external/eigen3/CMakeLists.txt

-project(Eigen)
+project(Eigen3)
+
 cmake_minimum_required(VERSION 2.8.5)
 
 # guard against in-source builds
@@ -7,6 +8,11 @@ if(${CMAKE_SOURCE_DIR} STREQUAL ${CMAKE_BINARY_DIR})
   message(FATAL_ERROR "In-source builds not allowed. Please make a new directory (called a build directory) and run CMake from there. You may need to remove CMakeCache.txt. ")
 endif()
 
+# Alias Eigen_*_DIR to Eigen3_*_DIR:
+
+set(Eigen_SOURCE_DIR ${Eigen3_SOURCE_DIR})
+set(Eigen_BINARY_DIR ${Eigen3_BINARY_DIR})
+
 # guard against bad build-type strings
 
 if (NOT CMAKE_BUILD_TYPE)
@@ -92,9 +98,11 @@ else()
 endif()
 
 option(EIGEN_BUILD_BTL "Build benchmark suite" OFF)
-if(NOT WIN32)
+
+# Disable pkgconfig only for native Windows builds
+if(NOT WIN32 OR NOT CMAKE_HOST_SYSTEM_NAME MATCHES Windows)
   option(EIGEN_BUILD_PKGCONFIG "Build pkg-config .pc file for Eigen" ON)
-endif(NOT WIN32)
+endif()
 
 set(CMAKE_INCLUDE_CURRENT_DIR ON)
 
@@ -108,7 +116,8 @@ endif()
 set(EIGEN_TEST_MAX_SIZE "320" CACHE STRING "Maximal matrix/vector size, default is 320")
 
 macro(ei_add_cxx_compiler_flag FLAG)
-  string(REGEX REPLACE "-" "" SFLAG ${FLAG})
+  string(REGEX REPLACE "-" "" SFLAG1 ${FLAG})
+  string(REGEX REPLACE "\\+" "p" SFLAG ${SFLAG1})
   check_cxx_compiler_flag(${FLAG} COMPILER_SUPPORT_${SFLAG})
   if(COMPILER_SUPPORT_${SFLAG})
     set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} ${FLAG}")
@@ -117,18 +126,13 @@ endmacro(ei_add_cxx_compiler_flag)
 
 if(NOT MSVC)
   # We assume that other compilers are partly compatible with GNUCC
-  
-  set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -fexceptions")
-  set(CMAKE_CXX_FLAGS_DEBUG "-g3")
-  set(CMAKE_CXX_FLAGS_RELEASE "-g0 -O2")
-  
-  # clang outputs some warnings for unknwon flags that are not caught by check_cxx_compiler_flag
+
+  # clang outputs some warnings for unknown flags that are not caught by check_cxx_compiler_flag
   # adding -Werror turns such warnings into errors
   check_cxx_compiler_flag("-Werror" COMPILER_SUPPORT_WERROR)
   if(COMPILER_SUPPORT_WERROR)
     set(CMAKE_REQUIRED_FLAGS "-Werror")
   endif()
-  
   ei_add_cxx_compiler_flag("-pedantic")
   ei_add_cxx_compiler_flag("-Wall")
   ei_add_cxx_compiler_flag("-Wextra")
@@ -142,6 +146,18 @@ if(NOT MSVC)
   ei_add_cxx_compiler_flag("-Wpointer-arith")
   ei_add_cxx_compiler_flag("-Wwrite-strings")
   ei_add_cxx_compiler_flag("-Wformat-security")
+  ei_add_cxx_compiler_flag("-Wshorten-64-to-32")
+  ei_add_cxx_compiler_flag("-Wlogical-op")
+  ei_add_cxx_compiler_flag("-Wenum-conversion")
+  ei_add_cxx_compiler_flag("-Wc++11-extensions")
+  ei_add_cxx_compiler_flag("-Wdouble-promotion")
+#  ei_add_cxx_compiler_flag("-Wconversion")
+  
+  # -Wshadow is insanely too strict with gcc, hopefully it will become usable with gcc 6
+  # if(NOT CMAKE_COMPILER_IS_GNUCXX OR (CMAKE_CXX_COMPILER_VERSION VERSION_GREATER "5.0.0"))
+  if(NOT CMAKE_COMPILER_IS_GNUCXX)
+    ei_add_cxx_compiler_flag("-Wshadow")
+  endif()
   
   ei_add_cxx_compiler_flag("-Wno-psabi")
   ei_add_cxx_compiler_flag("-Wno-variadic-macros")
@@ -151,7 +167,8 @@ if(NOT MSVC)
   ei_add_cxx_compiler_flag("-fno-common")
   ei_add_cxx_compiler_flag("-fstrict-aliasing")
   ei_add_cxx_compiler_flag("-wd981")                    # disable ICC's "operands are evaluated in unspecified order" remark
-  ei_add_cxx_compiler_flag("-wd2304")                   # disbale ICC's "warning #2304: non-explicit constructor with single argument may cause implicit type conversion" produced by -Wnon-virtual-dtor
+  ei_add_cxx_compiler_flag("-wd2304")                   # disable ICC's "warning #2304: non-explicit constructor with single argument may cause implicit type conversion" produced by -Wnon-virtual-dtor
+  
   
   # The -ansi flag must be added last, otherwise it is also used as a linker flag by check_cxx_compiler_flag making it fails
   # Moreover we should not set both -strict-ansi and -ansi
@@ -163,6 +180,11 @@ if(NOT MSVC)
   else()
     ei_add_cxx_compiler_flag("-ansi")
   endif()
+
+  if(ANDROID_NDK)
+    ei_add_cxx_compiler_flag("-pie")
+    ei_add_cxx_compiler_flag("-fPIE")
+  endif()
   
   set(CMAKE_REQUIRED_FLAGS "")
 
@@ -196,18 +218,65 @@ if(NOT MSVC)
     message(STATUS "Enabling SSE4.2 in tests/examples")
   endif()
 
+  option(EIGEN_TEST_AVX "Enable/Disable AVX in tests/examples" OFF)
+  if(EIGEN_TEST_AVX)
+    set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -mavx")
+    message(STATUS "Enabling AVX in tests/examples")
+  endif()
+
+  option(EIGEN_TEST_FMA "Enable/Disable FMA in tests/examples" OFF)
+  if(EIGEN_TEST_FMA AND NOT EIGEN_TEST_NEON)
+    set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -mfma")
+    message(STATUS "Enabling FMA in tests/examples")
+  endif()
+
+  option(EIGEN_TEST_AVX512 "Enable/Disable AVX512 in tests/examples" OFF)
+  if(EIGEN_TEST_AVX512)
+    set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -mavx512f -fabi-version=6 -DEIGEN_ENABLE_AVX512")
+    message(STATUS "Enabling AVX512 in tests/examples")
+  endif()
+
+  option(EIGEN_TEST_F16C "Enable/Disable F16C in tests/examples" OFF)
+  if(EIGEN_TEST_F16C)
+    set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -mf16c")
+    message(STATUS "Enabling F16C in tests/examples")
+  endif()
+
   option(EIGEN_TEST_ALTIVEC "Enable/Disable AltiVec in tests/examples" OFF)
   if(EIGEN_TEST_ALTIVEC)
     set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -maltivec -mabi=altivec")
     message(STATUS "Enabling AltiVec in tests/examples")
   endif()
 
+  option(EIGEN_TEST_VSX "Enable/Disable VSX in tests/examples" OFF)
+  if(EIGEN_TEST_VSX)
+    set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -m64 -mvsx")
+    message(STATUS "Enabling VSX in tests/examples")
+  endif()
+
   option(EIGEN_TEST_NEON "Enable/Disable Neon in tests/examples" OFF)
   if(EIGEN_TEST_NEON)
-    set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -mfpu=neon -mcpu=cortex-a8")
+    if(EIGEN_TEST_FMA)
+      set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -mfpu=neon-vfpv4")
+    else()
+      set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -mfpu=neon")
+    endif()
+    set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -mfloat-abi=hard")
+    message(STATUS "Enabling NEON in tests/examples")
+  endif()
+
+  option(EIGEN_TEST_NEON64 "Enable/Disable Neon in tests/examples" OFF)
+  if(EIGEN_TEST_NEON64)
+    set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS}")
     message(STATUS "Enabling NEON in tests/examples")
   endif()
 
