Sync public subset from Flux (private)

include/core/global_config.h

@@ -0,0 +1,36 @@
+#pragma once
+
+
+namespace core{
+
+    enum class GridKind { Uniform, NonUniform };
+    enum class FDKind   { Central, Forward, Backward };
+    enum class BCKind   { Dirichlet, Neumann /*, Robin*/ };
+    enum class SolverKind { LU, Inverse /*, CG*/ };
+
+    template <typename T>
+    struct BC { 
+        FDKind fd{FDKind::Forward};
+        BCKind kind{BCKind::Dirichlet}; 
+        T value{T(0)}; 
+    };
+
+
+    // Global default config holder
+    template <typename T>
+    struct Configs {
+        GridKind grid{GridKind::Uniform};
+        FDKind   fd{FDKind::Central};
+        BC<T>    left{FDKind::Forward, BCKind::Dirichlet, T(0) };
+        BC<T>    right{FDKind::Backward, BCKind::Dirichlet, T(0) };
+        SolverKind solver{SolverKind::LU};
+
+        static Configs& defaults() {
+            static Configs g{};   // process-wide defaults
+            return g;
+        }
+    };
+
+
+
+} // namespace core

include/core/omp_config.h

@@ -0,0 +1,53 @@
+#pragma once
+
+#include <vector>
+#include <omp.h>
+
+
+namespace omp_config{
+
+    // Configure OpenMP behavior at runtime.
+    inline void omp_configure(int max_active_levels,
+                              bool dynamic_threads,
+                              const std::vector<int>& threads_per_level = {},
+                              bool bind_close = true)
+    {
+        // 1) Allow nested parallel regions (levels of teams)
+        //    Example: outer #pragma omp parallel ... { inner #pragma omp parallel ... }
+        omp_set_max_active_levels(max_active_levels);   // 1 = only top-level; 2+ enables nesting
+
+        // 2) Let the runtime shrink/grow thread counts if it thinks it should
+        //    (helps avoid oversubscription when you accidentally ask for too many threads)
+        omp_set_dynamic(dynamic_threads ? 1 : 0);
+
+        // 3) Thread binding (keep threads near their cores) is controlled via env vars,
+        //    so here we just *recommend* a good default (see below). You *can* setenv()
+        //    in code, but it’s cleaner to do it outside the program.
+        (void)bind_close; // documented below in env var section
+
+        // 4) Top-level default thread count (inner levels are usually set per region)
+        if (!threads_per_level.empty()) {
+            omp_set_num_threads(threads_per_level[0]);  // e.g. 16 for the outermost team
+            // Inner levels:
+            //   - Use num_threads(threads_per_level[L]) on the inner #pragma omp parallel
+            //   - or set OMP_NUM_THREADS="outer,inner,inner2" as an environment variable
+        }
+    }
+
+    // ---------- Helper: may we create another team? ----------
+    inline bool omp_parallel_allowed() {
+        #ifdef _OPENMP
+          // If we’re not in parallel, we can spawn.
+          if (!omp_in_parallel()) return true;
+
+          // Already inside parallel: allow only if nesting is enabled and not at limit.
+          int level = omp_get_active_level();          // 0 outside parallel, 1 inside, ...
+          int maxlv = omp_get_max_active_levels();     // user/runtime cap
+          return static_cast<bool>(level < maxlv);
+        #else
+          return false; // no OpenMP → no extra teams
+        #endif
+    }
+
+
+} // namespace omp_config

