template triangularView<Upper>() * (qrfac.colsPermutation().inverse() *wa1);
+        temp1 = numext::abs2(wa3.stableNorm() / fnorm);
+        temp2 = numext::abs2(sqrt(par) * pnorm / fnorm);
+        prered = temp1 + temp2 / Scalar(.5);
+        dirder = -(temp1 + temp2);
+
+        /* compute the ratio of the actual to the predicted */
+        /* reduction. */
+        ratio = 0.;
+        if (prered != 0.)
+            ratio = actred / prered;
+
+        /* update the step bound. */
+        if (ratio <= Scalar(.25)) {
+            if (actred >= 0.)
+                temp = Scalar(.5);
+            if (actred < 0.)
+                temp = Scalar(.5) * dirder / (dirder + Scalar(.5) * actred);
+            if (Scalar(.1) * fnorm1 >= fnorm || temp < Scalar(.1))
+                temp = Scalar(.1);
+            /* Computing MIN */
+            delta = temp * (std::min)(delta, pnorm / Scalar(.1));
+            par /= temp;
+        } else if (!(par != 0. && ratio < Scalar(.75))) {
+            delta = pnorm / Scalar(.5);
+            par = Scalar(.5) * par;
+        }
+
+        /* test for successful iteration. */
+        if (ratio >= Scalar(1e-4)) {
+            /* successful iteration. update x, fvec, and their norms. */
+            x = wa2;
+            wa2 = diag.cwiseProduct(x);
+            fvec = wa4;
+            xnorm = wa2.stableNorm();
+            fnorm = fnorm1;
+            ++iter;
+        }
+
+        /* tests for convergence. */
+        if (abs(actred) <= parameters.ftol && prered <= parameters.ftol && Scalar(.5) * ratio <= 1. && delta <= parameters.xtol * xnorm)
+            return LevenbergMarquardtSpace::RelativeErrorAndReductionTooSmall;
+        if (abs(actred) <= parameters.ftol && prered <= parameters.ftol && Scalar(.5) * ratio <= 1.)
+            return LevenbergMarquardtSpace::RelativeReductionTooSmall;
+        if (delta <= parameters.xtol * xnorm)
+            return LevenbergMarquardtSpace::RelativeErrorTooSmall;
+
+        /* tests for termination and stringent tolerances. */
+        if (nfev >= parameters.maxfev)
+            return LevenbergMarquardtSpace::TooManyFunctionEvaluation;
+        if (abs(actred) <= NumTraits<Scalar>::epsilon() && prered <= NumTraits<Scalar>::epsilon() && Scalar(.5) * ratio <= 1.)
+            return LevenbergMarquardtSpace::FtolTooSmall;
+        if (delta <= NumTraits<Scalar>::epsilon() * xnorm)
+            return LevenbergMarquardtSpace::XtolTooSmall;
+        if (gnorm <= NumTraits<Scalar>::epsilon())
+            return LevenbergMarquardtSpace::GtolTooSmall;
+
+    } while (ratio < Scalar(1e-4));
+
+    return LevenbergMarquardtSpace::Running;
+}
+
+template<typename FunctorType, typename Scalar>
+LevenbergMarquardtSpace::Status
+LevenbergMarquardt<FunctorType,Scalar>::lmstr1(
+        FVectorType  &x,
+        const Scalar tol
+        )
+{
+    n = x.size();
+    m = functor.values();
+
+    /* check the input parameters for errors. */
+    if (n <= 0 || m < n || tol < 0.)
+        return LevenbergMarquardtSpace::ImproperInputParameters;
+
+    resetParameters();
+    parameters.ftol = tol;
+    parameters.xtol = tol;
+    parameters.maxfev = 100*(n+1);
+
+    return minimizeOptimumStorage(x);
+}
+
+template<typename FunctorType, typename Scalar>
+LevenbergMarquardtSpace::Status
+LevenbergMarquardt<FunctorType,Scalar>::minimizeOptimumStorageInit(FVectorType  &x)
+{
+    n = x.size();
+    m = functor.values();
+
+    wa1.resize(n); wa2.resize(n); wa3.resize(n);
+    wa4.resize(m);
+    fvec.resize(m);
+    // Only R is stored in fjac. Q is only used to compute 'qtf', which is
+    // Q.transpose()*rhs. qtf will be updated using givens rotation,
+    // instead of storing them in Q.
+    // The purpose it to only use a nxn matrix, instead of mxn here, so
+    // that we can handle cases where m>>n :
+    fjac.resize(n, n);
+    if (!useExternalScaling)
+        diag.resize(n);
+    eigen_assert( (!useExternalScaling || diag.size()==n) && "When useExternalScaling is set, the caller must provide a valid 'diag'");
+    qtf.resize(n);
+
+    /* Function Body */
+    nfev = 0;
+    njev = 0;
+
+    /*     check the input parameters for errors. */
+    if (n <= 0 || m < n || parameters.ftol < 0. || parameters.xtol < 0. || parameters.gtol < 0. || parameters.maxfev <= 0 || parameters.factor <= 0.)
+        return LevenbergMarquardtSpace::ImproperInputParameters;
+
+    if (useExternalScaling)
+        for (Index j = 0; j < n; ++j)
+            if (diag[j] <= 0.)
+                return LevenbergMarquardtSpace::ImproperInputParameters;
+
+    /*     evaluate the function at the starting point */
+    /*     and calculate its norm. */
+    nfev = 1;
+    if ( functor(x, fvec) < 0)
+        return LevenbergMarquardtSpace::UserAsked;
+    fnorm = fvec.stableNorm();
+
+    /*     initialize levenberg-marquardt parameter and iteration counter. */
+    par = 0.;
+    iter = 1;
+
+    return LevenbergMarquardtSpace::NotStarted;
+}
+
+
+template<typename FunctorType, typename Scalar>
+LevenbergMarquardtSpace::Status
+LevenbergMarquardt<FunctorType,Scalar>::minimizeOptimumStorageOneStep(FVectorType  &x)
+{
+    using std::abs;
+    using std::sqrt;
+    
+    eigen_assert(x.size()==n); // check the caller is not cheating us
+
+    Index i, j;
+    bool sing;
+
+    /* compute the qr factorization of the jacobian matrix */
+    /* calculated one row at a time, while simultaneously */
+    /* forming (q transpose)*fvec and storing the first */
+    /* n components in qtf. */
+    qtf.fill(0.);
+    fjac.fill(0.);
+    Index rownb = 2;
+    for (i = 0; i < m; ++i) {
+        if (functor.df(x, wa3, rownb) < 0) return LevenbergMarquardtSpace::UserAsked;
+        internal::rwupdt<Scalar>(fjac, wa3, qtf, fvec[i]);
+        ++rownb;
+    }
+    ++njev;
+
+    /* if the jacobian is rank deficient, call qrfac to */
+    /* reorder its columns and update the components of qtf. */
+    sing = false;
+    for (j = 0; j < n; ++j) {
+        if (fjac(j,j) == 0.)
+            sing = true;
+        wa2[j] = fjac.col(j).head(j).stableNorm();
+    }
+    permutation.setIdentity(n);
+    if (sing) {
+        wa2 = fjac.colwise().blueNorm();
+        // TODO We have no unit test covering this code path, do not modify
+        // until it is carefully tested
+        ColPivHouseholderQR<JacobianType> qrfac(fjac);
+        fjac = qrfac.matrixQR();
+        wa1 = fjac.diagonal();
+        fjac.diagonal() = qrfac.hCoeffs();
+        permutation = qrfac.colsPermutation();
+        // TODO : avoid this:
+        for(Index ii=0; ii< fjac.cols(); ii++) fjac.col(ii).segment(ii+1, fjac.rows()-ii-1) *= fjac(ii,ii); // rescale vectors
+
+        for (j = 0; j < n; ++j) {
+            if (fjac(j,j) != 0.) {
+                sum = 0.;
+                for (i = j; i < n; ++i)
+                    sum += fjac(i,j) * qtf[i];
+                temp = -sum / fjac(j,j);
+                for (i = j; i < n; ++i)
+                    qtf[i] += fjac(i,j) * temp;
+            }
+            fjac(j,j) = wa1[j];
+        }
+    }
+
+    /* on the first iteration and if external scaling is not used, scale according */
+    /* to the norms of the columns of the initial jacobian. */
+    if (iter == 1) {
+        if (!useExternalScaling)
+            for (j = 0; j < n; ++j)
+                diag[j] = (wa2[j]==0.)? 1. : wa2[j];
+
+        /* on the first iteration, calculate the norm of the scaled x */
+        /* and initialize the step bound delta. */
+        xnorm = diag.cwiseProduct(x).stableNorm();
+        delta = parameters.factor * xnorm;
+        if (delta == 0.)
+            delta = parameters.factor;
+    }
+
+    /* compute the norm of the scaled gradient. */
+    gnorm = 0.;
+    if (fnorm != 0.)
+        for (j = 0; j < n; ++j)
+            if (wa2[permutation.indices()[j]] != 0.)
+                gnorm = (std::max)(gnorm, abs( fjac.col(j).head(j+1).dot(qtf.head(j+1)/fnorm) / wa2[permutation.indices()[j]]));
+
+    /* test for convergence of the gradient norm. */
+    if (gnorm <= parameters.gtol)
+        return LevenbergMarquardtSpace::CosinusTooSmall;
+
+    /* rescale if necessary. */
+    if (!useExternalScaling)
+        diag = diag.cwiseMax(wa2);
+
+    do {
+
+        /* determine the levenberg-marquardt parameter. */
+        internal::lmpar<Scalar>(fjac, permutation.indices(), diag, qtf, delta, par, wa1);
+
+        /* store the direction p and x + p. calculate the norm of p. */
+        wa1 = -wa1;
+        wa2 = x + wa1;
+        pnorm = diag.cwiseProduct(wa1).stableNorm();
+
+        /* on the first iteration, adjust the initial step bound. */
+        if (iter == 1)
+            delta = (std::min)(delta,pnorm);
+
+        /* evaluate the function at x + p and calculate its norm. */
+        if ( functor(wa2, wa4) < 0)
+            return LevenbergMarquardtSpace::UserAsked;
+        ++nfev;
+        fnorm1 = wa4.stableNorm();
+
+        /* compute the scaled actual reduction. */
+        actred = -1.;
+        if (Scalar(.1) * fnorm1 < fnorm)
+            actred = 1. - numext::abs2(fnorm1 / fnorm);
+
+        /* compute the scaled predicted reduction and */
+        /* the scaled directional derivative. */
+        wa3 = fjac.topLeftCorner(n,n).template triangularView<Upper>() * (permutation.inverse() * wa1);
+        temp1 = numext::abs2(wa3.stableNorm() / fnorm);
+        temp2 = numext::abs2(sqrt(par) * pnorm / fnorm);
+        prered = temp1 + temp2 / Scalar(.5);
+        dirder = -(temp1 + temp2);
+
+        /* compute the ratio of the actual to the predicted */
+        /* reduction. */
+        ratio = 0.;
+        if (prered != 0.)
+            ratio = actred / prered;
+
+        /* update the step bound. */
+        if (ratio <= Scalar(.25)) {
+            if (actred >= 0.)
+                temp = Scalar(.5);
+            if (actred < 0.)
+                temp = Scalar(.5) * dirder / (dirder + Scalar(.5) * actred);
+            if (Scalar(.1) * fnorm1 >= fnorm || temp < Scalar(.1))
+                temp = Scalar(.1);
+            /* Computing MIN */
+            delta = temp * (std::min)(delta, pnorm / Scalar(.1));
+            par /= temp;
+        } else if (!(par != 0. && ratio < Scalar(.75))) {
+            delta = pnorm / Scalar(.5);
+            par = Scalar(.5) * par;
+        }
+
+        /* test for successful iteration. */
+        if (ratio >= Scalar(1e-4)) {
+            /* successful iteration. update x, fvec, and their norms. */
+            x = wa2;
+            wa2 = diag.cwiseProduct(x);
+            fvec = wa4;
+            xnorm = wa2.stableNorm();
+            fnorm = fnorm1;
+            ++iter;
+        }
+
+        /* tests for convergence. */
+        if (abs(actred) <= parameters.ftol && prered <= parameters.ftol && Scalar(.5) * ratio <= 1. && delta <= parameters.xtol * xnorm)
+            return LevenbergMarquardtSpace::RelativeErrorAndReductionTooSmall;
+        if (abs(actred) <= parameters.ftol && prered <= parameters.ftol && Scalar(.5) * ratio <= 1.)
+            return LevenbergMarquardtSpace::RelativeReductionTooSmall;
+        if (delta <= parameters.xtol * xnorm)
+            return LevenbergMarquardtSpace::RelativeErrorTooSmall;
+
+        /* tests for termination and stringent tolerances. */
+        if (nfev >= parameters.maxfev)
+            return LevenbergMarquardtSpace::TooManyFunctionEvaluation;
+        if (abs(actred) <= NumTraits<Scalar>::epsilon() && prered <= NumTraits<Scalar>::epsilon() && Scalar(.5) * ratio <= 1.)
+            return LevenbergMarquardtSpace::FtolTooSmall;
+        if (delta <= NumTraits<Scalar>::epsilon() * xnorm)
+            return LevenbergMarquardtSpace::XtolTooSmall;
+        if (gnorm <= NumTraits<Scalar>::epsilon())
+            return LevenbergMarquardtSpace::GtolTooSmall;
+
+    } while (ratio < Scalar(1e-4));
+
+    return LevenbergMarquardtSpace::Running;
+}
+
+template<typename FunctorType, typename Scalar>
+LevenbergMarquardtSpace::Status
+LevenbergMarquardt<FunctorType,Scalar>::minimizeOptimumStorage(FVectorType  &x)
+{
+    LevenbergMarquardtSpace::Status status = minimizeOptimumStorageInit(x);
+    if (status==LevenbergMarquardtSpace::ImproperInputParameters)
+        return status;
+    do {
+        status = minimizeOptimumStorageOneStep(x);
+    } while (status==LevenbergMarquardtSpace::Running);
+    return status;
+}
+
+template<typename FunctorType, typename Scalar>
+LevenbergMarquardtSpace::Status
+LevenbergMarquardt<FunctorType,Scalar>::lmdif1(
+        FunctorType &functor,
+        FVectorType  &x,
+        Index *nfev,
+        const Scalar tol
+        )
+{
+    Index n = x.size();
+    Index m = functor.values();
+
+    /* check the input parameters for errors. */
+    if (n <= 0 || m < n || tol < 0.)
+        return LevenbergMarquardtSpace::ImproperInputParameters;
+
+    NumericalDiff<FunctorType> numDiff(functor);
+    // embedded LevenbergMarquardt
+    LevenbergMarquardt<NumericalDiff<FunctorType>, Scalar > lm(numDiff);
+    lm.parameters.ftol = tol;
+    lm.parameters.xtol = tol;
+    lm.parameters.maxfev = 200*(n+1);
+
+    LevenbergMarquardtSpace::Status info = LevenbergMarquardtSpace::Status(lm.minimize(x));
+    if (nfev)
+        * nfev = lm.nfev;
+    return info;
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_LEVENBERGMARQUARDT__H
+
+//vim: ai ts=4 sts=4 et sw=4

external/include/eigen3/unsupported/Eigen/src/NonLinearOptimization/chkder.h

@@ -0,0 +1,66 @@
+#define chkder_log10e 0.43429448190325182765
+#define chkder_factor 100.
+
+namespace Eigen { 
+
+namespace internal {
+
+template<typename Scalar>
+void chkder(
+        const Matrix< Scalar, Dynamic, 1 >  &x,
+        const Matrix< Scalar, Dynamic, 1 >  &fvec,
+        const Matrix< Scalar, Dynamic, Dynamic > &fjac,
+        Matrix< Scalar, Dynamic, 1 >  &xp,
+        const Matrix< Scalar, Dynamic, 1 >  &fvecp,
+        int mode,
+        Matrix< Scalar, Dynamic, 1 >  &err
+        )
+{
+    using std::sqrt;
+    using std::abs;
+    using std::log;
+    
+    typedef DenseIndex Index;
+
+    const Scalar eps = sqrt(NumTraits<Scalar>::epsilon());
+    const Scalar epsf = chkder_factor * NumTraits<Scalar>::epsilon();
+    const Scalar epslog = chkder_log10e * log(eps);
+    Scalar temp;
+
+    const Index m = fvec.size(), n = x.size();
+
+    if (mode != 2) {
+        /* mode = 1. */
+        xp.resize(n);
+        for (Index j = 0; j < n; ++j) {
+            temp = eps * abs(x[j]);
+            if (temp == 0.)
+                temp = eps;
+            xp[j] = x[j] + temp;
+        }
+    }
+    else {
+        /* mode = 2. */
+        err.setZero(m); 
+        for (Index j = 0; j < n; ++j) {
+            temp = abs(x[j]);
+            if (temp == 0.)
+                temp = 1.;
+            err += temp * fjac.col(j);
+        }
+        for (Index i = 0; i < m; ++i) {
+            temp = 1.;
+            if (fvec[i] != 0. && fvecp[i] != 0. && abs(fvecp[i] - fvec[i]) >= epsf * abs(fvec[i]))
+                temp = eps * abs((fvecp[i] - fvec[i]) / eps - err[i]) / (abs(fvec[i]) + abs(fvecp[i]));
+            err[i] = 1.;
+            if (temp > NumTraits<Scalar>::epsilon() && temp < eps)
+                err[i] = (chkder_log10e * log(temp) - epslog) / epslog;
+            if (temp >= eps)
+                err[i] = 0.;
+        }
+    }
+}
+
+} // end namespace internal
+
+} // end namespace Eigen

external/include/eigen3/unsupported/Eigen/src/NonLinearOptimization/covar.h

@@ -0,0 +1,70 @@
+namespace Eigen { 
+
+namespace internal {
+
+template <typename Scalar>
+void covar(
+        Matrix< Scalar, Dynamic, Dynamic > &r,
+        const VectorXi &ipvt,
+        Scalar tol = std::sqrt(NumTraits<Scalar>::epsilon()) )
+{
+    using std::abs;
+    typedef DenseIndex Index;
+
+    /* Local variables */
+    Index i, j, k, l, ii, jj;
+    bool sing;
+    Scalar temp;
+
+    /* Function Body */
+    const Index n = r.cols();
+    const Scalar tolr = tol * abs(r(0,0));
+    Matrix< Scalar, Dynamic, 1 > wa(n);
+    eigen_assert(ipvt.size()==n);
+
+    /* form the inverse of r in the full upper triangle of r. */
+    l = -1;
+    for (k = 0; k < n; ++k)
+        if (abs(r(k,k)) > tolr) {
+            r(k,k) = 1. / r(k,k);
+            for (j = 0; j <= k-1; ++j) {
+                temp = r(k,k) * r(j,k);
+                r(j,k) = 0.;
+                r.col(k).head(j+1) -= r.col(j).head(j+1) * temp;
+            }
+            l = k;
+        }
+
+    /* form the full upper triangle of the inverse of (r transpose)*r */
+    /* in the full upper triangle of r. */
+    for (k = 0; k <= l; ++k) {
+        for (j = 0; j <= k-1; ++j)
+            r.col(j).head(j+1) += r.col(k).head(j+1) * r(j,k);
+        r.col(k).head(k+1) *= r(k,k);
+    }
+
+    /* form the full lower triangle of the covariance matrix */
+    /* in the strict lower triangle of r and in wa. */
+    for (j = 0; j < n; ++j) {
+        jj = ipvt[j];
+        sing = j > l;
+        for (i = 0; i <= j; ++i) {
+            if (sing)
+                r(i,j) = 0.;
+            ii = ipvt[i];
+            if (ii > jj)
+                r(ii,jj) = r(i,j);
+            if (ii < jj)
+                r(jj,ii) = r(i,j);
+        }
+        wa[jj] = r(j,j);
+    }
+
+    /* symmetrize the covariance matrix in r. */
+    r.topLeftCorner(n,n).template triangularView<StrictlyUpper>() = r.topLeftCorner(n,n).transpose();
+    r.diagonal() = wa;
+}
+
+} // end namespace internal
+
+} // end namespace Eigen

external/include/eigen3/unsupported/Eigen/src/NonLinearOptimization/dogleg.h

@@ -0,0 +1,107 @@
+namespace Eigen { 
+
+namespace internal {
+
+template <typename Scalar>
+void dogleg(
+        const Matrix< Scalar, Dynamic, Dynamic >  &qrfac,
+        const Matrix< Scalar, Dynamic, 1 >  &diag,
+        const Matrix< Scalar, Dynamic, 1 >  &qtb,
+        Scalar delta,
+        Matrix< Scalar, Dynamic, 1 >  &x)
+{
+    using std::abs;
+    using std::sqrt;
+    
+    typedef DenseIndex Index;
+
+    /* Local variables */
+    Index i, j;
+    Scalar sum, temp, alpha, bnorm;
+    Scalar gnorm, qnorm;
+    Scalar sgnorm;
+
+    /* Function Body */
+    const Scalar epsmch = NumTraits<Scalar>::epsilon();
+    const Index n = qrfac.cols();
+    eigen_assert(n==qtb.size());
+    eigen_assert(n==x.size());
+    eigen_assert(n==diag.size());
+    Matrix< Scalar, Dynamic, 1 >  wa1(n), wa2(n);
+
+    /* first, calculate the gauss-newton direction. */
+    for (j = n-1; j >=0; --j) {
+        temp = qrfac(j,j);
+        if (temp == 0.) {
+            temp = epsmch * qrfac.col(j).head(j+1).maxCoeff();
+            if (temp == 0.)
+                temp = epsmch;
+        }
+        if (j==n-1)
+            x[j] = qtb[j] / temp;
+        else
+            x[j] = (qtb[j] - qrfac.row(j).tail(n-j-1).dot(x.tail(n-j-1))) / temp;
+    }
+
+    /* test whether the gauss-newton direction is acceptable. */
+    qnorm = diag.cwiseProduct(x).stableNorm();
+    if (qnorm <= delta)
+        return;
+
+    // TODO : this path is not tested by Eigen unit tests
+
+    /* the gauss-newton direction is not acceptable. */
+    /* next, calculate the scaled gradient direction. */
+
+    wa1.fill(0.);
+    for (j = 0; j < n; ++j) {
+        wa1.tail(n-j) += qrfac.row(j).tail(n-j) * qtb[j];
+        wa1[j] /= diag[j];
+    }
+
+    /* calculate the norm of the scaled gradient and test for */
+    /* the special case in which the scaled gradient is zero. */
+    gnorm = wa1.stableNorm();
+    sgnorm = 0.;
+    alpha = delta / qnorm;
+    if (gnorm == 0.)
+        goto algo_end;
+
+    /* calculate the point along the scaled gradient */
+    /* at which the quadratic is minimized. */
+    wa1.array() /= (diag*gnorm).array();
+    // TODO : once unit tests cover this part,:
+    // wa2 = qrfac.template triangularView<Upper>() * wa1;
+    for (j = 0; j < n; ++j) {
+        sum = 0.;
+        for (i = j; i < n; ++i) {
+            sum += qrfac(j,i) * wa1[i];
+        }
+        wa2[j] = sum;
+    }
+    temp = wa2.stableNorm();
+    sgnorm = gnorm / temp / temp;
+
+    /* test whether the scaled gradient direction is acceptable. */
+    alpha = 0.;
+    if (sgnorm >= delta)
+        goto algo_end;
+
+    /* the scaled gradient direction is not acceptable. */
+    /* finally, calculate the point along the dogleg */
+    /* at which the quadratic is minimized. */
+    bnorm = qtb.stableNorm();
+    temp = bnorm / gnorm * (bnorm / qnorm) * (sgnorm / delta);
+    temp = temp - delta / qnorm * numext::abs2(sgnorm / delta) + sqrt(numext::abs2(temp - delta / qnorm) + (1.-numext::abs2(delta / qnorm)) * (1.-numext::abs2(sgnorm / delta)));
+    alpha = delta / qnorm * (1. - numext::abs2(sgnorm / delta)) / temp;
+algo_end:
+
+    /* form appropriate convex combination of the gauss-newton */
+    /* direction and the scaled gradient direction. */
+    temp = (1.-alpha) * (std::min)(sgnorm,delta);
+    x = temp * wa1 + alpha * x;
+}
+
+} // end namespace internal
+
+} // end namespace Eigen

external/include/eigen3/unsupported/Eigen/src/NonLinearOptimization/fdjac1.h

@@ -0,0 +1,79 @@
+namespace Eigen { 
+
+namespace internal {
+
+template<typename FunctorType, typename Scalar>
+DenseIndex fdjac1(
+        const FunctorType &Functor,
+        Matrix< Scalar, Dynamic, 1 >  &x,
+        Matrix< Scalar, Dynamic, 1 >  &fvec,
+        Matrix< Scalar, Dynamic, Dynamic > &fjac,
+        DenseIndex ml, DenseIndex mu,
+        Scalar epsfcn)
+{
+    using std::sqrt;
+    using std::abs;
+    
+    typedef DenseIndex Index;
+
+    /* Local variables */
+    Scalar h;
+    Index j, k;
+    Scalar eps, temp;
+    Index msum;
+    int iflag;
+    Index start, length;
+
+    /* Function Body */
+    const Scalar epsmch = NumTraits<Scalar>::epsilon();
+    const Index n = x.size();
+    eigen_assert(fvec.size()==n);
+    Matrix< Scalar, Dynamic, 1 >  wa1(n);
+    Matrix< Scalar, Dynamic, 1 >  wa2(n);
+
+    eps = sqrt((std::max)(epsfcn,epsmch));
+    msum = ml + mu + 1;
+    if (msum >= n) {
+        /* computation of dense approximate jacobian. */
+        for (j = 0; j < n; ++j) {
+            temp = x[j];
+            h = eps * abs(temp);
+            if (h == 0.)
+                h = eps;
+            x[j] = temp + h;
+            iflag = Functor(x, wa1);
+            if (iflag < 0)
+                return iflag;
+            x[j] = temp;
+            fjac.col(j) = (wa1-fvec)/h;
+        }
+
+    }else {
+        /* computation of banded approximate jacobian. */
+        for (k = 0; k < msum; ++k) {
+            for (j = k; (msum<0) ? (j>n): (j<n); j += msum) {
+                wa2[j] = x[j];
+                h = eps * abs(wa2[j]);
+                if (h == 0.) h = eps;
+                x[j] = wa2[j] + h;
+            }
+            iflag = Functor(x, wa1);
+            if (iflag < 0)
+                return iflag;
+            for (j = k; (msum<0) ? (j>n): (j<n); j += msum) {
+                x[j] = wa2[j];
+                h = eps * abs(wa2[j]);
+                if (h == 0.) h = eps;
+                fjac.col(j).setZero();
+                start = std::max<Index>(0,j-mu);
+                length = (std::min)(n-1, j+ml) - start + 1;
+                fjac.col(j).segment(start, length) = ( wa1.segment(start, length)-fvec.segment(start, length))/h;
+            }
+        }
+    }
+    return 0;
+}
+
+} // end namespace internal
+
+} // end namespace Eigen

external/include/eigen3/unsupported/Eigen/src/NonLinearOptimization/lmpar.h

@@ -0,0 +1,298 @@
+namespace Eigen { 
+
+namespace internal {
+
+template <typename Scalar>
+void lmpar(
+        Matrix< Scalar, Dynamic, Dynamic > &r,
+        const VectorXi &ipvt,
+        const Matrix< Scalar, Dynamic, 1 >  &diag,
+        const Matrix< Scalar, Dynamic, 1 >  &qtb,
+        Scalar delta,
+        Scalar &par,
+        Matrix< Scalar, Dynamic, 1 >  &x)
+{
+    using std::abs;
+    using std::sqrt;
+    typedef DenseIndex Index;
+
+    /* Local variables */
+    Index i, j, l;
+    Scalar fp;
+    Scalar parc, parl;
+    Index iter;
+    Scalar temp, paru;
+    Scalar gnorm;
+    Scalar dxnorm;
+
+
+    /* Function Body */
+    const Scalar dwarf = (std::numeric_limits<Scalar>::min)();
+    const Index n = r.cols();
+    eigen_assert(n==diag.size());
+    eigen_assert(n==qtb.size());
+    eigen_assert(n==x.size());
+
+    Matrix< Scalar, Dynamic, 1 >  wa1, wa2;
+
+    /* compute and store in x the gauss-newton direction. if the */
+    /* jacobian is rank-deficient, obtain a least squares solution. */
+    Index nsing = n-1;
+    wa1 = qtb;
+    for (j = 0; j < n; ++j) {
+        if (r(j,j) == 0. && nsing == n-1)
+            nsing = j - 1;
+        if (nsing < n-1)
+            wa1[j] = 0.;
+    }
+    for (j = nsing; j>=0; --j) {
+        wa1[j] /= r(j,j);
+        temp = wa1[j];
+        for (i = 0; i < j ; ++i)
+            wa1[i] -= r(i,j) * temp;
+    }
+
+    for (j = 0; j < n; ++j)
+        x[ipvt[j]] = wa1[j];
+
+    /* initialize the iteration counter. */
+    /* evaluate the function at the origin, and test */
+    /* for acceptance of the gauss-newton direction. */
+    iter = 0;
+    wa2 = diag.cwiseProduct(x);
+    dxnorm = wa2.blueNorm();
+    fp = dxnorm - delta;
+    if (fp <= Scalar(0.1) * delta) {
+        par = 0;
+        return;
+    }
+
+    /* if the jacobian is not rank deficient, the newton */
+    /* step provides a lower bound, parl, for the zero of */
+    /* the function. otherwise set this bound to zero. */
+    parl = 0.;
+    if (nsing >= n-1) {
+        for (j = 0; j < n; ++j) {
+            l = ipvt[j];
+            wa1[j] = diag[l] * (wa2[l] / dxnorm);
+        }
+        // it's actually a triangularView.solveInplace(), though in a weird
+        // way:
+        for (j = 0; j < n; ++j) {
+            Scalar sum = 0.;
+            for (i = 0; i < j; ++i)
+                sum += r(i,j) * wa1[i];
+            wa1[j] = (wa1[j] - sum) / r(j,j);
+        }
+        temp = wa1.blueNorm();
+        parl = fp / delta / temp / temp;
+    }
+
+    /* calculate an upper bound, paru, for the zero of the function. */
+    for (j = 0; j < n; ++j)
+        wa1[j] = r.col(j).head(j+1).dot(qtb.head(j+1)) / diag[ipvt[j]];
+
+    gnorm = wa1.stableNorm();
+    paru = gnorm / delta;
+    if (paru == 0.)
+        paru = dwarf / (std::min)(delta,Scalar(0.1));
+
+    /* if the input par lies outside of the interval (parl,paru), */
+    /* set par to the closer endpoint. */
+    par = (std::max)(par,parl);
+    par = (std::min)(par,paru);
+    if (par == 0.)
+        par = gnorm / dxnorm;
+
+    /* beginning of an iteration. */
+    while (true) {
+        ++iter;
+
+        /* evaluate the function at the current value of par. */
+        if (par == 0.)
+            par = (std::max)(dwarf,Scalar(.001) * paru); /* Computing MAX */
+        wa1 = sqrt(par)* diag;
+
+        Matrix< Scalar, Dynamic, 1 > sdiag(n);
+        qrsolv<Scalar>(r, ipvt, wa1, qtb, x, sdiag);
+
+        wa2 = diag.cwiseProduct(x);
+        dxnorm = wa2.blueNorm();
+        temp = fp;
+        fp = dxnorm - delta;
+
+        /* if the function is small enough, accept the current value */
+        /* of par. also test for the exceptional cases where parl */
+        /* is zero or the number of iterations has reached 10. */
+        if (abs(fp) <= Scalar(0.1) * delta || (parl == 0. && fp <= temp && temp < 0.) || iter == 10)
+            break;
+
+        /* compute the newton correction. */
+        for (j = 0; j < n; ++j) {
+            l = ipvt[j];
+            wa1[j] = diag[l] * (wa2[l] / dxnorm);
+        }
+        for (j = 0; j < n; ++j) {
+            wa1[j] /= sdiag[j];
+            temp = wa1[j];
+            for (i = j+1; i < n; ++i)
+                wa1[i] -= r(i,j) * temp;
+        }
+        temp = wa1.blueNorm();
+        parc = fp / delta / temp / temp;
+
+        /* depending on the sign of the function, update parl or paru. */
+        if (fp > 0.)
+            parl = (std::max)(parl,par);
+        if (fp < 0.)
+            paru = (std::min)(paru,par);
+
+        /* compute an improved estimate for par. */
+        /* Computing MAX */
+        par = (std::max)(parl,par+parc);
+
+        /* end of an iteration. */
+    }
+
+    /* termination. */
+    if (iter == 0)
+        par = 0.;
+    return;
+}
+
+template <typename Scalar>
+void lmpar2(
+        const ColPivHouseholderQR<Matrix< Scalar, Dynamic, Dynamic> > &qr,
+        const Matrix< Scalar, Dynamic, 1 >  &diag,
+        const Matrix< Scalar, Dynamic, 1 >  &qtb,
+        Scalar delta,
+        Scalar &par,
+        Matrix< Scalar, Dynamic, 1 >  &x)
+
+{
+    using std::sqrt;
+    using std::abs;
+    typedef DenseIndex Index;
+
+    /* Local variables */
+    Index j;
+    Scalar fp;
+    Scalar parc, parl;
+    Index iter;
+    Scalar temp, paru;
+    Scalar gnorm;
+    Scalar dxnorm;
+
+
+    /* Function Body */
+    const Scalar dwarf = (std::numeric_limits<Scalar>::min)();
+    const Index n = qr.matrixQR().cols();
+    eigen_assert(n==diag.size());
+    eigen_assert(n==qtb.size());
+
+    Matrix< Scalar, Dynamic, 1 >  wa1, wa2;
+
+    /* compute and store in x the gauss-newton direction. if the */
+    /* jacobian is rank-deficient, obtain a least squares solution. */
+
+//    const Index rank = qr.nonzeroPivots(); // exactly double(0.)
+    const Index rank = qr.rank(); // use a threshold
+    wa1 = qtb;
+    wa1.tail(n-rank).setZero();
+    qr.matrixQR().topLeftCorner(rank, rank).template triangularView<Upper>().solveInPlace(wa1.head(rank));
+
+    x = qr.colsPermutation()*wa1;
+
+    /* initialize the iteration counter. */
+    /* evaluate the function at the origin, and test */
+    /* for acceptance of the gauss-newton direction. */
+    iter = 0;
+    wa2 = diag.cwiseProduct(x);
+    dxnorm = wa2.blueNorm();
+    fp = dxnorm - delta;
+    if (fp <= Scalar(0.1) * delta) {
+        par = 0;
+        return;
+    }
+
+    /* if the jacobian is not rank deficient, the newton */
+    /* step provides a lower bound, parl, for the zero of */
+    /* the function. otherwise set this bound to zero. */
+    parl = 0.;
+    if (rank==n) {
+        wa1 = qr.colsPermutation().inverse() *  diag.cwiseProduct(wa2)/dxnorm;
+        qr.matrixQR().topLeftCorner(n, n).transpose().template triangularView<Lower>().solveInPlace(wa1);
+        temp = wa1.blueNorm();
+        parl = fp / delta / temp / temp;
+    }
+
+    /* calculate an upper bound, paru, for the zero of the function. */
+    for (j = 0; j < n; ++j)
+        wa1[j] = qr.matrixQR().col(j).head(j+1).dot(qtb.head(j+1)) / diag[qr.colsPermutation().indices()(j)];
+
+    gnorm = wa1.stableNorm();
+    paru = gnorm / delta;
+    if (paru == 0.)
+        paru = dwarf / (std::min)(delta,Scalar(0.1));
+
+    /* if the input par lies outside of the interval (parl,paru), */
+    /* set par to the closer endpoint. */
+    par = (std::max)(par,parl);
+    par = (std::min)(par,paru);
+    if (par == 0.)
+        par = gnorm / dxnorm;
+
+    /* beginning of an iteration. */
+    Matrix< Scalar, Dynamic, Dynamic > s = qr.matrixQR();
+    while (true) {
+        ++iter;
+
+        /* evaluate the function at the current value of par. */
+        if (par == 0.)
+            par = (std::max)(dwarf,Scalar(.001) * paru); /* Computing MAX */
+        wa1 = sqrt(par)* diag;
+
+        Matrix< Scalar, Dynamic, 1 > sdiag(n);
+        qrsolv<Scalar>(s, qr.colsPermutation().indices(), wa1, qtb, x, sdiag);
+
+        wa2 = diag.cwiseProduct(x);
+        dxnorm = wa2.blueNorm();
+        temp = fp;
+        fp = dxnorm - delta;
+
+        /* if the function is small enough, accept the current value */
+        /* of par. also test for the exceptional cases where parl */
+        /* is zero or the number of iterations has reached 10. */
+        if (abs(fp) <= Scalar(0.1) * delta || (parl == 0. && fp <= temp && temp < 0.) || iter == 10)
+            break;
+
+        /* compute the newton correction. */
+        wa1 = qr.colsPermutation().inverse() * diag.cwiseProduct(wa2/dxnorm);
+        // we could almost use this here, but the diagonal is outside qr, in sdiag[]
+        // qr.matrixQR().topLeftCorner(n, n).transpose().template triangularView<Lower>().solveInPlace(wa1);
+        for (j = 0; j < n; ++j) {
+            wa1[j] /= sdiag[j];
+            temp = wa1[j];
+            for (Index i = j+1; i < n; ++i)
+                wa1[i] -= s(i,j) * temp;
+        }
+        temp = wa1.blueNorm();
+        parc = fp / delta / temp / temp;
+
+        /* depending on the sign of the function, update parl or paru. */
+        if (fp > 0.)
+            parl = (std::max)(parl,par);
+        if (fp < 0.)
+            paru = (std::min)(paru,par);
+
+        /* compute an improved estimate for par. */
+        par = (std::max)(parl,par+parc);
+    }
+    if (iter == 0)
+        par = 0.;
+    return;
+}
+
+} // end namespace internal
+
+} // end namespace Eigen

