external/eigen3/Eigen/QtAlignedMalloc

+// 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_QTMALLOC_MODULE_H
 #define EIGEN_QTMALLOC_MODULE_H
@@ -8,7 +14,7 @@
 
 #include "src/Core/util/DisableStupidWarnings.h"
 
-void *qMalloc(size_t size)
+void *qMalloc(std::size_t size)
 {
   return Eigen::internal::aligned_malloc(size);
 }
@@ -18,7 +24,7 @@ void qFree(void *ptr)
   Eigen::internal::aligned_free(ptr);
 }
 
-void *qRealloc(void *ptr, size_t size)
+void *qRealloc(void *ptr, std::size_t size)
 {
   void* newPtr = Eigen::internal::aligned_malloc(size);
   memcpy(newPtr, ptr, size);

external/eigen3/Eigen/SPQRSupport

+// 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_SPQRSUPPORT_MODULE_H
 #define EIGEN_SPQRSUPPORT_MODULE_H
 
@@ -21,8 +28,6 @@
   *
   */
 
-#include "src/misc/Solve.h"
-#include "src/misc/SparseSolve.h"
 #include "src/CholmodSupport/CholmodSupport.h"
 #include "src/SPQRSupport/SuiteSparseQRSupport.h"
 

external/eigen3/Eigen/SVD

+// 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_SVD_MODULE_H
 #define EIGEN_SVD_MODULE_H
 
@@ -12,23 +19,26 @@
   *
   *
   * This module provides SVD decomposition for matrices (both real and complex).
-  * This decomposition is accessible via the following MatrixBase method:
+  * Two decomposition algorithms are provided:
+  *  - JacobiSVD implementing two-sided Jacobi iterations is numerically very accurate, fast for small matrices, but very slow for larger ones.
+  *  - BDCSVD implementing a recursive divide & conquer strategy on top of an upper-bidiagonalization which remains fast for large problems.
+  * These decompositions are accessible via the respective classes and following MatrixBase methods:
   *  - MatrixBase::jacobiSvd()
+  *  - MatrixBase::bdcSvd()
   *
   * \code
   * #include <Eigen/SVD>
   * \endcode
   */
 
-#include "src/misc/Solve.h"
+#include "src/misc/RealSvd2x2.h"
+#include "src/SVD/UpperBidiagonalization.h"
+#include "src/SVD/SVDBase.h"
 #include "src/SVD/JacobiSVD.h"
+#include "src/SVD/BDCSVD.h"
 #if defined(EIGEN_USE_LAPACKE) && !defined(EIGEN_USE_LAPACKE_STRICT)
-#include "src/SVD/JacobiSVD_MKL.h"
-#endif
-#include "src/SVD/UpperBidiagonalization.h"
-
-#ifdef EIGEN2_SUPPORT
-#include "src/Eigen2Support/SVD.h"
+#include "src/misc/lapacke.h"
+#include "src/SVD/JacobiSVD_LAPACKE.h"
 #endif
 
 #include "src/Core/util/ReenableStupidWarnings.h"

external/eigen3/Eigen/Sparse

+// 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_SPARSE_MODULE_H
 #define EIGEN_SPARSE_MODULE_H
 
@@ -11,14 +18,16 @@
   * - \ref SparseQR_Module
   * - \ref IterativeLinearSolvers_Module
   *
-  * \code
-  * #include <Eigen/Sparse>
-  * \endcode
+    \code
+    #include <Eigen/Sparse>
+    \endcode
   */
 
 #include "SparseCore"
 #include "OrderingMethods"
+#ifndef EIGEN_MPL2_ONLY
 #include "SparseCholesky"
+#endif
 #include "SparseLU"
 #include "SparseQR"
 #include "IterativeLinearSolvers"

external/eigen3/Eigen/SparseCholesky

@@ -34,8 +34,6 @@
 #error The SparseCholesky module has nothing to offer in MPL2 only mode
 #endif
 
-#include "src/misc/Solve.h"
-#include "src/misc/SparseSolve.h"
 #include "src/SparseCholesky/SimplicialCholesky.h"
 
 #ifndef EIGEN_MPL2_ONLY

external/eigen3/Eigen/SparseCore

+// 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_SPARSECORE_MODULE_H
 #define EIGEN_SPARSECORE_MODULE_H
 