include/decomp/decomp.h

@@ -0,0 +1,4 @@
+#pragma once
+
+#include "./decomp/lu.h"
+

include/decomp/lu.h

@@ -0,0 +1,180 @@
+#pragma once
+
+#include "./utils/vector.h"
+#include "./utils/matrix.h"
+
+#include "./numerics/initializers/eye.h"
+
+namespace decomp{
+
+	// Stores PA = LU with partial pivoting (row permutations).
+	template <typename T>
+	struct LUdcmp{
+		uint64_t rows;				// Stores number of rows.
+		utils::Matrix<T> lu; 		// Stores the decomposition.
+		std::vector<uint64_t> indx;	// Stores the permutation.
+		T d;						// Used by det.
+
+		// Default Constructor
+		LUdcmp() = default;
+
+		// Constructor
+    	LUdcmp(const utils::Matrix<T>& A){
+        	decomp(A);
+        }
+
+    	void decomp(const utils::Matrix<T>&A){
+
+    		rows = A.rows();
+
+    		if (rows != A.cols()){
+    			throw std::runtime_error("LUdcmp: decomp non-square");
+    		}
+
+    		uint64_t imax{0};
+    		lu = A;
+    		indx.resize(rows);
+    		std::vector<T> vv(rows);	// vv stores the implicit scaling of each row.
+    		T big{T{0}}, tmp{T{0}};// TINY{T{1.0e-40}};
+
+    		d = T{1}; 					// No row interchanges yet.
+
+    		// Loop over rows to get the implicit scaling information.
+    		for (uint64_t i = 0; i < rows; ++i){ 
+    			big = T{0};
+    			for (uint64_t j = 0; j < rows; ++j){
+    				tmp = std::abs(lu(i,j));
+    				if (tmp > big){
+    					big = tmp;
+    				}
+    			}
+    			if (big == T{0}){
+    				throw std::runtime_error("LUdcmp: Singular matrix");
+    			}
+    			// No nonzero largest element.
+    			vv[i] = T{1}/big; 							// Save the scaling.
+    		}
+    		// This is the outermost kij loop. Initialize for the search for largest pivot element.
+    		for (uint64_t k = 0; k < rows; ++k){
+    			big = T{0};
+    			imax = k;
+    			for (uint64_t i = k; i < rows; ++i){
+    				tmp = vv[i] * static_cast<T>(std::fabs(static_cast<double>(lu(i,k))));
+    				if (tmp > big){ 						// Is the figure of merit for the pivot better than the best so far?
+    					big = tmp;
+    					imax = i;
+    				}
+    			}
+    			if (k != imax){ 							// Do we need to interchange rows?
+					lu.swap_rows(imax, k);				// Yes, do so...
+    				d = -d;									// ...and change the parity of d.
+    				vv[imax] = vv[k];						// Also interchange the scale factor.
+    			}
+    			indx[k] = imax;
+    			if (lu(k,k) == T{0.0}){						// if the pivot element is zero, the matrix is singular (at least to the precision of thealgorithm).
+    				throw std::runtime_error("LUdcmp: Singular matrix");
+    				//lu(k,k) = TINY;							// For some applications on singular matrices, it is desirable to substitute TINY for zero.
+    			}
+    			for (uint64_t i = k+1; i < rows; ++i){
+    				tmp = lu(i,k) /= lu(k,k);				// Divide by the pivot element.
+    				for (uint64_t j = k+1; j < rows; ++j){	// Innermost loop: reduce remaining submatrix.
+    					lu(i,j) -= tmp*lu(k,j);
+    				}
+    			}
+    		}
+    	} // end void decomp(const utils::Matrix<T>&A)
+
+    	// Solves the set of n linear equations A*x=b using the stored LU decomposition of A.
+    	void inplace_solve(const utils::Vector<T>& b, utils::Vector<T>& x){
+    		T sum{T{0}};
+
+    		uint64_t ii{0}, ip{0};
+
+    		if (b.size() != rows || x.size() != rows){
+    			throw std::runtime_error("LUdcmp: inplace_solve bad sizes");
+    		}
+    		x = b;
+
+    		for (uint64_t i = 0; i < rows; ++i){				// When ii is set to a positive value, it will become the index of the first nonvanishing element of b.
+    			ip = indx[i];
+    			sum = x[ip];
+    			x[ip] = x[i];
+    			if (ii >= 0){
+    				for (uint64_t j = ii; j < i; ++j){
+    					sum -= lu(i,j)*x[j];
+    				}
+    			}else if (sum != T{0}) {						// A nonzero element was encountered, so from now on we will have to do the sums in the loop above.
+    				ii = i+1;
+    			}
+    			x[i] = sum;
+    		}
+    		for (int64_t i = static_cast<int64_t>(rows)-1; i >= 0; --i){				// Now we do the backsubstitution.
+    			sum=x[i];
+    			for (uint64_t j = static_cast<uint64_t>(i)+1; j < rows; ++j){			
+    				sum -= lu(static_cast<uint64_t>(i),j)*x[j];
+    			}
+    			x[static_cast<uint64_t>(i)] = sum/lu(static_cast<uint64_t>(i),static_cast<uint64_t>(i));		// Store a component of the solution vector x.
+    		}
+    	} // end inplace_solve(utils::Vector<T>& b, utils::Vector<T>& x)
+
+    	// SSolves m sets of n linear equations A*X=B using the stored LU decomposition of A.
+    	void inplace_solve(const utils::Matrix<T>& B, utils::Matrix<T>& X) {
+ 
+	 		uint64_t m{B.cols()};
+
+	 		if (B.rows() != rows || X.rows() != rows || B.cols() != X.cols()){
+	 			throw std::runtime_error("LUdcmp: inplace_solve bad sizes");
+	 		}
+
+	 		utils::Vector<T> xx(rows);
+
+	 		for (uint64_t j = 0; j < m; ++j){		// Copy and solve each column in turn.
+
+	 			xx = B.get_col(j);
+	 			inplace_solve(xx,xx);
+	 			X.set_col(j, xx);
+	 		}
+
+    	} // end inplace_solve(utils::Matrix<T>& B, utils::Matrix<T>& X)
+
+    	// Solves the set of n linear equations A*x=b using the stored LU decomposition of A.
+    	utils::Vector<T> solve(const utils::Vector<T>& b) {
+    		utils::Vector<T> x(rows,T{0});
+    		inplace_solve(b, x);
+    		return x;
+    	}
+
+    	// Solves the set of n linear equations A*X=B using the stored LU decomposition of A.
+    	utils::Matrix<T> solve(const utils::Matrix<T>& B) {
+    		utils::Matrix<T> X(rows,B.cols(),T{0});
+    		inplace_solve(B, X);
+    		return X;
+    	}
+
+    	void inplace_inverse(utils::Matrix<T>& Ainv){
+    		numerics::inplace_eye<T>(Ainv);
+    		inplace_solve(Ainv, Ainv);
+    	}
+
+    	utils::Matrix<T> inverse(){
+    		utils::Matrix<T> Ainv;
+    		inplace_inverse(Ainv);
+    		return Ainv;
+    	}
+
+    	T det(){
+    		T dd = d;
+    		for (uint64_t i = 0; i < rows; ++i){
+    			dd *= lu(i,i);
+    		}
+    		return dd;
+    	}
+
+
+	}; // struct LU
+
+	typedef LUdcmp<float> LUdcmpf;
+	typedef LUdcmp<double> LUdcmpd;
+
+
+} // namespace decomp