external/include/eigen3/unsupported/Eigen/src/NonLinearOptimization/qrsolv.h

@@ -0,0 +1,91 @@
+namespace Eigen { 
+
+namespace internal {
+
+// TODO : once qrsolv2 is removed, use ColPivHouseholderQR or PermutationMatrix instead of ipvt
+template <typename Scalar>
+void qrsolv(
+        Matrix< Scalar, Dynamic, Dynamic > &s,
+        // TODO : use a PermutationMatrix once lmpar is no more:
+        const VectorXi &ipvt,
+        const Matrix< Scalar, Dynamic, 1 >  &diag,
+        const Matrix< Scalar, Dynamic, 1 >  &qtb,
+        Matrix< Scalar, Dynamic, 1 >  &x,
+        Matrix< Scalar, Dynamic, 1 >  &sdiag)
+
+{
+    typedef DenseIndex Index;
+
+    /* Local variables */
+    Index i, j, k, l;
+    Scalar temp;
+    Index n = s.cols();
+    Matrix< Scalar, Dynamic, 1 >  wa(n);
+    JacobiRotation<Scalar> givens;
+
+    /* Function Body */
+    // the following will only change the lower triangular part of s, including
+    // the diagonal, though the diagonal is restored afterward
+
+    /*     copy r and (q transpose)*b to preserve input and initialize s. */
+    /*     in particular, save the diagonal elements of r in x. */
+    x = s.diagonal();
+    wa = qtb;
+
+    s.topLeftCorner(n,n).template triangularView<StrictlyLower>() = s.topLeftCorner(n,n).transpose();
+
+    /*     eliminate the diagonal matrix d using a givens rotation. */
+    for (j = 0; j < n; ++j) {
+
+        /*        prepare the row of d to be eliminated, locating the */
+        /*        diagonal element using p from the qr factorization. */
+        l = ipvt[j];
+        if (diag[l] == 0.)
+            break;
+        sdiag.tail(n-j).setZero();
+        sdiag[j] = diag[l];
+
+        /*        the transformations to eliminate the row of d */
+        /*        modify only a single element of (q transpose)*b */
+        /*        beyond the first n, which is initially zero. */
+        Scalar qtbpj = 0.;
+        for (k = j; k < n; ++k) {
+            /*           determine a givens rotation which eliminates the */
+            /*           appropriate element in the current row of d. */
+            givens.makeGivens(-s(k,k), sdiag[k]);
+
+            /*           compute the modified diagonal element of r and */
+            /*           the modified element of ((q transpose)*b,0). */
+            s(k,k) = givens.c() * s(k,k) + givens.s() * sdiag[k];
+            temp = givens.c() * wa[k] + givens.s() * qtbpj;
+            qtbpj = -givens.s() * wa[k] + givens.c() * qtbpj;
+            wa[k] = temp;
+
+            /*           accumulate the tranformation in the row of s. */
+            for (i = k+1; i<n; ++i) {
+                temp = givens.c() * s(i,k) + givens.s() * sdiag[i];
+                sdiag[i] = -givens.s() * s(i,k) + givens.c() * sdiag[i];
+                s(i,k) = temp;
+            }
+        }
+    }
+
+    /*     solve the triangular system for z. if the system is */
+    /*     singular, then obtain a least squares solution. */
+    Index nsing;
+    for(nsing=0; nsing<n && sdiag[nsing]!=0; nsing++) {}
+
+    wa.tail(n-nsing).setZero();
+    s.topLeftCorner(nsing, nsing).transpose().template triangularView<Upper>().solveInPlace(wa.head(nsing));
+
+    // restore
+    sdiag = s.diagonal();
+    s.diagonal() = x;
+
+    /*     permute the components of z back to components of x. */
+    for (j = 0; j < n; ++j) x[ipvt[j]] = wa[j];
+}
+
+} // end namespace internal
+
+} // end namespace Eigen

external/include/eigen3/unsupported/Eigen/src/NonLinearOptimization/r1mpyq.h

@@ -0,0 +1,30 @@
+namespace Eigen { 
+
+namespace internal {
+
+// TODO : move this to GivensQR once there's such a thing in Eigen
+
+template <typename Scalar>
+void r1mpyq(DenseIndex m, DenseIndex n, Scalar *a, const std::vector<JacobiRotation<Scalar> > &v_givens, const std::vector<JacobiRotation<Scalar> > &w_givens)
+{
+    typedef DenseIndex Index;
+
+    /*     apply the first set of givens rotations to a. */
+    for (Index j = n-2; j>=0; --j)
+        for (Index i = 0; i<m; ++i) {
+            Scalar temp = v_givens[j].c() * a[i+m*j] - v_givens[j].s() * a[i+m*(n-1)];
+            a[i+m*(n-1)] = v_givens[j].s() * a[i+m*j] + v_givens[j].c() * a[i+m*(n-1)];
+            a[i+m*j] = temp;
+        }
+    /*     apply the second set of givens rotations to a. */
+    for (Index j = 0; j<n-1; ++j)
+        for (Index i = 0; i<m; ++i) {
+            Scalar temp = w_givens[j].c() * a[i+m*j] + w_givens[j].s() * a[i+m*(n-1)];
+            a[i+m*(n-1)] = -w_givens[j].s() * a[i+m*j] + w_givens[j].c() * a[i+m*(n-1)];
+            a[i+m*j] = temp;
+        }
+}
+
+} // end namespace internal
+
+} // end namespace Eigen

external/include/eigen3/unsupported/Eigen/src/NonLinearOptimization/r1updt.h

@@ -0,0 +1,99 @@
+namespace Eigen { 
+
+namespace internal {
+
+template <typename Scalar>
+void r1updt(
+        Matrix< Scalar, Dynamic, Dynamic > &s,
+        const Matrix< Scalar, Dynamic, 1> &u,
+        std::vector<JacobiRotation<Scalar> > &v_givens,
+        std::vector<JacobiRotation<Scalar> > &w_givens,
+        Matrix< Scalar, Dynamic, 1> &v,
+        Matrix< Scalar, Dynamic, 1> &w,
+        bool *sing)
+{
+    typedef DenseIndex Index;
+    const JacobiRotation<Scalar> IdentityRotation = JacobiRotation<Scalar>(1,0);
+
+    /* Local variables */
+    const Index m = s.rows();
+    const Index n = s.cols();
+    Index i, j=1;
+    Scalar temp;
+    JacobiRotation<Scalar> givens;
+
+    // r1updt had a broader usecase, but we dont use it here. And, more
+    // importantly, we can not test it.
+    eigen_assert(m==n);
+    eigen_assert(u.size()==m);
+    eigen_assert(v.size()==n);
+    eigen_assert(w.size()==n);
+
+    /* move the nontrivial part of the last column of s into w. */
+    w[n-1] = s(n-1,n-1);
+
+    /* rotate the vector v into a multiple of the n-th unit vector */
+    /* in such a way that a spike is introduced into w. */
+    for (j=n-2; j>=0; --j) {
+        w[j] = 0.;
+        if (v[j] != 0.) {
+            /* determine a givens rotation which eliminates the */
+            /* j-th element of v. */
+            givens.makeGivens(-v[n-1], v[j]);
+
+            /* apply the transformation to v and store the information */
+            /* necessary to recover the givens rotation. */
+            v[n-1] = givens.s() * v[j] + givens.c() * v[n-1];
+            v_givens[j] = givens;
+
+            /* apply the transformation to s and extend the spike in w. */
+            for (i = j; i < m; ++i) {
+                temp = givens.c() * s(j,i) - givens.s() * w[i];
+                w[i] = givens.s() * s(j,i) + givens.c() * w[i];
+                s(j,i) = temp;
+            }
+        } else
+            v_givens[j] = IdentityRotation;
+    }
+
+    /* add the spike from the rank 1 update to w. */
+    w += v[n-1] * u;
+
+    /* eliminate the spike. */
+    *sing = false;
+    for (j = 0; j < n-1; ++j) {
+        if (w[j] != 0.) {
+            /* determine a givens rotation which eliminates the */
+            /* j-th element of the spike. */
+            givens.makeGivens(-s(j,j), w[j]);
+
+            /* apply the transformation to s and reduce the spike in w. */
+            for (i = j; i < m; ++i) {
+                temp = givens.c() * s(j,i) + givens.s() * w[i];
+                w[i] = -givens.s() * s(j,i) + givens.c() * w[i];
+                s(j,i) = temp;
+            }
+
+            /* store the information necessary to recover the */
+            /* givens rotation. */
+            w_givens[j] = givens;
+        } else
+            v_givens[j] = IdentityRotation;
+
+        /* test for zero diagonal elements in the output s. */
+        if (s(j,j) == 0.) {
+            *sing = true;
+        }
+    }
+    /* move w back into the last column of the output s. */
+    s(n-1,n-1) = w[n-1];
+
+    if (s(j,j) == 0.) {
+        *sing = true;
+    }
+    return;
+}
+
+} // end namespace internal
+
+} // end namespace Eigen

external/include/eigen3/unsupported/Eigen/src/NonLinearOptimization/rwupdt.h

@@ -0,0 +1,49 @@
+namespace Eigen { 
+
+namespace internal {
+
+template <typename Scalar>
+void rwupdt(
+        Matrix< Scalar, Dynamic, Dynamic >  &r,
+        const Matrix< Scalar, Dynamic, 1>  &w,
+        Matrix< Scalar, Dynamic, 1>  &b,
+        Scalar alpha)
+{
+    typedef DenseIndex Index;
+
+    const Index n = r.cols();
+    eigen_assert(r.rows()>=n);
+    std::vector<JacobiRotation<Scalar> > givens(n);
+
+    /* Local variables */
+    Scalar temp, rowj;
+
+    /* Function Body */
+    for (Index j = 0; j < n; ++j) {
+        rowj = w[j];
+
+        /* apply the previous transformations to */
+        /* r(i,j), i=0,1,...,j-1, and to w(j). */
+        for (Index i = 0; i < j; ++i) {
+            temp = givens[i].c() * r(i,j) + givens[i].s() * rowj;
+            rowj = -givens[i].s() * r(i,j) + givens[i].c() * rowj;
+            r(i,j) = temp;
+        }
+
+        /* determine a givens rotation which eliminates w(j). */
+        givens[j].makeGivens(-r(j,j), rowj);
+
+        if (rowj == 0.)
+            continue; // givens[j] is identity
+
+        /* apply the current transformation to r(j,j), b(j), and alpha. */
+        r(j,j) = givens[j].c() * r(j,j) + givens[j].s() * rowj;
+        temp = givens[j].c() * b[j] + givens[j].s() * alpha;
+        alpha = -givens[j].s() * b[j] + givens[j].c() * alpha;
+        b[j] = temp;
+    }
+}
+
+} // end namespace internal
+
+} // end namespace Eigen

external/include/eigen3/unsupported/Eigen/src/NumericalDiff/NumericalDiff.h

@@ -0,0 +1,130 @@
+// -*- coding: utf-8
+// vim: set fileencoding=utf-8
+
+// 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_NUMERICAL_DIFF_H
+#define EIGEN_NUMERICAL_DIFF_H
+
+namespace Eigen { 
+
+enum NumericalDiffMode {
+    Forward,
+    Central
+};
+
+
+/**
+  * This class allows you to add a method df() to your functor, which will 
+  * use numerical differentiation to compute an approximate of the
+  * derivative for the functor. Of course, if you have an analytical form
+  * for the derivative, you should rather implement df() by yourself.
+  *
+  * More information on
+  * http://en.wikipedia.org/wiki/Numerical_differentiation
+  *
+  * Currently only "Forward" and "Central" scheme are implemented.
+  */
+template<typename _Functor, NumericalDiffMode mode=Forward>
+class NumericalDiff : public _Functor
+{
+public:
+    typedef _Functor Functor;
+    typedef typename Functor::Scalar Scalar;
+    typedef typename Functor::InputType InputType;
+    typedef typename Functor::ValueType ValueType;
+    typedef typename Functor::JacobianType JacobianType;
+
+    NumericalDiff(Scalar _epsfcn=0.) : Functor(), epsfcn(_epsfcn) {}
+    NumericalDiff(const Functor& f, Scalar _epsfcn=0.) : Functor(f), epsfcn(_epsfcn) {}
+
+    // forward constructors
+    template<typename T0>
+        NumericalDiff(const T0& a0) : Functor(a0), epsfcn(0) {}
+    template<typename T0, typename T1>
+        NumericalDiff(const T0& a0, const T1& a1) : Functor(a0, a1), epsfcn(0) {}
+    template<typename T0, typename T1, typename T2>
+        NumericalDiff(const T0& a0, const T1& a1, const T2& a2) : Functor(a0, a1, a2), epsfcn(0) {}
+
+    enum {
+        InputsAtCompileTime = Functor::InputsAtCompileTime,
+        ValuesAtCompileTime = Functor::ValuesAtCompileTime
+    };
+
+    /**
+      * return the number of evaluation of functor
+     */
+    int df(const InputType& _x, JacobianType &jac) const
+    {
+        using std::sqrt;
+        using std::abs;
+        /* Local variables */
+        Scalar h;
+        int nfev=0;
+        const typename InputType::Index n = _x.size();
+        const Scalar eps = sqrt(((std::max)(epsfcn,NumTraits<Scalar>::epsilon() )));
+        ValueType val1, val2;
+        InputType x = _x;
+        // TODO : we should do this only if the size is not already known
+        val1.resize(Functor::values());
+        val2.resize(Functor::values());
+
+        // initialization
+        switch(mode) {
+            case Forward:
+                // compute f(x)
+                Functor::operator()(x, val1); nfev++;
+                break;
+            case Central:
+                // do nothing
+                break;
+            default:
+                eigen_assert(false);
+        };
+
+        // Function Body
+        for (int j = 0; j < n; ++j) {
+            h = eps * abs(x[j]);
+            if (h == 0.) {
+                h = eps;
+            }
+            switch(mode) {
+                case Forward:
+                    x[j] += h;
+                    Functor::operator()(x, val2);
+                    nfev++;
+                    x[j] = _x[j];
+                    jac.col(j) = (val2-val1)/h;
+                    break;
+                case Central:
+                    x[j] += h;
+                    Functor::operator()(x, val2); nfev++;
+                    x[j] -= 2*h;
+                    Functor::operator()(x, val1); nfev++;
+                    x[j] = _x[j];
+                    jac.col(j) = (val2-val1)/(2*h);
+                    break;
+                default:
+                    eigen_assert(false);
+            };
+        }
+        return nfev;
+    }
+private:
+    Scalar epsfcn;
+
+    NumericalDiff& operator=(const NumericalDiff&);
+};
+
+} // end namespace Eigen
+
+//vim: ai ts=4 sts=4 et sw=4
+#endif // EIGEN_NUMERICAL_DIFF_H
+

external/include/eigen3/unsupported/Eigen/src/Polynomials/Companion.h

@@ -0,0 +1,276 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2010 Manuel Yguel <manuel.yguel@gmail.com>
+//
+// 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_COMPANION_H
+#define EIGEN_COMPANION_H
+
+// This file requires the user to include
+// * Eigen/Core
+// * Eigen/src/PolynomialSolver.h
+
+namespace Eigen { 
+
+namespace internal {
+
+#ifndef EIGEN_PARSED_BY_DOXYGEN
+
+template <typename T>
+T radix(){ return 2; }
+
+template <typename T>
+T radix2(){ return radix<T>()*radix<T>(); }
+
+template<int Size>
+struct decrement_if_fixed_size
+{
+  enum {
+    ret = (Size == Dynamic) ? Dynamic : Size-1 };
+};
+
+#endif
+
+template< typename _Scalar, int _Deg >
+class companion
+{
+  public:
+    EIGEN_MAKE_ALIGNED_OPERATOR_NEW_IF_VECTORIZABLE_FIXED_SIZE(_Scalar,_Deg==Dynamic ? Dynamic : _Deg)
+
+    enum {
+      Deg = _Deg,
+      Deg_1=decrement_if_fixed_size<Deg>::ret
+    };
+
+    typedef _Scalar                                Scalar;
+    typedef typename NumTraits<Scalar>::Real       RealScalar;
+    typedef Matrix<Scalar, Deg, 1>                 RightColumn;
+    //typedef DiagonalMatrix< Scalar, Deg_1, Deg_1 > BottomLeftDiagonal;
+    typedef Matrix<Scalar, Deg_1, 1>               BottomLeftDiagonal;
+
+    typedef Matrix<Scalar, Deg, Deg>               DenseCompanionMatrixType;
+    typedef Matrix< Scalar, _Deg, Deg_1 >          LeftBlock;
+    typedef Matrix< Scalar, Deg_1, Deg_1 >         BottomLeftBlock;
+    typedef Matrix< Scalar, 1, Deg_1 >             LeftBlockFirstRow;
+
+    typedef DenseIndex Index;
+
+  public:
+    EIGEN_STRONG_INLINE const _Scalar operator()(Index row, Index col ) const
+    {
+      if( m_bl_diag.rows() > col )
+      {
+        if( 0 < row ){ return m_bl_diag[col]; }
+        else{ return 0; }
+      }
+      else{ return m_monic[row]; }
+    }
+
+  public:
+    template<typename VectorType>
+    void setPolynomial( const VectorType& poly )
+    {
+      const Index deg = poly.size()-1;
+      m_monic = -1/poly[deg] * poly.head(deg);
+      //m_bl_diag.setIdentity( deg-1 );
+      m_bl_diag.setOnes(deg-1);
+    }
+
+    template<typename VectorType>
+    companion( const VectorType& poly ){
+      setPolynomial( poly ); }
+
+  public:
+    DenseCompanionMatrixType denseMatrix() const
+    {
+      const Index deg   = m_monic.size();
+      const Index deg_1 = deg-1;
+      DenseCompanionMatrixType companion(deg,deg);
+      companion <<
+        ( LeftBlock(deg,deg_1)
+          << LeftBlockFirstRow::Zero(1,deg_1),
+          BottomLeftBlock::Identity(deg-1,deg-1)*m_bl_diag.asDiagonal() ).finished()
+        , m_monic;
+      return companion;
+    }
+
+
+
+  protected:
+    /** Helper function for the balancing algorithm.
+     * \returns true if the row and the column, having colNorm and rowNorm
+     * as norms, are balanced, false otherwise.
+     * colB and rowB are repectively the multipliers for
+     * the column and the row in order to balance them.
+     * */
+    bool balanced( Scalar colNorm, Scalar rowNorm,
+        bool& isBalanced, Scalar& colB, Scalar& rowB );
+
+    /** Helper function for the balancing algorithm.
+     * \returns true if the row and the column, having colNorm and rowNorm
+     * as norms, are balanced, false otherwise.
+     * colB and rowB are repectively the multipliers for
+     * the column and the row in order to balance them.
+     * */
+    bool balancedR( Scalar colNorm, Scalar rowNorm,
+        bool& isBalanced, Scalar& colB, Scalar& rowB );
+
+  public:
+    /**
+     * Balancing algorithm from B. N. PARLETT and C. REINSCH (1969)
+     * "Balancing a matrix for calculation of eigenvalues and eigenvectors"
+     * adapted to the case of companion matrices.
+     * A matrix with non zero row and non zero column is balanced
+     * for a certain norm if the i-th row and the i-th column
+     * have same norm for all i.
+     */
+    void balance();
+
+  protected:
+      RightColumn                m_monic;
+      BottomLeftDiagonal         m_bl_diag;
+};
+
+
+
+template< typename _Scalar, int _Deg >
+inline
+bool companion<_Scalar,_Deg>::balanced( Scalar colNorm, Scalar rowNorm,
+    bool& isBalanced, Scalar& colB, Scalar& rowB )
+{
+  if( Scalar(0) == colNorm || Scalar(0) == rowNorm ){ return true; }
+  else
+  {
+    //To find the balancing coefficients, if the radix is 2,
+    //one finds \f$ \sigma \f$ such that
+    // \f$ 2^{2\sigma-1} < rowNorm / colNorm \le 2^{2\sigma+1} \f$
+    // then the balancing coefficient for the row is \f$ 1/2^{\sigma} \f$
+    // and the balancing coefficient for the column is \f$ 2^{\sigma} \f$
+    rowB = rowNorm / radix<Scalar>();
+    colB = Scalar(1);
+    const Scalar s = colNorm + rowNorm;
+
+    while (colNorm < rowB)
+    {
+      colB *= radix<Scalar>();
+      colNorm *= radix2<Scalar>();
+    }
+
+    rowB = rowNorm * radix<Scalar>();
+
+    while (colNorm >= rowB)
+    {
+      colB /= radix<Scalar>();
+      colNorm /= radix2<Scalar>();
+    }
+
+    //This line is used to avoid insubstantial balancing
+    if ((rowNorm + colNorm) < Scalar(0.95) * s * colB)
+    {
+      isBalanced = false;
+      rowB = Scalar(1) / colB;
+      return false;
+    }
+    else{
+      return true; }
+  }
+}
+
+template< typename _Scalar, int _Deg >
+inline
+bool companion<_Scalar,_Deg>::balancedR( Scalar colNorm, Scalar rowNorm,
+    bool& isBalanced, Scalar& colB, Scalar& rowB )
+{
+  if( Scalar(0) == colNorm || Scalar(0) == rowNorm ){ return true; }
+  else
+  {
+    /**
+     * Set the norm of the column and the row to the geometric mean
+     * of the row and column norm
+     */
+    const _Scalar q = colNorm/rowNorm;
+    if( !isApprox( q, _Scalar(1) ) )
+    {
+      rowB = sqrt( colNorm/rowNorm );
+      colB = Scalar(1)/rowB;
+
+      isBalanced = false;
+      return false;
+    }
+    else{
+      return true; }
+  }
+}
+
+
+template< typename _Scalar, int _Deg >
+void companion<_Scalar,_Deg>::balance()
+{
+  using std::abs;
+  EIGEN_STATIC_ASSERT( Deg == Dynamic || 1 < Deg, YOU_MADE_A_PROGRAMMING_MISTAKE );
+  const Index deg   = m_monic.size();
+  const Index deg_1 = deg-1;
+
+  bool hasConverged=false;
+  while( !hasConverged )
+  {
+    hasConverged = true;
+    Scalar colNorm,rowNorm;
+    Scalar colB,rowB;
+
+    //First row, first column excluding the diagonal
+    //==============================================
+    colNorm = abs(m_bl_diag[0]);
+    rowNorm = abs(m_monic[0]);
+
+    //Compute balancing of the row and the column
+    if( !balanced( colNorm, rowNorm, hasConverged, colB, rowB ) )
+    {
+      m_bl_diag[0] *= colB;
+      m_monic[0] *= rowB;
+    }
+
+    //Middle rows and columns excluding the diagonal
+    //==============================================
+    for( Index i=1; i<deg_1; ++i )
+    {
+      // column norm, excluding the diagonal
+      colNorm = abs(m_bl_diag[i]);
+
+      // row norm, excluding the diagonal
+      rowNorm = abs(m_bl_diag[i-1]) + abs(m_monic[i]);
+
+      //Compute balancing of the row and the column
+      if( !balanced( colNorm, rowNorm, hasConverged, colB, rowB ) )
+      {
+        m_bl_diag[i]   *= colB;
+        m_bl_diag[i-1] *= rowB;
+        m_monic[i]     *= rowB;
+      }
+    }
+
+    //Last row, last column excluding the diagonal
+    //============================================
+    const Index ebl = m_bl_diag.size()-1;
+    VectorBlock<RightColumn,Deg_1> headMonic( m_monic, 0, deg_1 );
+    colNorm = headMonic.array().abs().sum();
+    rowNorm = abs( m_bl_diag[ebl] );
+
+    //Compute balancing of the row and the column
+    if( !balanced( colNorm, rowNorm, hasConverged, colB, rowB ) )
+    {
+      headMonic      *= colB;
+      m_bl_diag[ebl] *= rowB;
+    }
+  }
+}
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_COMPANION_H

external/include/eigen3/unsupported/Eigen/src/Polynomials/PolynomialSolver.h

@@ -0,0 +1,406 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2010 Manuel Yguel <manuel.yguel@gmail.com>
+//
+// 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_POLYNOMIAL_SOLVER_H
+#define EIGEN_POLYNOMIAL_SOLVER_H
+
+namespace Eigen { 
+
+/** \ingroup Polynomials_Module
+ *  \class PolynomialSolverBase.
+ *
+ * \brief Defined to be inherited by polynomial solvers: it provides
+ * convenient methods such as
+ *  - real roots,
+ *  - greatest, smallest complex roots,
+ *  - real roots with greatest, smallest absolute real value,
+ *  - greatest, smallest real roots.
+ *
+ * It stores the set of roots as a vector of complexes.
+ *
+ */
+template< typename _Scalar, int _Deg >
+class PolynomialSolverBase
+{
+  public:
+    EIGEN_MAKE_ALIGNED_OPERATOR_NEW_IF_VECTORIZABLE_FIXED_SIZE(_Scalar,_Deg==Dynamic ? Dynamic : _Deg)
+
+    typedef _Scalar                             Scalar;
+    typedef typename NumTraits<Scalar>::Real    RealScalar;
+    typedef std::complex<RealScalar>            RootType;
+    typedef Matrix<RootType,_Deg,1>             RootsType;
+
+    typedef DenseIndex Index;
+
+  protected:
+    template< typename OtherPolynomial >
+    inline void setPolynomial( const OtherPolynomial& poly ){
+      m_roots.resize(poly.size()-1); }
+
+  public:
+    template< typename OtherPolynomial >
+    inline PolynomialSolverBase( const OtherPolynomial& poly ){
+      setPolynomial( poly() ); }
+
+    inline PolynomialSolverBase(){}
+
+  public:
+    /** \returns the complex roots of the polynomial */
+    inline const RootsType& roots() const { return m_roots; }
+
+  public:
+    /** Clear and fills the back insertion sequence with the real roots of the polynomial
+     * i.e. the real part of the complex roots that have an imaginary part which
+     * absolute value is smaller than absImaginaryThreshold.
+     * absImaginaryThreshold takes the dummy_precision associated
+     * with the _Scalar template parameter of the PolynomialSolver class as the default value.
+     *
+     * \param[out] bi_seq : the back insertion sequence (stl concept)
+     * \param[in]  absImaginaryThreshold : the maximum bound of the imaginary part of a complex
+     *  number that is considered as real.
+     * */
+    template<typename Stl_back_insertion_sequence>
+    inline void realRoots( Stl_back_insertion_sequence& bi_seq,
+        const RealScalar& absImaginaryThreshold = NumTraits<Scalar>::dummy_precision() ) const
+    {
+      using std::abs;
+      bi_seq.clear();
+      for(Index i=0; i<m_roots.size(); ++i )
+      {
+        if( abs( m_roots[i].imag() ) < absImaginaryThreshold ){
+          bi_seq.push_back( m_roots[i].real() ); }
+      }
+    }
+
+  protected:
+    template<typename squaredNormBinaryPredicate>
+    inline const RootType& selectComplexRoot_withRespectToNorm( squaredNormBinaryPredicate& pred ) const
+    {
+      Index res=0;
+      RealScalar norm2 = numext::abs2( m_roots[0] );
+      for( Index i=1; i<m_roots.size(); ++i )
+      {
+        const RealScalar currNorm2 = numext::abs2( m_roots[i] );
+        if( pred( currNorm2, norm2 ) ){
+          res=i; norm2=currNorm2; }
+      }
+      return m_roots[res];
+    }
+
+  public:
+    /**
+     * \returns the complex root with greatest norm.
+     */
+    inline const RootType& greatestRoot() const
+    {
+      std::greater<Scalar> greater;
+      return selectComplexRoot_withRespectToNorm( greater );
+    }
+
+    /**
+     * \returns the complex root with smallest norm.
+     */
+    inline const RootType& smallestRoot() const
+    {
+      std::less<Scalar> less;
+      return selectComplexRoot_withRespectToNorm( less );
+    }
+
+  protected:
+    template<typename squaredRealPartBinaryPredicate>
+    inline const RealScalar& selectRealRoot_withRespectToAbsRealPart(
+        squaredRealPartBinaryPredicate& pred,
+        bool& hasArealRoot,
+        const RealScalar& absImaginaryThreshold = NumTraits<Scalar>::dummy_precision() ) const
+    {
+      using std::abs;
+      hasArealRoot = false;
+      Index res=0;
+      RealScalar abs2(0);
+
+      for( Index i=0; i<m_roots.size(); ++i )
+      {
+        if( abs( m_roots[i].imag() ) < absImaginaryThreshold )
+        {
+          if( !hasArealRoot )
+          {
+            hasArealRoot = true;
+            res = i;
+            abs2 = m_roots[i].real() * m_roots[i].real();
+          }
+          else
+          {
+            const RealScalar currAbs2 = m_roots[i].real() * m_roots[i].real();
+            if( pred( currAbs2, abs2 ) )
+            {
+              abs2 = currAbs2;
+              res = i;
+            }
+          }
+        }
+        else
+        {
+          if( abs( m_roots[i].imag() ) < abs( m_roots[res].imag() ) ){
+            res = i; }
+        }
+      }
+      return numext::real_ref(m_roots[res]);
+    }
+
+
+    template<typename RealPartBinaryPredicate>
+    inline const RealScalar& selectRealRoot_withRespectToRealPart(
+        RealPartBinaryPredicate& pred,
+        bool& hasArealRoot,
+        const RealScalar& absImaginaryThreshold = NumTraits<Scalar>::dummy_precision() ) const
+    {
+      using std::abs;
+      hasArealRoot = false;
+      Index res=0;
+      RealScalar val(0);
+
+      for( Index i=0; i<m_roots.size(); ++i )
+      {
+        if( abs( m_roots[i].imag() ) < absImaginaryThreshold )
+        {
+          if( !hasArealRoot )
+          {
+            hasArealRoot = true;
+            res = i;
+            val = m_roots[i].real();
+          }
+          else
+          {
+            const RealScalar curr = m_roots[i].real();
+            if( pred( curr, val ) )
+            {
+              val = curr;
+              res = i;
+            }
+          }
+        }
+        else
+        {
+          if( abs( m_roots[i].imag() ) < abs( m_roots[res].imag() ) ){
+            res = i; }
+        }
+      }
+      return numext::real_ref(m_roots[res]);
+    }
+
+  public:
+    /**
+     * \returns a real root with greatest absolute magnitude.
+     * A real root is defined as the real part of a complex root with absolute imaginary
+     * part smallest than absImaginaryThreshold.
+     * absImaginaryThreshold takes the dummy_precision associated
+     * with the _Scalar template parameter of the PolynomialSolver class as the default value.
+     * If no real root is found the boolean hasArealRoot is set to false and the real part of
+     * the root with smallest absolute imaginary part is returned instead.
+     *
+     * \param[out] hasArealRoot : boolean true if a real root is found according to the
+     *  absImaginaryThreshold criterion, false otherwise.
+     * \param[in] absImaginaryThreshold : threshold on the absolute imaginary part to decide
+     *  whether or not a root is real.
+     */
+    inline const RealScalar& absGreatestRealRoot(
+        bool& hasArealRoot,
+        const RealScalar& absImaginaryThreshold = NumTraits<Scalar>::dummy_precision() ) const
+    {
+      std::greater<Scalar> greater;
+      return selectRealRoot_withRespectToAbsRealPart( greater, hasArealRoot, absImaginaryThreshold );
+    }
+
+
+    /**
+     * \returns a real root with smallest absolute magnitude.
+     * A real root is defined as the real part of a complex root with absolute imaginary
+     * part smallest than absImaginaryThreshold.
+     * absImaginaryThreshold takes the dummy_precision associated
+     * with the _Scalar template parameter of the PolynomialSolver class as the default value.
+     * If no real root is found the boolean hasArealRoot is set to false and the real part of
+     * the root with smallest absolute imaginary part is returned instead.
+     *
+     * \param[out] hasArealRoot : boolean true if a real root is found according to the
+     *  absImaginaryThreshold criterion, false otherwise.
+     * \param[in] absImaginaryThreshold : threshold on the absolute imaginary part to decide
+     *  whether or not a root is real.
+     */
+    inline const RealScalar& absSmallestRealRoot(
+        bool& hasArealRoot,
+        const RealScalar& absImaginaryThreshold = NumTraits<Scalar>::dummy_precision() ) const
+    {
+      std::less<Scalar> less;
+      return selectRealRoot_withRespectToAbsRealPart( less, hasArealRoot, absImaginaryThreshold );
+    }
+
+
+    /**
+     * \returns the real root with greatest value.
+     * A real root is defined as the real part of a complex root with absolute imaginary
+     * part smallest than absImaginaryThreshold.
+     * absImaginaryThreshold takes the dummy_precision associated
+     * with the _Scalar template parameter of the PolynomialSolver class as the default value.
+     * If no real root is found the boolean hasArealRoot is set to false and the real part of
+     * the root with smallest absolute imaginary part is returned instead.
+     *
+     * \param[out] hasArealRoot : boolean true if a real root is found according to the
+     *  absImaginaryThreshold criterion, false otherwise.
+     * \param[in] absImaginaryThreshold : threshold on the absolute imaginary part to decide
+     *  whether or not a root is real.
+     */
+    inline const RealScalar& greatestRealRoot(
+        bool& hasArealRoot,
+        const RealScalar& absImaginaryThreshold = NumTraits<Scalar>::dummy_precision() ) const
+    {
+      std::greater<Scalar> greater;
+      return selectRealRoot_withRespectToRealPart( greater, hasArealRoot, absImaginaryThreshold );
+    }
+
+
+    /**
+     * \returns the real root with smallest value.
+     * A real root is defined as the real part of a complex root with absolute imaginary
+     * part smallest than absImaginaryThreshold.
+     * absImaginaryThreshold takes the dummy_precision associated
+     * with the _Scalar template parameter of the PolynomialSolver class as the default value.
+     * If no real root is found the boolean hasArealRoot is set to false and the real part of
+     * the root with smallest absolute imaginary part is returned instead.
+     *
+     * \param[out] hasArealRoot : boolean true if a real root is found according to the
+     *  absImaginaryThreshold criterion, false otherwise.
+     * \param[in] absImaginaryThreshold : threshold on the absolute imaginary part to decide
+     *  whether or not a root is real.
+     */
+    inline const RealScalar& smallestRealRoot(
+        bool& hasArealRoot,
+        const RealScalar& absImaginaryThreshold = NumTraits<Scalar>::dummy_precision() ) const
+    {
+      std::less<Scalar> less;
+      return selectRealRoot_withRespectToRealPart( less, hasArealRoot, absImaginaryThreshold );
+    }
+
+  protected:
+    RootsType               m_roots;
+};
+
+#define EIGEN_POLYNOMIAL_SOLVER_BASE_INHERITED_TYPES( BASE )  \
+  typedef typename BASE::Scalar                 Scalar;       \
+  typedef typename BASE::RealScalar             RealScalar;   \
+  typedef typename BASE::RootType               RootType;     \
+  typedef typename BASE::RootsType              RootsType;
+
+
+
+/** \ingroup Polynomials_Module
+  *
+  * \class PolynomialSolver
+  *
+  * \brief A polynomial solver
+  *
+  * Computes the complex roots of a real polynomial.
+  *
+  * \param _Scalar the scalar type, i.e., the type of the polynomial coefficients
+  * \param _Deg the degree of the polynomial, can be a compile time value or Dynamic.
+  *             Notice that the number of polynomial coefficients is _Deg+1.
+  *
+  * This class implements a polynomial solver and provides convenient methods such as
+  * - real roots,
+  * - greatest, smallest complex roots,
+  * - real roots with greatest, smallest absolute real value.
+  * - greatest, smallest real roots.
+  *
+  * WARNING: this polynomial solver is experimental, part of the unsupported Eigen modules.
+  *
+  *
+  * Currently a QR algorithm is used to compute the eigenvalues of the companion matrix of
+  * the polynomial to compute its roots.
+  * This supposes that the complex moduli of the roots are all distinct: e.g. there should
+  * be no multiple roots or conjugate roots for instance.
+  * With 32bit (float) floating types this problem shows up frequently.
+  * However, almost always, correct accuracy is reached even in these cases for 64bit
+  * (double) floating types and small polynomial degree (<20).
+  */
+template< typename _Scalar, int _Deg >
+class PolynomialSolver : public PolynomialSolverBase<_Scalar,_Deg>
+{
+  public:
+    EIGEN_MAKE_ALIGNED_OPERATOR_NEW_IF_VECTORIZABLE_FIXED_SIZE(_Scalar,_Deg==Dynamic ? Dynamic : _Deg)
+
+    typedef PolynomialSolverBase<_Scalar,_Deg>    PS_Base;
+    EIGEN_POLYNOMIAL_SOLVER_BASE_INHERITED_TYPES( PS_Base )
+
+    typedef Matrix<Scalar,_Deg,_Deg>                 CompanionMatrixType;
+    typedef EigenSolver<CompanionMatrixType>         EigenSolverType;
+
+  public:
+    /** Computes the complex roots of a new polynomial. */
+    template< typename OtherPolynomial >
+    void compute( const OtherPolynomial& poly )
+    {
+      eigen_assert( Scalar(0) != poly[poly.size()-1] );
+      eigen_assert( poly.size() > 1 );
+      if(poly.size() >  2 )
+      {
+        internal::companion<Scalar,_Deg> companion( poly );
+        companion.balance();
+        m_eigenSolver.compute( companion.denseMatrix() );
+        m_roots = m_eigenSolver.eigenvalues();
+      }
+      else if(poly.size () == 2)
+      {
+        m_roots.resize(1);
+        m_roots[0] = -poly[0]/poly[1];
+      }
+    }
+
+  public:
+    template< typename OtherPolynomial >
+    inline PolynomialSolver( const OtherPolynomial& poly ){
+      compute( poly ); }
+
+    inline PolynomialSolver(){}
+
+  protected:
+    using                   PS_Base::m_roots;
+    EigenSolverType         m_eigenSolver;
+};
+
+
+template< typename _Scalar >
+class PolynomialSolver<_Scalar,1> : public PolynomialSolverBase<_Scalar,1>
+{
+  public:
+    typedef PolynomialSolverBase<_Scalar,1>    PS_Base;
+    EIGEN_POLYNOMIAL_SOLVER_BASE_INHERITED_TYPES( PS_Base )
+
+  public:
+    /** Computes the complex roots of a new polynomial. */
+    template< typename OtherPolynomial >
+    void compute( const OtherPolynomial& poly )
+    {
+      eigen_assert( poly.size() == 2 );
+      eigen_assert( Scalar(0) != poly[1] );
+      m_roots[0] = -poly[0]/poly[1];
+    }
+
+  public:
+    template< typename OtherPolynomial >
+    inline PolynomialSolver( const OtherPolynomial& poly ){
+      compute( poly ); }
+
+    inline PolynomialSolver(){}
+
+  protected:
+    using                   PS_Base::m_roots;
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_POLYNOMIAL_SOLVER_H