+  option(EIGEN_TEST_ZVECTOR "Enable/Disable S390X(zEC13) ZVECTOR in tests/examples" OFF)
+  if(EIGEN_TEST_ZVECTOR)
+    set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -march=z13 -mzvector")
+    message(STATUS "Enabling S390X(zEC13) ZVECTOR in tests/examples")
+  endif()
+
   check_cxx_compiler_flag("-fopenmp" COMPILER_SUPPORT_OPENMP)
   if(COMPILER_SUPPORT_OPENMP)
     option(EIGEN_TEST_OPENMP "Enable/Disable OpenMP in tests/examples" OFF)
@@ -284,11 +353,23 @@ if(EIGEN_TEST_NO_EXPLICIT_ALIGNMENT)
   message(STATUS "Disabling alignment in tests/examples")
 endif()
 
-option(EIGEN_TEST_C++0x "Enables all C++0x features." OFF)
+option(EIGEN_TEST_NO_EXCEPTIONS "Disables C++ exceptions" OFF)
+if(EIGEN_TEST_NO_EXCEPTIONS)
+  ei_add_cxx_compiler_flag("-fno-exceptions")
+  message(STATUS "Disabling exceptions in tests/examples")
+endif()
+
+option(EIGEN_TEST_CXX11 "Enable testing with C++11 and C++11 features (e.g. Tensor module)." OFF)
+
+set(EIGEN_CUDA_COMPUTE_ARCH 30 CACHE STRING "The CUDA compute architecture level to target when compiling CUDA code")
 
 include_directories(${CMAKE_CURRENT_SOURCE_DIR} ${CMAKE_CURRENT_BINARY_DIR})
 
 # Backward compatibility support for EIGEN_INCLUDE_INSTALL_DIR
+if(EIGEN_INCLUDE_INSTALL_DIR)
+  message(WARNING "EIGEN_INCLUDE_INSTALL_DIR is deprecated. Use INCLUDE_INSTALL_DIR instead.")
+endif()
+
 if(EIGEN_INCLUDE_INSTALL_DIR AND NOT INCLUDE_INSTALL_DIR)
   set(INCLUDE_INSTALL_DIR ${EIGEN_INCLUDE_INSTALL_DIR}
       CACHE PATH "The directory relative to CMAKE_PREFIX_PATH where Eigen header files are installed")
@@ -298,9 +379,8 @@ else()
       CACHE PATH "The directory relative to CMAKE_PREFIX_PATH where Eigen header files are installed"
       )
 endif()
-
 set(CMAKEPACKAGE_INSTALL_DIR
-    "${CMAKE_INSTALL_LIBDIR}/cmake/eigen3"
+    "${CMAKE_INSTALL_DATADIR}/eigen3/cmake"
     CACHE PATH "The directory relative to CMAKE_PREFIX_PATH where Eigen3Config.cmake is installed"
     )
 set(PKGCONFIG_INSTALL_DIR
@@ -308,6 +388,7 @@ set(PKGCONFIG_INSTALL_DIR
     CACHE PATH "The directory relative to CMAKE_PREFIX_PATH where eigen3.pc is installed"
     )
 
+
 # similar to set_target_properties but append the property instead of overwriting it
 macro(ei_add_target_property target prop value)
 
@@ -329,7 +410,7 @@ if(EIGEN_BUILD_PKGCONFIG)
     install(FILES ${CMAKE_CURRENT_BINARY_DIR}/eigen3.pc
         DESTINATION ${PKGCONFIG_INSTALL_DIR}
         )
-endif(EIGEN_BUILD_PKGCONFIG)
+endif()
 
 add_subdirectory(Eigen)
 
@@ -355,6 +436,13 @@ else()
   add_subdirectory(lapack EXCLUDE_FROM_ALL)
 endif()
 
+# add SYCL
+option(EIGEN_TEST_SYCL "Add Sycl support." OFF)
+if(EIGEN_TEST_SYCL)
+  set (CMAKE_MODULE_PATH "${CMAKE_ROOT}/Modules" "cmake/Modules/" "${CMAKE_MODULE_PATH}")
+  include(FindComputeCpp)
+endif()
+
 add_subdirectory(unsupported)
 
 add_subdirectory(demos EXCLUDE_FROM_ALL)
@@ -403,6 +491,7 @@ if(cmake_generator_tolower MATCHES "makefile")
   message(STATUS "make check    | Build and run the unit-tests. Read this page:")
   message(STATUS "              |   http://eigen.tuxfamily.org/index.php?title=Tests")
   message(STATUS "make blas     | Build BLAS library (not the same thing as Eigen)")
+  message(STATUS "make uninstall| Removes files installed by make install")
   message(STATUS "--------------+--------------------------------------------------------------")
 else()
   message(STATUS "To build/run the unit tests, read this page:")
@@ -410,3 +499,98 @@ else()
 endif()
 
 message(STATUS "")
+
+
+set ( EIGEN_VERSION_STRING ${EIGEN_VERSION_NUMBER} )
+set ( EIGEN_VERSION_MAJOR  ${EIGEN_WORLD_VERSION} )
+set ( EIGEN_VERSION_MINOR  ${EIGEN_MAJOR_VERSION} )
+set ( EIGEN_VERSION_PATCH  ${EIGEN_MINOR_VERSION} )
+set ( EIGEN_DEFINITIONS "")
+set ( EIGEN_INCLUDE_DIR "${CMAKE_INSTALL_PREFIX}/${INCLUDE_INSTALL_DIR}" )
+set ( EIGEN_ROOT_DIR ${CMAKE_INSTALL_PREFIX} )
+
+# Interface libraries require at least CMake 3.0
+if (NOT CMAKE_VERSION VERSION_LESS 3.0)
+  include (CMakePackageConfigHelpers)
+
+  # Imported target support
+  add_library (eigen INTERFACE)
+
+  target_compile_definitions (eigen INTERFACE ${EIGEN_DEFINITIONS})
+  target_include_directories (eigen INTERFACE
+    $<BUILD_INTERFACE:${CMAKE_CURRENT_SOURCE_DIR}>
+    $<INSTALL_INTERFACE:${INCLUDE_INSTALL_DIR}>
+  )
+
+  # Export as title case Eigen
+  set_target_properties (eigen PROPERTIES EXPORT_NAME Eigen)
+
+  install (TARGETS eigen EXPORT Eigen3Targets)
+
+  configure_package_config_file (
+    ${CMAKE_CURRENT_SOURCE_DIR}/cmake/Eigen3Config.cmake.in
+    ${CMAKE_CURRENT_BINARY_DIR}/Eigen3Config.cmake
+    PATH_VARS EIGEN_INCLUDE_DIR EIGEN_ROOT_DIR
+    INSTALL_DESTINATION ${CMAKEPACKAGE_INSTALL_DIR}
+    NO_CHECK_REQUIRED_COMPONENTS_MACRO # Eigen does not provide components
+  )
+  # Remove CMAKE_SIZEOF_VOID_P from Eigen3ConfigVersion.cmake since Eigen does
+  # not depend on architecture specific settings or libraries. More
+  # specifically, an Eigen3Config.cmake generated from a 64 bit target can be
+  # used for 32 bit targets as well (and vice versa).
+  set (_Eigen3_CMAKE_SIZEOF_VOID_P ${CMAKE_SIZEOF_VOID_P})
+  unset (CMAKE_SIZEOF_VOID_P)
+  write_basic_package_version_file (Eigen3ConfigVersion.cmake
+                                    VERSION ${EIGEN_VERSION_NUMBER}
+                                    COMPATIBILITY SameMajorVersion)
+  set (CMAKE_SIZEOF_VOID_P ${_Eigen3_CMAKE_SIZEOF_VOID_P})
+
+  # The Eigen target will be located in the Eigen3 namespace. Other CMake
+  # targets can refer to it using Eigen3::Eigen.
+  export (TARGETS eigen NAMESPACE Eigen3:: FILE Eigen3Targets.cmake)
+  # Export Eigen3 package to CMake registry such that it can be easily found by
+  # CMake even if it has not been installed to a standard directory.
+  export (PACKAGE Eigen3)
+
+  install (EXPORT Eigen3Targets NAMESPACE Eigen3:: DESTINATION ${CMAKEPACKAGE_INSTALL_DIR})
+
+else (NOT CMAKE_VERSION VERSION_LESS 3.0)
+  # Fallback to legacy Eigen3Config.cmake without the imported target
+  
+  # If CMakePackageConfigHelpers module is available (CMake >= 2.8.8)
+  # create a relocatable Config file, otherwise leave the hardcoded paths       
+  include(CMakePackageConfigHelpers OPTIONAL RESULT_VARIABLE CPCH_PATH)
+  
+  if(CPCH_PATH)
+    configure_package_config_file (
+      ${CMAKE_CURRENT_SOURCE_DIR}/cmake/Eigen3ConfigLegacy.cmake.in
+      ${CMAKE_CURRENT_BINARY_DIR}/Eigen3Config.cmake
+      PATH_VARS EIGEN_INCLUDE_DIR EIGEN_ROOT_DIR
+      INSTALL_DESTINATION ${CMAKEPACKAGE_INSTALL_DIR}
+      NO_CHECK_REQUIRED_COMPONENTS_MACRO # Eigen does not provide components
+    )
+  else() 
+    # The PACKAGE_* variables are defined by the configure_package_config_file
+    # but without it we define them manually to the hardcoded paths
+    set(PACKAGE_INIT "")
+    set(PACKAGE_EIGEN_INCLUDE_DIR ${EIGEN_INCLUDE_DIR})
+    set(PACKAGE_EIGEN_ROOT_DIR ${EIGEN_ROOT_DIR})
+    configure_file ( ${CMAKE_CURRENT_SOURCE_DIR}/cmake/Eigen3ConfigLegacy.cmake.in
+                     ${CMAKE_CURRENT_BINARY_DIR}/Eigen3Config.cmake
+                     @ONLY ESCAPE_QUOTES )
+  endif()
+
+  write_basic_package_version_file( Eigen3ConfigVersion.cmake
+                                    VERSION ${EIGEN_VERSION_NUMBER}
+                                    COMPATIBILITY SameMajorVersion )
+
+endif (NOT CMAKE_VERSION VERSION_LESS 3.0)
+
+install ( FILES ${CMAKE_CURRENT_SOURCE_DIR}/cmake/UseEigen3.cmake
+                ${CMAKE_CURRENT_BINARY_DIR}/Eigen3Config.cmake
+                ${CMAKE_CURRENT_BINARY_DIR}/Eigen3ConfigVersion.cmake
+          DESTINATION ${CMAKEPACKAGE_INSTALL_DIR} )
+
+# Add uninstall target
+add_custom_target ( uninstall
+    COMMAND ${CMAKE_COMMAND} -P ${CMAKE_CURRENT_SOURCE_DIR}/cmake/EigenUninstall.cmake)