include/modules/field1d.h

@@ -0,0 +1,40 @@
+#pragma once
+
+#include "utils/vector.h"
+#include "modules/grid1d.h"
+
+
+namespace fvm {
+
+	template <typename T>
+
+	struct Field1D{
+
+	    const Grid1D* grid = nullptr;   // not owning
+	    utils::Vector<T> u; 			// size = grid->N
+		                          
+		Field1D() = default;
+
+		explicit Field1D(const Grid1D& g, double init = 0.0) : grid(&g), u(g.N){
+			
+		}
+
+		void generate_vertices(){
+			vertices.resize(N_vertices);
+			vertices[0] = centers[0] - ((centers[1] - centers[0])*0.5);	
+			vertices[N_vertices-1] = centers[N_centers-1] + ((centers[N_centers-1] - centers[N_centers-2])*0.5);
+			for (uint64_t i = 1; i < N_centers; ++i){
+				vertices[i] = (centers[i-1] + centers[i])*0.5;
+			}
+		}
+
+		T dx(uint64_t i) const { check(i); return vertices(i+1) - vertices(i); }
+		T center(uint64_t i) const { check(i); return centers(i); }
+private:
+	    void check(uint64_t i) const {
+	        if (i >= N_centers) throw std::runtime_error("Grid1D: cell index out of range");
+	    }
+	};
+
+
+}

include/modules/finitedifference1d.h

@@ -0,0 +1,58 @@
+#pragma once
+
+#include "modules/grid1d.h"
+
+
+namespace fd1d {
+
+	// -----------------------------------------------------------------------------
+	// Second derivative (u_xx) at interior cell i, central difference
+	// Works on NON-uniform grids
+	// On uniform: (u[i-1] - 2 u[i] + u[i+1]) / dx^2
+	// -----------------------------------------------------------------------------
+	template <typename T>
+	void inplace_Build_CentralDerivative_Matrix(const fvm::Grid1D<T>& g, utils::Matrix<T>& A, utils::Vector<T>& b, const utils::Vector<T>& s, const T& c){
+
+		for (uint64_t i = 1; i < g.center_idx; ++i){
+
+			A(i,i-1) = -(c/(g.centers[i] - g.centers[i-1]));
+			A(i,i) = -((c/(g.centers[i+1] - g.centers[i])) + (c/(g.centers[i] - g.centers[i-1])));
+			A(i,i+1) = -(c/(g.centers[i+1] - g.centers[i]));
+			b[i] = -s[i]*(g.vertices[i+1] - g.vertices[i]);
+		}
+    }
+	template <typename T>
+	utils::Matrix<T> Build_CentralDerivative_Matrix(const fvm::Grid1D<T>& g, utils::Vector<T>& b, const utils::Vector<T>& s, const T& c){
+		utils::Matrix<T> A(g.center_idx+1, g.center_idx+1, T{0});
+		inplace_Build_CentralDerivative_Matrix(g, A, b, s, c);
+		return A;
+    }
+
+
+	template <typename T>
+	void inplace_BC_Dirichlet(const fvm::Grid1D<T>& g, utils::Matrix<T>& A, utils::Vector<T>& b, const utils::Vector<T>& s, const T& c){
+
+		A(0,0) = -((c/(g.centers[1] - g.centers[0])) + (c/(g.centers[0] - g.vertices[0])));
+		A(0,1) = c/(g.centers[1] - g.centers[0]);
+
+		A(g.center_idx, g.center_idx-1) = c/(g.centers[g.center_idx]-g.centers[g.center_idx-1]);
+		A(g.center_idx, g.center_idx) = -((c/(g.vertices[g.vertices_idx] - g.centers[g.center_idx])) + (c/(g.centers[g.center_idx] - g.centers[g.center_idx-1])));
+    }
+
+
+	template <typename T>
+	void inplace_BC_Neumann(const fvm::Grid1D<T>& g, utils::Matrix<T>& A, const T& c){
+
+		A(0,0) = -c/(g.centers[1]-g.centers[0]);
+		A(0,1) = c/(g.centers[1]-g.centers[0]);
+
+		A(g.center_idx, g.center_idx-1) = c/(g.centers[g.center_idx]-g.centers[g.center_idx-1]);
+		A(g.center_idx, g.center_idx) = -c/(g.centers[g.center_idx]-g.centers[g.center_idx-1]);
+    }
+
+
+
+
+
+
+}