external/include/eigen3/unsupported/Eigen/src/Polynomials/PolynomialUtils.h

@@ -0,0 +1,143 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2010 Manuel Yguel <manuel.yguel@gmail.com>
+//
+// 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_POLYNOMIAL_UTILS_H
+#define EIGEN_POLYNOMIAL_UTILS_H
+
+namespace Eigen { 
+
+/** \ingroup Polynomials_Module
+ * \returns the evaluation of the polynomial at x using Horner algorithm.
+ *
+ * \param[in] poly : the vector of coefficients of the polynomial ordered
+ *  by degrees i.e. poly[i] is the coefficient of degree i of the polynomial
+ *  e.g. \f$ 1 + 3x^2 \f$ is stored as a vector \f$ [ 1, 0, 3 ] \f$.
+ * \param[in] x : the value to evaluate the polynomial at.
+ *
+ * \note for stability:
+ *   \f$ |x| \le 1 \f$
+ */
+template <typename Polynomials, typename T>
+inline
+T poly_eval_horner( const Polynomials& poly, const T& x )
+{
+  T val=poly[poly.size()-1];
+  for(DenseIndex i=poly.size()-2; i>=0; --i ){
+    val = val*x + poly[i]; }
+  return val;
+}
+
+/** \ingroup Polynomials_Module
+ * \returns the evaluation of the polynomial at x using stabilized Horner algorithm.
+ *
+ * \param[in] poly : the vector of coefficients of the polynomial ordered
+ *  by degrees i.e. poly[i] is the coefficient of degree i of the polynomial
+ *  e.g. \f$ 1 + 3x^2 \f$ is stored as a vector \f$ [ 1, 0, 3 ] \f$.
+ * \param[in] x : the value to evaluate the polynomial at.
+ */
+template <typename Polynomials, typename T>
+inline
+T poly_eval( const Polynomials& poly, const T& x )
+{
+  typedef typename NumTraits<T>::Real Real;
+
+  if( numext::abs2( x ) <= Real(1) ){
+    return poly_eval_horner( poly, x ); }
+  else
+  {
+    T val=poly[0];
+    T inv_x = T(1)/x;
+    for( DenseIndex i=1; i<poly.size(); ++i ){
+      val = val*inv_x + poly[i]; }
+
+    return numext::pow(x,(T)(poly.size()-1)) * val;
+  }
+}
+
+/** \ingroup Polynomials_Module
+ * \returns a maximum bound for the absolute value of any root of the polynomial.
+ *
+ * \param[in] poly : the vector of coefficients of the polynomial ordered
+ *  by degrees i.e. poly[i] is the coefficient of degree i of the polynomial
+ *  e.g. \f$ 1 + 3x^2 \f$ is stored as a vector \f$ [ 1, 0, 3 ] \f$.
+ *
+ *  \pre
+ *   the leading coefficient of the input polynomial poly must be non zero
+ */
+template <typename Polynomial>
+inline
+typename NumTraits<typename Polynomial::Scalar>::Real cauchy_max_bound( const Polynomial& poly )
+{
+  using std::abs;
+  typedef typename Polynomial::Scalar Scalar;
+  typedef typename NumTraits<Scalar>::Real Real;
+
+  eigen_assert( Scalar(0) != poly[poly.size()-1] );
+  const Scalar inv_leading_coeff = Scalar(1)/poly[poly.size()-1];
+  Real cb(0);
+
+  for( DenseIndex i=0; i<poly.size()-1; ++i ){
+    cb += abs(poly[i]*inv_leading_coeff); }
+  return cb + Real(1);
+}
+
+/** \ingroup Polynomials_Module
+ * \returns a minimum bound for the absolute value of any non zero root of the polynomial.
+ * \param[in] poly : the vector of coefficients of the polynomial ordered
+ *  by degrees i.e. poly[i] is the coefficient of degree i of the polynomial
+ *  e.g. \f$ 1 + 3x^2 \f$ is stored as a vector \f$ [ 1, 0, 3 ] \f$.
+ */
+template <typename Polynomial>
+inline
+typename NumTraits<typename Polynomial::Scalar>::Real cauchy_min_bound( const Polynomial& poly )
+{
+  using std::abs;
+  typedef typename Polynomial::Scalar Scalar;
+  typedef typename NumTraits<Scalar>::Real Real;
+
+  DenseIndex i=0;
+  while( i<poly.size()-1 && Scalar(0) == poly(i) ){ ++i; }
+  if( poly.size()-1 == i ){
+    return Real(1); }
+
+  const Scalar inv_min_coeff = Scalar(1)/poly[i];
+  Real cb(1);
+  for( DenseIndex j=i+1; j<poly.size(); ++j ){
+    cb += abs(poly[j]*inv_min_coeff); }
+  return Real(1)/cb;
+}
+
+/** \ingroup Polynomials_Module
+ * Given the roots of a polynomial compute the coefficients in the
+ * monomial basis of the monic polynomial with same roots and minimal degree.
+ * If RootVector is a vector of complexes, Polynomial should also be a vector
+ * of complexes.
+ * \param[in] rv : a vector containing the roots of a polynomial.
+ * \param[out] poly : the vector of coefficients of the polynomial ordered
+ *  by degrees i.e. poly[i] is the coefficient of degree i of the polynomial
+ *  e.g. \f$ 3 + x^2 \f$ is stored as a vector \f$ [ 3, 0, 1 ] \f$.
+ */
+template <typename RootVector, typename Polynomial>
+void roots_to_monicPolynomial( const RootVector& rv, Polynomial& poly )
+{
+
+  typedef typename Polynomial::Scalar Scalar;
+
+  poly.setZero( rv.size()+1 );
+  poly[0] = -rv[0]; poly[1] = Scalar(1);
+  for( DenseIndex i=1; i< rv.size(); ++i )
+  {
+    for( DenseIndex j=i+1; j>0; --j ){ poly[j] = poly[j-1] - rv[i]*poly[j]; }
+    poly[0] = -rv[i]*poly[0];
+  }
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_POLYNOMIAL_UTILS_H

external/include/eigen3/unsupported/Eigen/src/Skyline/SkylineInplaceLU.h

@@ -0,0 +1,352 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008 Guillaume Saupin <guillaume.saupin@cea.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_SKYLINEINPLACELU_H
+#define EIGEN_SKYLINEINPLACELU_H
+
+namespace Eigen { 
+
+/** \ingroup Skyline_Module
+ *
+ * \class SkylineInplaceLU
+ *
+ * \brief Inplace LU decomposition of a skyline matrix and associated features
+ *
+ * \param MatrixType the type of the matrix of which we are computing the LU factorization
+ *
+ */
+template<typename MatrixType>
+class SkylineInplaceLU {
+protected:
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename MatrixType::Index Index;
+    
+    typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar;
+
+public:
+
+    /** Creates a LU object and compute the respective factorization of \a matrix using
+     * flags \a flags. */
+    SkylineInplaceLU(MatrixType& matrix, int flags = 0)
+    : /*m_matrix(matrix.rows(), matrix.cols()),*/ m_flags(flags), m_status(0), m_lu(matrix) {
+        m_precision = RealScalar(0.1) * Eigen::dummy_precision<RealScalar > ();
+        m_lu.IsRowMajor ? computeRowMajor() : compute();
+    }
+
+    /** Sets the relative threshold value used to prune zero coefficients during the decomposition.
+     *
+     * Setting a value greater than zero speeds up computation, and yields to an imcomplete
+     * factorization with fewer non zero coefficients. Such approximate factors are especially
+     * useful to initialize an iterative solver.
+     *
+     * Note that the exact meaning of this parameter might depends on the actual
+     * backend. Moreover, not all backends support this feature.
+     *
+     * \sa precision() */
+    void setPrecision(RealScalar v) {
+        m_precision = v;
+    }
+
+    /** \returns the current precision.
+     *
+     * \sa setPrecision() */
+    RealScalar precision() const {
+        return m_precision;
+    }
+
+    /** Sets the flags. Possible values are:
+     *  - CompleteFactorization
+     *  - IncompleteFactorization
+     *  - MemoryEfficient
+     *  - one of the ordering methods
+     *  - etc...
+     *
+     * \sa flags() */
+    void setFlags(int f) {
+        m_flags = f;
+    }
+
+    /** \returns the current flags */
+    int flags() const {
+        return m_flags;
+    }
+
+    void setOrderingMethod(int m) {
+        m_flags = m;
+    }
+
+    int orderingMethod() const {
+        return m_flags;
+    }
+
+    /** Computes/re-computes the LU factorization */
+    void compute();
+    void computeRowMajor();
+
+    /** \returns the lower triangular matrix L */
+    //inline const MatrixType& matrixL() const { return m_matrixL; }
+
+    /** \returns the upper triangular matrix U */
+    //inline const MatrixType& matrixU() const { return m_matrixU; }
+
+    template<typename BDerived, typename XDerived>
+    bool solve(const MatrixBase<BDerived> &b, MatrixBase<XDerived>* x,
+            const int transposed = 0) const;
+
+    /** \returns true if the factorization succeeded */
+    inline bool succeeded(void) const {
+        return m_succeeded;
+    }
+
+protected:
+    RealScalar m_precision;
+    int m_flags;
+    mutable int m_status;
+    bool m_succeeded;
+    MatrixType& m_lu;
+};
+
+/** Computes / recomputes the in place LU decomposition of the SkylineInplaceLU.
+ * using the default algorithm.
+ */
+template<typename MatrixType>
+//template<typename _Scalar>
+void SkylineInplaceLU<MatrixType>::compute() {
+    const size_t rows = m_lu.rows();
+    const size_t cols = m_lu.cols();
+
+    eigen_assert(rows == cols && "We do not (yet) support rectangular LU.");
+    eigen_assert(!m_lu.IsRowMajor && "LU decomposition does not work with rowMajor Storage");
+
+    for (Index row = 0; row < rows; row++) {
+        const double pivot = m_lu.coeffDiag(row);
+
+        //Lower matrix Columns update
+        const Index& col = row;
+        for (typename MatrixType::InnerLowerIterator lIt(m_lu, col); lIt; ++lIt) {
+            lIt.valueRef() /= pivot;
+        }
+
+        //Upper matrix update -> contiguous memory access
+        typename MatrixType::InnerLowerIterator lIt(m_lu, col);
+        for (Index rrow = row + 1; rrow < m_lu.rows(); rrow++) {
+            typename MatrixType::InnerUpperIterator uItPivot(m_lu, row);
+            typename MatrixType::InnerUpperIterator uIt(m_lu, rrow);
+            const double coef = lIt.value();
+
+            uItPivot += (rrow - row - 1);
+
+            //update upper part  -> contiguous memory access
+            for (++uItPivot; uIt && uItPivot;) {
+                uIt.valueRef() -= uItPivot.value() * coef;
+
+                ++uIt;
+                ++uItPivot;
+            }
+            ++lIt;
+        }
+
+        //Upper matrix update -> non contiguous memory access
+        typename MatrixType::InnerLowerIterator lIt3(m_lu, col);
+        for (Index rrow = row + 1; rrow < m_lu.rows(); rrow++) {
+            typename MatrixType::InnerUpperIterator uItPivot(m_lu, row);
+            const double coef = lIt3.value();
+
+            //update lower part ->  non contiguous memory access
+            for (Index i = 0; i < rrow - row - 1; i++) {
+                m_lu.coeffRefLower(rrow, row + i + 1) -= uItPivot.value() * coef;
+                ++uItPivot;
+            }
+            ++lIt3;
+        }
+        //update diag -> contiguous
+        typename MatrixType::InnerLowerIterator lIt2(m_lu, col);
+        for (Index rrow = row + 1; rrow < m_lu.rows(); rrow++) {
+
+            typename MatrixType::InnerUpperIterator uItPivot(m_lu, row);
+            typename MatrixType::InnerUpperIterator uIt(m_lu, rrow);
+            const double coef = lIt2.value();
+
+            uItPivot += (rrow - row - 1);
+            m_lu.coeffRefDiag(rrow) -= uItPivot.value() * coef;
+            ++lIt2;
+        }
+    }
+}
+
+template<typename MatrixType>
+void SkylineInplaceLU<MatrixType>::computeRowMajor() {
+    const size_t rows = m_lu.rows();
+    const size_t cols = m_lu.cols();
+
+    eigen_assert(rows == cols && "We do not (yet) support rectangular LU.");
+    eigen_assert(m_lu.IsRowMajor && "You're trying to apply rowMajor decomposition on a ColMajor matrix !");
+
+    for (Index row = 0; row < rows; row++) {
+        typename MatrixType::InnerLowerIterator llIt(m_lu, row);
+
+
+        for (Index col = llIt.col(); col < row; col++) {
+            if (m_lu.coeffExistLower(row, col)) {
+                const double diag = m_lu.coeffDiag(col);
+
+                typename MatrixType::InnerLowerIterator lIt(m_lu, row);
+                typename MatrixType::InnerUpperIterator uIt(m_lu, col);
+
+
+                const Index offset = lIt.col() - uIt.row();
+
+
+                Index stop = offset > 0 ? col - lIt.col() : col - uIt.row();
+
+                //#define VECTORIZE
+#ifdef VECTORIZE
+                Map<VectorXd > rowVal(lIt.valuePtr() + (offset > 0 ? 0 : -offset), stop);
+                Map<VectorXd > colVal(uIt.valuePtr() + (offset > 0 ? offset : 0), stop);
+
+
+                Scalar newCoeff = m_lu.coeffLower(row, col) - rowVal.dot(colVal);
+#else
+                if (offset > 0) //Skip zero value of lIt
+                    uIt += offset;
+                else //Skip zero values of uIt
+                    lIt += -offset;
+                Scalar newCoeff = m_lu.coeffLower(row, col);
+
+                for (Index k = 0; k < stop; ++k) {
+                    const Scalar tmp = newCoeff;
+                    newCoeff = tmp - lIt.value() * uIt.value();
+                    ++lIt;
+                    ++uIt;
+                }
+#endif
+
+                m_lu.coeffRefLower(row, col) = newCoeff / diag;
+            }
+        }
+
+        //Upper matrix update
+        const Index col = row;
+        typename MatrixType::InnerUpperIterator uuIt(m_lu, col);
+        for (Index rrow = uuIt.row(); rrow < col; rrow++) {
+
+            typename MatrixType::InnerLowerIterator lIt(m_lu, rrow);
+            typename MatrixType::InnerUpperIterator uIt(m_lu, col);
+            const Index offset = lIt.col() - uIt.row();
+
+            Index stop = offset > 0 ? rrow - lIt.col() : rrow - uIt.row();
+
+#ifdef VECTORIZE
+            Map<VectorXd > rowVal(lIt.valuePtr() + (offset > 0 ? 0 : -offset), stop);
+            Map<VectorXd > colVal(uIt.valuePtr() + (offset > 0 ? offset : 0), stop);
+
+            Scalar newCoeff = m_lu.coeffUpper(rrow, col) - rowVal.dot(colVal);
+#else
+            if (offset > 0) //Skip zero value of lIt
+                uIt += offset;
+            else //Skip zero values of uIt
+                lIt += -offset;
+            Scalar newCoeff = m_lu.coeffUpper(rrow, col);
+            for (Index k = 0; k < stop; ++k) {
+                const Scalar tmp = newCoeff;
+                newCoeff = tmp - lIt.value() * uIt.value();
+
+                ++lIt;
+                ++uIt;
+            }
+#endif
+            m_lu.coeffRefUpper(rrow, col) = newCoeff;
+        }
+
+
+        //Diag matrix update
+        typename MatrixType::InnerLowerIterator lIt(m_lu, row);
+        typename MatrixType::InnerUpperIterator uIt(m_lu, row);
+
+        const Index offset = lIt.col() - uIt.row();
+
+
+        Index stop = offset > 0 ? lIt.size() : uIt.size();
+#ifdef VECTORIZE
+        Map<VectorXd > rowVal(lIt.valuePtr() + (offset > 0 ? 0 : -offset), stop);
+        Map<VectorXd > colVal(uIt.valuePtr() + (offset > 0 ? offset : 0), stop);
+        Scalar newCoeff = m_lu.coeffDiag(row) - rowVal.dot(colVal);
+#else
+        if (offset > 0) //Skip zero value of lIt
+            uIt += offset;
+        else //Skip zero values of uIt
+            lIt += -offset;
+        Scalar newCoeff = m_lu.coeffDiag(row);
+        for (Index k = 0; k < stop; ++k) {
+            const Scalar tmp = newCoeff;
+            newCoeff = tmp - lIt.value() * uIt.value();
+            ++lIt;
+            ++uIt;
+        }
+#endif
+        m_lu.coeffRefDiag(row) = newCoeff;
+    }
+}
+
+/** Computes *x = U^-1 L^-1 b
+ *
+ * If \a transpose is set to SvTranspose or SvAdjoint, the solution
+ * of the transposed/adjoint system is computed instead.
+ *
+ * Not all backends implement the solution of the transposed or
+ * adjoint system.
+ */
+template<typename MatrixType>
+template<typename BDerived, typename XDerived>
+bool SkylineInplaceLU<MatrixType>::solve(const MatrixBase<BDerived> &b, MatrixBase<XDerived>* x, const int transposed) const {
+    const size_t rows = m_lu.rows();
+    const size_t cols = m_lu.cols();
+
+
+    for (Index row = 0; row < rows; row++) {
+        x->coeffRef(row) = b.coeff(row);
+        Scalar newVal = x->coeff(row);
+        typename MatrixType::InnerLowerIterator lIt(m_lu, row);
+
+        Index col = lIt.col();
+        while (lIt.col() < row) {
+
+            newVal -= x->coeff(col++) * lIt.value();
+            ++lIt;
+        }
+
+        x->coeffRef(row) = newVal;
+    }
+
+
+    for (Index col = rows - 1; col > 0; col--) {
+        x->coeffRef(col) = x->coeff(col) / m_lu.coeffDiag(col);
+
+        const Scalar x_col = x->coeff(col);
+
+        typename MatrixType::InnerUpperIterator uIt(m_lu, col);
+        uIt += uIt.size()-1;
+
+
+        while (uIt) {
+            x->coeffRef(uIt.row()) -= x_col * uIt.value();
+            //TODO : introduce --operator
+            uIt += -1;
+        }
+
+
+    }
+    x->coeffRef(0) = x->coeff(0) / m_lu.coeffDiag(0);
+
+    return true;
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_SKYLINELU_H