external/eigen3/COPYING.MINPACK

-Minpack Copyright Notice (1999) University of Chicago.  All rights reserved
-
-Redistribution and use in source and binary forms, with or
-without modification, are permitted provided that the
-following conditions are met:
-
-1. Redistributions of source code must retain the above
-copyright notice, this list of conditions and the following
-disclaimer.
-
-2. Redistributions in binary form must reproduce the above
-copyright notice, this list of conditions and the following
-disclaimer in the documentation and/or other materials
-provided with the distribution.
-
-3. The end-user documentation included with the
-redistribution, if any, must include the following
-acknowledgment:
-
-   "This product includes software developed by the
-   University of Chicago, as Operator of Argonne National
-   Laboratory.
-
-Alternately, this acknowledgment may appear in the software
-itself, if and wherever such third-party acknowledgments
-normally appear.
-
-4. WARRANTY DISCLAIMER. THE SOFTWARE IS SUPPLIED "AS IS"
-WITHOUT WARRANTY OF ANY KIND. THE COPYRIGHT HOLDER, THE
-UNITED STATES, THE UNITED STATES DEPARTMENT OF ENERGY, AND
-THEIR EMPLOYEES: (1) DISCLAIM ANY WARRANTIES, EXPRESS OR
-IMPLIED, INCLUDING BUT NOT LIMITED TO ANY IMPLIED WARRANTIES
-OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE, TITLE
-OR NON-INFRINGEMENT, (2) DO NOT ASSUME ANY LEGAL LIABILITY
-OR RESPONSIBILITY FOR THE ACCURACY, COMPLETENESS, OR
-USEFULNESS OF THE SOFTWARE, (3) DO NOT REPRESENT THAT USE OF
-THE SOFTWARE WOULD NOT INFRINGE PRIVATELY OWNED RIGHTS, (4)
-DO NOT WARRANT THAT THE SOFTWARE WILL FUNCTION
-UNINTERRUPTED, THAT IT IS ERROR-FREE OR THAT ANY ERRORS WILL
-BE CORRECTED.
-
-5. LIMITATION OF LIABILITY. IN NO EVENT WILL THE COPYRIGHT
-HOLDER, THE UNITED STATES, THE UNITED STATES DEPARTMENT OF
-ENERGY, OR THEIR EMPLOYEES: BE LIABLE FOR ANY INDIRECT,
-INCIDENTAL, CONSEQUENTIAL, SPECIAL OR PUNITIVE DAMAGES OF
-ANY KIND OR NATURE, INCLUDING BUT NOT LIMITED TO LOSS OF
-PROFITS OR LOSS OF DATA, FOR ANY REASON WHATSOEVER, WHETHER
-SUCH LIABILITY IS ASSERTED ON THE BASIS OF CONTRACT, TORT
-(INCLUDING NEGLIGENCE OR STRICT LIABILITY), OR OTHERWISE,
-EVEN IF ANY OF SAID PARTIES HAS BEEN WARNED OF THE
-POSSIBILITY OF SUCH LOSS OR DAMAGES.
-
+Minpack Copyright Notice (1999) University of Chicago.  All rights reserved
+
+Redistribution and use in source and binary forms, with or
+without modification, are permitted provided that the
+following conditions are met:
+
+1. Redistributions of source code must retain the above
+copyright notice, this list of conditions and the following
+disclaimer.
+
+2. Redistributions in binary form must reproduce the above
+copyright notice, this list of conditions and the following
+disclaimer in the documentation and/or other materials
+provided with the distribution.
+
+3. The end-user documentation included with the
+redistribution, if any, must include the following
+acknowledgment:
+
+   "This product includes software developed by the
+   University of Chicago, as Operator of Argonne National
+   Laboratory.
+
+Alternately, this acknowledgment may appear in the software
+itself, if and wherever such third-party acknowledgments
+normally appear.
+
+4. WARRANTY DISCLAIMER. THE SOFTWARE IS SUPPLIED "AS IS"
+WITHOUT WARRANTY OF ANY KIND. THE COPYRIGHT HOLDER, THE
+UNITED STATES, THE UNITED STATES DEPARTMENT OF ENERGY, AND
+THEIR EMPLOYEES: (1) DISCLAIM ANY WARRANTIES, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO ANY IMPLIED WARRANTIES
+OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE, TITLE
+OR NON-INFRINGEMENT, (2) DO NOT ASSUME ANY LEGAL LIABILITY
+OR RESPONSIBILITY FOR THE ACCURACY, COMPLETENESS, OR
+USEFULNESS OF THE SOFTWARE, (3) DO NOT REPRESENT THAT USE OF
+THE SOFTWARE WOULD NOT INFRINGE PRIVATELY OWNED RIGHTS, (4)
+DO NOT WARRANT THAT THE SOFTWARE WILL FUNCTION
+UNINTERRUPTED, THAT IT IS ERROR-FREE OR THAT ANY ERRORS WILL
+BE CORRECTED.
+
+5. LIMITATION OF LIABILITY. IN NO EVENT WILL THE COPYRIGHT
+HOLDER, THE UNITED STATES, THE UNITED STATES DEPARTMENT OF
+ENERGY, OR THEIR EMPLOYEES: BE LIABLE FOR ANY INDIRECT,
+INCIDENTAL, CONSEQUENTIAL, SPECIAL OR PUNITIVE DAMAGES OF
+ANY KIND OR NATURE, INCLUDING BUT NOT LIMITED TO LOSS OF
+PROFITS OR LOSS OF DATA, FOR ANY REASON WHATSOEVER, WHETHER
+SUCH LIABILITY IS ASSERTED ON THE BASIS OF CONTRACT, TORT
+(INCLUDING NEGLIGENCE OR STRICT LIABILITY), OR OTHERWISE,
+EVEN IF ANY OF SAID PARTIES HAS BEEN WARNED OF THE
+POSSIBILITY OF SUCH LOSS OR DAMAGES.
+

external/eigen3/CTestConfig.cmake

@@ -4,10 +4,10 @@
 ## # The following are required to uses Dart and the Cdash dashboard
 ##   ENABLE_TESTING()
 ##   INCLUDE(CTest)
-set(CTEST_PROJECT_NAME "Eigen3.2")
+set(CTEST_PROJECT_NAME "Eigen3.3")
 set(CTEST_NIGHTLY_START_TIME "00:00:00 UTC")
 
 set(CTEST_DROP_METHOD "http")
 set(CTEST_DROP_SITE "manao.inria.fr")
-set(CTEST_DROP_LOCATION "/CDash/submit.php?project=Eigen3.2")
+set(CTEST_DROP_LOCATION "/CDash/submit.php?project=Eigen3.3")
 set(CTEST_DROP_SITE_CDASH TRUE)

external/eigen3/Eigen/Array

-#ifndef EIGEN_ARRAY_MODULE_H
-#define EIGEN_ARRAY_MODULE_H
-
-// include Core first to handle Eigen2 support macros
-#include "Core"
-
-#ifndef EIGEN2_SUPPORT
-  #error The Eigen/Array header does no longer exist in Eigen3. All that functionality has moved to Eigen/Core.
-#endif
-
-#endif // EIGEN_ARRAY_MODULE_H

external/eigen3/Eigen/CMakeLists.txt

@@ -16,4 +16,4 @@ install(FILES
   DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen COMPONENT Devel
   )
 