include/modules/fluids/diffusion1d.h

@@ -0,0 +1,129 @@
+#pragma once
+
+#include "modules/mesh/mesh1d.h"
+#include "core/global_config.h"
+#include "utils/matrix.h"
+#include "utils/vector.h"
+
+
+
+
+namespace fluids {
+
+	template <typename T>
+	struct Diffusion1D{
+		const core::Configs<T>& cfg;
+		const mesh::Mesh1D<T>& mesh;
+		T Gamma{1};
+
+	
+
+		// Constructor
+		Diffusion1D(const core::Configs<T>& configs, const mesh::Mesh1D<T>& Mesh, T Gamma_const=T(1)): cfg(configs), mesh(Mesh), Gamma(Gamma_const) {}
+
+
+
+
+
+
+		void assemble(utils::Matrix<T>& A, utils::Vector<T>& b, utils::Vector<T>& s){
+
+			uint64_t N = mesh.center_idx + 1;
+
+			if (N < 3){
+				throw std::runtime_error("Diffusion1D: need N>=3");
+			}
+			if (A.rows() != N || A.cols() != N){
+				A = utils::Matrix<T>(N, N, T(0));
+			}
+			if (b.size() != N){
+				b = utils::Vector<T>(N, T(0));
+			}
+		
+
+			if (cfg.grid == core::GridKind::Uniform){
+				// Core of A
+				if (cfg.fd == core::FDKind::Central){
+					uniform_central_finite_diffrence_2_order(A,b,s);
+				}
+
+
+
+				// Left BC of A
+				if (cfg.left.kind == core::BCKind::Dirichlet){
+					BC_uniform_backward_finite_diffrence_2_order_Dirichlet(A,b,s);
+				}else if (cfg.left.kind == core::BCKind::Neumann){
+					BC_uniform_backward_finite_diffrence_2_order_Neumann(A,b,s);
+				}
+			}
+		}
+
+
+		void uniform_central_finite_diffrence_2_order(utils::Matrix<T>& A, utils::Vector<T>& b, utils::Vector<T>& s){
+			T xm, xc, xp;
+
+			for (uint64_t i = 1; i < mesh.center_idx; ++i){
+				xm = mesh.center(i-1);
+				xc = mesh.center(i);
+				xp = mesh.center(i+1);
+
+				A(i, i-1) = Gamma/(xc - xm);
+				A(i, i) = -((Gamma/(xp - xc)) + (Gamma/(xc - xm)));
+				A(i, i+1) = Gamma/(xp - xc);
+
+				b[i] = -s[i]*mesh.dx(i);
+			}
+		}
+
+		void BC_uniform_backward_finite_diffrence_2_order_Dirichlet(utils::Matrix<T>& A, utils::Vector<T>& b, utils::Vector<T>& s){
+			T xm;
+			T xw = mesh.vertice(0);
+			T xc = mesh.center(0);
+			T xp = mesh.center(1);
+			T xe;
+			uint64_t N = mesh.center_idx;
+
+			A(0, 0) = -((Gamma/(xp - xc)) + (Gamma/(xc - xw)));
+			A(0, 1) = Gamma/(xp - xc);
+
+			b[0] = -s[0]*mesh.dx(0) - Gamma*(cfg.left.value/(xc - xw));
+
+			xm = mesh.center(N-1);
+			xc = mesh.center(N);
+			xe = mesh.vertice(N+1);
+
+			A(N, N-1) = Gamma/(xc - xm);
+			A(N, N) = -((Gamma/(xe - xc)) + (Gamma/(xc - xm)));
+
+			b[N] = -s[N]*mesh.dx(N) - Gamma*(cfg.right.value/(xe - xc));
+			A.print();
+			b.print();
+		}
+
+		void BC_uniform_backward_finite_diffrence_2_order_Neumann(utils::Matrix<T>& A, utils::Vector<T>& b, utils::Vector<T>& s){
+			T xm;
+			T xc = mesh.center(0);
+			T xp = mesh.center(1);
+
+			uint64_t N = mesh.center_idx;
+
+			A(0, 0) = -Gamma/(xp - xc);
+			A(0, 1) = Gamma/(xp - xc);
+
+			b[0] = -s[0]*mesh.dx(0) - (Gamma*cfg.left.value);
+
+			xm = mesh.center(N-1);
+			xc = mesh.center(N);
+
+			A(N, N-1) = Gamma/(xc - xm);
+			A(N, N) = -Gamma/(xc - xm);
+
+			b[N] = -s[N]*mesh.dx(N) - Gamma*(cfg.right.value);
+
+			A.print();
+			b.print();
+		}
+
+	};
+
+} // end namespace fluids

include/modules/fluids/fluids.h

@@ -0,0 +1,5 @@
+#pragma once
+
+#include "modules/fluids/diffusion1d.h"
+
+

include/modules/mesh/mesh.h

@@ -0,0 +1,4 @@
+#pragma once
+
+#include "modules/mesh/mesh1d.h"
+

include/modules/mesh/mesh1d.h

@@ -0,0 +1,42 @@
+#pragma once
+
+#include "utils/vector.h"
+
+namespace mesh {
+
+	template <typename T>
+	struct Mesh1D{
+		uint64_t center_idx;				// max cell index
+		uint64_t vertices_idx;				// max vertice index
+		utils::Vector<T> centers;			// size N (unknowns at cell centers)
+		utils::Vector<T> vertices;			// size N+1 (face positions)
+
+		Mesh1D() = default;
+
+		explicit Mesh1D(const utils::Vector<T>& midpoints){
+			centers = midpoints;
+			center_idx = centers.size()-1;
+			vertices_idx = centers.size();		
+		}
+
+		void generate_vertices(T left, T right){
+			vertices.resize(vertices_idx+1);
+			vertices[0] = left;	
+			vertices[vertices_idx] = right;
+			for (uint64_t i = 1; i < center_idx+1; ++i){
+				vertices[i] = (centers[i-1] + centers[i])*0.5;
+			}
+
+		}
+
+		T dx(uint64_t i) const { check(i); return vertices[i+1] - vertices[i]; }
+		T center(uint64_t i) const { check(i); return centers[i]; }
+		T vertice(uint64_t i) const {; return vertices[i]; }
+
+	    void check(uint64_t i) const {
+	        if (i > center_idx) throw std::runtime_error("Mesh1D: cell index out of range");
+	    }
+	};
+
+
+} // end namespace mesh