external/include/eigen3/unsupported/Eigen/src/Skyline/SkylineMatrix.h

@@ -0,0 +1,862 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2009 Guillaume Saupin <guillaume.saupin@cea.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_SKYLINEMATRIX_H
+#define EIGEN_SKYLINEMATRIX_H
+
+#include "SkylineStorage.h"
+#include "SkylineMatrixBase.h"
+
+namespace Eigen { 
+
+/** \ingroup Skyline_Module
+ *
+ * \class SkylineMatrix
+ *
+ * \brief The main skyline matrix class
+ *
+ * This class implements a skyline matrix using the very uncommon storage
+ * scheme.
+ *
+ * \param _Scalar the scalar type, i.e. the type of the coefficients
+ * \param _Options Union of bit flags controlling the storage scheme. Currently the only possibility
+ *                 is RowMajor. The default is 0 which means column-major.
+ *
+ *
+ */
+namespace internal {
+template<typename _Scalar, int _Options>
+struct traits<SkylineMatrix<_Scalar, _Options> > {
+    typedef _Scalar Scalar;
+    typedef Sparse StorageKind;
+
+    enum {
+        RowsAtCompileTime = Dynamic,
+        ColsAtCompileTime = Dynamic,
+        MaxRowsAtCompileTime = Dynamic,
+        MaxColsAtCompileTime = Dynamic,
+        Flags = SkylineBit | _Options,
+        CoeffReadCost = NumTraits<Scalar>::ReadCost,
+    };
+};
+}
+
+template<typename _Scalar, int _Options>
+class SkylineMatrix
+: public SkylineMatrixBase<SkylineMatrix<_Scalar, _Options> > {
+public:
+    EIGEN_SKYLINE_GENERIC_PUBLIC_INTERFACE(SkylineMatrix)
+    EIGEN_SKYLINE_INHERIT_ASSIGNMENT_OPERATOR(SkylineMatrix, +=)
+    EIGEN_SKYLINE_INHERIT_ASSIGNMENT_OPERATOR(SkylineMatrix, -=)
+
+    using Base::IsRowMajor;
+
+protected:
+
+    typedef SkylineMatrix<Scalar, (Flags&~RowMajorBit) | (IsRowMajor ? RowMajorBit : 0) > TransposedSkylineMatrix;
+
+    Index m_outerSize;
+    Index m_innerSize;
+
+public:
+    Index* m_colStartIndex;
+    Index* m_rowStartIndex;
+    SkylineStorage<Scalar> m_data;
+
+public:
+
+    inline Index rows() const {
+        return IsRowMajor ? m_outerSize : m_innerSize;
+    }
+
+    inline Index cols() const {
+        return IsRowMajor ? m_innerSize : m_outerSize;
+    }
+
+    inline Index innerSize() const {
+        return m_innerSize;
+    }
+
+    inline Index outerSize() const {
+        return m_outerSize;
+    }
+
+    inline Index upperNonZeros() const {
+        return m_data.upperSize();
+    }
+
+    inline Index lowerNonZeros() const {
+        return m_data.lowerSize();
+    }
+
+    inline Index upperNonZeros(Index j) const {
+        return m_colStartIndex[j + 1] - m_colStartIndex[j];
+    }
+
+    inline Index lowerNonZeros(Index j) const {
+        return m_rowStartIndex[j + 1] - m_rowStartIndex[j];
+    }
+
+    inline const Scalar* _diagPtr() const {
+        return &m_data.diag(0);
+    }
+
+    inline Scalar* _diagPtr() {
+        return &m_data.diag(0);
+    }
+
+    inline const Scalar* _upperPtr() const {
+        return &m_data.upper(0);
+    }
+
+    inline Scalar* _upperPtr() {
+        return &m_data.upper(0);
+    }
+
+    inline const Scalar* _lowerPtr() const {
+        return &m_data.lower(0);
+    }
+
+    inline Scalar* _lowerPtr() {
+        return &m_data.lower(0);
+    }
+
+    inline const Index* _upperProfilePtr() const {
+        return &m_data.upperProfile(0);
+    }
+
+    inline Index* _upperProfilePtr() {
+        return &m_data.upperProfile(0);
+    }
+
+    inline const Index* _lowerProfilePtr() const {
+        return &m_data.lowerProfile(0);
+    }
+
+    inline Index* _lowerProfilePtr() {
+        return &m_data.lowerProfile(0);
+    }
+
+    inline Scalar coeff(Index row, Index col) const {
+        const Index outer = IsRowMajor ? row : col;
+        const Index inner = IsRowMajor ? col : row;
+
+        eigen_assert(outer < outerSize());
+        eigen_assert(inner < innerSize());
+
+        if (outer == inner)
+            return this->m_data.diag(outer);
+
+        if (IsRowMajor) {
+            if (inner > outer) //upper matrix
+            {
+                const Index minOuterIndex = inner - m_data.upperProfile(inner);
+                if (outer >= minOuterIndex)
+                    return this->m_data.upper(m_colStartIndex[inner] + outer - (inner - m_data.upperProfile(inner)));
+                else
+                    return Scalar(0);
+            }
+            if (inner < outer) //lower matrix
+            {
+                const Index minInnerIndex = outer - m_data.lowerProfile(outer);
+                if (inner >= minInnerIndex)
+                    return this->m_data.lower(m_rowStartIndex[outer] + inner - (outer - m_data.lowerProfile(outer)));
+                else
+                    return Scalar(0);
+            }
+            return m_data.upper(m_colStartIndex[inner] + outer - inner);
+        } else {
+            if (outer > inner) //upper matrix
+            {
+                const Index maxOuterIndex = inner + m_data.upperProfile(inner);
+                if (outer <= maxOuterIndex)
+                    return this->m_data.upper(m_colStartIndex[inner] + (outer - inner));
+                else
+                    return Scalar(0);
+            }
+            if (outer < inner) //lower matrix
+            {
+                const Index maxInnerIndex = outer + m_data.lowerProfile(outer);
+
+                if (inner <= maxInnerIndex)
+                    return this->m_data.lower(m_rowStartIndex[outer] + (inner - outer));
+                else
+                    return Scalar(0);
+            }
+        }
+    }
+
+    inline Scalar& coeffRef(Index row, Index col) {
+        const Index outer = IsRowMajor ? row : col;
+        const Index inner = IsRowMajor ? col : row;
+
+        eigen_assert(outer < outerSize());
+        eigen_assert(inner < innerSize());
+
+        if (outer == inner)
+            return this->m_data.diag(outer);
+
+        if (IsRowMajor) {
+            if (col > row) //upper matrix
+            {
+                const Index minOuterIndex = inner - m_data.upperProfile(inner);
+                eigen_assert(outer >= minOuterIndex && "you try to acces a coeff that do not exist in the storage");
+                return this->m_data.upper(m_colStartIndex[inner] + outer - (inner - m_data.upperProfile(inner)));
+            }
+            if (col < row) //lower matrix
+            {
+                const Index minInnerIndex = outer - m_data.lowerProfile(outer);
+                eigen_assert(inner >= minInnerIndex && "you try to acces a coeff that do not exist in the storage");
+                return this->m_data.lower(m_rowStartIndex[outer] + inner - (outer - m_data.lowerProfile(outer)));
+            }
+        } else {
+            if (outer > inner) //upper matrix
+            {
+                const Index maxOuterIndex = inner + m_data.upperProfile(inner);
+                eigen_assert(outer <= maxOuterIndex && "you try to acces a coeff that do not exist in the storage");
+                return this->m_data.upper(m_colStartIndex[inner] + (outer - inner));
+            }
+            if (outer < inner) //lower matrix
+            {
+                const Index maxInnerIndex = outer + m_data.lowerProfile(outer);
+                eigen_assert(inner <= maxInnerIndex && "you try to acces a coeff that do not exist in the storage");
+                return this->m_data.lower(m_rowStartIndex[outer] + (inner - outer));
+            }
+        }
+    }
+
+    inline Scalar coeffDiag(Index idx) const {
+        eigen_assert(idx < outerSize());
+        eigen_assert(idx < innerSize());
+        return this->m_data.diag(idx);
+    }
+
+    inline Scalar coeffLower(Index row, Index col) const {
+        const Index outer = IsRowMajor ? row : col;
+        const Index inner = IsRowMajor ? col : row;
+
+        eigen_assert(outer < outerSize());
+        eigen_assert(inner < innerSize());
+        eigen_assert(inner != outer);
+
+        if (IsRowMajor) {
+            const Index minInnerIndex = outer - m_data.lowerProfile(outer);
+            if (inner >= minInnerIndex)
+                return this->m_data.lower(m_rowStartIndex[outer] + inner - (outer - m_data.lowerProfile(outer)));
+            else
+                return Scalar(0);
+
+        } else {
+            const Index maxInnerIndex = outer + m_data.lowerProfile(outer);
+            if (inner <= maxInnerIndex)
+                return this->m_data.lower(m_rowStartIndex[outer] + (inner - outer));
+            else
+                return Scalar(0);
+        }
+    }
+
+    inline Scalar coeffUpper(Index row, Index col) const {
+        const Index outer = IsRowMajor ? row : col;
+        const Index inner = IsRowMajor ? col : row;
+
+        eigen_assert(outer < outerSize());
+        eigen_assert(inner < innerSize());
+        eigen_assert(inner != outer);
+
+        if (IsRowMajor) {
+            const Index minOuterIndex = inner - m_data.upperProfile(inner);
+            if (outer >= minOuterIndex)
+                return this->m_data.upper(m_colStartIndex[inner] + outer - (inner - m_data.upperProfile(inner)));
+            else
+                return Scalar(0);
+        } else {
+            const Index maxOuterIndex = inner + m_data.upperProfile(inner);
+            if (outer <= maxOuterIndex)
+                return this->m_data.upper(m_colStartIndex[inner] + (outer - inner));
+            else
+                return Scalar(0);
+        }
+    }
+
+    inline Scalar& coeffRefDiag(Index idx) {
+        eigen_assert(idx < outerSize());
+        eigen_assert(idx < innerSize());
+        return this->m_data.diag(idx);
+    }
+
+    inline Scalar& coeffRefLower(Index row, Index col) {
+        const Index outer = IsRowMajor ? row : col;
+        const Index inner = IsRowMajor ? col : row;
+
+        eigen_assert(outer < outerSize());
+        eigen_assert(inner < innerSize());
+        eigen_assert(inner != outer);
+
+        if (IsRowMajor) {
+            const Index minInnerIndex = outer - m_data.lowerProfile(outer);
+            eigen_assert(inner >= minInnerIndex && "you try to acces a coeff that do not exist in the storage");
+            return this->m_data.lower(m_rowStartIndex[outer] + inner - (outer - m_data.lowerProfile(outer)));
+        } else {
+            const Index maxInnerIndex = outer + m_data.lowerProfile(outer);
+            eigen_assert(inner <= maxInnerIndex && "you try to acces a coeff that do not exist in the storage");
+            return this->m_data.lower(m_rowStartIndex[outer] + (inner - outer));
+        }
+    }
+
+    inline bool coeffExistLower(Index row, Index col) {
+        const Index outer = IsRowMajor ? row : col;
+        const Index inner = IsRowMajor ? col : row;
+
+        eigen_assert(outer < outerSize());
+        eigen_assert(inner < innerSize());
+        eigen_assert(inner != outer);
+
+        if (IsRowMajor) {
+            const Index minInnerIndex = outer - m_data.lowerProfile(outer);
+            return inner >= minInnerIndex;
+        } else {
+            const Index maxInnerIndex = outer + m_data.lowerProfile(outer);
+            return inner <= maxInnerIndex;
+        }
+    }
+
+    inline Scalar& coeffRefUpper(Index row, Index col) {
+        const Index outer = IsRowMajor ? row : col;
+        const Index inner = IsRowMajor ? col : row;
+
+        eigen_assert(outer < outerSize());
+        eigen_assert(inner < innerSize());
+        eigen_assert(inner != outer);
+
+        if (IsRowMajor) {
+            const Index minOuterIndex = inner - m_data.upperProfile(inner);
+            eigen_assert(outer >= minOuterIndex && "you try to acces a coeff that do not exist in the storage");
+            return this->m_data.upper(m_colStartIndex[inner] + outer - (inner - m_data.upperProfile(inner)));
+        } else {
+            const Index maxOuterIndex = inner + m_data.upperProfile(inner);
+            eigen_assert(outer <= maxOuterIndex && "you try to acces a coeff that do not exist in the storage");
+            return this->m_data.upper(m_colStartIndex[inner] + (outer - inner));
+        }
+    }
+
+    inline bool coeffExistUpper(Index row, Index col) {
+        const Index outer = IsRowMajor ? row : col;
+        const Index inner = IsRowMajor ? col : row;
+
+        eigen_assert(outer < outerSize());
+        eigen_assert(inner < innerSize());
+        eigen_assert(inner != outer);
+
+        if (IsRowMajor) {
+            const Index minOuterIndex = inner - m_data.upperProfile(inner);
+            return outer >= minOuterIndex;
+        } else {
+            const Index maxOuterIndex = inner + m_data.upperProfile(inner);
+            return outer <= maxOuterIndex;
+        }
+    }
+
+
+protected:
+
+public:
+    class InnerUpperIterator;
+    class InnerLowerIterator;
+
+    class OuterUpperIterator;
+    class OuterLowerIterator;
+
+    /** Removes all non zeros */
+    inline void setZero() {
+        m_data.clear();
+        memset(m_colStartIndex, 0, (m_outerSize + 1) * sizeof (Index));
+        memset(m_rowStartIndex, 0, (m_outerSize + 1) * sizeof (Index));
+    }
+
+    /** \returns the number of non zero coefficients */
+    inline Index nonZeros() const {
+        return m_data.diagSize() + m_data.upperSize() + m_data.lowerSize();
+    }
+
+    /** Preallocates \a reserveSize non zeros */
+    inline void reserve(Index reserveSize, Index reserveUpperSize, Index reserveLowerSize) {
+        m_data.reserve(reserveSize, reserveUpperSize, reserveLowerSize);
+    }
+
+    /** \returns a reference to a novel non zero coefficient with coordinates \a row x \a col.
+
+     *
+     * \warning This function can be extremely slow if the non zero coefficients
+     * are not inserted in a coherent order.
+     *
+     * After an insertion session, you should call the finalize() function.
+     */
+    EIGEN_DONT_INLINE Scalar & insert(Index row, Index col) {
+        const Index outer = IsRowMajor ? row : col;
+        const Index inner = IsRowMajor ? col : row;
+
+        eigen_assert(outer < outerSize());
+        eigen_assert(inner < innerSize());
+
+        if (outer == inner)
+            return m_data.diag(col);
+
+        if (IsRowMajor) {
+            if (outer < inner) //upper matrix
+            {
+                Index minOuterIndex = 0;
+                minOuterIndex = inner - m_data.upperProfile(inner);
+
+                if (outer < minOuterIndex) //The value does not yet exist
+                {
+                    const Index previousProfile = m_data.upperProfile(inner);
+
+                    m_data.upperProfile(inner) = inner - outer;
+
+
+                    const Index bandIncrement = m_data.upperProfile(inner) - previousProfile;
+                    //shift data stored after this new one
+                    const Index stop = m_colStartIndex[cols()];
+                    const Index start = m_colStartIndex[inner];
+
+
+                    for (Index innerIdx = stop; innerIdx >= start; innerIdx--) {
+                        m_data.upper(innerIdx + bandIncrement) = m_data.upper(innerIdx);
+                    }
+
+                    for (Index innerIdx = cols(); innerIdx > inner; innerIdx--) {
+                        m_colStartIndex[innerIdx] += bandIncrement;
+                    }
+
+                    //zeros new data
+                    memset(this->_upperPtr() + start, 0, (bandIncrement - 1) * sizeof (Scalar));
+
+                    return m_data.upper(m_colStartIndex[inner]);
+                } else {
+                    return m_data.upper(m_colStartIndex[inner] + outer - (inner - m_data.upperProfile(inner)));
+                }
+            }
+
+            if (outer > inner) //lower matrix
+            {
+                const Index minInnerIndex = outer - m_data.lowerProfile(outer);
+                if (inner < minInnerIndex) //The value does not yet exist
+                {
+                    const Index previousProfile = m_data.lowerProfile(outer);
+                    m_data.lowerProfile(outer) = outer - inner;
+
+                    const Index bandIncrement = m_data.lowerProfile(outer) - previousProfile;
+                    //shift data stored after this new one
+                    const Index stop = m_rowStartIndex[rows()];
+                    const Index start = m_rowStartIndex[outer];
+
+
+                    for (Index innerIdx = stop; innerIdx >= start; innerIdx--) {
+                        m_data.lower(innerIdx + bandIncrement) = m_data.lower(innerIdx);
+                    }
+
+                    for (Index innerIdx = rows(); innerIdx > outer; innerIdx--) {
+                        m_rowStartIndex[innerIdx] += bandIncrement;
+                    }
+
+                    //zeros new data
+                    memset(this->_lowerPtr() + start, 0, (bandIncrement - 1) * sizeof (Scalar));
+                    return m_data.lower(m_rowStartIndex[outer]);
+                } else {
+                    return m_data.lower(m_rowStartIndex[outer] + inner - (outer - m_data.lowerProfile(outer)));
+                }
+            }
+        } else {
+            if (outer > inner) //upper matrix
+            {
+                const Index maxOuterIndex = inner + m_data.upperProfile(inner);
+                if (outer > maxOuterIndex) //The value does not yet exist
+                {
+                    const Index previousProfile = m_data.upperProfile(inner);
+                    m_data.upperProfile(inner) = outer - inner;
+
+                    const Index bandIncrement = m_data.upperProfile(inner) - previousProfile;
+                    //shift data stored after this new one
+                    const Index stop = m_rowStartIndex[rows()];
+                    const Index start = m_rowStartIndex[inner + 1];
+
+                    for (Index innerIdx = stop; innerIdx >= start; innerIdx--) {
+                        m_data.upper(innerIdx + bandIncrement) = m_data.upper(innerIdx);
+                    }
+
+                    for (Index innerIdx = inner + 1; innerIdx < outerSize() + 1; innerIdx++) {
+                        m_rowStartIndex[innerIdx] += bandIncrement;
+                    }
+                    memset(this->_upperPtr() + m_rowStartIndex[inner] + previousProfile + 1, 0, (bandIncrement - 1) * sizeof (Scalar));
+                    return m_data.upper(m_rowStartIndex[inner] + m_data.upperProfile(inner));
+                } else {
+                    return m_data.upper(m_rowStartIndex[inner] + (outer - inner));
+                }
+            }
+
+            if (outer < inner) //lower matrix
+            {
+                const Index maxInnerIndex = outer + m_data.lowerProfile(outer);
+                if (inner > maxInnerIndex) //The value does not yet exist
+                {
+                    const Index previousProfile = m_data.lowerProfile(outer);
+                    m_data.lowerProfile(outer) = inner - outer;
+
+                    const Index bandIncrement = m_data.lowerProfile(outer) - previousProfile;
+                    //shift data stored after this new one
+                    const Index stop = m_colStartIndex[cols()];
+                    const Index start = m_colStartIndex[outer + 1];
+
+                    for (Index innerIdx = stop; innerIdx >= start; innerIdx--) {
+                        m_data.lower(innerIdx + bandIncrement) = m_data.lower(innerIdx);
+                    }
+
+                    for (Index innerIdx = outer + 1; innerIdx < outerSize() + 1; innerIdx++) {
+                        m_colStartIndex[innerIdx] += bandIncrement;
+                    }
+                    memset(this->_lowerPtr() + m_colStartIndex[outer] + previousProfile + 1, 0, (bandIncrement - 1) * sizeof (Scalar));
+                    return m_data.lower(m_colStartIndex[outer] + m_data.lowerProfile(outer));
+                } else {
+                    return m_data.lower(m_colStartIndex[outer] + (inner - outer));
+                }
+            }
+        }
+    }
+
+    /** Must be called after inserting a set of non zero entries.
+     */
+    inline void finalize() {
+        if (IsRowMajor) {
+            if (rows() > cols())
+                m_data.resize(cols(), cols(), rows(), m_colStartIndex[cols()] + 1, m_rowStartIndex[rows()] + 1);
+            else
+                m_data.resize(rows(), cols(), rows(), m_colStartIndex[cols()] + 1, m_rowStartIndex[rows()] + 1);
+
+            //            eigen_assert(rows() == cols() && "memory reorganisatrion only works with suare matrix");
+            //
+            //            Scalar* newArray = new Scalar[m_colStartIndex[cols()] + 1 + m_rowStartIndex[rows()] + 1];
+            //            Index dataIdx = 0;
+            //            for (Index row = 0; row < rows(); row++) {
+            //
+            //                const Index nbLowerElts = m_rowStartIndex[row + 1] - m_rowStartIndex[row];
+            //                //                std::cout << "nbLowerElts" << nbLowerElts << std::endl;
+            //                memcpy(newArray + dataIdx, m_data.m_lower + m_rowStartIndex[row], nbLowerElts * sizeof (Scalar));
+            //                m_rowStartIndex[row] = dataIdx;
+            //                dataIdx += nbLowerElts;
+            //
+            //                const Index nbUpperElts = m_colStartIndex[row + 1] - m_colStartIndex[row];
+            //                memcpy(newArray + dataIdx, m_data.m_upper + m_colStartIndex[row], nbUpperElts * sizeof (Scalar));
+            //                m_colStartIndex[row] = dataIdx;
+            //                dataIdx += nbUpperElts;
+            //
+            //
+            //            }
+            //            //todo : don't access m_data profile directly : add an accessor from SkylineMatrix
+            //            m_rowStartIndex[rows()] = m_rowStartIndex[rows()-1] + m_data.lowerProfile(rows()-1);
+            //            m_colStartIndex[cols()] = m_colStartIndex[cols()-1] + m_data.upperProfile(cols()-1);
+            //
+            //            delete[] m_data.m_lower;
+            //            delete[] m_data.m_upper;
+            //
+            //            m_data.m_lower = newArray;
+            //            m_data.m_upper = newArray;
+        } else {
+            if (rows() > cols())
+                m_data.resize(cols(), rows(), cols(), m_rowStartIndex[cols()] + 1, m_colStartIndex[cols()] + 1);
+            else
+                m_data.resize(rows(), rows(), cols(), m_rowStartIndex[rows()] + 1, m_colStartIndex[rows()] + 1);
+        }
+    }
+
+    inline void squeeze() {
+        finalize();
+        m_data.squeeze();
+    }
+
+    void prune(Scalar reference, RealScalar epsilon = dummy_precision<RealScalar > ()) {
+        //TODO
+    }
+
+    /** Resizes the matrix to a \a rows x \a cols matrix and initializes it to zero
+     * \sa resizeNonZeros(Index), reserve(), setZero()
+     */
+    void resize(size_t rows, size_t cols) {
+        const Index diagSize = rows > cols ? cols : rows;
+        m_innerSize = IsRowMajor ? cols : rows;
+
+        eigen_assert(rows == cols && "Skyline matrix must be square matrix");
+
+        if (diagSize % 2) { // diagSize is odd
+            const Index k = (diagSize - 1) / 2;
+
+            m_data.resize(diagSize, IsRowMajor ? cols : rows, IsRowMajor ? rows : cols,
+                    2 * k * k + k + 1,
+                    2 * k * k + k + 1);
+
+        } else // diagSize is even
+        {
+            const Index k = diagSize / 2;
+            m_data.resize(diagSize, IsRowMajor ? cols : rows, IsRowMajor ? rows : cols,
+                    2 * k * k - k + 1,
+                    2 * k * k - k + 1);
+        }
+
+        if (m_colStartIndex && m_rowStartIndex) {
+            delete[] m_colStartIndex;
+            delete[] m_rowStartIndex;
+        }
+        m_colStartIndex = new Index [cols + 1];
+        m_rowStartIndex = new Index [rows + 1];
+        m_outerSize = diagSize;
+
+        m_data.reset();
+        m_data.clear();
+
+        m_outerSize = diagSize;
+        memset(m_colStartIndex, 0, (cols + 1) * sizeof (Index));
+        memset(m_rowStartIndex, 0, (rows + 1) * sizeof (Index));
+    }
+
+    void resizeNonZeros(Index size) {
+        m_data.resize(size);
+    }
+
+    inline SkylineMatrix()
+    : m_outerSize(-1), m_innerSize(0), m_colStartIndex(0), m_rowStartIndex(0) {
+        resize(0, 0);
+    }
+
+    inline SkylineMatrix(size_t rows, size_t cols)
+    : m_outerSize(0), m_innerSize(0), m_colStartIndex(0), m_rowStartIndex(0) {
+        resize(rows, cols);
+    }
+
+    template<typename OtherDerived>
+    inline SkylineMatrix(const SkylineMatrixBase<OtherDerived>& other)
+    : m_outerSize(0), m_innerSize(0), m_colStartIndex(0), m_rowStartIndex(0) {
+        *this = other.derived();
+    }
+
+    inline SkylineMatrix(const SkylineMatrix & other)
+    : Base(), m_outerSize(0), m_innerSize(0), m_colStartIndex(0), m_rowStartIndex(0) {
+        *this = other.derived();
+    }
+
+    inline void swap(SkylineMatrix & other) {
+        //EIGEN_DBG_SKYLINE(std::cout << "SkylineMatrix:: swap\n");
+        std::swap(m_colStartIndex, other.m_colStartIndex);
+        std::swap(m_rowStartIndex, other.m_rowStartIndex);
+        std::swap(m_innerSize, other.m_innerSize);
+        std::swap(m_outerSize, other.m_outerSize);
+        m_data.swap(other.m_data);
+    }
+
+    inline SkylineMatrix & operator=(const SkylineMatrix & other) {
+        std::cout << "SkylineMatrix& operator=(const SkylineMatrix& other)\n";
+        if (other.isRValue()) {
+            swap(other.const_cast_derived());
+        } else {
+            resize(other.rows(), other.cols());
+            memcpy(m_colStartIndex, other.m_colStartIndex, (m_outerSize + 1) * sizeof (Index));
+            memcpy(m_rowStartIndex, other.m_rowStartIndex, (m_outerSize + 1) * sizeof (Index));
+            m_data = other.m_data;
+        }
+        return *this;
+    }
+
+    template<typename OtherDerived>
+            inline SkylineMatrix & operator=(const SkylineMatrixBase<OtherDerived>& other) {
+        const bool needToTranspose = (Flags & RowMajorBit) != (OtherDerived::Flags & RowMajorBit);
+        if (needToTranspose) {
+            //         TODO
+            //            return *this;
+        } else {
+            // there is no special optimization
+            return SkylineMatrixBase<SkylineMatrix>::operator=(other.derived());
+        }
+    }
+
+    friend std::ostream & operator <<(std::ostream & s, const SkylineMatrix & m) {
+
+        EIGEN_DBG_SKYLINE(
+        std::cout << "upper elements : " << std::endl;
+        for (Index i = 0; i < m.m_data.upperSize(); i++)
+            std::cout << m.m_data.upper(i) << "\t";
+        std::cout << std::endl;
+        std::cout << "upper profile : " << std::endl;
+        for (Index i = 0; i < m.m_data.upperProfileSize(); i++)
+            std::cout << m.m_data.upperProfile(i) << "\t";
+        std::cout << std::endl;
+        std::cout << "lower startIdx : " << std::endl;
+        for (Index i = 0; i < m.m_data.upperProfileSize(); i++)
+            std::cout << (IsRowMajor ? m.m_colStartIndex[i] : m.m_rowStartIndex[i]) << "\t";
+        std::cout << std::endl;
+
+
+        std::cout << "lower elements : " << std::endl;
+        for (Index i = 0; i < m.m_data.lowerSize(); i++)
+            std::cout << m.m_data.lower(i) << "\t";
+        std::cout << std::endl;
+        std::cout << "lower profile : " << std::endl;
+        for (Index i = 0; i < m.m_data.lowerProfileSize(); i++)
+            std::cout << m.m_data.lowerProfile(i) << "\t";
+        std::cout << std::endl;
+        std::cout << "lower startIdx : " << std::endl;
+        for (Index i = 0; i < m.m_data.lowerProfileSize(); i++)
+            std::cout << (IsRowMajor ? m.m_rowStartIndex[i] : m.m_colStartIndex[i]) << "\t";
+        std::cout << std::endl;
+        );
+        for (Index rowIdx = 0; rowIdx < m.rows(); rowIdx++) {
+            for (Index colIdx = 0; colIdx < m.cols(); colIdx++) {
+                s << m.coeff(rowIdx, colIdx) << "\t";
+            }
+            s << std::endl;
+        }
+        return s;
+    }
+
+    /** Destructor */
+    inline ~SkylineMatrix() {
+        delete[] m_colStartIndex;
+        delete[] m_rowStartIndex;
+    }
+
+    /** Overloaded for performance */
+    Scalar sum() const;
+};
+
+template<typename Scalar, int _Options>
+class SkylineMatrix<Scalar, _Options>::InnerUpperIterator {
+public:
+
+    InnerUpperIterator(const SkylineMatrix& mat, Index outer)
+    : m_matrix(mat), m_outer(outer),
+    m_id(_Options == RowMajor ? mat.m_colStartIndex[outer] : mat.m_rowStartIndex[outer] + 1),
+    m_start(m_id),
+    m_end(_Options == RowMajor ? mat.m_colStartIndex[outer + 1] : mat.m_rowStartIndex[outer + 1] + 1) {
+    }
+
+    inline InnerUpperIterator & operator++() {
+        m_id++;
+        return *this;
+    }
+
+    inline InnerUpperIterator & operator+=(Index shift) {
+        m_id += shift;
+        return *this;
+    }
+
+    inline Scalar value() const {
+        return m_matrix.m_data.upper(m_id);
+    }
+
+    inline Scalar* valuePtr() {
+        return const_cast<Scalar*> (&(m_matrix.m_data.upper(m_id)));
+    }
+
+    inline Scalar& valueRef() {
+        return const_cast<Scalar&> (m_matrix.m_data.upper(m_id));
+    }
+
+    inline Index index() const {
+        return IsRowMajor ? m_outer - m_matrix.m_data.upperProfile(m_outer) + (m_id - m_start) :
+                m_outer + (m_id - m_start) + 1;
+    }
+
+    inline Index row() const {
+        return IsRowMajor ? index() : m_outer;
+    }
+
+    inline Index col() const {
+        return IsRowMajor ? m_outer : index();
+    }
+
+    inline size_t size() const {
+        return m_matrix.m_data.upperProfile(m_outer);
+    }
+
+    inline operator bool() const {
+        return (m_id < m_end) && (m_id >= m_start);
+    }
+
+protected:
+    const SkylineMatrix& m_matrix;
+    const Index m_outer;
+    Index m_id;
+    const Index m_start;
+    const Index m_end;
+};
+
+template<typename Scalar, int _Options>
+class SkylineMatrix<Scalar, _Options>::InnerLowerIterator {
+public:
+
+    InnerLowerIterator(const SkylineMatrix& mat, Index outer)
+    : m_matrix(mat),
+    m_outer(outer),
+    m_id(_Options == RowMajor ? mat.m_rowStartIndex[outer] : mat.m_colStartIndex[outer] + 1),
+    m_start(m_id),
+    m_end(_Options == RowMajor ? mat.m_rowStartIndex[outer + 1] : mat.m_colStartIndex[outer + 1] + 1) {
+    }
+
+    inline InnerLowerIterator & operator++() {
+        m_id++;
+        return *this;
+    }
+
+    inline InnerLowerIterator & operator+=(Index shift) {
+        m_id += shift;
+        return *this;
+    }
+
+    inline Scalar value() const {
+        return m_matrix.m_data.lower(m_id);
+    }
+
+    inline Scalar* valuePtr() {
+        return const_cast<Scalar*> (&(m_matrix.m_data.lower(m_id)));
+    }
+
+    inline Scalar& valueRef() {
+        return const_cast<Scalar&> (m_matrix.m_data.lower(m_id));
+    }
+
+    inline Index index() const {
+        return IsRowMajor ? m_outer - m_matrix.m_data.lowerProfile(m_outer) + (m_id - m_start) :
+                m_outer + (m_id - m_start) + 1;
+        ;
+    }
+
+    inline Index row() const {
+        return IsRowMajor ? m_outer : index();
+    }
+
+    inline Index col() const {
+        return IsRowMajor ? index() : m_outer;
+    }
+
+    inline size_t size() const {
+        return m_matrix.m_data.lowerProfile(m_outer);
+    }
+
+    inline operator bool() const {
+        return (m_id < m_end) && (m_id >= m_start);
+    }
+
+protected:
+    const SkylineMatrix& m_matrix;
+    const Index m_outer;
+    Index m_id;
+    const Index m_start;
+    const Index m_end;
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_SkylineMatrix_H

external/include/eigen3/unsupported/Eigen/src/Skyline/SkylineMatrixBase.h

@@ -0,0 +1,212 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2009 Guillaume Saupin <guillaume.saupin@cea.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_SKYLINEMATRIXBASE_H
+#define EIGEN_SKYLINEMATRIXBASE_H
+
+#include "SkylineUtil.h"
+
+namespace Eigen { 
+
+/** \ingroup Skyline_Module
+ *
+ * \class SkylineMatrixBase
+ *
+ * \brief Base class of any skyline matrices or skyline expressions
+ *
+ * \param Derived
+ *
+ */
+template<typename Derived> class SkylineMatrixBase : public EigenBase<Derived> {
+public:
+
+    typedef typename internal::traits<Derived>::Scalar Scalar;
+    typedef typename internal::traits<Derived>::StorageKind StorageKind;
+    typedef typename internal::index<StorageKind>::type Index;
+
+    enum {
+        RowsAtCompileTime = internal::traits<Derived>::RowsAtCompileTime,
+        /**< The number of rows at compile-time. This is just a copy of the value provided
+         * by the \a Derived type. If a value is not known at compile-time,
+         * it is set to the \a Dynamic constant.
+         * \sa MatrixBase::rows(), MatrixBase::cols(), ColsAtCompileTime, SizeAtCompileTime */
+
+        ColsAtCompileTime = internal::traits<Derived>::ColsAtCompileTime,
+        /**< The number of columns at compile-time. This is just a copy of the value provided
+         * by the \a Derived type. If a value is not known at compile-time,
+         * it is set to the \a Dynamic constant.
+         * \sa MatrixBase::rows(), MatrixBase::cols(), RowsAtCompileTime, SizeAtCompileTime */
+
+
+        SizeAtCompileTime = (internal::size_at_compile_time<internal::traits<Derived>::RowsAtCompileTime,
+        internal::traits<Derived>::ColsAtCompileTime>::ret),
+        /**< This is equal to the number of coefficients, i.e. the number of
+         * rows times the number of columns, or to \a Dynamic if this is not
+         * known at compile-time. \sa RowsAtCompileTime, ColsAtCompileTime */
+
+        MaxRowsAtCompileTime = RowsAtCompileTime,
+        MaxColsAtCompileTime = ColsAtCompileTime,
+
+        MaxSizeAtCompileTime = (internal::size_at_compile_time<MaxRowsAtCompileTime,
+        MaxColsAtCompileTime>::ret),
+
+        IsVectorAtCompileTime = RowsAtCompileTime == 1 || ColsAtCompileTime == 1,
+        /**< This is set to true if either the number of rows or the number of
+         * columns is known at compile-time to be equal to 1. Indeed, in that case,
+         * we are dealing with a column-vector (if there is only one column) or with
+         * a row-vector (if there is only one row). */
+
+        Flags = internal::traits<Derived>::Flags,
+        /**< This stores expression \ref flags flags which may or may not be inherited by new expressions
+         * constructed from this one. See the \ref flags "list of flags".
+         */
+
+        CoeffReadCost = internal::traits<Derived>::CoeffReadCost,
+        /**< This is a rough measure of how expensive it is to read one coefficient from
+         * this expression.
+         */
+
+        IsRowMajor = Flags & RowMajorBit ? 1 : 0
+    };
+
+#ifndef EIGEN_PARSED_BY_DOXYGEN
+    /** This is the "real scalar" type; if the \a Scalar type is already real numbers
+     * (e.g. int, float or double) then \a RealScalar is just the same as \a Scalar. If
+     * \a Scalar is \a std::complex<T> then RealScalar is \a T.
+     *
+     * \sa class NumTraits
+     */
+    typedef typename NumTraits<Scalar>::Real RealScalar;
+
+    /** type of the equivalent square matrix */
+    typedef Matrix<Scalar, EIGEN_SIZE_MAX(RowsAtCompileTime, ColsAtCompileTime),
+                           EIGEN_SIZE_MAX(RowsAtCompileTime, ColsAtCompileTime) > SquareMatrixType;
+
+    inline const Derived& derived() const {
+        return *static_cast<const Derived*> (this);
+    }
+
+    inline Derived& derived() {
+        return *static_cast<Derived*> (this);
+    }
+
+    inline Derived& const_cast_derived() const {
+        return *static_cast<Derived*> (const_cast<SkylineMatrixBase*> (this));
+    }
+#endif // not EIGEN_PARSED_BY_DOXYGEN
+
+    /** \returns the number of rows. \sa cols(), RowsAtCompileTime */
+    inline Index rows() const {
+        return derived().rows();
+    }
+
+    /** \returns the number of columns. \sa rows(), ColsAtCompileTime*/
+    inline Index cols() const {
+        return derived().cols();
+    }
+
+    /** \returns the number of coefficients, which is \a rows()*cols().
+     * \sa rows(), cols(), SizeAtCompileTime. */
+    inline Index size() const {
+        return rows() * cols();
+    }
+
+    /** \returns the number of nonzero coefficients which is in practice the number
+     * of stored coefficients. */
+    inline Index nonZeros() const {
+        return derived().nonZeros();
+    }
+
+    /** \returns the size of the storage major dimension,
+     * i.e., the number of columns for a columns major matrix, and the number of rows otherwise */
+    Index outerSize() const {
+        return (int(Flags) & RowMajorBit) ? this->rows() : this->cols();
+    }
+
+    /** \returns the size of the inner dimension according to the storage order,
+     * i.e., the number of rows for a columns major matrix, and the number of cols otherwise */
+    Index innerSize() const {
+        return (int(Flags) & RowMajorBit) ? this->cols() : this->rows();
+    }
+
+    bool isRValue() const {
+        return m_isRValue;
+    }
+
+    Derived& markAsRValue() {
+        m_isRValue = true;
+        return derived();
+    }
+
+    SkylineMatrixBase() : m_isRValue(false) {
+        /* TODO check flags */
+    }
+
+    inline Derived & operator=(const Derived& other) {
+        this->operator=<Derived > (other);
+        return derived();
+    }
+
+    template<typename OtherDerived>
+    inline void assignGeneric(const OtherDerived& other) {
+        derived().resize(other.rows(), other.cols());
+        for (Index row = 0; row < rows(); row++)
+            for (Index col = 0; col < cols(); col++) {
+                if (other.coeff(row, col) != Scalar(0))
+                    derived().insert(row, col) = other.coeff(row, col);
+            }
+        derived().finalize();
+    }
+
+    template<typename OtherDerived>
+            inline Derived & operator=(const SkylineMatrixBase<OtherDerived>& other) {
+        //TODO
+    }
+
+    template<typename Lhs, typename Rhs>
+            inline Derived & operator=(const SkylineProduct<Lhs, Rhs, SkylineTimeSkylineProduct>& product);
+
+    friend std::ostream & operator <<(std::ostream & s, const SkylineMatrixBase& m) {
+        s << m.derived();
+        return s;
+    }
+
+    template<typename OtherDerived>
+    const typename SkylineProductReturnType<Derived, OtherDerived>::Type
+    operator*(const MatrixBase<OtherDerived> &other) const;
+
+    /** \internal use operator= */
+    template<typename DenseDerived>
+    void evalTo(MatrixBase<DenseDerived>& dst) const {
+        dst.setZero();
+        for (Index i = 0; i < rows(); i++)
+            for (Index j = 0; j < rows(); j++)
+                dst(i, j) = derived().coeff(i, j);
+    }
+
+    Matrix<Scalar, RowsAtCompileTime, ColsAtCompileTime> toDense() const {
+        return derived();
+    }
+
+    /** \returns the matrix or vector obtained by evaluating this expression.
+     *
+     * Notice that in the case of a plain matrix or vector (not an expression) this function just returns
+     * a const reference, in order to avoid a useless copy.
+     */
+    EIGEN_STRONG_INLINE const typename internal::eval<Derived, IsSkyline>::type eval() const {
+        return typename internal::eval<Derived>::type(derived());
+    }
+
+protected:
+    bool m_isRValue;
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_SkylineMatrixBase_H