-add_subdirectory(src)
+install(DIRECTORY src DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen COMPONENT Devel FILES_MATCHING PATTERN "*.h")

external/eigen3/Eigen/Cholesky

+// 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_CHOLESKY_MODULE_H
 #define EIGEN_CHOLESKY_MODULE_H
 
@@ -10,20 +17,22 @@
   *
   *
   * This module provides two variants of the Cholesky decomposition for selfadjoint (hermitian) matrices.
-  * Those decompositions are accessible via the following MatrixBase methods:
-  *  - MatrixBase::llt(),
+  * Those decompositions are also accessible via the following methods:
+  *  - MatrixBase::llt()
   *  - MatrixBase::ldlt()
+  *  - SelfAdjointView::llt()
+  *  - SelfAdjointView::ldlt()
   *
   * \code
   * #include <Eigen/Cholesky>
   * \endcode
   */
 
-#include "src/misc/Solve.h"
 #include "src/Cholesky/LLT.h"
 #include "src/Cholesky/LDLT.h"
 #ifdef EIGEN_USE_LAPACKE
-#include "src/Cholesky/LLT_MKL.h"
+#include "src/misc/lapacke.h"
+#include "src/Cholesky/LLT_LAPACKE.h"
 #endif
 
 #include "src/Core/util/ReenableStupidWarnings.h"

external/eigen3/Eigen/CholmodSupport

+// 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_CHOLMODSUPPORT_MODULE_H
 #define EIGEN_CHOLMODSUPPORT_MODULE_H
 
@@ -33,12 +40,8 @@ extern "C" {
   *
   */
 
-#include "src/misc/Solve.h"
-#include "src/misc/SparseSolve.h"
-
 #include "src/CholmodSupport/CholmodSupport.h"
 
-
 #include "src/Core/util/ReenableStupidWarnings.h"
 
 #endif // EIGEN_CHOLMODSUPPORT_MODULE_H

external/eigen3/Eigen/Core

@@ -14,6 +14,58 @@
 // first thing Eigen does: stop the compiler from committing suicide
 #include "src/Core/util/DisableStupidWarnings.h"
 
+// Handle NVCC/CUDA/SYCL
+#if defined(__CUDACC__) || defined(__SYCL_DEVICE_ONLY__)
+  // Do not try asserts on CUDA and SYCL!
+  #ifndef EIGEN_NO_DEBUG
+  #define EIGEN_NO_DEBUG
+  #endif
+
+  #ifdef EIGEN_INTERNAL_DEBUGGING
+  #undef EIGEN_INTERNAL_DEBUGGING
+  #endif
+
+  #ifdef EIGEN_EXCEPTIONS
+  #undef EIGEN_EXCEPTIONS
+  #endif
+
+  // All functions callable from CUDA code must be qualified with __device__
+  #ifdef __CUDACC__
+    // Do not try to vectorize on CUDA and SYCL!
+    #ifndef EIGEN_DONT_VECTORIZE
+    #define EIGEN_DONT_VECTORIZE
+    #endif
+
+    #define EIGEN_DEVICE_FUNC __host__ __device__
+    // We need math_functions.hpp to ensure that that EIGEN_USING_STD_MATH macro
+    // works properly on the device side
+    #include <math_functions.hpp>
+  #else
+    #define EIGEN_DEVICE_FUNC
+  #endif
+
+#else
+  #define EIGEN_DEVICE_FUNC
+
+#endif
+
+// When compiling CUDA device code with NVCC, pull in math functions from the
+// global namespace.  In host mode, and when device doee with clang, use the
+// std versions.
+#if defined(__CUDA_ARCH__) && defined(__NVCC__)
+  #define EIGEN_USING_STD_MATH(FUNC) using ::FUNC;
+#else
+  #define EIGEN_USING_STD_MATH(FUNC) using std::FUNC;
+#endif
+
+#if (defined(_CPPUNWIND) || defined(__EXCEPTIONS)) && !defined(__CUDA_ARCH__) && !defined(EIGEN_EXCEPTIONS) && !defined(EIGEN_USE_SYCL)
+  #define EIGEN_EXCEPTIONS
+#endif
+
+#ifdef EIGEN_EXCEPTIONS
+  #include <new>
+#endif
+
 // then include this file where all our macros are defined. It's really important to do it first because
 // it's where we do all the alignment settings (platform detection and honoring the user's will if he
 // defined e.g. EIGEN_DONT_ALIGN) so it needs to be done before we do anything with vectorization.
@@ -21,7 +73,7 @@
 
 // Disable the ipa-cp-clone optimization flag with MinGW 6.x or newer (enabled by default with -O3)
 // See http://eigen.tuxfamily.org/bz/show_bug.cgi?id=556 for details.
-#if defined(__MINGW32__) && EIGEN_GNUC_AT_LEAST(4,6)
+#if EIGEN_COMP_MINGW && EIGEN_GNUC_AT_LEAST(4,6)
   #pragma GCC optimize ("-fno-ipa-cp-clone")
 #endif
 
@@ -31,26 +83,26 @@
 // and inclusion of their respective header files
 #include "src/Core/util/MKL_support.h"
 
-// if alignment is disabled, then disable vectorization. Note: EIGEN_ALIGN is the proper check, it takes into
-// account both the user's will (EIGEN_DONT_ALIGN) and our own platform checks
-#if !EIGEN_ALIGN
+// if alignment is disabled, then disable vectorization. Note: EIGEN_MAX_ALIGN_BYTES is the proper check, it takes into
+// account both the user's will (EIGEN_MAX_ALIGN_BYTES,EIGEN_DONT_ALIGN) and our own platform checks
+#if EIGEN_MAX_ALIGN_BYTES==0
   #ifndef EIGEN_DONT_VECTORIZE
     #define EIGEN_DONT_VECTORIZE
   #endif
 #endif
 
-#ifdef _MSC_VER
+#if EIGEN_COMP_MSVC
   #include <malloc.h> // for _aligned_malloc -- need it regardless of whether vectorization is enabled
-  #if (_MSC_VER >= 1500) // 2008 or later
+  #if (EIGEN_COMP_MSVC >= 1500) // 2008 or later
     // Remember that usage of defined() in a #define is undefined by the standard.
     // a user reported that in 64-bit mode, MSVC doesn't care to define _M_IX86_FP.
-    #if (defined(_M_IX86_FP) && (_M_IX86_FP >= 2)) || defined(_M_X64)
+    #if (defined(_M_IX86_FP) && (_M_IX86_FP >= 2)) || EIGEN_ARCH_x86_64
       #define EIGEN_SSE2_ON_MSVC_2008_OR_LATER
     #endif
   #endif
 #else
   // Remember that usage of defined() in a #define is undefined by the standard
-  #if (defined __SSE2__) && ( (!defined __GNUC__) || (defined __INTEL_COMPILER) || EIGEN_GNUC_AT_LEAST(4,2) )
+  #if (defined __SSE2__) && ( (!EIGEN_COMP_GNUC) || EIGEN_COMP_ICC || EIGEN_GNUC_AT_LEAST(4,2) )
     #define EIGEN_SSE2_ON_NON_MSVC_BUT_NOT_OLD_GCC
   #endif
 #endif
@@ -82,6 +134,28 @@
     #ifdef __SSE4_2__
       #define EIGEN_VECTORIZE_SSE4_2
     #endif
+    #ifdef __AVX__
+      #define EIGEN_VECTORIZE_AVX
+      #define EIGEN_VECTORIZE_SSE3
+      #define EIGEN_VECTORIZE_SSSE3
+      #define EIGEN_VECTORIZE_SSE4_1
+      #define EIGEN_VECTORIZE_SSE4_2
+    #endif
+    #ifdef __AVX2__
+      #define EIGEN_VECTORIZE_AVX2
+    #endif
+    #ifdef __FMA__
+      #define EIGEN_VECTORIZE_FMA
+    #endif
+    #if defined(__AVX512F__) && defined(EIGEN_ENABLE_AVX512)
+      #define EIGEN_VECTORIZE_AVX512
+      #define EIGEN_VECTORIZE_AVX2
+      #define EIGEN_VECTORIZE_AVX
+      #define EIGEN_VECTORIZE_FMA
+      #ifdef __AVX512DQ__
+        #define EIGEN_VECTORIZE_AVX512DQ
+      #endif
+    #endif
 