@@ -26,37 +33,35 @@
   * This module depends on: Core.
   */
 
-namespace Eigen {
-
-/** The type used to identify a general sparse storage. */
-struct Sparse {};
-
-}
-
 #include "src/SparseCore/SparseUtil.h"
 #include "src/SparseCore/SparseMatrixBase.h"
+#include "src/SparseCore/SparseAssign.h"
 #include "src/SparseCore/CompressedStorage.h"
 #include "src/SparseCore/AmbiVector.h"
+#include "src/SparseCore/SparseCompressedBase.h"
 #include "src/SparseCore/SparseMatrix.h"
+#include "src/SparseCore/SparseMap.h"
 #include "src/SparseCore/MappedSparseMatrix.h"
 #include "src/SparseCore/SparseVector.h"
-#include "src/SparseCore/SparseBlock.h"
-#include "src/SparseCore/SparseTranspose.h"
+#include "src/SparseCore/SparseRef.h"
 #include "src/SparseCore/SparseCwiseUnaryOp.h"
 #include "src/SparseCore/SparseCwiseBinaryOp.h"
+#include "src/SparseCore/SparseTranspose.h"
+#include "src/SparseCore/SparseBlock.h"
 #include "src/SparseCore/SparseDot.h"
-#include "src/SparseCore/SparsePermutation.h"
 #include "src/SparseCore/SparseRedux.h"
-#include "src/SparseCore/SparseFuzzy.h"
+#include "src/SparseCore/SparseView.h"
+#include "src/SparseCore/SparseDiagonalProduct.h"
 #include "src/SparseCore/ConservativeSparseSparseProduct.h"
 #include "src/SparseCore/SparseSparseProductWithPruning.h"
 #include "src/SparseCore/SparseProduct.h"
 #include "src/SparseCore/SparseDenseProduct.h"
-#include "src/SparseCore/SparseDiagonalProduct.h"
-#include "src/SparseCore/SparseTriangularView.h"
 #include "src/SparseCore/SparseSelfAdjointView.h"
+#include "src/SparseCore/SparseTriangularView.h"
 #include "src/SparseCore/TriangularSolver.h"
-#include "src/SparseCore/SparseView.h"
+#include "src/SparseCore/SparsePermutation.h"
+#include "src/SparseCore/SparseFuzzy.h"
+#include "src/SparseCore/SparseSolverBase.h"
 
 #include "src/Core/util/ReenableStupidWarnings.h"
 

external/eigen3/Eigen/SparseLU

@@ -20,9 +20,6 @@
   * Please, see the documentation of the SparseLU class for more details.
   */
 
-#include "src/misc/Solve.h"
-#include "src/misc/SparseSolve.h"
-
 // Ordering interface
 #include "OrderingMethods"
 

external/eigen3/Eigen/SparseQR

+// 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_SPARSEQR_MODULE_H
 #define EIGEN_SPARSEQR_MODULE_H
 
@@ -21,9 +28,6 @@
   * 
   */
 
-#include "src/misc/Solve.h"
-#include "src/misc/SparseSolve.h"
-
 #include "OrderingMethods"
 #include "src/SparseCore/SparseColEtree.h"
 #include "src/SparseQR/SparseQR.h"

external/eigen3/Eigen/StdDeque

@@ -14,7 +14,7 @@
 #include "Core"
 #include <deque>
 
-#if (defined(_MSC_VER) && defined(_WIN64)) /* MSVC auto aligns in 64 bit builds */
+#if EIGEN_COMP_MSVC && EIGEN_OS_WIN64 && (EIGEN_MAX_STATIC_ALIGN_BYTES<=16) /* MSVC auto aligns up to 16 bytes in 64 bit builds */
 
 #define EIGEN_DEFINE_STL_DEQUE_SPECIALIZATION(...)
 

external/eigen3/Eigen/StdList

@@ -13,7 +13,7 @@
 #include "Core"
 #include <list>
 
-#if (defined(_MSC_VER) && defined(_WIN64)) /* MSVC auto aligns in 64 bit builds */    
+#if EIGEN_COMP_MSVC && EIGEN_OS_WIN64 && (EIGEN_MAX_STATIC_ALIGN_BYTES<=16) /* MSVC auto aligns up to 16 bytes in 64 bit builds */
 
 #define EIGEN_DEFINE_STL_LIST_SPECIALIZATION(...)
 