external/include/eigen3/unsupported/Eigen/src/Skyline/SkylineProduct.h

@@ -0,0 +1,295 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2009 Guillaume Saupin <guillaume.saupin@cea.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_SKYLINEPRODUCT_H
+#define EIGEN_SKYLINEPRODUCT_H
+
+namespace Eigen { 
+
+template<typename Lhs, typename Rhs, int ProductMode>
+struct SkylineProductReturnType {
+    typedef const typename internal::nested_eval<Lhs, Rhs::RowsAtCompileTime>::type LhsNested;
+    typedef const typename internal::nested_eval<Rhs, Lhs::RowsAtCompileTime>::type RhsNested;
+
+    typedef SkylineProduct<LhsNested, RhsNested, ProductMode> Type;
+};
+
+template<typename LhsNested, typename RhsNested, int ProductMode>
+struct internal::traits<SkylineProduct<LhsNested, RhsNested, ProductMode> > {
+    // clean the nested types:
+    typedef typename internal::remove_all<LhsNested>::type _LhsNested;
+    typedef typename internal::remove_all<RhsNested>::type _RhsNested;
+    typedef typename _LhsNested::Scalar Scalar;
+
+    enum {
+        LhsCoeffReadCost = _LhsNested::CoeffReadCost,
+        RhsCoeffReadCost = _RhsNested::CoeffReadCost,
+        LhsFlags = _LhsNested::Flags,
+        RhsFlags = _RhsNested::Flags,
+
+        RowsAtCompileTime = _LhsNested::RowsAtCompileTime,
+        ColsAtCompileTime = _RhsNested::ColsAtCompileTime,
+        InnerSize = EIGEN_SIZE_MIN_PREFER_FIXED(_LhsNested::ColsAtCompileTime, _RhsNested::RowsAtCompileTime),
+
+        MaxRowsAtCompileTime = _LhsNested::MaxRowsAtCompileTime,
+        MaxColsAtCompileTime = _RhsNested::MaxColsAtCompileTime,
+
+        EvalToRowMajor = (RhsFlags & LhsFlags & RowMajorBit),
+        ResultIsSkyline = ProductMode == SkylineTimeSkylineProduct,
+
+        RemovedBits = ~((EvalToRowMajor ? 0 : RowMajorBit) | (ResultIsSkyline ? 0 : SkylineBit)),
+
+        Flags = (int(LhsFlags | RhsFlags) & HereditaryBits & RemovedBits)
+        | EvalBeforeAssigningBit
+        | EvalBeforeNestingBit,
+
+        CoeffReadCost = HugeCost
+    };
+
+    typedef typename internal::conditional<ResultIsSkyline,
+            SkylineMatrixBase<SkylineProduct<LhsNested, RhsNested, ProductMode> >,
+            MatrixBase<SkylineProduct<LhsNested, RhsNested, ProductMode> > >::type Base;
+};
+
+namespace internal {
+template<typename LhsNested, typename RhsNested, int ProductMode>
+class SkylineProduct : no_assignment_operator,
+public traits<SkylineProduct<LhsNested, RhsNested, ProductMode> >::Base {
+public:
+
+    EIGEN_GENERIC_PUBLIC_INTERFACE(SkylineProduct)
+
+private:
+
+    typedef typename traits<SkylineProduct>::_LhsNested _LhsNested;
+    typedef typename traits<SkylineProduct>::_RhsNested _RhsNested;
+
+public:
+
+    template<typename Lhs, typename Rhs>
+    EIGEN_STRONG_INLINE SkylineProduct(const Lhs& lhs, const Rhs& rhs)
+    : m_lhs(lhs), m_rhs(rhs) {
+        eigen_assert(lhs.cols() == rhs.rows());
+
+        enum {
+            ProductIsValid = _LhsNested::ColsAtCompileTime == Dynamic
+            || _RhsNested::RowsAtCompileTime == Dynamic
+            || int(_LhsNested::ColsAtCompileTime) == int(_RhsNested::RowsAtCompileTime),
+            AreVectors = _LhsNested::IsVectorAtCompileTime && _RhsNested::IsVectorAtCompileTime,
+            SameSizes = EIGEN_PREDICATE_SAME_MATRIX_SIZE(_LhsNested, _RhsNested)
+        };
+        // note to the lost user:
+        //    * for a dot product use: v1.dot(v2)
+        //    * for a coeff-wise product use: v1.cwise()*v2
+        EIGEN_STATIC_ASSERT(ProductIsValid || !(AreVectors && SameSizes),
+                INVALID_VECTOR_VECTOR_PRODUCT__IF_YOU_WANTED_A_DOT_OR_COEFF_WISE_PRODUCT_YOU_MUST_USE_THE_EXPLICIT_FUNCTIONS)
+                EIGEN_STATIC_ASSERT(ProductIsValid || !(SameSizes && !AreVectors),
+                INVALID_MATRIX_PRODUCT__IF_YOU_WANTED_A_COEFF_WISE_PRODUCT_YOU_MUST_USE_THE_EXPLICIT_FUNCTION)
+                EIGEN_STATIC_ASSERT(ProductIsValid || SameSizes, INVALID_MATRIX_PRODUCT)
+    }
+
+    EIGEN_STRONG_INLINE Index rows() const {
+        return m_lhs.rows();
+    }
+
+    EIGEN_STRONG_INLINE Index cols() const {
+        return m_rhs.cols();
+    }
+
+    EIGEN_STRONG_INLINE const _LhsNested& lhs() const {
+        return m_lhs;
+    }
+
+    EIGEN_STRONG_INLINE const _RhsNested& rhs() const {
+        return m_rhs;
+    }
+
+protected:
+    LhsNested m_lhs;
+    RhsNested m_rhs;
+};
+
+// dense = skyline * dense
+// Note that here we force no inlining and separate the setZero() because GCC messes up otherwise
+
+template<typename Lhs, typename Rhs, typename Dest>
+EIGEN_DONT_INLINE void skyline_row_major_time_dense_product(const Lhs& lhs, const Rhs& rhs, Dest& dst) {
+    typedef typename remove_all<Lhs>::type _Lhs;
+    typedef typename remove_all<Rhs>::type _Rhs;
+    typedef typename traits<Lhs>::Scalar Scalar;
+
+    enum {
+        LhsIsRowMajor = (_Lhs::Flags & RowMajorBit) == RowMajorBit,
+        LhsIsSelfAdjoint = (_Lhs::Flags & SelfAdjointBit) == SelfAdjointBit,
+        ProcessFirstHalf = LhsIsSelfAdjoint
+        && (((_Lhs::Flags & (UpperTriangularBit | LowerTriangularBit)) == 0)
+        || ((_Lhs::Flags & UpperTriangularBit) && !LhsIsRowMajor)
+        || ((_Lhs::Flags & LowerTriangularBit) && LhsIsRowMajor)),
+        ProcessSecondHalf = LhsIsSelfAdjoint && (!ProcessFirstHalf)
+    };
+
+    //Use matrix diagonal part <- Improvement : use inner iterator on dense matrix.
+    for (Index col = 0; col < rhs.cols(); col++) {
+        for (Index row = 0; row < lhs.rows(); row++) {
+            dst(row, col) = lhs.coeffDiag(row) * rhs(row, col);
+        }
+    }
+    //Use matrix lower triangular part
+    for (Index row = 0; row < lhs.rows(); row++) {
+        typename _Lhs::InnerLowerIterator lIt(lhs, row);
+        const Index stop = lIt.col() + lIt.size();
+        for (Index col = 0; col < rhs.cols(); col++) {
+
+            Index k = lIt.col();
+            Scalar tmp = 0;
+            while (k < stop) {
+                tmp +=
+                        lIt.value() *
+                        rhs(k++, col);
+                ++lIt;
+            }
+            dst(row, col) += tmp;
+            lIt += -lIt.size();
+        }
+
+    }
+
+    //Use matrix upper triangular part
+    for (Index lhscol = 0; lhscol < lhs.cols(); lhscol++) {
+        typename _Lhs::InnerUpperIterator uIt(lhs, lhscol);
+        const Index stop = uIt.size() + uIt.row();
+        for (Index rhscol = 0; rhscol < rhs.cols(); rhscol++) {
+
+
+            const Scalar rhsCoeff = rhs.coeff(lhscol, rhscol);
+            Index k = uIt.row();
+            while (k < stop) {
+                dst(k++, rhscol) +=
+                        uIt.value() *
+                        rhsCoeff;
+                ++uIt;
+            }
+            uIt += -uIt.size();
+        }
+    }
+
+}
+
+template<typename Lhs, typename Rhs, typename Dest>
+EIGEN_DONT_INLINE void skyline_col_major_time_dense_product(const Lhs& lhs, const Rhs& rhs, Dest& dst) {
+    typedef typename remove_all<Lhs>::type _Lhs;
+    typedef typename remove_all<Rhs>::type _Rhs;
+    typedef typename traits<Lhs>::Scalar Scalar;
+
+    enum {
+        LhsIsRowMajor = (_Lhs::Flags & RowMajorBit) == RowMajorBit,
+        LhsIsSelfAdjoint = (_Lhs::Flags & SelfAdjointBit) == SelfAdjointBit,
+        ProcessFirstHalf = LhsIsSelfAdjoint
+        && (((_Lhs::Flags & (UpperTriangularBit | LowerTriangularBit)) == 0)
+        || ((_Lhs::Flags & UpperTriangularBit) && !LhsIsRowMajor)
+        || ((_Lhs::Flags & LowerTriangularBit) && LhsIsRowMajor)),
+        ProcessSecondHalf = LhsIsSelfAdjoint && (!ProcessFirstHalf)
+    };
+
+    //Use matrix diagonal part <- Improvement : use inner iterator on dense matrix.
+    for (Index col = 0; col < rhs.cols(); col++) {
+        for (Index row = 0; row < lhs.rows(); row++) {
+            dst(row, col) = lhs.coeffDiag(row) * rhs(row, col);
+        }
+    }
+
+    //Use matrix upper triangular part
+    for (Index row = 0; row < lhs.rows(); row++) {
+        typename _Lhs::InnerUpperIterator uIt(lhs, row);
+        const Index stop = uIt.col() + uIt.size();
+        for (Index col = 0; col < rhs.cols(); col++) {
+
+            Index k = uIt.col();
+            Scalar tmp = 0;
+            while (k < stop) {
+                tmp +=
+                        uIt.value() *
+                        rhs(k++, col);
+                ++uIt;
+            }
+
+
+            dst(row, col) += tmp;
+            uIt += -uIt.size();
+        }
+    }
+
+    //Use matrix lower triangular part
+    for (Index lhscol = 0; lhscol < lhs.cols(); lhscol++) {
+        typename _Lhs::InnerLowerIterator lIt(lhs, lhscol);
+        const Index stop = lIt.size() + lIt.row();
+        for (Index rhscol = 0; rhscol < rhs.cols(); rhscol++) {
+
+            const Scalar rhsCoeff = rhs.coeff(lhscol, rhscol);
+            Index k = lIt.row();
+            while (k < stop) {
+                dst(k++, rhscol) +=
+                        lIt.value() *
+                        rhsCoeff;
+                ++lIt;
+            }
+            lIt += -lIt.size();
+        }
+    }
+
+}
+
+template<typename Lhs, typename Rhs, typename ResultType,
+        int LhsStorageOrder = traits<Lhs>::Flags&RowMajorBit>
+        struct skyline_product_selector;
+
+template<typename Lhs, typename Rhs, typename ResultType>
+struct skyline_product_selector<Lhs, Rhs, ResultType, RowMajor> {
+    typedef typename traits<typename remove_all<Lhs>::type>::Scalar Scalar;
+
+    static void run(const Lhs& lhs, const Rhs& rhs, ResultType & res) {
+        skyline_row_major_time_dense_product<Lhs, Rhs, ResultType > (lhs, rhs, res);
+    }
+};
+
+template<typename Lhs, typename Rhs, typename ResultType>
+struct skyline_product_selector<Lhs, Rhs, ResultType, ColMajor> {
+    typedef typename traits<typename remove_all<Lhs>::type>::Scalar Scalar;
+
+    static void run(const Lhs& lhs, const Rhs& rhs, ResultType & res) {
+        skyline_col_major_time_dense_product<Lhs, Rhs, ResultType > (lhs, rhs, res);
+    }
+};
+
+} // end namespace internal
+
+// template<typename Derived>
+// template<typename Lhs, typename Rhs >
+// Derived & MatrixBase<Derived>::lazyAssign(const SkylineProduct<Lhs, Rhs, SkylineTimeDenseProduct>& product) {
+//     typedef typename internal::remove_all<Lhs>::type _Lhs;
+//     internal::skyline_product_selector<typename internal::remove_all<Lhs>::type,
+//             typename internal::remove_all<Rhs>::type,
+//             Derived>::run(product.lhs(), product.rhs(), derived());
+// 
+//     return derived();
+// }
+
+// skyline * dense
+
+template<typename Derived>
+template<typename OtherDerived >
+EIGEN_STRONG_INLINE const typename SkylineProductReturnType<Derived, OtherDerived>::Type
+SkylineMatrixBase<Derived>::operator*(const MatrixBase<OtherDerived> &other) const {
+
+    return typename SkylineProductReturnType<Derived, OtherDerived>::Type(derived(), other.derived());
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_SKYLINEPRODUCT_H

external/include/eigen3/unsupported/Eigen/src/Skyline/SkylineStorage.h

@@ -0,0 +1,259 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2009 Guillaume Saupin <guillaume.saupin@cea.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_SKYLINE_STORAGE_H
+#define EIGEN_SKYLINE_STORAGE_H
+
+namespace Eigen { 
+
+/** Stores a skyline set of values in three structures :
+ * The diagonal elements
+ * The upper elements
+ * The lower elements
+ *
+ */
+template<typename Scalar>
+class SkylineStorage {
+    typedef typename NumTraits<Scalar>::Real RealScalar;
+    typedef SparseIndex Index;
+public:
+
+    SkylineStorage()
+    : m_diag(0),
+    m_lower(0),
+    m_upper(0),
+    m_lowerProfile(0),
+    m_upperProfile(0),
+    m_diagSize(0),
+    m_upperSize(0),
+    m_lowerSize(0),
+    m_upperProfileSize(0),
+    m_lowerProfileSize(0),
+    m_allocatedSize(0) {
+    }
+
+    SkylineStorage(const SkylineStorage& other)
+    : m_diag(0),
+    m_lower(0),
+    m_upper(0),
+    m_lowerProfile(0),
+    m_upperProfile(0),
+    m_diagSize(0),
+    m_upperSize(0),
+    m_lowerSize(0),
+    m_upperProfileSize(0),
+    m_lowerProfileSize(0),
+    m_allocatedSize(0) {
+        *this = other;
+    }
+
+    SkylineStorage & operator=(const SkylineStorage& other) {
+        resize(other.diagSize(), other.m_upperProfileSize, other.m_lowerProfileSize, other.upperSize(), other.lowerSize());
+        memcpy(m_diag, other.m_diag, m_diagSize * sizeof (Scalar));
+        memcpy(m_upper, other.m_upper, other.upperSize() * sizeof (Scalar));
+        memcpy(m_lower, other.m_lower, other.lowerSize() * sizeof (Scalar));
+        memcpy(m_upperProfile, other.m_upperProfile, m_upperProfileSize * sizeof (Index));
+        memcpy(m_lowerProfile, other.m_lowerProfile, m_lowerProfileSize * sizeof (Index));
+        return *this;
+    }
+
+    void swap(SkylineStorage& other) {
+        std::swap(m_diag, other.m_diag);
+        std::swap(m_upper, other.m_upper);
+        std::swap(m_lower, other.m_lower);
+        std::swap(m_upperProfile, other.m_upperProfile);
+        std::swap(m_lowerProfile, other.m_lowerProfile);
+        std::swap(m_diagSize, other.m_diagSize);
+        std::swap(m_upperSize, other.m_upperSize);
+        std::swap(m_lowerSize, other.m_lowerSize);
+        std::swap(m_allocatedSize, other.m_allocatedSize);
+    }
+
+    ~SkylineStorage() {
+        delete[] m_diag;
+        delete[] m_upper;
+        if (m_upper != m_lower)
+            delete[] m_lower;
+        delete[] m_upperProfile;
+        delete[] m_lowerProfile;
+    }
+
+    void reserve(Index size, Index upperProfileSize, Index lowerProfileSize, Index upperSize, Index lowerSize) {
+        Index newAllocatedSize = size + upperSize + lowerSize;
+        if (newAllocatedSize > m_allocatedSize)
+            reallocate(size, upperProfileSize, lowerProfileSize, upperSize, lowerSize);
+    }
+
+    void squeeze() {
+        if (m_allocatedSize > m_diagSize + m_upperSize + m_lowerSize)
+            reallocate(m_diagSize, m_upperProfileSize, m_lowerProfileSize, m_upperSize, m_lowerSize);
+    }
+
+    void resize(Index diagSize, Index upperProfileSize, Index lowerProfileSize, Index upperSize, Index lowerSize, float reserveSizeFactor = 0) {
+        if (m_allocatedSize < diagSize + upperSize + lowerSize)
+            reallocate(diagSize, upperProfileSize, lowerProfileSize, upperSize + Index(reserveSizeFactor * upperSize), lowerSize + Index(reserveSizeFactor * lowerSize));
+        m_diagSize = diagSize;
+        m_upperSize = upperSize;
+        m_lowerSize = lowerSize;
+        m_upperProfileSize = upperProfileSize;
+        m_lowerProfileSize = lowerProfileSize;
+    }
+
+    inline Index diagSize() const {
+        return m_diagSize;
+    }
+
+    inline Index upperSize() const {
+        return m_upperSize;
+    }
+
+    inline Index lowerSize() const {
+        return m_lowerSize;
+    }
+
+    inline Index upperProfileSize() const {
+        return m_upperProfileSize;
+    }
+
+    inline Index lowerProfileSize() const {
+        return m_lowerProfileSize;
+    }
+
+    inline Index allocatedSize() const {
+        return m_allocatedSize;
+    }
+
+    inline void clear() {
+        m_diagSize = 0;
+    }
+
+    inline Scalar& diag(Index i) {
+        return m_diag[i];
+    }
+
+    inline const Scalar& diag(Index i) const {
+        return m_diag[i];
+    }
+
+    inline Scalar& upper(Index i) {
+        return m_upper[i];
+    }
+
+    inline const Scalar& upper(Index i) const {
+        return m_upper[i];
+    }
+
+    inline Scalar& lower(Index i) {
+        return m_lower[i];
+    }
+
+    inline const Scalar& lower(Index i) const {
+        return m_lower[i];
+    }
+
+    inline Index& upperProfile(Index i) {
+        return m_upperProfile[i];
+    }
+
+    inline const Index& upperProfile(Index i) const {
+        return m_upperProfile[i];
+    }
+
+    inline Index& lowerProfile(Index i) {
+        return m_lowerProfile[i];
+    }
+
+    inline const Index& lowerProfile(Index i) const {
+        return m_lowerProfile[i];
+    }
+
+    static SkylineStorage Map(Index* upperProfile, Index* lowerProfile, Scalar* diag, Scalar* upper, Scalar* lower, Index size, Index upperSize, Index lowerSize) {
+        SkylineStorage res;
+        res.m_upperProfile = upperProfile;
+        res.m_lowerProfile = lowerProfile;
+        res.m_diag = diag;
+        res.m_upper = upper;
+        res.m_lower = lower;
+        res.m_allocatedSize = res.m_diagSize = size;
+        res.m_upperSize = upperSize;
+        res.m_lowerSize = lowerSize;
+        return res;
+    }
+
+    inline void reset() {
+        memset(m_diag, 0, m_diagSize * sizeof (Scalar));
+        memset(m_upper, 0, m_upperSize * sizeof (Scalar));
+        memset(m_lower, 0, m_lowerSize * sizeof (Scalar));
+        memset(m_upperProfile, 0, m_diagSize * sizeof (Index));
+        memset(m_lowerProfile, 0, m_diagSize * sizeof (Index));
+    }
+
+    void prune(Scalar reference, RealScalar epsilon = dummy_precision<RealScalar>()) {
+        //TODO
+    }
+
+protected:
+
+    inline void reallocate(Index diagSize, Index upperProfileSize, Index lowerProfileSize, Index upperSize, Index lowerSize) {
+
+        Scalar* diag = new Scalar[diagSize];
+        Scalar* upper = new Scalar[upperSize];
+        Scalar* lower = new Scalar[lowerSize];
+        Index* upperProfile = new Index[upperProfileSize];
+        Index* lowerProfile = new Index[lowerProfileSize];
+
+        Index copyDiagSize = (std::min)(diagSize, m_diagSize);
+        Index copyUpperSize = (std::min)(upperSize, m_upperSize);
+        Index copyLowerSize = (std::min)(lowerSize, m_lowerSize);
+        Index copyUpperProfileSize = (std::min)(upperProfileSize, m_upperProfileSize);
+        Index copyLowerProfileSize = (std::min)(lowerProfileSize, m_lowerProfileSize);
+
+        // copy
+        memcpy(diag, m_diag, copyDiagSize * sizeof (Scalar));
+        memcpy(upper, m_upper, copyUpperSize * sizeof (Scalar));
+        memcpy(lower, m_lower, copyLowerSize * sizeof (Scalar));
+        memcpy(upperProfile, m_upperProfile, copyUpperProfileSize * sizeof (Index));
+        memcpy(lowerProfile, m_lowerProfile, copyLowerProfileSize * sizeof (Index));
+
+
+
+        // delete old stuff
+        delete[] m_diag;
+        delete[] m_upper;
+        delete[] m_lower;
+        delete[] m_upperProfile;
+        delete[] m_lowerProfile;
+        m_diag = diag;
+        m_upper = upper;
+        m_lower = lower;
+        m_upperProfile = upperProfile;
+        m_lowerProfile = lowerProfile;
+        m_allocatedSize = diagSize + upperSize + lowerSize;
+        m_upperSize = upperSize;
+        m_lowerSize = lowerSize;
+    }
+
+public:
+    Scalar* m_diag;
+    Scalar* m_upper;
+    Scalar* m_lower;
+    Index* m_upperProfile;
+    Index* m_lowerProfile;
+    Index m_diagSize;
+    Index m_upperSize;
+    Index m_lowerSize;
+    Index m_upperProfileSize;
+    Index m_lowerProfileSize;
+    Index m_allocatedSize;
+
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_COMPRESSED_STORAGE_H

external/include/eigen3/unsupported/Eigen/src/Skyline/SkylineUtil.h

@@ -0,0 +1,89 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Guillaume Saupin <guillaume.saupin@cea.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_SKYLINEUTIL_H
+#define EIGEN_SKYLINEUTIL_H
+
+namespace Eigen { 
+
+#ifdef NDEBUG
+#define EIGEN_DBG_SKYLINE(X)
+#else
+#define EIGEN_DBG_SKYLINE(X) X
+#endif
+
+const unsigned int SkylineBit = 0x1200;
+template<typename Lhs, typename Rhs, int ProductMode> class SkylineProduct;
+enum AdditionalProductEvaluationMode {SkylineTimeDenseProduct, SkylineTimeSkylineProduct, DenseTimeSkylineProduct};
+enum {IsSkyline = SkylineBit};
+
+
+#define EIGEN_SKYLINE_INHERIT_ASSIGNMENT_OPERATOR(Derived, Op) \
+template<typename OtherDerived> \
+EIGEN_STRONG_INLINE Derived& operator Op(const Eigen::SkylineMatrixBase<OtherDerived>& other) \
+{ \
+  return Base::operator Op(other.derived()); \
+} \
+EIGEN_STRONG_INLINE Derived& operator Op(const Derived& other) \
+{ \
+  return Base::operator Op(other); \
+}
+
+#define EIGEN_SKYLINE_INHERIT_SCALAR_ASSIGNMENT_OPERATOR(Derived, Op) \
+template<typename Other> \
+EIGEN_STRONG_INLINE Derived& operator Op(const Other& scalar) \
+{ \
+  return Base::operator Op(scalar); \
+}
+
+#define EIGEN_SKYLINE_INHERIT_ASSIGNMENT_OPERATORS(Derived) \
+  EIGEN_SKYLINE_INHERIT_ASSIGNMENT_OPERATOR(Derived, =) \
+  EIGEN_SKYLINE_INHERIT_ASSIGNMENT_OPERATOR(Derived, +=) \
+  EIGEN_SKYLINE_INHERIT_ASSIGNMENT_OPERATOR(Derived, -=) \
+  EIGEN_SKYLINE_INHERIT_SCALAR_ASSIGNMENT_OPERATOR(Derived, *=) \
+  EIGEN_SKYLINE_INHERIT_SCALAR_ASSIGNMENT_OPERATOR(Derived, /=)
+
+#define _EIGEN_SKYLINE_GENERIC_PUBLIC_INTERFACE(Derived, BaseClass) \
+  typedef BaseClass Base; \
+  typedef typename Eigen::internal::traits<Derived>::Scalar Scalar; \
+  typedef typename Eigen::NumTraits<Scalar>::Real RealScalar; \
+  typedef typename Eigen::internal::traits<Derived>::StorageKind StorageKind; \
+  typedef typename Eigen::internal::index<StorageKind>::type Index; \
+  enum {  Flags = Eigen::internal::traits<Derived>::Flags, };
+
+#define EIGEN_SKYLINE_GENERIC_PUBLIC_INTERFACE(Derived) \
+  _EIGEN_SKYLINE_GENERIC_PUBLIC_INTERFACE(Derived, Eigen::SkylineMatrixBase<Derived>)
+
+template<typename Derived> class SkylineMatrixBase;
+template<typename _Scalar, int _Flags = 0> class SkylineMatrix;
+template<typename _Scalar, int _Flags = 0> class DynamicSkylineMatrix;
+template<typename _Scalar, int _Flags = 0> class SkylineVector;
+template<typename _Scalar, int _Flags = 0> class MappedSkylineMatrix;
+
+namespace internal {
+
+template<typename Lhs, typename Rhs> struct skyline_product_mode;
+template<typename Lhs, typename Rhs, int ProductMode = skyline_product_mode<Lhs,Rhs>::value> struct SkylineProductReturnType;
+
+template<typename T> class eval<T,IsSkyline>
+{
+    typedef typename traits<T>::Scalar _Scalar;
+    enum {
+          _Flags = traits<T>::Flags
+    };
+
+  public:
+    typedef SkylineMatrix<_Scalar, _Flags> type;
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_SKYLINEUTIL_H

external/include/eigen3/unsupported/Eigen/src/SparseExtra/BlockOfDynamicSparseMatrix.h

@@ -0,0 +1,122 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2009 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_SPARSE_BLOCKFORDYNAMICMATRIX_H
+#define EIGEN_SPARSE_BLOCKFORDYNAMICMATRIX_H
+
+namespace Eigen { 
+
+#if 0
+
+// NOTE Have to be reimplemented as a specialization of BlockImpl< DynamicSparseMatrix<_Scalar, _Options, _Index>, ... >
+// See SparseBlock.h for an example
+
+
+/***************************************************************************
+* specialisation for DynamicSparseMatrix
+***************************************************************************/
+
+template<typename _Scalar, int _Options, typename _Index, int Size>
+class SparseInnerVectorSet<DynamicSparseMatrix<_Scalar, _Options, _Index>, Size>
+  : public SparseMatrixBase<SparseInnerVectorSet<DynamicSparseMatrix<_Scalar, _Options, _Index>, Size> >
+{
+    typedef DynamicSparseMatrix<_Scalar, _Options, _Index> MatrixType;
+  public:
+
+    enum { IsRowMajor = internal::traits<SparseInnerVectorSet>::IsRowMajor };
+
+    EIGEN_SPARSE_PUBLIC_INTERFACE(SparseInnerVectorSet)
+    class InnerIterator: public MatrixType::InnerIterator
+    {
+      public:
+        inline InnerIterator(const SparseInnerVectorSet& xpr, Index outer)
+          : MatrixType::InnerIterator(xpr.m_matrix, xpr.m_outerStart + outer), m_outer(outer)
+        {}
+        inline Index row() const { return IsRowMajor ? m_outer : this->index(); }
+        inline Index col() const { return IsRowMajor ? this->index() : m_outer; }
+      protected:
+        Index m_outer;
+    };
+
+    inline SparseInnerVectorSet(const MatrixType& matrix, Index outerStart, Index outerSize)
+      : m_matrix(matrix), m_outerStart(outerStart), m_outerSize(outerSize)
+    {
+      eigen_assert( (outerStart>=0) && ((outerStart+outerSize)<=matrix.outerSize()) );
+    }
+
+    inline SparseInnerVectorSet(const MatrixType& matrix, Index outer)
+      : m_matrix(matrix), m_outerStart(outer), m_outerSize(Size)
+    {
+      eigen_assert(Size!=Dynamic);
+      eigen_assert( (outer>=0) && (outer<matrix.outerSize()) );
+    }
+
+    template<typename OtherDerived>
+    inline SparseInnerVectorSet& operator=(const SparseMatrixBase<OtherDerived>& other)
+    {
+      if (IsRowMajor != ((OtherDerived::Flags&RowMajorBit)==RowMajorBit))
+      {
+        // need to transpose => perform a block evaluation followed by a big swap
+        DynamicSparseMatrix<Scalar,IsRowMajor?RowMajorBit:0> aux(other);
+        *this = aux.markAsRValue();
+      }
+      else
+      {
+        // evaluate/copy vector per vector
+        for (Index j=0; j<m_outerSize.value(); ++j)
+        {
+          SparseVector<Scalar,IsRowMajor ? RowMajorBit : 0> aux(other.innerVector(j));
+          m_matrix.const_cast_derived()._data()[m_outerStart+j].swap(aux._data());
+        }
+      }
+      return *this;
+    }
+
+    inline SparseInnerVectorSet& operator=(const SparseInnerVectorSet& other)
+    {
+      return operator=<SparseInnerVectorSet>(other);
+    }
+
+    Index nonZeros() const
+    {
+      Index count = 0;
+      for (Index j=0; j<m_outerSize.value(); ++j)
+        count += m_matrix._data()[m_outerStart+j].size();
+      return count;
+    }
+
+    const Scalar& lastCoeff() const
+    {
+      EIGEN_STATIC_ASSERT_VECTOR_ONLY(SparseInnerVectorSet);
+      eigen_assert(m_matrix.data()[m_outerStart].size()>0);
+      return m_matrix.data()[m_outerStart].vale(m_matrix.data()[m_outerStart].size()-1);
+    }
+
+//     template<typename Sparse>
+//     inline SparseInnerVectorSet& operator=(const SparseMatrixBase<OtherDerived>& other)
+//     {
+//       return *this;
+//     }
+
+    EIGEN_STRONG_INLINE Index rows() const { return IsRowMajor ? m_outerSize.value() : m_matrix.rows(); }
+    EIGEN_STRONG_INLINE Index cols() const { return IsRowMajor ? m_matrix.cols() : m_outerSize.value(); }
+
+  protected:
+
+    const typename MatrixType::Nested m_matrix;
+    Index m_outerStart;
+    const internal::variable_if_dynamic<Index, Size> m_outerSize;
+
+};
+
+#endif
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPARSE_BLOCKFORDYNAMICMATRIX_H