     // include files
 
@@ -95,9 +169,10 @@
     extern "C" {
       // In theory we should only include immintrin.h and not the other *mmintrin.h header files directly.
       // Doing so triggers some issues with ICC. However old gcc versions seems to not have this file, thus:
-      #if defined(__INTEL_COMPILER) && __INTEL_COMPILER >= 1110
+      #if EIGEN_COMP_ICC >= 1110
         #include <immintrin.h>
       #else
+        #include <mmintrin.h>
         #include <emmintrin.h>
         #include <xmmintrin.h>
         #ifdef  EIGEN_VECTORIZE_SSE3
@@ -112,8 +187,20 @@
         #ifdef EIGEN_VECTORIZE_SSE4_2
         #include <nmmintrin.h>
         #endif
+        #if defined(EIGEN_VECTORIZE_AVX) || defined(EIGEN_VECTORIZE_AVX512)
+        #include <immintrin.h>
+        #endif
       #endif
     } // end extern "C"
+  #elif defined __VSX__
+    #define EIGEN_VECTORIZE
+    #define EIGEN_VECTORIZE_VSX
+    #include <altivec.h>
+    // We need to #undef all these ugly tokens defined in <altivec.h>
+    // => use __vector instead of vector
+    #undef bool
+    #undef vector
+    #undef pixel
   #elif defined __ALTIVEC__
     #define EIGEN_VECTORIZE
     #define EIGEN_VECTORIZE_ALTIVEC
@@ -123,13 +210,35 @@
     #undef bool
     #undef vector
     #undef pixel
-  #elif defined  __ARM_NEON
+  #elif (defined  __ARM_NEON) || (defined __ARM_NEON__)
     #define EIGEN_VECTORIZE
     #define EIGEN_VECTORIZE_NEON
     #include <arm_neon.h>
+  #elif (defined __s390x__ && defined __VEC__)
+    #define EIGEN_VECTORIZE
+    #define EIGEN_VECTORIZE_ZVECTOR
+    #include <vecintrin.h>
   #endif
 #endif
 
+#if defined(__F16C__) && !defined(EIGEN_COMP_CLANG)
+  // We can use the optimized fp16 to float and float to fp16 conversion routines
+  #define EIGEN_HAS_FP16_C
+#endif
+
+#if defined __CUDACC__
+  #define EIGEN_VECTORIZE_CUDA
+  #include <vector_types.h>
+  #if defined __CUDACC_VER__ && __CUDACC_VER__ >= 70500
+    #define EIGEN_HAS_CUDA_FP16
+  #endif
+#endif
+
+#if defined EIGEN_HAS_CUDA_FP16
+  #include <host_defines.h>
+  #include <cuda_fp16.h>
+#endif
+
 #if (defined _OPENMP) && (!defined EIGEN_DONT_PARALLELIZE)
   #define EIGEN_HAS_OPENMP
 #endif
@@ -139,7 +248,7 @@
 #endif
 
 // MSVC for windows mobile does not have the errno.h file
-#if !(defined(_MSC_VER) && defined(_WIN32_WCE)) && !defined(__ARMCC_VERSION)
+#if !(EIGEN_COMP_MSVC && EIGEN_OS_WINCE) && !EIGEN_COMP_ARM
 #define EIGEN_HAS_ERRNO
 #endif
 
@@ -159,29 +268,30 @@
 // for min/max:
 #include <algorithm>
 
+// for std::is_nothrow_move_assignable
+#ifdef EIGEN_INCLUDE_TYPE_TRAITS
+#include <type_traits>
+#endif
+
 // for outputting debug info
 #ifdef EIGEN_DEBUG_ASSIGN
 #include <iostream>
 #endif
 
 // required for __cpuid, needs to be included after cmath
-#if defined(_MSC_VER) && (defined(_M_IX86)||defined(_M_X64)) && (!defined(_WIN32_WCE))
+#if EIGEN_COMP_MSVC && EIGEN_ARCH_i386_OR_x86_64 && !EIGEN_OS_WINCE
   #include <intrin.h>
 #endif
 
-#if defined(_CPPUNWIND) || defined(__EXCEPTIONS)
-  #define EIGEN_EXCEPTIONS
-#endif
-
-#ifdef EIGEN_EXCEPTIONS
-  #include <new>
-#endif
-
 /** \brief Namespace containing all symbols from the %Eigen library. */
 namespace Eigen {
 
 inline static const char *SimdInstructionSetsInUse(void) {
-#if defined(EIGEN_VECTORIZE_SSE4_2)
+#if defined(EIGEN_VECTORIZE_AVX512)
+  return "AVX512, FMA, AVX2, AVX, SSE, SSE2, SSE3, SSSE3, SSE4.1, SSE4.2";
+#elif defined(EIGEN_VECTORIZE_AVX)
+  return "AVX SSE, SSE2, SSE3, SSSE3, SSE4.1, SSE4.2";
+#elif defined(EIGEN_VECTORIZE_SSE4_2)
   return "SSE, SSE2, SSE3, SSSE3, SSE4.1, SSE4.2";
 #elif defined(EIGEN_VECTORIZE_SSE4_1)
   return "SSE, SSE2, SSE3, SSSE3, SSE4.1";
@@ -193,8 +303,12 @@ inline static const char *SimdInstructionSetsInUse(void) {
   return "SSE, SSE2";
 #elif defined(EIGEN_VECTORIZE_ALTIVEC)
   return "AltiVec";
+#elif defined(EIGEN_VECTORIZE_VSX)
+  return "VSX";
 #elif defined(EIGEN_VECTORIZE_NEON)
   return "ARM NEON";
+#elif defined(EIGEN_VECTORIZE_ZVECTOR)
+  return "S390X ZVECTOR";
 #else
   return "None";
 #endif
@@ -202,42 +316,21 @@ inline static const char *SimdInstructionSetsInUse(void) {
 
 } // end namespace Eigen
 
-#define STAGE10_FULL_EIGEN2_API             10
-#define STAGE20_RESOLVE_API_CONFLICTS       20
-#define STAGE30_FULL_EIGEN3_API             30
-#define STAGE40_FULL_EIGEN3_STRICTNESS      40
-#define STAGE99_NO_EIGEN2_SUPPORT           99
-
-#if   defined EIGEN2_SUPPORT_STAGE40_FULL_EIGEN3_STRICTNESS
-  #define EIGEN2_SUPPORT
-  #define EIGEN2_SUPPORT_STAGE STAGE40_FULL_EIGEN3_STRICTNESS
-#elif defined EIGEN2_SUPPORT_STAGE30_FULL_EIGEN3_API
-  #define EIGEN2_SUPPORT
-  #define EIGEN2_SUPPORT_STAGE STAGE30_FULL_EIGEN3_API
-#elif defined EIGEN2_SUPPORT_STAGE20_RESOLVE_API_CONFLICTS
-  #define EIGEN2_SUPPORT
-  #define EIGEN2_SUPPORT_STAGE STAGE20_RESOLVE_API_CONFLICTS
-#elif defined EIGEN2_SUPPORT_STAGE10_FULL_EIGEN2_API
-  #define EIGEN2_SUPPORT
-  #define EIGEN2_SUPPORT_STAGE STAGE10_FULL_EIGEN2_API
-#elif defined EIGEN2_SUPPORT
-  // default to stage 3, that's what it's always meant
-  #define EIGEN2_SUPPORT_STAGE30_FULL_EIGEN3_API
-  #define EIGEN2_SUPPORT_STAGE STAGE30_FULL_EIGEN3_API
-#else
-  #define EIGEN2_SUPPORT_STAGE STAGE99_NO_EIGEN2_SUPPORT
+#if defined EIGEN2_SUPPORT_STAGE40_FULL_EIGEN3_STRICTNESS || defined EIGEN2_SUPPORT_STAGE30_FULL_EIGEN3_API || defined EIGEN2_SUPPORT_STAGE20_RESOLVE_API_CONFLICTS || defined EIGEN2_SUPPORT_STAGE10_FULL_EIGEN2_API || defined EIGEN2_SUPPORT
+// This will generate an error message:
+#error Eigen2-support is only available up to version 3.2. Please go to "http://eigen.tuxfamily.org/index.php?title=Eigen2" for further information
 #endif
 