include/modules/neural_networks/activation_functions/ReLU.h

@@ -0,0 +1,28 @@
+#pragma once
+
+#include "./core/omp_config.h"
+
+#include "./utils/vector.h"
+#include "./utils/matrix.h"
+#include "./utils/random.h"
+
+
+namespace neural_networks{
+
+	template <typename T>
+	struct activation_ReLU{
+
+			utils::Matrix<T> outputs;
+
+	        void forward(utils::Matrix<T> inputs){
+			    outputs = numerics::max(inputs, T{0});
+			    //outputs.print();
+	        }
+
+
+
+	};
+
+
+
+} // end namespace neural_networks

include/modules/neural_networks/activation_functions/Softmax.h

@@ -0,0 +1,37 @@
+#pragma once
+
+#include "./core/omp_config.h"
+
+#include "./utils/vector.h"
+#include "./utils/matrix.h"
+
+#include "./numerics/max.h"
+#include "./numerics/matsubtract.h"
+#include "./numerics/exponential.h"
+#include "./numerics/matdiv.h"
+
+
+namespace neural_networks{
+
+	template <typename T>
+	struct activation_softmax{
+
+			utils::Matrix<T> exp_values;
+			utils::Matrix<T> probabilities;
+			utils::Matrix<T> outputs;
+
+	        void forward(const utils::Matrix<T> inputs){
+	
+
+			    exp_values = numerics::exponential(numerics::matsubtract(inputs, numerics::max(inputs, "rows"), "col"));
+			    probabilities = numerics::matdiv(exp_values, numerics::matsum(exp_values, "col"), "col");
+
+			    outputs = probabilities;
+
+	        }
+
+	};
+
+
+
+} // end namespace neural_networks

include/modules/neural_networks/datasets/spiral.h

@@ -0,0 +1,42 @@
+#pragma once
+
+#include "./core/omp_config.h"
+#include "./utils/matrix.h"
+#include "./utils/vector.h"
+#include "./utils/random.h"
+
+//#include <math.h>
+
+
+namespace neural_networks{
+
+		template <typename TX, typename Ty>
+		void create_spital_data(const uint64_t samples, const uint64_t classes, utils::Matrix<TX>& X, utils::Vector<Ty>& y) {
+
+			const uint64_t rows = samples*classes;
+			TX r, t;
+			uint64_t row_idx;
+
+
+			if ((rows != X.rows()) || (X.cols() != 2)){
+				X.resize(samples*classes, 2);
+			}
+			if (rows != y.size()){
+				y.resize(rows);
+			}
+
+			for (uint64_t i = 0; i < classes; ++i){
+				for (uint64_t j = 0; j < samples; ++j){
+					r = static_cast<TX>(j)/static_cast<TX>(samples);
+					t =  static_cast<TX>(i)*4.0 + (4.0+r);
+					row_idx = (i*samples) + j;
+
+					X(row_idx, 0) = r*std::cos(t*2.5) + utils::random(TX{-0.15}, TX{0.15});
+					X(row_idx, 1) = r*std::sin(t*2.5) + utils::random(TX{-0.15}, TX{0.15});
+					y[row_idx] = static_cast<Ty>(i);
+				}
+			}
+		}
+
+
+} // end namesoace NN

include/modules/neural_networks/layers/dense_layer.h

@@ -0,0 +1,42 @@
+#pragma once
+
+#include "./core/omp_config.h"
+
+#include "./utils/vector.h"
+#include "./utils/matrix.h"
+#include "./utils/random.h"
+
+
+namespace neural_networks{
+
+	template <typename T>
+	struct dense_layer{
+			utils::Matrix<T> weights;
+			utils::Vector<T> biases;
+			utils::Matrix<T> outputs;
+			
+			// Default Constructor
+			dense_layer() = default;
+
+			// Constructor
+	    	dense_layer(const uint64_t n_inputs, const uint64_t n_neurons){
+	        	
+	        	weights.random(n_inputs, n_neurons, -1, 1);
+	        	biases.resize(n_neurons, T{0});
+	        	//weights.print();
+	        	//outputs.resize()
+	        	
+	        }
+
+
+	        void forward(utils::Matrix<T> inputs){
+			    outputs = numerics::matadd(numerics::matmul_auto(inputs, (weights)), biases, "row");
+	        }
+
+
+
+	};
+
+
+
+} // end namespace neural_networks

include/modules/neural_networks/loss/Loss _CategoricalCrossentrophy.h

@@ -0,0 +1,34 @@
+#pragma once
+
+#include "./core/omp_config.h"
+
+#include "./utils/vector.h"
+#include "./utils/matrix.h"
+
+
+namespace neural_networks{
+
+	template <typename Td, typename Ti>
+	struct Loss{
+
+			utils::Matrix<Td> sample_losses;
+			Td data_losses;
+
+			virtual utils::Vector<Td> forward(const utils::Matrix<Td>& output, const utils::Matrix<Ti>& y) = 0;
+
+			Td calculate(const utils::Matrix<Td>& output, const utils::Matrix<Ti>& y){
+				// Calculate sample losses
+				sample_losses = forward(output, y);
+
+				// Calculate mean loss
+				data_losses = numerics::mean(sample_losses);
+				return data_losses;
+
+			}
+
+
+	};
+
+
+
+} // end namespace neural_networks