external/include/eigen3/unsupported/Eigen/src/SparseExtra/DynamicSparseMatrix.h

@@ -0,0 +1,404 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2009 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_DYNAMIC_SPARSEMATRIX_H
+#define EIGEN_DYNAMIC_SPARSEMATRIX_H
+
+namespace Eigen { 
+
+/** \deprecated use a SparseMatrix in an uncompressed mode
+  *
+  * \class DynamicSparseMatrix
+  *
+  * \brief A sparse matrix class designed for matrix assembly purpose
+  *
+  * \param _Scalar the scalar type, i.e. the type of the coefficients
+  *
+  * Unlike SparseMatrix, this class provides a much higher degree of flexibility. In particular, it allows
+  * random read/write accesses in log(rho*outer_size) where \c rho is the probability that a coefficient is
+  * nonzero and outer_size is the number of columns if the matrix is column-major and the number of rows
+  * otherwise.
+  *
+  * Internally, the data are stored as a std::vector of compressed vector. The performances of random writes might
+  * decrease as the number of nonzeros per inner-vector increase. In practice, we observed very good performance
+  * till about 100 nonzeros/vector, and the performance remains relatively good till 500 nonzeros/vectors.
+  *
+  * \see SparseMatrix
+  */
+
+namespace internal {
+template<typename _Scalar, int _Options, typename _StorageIndex>
+struct traits<DynamicSparseMatrix<_Scalar, _Options, _StorageIndex> >
+{
+  typedef _Scalar Scalar;
+  typedef _StorageIndex StorageIndex;
+  typedef Sparse StorageKind;
+  typedef MatrixXpr XprKind;
+  enum {
+    RowsAtCompileTime = Dynamic,
+    ColsAtCompileTime = Dynamic,
+    MaxRowsAtCompileTime = Dynamic,
+    MaxColsAtCompileTime = Dynamic,
+    Flags = _Options | NestByRefBit | LvalueBit,
+    CoeffReadCost = NumTraits<Scalar>::ReadCost,
+    SupportedAccessPatterns = OuterRandomAccessPattern
+  };
+};
+}
+
+template<typename _Scalar, int _Options, typename _StorageIndex>
+ class  DynamicSparseMatrix
+  : public SparseMatrixBase<DynamicSparseMatrix<_Scalar, _Options, _StorageIndex> >
+{
+    typedef SparseMatrixBase<DynamicSparseMatrix> Base;
+    using Base::convert_index;
+  public:
+    EIGEN_SPARSE_PUBLIC_INTERFACE(DynamicSparseMatrix)
+    // FIXME: why are these operator already alvailable ???
+    // EIGEN_SPARSE_INHERIT_ASSIGNMENT_OPERATOR(DynamicSparseMatrix, +=)
+    // EIGEN_SPARSE_INHERIT_ASSIGNMENT_OPERATOR(DynamicSparseMatrix, -=)
+    typedef MappedSparseMatrix<Scalar,Flags> Map;
+    using Base::IsRowMajor;
+    using Base::operator=;
+    enum {
+      Options = _Options
+    };
+
+  protected:
+
+    typedef DynamicSparseMatrix<Scalar,(Flags&~RowMajorBit)|(IsRowMajor?RowMajorBit:0), StorageIndex> TransposedSparseMatrix;
+
+    Index m_innerSize;
+    std::vector<internal::CompressedStorage<Scalar,StorageIndex> > m_data;
+
+  public:
+
+    inline Index rows() const { return IsRowMajor ? outerSize() : m_innerSize; }
+    inline Index cols() const { return IsRowMajor ? m_innerSize : outerSize(); }
+    inline Index innerSize() const { return m_innerSize; }
+    inline Index outerSize() const { return convert_index(m_data.size()); }
+    inline Index innerNonZeros(Index j) const { return m_data[j].size(); }
+
+    std::vector<internal::CompressedStorage<Scalar,StorageIndex> >& _data() { return m_data; }
+    const std::vector<internal::CompressedStorage<Scalar,StorageIndex> >& _data() const { return m_data; }
+
+    /** \returns the coefficient value at given position \a row, \a col
+      * This operation involes a log(rho*outer_size) binary search.
+      */
+    inline Scalar coeff(Index row, Index col) const
+    {
+      const Index outer = IsRowMajor ? row : col;
+      const Index inner = IsRowMajor ? col : row;
+      return m_data[outer].at(inner);
+    }
+
+    /** \returns a reference to the coefficient value at given position \a row, \a col
+      * This operation involes a log(rho*outer_size) binary search. If the coefficient does not
+      * exist yet, then a sorted insertion into a sequential buffer is performed.
+      */
+    inline Scalar& coeffRef(Index row, Index col)
+    {
+      const Index outer = IsRowMajor ? row : col;
+      const Index inner = IsRowMajor ? col : row;
+      return m_data[outer].atWithInsertion(inner);
+    }
+
+    class InnerIterator;
+    class ReverseInnerIterator;
+
+    void setZero()
+    {
+      for (Index j=0; j<outerSize(); ++j)
+        m_data[j].clear();
+    }
+
+    /** \returns the number of non zero coefficients */
+    Index nonZeros() const
+    {
+      Index res = 0;
+      for (Index j=0; j<outerSize(); ++j)
+        res += m_data[j].size();
+      return res;
+    }
+
+
+
+    void reserve(Index reserveSize = 1000)
+    {
+      if (outerSize()>0)
+      {
+        Index reserveSizePerVector = (std::max)(reserveSize/outerSize(),Index(4));
+        for (Index j=0; j<outerSize(); ++j)
+        {
+          m_data[j].reserve(reserveSizePerVector);
+        }
+      }
+    }
+
+    /** Does nothing: provided for compatibility with SparseMatrix */
+    inline void startVec(Index /*outer*/) {}
+
+    /** \returns a reference to the non zero coefficient at position \a row, \a col assuming that:
+      * - the nonzero does not already exist
+      * - the new coefficient is the last one of the given inner vector.
+      *
+      * \sa insert, insertBackByOuterInner */
+    inline Scalar& insertBack(Index row, Index col)
+    {
+      return insertBackByOuterInner(IsRowMajor?row:col, IsRowMajor?col:row);
+    }
+
+    /** \sa insertBack */
+    inline Scalar& insertBackByOuterInner(Index outer, Index inner)
+    {
+      eigen_assert(outer<Index(m_data.size()) && inner<m_innerSize && "out of range");
+      eigen_assert(((m_data[outer].size()==0) || (m_data[outer].index(m_data[outer].size()-1)<inner))
+                && "wrong sorted insertion");
+      m_data[outer].append(0, inner);
+      return m_data[outer].value(m_data[outer].size()-1);
+    }
+
+    inline Scalar& insert(Index row, Index col)
+    {
+      const Index outer = IsRowMajor ? row : col;
+      const Index inner = IsRowMajor ? col : row;
+
+      Index startId = 0;
+      Index id = static_cast<Index>(m_data[outer].size()) - 1;
+      m_data[outer].resize(id+2,1);
+
+      while ( (id >= startId) && (m_data[outer].index(id) > inner) )
+      {
+        m_data[outer].index(id+1) = m_data[outer].index(id);
+        m_data[outer].value(id+1) = m_data[outer].value(id);
+        --id;
+      }
+      m_data[outer].index(id+1) = inner;
+      m_data[outer].value(id+1) = 0;
+      return m_data[outer].value(id+1);
+    }
+
+    /** Does nothing: provided for compatibility with SparseMatrix */
+    inline void finalize() {}
+
+    /** Suppress all nonzeros which are smaller than \a reference under the tolerence \a epsilon */
+    void prune(Scalar reference, RealScalar epsilon = NumTraits<RealScalar>::dummy_precision())
+    {
+      for (Index j=0; j<outerSize(); ++j)
+        m_data[j].prune(reference,epsilon);
+    }
+
+    /** Resize the matrix without preserving the data (the matrix is set to zero)
+      */
+    void resize(Index rows, Index cols)
+    {
+      const Index outerSize = IsRowMajor ? rows : cols;
+      m_innerSize = convert_index(IsRowMajor ? cols : rows);
+      setZero();
+      if (Index(m_data.size()) != outerSize)
+      {
+        m_data.resize(outerSize);
+      }
+    }
+
+    void resizeAndKeepData(Index rows, Index cols)
+    {
+      const Index outerSize = IsRowMajor ? rows : cols;
+      const Index innerSize = IsRowMajor ? cols : rows;
+      if (m_innerSize>innerSize)
+      {
+        // remove all coefficients with innerCoord>=innerSize
+        // TODO
+        //std::cerr << "not implemented yet\n";
+        exit(2);
+      }
+      if (m_data.size() != outerSize)
+      {
+        m_data.resize(outerSize);
+      }
+    }
+
+    /** The class DynamicSparseMatrix is deprectaed */
+    EIGEN_DEPRECATED inline DynamicSparseMatrix()
+      : m_innerSize(0), m_data(0)
+    {
+      #ifdef EIGEN_SPARSE_CREATE_TEMPORARY_PLUGIN
+        EIGEN_SPARSE_CREATE_TEMPORARY_PLUGIN
+      #endif
+      eigen_assert(innerSize()==0 && outerSize()==0);
+    }
+
+    /** The class DynamicSparseMatrix is deprectaed */
+    EIGEN_DEPRECATED inline DynamicSparseMatrix(Index rows, Index cols)
+      : m_innerSize(0)
+    {
+      #ifdef EIGEN_SPARSE_CREATE_TEMPORARY_PLUGIN
+        EIGEN_SPARSE_CREATE_TEMPORARY_PLUGIN
+      #endif
+      resize(rows, cols);
+    }
+
+    /** The class DynamicSparseMatrix is deprectaed */
+    template<typename OtherDerived>
+    EIGEN_DEPRECATED explicit inline DynamicSparseMatrix(const SparseMatrixBase<OtherDerived>& other)
+      : m_innerSize(0)
+    {
+      #ifdef EIGEN_SPARSE_CREATE_TEMPORARY_PLUGIN
+        EIGEN_SPARSE_CREATE_TEMPORARY_PLUGIN
+      #endif
+      Base::operator=(other.derived());
+    }
+
+    inline DynamicSparseMatrix(const DynamicSparseMatrix& other)
+      : Base(), m_innerSize(0)
+    {
+      #ifdef EIGEN_SPARSE_CREATE_TEMPORARY_PLUGIN
+        EIGEN_SPARSE_CREATE_TEMPORARY_PLUGIN
+      #endif
+      *this = other.derived();
+    }
+
+    inline void swap(DynamicSparseMatrix& other)
+    {
+      //EIGEN_DBG_SPARSE(std::cout << "SparseMatrix:: swap\n");
+      std::swap(m_innerSize, other.m_innerSize);
+      //std::swap(m_outerSize, other.m_outerSize);
+      m_data.swap(other.m_data);
+    }
+
+    inline DynamicSparseMatrix& operator=(const DynamicSparseMatrix& other)
+    {
+      if (other.isRValue())
+      {
+        swap(other.const_cast_derived());
+      }
+      else
+      {
+        resize(other.rows(), other.cols());
+        m_data = other.m_data;
+      }
+      return *this;
+    }
+
+    /** Destructor */
+    inline ~DynamicSparseMatrix() {}
+
+  public:
+
+    /** \deprecated
+      * Set the matrix to zero and reserve the memory for \a reserveSize nonzero coefficients. */
+    EIGEN_DEPRECATED void startFill(Index reserveSize = 1000)
+    {
+      setZero();
+      reserve(reserveSize);
+    }
+
+    /** \deprecated use insert()
+      * inserts a nonzero coefficient at given coordinates \a row, \a col and returns its reference assuming that:
+      *  1 - the coefficient does not exist yet
+      *  2 - this the coefficient with greater inner coordinate for the given outer coordinate.
+      * In other words, assuming \c *this is column-major, then there must not exists any nonzero coefficient of coordinates
+      * \c i \c x \a col such that \c i >= \a row. Otherwise the matrix is invalid.
+      *
+      * \see fillrand(), coeffRef()
+      */
+    EIGEN_DEPRECATED Scalar& fill(Index row, Index col)
+    {
+      const Index outer = IsRowMajor ? row : col;
+      const Index inner = IsRowMajor ? col : row;
+      return insertBack(outer,inner);
+    }
+
+    /** \deprecated use insert()
+      * Like fill() but with random inner coordinates.
+      * Compared to the generic coeffRef(), the unique limitation is that we assume
+      * the coefficient does not exist yet.
+      */
+    EIGEN_DEPRECATED Scalar& fillrand(Index row, Index col)
+    {
+      return insert(row,col);
+    }
+
+    /** \deprecated use finalize()
+      * Does nothing. Provided for compatibility with SparseMatrix. */
+    EIGEN_DEPRECATED void endFill() {}
+    
+#   ifdef EIGEN_DYNAMICSPARSEMATRIX_PLUGIN
+#     include EIGEN_DYNAMICSPARSEMATRIX_PLUGIN
+#   endif
+ };
+
+template<typename Scalar, int _Options, typename _StorageIndex>
+class DynamicSparseMatrix<Scalar,_Options,_StorageIndex>::InnerIterator : public SparseVector<Scalar,_Options,_StorageIndex>::InnerIterator
+{
+    typedef typename SparseVector<Scalar,_Options,_StorageIndex>::InnerIterator Base;
+  public:
+    InnerIterator(const DynamicSparseMatrix& mat, Index outer)
+      : Base(mat.m_data[outer]), m_outer(outer)
+    {}
+
+    inline Index row() const { return IsRowMajor ? m_outer : Base::index(); }
+    inline Index col() const { return IsRowMajor ? Base::index() : m_outer; }
+    inline Index outer() const { return m_outer; }
+
+  protected:
+    const Index m_outer;
+};
+
+template<typename Scalar, int _Options, typename _StorageIndex>
+class DynamicSparseMatrix<Scalar,_Options,_StorageIndex>::ReverseInnerIterator : public SparseVector<Scalar,_Options,_StorageIndex>::ReverseInnerIterator
+{
+    typedef typename SparseVector<Scalar,_Options,_StorageIndex>::ReverseInnerIterator Base;
+  public:
+    ReverseInnerIterator(const DynamicSparseMatrix& mat, Index outer)
+      : Base(mat.m_data[outer]), m_outer(outer)
+    {}
+
+    inline Index row() const { return IsRowMajor ? m_outer : Base::index(); }
+    inline Index col() const { return IsRowMajor ? Base::index() : m_outer; }
+    inline Index outer() const { return m_outer; }
+
+  protected:
+    const Index m_outer;
+};
+
+namespace internal {
+
+template<typename _Scalar, int _Options, typename _StorageIndex>
+struct evaluator<DynamicSparseMatrix<_Scalar,_Options,_StorageIndex> >
+  : evaluator_base<DynamicSparseMatrix<_Scalar,_Options,_StorageIndex> >
+{
+  typedef _Scalar Scalar;
+  typedef DynamicSparseMatrix<_Scalar,_Options,_StorageIndex> SparseMatrixType;
+  typedef typename SparseMatrixType::InnerIterator InnerIterator;
+  typedef typename SparseMatrixType::ReverseInnerIterator ReverseInnerIterator;
+  
+  enum {
+    CoeffReadCost = NumTraits<_Scalar>::ReadCost,
+    Flags = SparseMatrixType::Flags
+  };
+  
+  evaluator() : m_matrix(0) {}
+  evaluator(const SparseMatrixType &mat) : m_matrix(&mat) {}
+  
+  operator SparseMatrixType&() { return m_matrix->const_cast_derived(); }
+  operator const SparseMatrixType&() const { return *m_matrix; }
+  
+  Scalar coeff(Index row, Index col) const { return m_matrix->coeff(row,col); }
+  
+  Index nonZerosEstimate() const { return m_matrix->nonZeros(); }
+
+  const SparseMatrixType *m_matrix;
+};
+
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_DYNAMIC_SPARSEMATRIX_H

external/include/eigen3/unsupported/Eigen/src/SparseExtra/MarketIO.h

@@ -0,0 +1,275 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2011 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2012 Desire NUENTSA WAKAM <desire.nuentsa_wakam@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_SPARSE_MARKET_IO_H
+#define EIGEN_SPARSE_MARKET_IO_H
+
+#include <iostream>
+
+namespace Eigen { 
+
+namespace internal 
+{
+  template <typename Scalar,typename IndexType>
+  inline bool GetMarketLine (std::stringstream& line, IndexType& M, IndexType& N, IndexType& i, IndexType& j, Scalar& value)
+  {
+    line >> i >> j >> value;
+    i--;
+    j--;
+    if(i>=0 && j>=0 && i<M && j<N)
+    {
+      return true; 
+    }
+    else
+      return false;
+  }
+  template <typename Scalar,typename IndexType>
+  inline bool GetMarketLine (std::stringstream& line, IndexType& M, IndexType& N, IndexType& i, IndexType& j, std::complex<Scalar>& value)
+  {
+    Scalar valR, valI;
+    line >> i >> j >> valR >> valI;
+    i--;
+    j--;
+    if(i>=0 && j>=0 && i<M && j<N)
+    {
+      value = std::complex<Scalar>(valR, valI);
+      return true; 
+    }
+    else
+      return false;
+  }
+
+  template <typename RealScalar>
+  inline void  GetVectorElt (const std::string& line, RealScalar& val)
+  {
+    std::istringstream newline(line);
+    newline >> val;  
+  }
+
+  template <typename RealScalar>
+  inline void GetVectorElt (const std::string& line, std::complex<RealScalar>& val)
+  {
+    RealScalar valR, valI; 
+    std::istringstream newline(line);
+    newline >> valR >> valI; 
+    val = std::complex<RealScalar>(valR, valI);
+  }
+  
+  template<typename Scalar>
+  inline void putMarketHeader(std::string& header,int sym)
+  {
+    header= "%%MatrixMarket matrix coordinate ";
+    if(internal::is_same<Scalar, std::complex<float> >::value || internal::is_same<Scalar, std::complex<double> >::value)
+    {
+      header += " complex"; 
+      if(sym == Symmetric) header += " symmetric";
+      else if (sym == SelfAdjoint) header += " Hermitian";
+      else header += " general";
+    }
+    else
+    {
+      header += " real"; 
+      if(sym == Symmetric) header += " symmetric";
+      else header += " general";
+    }
+  }
+
+  template<typename Scalar>
+  inline void PutMatrixElt(Scalar value, int row, int col, std::ofstream& out)
+  {
+    out << row << " "<< col << " " << value << "\n";
+  }
+  template<typename Scalar>
+  inline void PutMatrixElt(std::complex<Scalar> value, int row, int col, std::ofstream& out)
+  {
+    out << row << " " << col << " " << value.real() << " " << value.imag() << "\n";
+  }
+
+
+  template<typename Scalar>
+  inline void putVectorElt(Scalar value, std::ofstream& out)
+  {
+    out << value << "\n"; 
+  }
+  template<typename Scalar>
+  inline void putVectorElt(std::complex<Scalar> value, std::ofstream& out)
+  {
+    out << value.real << " " << value.imag()<< "\n"; 
+  }
+
+} // end namepsace internal
+
+inline bool getMarketHeader(const std::string& filename, int& sym, bool& iscomplex, bool& isvector)
+{
+  sym = 0; 
+  iscomplex = false;
+  isvector = false;
+  std::ifstream in(filename.c_str(),std::ios::in);
+  if(!in)
+    return false;
+  
+  std::string line; 
+  // The matrix header is always the first line in the file 
+  std::getline(in, line); eigen_assert(in.good());
+  
+  std::stringstream fmtline(line); 
+  std::string substr[5];
+  fmtline>> substr[0] >> substr[1] >> substr[2] >> substr[3] >> substr[4];
+  if(substr[2].compare("array") == 0) isvector = true;
+  if(substr[3].compare("complex") == 0) iscomplex = true;
+  if(substr[4].compare("symmetric") == 0) sym = Symmetric;
+  else if (substr[4].compare("Hermitian") == 0) sym = SelfAdjoint;
+  
+  return true;
+}
+  
+template<typename SparseMatrixType>
+bool loadMarket(SparseMatrixType& mat, const std::string& filename)
+{
+  typedef typename SparseMatrixType::Scalar Scalar;
+  typedef typename SparseMatrixType::StorageIndex StorageIndex;
+  std::ifstream input(filename.c_str(),std::ios::in);
+  if(!input)
+    return false;
+  
+  const int maxBuffersize = 2048;
+  char buffer[maxBuffersize];
+  
+  bool readsizes = false;
+
+  typedef Triplet<Scalar,StorageIndex> T;
+  std::vector<T> elements;
+  
+  StorageIndex M(-1), N(-1), NNZ(-1);
+  StorageIndex count = 0;
+  while(input.getline(buffer, maxBuffersize))
+  {
+    // skip comments   
+    //NOTE An appropriate test should be done on the header to get the  symmetry
+    if(buffer[0]=='%')
+      continue;
+    
+    std::stringstream line(buffer);
+    
+    if(!readsizes)
+    {
+      line >> M >> N >> NNZ;
+      if(M > 0 && N > 0 && NNZ > 0) 
+      {
+        readsizes = true;
+        //std::cout << "sizes: " << M << "," << N << "," << NNZ << "\n";
+        mat.resize(M,N);
+        mat.reserve(NNZ);
+      }
+    }
+    else
+    { 
+      StorageIndex i(-1), j(-1);
+      Scalar value; 
+      if( internal::GetMarketLine(line, M, N, i, j, value) ) 
+      {
+        ++ count;
+        elements.push_back(T(i,j,value));
+      }
+      else 
+        std::cerr << "Invalid read: " << i << "," << j << "\n";        
+    }
+  }
+  mat.setFromTriplets(elements.begin(), elements.end());
+  if(count!=NNZ)
+    std::cerr << count << "!=" << NNZ << "\n";
+  
+  input.close();
+  return true;
+}
+
+template<typename VectorType>
+bool loadMarketVector(VectorType& vec, const std::string& filename)
+{
+   typedef typename VectorType::Scalar Scalar;
+  std::ifstream in(filename.c_str(), std::ios::in);
+  if(!in)
+    return false;
+  
+  std::string line; 
+  int n(0), col(0); 
+  do 
+  { // Skip comments
+    std::getline(in, line); eigen_assert(in.good());
+  } while (line[0] == '%');
+  std::istringstream newline(line);
+  newline  >> n >> col; 
+  eigen_assert(n>0 && col>0);
+  vec.resize(n);
+  int i = 0; 
+  Scalar value; 
+  while ( std::getline(in, line) && (i < n) ){
+    internal::GetVectorElt(line, value); 
+    vec(i++) = value; 
+  }
+  in.close();
+  if (i!=n){
+    std::cerr<< "Unable to read all elements from file " << filename << "\n";
+    return false;
+  }
+  return true;
+}
+
+template<typename SparseMatrixType>
+bool saveMarket(const SparseMatrixType& mat, const std::string& filename, int sym = 0)
+{
+  typedef typename SparseMatrixType::Scalar Scalar;
+  std::ofstream out(filename.c_str(),std::ios::out);
+  if(!out)
+    return false;
+  
+  out.flags(std::ios_base::scientific);
+  out.precision(64);
+  std::string header; 
+  internal::putMarketHeader<Scalar>(header, sym); 
+  out << header << std::endl; 
+  out << mat.rows() << " " << mat.cols() << " " << mat.nonZeros() << "\n";
+  int count = 0;
+  for(int j=0; j<mat.outerSize(); ++j)
+    for(typename SparseMatrixType::InnerIterator it(mat,j); it; ++it)
+    {
+      ++ count;
+      internal::PutMatrixElt(it.value(), it.row()+1, it.col()+1, out);
+      // out << it.row()+1 << " " << it.col()+1 << " " << it.value() << "\n";
+    }
+  out.close();
+  return true;
+}
+
+template<typename VectorType>
+bool saveMarketVector (const VectorType& vec, const std::string& filename)
+{
+ typedef typename VectorType::Scalar Scalar; 
+ std::ofstream out(filename.c_str(),std::ios::out);
+  if(!out)
+    return false;
+  
+  out.flags(std::ios_base::scientific);
+  out.precision(64);
+  if(internal::is_same<Scalar, std::complex<float> >::value || internal::is_same<Scalar, std::complex<double> >::value)
+      out << "%%MatrixMarket matrix array complex general\n"; 
+  else
+    out << "%%MatrixMarket matrix array real general\n"; 
+  out << vec.size() << " "<< 1 << "\n";
+  for (int i=0; i < vec.size(); i++){
+    internal::putVectorElt(vec(i), out); 
+  }
+  out.close();
+  return true; 
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPARSE_MARKET_IO_H

external/include/eigen3/unsupported/Eigen/src/SparseExtra/MatrixMarketIterator.h

@@ -0,0 +1,247 @@
+
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2012 Desire NUENTSA WAKAM <desire.nuentsa_wakam@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_BROWSE_MATRICES_H
+#define EIGEN_BROWSE_MATRICES_H
+
+namespace Eigen {
+
+enum {
+  SPD = 0x100,
+  NonSymmetric = 0x0
+}; 
+
+/** 
+ * @brief Iterator to browse matrices from a specified folder
+ * 
+ * This is used to load all the matrices from a folder. 
+ * The matrices should be in Matrix Market format
+ * It is assumed that the matrices are named as matname.mtx
+ * and matname_SPD.mtx if the matrix is Symmetric and positive definite (or Hermitian)
+ * The right hand side vectors are loaded as well, if they exist.
+ * They should be named as matname_b.mtx. 
+ * Note that the right hand side for a SPD matrix is named as matname_SPD_b.mtx
+ * 
+ * Sometimes a reference solution is available. In this case, it should be named as matname_x.mtx
+ * 
+ * Sample code
+ * \code
+ * 
+ * \endcode
+ * 
+ * \tparam Scalar The scalar type 
+ */
+template <typename Scalar>
+class MatrixMarketIterator 
+{
+    typedef typename NumTraits<Scalar>::Real RealScalar;
+  public:
+    typedef Matrix<Scalar,Dynamic,1> VectorType; 
+    typedef SparseMatrix<Scalar,ColMajor> MatrixType; 
+  
+  public:
+    MatrixMarketIterator(const std::string &folder)
+      : m_sym(0), m_isvalid(false), m_matIsLoaded(false), m_hasRhs(false), m_hasrefX(false), m_folder(folder)
+    {
+      m_folder_id = opendir(folder.c_str());
+      if(m_folder_id)
+        Getnextvalidmatrix();
+    }
+    
+    ~MatrixMarketIterator()
+    {
+      if (m_folder_id) closedir(m_folder_id); 
+    }
+    
+    inline MatrixMarketIterator& operator++()
+    {
+      m_matIsLoaded = false;
+      m_hasrefX = false;
+      m_hasRhs = false;
+      Getnextvalidmatrix();
+      return *this;
+    }
+    inline operator bool() const { return m_isvalid;}
+    
+    /** Return the sparse matrix corresponding to the current file */
+    inline MatrixType& matrix() 
+    { 
+      // Read the matrix
+      if (m_matIsLoaded) return m_mat;
+      
+      std::string matrix_file = m_folder + "/" + m_matname + ".mtx";
+      if ( !loadMarket(m_mat, matrix_file)) 
+      {
+        std::cerr << "Warning loadMarket failed when loading \"" << matrix_file << "\"" << std::endl;
+        m_matIsLoaded = false;
+        return m_mat;
+      }
+      m_matIsLoaded = true; 
+
+      if (m_sym != NonSymmetric) 
+      {
+        // Check whether we need to restore a full matrix:
+        RealScalar diag_norm  = m_mat.diagonal().norm();
+        RealScalar lower_norm = m_mat.template triangularView<Lower>().norm();
+        RealScalar upper_norm = m_mat.template triangularView<Upper>().norm();
+        if(lower_norm>diag_norm && upper_norm==diag_norm)
+        {
+          // only the lower part is stored
+          MatrixType tmp(m_mat);
+          m_mat = tmp.template selfadjointView<Lower>();
+        }
+        else if(upper_norm>diag_norm && lower_norm==diag_norm)
+        {
+          // only the upper part is stored
+          MatrixType tmp(m_mat);
+          m_mat = tmp.template selfadjointView<Upper>();
+        }
+      }
+      return m_mat; 
+    }
+    
+    /** Return the right hand side corresponding to the current matrix. 
+     * If the rhs file is not provided, a random rhs is generated
+     */
+    inline VectorType& rhs() 
+    { 
+       // Get the right hand side
+      if (m_hasRhs) return m_rhs;
+      
+      std::string rhs_file;
+      rhs_file = m_folder + "/" + m_matname + "_b.mtx"; // The pattern is matname_b.mtx
+      m_hasRhs = Fileexists(rhs_file);
+      if (m_hasRhs)
+      {
+        m_rhs.resize(m_mat.cols());
+        m_hasRhs = loadMarketVector(m_rhs, rhs_file);
+      }
+      if (!m_hasRhs)
+      {
+        // Generate a random right hand side
+        if (!m_matIsLoaded) this->matrix(); 
+        m_refX.resize(m_mat.cols());
+        m_refX.setRandom();
+        m_rhs = m_mat * m_refX;
+        m_hasrefX = true;
+        m_hasRhs = true;
+      }
+      return m_rhs; 
+    }
+    
+    /** Return a reference solution
+     * If it is not provided and if the right hand side is not available
+     * then refX is randomly generated such that A*refX = b 
+     * where A and b are the matrix and the rhs. 
+     * Note that when a rhs is provided, refX is not available 
+     */
+    inline VectorType& refX() 
+    { 
+      // Check if a reference solution is provided
+      if (m_hasrefX) return m_refX;
+      
+      std::string lhs_file;
+      lhs_file = m_folder + "/" + m_matname + "_x.mtx"; 
+      m_hasrefX = Fileexists(lhs_file);
+      if (m_hasrefX)
+      {
+        m_refX.resize(m_mat.cols());
+        m_hasrefX = loadMarketVector(m_refX, lhs_file);
+      }
+      else
+        m_refX.resize(0);
+      return m_refX; 
+    }
+    
+    inline std::string& matname() { return m_matname; }
+    
+    inline int sym() { return m_sym; }
+    
+    bool hasRhs() {return m_hasRhs; }
+    bool hasrefX() {return m_hasrefX; }
+    bool isFolderValid() { return bool(m_folder_id); }
+    
+  protected:
+    
+    inline bool Fileexists(std::string file)
+    {
+      std::ifstream file_id(file.c_str());
+      if (!file_id.good() ) 
+      {
+        return false;
+      }
+      else 
+      {
+        file_id.close();
+        return true;
+      }
+    }
+    
+    void Getnextvalidmatrix( )
+    {
+      m_isvalid = false;
+      // Here, we return with the next valid matrix in the folder
+      while ( (m_curs_id = readdir(m_folder_id)) != NULL) {
+        m_isvalid = false;
+        std::string curfile;
+        curfile = m_folder + "/" + m_curs_id->d_name;
+        // Discard if it is a folder
+        if (m_curs_id->d_type == DT_DIR) continue; //FIXME This may not be available on non BSD systems
+//         struct stat st_buf; 
+//         stat (curfile.c_str(), &st_buf);
+//         if (S_ISDIR(st_buf.st_mode)) continue;
+        
+        // Determine from the header if it is a matrix or a right hand side 
+        bool isvector,iscomplex=false;
+        if(!getMarketHeader(curfile,m_sym,iscomplex,isvector)) continue;
+        if(isvector) continue;
+        if (!iscomplex)
+        {
+          if(internal::is_same<Scalar, std::complex<float> >::value || internal::is_same<Scalar, std::complex<double> >::value)
+            continue; 
+        }
+        if (iscomplex)
+        {
+          if(internal::is_same<Scalar, float>::value || internal::is_same<Scalar, double>::value)
+            continue; 
+        }
+        
+        
+        // Get the matrix name
+        std::string filename = m_curs_id->d_name;
+        m_matname = filename.substr(0, filename.length()-4); 
+        
+        // Find if the matrix is SPD 
+        size_t found = m_matname.find("SPD");
+        if( (found!=std::string::npos) && (m_sym != NonSymmetric) )
+          m_sym = SPD;
+       
+        m_isvalid = true;
+        break; 
+      }
+    }
+    int m_sym; // Symmetry of the matrix
+    MatrixType m_mat; // Current matrix  
+    VectorType m_rhs;  // Current vector
+    VectorType m_refX; // The reference solution, if exists
+    std::string m_matname; // Matrix Name
+    bool m_isvalid; 
+    bool m_matIsLoaded; // Determine if the matrix has already been loaded from the file
+    bool m_hasRhs; // The right hand side exists
+    bool m_hasrefX; // A reference solution is provided
+    std::string m_folder;
+    DIR * m_folder_id;
+    struct dirent *m_curs_id; 
+    
+};
+
+} // end namespace Eigen
+
+#endif

external/include/eigen3/unsupported/Eigen/src/SparseExtra/RandomSetter.h

@@ -0,0 +1,327 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008 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_RANDOMSETTER_H
+#define EIGEN_RANDOMSETTER_H
+
+namespace Eigen { 
+
+/** Represents a std::map
+  *
+  * \see RandomSetter
+  */
+template<typename Scalar> struct StdMapTraits
+{
+  typedef int KeyType;
+  typedef std::map<KeyType,Scalar> Type;
+  enum {
+    IsSorted = 1
+  };
+
+  static void setInvalidKey(Type&, const KeyType&) {}
+};
+
+#ifdef EIGEN_UNORDERED_MAP_SUPPORT
+/** Represents a std::unordered_map
+  *
+  * To use it you need to both define EIGEN_UNORDERED_MAP_SUPPORT and include the unordered_map header file
+  * yourself making sure that unordered_map is defined in the std namespace.
+  *
+  * For instance, with current version of gcc you can either enable C++0x standard (-std=c++0x) or do:
+  * \code
+  * #include <tr1/unordered_map>
+  * #define EIGEN_UNORDERED_MAP_SUPPORT
+  * namespace std {
+  *   using std::tr1::unordered_map;
+  * }
+  * \endcode
+  *
+  * \see RandomSetter
+  */
+template<typename Scalar> struct StdUnorderedMapTraits
+{
+  typedef int KeyType;
+  typedef std::unordered_map<KeyType,Scalar> Type;
+  enum {
+    IsSorted = 0
+  };
+
+  static void setInvalidKey(Type&, const KeyType&) {}
+};
+#endif // EIGEN_UNORDERED_MAP_SUPPORT
+
+#ifdef _DENSE_HASH_MAP_H_
+/** Represents a google::dense_hash_map
+  *
+  * \see RandomSetter
+  */
+template<typename Scalar> struct GoogleDenseHashMapTraits
+{
+  typedef int KeyType;
+  typedef google::dense_hash_map<KeyType,Scalar> Type;
+  enum {
+    IsSorted = 0
+  };
+
+  static void setInvalidKey(Type& map, const KeyType& k)
+  { map.set_empty_key(k); }
+};
+#endif
+
+#ifdef _SPARSE_HASH_MAP_H_
+/** Represents a google::sparse_hash_map
+  *
+  * \see RandomSetter
+  */
+template<typename Scalar> struct GoogleSparseHashMapTraits
+{
+  typedef int KeyType;
+  typedef google::sparse_hash_map<KeyType,Scalar> Type;
+  enum {
+    IsSorted = 0
+  };
+
+  static void setInvalidKey(Type&, const KeyType&) {}
+};
+#endif
+
+/** \class RandomSetter
+  *
+  * \brief The RandomSetter is a wrapper object allowing to set/update a sparse matrix with random access
+  *
+  * \tparam SparseMatrixType the type of the sparse matrix we are updating
+  * \tparam MapTraits a traits class representing the map implementation used for the temporary sparse storage.
+  *                  Its default value depends on the system.
+  * \tparam OuterPacketBits defines the number of rows (or columns) manage by a single map object
+  *                        as a power of two exponent.
+  *
+  * This class temporarily represents a sparse matrix object using a generic map implementation allowing for
+  * efficient random access. The conversion from the compressed representation to a hash_map object is performed
+  * in the RandomSetter constructor, while the sparse matrix is updated back at destruction time. This strategy
+  * suggest the use of nested blocks as in this example:
+  *
+  * \code
+  * SparseMatrix<double> m(rows,cols);
+  * {
+  *   RandomSetter<SparseMatrix<double> > w(m);
+  *   // don't use m but w instead with read/write random access to the coefficients:
+  *   for(;;)
+  *     w(rand(),rand()) = rand;
+  * }
+  * // when w is deleted, the data are copied back to m
+  * // and m is ready to use.
+  * \endcode
+  *
+  * Since hash_map objects are not fully sorted, representing a full matrix as a single hash_map would
+  * involve a big and costly sort to update the compressed matrix back. To overcome this issue, a RandomSetter
+  * use multiple hash_map, each representing 2^OuterPacketBits columns or rows according to the storage order.
+  * To reach optimal performance, this value should be adjusted according to the average number of nonzeros
+  * per rows/columns.
+  *
+  * The possible values for the template parameter MapTraits are:
+  *  - \b StdMapTraits: corresponds to std::map. (does not perform very well)
+  *  - \b GnuHashMapTraits: corresponds to __gnu_cxx::hash_map (available only with GCC)
+  *  - \b GoogleDenseHashMapTraits: corresponds to google::dense_hash_map (best efficiency, reasonable memory consumption)
+  *  - \b GoogleSparseHashMapTraits: corresponds to google::sparse_hash_map (best memory consumption, relatively good performance)
+  *
+  * The default map implementation depends on the availability, and the preferred order is:
+  * GoogleSparseHashMapTraits, GnuHashMapTraits, and finally StdMapTraits.
+  *
+  * For performance and memory consumption reasons it is highly recommended to use one of
+  * the Google's hash_map implementation. To enable the support for them, you have two options:
+  *  - \#include <google/dense_hash_map> yourself \b before Eigen/Sparse header
+  *  - define EIGEN_GOOGLEHASH_SUPPORT
+  * In the later case the inclusion of <google/dense_hash_map> is made for you.
+  *
+  * \see http://code.google.com/p/google-sparsehash/
+  */
+template<typename SparseMatrixType,
+         template <typename T> class MapTraits =
+#if defined _DENSE_HASH_MAP_H_
+          GoogleDenseHashMapTraits
+#elif defined _HASH_MAP
+          GnuHashMapTraits
+#else
+          StdMapTraits
+#endif
+         ,int OuterPacketBits = 6>
+class RandomSetter
+{
+    typedef typename SparseMatrixType::Scalar Scalar;
+    typedef typename SparseMatrixType::StorageIndex StorageIndex;
+
+    struct ScalarWrapper
+    {
+      ScalarWrapper() : value(0) {}
+      Scalar value;
+    };
+    typedef typename MapTraits<ScalarWrapper>::KeyType KeyType;
+    typedef typename MapTraits<ScalarWrapper>::Type HashMapType;
+    static const int OuterPacketMask = (1 << OuterPacketBits) - 1;
+    enum {
+      SwapStorage = 1 - MapTraits<ScalarWrapper>::IsSorted,
+      TargetRowMajor = (SparseMatrixType::Flags & RowMajorBit) ? 1 : 0,
+      SetterRowMajor = SwapStorage ? 1-TargetRowMajor : TargetRowMajor
+    };
+
+  public:
+
+    /** Constructs a random setter object from the sparse matrix \a target
+      *
+      * Note that the initial value of \a target are imported. If you want to re-set
+      * a sparse matrix from scratch, then you must set it to zero first using the
+      * setZero() function.
+      */
+    inline RandomSetter(SparseMatrixType& target)
+      : mp_target(&target)
+    {
+      const Index outerSize = SwapStorage ? target.innerSize() : target.outerSize();
+      const Index innerSize = SwapStorage ? target.outerSize() : target.innerSize();
+      m_outerPackets = outerSize >> OuterPacketBits;
+      if (outerSize&OuterPacketMask)
+        m_outerPackets += 1;
+      m_hashmaps = new HashMapType[m_outerPackets];
+      // compute number of bits needed to store inner indices
+      Index aux = innerSize - 1;
+      m_keyBitsOffset = 0;
+      while (aux)
+      {
+        ++m_keyBitsOffset;
+        aux = aux >> 1;
+      }
+      KeyType ik = (1<<(OuterPacketBits+m_keyBitsOffset));
+      for (Index k=0; k<m_outerPackets; ++k)
+        MapTraits<ScalarWrapper>::setInvalidKey(m_hashmaps[k],ik);
+
+      // insert current coeffs
+      for (Index j=0; j<mp_target->outerSize(); ++j)
+        for (typename SparseMatrixType::InnerIterator it(*mp_target,j); it; ++it)
+          (*this)(TargetRowMajor?j:it.index(), TargetRowMajor?it.index():j) = it.value();
+    }
+
+    /** Destructor updating back the sparse matrix target */
+    ~RandomSetter()
+    {
+      KeyType keyBitsMask = (1<<m_keyBitsOffset)-1;
+      if (!SwapStorage) // also means the map is sorted
+      {
+        mp_target->setZero();
+        mp_target->makeCompressed();
+        mp_target->reserve(nonZeros());
+        Index prevOuter = -1;
+        for (Index k=0; k<m_outerPackets; ++k)
+        {
+          const Index outerOffset = (1<<OuterPacketBits) * k;
+          typename HashMapType::iterator end = m_hashmaps[k].end();
+          for (typename HashMapType::iterator it = m_hashmaps[k].begin(); it!=end; ++it)
+          {
+            const Index outer = (it->first >> m_keyBitsOffset) + outerOffset;
+            const Index inner = it->first & keyBitsMask;
+            if (prevOuter!=outer)
+            {
+              for (Index j=prevOuter+1;j<=outer;++j)
+                mp_target->startVec(j);
+              prevOuter = outer;
+            }
+            mp_target->insertBackByOuterInner(outer, inner) = it->second.value;
+          }
+        }
+        mp_target->finalize();
+      }
+      else
+      {
+        VectorXi positions(mp_target->outerSize());
+        positions.setZero();
+        // pass 1
+        for (Index k=0; k<m_outerPackets; ++k)
+        {
+          typename HashMapType::iterator end = m_hashmaps[k].end();
+          for (typename HashMapType::iterator it = m_hashmaps[k].begin(); it!=end; ++it)
+          {
+            const Index outer = it->first & keyBitsMask;
+            ++positions[outer];
+          }
+        }
+        // prefix sum
+        Index count = 0;
+        for (Index j=0; j<mp_target->outerSize(); ++j)
+        {
+          Index tmp = positions[j];
+          mp_target->outerIndexPtr()[j] = count;
+          positions[j] = count;
+          count += tmp;
+        }
+        mp_target->makeCompressed();
+        mp_target->outerIndexPtr()[mp_target->outerSize()] = count;
+        mp_target->resizeNonZeros(count);
+        // pass 2
+        for (Index k=0; k<m_outerPackets; ++k)
+        {
+          const Index outerOffset = (1<<OuterPacketBits) * k;
+          typename HashMapType::iterator end = m_hashmaps[k].end();
+          for (typename HashMapType::iterator it = m_hashmaps[k].begin(); it!=end; ++it)
+          {
+            const Index inner = (it->first >> m_keyBitsOffset) + outerOffset;
+            const Index outer = it->first & keyBitsMask;
+            // sorted insertion
+            // Note that we have to deal with at most 2^OuterPacketBits unsorted coefficients,
+            // moreover those 2^OuterPacketBits coeffs are likely to be sparse, an so only a
+            // small fraction of them have to be sorted, whence the following simple procedure:
+            Index posStart = mp_target->outerIndexPtr()[outer];
+            Index i = (positions[outer]++) - 1;
+            while ( (i >= posStart) && (mp_target->innerIndexPtr()[i] > inner) )
+            {
+              mp_target->valuePtr()[i+1] = mp_target->valuePtr()[i];
+              mp_target->innerIndexPtr()[i+1] = mp_target->innerIndexPtr()[i];
+              --i;
+            }
+            mp_target->innerIndexPtr()[i+1] = inner;
+            mp_target->valuePtr()[i+1] = it->second.value;
+          }
+        }
+      }
+      delete[] m_hashmaps;
+    }
+
+    /** \returns a reference to the coefficient at given coordinates \a row, \a col */
+    Scalar& operator() (Index row, Index col)
+    {
+      const Index outer = SetterRowMajor ? row : col;
+      const Index inner = SetterRowMajor ? col : row;
+      const Index outerMajor = outer >> OuterPacketBits; // index of the packet/map
+      const Index outerMinor = outer & OuterPacketMask;  // index of the inner vector in the packet
+      const KeyType key = internal::convert_index<KeyType>((outerMinor<<m_keyBitsOffset) | inner);
+      return m_hashmaps[outerMajor][key].value;
+    }
+
+    /** \returns the number of non zero coefficients
+      *
+      * \note According to the underlying map/hash_map implementation,
+      * this function might be quite expensive.
+      */
+    Index nonZeros() const
+    {
+      Index nz = 0;
+      for (Index k=0; k<m_outerPackets; ++k)
+        nz += static_cast<Index>(m_hashmaps[k].size());
+      return nz;
+    }
+
+
+  protected:
+
+    HashMapType* m_hashmaps;
+    SparseMatrixType* mp_target;
+    Index m_outerPackets;
+    unsigned char m_keyBitsOffset;
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_RANDOMSETTER_H

external/include/eigen3/unsupported/Eigen/src/SpecialFunctions/SpecialFunctionsArrayAPI.h