-#ifdef EIGEN2_SUPPORT
-#undef minor
-#endif
+namespace Eigen {
 
 // we use size_t frequently and we'll never remember to prepend it with std:: everytime just to
 // ensure QNX/QCC support
 using std::size_t;
-// gcc 4.6.0 wants std:: for ptrdiff_t 
+// gcc 4.6.0 wants std:: for ptrdiff_t
 using std::ptrdiff_t;
 
+}
+
 /** \defgroup Core_Module Core module
   * This is the main module of Eigen providing dense matrix and vector support
   * (both fixed and dynamic size) with all the features corresponding to a BLAS library
@@ -249,8 +342,8 @@ using std::ptrdiff_t;
   */
 
 #include "src/Core/util/Constants.h"
-#include "src/Core/util/ForwardDeclarations.h"
 #include "src/Core/util/Meta.h"
+#include "src/Core/util/ForwardDeclarations.h"
 #include "src/Core/util/StaticAssert.h"
 #include "src/Core/util/XprHelper.h"
 #include "src/Core/util/Memory.h"
@@ -258,41 +351,92 @@ using std::ptrdiff_t;
 #include "src/Core/NumTraits.h"
 #include "src/Core/MathFunctions.h"
 #include "src/Core/GenericPacketMath.h"
+#include "src/Core/MathFunctionsImpl.h"
 
-#if defined EIGEN_VECTORIZE_SSE
+#if defined EIGEN_VECTORIZE_AVX512
+  #include "src/Core/arch/SSE/PacketMath.h"
+  #include "src/Core/arch/AVX/PacketMath.h"
+  #include "src/Core/arch/AVX512/PacketMath.h"
+  #include "src/Core/arch/AVX512/MathFunctions.h"
+#elif defined EIGEN_VECTORIZE_AVX
+  // Use AVX for floats and doubles, SSE for integers
+  #include "src/Core/arch/SSE/PacketMath.h"
+  #include "src/Core/arch/SSE/Complex.h"
+  #include "src/Core/arch/SSE/MathFunctions.h"
+  #include "src/Core/arch/AVX/PacketMath.h"
+  #include "src/Core/arch/AVX/MathFunctions.h"
+  #include "src/Core/arch/AVX/Complex.h"
+  #include "src/Core/arch/AVX/TypeCasting.h"
+#elif defined EIGEN_VECTORIZE_SSE
   #include "src/Core/arch/SSE/PacketMath.h"
   #include "src/Core/arch/SSE/MathFunctions.h"
   #include "src/Core/arch/SSE/Complex.h"
-#elif defined EIGEN_VECTORIZE_ALTIVEC
+  #include "src/Core/arch/SSE/TypeCasting.h"
+#elif defined(EIGEN_VECTORIZE_ALTIVEC) || defined(EIGEN_VECTORIZE_VSX)
   #include "src/Core/arch/AltiVec/PacketMath.h"
+  #include "src/Core/arch/AltiVec/MathFunctions.h"
   #include "src/Core/arch/AltiVec/Complex.h"
 #elif defined EIGEN_VECTORIZE_NEON
   #include "src/Core/arch/NEON/PacketMath.h"
+  #include "src/Core/arch/NEON/MathFunctions.h"
   #include "src/Core/arch/NEON/Complex.h"
+#elif defined EIGEN_VECTORIZE_ZVECTOR
+  #include "src/Core/arch/ZVector/PacketMath.h"
+  #include "src/Core/arch/ZVector/MathFunctions.h"
+  #include "src/Core/arch/ZVector/Complex.h"
+#endif
+
+// Half float support
+#include "src/Core/arch/CUDA/Half.h"
+#include "src/Core/arch/CUDA/PacketMathHalf.h"
+#include "src/Core/arch/CUDA/TypeCasting.h"
+
+#if defined EIGEN_VECTORIZE_CUDA
+  #include "src/Core/arch/CUDA/PacketMath.h"
+  #include "src/Core/arch/CUDA/MathFunctions.h"
 #endif
 
 #include "src/Core/arch/Default/Settings.h"
 
-#include "src/Core/Functors.h"
+#include "src/Core/functors/TernaryFunctors.h"
+#include "src/Core/functors/BinaryFunctors.h"
+#include "src/Core/functors/UnaryFunctors.h"
+#include "src/Core/functors/NullaryFunctors.h"
+#include "src/Core/functors/StlFunctors.h"
+#include "src/Core/functors/AssignmentFunctors.h"
+
+// Specialized functors to enable the processing of complex numbers
+// on CUDA devices
+#include "src/Core/arch/CUDA/Complex.h"
+
+#include "src/Core/IO.h"
 #include "src/Core/DenseCoeffsBase.h"
 #include "src/Core/DenseBase.h"
 #include "src/Core/MatrixBase.h"
 #include "src/Core/EigenBase.h"
 
+#include "src/Core/Product.h"
+#include "src/Core/CoreEvaluators.h"
+#include "src/Core/AssignEvaluator.h"
+
 #ifndef EIGEN_PARSED_BY_DOXYGEN // work around Doxygen bug triggered by Assign.h r814874
                                 // at least confirmed with Doxygen 1.5.5 and 1.5.6
   #include "src/Core/Assign.h"
 #endif
 
+#include "src/Core/ArrayBase.h"
 #include "src/Core/util/BlasUtil.h"
 #include "src/Core/DenseStorage.h"
 #include "src/Core/NestByValue.h"
-#include "src/Core/ForceAlignedAccess.h"
+
+// #include "src/Core/ForceAlignedAccess.h"
+
 #include "src/Core/ReturnByValue.h"
 #include "src/Core/NoAlias.h"
 #include "src/Core/PlainObjectBase.h"
 #include "src/Core/Matrix.h"
 #include "src/Core/Array.h"
+#include "src/Core/CwiseTernaryOp.h"
 #include "src/Core/CwiseBinaryOp.h"
 #include "src/Core/CwiseUnaryOp.h"
 #include "src/Core/CwiseNullaryOp.h"
@@ -300,32 +444,32 @@ using std::ptrdiff_t;
 #include "src/Core/SelfCwiseBinaryOp.h"
 #include "src/Core/Dot.h"
 #include "src/Core/StableNorm.h"
-#include "src/Core/MapBase.h"
 #include "src/Core/Stride.h"
+#include "src/Core/MapBase.h"
 #include "src/Core/Map.h"
+#include "src/Core/Ref.h"
 #include "src/Core/Block.h"
 #include "src/Core/VectorBlock.h"
-#include "src/Core/Ref.h"
 #include "src/Core/Transpose.h"
 #include "src/Core/DiagonalMatrix.h"
 #include "src/Core/Diagonal.h"
 #include "src/Core/DiagonalProduct.h"
-#include "src/Core/PermutationMatrix.h"
-#include "src/Core/Transpositions.h"
 #include "src/Core/Redux.h"
 #include "src/Core/Visitor.h"
 #include "src/Core/Fuzzy.h"
-#include "src/Core/IO.h"
 #include "src/Core/Swap.h"
 #include "src/Core/CommaInitializer.h"
-#include "src/Core/Flagged.h"
-#include "src/Core/ProductBase.h"
 #include "src/Core/GeneralProduct.h"
+#include "src/Core/Solve.h"
+#include "src/Core/Inverse.h"
+#include "src/Core/SolverBase.h"
+#include "src/Core/PermutationMatrix.h"
+#include "src/Core/Transpositions.h"
 #include "src/Core/TriangularMatrix.h"
 #include "src/Core/SelfAdjointView.h"
 #include "src/Core/products/GeneralBlockPanelKernel.h"
 #include "src/Core/products/Parallelizer.h"
-#include "src/Core/products/CoeffBasedProduct.h"
+#include "src/Core/ProductEvaluators.h"
 #include "src/Core/products/GeneralMatrixVector.h"
 #include "src/Core/products/GeneralMatrixMatrix.h"
 #include "src/Core/SolveTriangular.h"
@@ -340,6 +484,7 @@ using std::ptrdiff_t;
 #include "src/Core/products/TriangularSolverVector.h"
 #include "src/Core/BandMatrix.h"
 #include "src/Core/CoreIterators.h"
+#include "src/Core/ConditionEstimator.h"
 
 #include "src/Core/BooleanRedux.h"
 #include "src/Core/Select.h"
@@ -347,18 +492,17 @@ using std::ptrdiff_t;
 #include "src/Core/Random.h"
 #include "src/Core/Replicate.h"
 #include "src/Core/Reverse.h"
-#include "src/Core/ArrayBase.h"
 #include "src/Core/ArrayWrapper.h"
 