include/modules/neural_networks/loss/loss.h

@@ -0,0 +1,34 @@
+#pragma once
+
+#include "./core/omp_config.h"
+
+#include "./utils/vector.h"
+#include "./utils/matrix.h"
+
+
+namespace neural_networks{
+
+	template <typename Td, typename Ti>
+	struct Loss{
+
+			utils::Matrix<Td> sample_losses;
+			Td data_losses;
+
+			virtual utils::Vector<Td> forward(const utils::Matrix<Td>& output, const utils::Matrix<Ti>& y) = 0;
+
+			Td calculate(const utils::Matrix<Td>& output, const utils::Matrix<Ti>& y){
+				// Calculate sample losses
+				sample_losses = forward(output, y);
+
+				// Calculate mean loss
+				data_losses = numerics::mean(sample_losses);
+				return data_losses;
+
+			}
+
+
+	};
+
+
+
+} // end namespace neural_networks

include/modules/neural_networks/neural_networks.h

@@ -0,0 +1,12 @@
+// #include "./modules/neural_networks/neural_networks.h"
+#pragma once
+
+#include "datasets/spiral.h"
+
+#include "layers/dense_layer.h"
+
+
+#include "activation_functions/ReLU.h"
+#include "activation_functions/Softmax.h"
+
+#include "loss/loss.h"

include/numerics/abs.h

@@ -0,0 +1,23 @@
+#pragma once
+
+
+#include "./utils/vector.h"
+#include "./utils/matrix.h"
+
+
+namespace numerics{
+	
+	template <typename T>
+	T abs(const T a){
+
+		if(a < 0){
+			return -a;
+		}else{
+			return a;
+		}
+	}
+
+
+
+} // namespace numerics
+

include/numerics/exponential.h

@@ -0,0 +1,39 @@
+#pragma once
+
+#include <cmath>
+
+#include "./utils/vector.h"
+#include "./utils/matrix.h"
+
+
+namespace numerics{
+	
+	template <typename T>
+	T exponential(const T a){
+		return std::exp(a);
+	}
+
+	template <typename T>
+	utils::Vector<T>  exponential(const utils::Vector<T>& a){
+		utils::Vector<T> b = a;
+		for (uint64_t i = 0; i < a.size(); ++i){
+			b[i] =  numerics::exponential(a[i]);
+		}
+		return b;
+	}
+
+	template <typename T>
+	utils::Matrix<T>  exponential(const utils::Matrix<T>& A){
+		utils::Matrix<T> B = A;
+		for (uint64_t i = 0; i < A.rows(); ++i){
+			for (uint64_t j = 0; j < A.cols(); ++j){
+				B(i,j) = numerics::exponential(A(i,j));
+			}
+		}
+		return B;
+	}
+
+
+
+} // namespace numerics
+

include/numerics/initializers/eye.h

@@ -0,0 +1,138 @@
+#pragma once
+#include "./utils/matrix.h"
+#include "./core/omp_config.h"
+
+
+namespace numerics {
+
+	template <typename T>
+	void inplace_eye(utils::Matrix<T>& A, uint64_t N = 0){
+
+		bool need_full_zero = true;
+
+		if (N != 0){
+			A.resize(N,N,T{0});
+			need_full_zero = false;
+		}else{
+			N = A.rows();
+		    if (N != A.cols()) {
+		        throw std::runtime_error("inplace_eye: non-square matrix");
+		    }
+		}
+		// 1) Zero the whole matrix if we didn't just resize with zeros
+		if (need_full_zero){
+			for (uint64_t i = 0; i < N; ++i){
+				for (uint64_t j = 0; j < N; ++j){
+					if (i==j){
+						A(i,j) = T{1};
+					}else{
+						A(i,j) = T{0};
+					}
+				}
+			}
+		}else{
+			for (uint64_t i = 0; i < N; ++i){
+				A(i,i) = T{1};
+			}
+		}
+
+	}
+
+
+	template <typename T>
+	void inplace_eye_omp(utils::Matrix<T>& A, uint64_t N = 0){
+
+		bool need_full_zero = true;
+
+		if (N != 0){
+			A.resize(N,N,T{0});
+			need_full_zero = false;
+		}else{
+			N = A.rows();
+		    if (N != A.cols()) {
+		        throw std::runtime_error("inplace_eye_omp: non-square matrix");
+		    }
+		}
+
+		// 1) Zero the whole matrix if we didn't just resize with zeros
+		if (need_full_zero){
+			T* ptr = A.data();
+			uint64_t NN = N*N;
+			#pragma omp parallel for schedule(static)
+			for (uint64_t i = 0; i < NN; ++i){
+				ptr[i] = T{0};
+			}
+		}
+		// 2) Set the diagonal to 1
+		#pragma omp parallel for schedule(static)
+		for (uint64_t i = 0; i < N; ++i){
+			A(i,i) = T{1};
+		}
+
+	}
+
+	template <typename T>
+	utils::Matrix<T> eye(uint64_t N){
+		utils::Matrix<T> A;
+		inplace_eye(A, N);
+		return A;
+
+	}
+
+	template <typename T>
+	utils::Matrix<T> eye_omp(uint64_t N){
+		utils::Matrix<T> A;
+		inplace_eye_omp(A, N);
+		return A;
+	}
+
+	template <typename T>
+	utils::Matrix<T> eye_omp_auto(uint64_t N){
+
+	    uint64_t work = N*N;
+	    utils::Matrix<T> A(N,N,T{0});
+
+		#ifdef _OPENMP
+			bool can_parallel = omp_config::omp_parallel_allowed();
+		    uint64_t threads = static_cast<uint64_t>(omp_get_max_threads());
+		#else
+		    bool can_parallel = false;
+		    uint64_t threads = 1;
+		#endif
+
+	    if (can_parallel || work > threads * 4ull) {
+	        inplace_eye_omp(A, 0);
+	    }
+	    else{
+	    	// Safe fallback
+	    	inplace_eye(A, 0);
+	    }
+
+		return A;
+	}
+ // Untested:
+	template <typename T>
+	void inplace_eye_omp_auto(utils::Matrix<T>& A, uint64_t N = 0){
+
+	    uint64_t work = N*N;
+
+		#ifdef _OPENMP
+			bool can_parallel = omp_config::omp_parallel_allowed();
+		    uint64_t threads = static_cast<uint64_t>(omp_get_max_threads());
+		#else
+		    bool can_parallel = false;
+		    uint64_t threads = 1;
+		#endif
+
+	    if (can_parallel || work > threads * 4ull) {
+	        inplace_eye_omp(A, 0);
+	    }
+	    else{
+	    	// Safe fallback
+	    	inplace_eye(A, 0);
+	    }
+	}
+
+
+
+} // namespace utils