@@ -0,0 +1,124 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2016 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_SPECIALFUNCTIONS_ARRAYAPI_H
+#define EIGEN_SPECIALFUNCTIONS_ARRAYAPI_H
+
+namespace Eigen {
+
+/** \cpp11 \returns an expression of the coefficient-wise igamma(\a a, \a x) to the given arrays.
+  *
+  * This function computes the coefficient-wise incomplete gamma function.
+  *
+  * \note This function supports only float and double scalar types in c++11 mode. To support other scalar types,
+  * or float/double in non c++11 mode, the user has to provide implementations of igammac(T,T) for any scalar
+  * type T to be supported.
+  *
+  * \sa Eigen::igammac(), Eigen::lgamma()
+  */
+template<typename Derived,typename ExponentDerived>
+inline const Eigen::CwiseBinaryOp<Eigen::internal::scalar_igamma_op<typename Derived::Scalar>, const Derived, const ExponentDerived>
+igamma(const Eigen::ArrayBase<Derived>& a, const Eigen::ArrayBase<ExponentDerived>& x)
+{
+  return Eigen::CwiseBinaryOp<Eigen::internal::scalar_igamma_op<typename Derived::Scalar>, const Derived, const ExponentDerived>(
+    a.derived(),
+    x.derived()
+  );
+}
+
+/** \cpp11 \returns an expression of the coefficient-wise igammac(\a a, \a x) to the given arrays.
+  *
+  * This function computes the coefficient-wise complementary incomplete gamma function.
+  *
+  * \note This function supports only float and double scalar types in c++11 mode. To support other scalar types,
+  * or float/double in non c++11 mode, the user has to provide implementations of igammac(T,T) for any scalar
+  * type T to be supported.
+  *
+  * \sa Eigen::igamma(), Eigen::lgamma()
+  */
+template<typename Derived,typename ExponentDerived>
+inline const Eigen::CwiseBinaryOp<Eigen::internal::scalar_igammac_op<typename Derived::Scalar>, const Derived, const ExponentDerived>
+igammac(const Eigen::ArrayBase<Derived>& a, const Eigen::ArrayBase<ExponentDerived>& x)
+{
+  return Eigen::CwiseBinaryOp<Eigen::internal::scalar_igammac_op<typename Derived::Scalar>, const Derived, const ExponentDerived>(
+    a.derived(),
+    x.derived()
+  );
+}
+
+/** \cpp11 \returns an expression of the coefficient-wise polygamma(\a n, \a x) to the given arrays.
+  *
+  * It returns the \a n -th derivative of the digamma(psi) evaluated at \c x.
+  *
+  * \note This function supports only float and double scalar types in c++11 mode. To support other scalar types,
+  * or float/double in non c++11 mode, the user has to provide implementations of polygamma(T,T) for any scalar
+  * type T to be supported.
+  *
+  * \sa Eigen::digamma()
+  */
+// * \warning Be careful with the order of the parameters: x.polygamma(n) is equivalent to polygamma(n,x)
+// * \sa ArrayBase::polygamma()
+template<typename DerivedN,typename DerivedX>
+inline const Eigen::CwiseBinaryOp<Eigen::internal::scalar_polygamma_op<typename DerivedX::Scalar>, const DerivedN, const DerivedX>
+polygamma(const Eigen::ArrayBase<DerivedN>& n, const Eigen::ArrayBase<DerivedX>& x)
+{
+  return Eigen::CwiseBinaryOp<Eigen::internal::scalar_polygamma_op<typename DerivedX::Scalar>, const DerivedN, const DerivedX>(
+    n.derived(),
+    x.derived()
+  );
+}
+
+/** \cpp11 \returns an expression of the coefficient-wise betainc(\a x, \a a, \a b) to the given arrays.
+  *
+  * This function computes the regularized incomplete beta function (integral).
+  *
+  * \note This function supports only float and double scalar types in c++11 mode. To support other scalar types,
+  * or float/double in non c++11 mode, the user has to provide implementations of betainc(T,T,T) for any scalar
+  * type T to be supported.
+  *
+  * \sa Eigen::betainc(), Eigen::lgamma()
+  */
+template<typename ArgADerived, typename ArgBDerived, typename ArgXDerived>
+inline const Eigen::CwiseTernaryOp<Eigen::internal::scalar_betainc_op<typename ArgXDerived::Scalar>, const ArgADerived, const ArgBDerived, const ArgXDerived>
+betainc(const Eigen::ArrayBase<ArgADerived>& a, const Eigen::ArrayBase<ArgBDerived>& b, const Eigen::ArrayBase<ArgXDerived>& x)
+{
+  return Eigen::CwiseTernaryOp<Eigen::internal::scalar_betainc_op<typename ArgXDerived::Scalar>, const ArgADerived, const ArgBDerived, const ArgXDerived>(
+    a.derived(),
+    b.derived(),
+    x.derived()
+  );
+}
+
+
+/** \returns an expression of the coefficient-wise zeta(\a x, \a q) to the given arrays.
+  *
+  * It returns the Riemann zeta function of two arguments \a x and \a q:
+  *
+  * \param x is the exposent, it must be > 1
+  * \param q is the shift, it must be > 0
+  *
+  * \note This function supports only float and double scalar types. To support other scalar types, the user has
+  * to provide implementations of zeta(T,T) for any scalar type T to be supported.
+  *
+  * \sa ArrayBase::zeta()
+  */
+template<typename DerivedX,typename DerivedQ>
+inline const Eigen::CwiseBinaryOp<Eigen::internal::scalar_zeta_op<typename DerivedX::Scalar>, const DerivedX, const DerivedQ>
+zeta(const Eigen::ArrayBase<DerivedX>& x, const Eigen::ArrayBase<DerivedQ>& q)
+{
+  return Eigen::CwiseBinaryOp<Eigen::internal::scalar_zeta_op<typename DerivedX::Scalar>, const DerivedX, const DerivedQ>(
+    x.derived(),
+    q.derived()
+  );
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPECIALFUNCTIONS_ARRAYAPI_H

external/include/eigen3/unsupported/Eigen/src/SpecialFunctions/SpecialFunctionsFunctors.h

@@ -0,0 +1,236 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2016 Eugene Brevdo <ebrevdo@gmail.com>
+// Copyright (C) 2016 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_SPECIALFUNCTIONS_FUNCTORS_H
+#define EIGEN_SPECIALFUNCTIONS_FUNCTORS_H
+
+namespace Eigen {
+
+namespace internal {
+
+
+/** \internal
+  * \brief Template functor to compute the incomplete gamma function igamma(a, x)
+  *
+  * \sa class CwiseBinaryOp, Cwise::igamma
+  */
+template<typename Scalar> struct scalar_igamma_op : binary_op_base<Scalar,Scalar>
+{
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_igamma_op)
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() (const Scalar& a, const Scalar& x) const {
+    using numext::igamma; return igamma(a, x);
+  }
+  template<typename Packet>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Packet packetOp(const Packet& a, const Packet& x) const {
+    return internal::pigamma(a, x);
+  }
+};
+template<typename Scalar>
+struct functor_traits<scalar_igamma_op<Scalar> > {
+  enum {
+    // Guesstimate
+    Cost = 20 * NumTraits<Scalar>::MulCost + 10 * NumTraits<Scalar>::AddCost,
+    PacketAccess = packet_traits<Scalar>::HasIGamma
+  };
+};
+
+
+/** \internal
+  * \brief Template functor to compute the complementary incomplete gamma function igammac(a, x)
+  *
+  * \sa class CwiseBinaryOp, Cwise::igammac
+  */
+template<typename Scalar> struct scalar_igammac_op : binary_op_base<Scalar,Scalar>
+{
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_igammac_op)
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() (const Scalar& a, const Scalar& x) const {
+    using numext::igammac; return igammac(a, x);
+  }
+  template<typename Packet>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Packet packetOp(const Packet& a, const Packet& x) const
+  {
+    return internal::pigammac(a, x);
+  }
+};
+template<typename Scalar>
+struct functor_traits<scalar_igammac_op<Scalar> > {
+  enum {
+    // Guesstimate
+    Cost = 20 * NumTraits<Scalar>::MulCost + 10 * NumTraits<Scalar>::AddCost,
+    PacketAccess = packet_traits<Scalar>::HasIGammac
+  };
+};
+
+
+/** \internal
+  * \brief Template functor to compute the incomplete beta integral betainc(a, b, x)
+  *
+  */
+template<typename Scalar> struct scalar_betainc_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_betainc_op)
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() (const Scalar& x, const Scalar& a, const Scalar& b) const {
+    using numext::betainc; return betainc(x, a, b);
+  }
+  template<typename Packet>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Packet packetOp(const Packet& x, const Packet& a, const Packet& b) const
+  {
+    return internal::pbetainc(x, a, b);
+  }
+};
+template<typename Scalar>
+struct functor_traits<scalar_betainc_op<Scalar> > {
+  enum {
+    // Guesstimate
+    Cost = 400 * NumTraits<Scalar>::MulCost + 400 * NumTraits<Scalar>::AddCost,
+    PacketAccess = packet_traits<Scalar>::HasBetaInc
+  };
+};
+
+
+/** \internal
+ * \brief Template functor to compute the natural log of the absolute
+ * value of Gamma of a scalar
+ * \sa class CwiseUnaryOp, Cwise::lgamma()
+ */
+template<typename Scalar> struct scalar_lgamma_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_lgamma_op)
+  EIGEN_DEVICE_FUNC inline const Scalar operator() (const Scalar& a) const {
+    using numext::lgamma; return lgamma(a);
+  }
+  typedef typename packet_traits<Scalar>::type Packet;
+  EIGEN_DEVICE_FUNC inline Packet packetOp(const Packet& a) const { return internal::plgamma(a); }
+};
+template<typename Scalar>
+struct functor_traits<scalar_lgamma_op<Scalar> >
+{
+  enum {
+    // Guesstimate
+    Cost = 10 * NumTraits<Scalar>::MulCost + 5 * NumTraits<Scalar>::AddCost,
+    PacketAccess = packet_traits<Scalar>::HasLGamma
+  };
+};
+
+/** \internal
+ * \brief Template functor to compute psi, the derivative of lgamma of a scalar.
+ * \sa class CwiseUnaryOp, Cwise::digamma()
+ */
+template<typename Scalar> struct scalar_digamma_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_digamma_op)
+  EIGEN_DEVICE_FUNC inline const Scalar operator() (const Scalar& a) const {
+    using numext::digamma; return digamma(a);
+  }
+  typedef typename packet_traits<Scalar>::type Packet;
+  EIGEN_DEVICE_FUNC inline Packet packetOp(const Packet& a) const { return internal::pdigamma(a); }
+};
+template<typename Scalar>
+struct functor_traits<scalar_digamma_op<Scalar> >
+{
+  enum {
+    // Guesstimate
+    Cost = 10 * NumTraits<Scalar>::MulCost + 5 * NumTraits<Scalar>::AddCost,
+    PacketAccess = packet_traits<Scalar>::HasDiGamma
+  };
+};
+
+/** \internal
+ * \brief Template functor to compute the Riemann Zeta function of two arguments.
+ * \sa class CwiseUnaryOp, Cwise::zeta()
+ */
+template<typename Scalar> struct scalar_zeta_op {
+    EIGEN_EMPTY_STRUCT_CTOR(scalar_zeta_op)
+    EIGEN_DEVICE_FUNC inline const Scalar operator() (const Scalar& x, const Scalar& q) const {
+        using numext::zeta; return zeta(x, q);
+    }
+    typedef typename packet_traits<Scalar>::type Packet;
+    EIGEN_DEVICE_FUNC inline Packet packetOp(const Packet& x, const Packet& q) const { return internal::pzeta(x, q); }
+};
+template<typename Scalar>
+struct functor_traits<scalar_zeta_op<Scalar> >
+{
+    enum {
+        // Guesstimate
+        Cost = 10 * NumTraits<Scalar>::MulCost + 5 * NumTraits<Scalar>::AddCost,
+        PacketAccess = packet_traits<Scalar>::HasZeta
+    };
+};
+
+/** \internal
+ * \brief Template functor to compute the polygamma function.
+ * \sa class CwiseUnaryOp, Cwise::polygamma()
+ */
+template<typename Scalar> struct scalar_polygamma_op {
+    EIGEN_EMPTY_STRUCT_CTOR(scalar_polygamma_op)
+    EIGEN_DEVICE_FUNC inline const Scalar operator() (const Scalar& n, const Scalar& x) const {
+        using numext::polygamma; return polygamma(n, x);
+    }
+    typedef typename packet_traits<Scalar>::type Packet;
+    EIGEN_DEVICE_FUNC inline Packet packetOp(const Packet& n, const Packet& x) const { return internal::ppolygamma(n, x); }
+};
+template<typename Scalar>
+struct functor_traits<scalar_polygamma_op<Scalar> >
+{
+    enum {
+        // Guesstimate
+        Cost = 10 * NumTraits<Scalar>::MulCost + 5 * NumTraits<Scalar>::AddCost,
+        PacketAccess = packet_traits<Scalar>::HasPolygamma
+    };
+};
+
+/** \internal
+ * \brief Template functor to compute the Gauss error function of a
+ * scalar
+ * \sa class CwiseUnaryOp, Cwise::erf()
+ */
+template<typename Scalar> struct scalar_erf_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_erf_op)
+  EIGEN_DEVICE_FUNC inline const Scalar operator() (const Scalar& a) const {
+    using numext::erf; return erf(a);
+  }
+  typedef typename packet_traits<Scalar>::type Packet;
+  EIGEN_DEVICE_FUNC inline Packet packetOp(const Packet& a) const { return internal::perf(a); }
+};
+template<typename Scalar>
+struct functor_traits<scalar_erf_op<Scalar> >
+{
+  enum {
+    // Guesstimate
+    Cost = 10 * NumTraits<Scalar>::MulCost + 5 * NumTraits<Scalar>::AddCost,
+    PacketAccess = packet_traits<Scalar>::HasErf
+  };
+};
+
+/** \internal
+ * \brief Template functor to compute the Complementary Error Function
+ * of a scalar
+ * \sa class CwiseUnaryOp, Cwise::erfc()
+ */
+template<typename Scalar> struct scalar_erfc_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_erfc_op)
+  EIGEN_DEVICE_FUNC inline const Scalar operator() (const Scalar& a) const {
+    using numext::erfc; return erfc(a);
+  }
+  typedef typename packet_traits<Scalar>::type Packet;
+  EIGEN_DEVICE_FUNC inline Packet packetOp(const Packet& a) const { return internal::perfc(a); }
+};
+template<typename Scalar>
+struct functor_traits<scalar_erfc_op<Scalar> >
+{
+  enum {
+    // Guesstimate
+    Cost = 10 * NumTraits<Scalar>::MulCost + 5 * NumTraits<Scalar>::AddCost,
+    PacketAccess = packet_traits<Scalar>::HasErfc
+  };
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPECIALFUNCTIONS_FUNCTORS_H

external/include/eigen3/unsupported/Eigen/src/SpecialFunctions/SpecialFunctionsHalf.h

@@ -0,0 +1,47 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// 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_SPECIALFUNCTIONS_HALF_H
+#define EIGEN_SPECIALFUNCTIONS_HALF_H
+
+namespace Eigen {
+namespace numext {
+
+#if EIGEN_HAS_C99_MATH
+template<> EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Eigen::half lgamma(const Eigen::half& a) {
+  return Eigen::half(Eigen::numext::lgamma(static_cast<float>(a)));
+}
+template<> EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Eigen::half digamma(const Eigen::half& a) {
+  return Eigen::half(Eigen::numext::digamma(static_cast<float>(a)));
+}
+template<> EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Eigen::half zeta(const Eigen::half& x, const Eigen::half& q) {
+  return Eigen::half(Eigen::numext::zeta(static_cast<float>(x), static_cast<float>(q)));
+}
+template<> EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Eigen::half polygamma(const Eigen::half& n, const Eigen::half& x) {
+  return Eigen::half(Eigen::numext::polygamma(static_cast<float>(n), static_cast<float>(x)));
+}
+template<> EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Eigen::half erf(const Eigen::half& a) {
+  return Eigen::half(Eigen::numext::erf(static_cast<float>(a)));
+}
+template<> EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Eigen::half erfc(const Eigen::half& a) {
+  return Eigen::half(Eigen::numext::erfc(static_cast<float>(a)));
+}
+template<> EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Eigen::half igamma(const Eigen::half& a, const Eigen::half& x) {
+  return Eigen::half(Eigen::numext::igamma(static_cast<float>(a), static_cast<float>(x)));
+}
+template<> EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Eigen::half igammac(const Eigen::half& a, const Eigen::half& x) {
+  return Eigen::half(Eigen::numext::igammac(static_cast<float>(a), static_cast<float>(x)));
+}
+template<> EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Eigen::half betainc(const Eigen::half& a, const Eigen::half& b, const Eigen::half& x) {
+  return Eigen::half(Eigen::numext::betainc(static_cast<float>(a), static_cast<float>(b), static_cast<float>(x)));
+}
+#endif
+
+}  // end namespace numext
+}  // end namespace Eigen
+
+#endif  // EIGEN_SPECIALFUNCTIONS_HALF_H

external/include/eigen3/unsupported/Eigen/src/SpecialFunctions/SpecialFunctionsPacketMath.h

@@ -0,0 +1,58 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2016 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_SPECIALFUNCTIONS_PACKETMATH_H
+#define EIGEN_SPECIALFUNCTIONS_PACKETMATH_H
+
+namespace Eigen {
+
+namespace internal {
+
+/** \internal \returns the ln(|gamma(\a a)|) (coeff-wise) */
+template<typename Packet> EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS
+Packet plgamma(const Packet& a) { using numext::lgamma; return lgamma(a); }
+
+/** \internal \returns the derivative of lgamma, psi(\a a) (coeff-wise) */
+template<typename Packet> EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS
+Packet pdigamma(const Packet& a) { using numext::digamma; return digamma(a); }
+
+/** \internal \returns the zeta function of two arguments (coeff-wise) */
+template<typename Packet> EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS
+Packet pzeta(const Packet& x, const Packet& q) { using numext::zeta; return zeta(x, q); }
+
+/** \internal \returns the polygamma function (coeff-wise) */
+template<typename Packet> EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS
+Packet ppolygamma(const Packet& n, const Packet& x) { using numext::polygamma; return polygamma(n, x); }
+
+/** \internal \returns the erf(\a a) (coeff-wise) */
+template<typename Packet> EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS
+Packet perf(const Packet& a) { using numext::erf; return erf(a); }
+
+/** \internal \returns the erfc(\a a) (coeff-wise) */
+template<typename Packet> EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS
+Packet perfc(const Packet& a) { using numext::erfc; return erfc(a); }
+
+/** \internal \returns the incomplete gamma function igamma(\a a, \a x) */
+template<typename Packet> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+Packet pigamma(const Packet& a, const Packet& x) { using numext::igamma; return igamma(a, x); }
+
+/** \internal \returns the complementary incomplete gamma function igammac(\a a, \a x) */
+template<typename Packet> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+Packet pigammac(const Packet& a, const Packet& x) { using numext::igammac; return igammac(a, x); }
+
+/** \internal \returns the complementary incomplete gamma function betainc(\a a, \a b, \a x) */
+template<typename Packet> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+Packet pbetainc(const Packet& a, const Packet& b,const Packet& x) { using numext::betainc; return betainc(a, b, x); }
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPECIALFUNCTIONS_PACKETMATH_H
+

external/include/eigen3/unsupported/Eigen/src/SpecialFunctions/arch/CUDA/CudaSpecialFunctions.h

@@ -0,0 +1,165 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2014 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// 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_CUDA_SPECIALFUNCTIONS_H
+#define EIGEN_CUDA_SPECIALFUNCTIONS_H
+
+namespace Eigen {
+
+namespace internal {
+
+// Make sure this is only available when targeting a GPU: we don't want to
+// introduce conflicts between these packet_traits definitions and the ones
+// we'll use on the host side (SSE, AVX, ...)
+#if defined(__CUDACC__) && defined(EIGEN_USE_GPU)
+
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+float4 plgamma<float4>(const float4& a)
+{
+  return make_float4(lgammaf(a.x), lgammaf(a.y), lgammaf(a.z), lgammaf(a.w));
+}
+
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+double2 plgamma<double2>(const double2& a)
+{
+  using numext::lgamma;
+  return make_double2(lgamma(a.x), lgamma(a.y));
+}
+
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+float4 pdigamma<float4>(const float4& a)
+{
+  using numext::digamma;
+  return make_float4(digamma(a.x), digamma(a.y), digamma(a.z), digamma(a.w));
+}
+
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+double2 pdigamma<double2>(const double2& a)
+{
+  using numext::digamma;
+  return make_double2(digamma(a.x), digamma(a.y));
+}
+
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+float4 pzeta<float4>(const float4& x, const float4& q)
+{
+    using numext::zeta;
+    return make_float4(zeta(x.x, q.x), zeta(x.y, q.y), zeta(x.z, q.z), zeta(x.w, q.w));
+}
+
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+double2 pzeta<double2>(const double2& x, const double2& q)
+{
+    using numext::zeta;
+    return make_double2(zeta(x.x, q.x), zeta(x.y, q.y));
+}
+
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+float4 ppolygamma<float4>(const float4& n, const float4& x)
+{
+    using numext::polygamma;
+    return make_float4(polygamma(n.x, x.x), polygamma(n.y, x.y), polygamma(n.z, x.z), polygamma(n.w, x.w));
+}
+
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+double2 ppolygamma<double2>(const double2& n, const double2& x)
+{
+    using numext::polygamma;
+    return make_double2(polygamma(n.x, x.x), polygamma(n.y, x.y));
+}
+
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+float4 perf<float4>(const float4& a)
+{
+  return make_float4(erff(a.x), erff(a.y), erff(a.z), erff(a.w));
+}
+
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+double2 perf<double2>(const double2& a)
+{
+  using numext::erf;
+  return make_double2(erf(a.x), erf(a.y));
+}
+
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+float4 perfc<float4>(const float4& a)
+{
+  using numext::erfc;
+  return make_float4(erfc(a.x), erfc(a.y), erfc(a.z), erfc(a.w));
+}
+
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+double2 perfc<double2>(const double2& a)
+{
+  using numext::erfc;
+  return make_double2(erfc(a.x), erfc(a.y));
+}
+
+
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+float4 pigamma<float4>(const float4& a, const float4& x)
+{
+  using numext::igamma;
+  return make_float4(
+      igamma(a.x, x.x),
+      igamma(a.y, x.y),
+      igamma(a.z, x.z),
+      igamma(a.w, x.w));
+}
+
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+double2 pigamma<double2>(const double2& a, const double2& x)
+{
+  using numext::igamma;
+  return make_double2(igamma(a.x, x.x), igamma(a.y, x.y));
+}
+
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+float4 pigammac<float4>(const float4& a, const float4& x)
+{
+  using numext::igammac;
+  return make_float4(
+      igammac(a.x, x.x),
+      igammac(a.y, x.y),
+      igammac(a.z, x.z),
+      igammac(a.w, x.w));
+}
+
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+double2 pigammac<double2>(const double2& a, const double2& x)
+{
+  using numext::igammac;
+  return make_double2(igammac(a.x, x.x), igammac(a.y, x.y));
+}
+
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+float4 pbetainc<float4>(const float4& a, const float4& b, const float4& x)
+{
+  using numext::betainc;
+  return make_float4(
+      betainc(a.x, b.x, x.x),
+      betainc(a.y, b.y, x.y),
+      betainc(a.z, b.z, x.z),
+      betainc(a.w, b.w, x.w));
+}
+
+template<> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+double2 pbetainc<double2>(const double2& a, const double2& b, const double2& x)
+{
+  using numext::betainc;
+  return make_double2(betainc(a.x, b.x, x.x), betainc(a.y, b.y, x.y));
+}
+
+#endif
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_CUDA_SPECIALFUNCTIONS_H