 #ifdef EIGEN_USE_BLAS
-#include "src/Core/products/GeneralMatrixMatrix_MKL.h"
-#include "src/Core/products/GeneralMatrixVector_MKL.h"
-#include "src/Core/products/GeneralMatrixMatrixTriangular_MKL.h"
-#include "src/Core/products/SelfadjointMatrixMatrix_MKL.h"
-#include "src/Core/products/SelfadjointMatrixVector_MKL.h"
-#include "src/Core/products/TriangularMatrixMatrix_MKL.h"
-#include "src/Core/products/TriangularMatrixVector_MKL.h"
-#include "src/Core/products/TriangularSolverMatrix_MKL.h"
+#include "src/Core/products/GeneralMatrixMatrix_BLAS.h"
+#include "src/Core/products/GeneralMatrixVector_BLAS.h"
+#include "src/Core/products/GeneralMatrixMatrixTriangular_BLAS.h"
+#include "src/Core/products/SelfadjointMatrixMatrix_BLAS.h"
+#include "src/Core/products/SelfadjointMatrixVector_BLAS.h"
+#include "src/Core/products/TriangularMatrixMatrix_BLAS.h"
+#include "src/Core/products/TriangularMatrixVector_BLAS.h"
+#include "src/Core/products/TriangularSolverMatrix_BLAS.h"
 #endif // EIGEN_USE_BLAS
 
 #ifdef EIGEN_USE_MKL_VML
@@ -369,8 +513,4 @@ using std::ptrdiff_t;
 
 #include "src/Core/util/ReenableStupidWarnings.h"
 
-#ifdef EIGEN2_SUPPORT
-#include "Eigen2Support"
-#endif
-
 #endif // EIGEN_CORE_H

external/eigen3/Eigen/Eigen

 #include "Dense"
-//#include "Sparse"
+#include "Sparse"

external/eigen3/Eigen/Eigen2Support

-// 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 EIGEN2SUPPORT_H
-#define EIGEN2SUPPORT_H
-
-#if (!defined(EIGEN2_SUPPORT)) || (!defined(EIGEN_CORE_H))
-#error Eigen2 support must be enabled by defining EIGEN2_SUPPORT before including any Eigen header
-#endif
-
-#ifndef EIGEN_NO_EIGEN2_DEPRECATED_WARNING
-
-#if defined(__GNUC__) || defined(__INTEL_COMPILER) || defined(__clang__)
-#warning "Eigen2 support is deprecated in Eigen 3.2.x and it will be removed in Eigen 3.3. (Define EIGEN_NO_EIGEN2_DEPRECATED_WARNING to disable this warning)"
-#else
-#pragma message ("Eigen2 support is deprecated in Eigen 3.2.x and it will be removed in Eigen 3.3. (Define EIGEN_NO_EIGEN2_DEPRECATED_WARNING to disable this warning)")
-#endif
-
-#endif // EIGEN_NO_EIGEN2_DEPRECATED_WARNING
-
-#include "src/Core/util/DisableStupidWarnings.h"
-
-/** \ingroup Support_modules
-  * \defgroup Eigen2Support_Module Eigen2 support module
-  *
-  * \warning Eigen2 support is deprecated in Eigen 3.2.x and it will be removed in Eigen 3.3.
-  *
-  * This module provides a couple of deprecated functions improving the compatibility with Eigen2.
-  * 
-  * To use it, define EIGEN2_SUPPORT before including any Eigen header
-  * \code
-  * #define EIGEN2_SUPPORT
-  * \endcode
-  *
-  */
-
-#include "src/Eigen2Support/Macros.h"
-#include "src/Eigen2Support/Memory.h"
-#include "src/Eigen2Support/Meta.h"
-#include "src/Eigen2Support/Lazy.h"
-#include "src/Eigen2Support/Cwise.h"
-#include "src/Eigen2Support/CwiseOperators.h"
-#include "src/Eigen2Support/TriangularSolver.h"
-#include "src/Eigen2Support/Block.h"
-#include "src/Eigen2Support/VectorBlock.h"
-#include "src/Eigen2Support/Minor.h"
-#include "src/Eigen2Support/MathFunctions.h"
-
-
-#include "src/Core/util/ReenableStupidWarnings.h"
-
-// Eigen2 used to include iostream
-#include<iostream>
-
-#define EIGEN_USING_MATRIX_TYPEDEFS_FOR_TYPE_AND_SIZE(TypeSuffix, SizeSuffix) \
-using Eigen::Matrix##SizeSuffix##TypeSuffix; \
-using Eigen::Vector##SizeSuffix##TypeSuffix; \
-using Eigen::RowVector##SizeSuffix##TypeSuffix;
-
-#define EIGEN_USING_MATRIX_TYPEDEFS_FOR_TYPE(TypeSuffix) \
-EIGEN_USING_MATRIX_TYPEDEFS_FOR_TYPE_AND_SIZE(TypeSuffix, 2) \
-EIGEN_USING_MATRIX_TYPEDEFS_FOR_TYPE_AND_SIZE(TypeSuffix, 3) \
-EIGEN_USING_MATRIX_TYPEDEFS_FOR_TYPE_AND_SIZE(TypeSuffix, 4) \
-EIGEN_USING_MATRIX_TYPEDEFS_FOR_TYPE_AND_SIZE(TypeSuffix, X) \
-
-#define EIGEN_USING_MATRIX_TYPEDEFS \
-EIGEN_USING_MATRIX_TYPEDEFS_FOR_TYPE(i) \
-EIGEN_USING_MATRIX_TYPEDEFS_FOR_TYPE(f) \
-EIGEN_USING_MATRIX_TYPEDEFS_FOR_TYPE(d) \
-EIGEN_USING_MATRIX_TYPEDEFS_FOR_TYPE(cf) \
-EIGEN_USING_MATRIX_TYPEDEFS_FOR_TYPE(cd)
-
-#define USING_PART_OF_NAMESPACE_EIGEN \
-EIGEN_USING_MATRIX_TYPEDEFS \
-using Eigen::Matrix; \
-using Eigen::MatrixBase; \
-using Eigen::ei_random; \
-using Eigen::ei_real; \
-using Eigen::ei_imag; \
-using Eigen::ei_conj; \
-using Eigen::ei_abs; \
-using Eigen::ei_abs2; \
-using Eigen::ei_sqrt; \
-using Eigen::ei_exp; \
-using Eigen::ei_log; \
-using Eigen::ei_sin; \
-using Eigen::ei_cos;
-
-#endif // EIGEN2SUPPORT_H

external/eigen3/Eigen/Eigenvalues

+// 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_EIGENVALUES_MODULE_H
 #define EIGEN_EIGENVALUES_MODULE_H
 
@@ -25,6 +32,7 @@
   * \endcode
   */
 
+#include "src/misc/RealSvd2x2.h"
 #include "src/Eigenvalues/Tridiagonalization.h"
 #include "src/Eigenvalues/RealSchur.h"
 #include "src/Eigenvalues/EigenSolver.h"
@@ -37,9 +45,10 @@
 #include "src/Eigenvalues/GeneralizedEigenSolver.h"
 #include "src/Eigenvalues/MatrixBaseEigenvalues.h"
 #ifdef EIGEN_USE_LAPACKE
-#include "src/Eigenvalues/RealSchur_MKL.h"
-#include "src/Eigenvalues/ComplexSchur_MKL.h"
-#include "src/Eigenvalues/SelfAdjointEigenSolver_MKL.h"
+#include "src/misc/lapacke.h"
+#include "src/Eigenvalues/RealSchur_LAPACKE.h"
+#include "src/Eigenvalues/ComplexSchur_LAPACKE.h"
+#include "src/Eigenvalues/SelfAdjointEigenSolver_LAPACKE.h"
 #endif
 
 #include "src/Core/util/ReenableStupidWarnings.h"

external/eigen3/Eigen/Geometry

+// 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_GEOMETRY_MODULE_H
 #define EIGEN_GEOMETRY_MODULE_H
 
@@ -9,21 +16,17 @@
 #include "LU"
 #include <limits>
 
-#ifndef M_PI
-#define M_PI 3.14159265358979323846
-#endif
-
 /** \defgroup Geometry_Module Geometry module
-  *
-  *
   *
   * This module provides support for:
   *  - fixed-size homogeneous transformations
   *  - translation, scaling, 2D and 3D rotations
-  *  - quaternions
-  *  - \ref MatrixBase::cross() "cross product"
-  *  - \ref MatrixBase::unitOrthogonal() "orthognal vector generation"
-  *  - some linear components: parametrized-lines and hyperplanes
+  *  - \link Quaternion quaternions \endlink
+  *  - cross products (\ref MatrixBase::cross, \ref MatrixBase::cross3)
+  *  - orthognal vector generation (\ref MatrixBase::unitOrthogonal)
+  *  - some linear components: \link ParametrizedLine parametrized-lines \endlink and \link Hyperplane hyperplanes \endlink
+  *  - \link AlignedBox axis aligned bounding boxes \endlink
+  *  - \link umeyama least-square transformation fitting \endlink
   *
   * \code
   * #include <Eigen/Geometry>
@@ -33,27 +36,23 @@
 #include "src/Geometry/OrthoMethods.h"
 #include "src/Geometry/EulerAngles.h"
 