include/numerics/interpolation1d.h

@@ -0,0 +1,9 @@
+#pragma once
+
+
+//#include "./numerics/interpolation1d/interpolation1d_base.h"
+#include "./numerics/interpolation1d/interpolation1d_barycentric.h"
+#include "./numerics/interpolation1d/interpolation1d_cubic_spline.h"
+#include "./numerics/interpolation1d/interpolation1d_linear.h"
+#include "./numerics/interpolation1d/interpolation1d_polynomial.h"
+#include "./numerics/interpolation1d/interpolation1d_rational.h"

include/numerics/interpolation1d/interpolation1d_barycentric.h

@@ -0,0 +1,88 @@
+#pragma once
+
+#include "./numerics/interpolation1d/interpolation1d_base.h"
+
+#include "./utils/vector.h"
+#include "./numerics/min.h"
+#include "./numerics/max.h"
+
+
+namespace numerics{
+	
+	template <typename T>
+	struct interp_barycentric : Base_interp<T> {
+		using Base   = Base_interp<T>;
+
+	  	// bring base data members into scope (or use this->xx / this->yy below)
+	  	using Base::xx;
+	  	using Base::yy;
+	  	using Base::n;
+
+	  	utils::Vector<T> w;
+	  	int64_t d;
+
+		interp_barycentric(const utils::Vector<T> &xv, const utils::Vector<T> &yv, uint64_t dd)
+		: Base_interp<T>(xv, &yv[0], xv.size()), w(n,T{0}), d(dd) {
+			// Constructor arguments are x and y vectors of length n, and order d of desired approximation.
+			if (n <= d){
+				throw std::invalid_argument("d too large for number of points in interp_barycentric");
+			}
+			for (int64_t k = 0; k < n; ++k){
+				int64_t imin = numerics::max(k-d, static_cast<int64_t>(0));
+				int64_t imax;
+				if (k >= n - d) {
+				    imax = n - d - 1;
+				} else {
+				    imax = k;
+				}
+				T temp;
+				if ( (imin & 1) != 0 ) {   // odd?
+				    temp = T{-1};
+				} else {                   // even
+				    temp = T{1};
+				}
+				T sum = T{0};
+
+				for (int64_t i = imin; i <= imax; ++i){
+					int64_t jmax = numerics::min(i+d, n-1);
+					T term = T{1};
+					for (int64_t j = i; j <= jmax; ++j){
+						if (j == k){
+							continue;
+						}
+						term *= (xx[k] - xx[j]);
+					}
+					term = temp/term;
+					temp = -temp;
+					sum += term;
+				}
+				w[k] = sum;
+			}
+		}
+
+		T rawinterp(int64_t jl, T x) override{
+
+			T num{T{0}}, den{T{0}};
+			
+			for (int64_t i = 0; i < n; ++i){
+				T h = x - xx[i];
+				if (h == T{0}){
+					return yy[i];
+				}else{
+					T temp = w[i]/h;
+					num += temp*yy[i];
+					den += temp;
+				}
+			}
+			return num/den;
+		}
+
+
+		T interp(T x) {
+			return rawinterp(1, x);
+		}
+
+	};
+
+} // namespace numerics
+