external/include/eigen3/unsupported/Eigen/src/Splines/Spline.h

@@ -0,0 +1,507 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 20010-2011 Hauke Heibel <hauke.heibel@gmail.com>
+//
+// 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_SPLINE_H
+#define EIGEN_SPLINE_H
+
+#include "SplineFwd.h"
+
+namespace Eigen
+{
+    /**
+     * \ingroup Splines_Module
+     * \class Spline
+     * \brief A class representing multi-dimensional spline curves.
+     *
+     * The class represents B-splines with non-uniform knot vectors. Each control
+     * point of the B-spline is associated with a basis function
+     * \f{align*}
+     *   C(u) & = \sum_{i=0}^{n}N_{i,p}(u)P_i
+     * \f}
+     *
+     * \tparam _Scalar The underlying data type (typically float or double)
+     * \tparam _Dim The curve dimension (e.g. 2 or 3)
+     * \tparam _Degree Per default set to Dynamic; could be set to the actual desired
+     *                degree for optimization purposes (would result in stack allocation
+     *                of several temporary variables).
+     **/
+  template <typename _Scalar, int _Dim, int _Degree>
+  class Spline
+  {
+  public:
+    typedef _Scalar Scalar; /*!< The spline curve's scalar type. */
+    enum { Dimension = _Dim /*!< The spline curve's dimension. */ };
+    enum { Degree = _Degree /*!< The spline curve's degree. */ };
+
+    /** \brief The point type the spline is representing. */
+    typedef typename SplineTraits<Spline>::PointType PointType;
+    
+    /** \brief The data type used to store knot vectors. */
+    typedef typename SplineTraits<Spline>::KnotVectorType KnotVectorType;
+
+    /** \brief The data type used to store parameter vectors. */
+    typedef typename SplineTraits<Spline>::ParameterVectorType ParameterVectorType;
+    
+    /** \brief The data type used to store non-zero basis functions. */
+    typedef typename SplineTraits<Spline>::BasisVectorType BasisVectorType;
+
+    /** \brief The data type used to store the values of the basis function derivatives. */
+    typedef typename SplineTraits<Spline>::BasisDerivativeType BasisDerivativeType;
+    
+    /** \brief The data type representing the spline's control points. */
+    typedef typename SplineTraits<Spline>::ControlPointVectorType ControlPointVectorType;
+    
+    /**
+    * \brief Creates a (constant) zero spline.
+    * For Splines with dynamic degree, the resulting degree will be 0.
+    **/
+    Spline() 
+    : m_knots(1, (Degree==Dynamic ? 2 : 2*Degree+2))
+    , m_ctrls(ControlPointVectorType::Zero(Dimension,(Degree==Dynamic ? 1 : Degree+1))) 
+    {
+      // in theory this code can go to the initializer list but it will get pretty
+      // much unreadable ...
+      enum { MinDegree = (Degree==Dynamic ? 0 : Degree) };
+      m_knots.template segment<MinDegree+1>(0) = Array<Scalar,1,MinDegree+1>::Zero();
+      m_knots.template segment<MinDegree+1>(MinDegree+1) = Array<Scalar,1,MinDegree+1>::Ones();
+    }
+
+    /**
+    * \brief Creates a spline from a knot vector and control points.
+    * \param knots The spline's knot vector.
+    * \param ctrls The spline's control point vector.
+    **/
+    template <typename OtherVectorType, typename OtherArrayType>
+    Spline(const OtherVectorType& knots, const OtherArrayType& ctrls) : m_knots(knots), m_ctrls(ctrls) {}
+
+    /**
+    * \brief Copy constructor for splines.
+    * \param spline The input spline.
+    **/
+    template <int OtherDegree>
+    Spline(const Spline<Scalar, Dimension, OtherDegree>& spline) : 
+    m_knots(spline.knots()), m_ctrls(spline.ctrls()) {}
+
+    /**
+     * \brief Returns the knots of the underlying spline.
+     **/
+    const KnotVectorType& knots() const { return m_knots; }
+    
+    /**
+     * \brief Returns the ctrls of the underlying spline.
+     **/    
+    const ControlPointVectorType& ctrls() const { return m_ctrls; }
+
+    /**
+     * \brief Returns the spline value at a given site \f$u\f$.
+     *
+     * The function returns
+     * \f{align*}
+     *   C(u) & = \sum_{i=0}^{n}N_{i,p}P_i
+     * \f}
+     *
+     * \param u Parameter \f$u \in [0;1]\f$ at which the spline is evaluated.
+     * \return The spline value at the given location \f$u\f$.
+     **/
+    PointType operator()(Scalar u) const;
+
+    /**
+     * \brief Evaluation of spline derivatives of up-to given order.
+     *
+     * The function returns
+     * \f{align*}
+     *   \frac{d^i}{du^i}C(u) & = \sum_{i=0}^{n} \frac{d^i}{du^i} N_{i,p}(u)P_i
+     * \f}
+     * for i ranging between 0 and order.
+     *
+     * \param u Parameter \f$u \in [0;1]\f$ at which the spline derivative is evaluated.
+     * \param order The order up to which the derivatives are computed.
+     **/
+    typename SplineTraits<Spline>::DerivativeType
+      derivatives(Scalar u, DenseIndex order) const;
+
+    /**
+     * \copydoc Spline::derivatives
+     * Using the template version of this function is more efficieent since
+     * temporary objects are allocated on the stack whenever this is possible.
+     **/    
+    template <int DerivativeOrder>
+    typename SplineTraits<Spline,DerivativeOrder>::DerivativeType
+      derivatives(Scalar u, DenseIndex order = DerivativeOrder) const;
+
+    /**
+     * \brief Computes the non-zero basis functions at the given site.
+     *
+     * Splines have local support and a point from their image is defined
+     * by exactly \f$p+1\f$ control points \f$P_i\f$ where \f$p\f$ is the
+     * spline degree.
+     *
+     * This function computes the \f$p+1\f$ non-zero basis function values
+     * for a given parameter value \f$u\f$. It returns
+     * \f{align*}{
+     *   N_{i,p}(u), \hdots, N_{i+p+1,p}(u)
+     * \f}
+     *
+     * \param u Parameter \f$u \in [0;1]\f$ at which the non-zero basis functions 
+     *          are computed.
+     **/
+    typename SplineTraits<Spline>::BasisVectorType
+      basisFunctions(Scalar u) const;
+
+    /**
+     * \brief Computes the non-zero spline basis function derivatives up to given order.
+     *
+     * The function computes
+     * \f{align*}{
+     *   \frac{d^i}{du^i} N_{i,p}(u), \hdots, \frac{d^i}{du^i} N_{i+p+1,p}(u)
+     * \f}
+     * with i ranging from 0 up to the specified order.
+     *
+     * \param u Parameter \f$u \in [0;1]\f$ at which the non-zero basis function
+     *          derivatives are computed.
+     * \param order The order up to which the basis function derivatives are computes.
+     **/
+    typename SplineTraits<Spline>::BasisDerivativeType
+      basisFunctionDerivatives(Scalar u, DenseIndex order) const;
+
+    /**
+     * \copydoc Spline::basisFunctionDerivatives
+     * Using the template version of this function is more efficieent since
+     * temporary objects are allocated on the stack whenever this is possible.
+     **/    
+    template <int DerivativeOrder>
+    typename SplineTraits<Spline,DerivativeOrder>::BasisDerivativeType
+      basisFunctionDerivatives(Scalar u, DenseIndex order = DerivativeOrder) const;
+
+    /**
+     * \brief Returns the spline degree.
+     **/ 
+    DenseIndex degree() const;
+
+    /** 
+     * \brief Returns the span within the knot vector in which u is falling.
+     * \param u The site for which the span is determined.
+     **/
+    DenseIndex span(Scalar u) const;
+
+    /**
+     * \brief Computes the spang within the provided knot vector in which u is falling.
+     **/
+    static DenseIndex Span(typename SplineTraits<Spline>::Scalar u, DenseIndex degree, const typename SplineTraits<Spline>::KnotVectorType& knots);
+    
+    /**
+     * \brief Returns the spline's non-zero basis functions.
+     *
+     * The function computes and returns
+     * \f{align*}{
+     *   N_{i,p}(u), \hdots, N_{i+p+1,p}(u)
+     * \f}
+     *
+     * \param u The site at which the basis functions are computed.
+     * \param degree The degree of the underlying spline.
+     * \param knots The underlying spline's knot vector.
+     **/
+    static BasisVectorType BasisFunctions(Scalar u, DenseIndex degree, const KnotVectorType& knots);
+
+    /**
+     * \copydoc Spline::basisFunctionDerivatives
+     * \param degree The degree of the underlying spline
+     * \param knots The underlying spline's knot vector.
+     **/    
+    static BasisDerivativeType BasisFunctionDerivatives(
+      const Scalar u, const DenseIndex order, const DenseIndex degree, const KnotVectorType& knots);
+
+  private:
+    KnotVectorType m_knots; /*!< Knot vector. */
+    ControlPointVectorType  m_ctrls; /*!< Control points. */
+
+    template <typename DerivativeType>
+    static void BasisFunctionDerivativesImpl(
+      const typename Spline<_Scalar, _Dim, _Degree>::Scalar u,
+      const DenseIndex order,
+      const DenseIndex p, 
+      const typename Spline<_Scalar, _Dim, _Degree>::KnotVectorType& U,
+      DerivativeType& N_);
+  };
+
+  template <typename _Scalar, int _Dim, int _Degree>
+  DenseIndex Spline<_Scalar, _Dim, _Degree>::Span(
+    typename SplineTraits< Spline<_Scalar, _Dim, _Degree> >::Scalar u,
+    DenseIndex degree,
+    const typename SplineTraits< Spline<_Scalar, _Dim, _Degree> >::KnotVectorType& knots)
+  {
+    // Piegl & Tiller, "The NURBS Book", A2.1 (p. 68)
+    if (u <= knots(0)) return degree;
+    const Scalar* pos = std::upper_bound(knots.data()+degree-1, knots.data()+knots.size()-degree-1, u);
+    return static_cast<DenseIndex>( std::distance(knots.data(), pos) - 1 );
+  }
+
+  template <typename _Scalar, int _Dim, int _Degree>
+  typename Spline<_Scalar, _Dim, _Degree>::BasisVectorType
+    Spline<_Scalar, _Dim, _Degree>::BasisFunctions(
+    typename Spline<_Scalar, _Dim, _Degree>::Scalar u,
+    DenseIndex degree,
+    const typename Spline<_Scalar, _Dim, _Degree>::KnotVectorType& knots)
+  {
+    const DenseIndex p = degree;
+    const DenseIndex i = Spline::Span(u, degree, knots);
+
+    const KnotVectorType& U = knots;
+
+    BasisVectorType left(p+1); left(0) = Scalar(0);
+    BasisVectorType right(p+1); right(0) = Scalar(0);        
+
+    VectorBlock<BasisVectorType,Degree>(left,1,p) = u - VectorBlock<const KnotVectorType,Degree>(U,i+1-p,p).reverse();
+    VectorBlock<BasisVectorType,Degree>(right,1,p) = VectorBlock<const KnotVectorType,Degree>(U,i+1,p) - u;
+
+    BasisVectorType N(1,p+1);
+    N(0) = Scalar(1);
+    for (DenseIndex j=1; j<=p; ++j)
+    {
+      Scalar saved = Scalar(0);
+      for (DenseIndex r=0; r<j; r++)
+      {
+        const Scalar tmp = N(r)/(right(r+1)+left(j-r));
+        N[r] = saved + right(r+1)*tmp;
+        saved = left(j-r)*tmp;
+      }
+      N(j) = saved;
+    }
+    return N;
+  }
+
+  template <typename _Scalar, int _Dim, int _Degree>
+  DenseIndex Spline<_Scalar, _Dim, _Degree>::degree() const
+  {
+    if (_Degree == Dynamic)
+      return m_knots.size() - m_ctrls.cols() - 1;
+    else
+      return _Degree;
+  }
+
+  template <typename _Scalar, int _Dim, int _Degree>
+  DenseIndex Spline<_Scalar, _Dim, _Degree>::span(Scalar u) const
+  {
+    return Spline::Span(u, degree(), knots());
+  }
+
+  template <typename _Scalar, int _Dim, int _Degree>
+  typename Spline<_Scalar, _Dim, _Degree>::PointType Spline<_Scalar, _Dim, _Degree>::operator()(Scalar u) const
+  {
+    enum { Order = SplineTraits<Spline>::OrderAtCompileTime };
+
+    const DenseIndex span = this->span(u);
+    const DenseIndex p = degree();
+    const BasisVectorType basis_funcs = basisFunctions(u);
+
+    const Replicate<BasisVectorType,Dimension,1> ctrl_weights(basis_funcs);
+    const Block<const ControlPointVectorType,Dimension,Order> ctrl_pts(ctrls(),0,span-p,Dimension,p+1);
+    return (ctrl_weights * ctrl_pts).rowwise().sum();
+  }
+
+  /* --------------------------------------------------------------------------------------------- */
+
+  template <typename SplineType, typename DerivativeType>
+  void derivativesImpl(const SplineType& spline, typename SplineType::Scalar u, DenseIndex order, DerivativeType& der)
+  {    
+    enum { Dimension = SplineTraits<SplineType>::Dimension };
+    enum { Order = SplineTraits<SplineType>::OrderAtCompileTime };
+    enum { DerivativeOrder = DerivativeType::ColsAtCompileTime };
+
+    typedef typename SplineTraits<SplineType>::ControlPointVectorType ControlPointVectorType;
+    typedef typename SplineTraits<SplineType,DerivativeOrder>::BasisDerivativeType BasisDerivativeType;
+    typedef typename BasisDerivativeType::ConstRowXpr BasisDerivativeRowXpr;    
+
+    const DenseIndex p = spline.degree();
+    const DenseIndex span = spline.span(u);
+
+    const DenseIndex n = (std::min)(p, order);
+
+    der.resize(Dimension,n+1);
+
+    // Retrieve the basis function derivatives up to the desired order...    
+    const BasisDerivativeType basis_func_ders = spline.template basisFunctionDerivatives<DerivativeOrder>(u, n+1);
+
+    // ... and perform the linear combinations of the control points.
+    for (DenseIndex der_order=0; der_order<n+1; ++der_order)
+    {
+      const Replicate<BasisDerivativeRowXpr,Dimension,1> ctrl_weights( basis_func_ders.row(der_order) );
+      const Block<const ControlPointVectorType,Dimension,Order> ctrl_pts(spline.ctrls(),0,span-p,Dimension,p+1);
+      der.col(der_order) = (ctrl_weights * ctrl_pts).rowwise().sum();
+    }
+  }
+
+  template <typename _Scalar, int _Dim, int _Degree>
+  typename SplineTraits< Spline<_Scalar, _Dim, _Degree> >::DerivativeType
+    Spline<_Scalar, _Dim, _Degree>::derivatives(Scalar u, DenseIndex order) const
+  {
+    typename SplineTraits< Spline >::DerivativeType res;
+    derivativesImpl(*this, u, order, res);
+    return res;
+  }
+
+  template <typename _Scalar, int _Dim, int _Degree>
+  template <int DerivativeOrder>
+  typename SplineTraits< Spline<_Scalar, _Dim, _Degree>, DerivativeOrder >::DerivativeType
+    Spline<_Scalar, _Dim, _Degree>::derivatives(Scalar u, DenseIndex order) const
+  {
+    typename SplineTraits< Spline, DerivativeOrder >::DerivativeType res;
+    derivativesImpl(*this, u, order, res);
+    return res;
+  }
+
+  template <typename _Scalar, int _Dim, int _Degree>
+  typename SplineTraits< Spline<_Scalar, _Dim, _Degree> >::BasisVectorType
+    Spline<_Scalar, _Dim, _Degree>::basisFunctions(Scalar u) const
+  {
+    return Spline::BasisFunctions(u, degree(), knots());
+  }
+
+  /* --------------------------------------------------------------------------------------------- */
+  
+  
+  template <typename _Scalar, int _Dim, int _Degree>
+  template <typename DerivativeType>
+  void Spline<_Scalar, _Dim, _Degree>::BasisFunctionDerivativesImpl(
+    const typename Spline<_Scalar, _Dim, _Degree>::Scalar u,
+    const DenseIndex order,
+    const DenseIndex p, 
+    const typename Spline<_Scalar, _Dim, _Degree>::KnotVectorType& U,
+    DerivativeType& N_)
+  {
+    typedef Spline<_Scalar, _Dim, _Degree> SplineType;
+    enum { Order = SplineTraits<SplineType>::OrderAtCompileTime };
+
+    const DenseIndex span = SplineType::Span(u, p, U);
+
+    const DenseIndex n = (std::min)(p, order);
+
+    N_.resize(n+1, p+1);
+
+    BasisVectorType left = BasisVectorType::Zero(p+1);
+    BasisVectorType right = BasisVectorType::Zero(p+1);
+
+    Matrix<Scalar,Order,Order> ndu(p+1,p+1);
+
+    Scalar saved, temp; // FIXME These were double instead of Scalar. Was there a reason for that?
+
+    ndu(0,0) = 1.0;
+
+    DenseIndex j;
+    for (j=1; j<=p; ++j)
+    {
+      left[j] = u-U[span+1-j];
+      right[j] = U[span+j]-u;
+      saved = 0.0;
+
+      for (DenseIndex r=0; r<j; ++r)
+      {
+        /* Lower triangle */
+        ndu(j,r) = right[r+1]+left[j-r];
+        temp = ndu(r,j-1)/ndu(j,r);
+        /* Upper triangle */
+        ndu(r,j) = static_cast<Scalar>(saved+right[r+1] * temp);
+        saved = left[j-r] * temp;
+      }
+
+      ndu(j,j) = static_cast<Scalar>(saved);
+    }
+
+    for (j = p; j>=0; --j) 
+      N_(0,j) = ndu(j,p);
+
+    // Compute the derivatives
+    DerivativeType a(n+1,p+1);
+    DenseIndex r=0;
+    for (; r<=p; ++r)
+    {
+      DenseIndex s1,s2;
+      s1 = 0; s2 = 1; // alternate rows in array a
+      a(0,0) = 1.0;
+
+      // Compute the k-th derivative
+      for (DenseIndex k=1; k<=static_cast<DenseIndex>(n); ++k)
+      {
+        Scalar d = 0.0;
+        DenseIndex rk,pk,j1,j2;
+        rk = r-k; pk = p-k;
+
+        if (r>=k)
+        {
+          a(s2,0) = a(s1,0)/ndu(pk+1,rk);
+          d = a(s2,0)*ndu(rk,pk);
+        }
+
+        if (rk>=-1) j1 = 1;
+        else        j1 = -rk;
+
+        if (r-1 <= pk) j2 = k-1;
+        else           j2 = p-r;
+
+        for (j=j1; j<=j2; ++j)
+        {
+          a(s2,j) = (a(s1,j)-a(s1,j-1))/ndu(pk+1,rk+j);
+          d += a(s2,j)*ndu(rk+j,pk);
+        }
+
+        if (r<=pk)
+        {
+          a(s2,k) = -a(s1,k-1)/ndu(pk+1,r);
+          d += a(s2,k)*ndu(r,pk);
+        }
+
+        N_(k,r) = static_cast<Scalar>(d);
+        j = s1; s1 = s2; s2 = j; // Switch rows
+      }
+    }
+
+    /* Multiply through by the correct factors */
+    /* (Eq. [2.9])                             */
+    r = p;
+    for (DenseIndex k=1; k<=static_cast<DenseIndex>(n); ++k)
+    {
+      for (j=p; j>=0; --j) N_(k,j) *= r;
+      r *= p-k;
+    }
+  }
+
+  template <typename _Scalar, int _Dim, int _Degree>
+  typename SplineTraits< Spline<_Scalar, _Dim, _Degree> >::BasisDerivativeType
+    Spline<_Scalar, _Dim, _Degree>::basisFunctionDerivatives(Scalar u, DenseIndex order) const
+  {
+    typename SplineTraits<Spline<_Scalar, _Dim, _Degree> >::BasisDerivativeType der;
+    BasisFunctionDerivativesImpl(u, order, degree(), knots(), der);
+    return der;
+  }
+
+  template <typename _Scalar, int _Dim, int _Degree>
+  template <int DerivativeOrder>
+  typename SplineTraits< Spline<_Scalar, _Dim, _Degree>, DerivativeOrder >::BasisDerivativeType
+    Spline<_Scalar, _Dim, _Degree>::basisFunctionDerivatives(Scalar u, DenseIndex order) const
+  {
+    typename SplineTraits< Spline<_Scalar, _Dim, _Degree>, DerivativeOrder >::BasisDerivativeType der;
+    BasisFunctionDerivativesImpl(u, order, degree(), knots(), der);
+    return der;
+  }
+
+  template <typename _Scalar, int _Dim, int _Degree>
+  typename SplineTraits<Spline<_Scalar, _Dim, _Degree> >::BasisDerivativeType
+  Spline<_Scalar, _Dim, _Degree>::BasisFunctionDerivatives(
+    const typename Spline<_Scalar, _Dim, _Degree>::Scalar u,
+    const DenseIndex order,
+    const DenseIndex degree,
+    const typename Spline<_Scalar, _Dim, _Degree>::KnotVectorType& knots)
+  {
+    typename SplineTraits<Spline>::BasisDerivativeType der;
+    BasisFunctionDerivativesImpl(u, order, degree, knots, der);
+    return der;
+  }
+}
+
+#endif // EIGEN_SPLINE_H

external/include/eigen3/unsupported/Eigen/src/Splines/SplineFitting.h

@@ -0,0 +1,430 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 20010-2011 Hauke Heibel <hauke.heibel@gmail.com>
+//
+// 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_SPLINE_FITTING_H
+#define EIGEN_SPLINE_FITTING_H
+
+#include <algorithm>
+#include <functional>
+#include <numeric>
+#include <vector>
+
+#include "SplineFwd.h"
+
+#include <Eigen/LU>
+#include <Eigen/QR>
+
+namespace Eigen
+{
+  /**
+   * \brief Computes knot averages.
+   * \ingroup Splines_Module
+   *
+   * The knots are computed as
+   * \f{align*}
+   *  u_0 & = \hdots = u_p = 0 \\
+   *  u_{m-p} & = \hdots = u_{m} = 1 \\
+   *  u_{j+p} & = \frac{1}{p}\sum_{i=j}^{j+p-1}\bar{u}_i \quad\quad j=1,\hdots,n-p
+   * \f}
+   * where \f$p\f$ is the degree and \f$m+1\f$ the number knots
+   * of the desired interpolating spline.
+   *
+   * \param[in] parameters The input parameters. During interpolation one for each data point.
+   * \param[in] degree The spline degree which is used during the interpolation.
+   * \param[out] knots The output knot vector.
+   *
+   * \sa Les Piegl and Wayne Tiller, The NURBS book (2nd ed.), 1997, 9.2.1 Global Curve Interpolation to Point Data
+   **/
+  template <typename KnotVectorType>
+  void KnotAveraging(const KnotVectorType& parameters, DenseIndex degree, KnotVectorType& knots)
+  {
+    knots.resize(parameters.size()+degree+1);      
+
+    for (DenseIndex j=1; j<parameters.size()-degree; ++j)
+      knots(j+degree) = parameters.segment(j,degree).mean();
+
+    knots.segment(0,degree+1) = KnotVectorType::Zero(degree+1);
+    knots.segment(knots.size()-degree-1,degree+1) = KnotVectorType::Ones(degree+1);
+  }
+
+  /**
+   * \brief Computes knot averages when derivative constraints are present.
+   * Note that this is a technical interpretation of the referenced article
+   * since the algorithm contained therein is incorrect as written.
+   * \ingroup Splines_Module
+   *
+   * \param[in] parameters The parameters at which the interpolation B-Spline
+   *            will intersect the given interpolation points. The parameters
+   *            are assumed to be a non-decreasing sequence.
+   * \param[in] degree The degree of the interpolating B-Spline. This must be
+   *            greater than zero.
+   * \param[in] derivativeIndices The indices corresponding to parameters at
+   *            which there are derivative constraints. The indices are assumed
+   *            to be a non-decreasing sequence.
+   * \param[out] knots The calculated knot vector. These will be returned as a
+   *             non-decreasing sequence
+   *
+   * \sa Les A. Piegl, Khairan Rajab, Volha Smarodzinana. 2008.
+   * Curve interpolation with directional constraints for engineering design. 
+   * Engineering with Computers
+   **/
+  template <typename KnotVectorType, typename ParameterVectorType, typename IndexArray>
+  void KnotAveragingWithDerivatives(const ParameterVectorType& parameters,
+                                    const unsigned int degree,
+                                    const IndexArray& derivativeIndices,
+                                    KnotVectorType& knots)
+  {
+    typedef typename ParameterVectorType::Scalar Scalar;
+
+    DenseIndex numParameters = parameters.size();
+    DenseIndex numDerivatives = derivativeIndices.size();
+
+    if (numDerivatives < 1)
+    {
+      KnotAveraging(parameters, degree, knots);
+      return;
+    }
+
+    DenseIndex startIndex;
+    DenseIndex endIndex;
+  
+    DenseIndex numInternalDerivatives = numDerivatives;
+    
+    if (derivativeIndices[0] == 0)
+    {
+      startIndex = 0;
+      --numInternalDerivatives;
+    }
+    else
+    {
+      startIndex = 1;
+    }
+    if (derivativeIndices[numDerivatives - 1] == numParameters - 1)
+    {
+      endIndex = numParameters - degree;
+      --numInternalDerivatives;
+    }
+    else
+    {
+      endIndex = numParameters - degree - 1;
+    }
+
+    // There are (endIndex - startIndex + 1) knots obtained from the averaging
+    // and 2 for the first and last parameters.
+    DenseIndex numAverageKnots = endIndex - startIndex + 3;
+    KnotVectorType averageKnots(numAverageKnots);
+    averageKnots[0] = parameters[0];
+
+    int newKnotIndex = 0;
+    for (DenseIndex i = startIndex; i <= endIndex; ++i)
+      averageKnots[++newKnotIndex] = parameters.segment(i, degree).mean();
+    averageKnots[++newKnotIndex] = parameters[numParameters - 1];
+
+    newKnotIndex = -1;
+  
+    ParameterVectorType temporaryParameters(numParameters + 1);
+    KnotVectorType derivativeKnots(numInternalDerivatives);
+    for (DenseIndex i = 0; i < numAverageKnots - 1; ++i)
+    {
+      temporaryParameters[0] = averageKnots[i];
+      ParameterVectorType parameterIndices(numParameters);
+      int temporaryParameterIndex = 1;
+      for (DenseIndex j = 0; j < numParameters; ++j)
+      {
+        Scalar parameter = parameters[j];
+        if (parameter >= averageKnots[i] && parameter < averageKnots[i + 1])
+        {
+          parameterIndices[temporaryParameterIndex] = j;
+          temporaryParameters[temporaryParameterIndex++] = parameter;
+        }
+      }
+      temporaryParameters[temporaryParameterIndex] = averageKnots[i + 1];
+
+      for (int j = 0; j <= temporaryParameterIndex - 2; ++j)
+      {
+        for (DenseIndex k = 0; k < derivativeIndices.size(); ++k)
+        {
+          if (parameterIndices[j + 1] == derivativeIndices[k]
+              && parameterIndices[j + 1] != 0
+              && parameterIndices[j + 1] != numParameters - 1)
+          {
+            derivativeKnots[++newKnotIndex] = temporaryParameters.segment(j, 3).mean();
+            break;
+          }
+        }
+      }
+    }
+    
+    KnotVectorType temporaryKnots(averageKnots.size() + derivativeKnots.size());
+
+    std::merge(averageKnots.data(), averageKnots.data() + averageKnots.size(),
+               derivativeKnots.data(), derivativeKnots.data() + derivativeKnots.size(),
+               temporaryKnots.data());
+
+    // Number of knots (one for each point and derivative) plus spline order.
+    DenseIndex numKnots = numParameters + numDerivatives + degree + 1;
+    knots.resize(numKnots);
+
+    knots.head(degree).fill(temporaryKnots[0]);
+    knots.tail(degree).fill(temporaryKnots.template tail<1>()[0]);
+    knots.segment(degree, temporaryKnots.size()) = temporaryKnots;
+  }
+
+  /**
+   * \brief Computes chord length parameters which are required for spline interpolation.
+   * \ingroup Splines_Module
+   *
+   * \param[in] pts The data points to which a spline should be fit.
+   * \param[out] chord_lengths The resulting chord lenggth vector.
+   *
+   * \sa Les Piegl and Wayne Tiller, The NURBS book (2nd ed.), 1997, 9.2.1 Global Curve Interpolation to Point Data
+   **/   
+  template <typename PointArrayType, typename KnotVectorType>
+  void ChordLengths(const PointArrayType& pts, KnotVectorType& chord_lengths)
+  {
+    typedef typename KnotVectorType::Scalar Scalar;
+
+    const DenseIndex n = pts.cols();
+
+    // 1. compute the column-wise norms
+    chord_lengths.resize(pts.cols());
+    chord_lengths[0] = 0;
+    chord_lengths.rightCols(n-1) = (pts.array().leftCols(n-1) - pts.array().rightCols(n-1)).matrix().colwise().norm();
+
+    // 2. compute the partial sums
+    std::partial_sum(chord_lengths.data(), chord_lengths.data()+n, chord_lengths.data());
+
+    // 3. normalize the data
+    chord_lengths /= chord_lengths(n-1);
+    chord_lengths(n-1) = Scalar(1);
+  }
+
+  /**
+   * \brief Spline fitting methods.
+   * \ingroup Splines_Module
+   **/     
+  template <typename SplineType>
+  struct SplineFitting
+  {
+    typedef typename SplineType::KnotVectorType KnotVectorType;
+    typedef typename SplineType::ParameterVectorType ParameterVectorType;
+
+    /**
+     * \brief Fits an interpolating Spline to the given data points.
+     *
+     * \param pts The points for which an interpolating spline will be computed.
+     * \param degree The degree of the interpolating spline.
+     *
+     * \returns A spline interpolating the initially provided points.
+     **/
+    template <typename PointArrayType>
+    static SplineType Interpolate(const PointArrayType& pts, DenseIndex degree);
+
+    /**
+     * \brief Fits an interpolating Spline to the given data points.
+     *
+     * \param pts The points for which an interpolating spline will be computed.
+     * \param degree The degree of the interpolating spline.
+     * \param knot_parameters The knot parameters for the interpolation.
+     *
+     * \returns A spline interpolating the initially provided points.
+     **/
+    template <typename PointArrayType>
+    static SplineType Interpolate(const PointArrayType& pts, DenseIndex degree, const KnotVectorType& knot_parameters);
+
+    /**
+     * \brief Fits an interpolating spline to the given data points and
+     * derivatives.
+     * 
+     * \param points The points for which an interpolating spline will be computed.
+     * \param derivatives The desired derivatives of the interpolating spline at interpolation
+     *                    points.
+     * \param derivativeIndices An array indicating which point each derivative belongs to. This
+     *                          must be the same size as @a derivatives.
+     * \param degree The degree of the interpolating spline.
+     *
+     * \returns A spline interpolating @a points with @a derivatives at those points.
+     *
+     * \sa Les A. Piegl, Khairan Rajab, Volha Smarodzinana. 2008.
+     * Curve interpolation with directional constraints for engineering design. 
+     * Engineering with Computers
+     **/
+    template <typename PointArrayType, typename IndexArray>
+    static SplineType InterpolateWithDerivatives(const PointArrayType& points,
+                                                 const PointArrayType& derivatives,
+                                                 const IndexArray& derivativeIndices,
+                                                 const unsigned int degree);
+
+    /**
+     * \brief Fits an interpolating spline to the given data points and derivatives.
+     * 
+     * \param points The points for which an interpolating spline will be computed.
+     * \param derivatives The desired derivatives of the interpolating spline at interpolation points.
+     * \param derivativeIndices An array indicating which point each derivative belongs to. This
+     *                          must be the same size as @a derivatives.
+     * \param degree The degree of the interpolating spline.
+     * \param parameters The parameters corresponding to the interpolation points.
+     *
+     * \returns A spline interpolating @a points with @a derivatives at those points.
+     *
+     * \sa Les A. Piegl, Khairan Rajab, Volha Smarodzinana. 2008.
+     * Curve interpolation with directional constraints for engineering design. 
+     * Engineering with Computers
+     */
+    template <typename PointArrayType, typename IndexArray>
+    static SplineType InterpolateWithDerivatives(const PointArrayType& points,
+                                                 const PointArrayType& derivatives,
+                                                 const IndexArray& derivativeIndices,
+                                                 const unsigned int degree,
+                                                 const ParameterVectorType& parameters);
+  };
+
+  template <typename SplineType>
+  template <typename PointArrayType>
+  SplineType SplineFitting<SplineType>::Interpolate(const PointArrayType& pts, DenseIndex degree, const KnotVectorType& knot_parameters)
+  {
+    typedef typename SplineType::KnotVectorType::Scalar Scalar;      
+    typedef typename SplineType::ControlPointVectorType ControlPointVectorType;      
+
+    typedef Matrix<Scalar,Dynamic,Dynamic> MatrixType;
+
+    KnotVectorType knots;
+    KnotAveraging(knot_parameters, degree, knots);
+
+    DenseIndex n = pts.cols();
+    MatrixType A = MatrixType::Zero(n,n);
+    for (DenseIndex i=1; i<n-1; ++i)
+    {
+      const DenseIndex span = SplineType::Span(knot_parameters[i], degree, knots);
+
+      // The segment call should somehow be told the spline order at compile time.
+      A.row(i).segment(span-degree, degree+1) = SplineType::BasisFunctions(knot_parameters[i], degree, knots);
+    }
+    A(0,0) = 1.0;
+    A(n-1,n-1) = 1.0;
+
+    HouseholderQR<MatrixType> qr(A);
+
+    // Here, we are creating a temporary due to an Eigen issue.
+    ControlPointVectorType ctrls = qr.solve(MatrixType(pts.transpose())).transpose();
+
+    return SplineType(knots, ctrls);
+  }
+
+  template <typename SplineType>
+  template <typename PointArrayType>
+  SplineType SplineFitting<SplineType>::Interpolate(const PointArrayType& pts, DenseIndex degree)
+  {
+    KnotVectorType chord_lengths; // knot parameters
+    ChordLengths(pts, chord_lengths);
+    return Interpolate(pts, degree, chord_lengths);
+  }
+  
+  template <typename SplineType>
+  template <typename PointArrayType, typename IndexArray>
+  SplineType 
+  SplineFitting<SplineType>::InterpolateWithDerivatives(const PointArrayType& points,
+                                                        const PointArrayType& derivatives,
+                                                        const IndexArray& derivativeIndices,
+                                                        const unsigned int degree,
+                                                        const ParameterVectorType& parameters)
+  {
+    typedef typename SplineType::KnotVectorType::Scalar Scalar;      
+    typedef typename SplineType::ControlPointVectorType ControlPointVectorType;
+
+    typedef Matrix<Scalar, Dynamic, Dynamic> MatrixType;
+
+    const DenseIndex n = points.cols() + derivatives.cols();
+    
+    KnotVectorType knots;
+
+    KnotAveragingWithDerivatives(parameters, degree, derivativeIndices, knots);
+    
+    // fill matrix
+    MatrixType A = MatrixType::Zero(n, n);
+
+    // Use these dimensions for quicker populating, then transpose for solving.
+    MatrixType b(points.rows(), n);
+
+    DenseIndex startRow;
+    DenseIndex derivativeStart;
+
+    // End derivatives.
+    if (derivativeIndices[0] == 0)
+    {
+      A.template block<1, 2>(1, 0) << -1, 1;
+      
+      Scalar y = (knots(degree + 1) - knots(0)) / degree;
+      b.col(1) = y*derivatives.col(0);
+      
+      startRow = 2;
+      derivativeStart = 1;
+    }
+    else
+    {
+      startRow = 1;
+      derivativeStart = 0;
+    }
+    if (derivativeIndices[derivatives.cols() - 1] == points.cols() - 1)
+    {
+      A.template block<1, 2>(n - 2, n - 2) << -1, 1;
+
+      Scalar y = (knots(knots.size() - 1) - knots(knots.size() - (degree + 2))) / degree;
+      b.col(b.cols() - 2) = y*derivatives.col(derivatives.cols() - 1);
+    }
+    
+    DenseIndex row = startRow;
+    DenseIndex derivativeIndex = derivativeStart;
+    for (DenseIndex i = 1; i < parameters.size() - 1; ++i)
+    {
+      const DenseIndex span = SplineType::Span(parameters[i], degree, knots);
+
+      if (derivativeIndices[derivativeIndex] == i)
+      {
+        A.block(row, span - degree, 2, degree + 1)
+          = SplineType::BasisFunctionDerivatives(parameters[i], 1, degree, knots);
+
+        b.col(row++) = points.col(i);
+        b.col(row++) = derivatives.col(derivativeIndex++);
+      }
+      else
+      {
+        A.row(row++).segment(span - degree, degree + 1)
+          = SplineType::BasisFunctions(parameters[i], degree, knots);
+      }
+    }
+    b.col(0) = points.col(0);
+    b.col(b.cols() - 1) = points.col(points.cols() - 1);
+    A(0,0) = 1;
+    A(n - 1, n - 1) = 1;
+    
+    // Solve
+    FullPivLU<MatrixType> lu(A);
+    ControlPointVectorType controlPoints = lu.solve(MatrixType(b.transpose())).transpose();
+
+    SplineType spline(knots, controlPoints);
+    
+    return spline;
+  }
+  
+  template <typename SplineType>
+  template <typename PointArrayType, typename IndexArray>
+  SplineType
+  SplineFitting<SplineType>::InterpolateWithDerivatives(const PointArrayType& points,
+                                                        const PointArrayType& derivatives,
+                                                        const IndexArray& derivativeIndices,
+                                                        const unsigned int degree)
+  {
+    ParameterVectorType parameters;
+    ChordLengths(points, parameters);
+    return InterpolateWithDerivatives(points, derivatives, derivativeIndices, degree, parameters);
+  }
+}
+
+#endif // EIGEN_SPLINE_FITTING_H

external/include/eigen3/unsupported/Eigen/src/Splines/SplineFwd.h

@@ -0,0 +1,93 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 20010-2011 Hauke Heibel <hauke.heibel@gmail.com>
+//
+// 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_SPLINES_FWD_H
+#define EIGEN_SPLINES_FWD_H
+
+#include <Eigen/Core>
+
+namespace Eigen
+{
+    template <typename Scalar, int Dim, int Degree = Dynamic> class Spline;
+
+    template < typename SplineType, int DerivativeOrder = Dynamic > struct SplineTraits {};
+
+    /**
+     * \ingroup Splines_Module
+     * \brief Compile-time attributes of the Spline class for Dynamic degree.
+     **/
+    template <typename _Scalar, int _Dim, int _Degree>
+    struct SplineTraits< Spline<_Scalar, _Dim, _Degree>, Dynamic >
+    {
+      typedef _Scalar Scalar; /*!< The spline curve's scalar type. */
+      enum { Dimension = _Dim /*!< The spline curve's dimension. */ };
+      enum { Degree = _Degree /*!< The spline curve's degree. */ };
+
+      enum { OrderAtCompileTime = _Degree==Dynamic ? Dynamic : _Degree+1 /*!< The spline curve's order at compile-time. */ };
+      enum { NumOfDerivativesAtCompileTime = OrderAtCompileTime /*!< The number of derivatives defined for the current spline. */ };
+      
+      enum { DerivativeMemoryLayout = Dimension==1 ? RowMajor : ColMajor /*!< The derivative type's memory layout. */ };
+
+      /** \brief The data type used to store non-zero basis functions. */
+      typedef Array<Scalar,1,OrderAtCompileTime> BasisVectorType;
+
+      /** \brief The data type used to store the values of the basis function derivatives. */
+      typedef Array<Scalar,Dynamic,Dynamic,RowMajor,NumOfDerivativesAtCompileTime,OrderAtCompileTime> BasisDerivativeType;
+      
+      /** \brief The data type used to store the spline's derivative values. */
+      typedef Array<Scalar,Dimension,Dynamic,DerivativeMemoryLayout,Dimension,NumOfDerivativesAtCompileTime> DerivativeType;
+
+      /** \brief The point type the spline is representing. */
+      typedef Array<Scalar,Dimension,1> PointType;
+      
+      /** \brief The data type used to store knot vectors. */
+      typedef Array<Scalar,1,Dynamic> KnotVectorType;
+
+      /** \brief The data type used to store parameter vectors. */
+      typedef Array<Scalar,1,Dynamic> ParameterVectorType;
+      
+      /** \brief The data type representing the spline's control points. */
+      typedef Array<Scalar,Dimension,Dynamic> ControlPointVectorType;
+    };
+
+    /**
+     * \ingroup Splines_Module
+     * \brief Compile-time attributes of the Spline class for fixed degree.
+     *
+     * The traits class inherits all attributes from the SplineTraits of Dynamic degree.
+     **/
+    template < typename _Scalar, int _Dim, int _Degree, int _DerivativeOrder >
+    struct SplineTraits< Spline<_Scalar, _Dim, _Degree>, _DerivativeOrder > : public SplineTraits< Spline<_Scalar, _Dim, _Degree> >
+    {
+      enum { OrderAtCompileTime = _Degree==Dynamic ? Dynamic : _Degree+1 /*!< The spline curve's order at compile-time. */ };
+      enum { NumOfDerivativesAtCompileTime = _DerivativeOrder==Dynamic ? Dynamic : _DerivativeOrder+1 /*!< The number of derivatives defined for the current spline. */ };
+      
+      enum { DerivativeMemoryLayout = _Dim==1 ? RowMajor : ColMajor /*!< The derivative type's memory layout. */ };
+
+      /** \brief The data type used to store the values of the basis function derivatives. */
+      typedef Array<_Scalar,Dynamic,Dynamic,RowMajor,NumOfDerivativesAtCompileTime,OrderAtCompileTime> BasisDerivativeType;
+      
+      /** \brief The data type used to store the spline's derivative values. */      
+      typedef Array<_Scalar,_Dim,Dynamic,DerivativeMemoryLayout,_Dim,NumOfDerivativesAtCompileTime> DerivativeType;
+    };
+
+    /** \brief 2D float B-spline with dynamic degree. */
+    typedef Spline<float,2> Spline2f;
+    
+    /** \brief 3D float B-spline with dynamic degree. */
+    typedef Spline<float,3> Spline3f;
+
+    /** \brief 2D double B-spline with dynamic degree. */
+    typedef Spline<double,2> Spline2d;
+    
+    /** \brief 3D double B-spline with dynamic degree. */
+    typedef Spline<double,3> Spline3d;
+}
+
+#endif // EIGEN_SPLINES_FWD_H