external/eigen3/Eigen/StdVector

@@ -14,7 +14,7 @@
 #include "Core"
 #include <vector>
 
-#if (defined(_MSC_VER) && defined(_WIN64)) /* MSVC auto aligns in 64 bit builds */
+#if EIGEN_COMP_MSVC && EIGEN_OS_WIN64 && (EIGEN_MAX_STATIC_ALIGN_BYTES<=16) /* MSVC auto aligns up to 16 bytes in 64 bit builds */
 
 #define EIGEN_DEFINE_STL_VECTOR_SPECIALIZATION(...)
 

external/eigen3/Eigen/SuperLUSupport

+// 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_SUPERLUSUPPORT_MODULE_H
 #define EIGEN_SUPERLUSUPPORT_MODULE_H
 
@@ -36,6 +43,8 @@ namespace Eigen { struct SluMatrix; }
   * - class SuperLU: a supernodal sequential LU factorization.
   * - class SuperILU: a supernodal sequential incomplete LU factorization (to be used as a preconditioner for iterative methods).
   *
+  * \warning This wrapper requires at least versions 4.0 of SuperLU. The 3.x versions are not supported.
+  *
   * \warning When including this module, you have to use SUPERLU_EMPTY instead of EMPTY which is no longer defined because it is too polluting.
   *
   * \code
@@ -48,12 +57,8 @@ namespace Eigen { struct SluMatrix; }
   *
   */
 
-#include "src/misc/Solve.h"
-#include "src/misc/SparseSolve.h"
-
 #include "src/SuperLUSupport/SuperLUSupport.h"
 
-
 #include "src/Core/util/ReenableStupidWarnings.h"
 
 #endif // EIGEN_SUPERLUSUPPORT_MODULE_H

external/eigen3/Eigen/UmfPackSupport

+// 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_UMFPACKSUPPORT_MODULE_H
 #define EIGEN_UMFPACKSUPPORT_MODULE_H
 
@@ -26,9 +33,6 @@ extern "C" {
   *
   */
 
-#include "src/misc/Solve.h"
-#include "src/misc/SparseSolve.h"
-
 #include "src/UmfPackSupport/UmfPackSupport.h"
 
 #include "src/Core/util/ReenableStupidWarnings.h"

external/eigen3/Eigen/src/CMakeLists.txt

-file(GLOB Eigen_src_subdirectories "*")
-escape_string_as_regex(ESCAPED_CMAKE_CURRENT_SOURCE_DIR "${CMAKE_CURRENT_SOURCE_DIR}")
-foreach(f ${Eigen_src_subdirectories})
-  if(NOT f MATCHES "\\.txt" AND NOT f MATCHES "${ESCAPED_CMAKE_CURRENT_SOURCE_DIR}/[.].+" )
-    add_subdirectory(${f})
-  endif()
-endforeach()

external/eigen3/Eigen/src/Cholesky/CMakeLists.txt

-FILE(GLOB Eigen_Cholesky_SRCS "*.h")
-
-INSTALL(FILES
-  ${Eigen_Cholesky_SRCS}
-  DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/Cholesky COMPONENT Devel
-  )

external/eigen3/Eigen/src/Cholesky/LLT_MKL.h → external/eigen3/Eigen/src/Cholesky/LLT_LAPACKE.h

@@ -25,41 +25,38 @@
  SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
 
  ********************************************************************************
- *   Content : Eigen bindings to Intel(R) MKL
+ *   Content : Eigen bindings to LAPACKe
  *     LLt decomposition based on LAPACKE_?potrf function.
  ********************************************************************************
 */
 
-#ifndef EIGEN_LLT_MKL_H
-#define EIGEN_LLT_MKL_H
-
-#include "Eigen/src/Core/util/MKL_support.h"
-#include <iostream>
+#ifndef EIGEN_LLT_LAPACKE_H
+#define EIGEN_LLT_LAPACKE_H
 
 namespace Eigen { 
 
 namespace internal {
 
-template<typename Scalar> struct mkl_llt;
+template<typename Scalar> struct lapacke_llt;
 