-#if EIGEN2_SUPPORT_STAGE > STAGE20_RESOLVE_API_CONFLICTS
-  #include "src/Geometry/Homogeneous.h"
-  #include "src/Geometry/RotationBase.h"
-  #include "src/Geometry/Rotation2D.h"
-  #include "src/Geometry/Quaternion.h"
-  #include "src/Geometry/AngleAxis.h"
-  #include "src/Geometry/Transform.h"
-  #include "src/Geometry/Translation.h"
-  #include "src/Geometry/Scaling.h"
-  #include "src/Geometry/Hyperplane.h"
-  #include "src/Geometry/ParametrizedLine.h"
-  #include "src/Geometry/AlignedBox.h"
-  #include "src/Geometry/Umeyama.h"
-
-  #if defined EIGEN_VECTORIZE_SSE
-    #include "src/Geometry/arch/Geometry_SSE.h"
-  #endif
-#endif
-
-#ifdef EIGEN2_SUPPORT
-#include "src/Eigen2Support/Geometry/All.h"
+#include "src/Geometry/Homogeneous.h"
+#include "src/Geometry/RotationBase.h"
+#include "src/Geometry/Rotation2D.h"
+#include "src/Geometry/Quaternion.h"
+#include "src/Geometry/AngleAxis.h"
+#include "src/Geometry/Transform.h"
+#include "src/Geometry/Translation.h"
+#include "src/Geometry/Scaling.h"
+#include "src/Geometry/Hyperplane.h"
+#include "src/Geometry/ParametrizedLine.h"
+#include "src/Geometry/AlignedBox.h"
+#include "src/Geometry/Umeyama.h"
+
+// Use the SSE optimized version whenever possible. At the moment the
+// SSE version doesn't compile when AVX is enabled
+#if defined EIGEN_VECTORIZE_SSE && !defined EIGEN_VECTORIZE_AVX
+#include "src/Geometry/arch/Geometry_SSE.h"
 #endif
 
 #include "src/Core/util/ReenableStupidWarnings.h"

external/eigen3/Eigen/Householder

+// 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_HOUSEHOLDER_MODULE_H
 #define EIGEN_HOUSEHOLDER_MODULE_H
 

external/eigen3/Eigen/IterativeLinearSolvers

+// 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_ITERATIVELINEARSOLVERS_MODULE_H
 #define EIGEN_ITERATIVELINEARSOLVERS_MODULE_H
 
@@ -12,28 +19,29 @@
   * This module currently provides iterative methods to solve problems of the form \c A \c x = \c b, where \c A is a squared matrix, usually very large and sparse.
   * Those solvers are accessible via the following classes:
   *  - ConjugateGradient for selfadjoint (hermitian) matrices,
+  *  - LeastSquaresConjugateGradient for rectangular least-square problems,
   *  - BiCGSTAB for general square matrices.
   *
   * These iterative solvers are associated with some preconditioners:
   *  - IdentityPreconditioner - not really useful
-  *  - DiagonalPreconditioner - also called JAcobi preconditioner, work very well on diagonal dominant matrices.
-  *  - IncompleteILUT - incomplete LU factorization with dual thresholding
+  *  - DiagonalPreconditioner - also called Jacobi preconditioner, work very well on diagonal dominant matrices.
+  *  - IncompleteLUT - incomplete LU factorization with dual thresholding
   *
   * Such problems can also be solved using the direct sparse decomposition modules: SparseCholesky, CholmodSupport, UmfPackSupport, SuperLUSupport.
   *
-  * \code
-  * #include <Eigen/IterativeLinearSolvers>
-  * \endcode
+    \code
+    #include <Eigen/IterativeLinearSolvers>
+    \endcode
   */
 
-#include "src/misc/Solve.h"
-#include "src/misc/SparseSolve.h"
-
+#include "src/IterativeLinearSolvers/SolveWithGuess.h"
 #include "src/IterativeLinearSolvers/IterativeSolverBase.h"
 #include "src/IterativeLinearSolvers/BasicPreconditioners.h"
 #include "src/IterativeLinearSolvers/ConjugateGradient.h"
+#include "src/IterativeLinearSolvers/LeastSquareConjugateGradient.h"
 #include "src/IterativeLinearSolvers/BiCGSTAB.h"
 #include "src/IterativeLinearSolvers/IncompleteLUT.h"
+#include "src/IterativeLinearSolvers/IncompleteCholesky.h"
 
 #include "src/Core/util/ReenableStupidWarnings.h"
 

external/eigen3/Eigen/Jacobi

+// 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_JACOBI_MODULE_H
 #define EIGEN_JACOBI_MODULE_H
 

external/eigen3/Eigen/LU

+// 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_LU_MODULE_H
 #define EIGEN_LU_MODULE_H
 
@@ -16,25 +23,23 @@
   * \endcode
   */
 
-#include "src/misc/Solve.h"
 #include "src/misc/Kernel.h"
 #include "src/misc/Image.h"
 #include "src/LU/FullPivLU.h"
 #include "src/LU/PartialPivLU.h"
 #ifdef EIGEN_USE_LAPACKE
-#include "src/LU/PartialPivLU_MKL.h"
+#include "src/misc/lapacke.h"
+#include "src/LU/PartialPivLU_LAPACKE.h"
 #endif
 #include "src/LU/Determinant.h"
-#include "src/LU/Inverse.h"
+#include "src/LU/InverseImpl.h"
 
-#if defined EIGEN_VECTORIZE_SSE
+// Use the SSE optimized version whenever possible. At the moment the
+// SSE version doesn't compile when AVX is enabled
+#if defined EIGEN_VECTORIZE_SSE && !defined EIGEN_VECTORIZE_AVX
   #include "src/LU/arch/Inverse_SSE.h"
 #endif
 
-#ifdef EIGEN2_SUPPORT
-  #include "src/Eigen2Support/LU.h"
-#endif
-
 #include "src/Core/util/ReenableStupidWarnings.h"
 
 #endif // EIGEN_LU_MODULE_H

external/eigen3/Eigen/LeastSquares

-#ifndef EIGEN_REGRESSION_MODULE_H
-#define EIGEN_REGRESSION_MODULE_H
-
-#ifndef EIGEN2_SUPPORT
-#error LeastSquares is only available in Eigen2 support mode (define EIGEN2_SUPPORT)
-#endif
-
-// exclude from normal eigen3-only documentation
-#ifdef EIGEN2_SUPPORT
-
-#include "Core"
-
-#include "src/Core/util/DisableStupidWarnings.h"
-
-#include "Eigenvalues"
-#include "Geometry"
-
-/** \defgroup LeastSquares_Module LeastSquares module
-  * This module provides linear regression and related features.
-  *
-  * \code
-  * #include <Eigen/LeastSquares>
-  * \endcode
-  */
-
-#include "src/Eigen2Support/LeastSquares.h"
-
-#include "src/Core/util/ReenableStupidWarnings.h"
-
-#endif // EIGEN2_SUPPORT
-
-#endif // EIGEN_REGRESSION_MODULE_H

external/eigen3/Eigen/MetisSupport

+// 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_METISSUPPORT_MODULE_H
 #define EIGEN_METISSUPPORT_MODULE_H
 

external/eigen3/Eigen/OrderingMethods

+// 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_ORDERINGMETHODS_MODULE_H
 #define EIGEN_ORDERINGMETHODS_MODULE_H
 

external/eigen3/Eigen/PaStiXSupport

+// 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_PASTIXSUPPORT_MODULE_H
 #define EIGEN_PASTIXSUPPORT_MODULE_H
 
@@ -5,7 +12,6 @@
 
 #include "src/Core/util/DisableStupidWarnings.h"
 
-#include <complex.h>
 extern "C" {
 #include <pastix_nompi.h>
 #include <pastix.h>
@@ -35,12 +41,8 @@ extern "C" {
   *
   */
 
-#include "src/misc/Solve.h"
-#include "src/misc/SparseSolve.h"
-
 #include "src/PaStiXSupport/PaStiXSupport.h"
 
-
 #include "src/Core/util/ReenableStupidWarnings.h"
 
 #endif // EIGEN_PASTIXSUPPORT_MODULE_H