-#define EIGEN_MKL_LLT(EIGTYPE, MKLTYPE, MKLPREFIX) \
-template<> struct mkl_llt<EIGTYPE> \
+#define EIGEN_LAPACKE_LLT(EIGTYPE, BLASTYPE, LAPACKE_PREFIX) \
+template<> struct lapacke_llt<EIGTYPE> \
 { \
   template<typename MatrixType> \
-  static inline typename MatrixType::Index potrf(MatrixType& m, char uplo) \
+  static inline Index potrf(MatrixType& m, char uplo) \
   { \
     lapack_int matrix_order; \
     lapack_int size, lda, info, StorageOrder; \
     EIGTYPE* a; \
     eigen_assert(m.rows()==m.cols()); \
     /* Set up parameters for ?potrf */ \
-    size = m.rows(); \
+    size = convert_index<lapack_int>(m.rows()); \
     StorageOrder = MatrixType::Flags&RowMajorBit?RowMajor:ColMajor; \
     matrix_order = StorageOrder==RowMajor ? LAPACK_ROW_MAJOR : LAPACK_COL_MAJOR; \
     a = &(m.coeffRef(0,0)); \
-    lda = m.outerStride(); \
+    lda = convert_index<lapack_int>(m.outerStride()); \
 \
-    info = LAPACKE_##MKLPREFIX##potrf( matrix_order, uplo, size, (MKLTYPE*)a, lda ); \
+    info = LAPACKE_##LAPACKE_PREFIX##potrf( matrix_order, uplo, size, (BLASTYPE*)a, lda ); \
     info = (info==0) ? -1 : info>0 ? info-1 : size; \
     return info; \
   } \
@@ -67,36 +64,36 @@ template<> struct mkl_llt<EIGTYPE> \
 template<> struct llt_inplace<EIGTYPE, Lower> \
 { \
   template<typename MatrixType> \
-  static typename MatrixType::Index blocked(MatrixType& m) \
+  static Index blocked(MatrixType& m) \
   { \
-    return mkl_llt<EIGTYPE>::potrf(m, 'L'); \
+    return lapacke_llt<EIGTYPE>::potrf(m, 'L'); \
   } \
   template<typename MatrixType, typename VectorType> \
-  static typename MatrixType::Index rankUpdate(MatrixType& mat, const VectorType& vec, const typename MatrixType::RealScalar& sigma) \
+  static Index rankUpdate(MatrixType& mat, const VectorType& vec, const typename MatrixType::RealScalar& sigma) \
   { return Eigen::internal::llt_rank_update_lower(mat, vec, sigma); } \
 }; \
 template<> struct llt_inplace<EIGTYPE, Upper> \
 { \
   template<typename MatrixType> \
-  static typename MatrixType::Index blocked(MatrixType& m) \
+  static Index blocked(MatrixType& m) \
   { \
-    return mkl_llt<EIGTYPE>::potrf(m, 'U'); \
+    return lapacke_llt<EIGTYPE>::potrf(m, 'U'); \
   } \
   template<typename MatrixType, typename VectorType> \
-  static typename MatrixType::Index rankUpdate(MatrixType& mat, const VectorType& vec, const typename MatrixType::RealScalar& sigma) \
+  static Index rankUpdate(MatrixType& mat, const VectorType& vec, const typename MatrixType::RealScalar& sigma) \
   { \
     Transpose<MatrixType> matt(mat); \
     return llt_inplace<EIGTYPE, Lower>::rankUpdate(matt, vec.conjugate(), sigma); \
   } \
 };
 
-EIGEN_MKL_LLT(double, double, d)
-EIGEN_MKL_LLT(float, float, s)
-EIGEN_MKL_LLT(dcomplex, MKL_Complex16, z)
-EIGEN_MKL_LLT(scomplex, MKL_Complex8, c)
+EIGEN_LAPACKE_LLT(double, double, d)
+EIGEN_LAPACKE_LLT(float, float, s)
+EIGEN_LAPACKE_LLT(dcomplex, lapack_complex_double, z)
+EIGEN_LAPACKE_LLT(scomplex, lapack_complex_float, c)
 
 } // end namespace internal
 
 } // end namespace Eigen
 
-#endif // EIGEN_LLT_MKL_H
+#endif // EIGEN_LLT_LAPACKE_H

external/eigen3/Eigen/src/CholmodSupport/CMakeLists.txt

-FILE(GLOB Eigen_CholmodSupport_SRCS "*.h")
-
-INSTALL(FILES 
-  ${Eigen_CholmodSupport_SRCS}
-  DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/CholmodSupport COMPONENT Devel
-  )