include/numerics/interpolation1d/interpolation1d_base.h

@@ -0,0 +1,151 @@
+#pragma once
+
+#include "./numerics/min.h"
+#include "./numerics/max.h"
+#include "./numerics/abs.h"
+
+#include "./utils/vector.h"
+
+
+namespace numerics{
+	
+	template <typename T>
+	struct Base_interp{
+
+		int64_t n, mm;
+		int64_t jsav, dj;
+		bool cor;
+		const T *xx, *yy;
+
+
+		Base_interp(const utils::Vector<T>& x, const T *y, uint64_t m)
+			:n(x.size()), mm(m), jsav(0), cor(false), xx(&x[0]), yy(y){
+			//dj = numerics::min(static_cast<int64_t>(1), static_cast<int64_t>(std::pow(static_cast<T>(n), 0.25))); // from NR
+			dj = numerics::max(static_cast<int64_t>(1), static_cast<int64_t>(std::pow(static_cast<T>(n), 0.25))); // from chatbot
+
+			if (mm < 2 || n < mm) throw std::invalid_argument("Base_interp: invalid mm or n");
+		  	if (!xx || !yy)       throw std::invalid_argument("Base_interp: null data pointers");
+		  	if (n < 2)            throw std::invalid_argument("Base_interp: need at least 2 points");
+
+			bool asc = false;
+			if (xx[0] < xx[1]){
+				asc = true;
+			}
+			for (int64_t i = 1; i < n; ++i){
+				if (!(xx[i] > xx[i-1]) && asc) {
+					throw std::invalid_argument("x must be strictly increasing");
+				} else if (!(xx[i] < xx[i-1]) && !asc){
+        			throw std::invalid_argument("x must be strictly decreasing");
+				}
+			}
+		}
+
+		T interp(T x){
+			int64_t jlo;
+			if (cor){
+				jlo = hunt(x);
+			}
+			else{
+				jlo = locate(x);
+			}
+			return rawinterp(jlo,x);
+		}
+
+		// Derived classes provide this as the actual interpolation method.
+		T virtual rawinterp(int64_t jlo, T x) = 0;
+
+
+		int64_t locate(const T x){
+			int64_t ju, jl;
+			int64_t jm;
+
+			if (n < 2 || mm < 2 || mm > n){
+				throw std::runtime_error("Interpolate: locate size error");	
+			}
+
+			bool ascnd = (xx[n-1] >= xx[0]);			// True if ascending order of table, false otherwise.
+			jl = 0;										// Initialize lower
+			ju = n-1;									// and upper limits.
+			while (ju - jl > 1) {						// If we are not yet done,
+				jm = (ju+jl) >> 1;						// compute a midpoint,
+				if ((x >= xx[jm]) == ascnd){
+					jl=jm;								// and replace either the lower limit
+				}else{
+					ju=jm;								// or the upper limit, as appropriate.
+				}
+			}											// Repeat until the test condition is satisfied.
+
+			if (std::abs(jl - jsav) > dj){				// Decide whether to use hunt or locate next time.
+				cor = false;
+			}else{
+				cor = true;
+			}
+			jsav = jl;
+			return numerics::max(static_cast<int64_t>(0), numerics::min(n-mm, jl-((mm-2)>>1)));
+		}
+
+		int64_t hunt(const T x){
+			int64_t jl=jsav, jm, ju, inc=1;
+
+			if (n < 2 || mm < 2 || mm > n){
+				throw std::runtime_error("Interpolate: hunt size error");	
+			}
+			bool ascnd=(xx[n-1] >= xx[0]);				// True if ascending order of table, false otherwise.
+			if (jl < 0 || jl > n-1) {					// Input guess not useful. Go immediately to bisection.
+				jl=0;
+				ju=n-1;
+			}else{
+				if ((x >= xx[jl]) == ascnd){			// Hunt up:
+					for (;;){
+						ju = jl + inc;
+						if (ju >= n-1){
+							ju = n-1;
+							break;						// Off end of table.
+						}else if((x < xx[ju]) == ascnd){
+							break;						// Found bracket.
+						}else{							// Not done, so double the increment and try again.
+							jl = ju;
+							inc += inc;
+						}
+					}	
+				}else{									// Hunt down:
+					ju = jl;
+					for (;;){
+						jl = jl - inc;
+						if (jl <= 0){					//Off end of table.
+							jl = 0;	
+							break;
+						}else if((x >= xx[jl]) == ascnd){
+							break;						// Found bracket.
+						}
+						else{							// Not done, so double the increment and try again.
+							ju = jl;
+							inc += inc;
+						}
+					}
+				}
+			}
+
+
+			while(ju-jl > 1){							// Hunt is done, so begin the final bisection phase:
+				jm = (ju+jl) >> 1;
+				if ((x >= xx[jm]) == ascnd){
+					jl =jm;
+				}else{
+					ju=jm;
+				}
+			}
+			if (numerics::abs(jl-jsav) > dj){
+				cor = false;
+			}else{
+				cor = true;
+			}
+			jsav = jl;
+			return numerics::max(static_cast<int64_t>(0), numerics::min(n-mm, jl-((mm-2)>>1)));
+
+		}
+
+	};
+
+} // namespace numerics
+

include/numerics/interpolation1d/interpolation1d_cubic_spline.h

@@ -0,0 +1,86 @@
+#pragma once
+
+#include "./numerics/interpolation1d/interpolation1d_base.h"
+
+//#include "./numerics/abs.h"
+#include "./utils/vector.h"
+
+
+namespace numerics{
+	
+	template <typename T>
+	struct interp_cubic_spline : Base_interp<T> {
+		using Base   = Base_interp<T>;
+	  	// bring base data members into scope (or use this->xx / this->yy below)
+	  	using Base::xx;
+	  	using Base::yy;
+	  	//using Base::mm;
+
+	  	utils::Vector<T> y2;
+
+
+		interp_cubic_spline(utils::Vector<T> &xv, utils::Vector<T> &yv, T yp1=T{1.e99}, T ypn=T{1.e99})
+		: Base_interp<T>(xv, &yv[0], 2), y2(xv.size(),T{0}) {
+			sety2(&xv[0], &yv[0], yp1, ypn);
+		}
+
+		interp_cubic_spline(utils::Vector<T> &xv, const T *yv, T yp1=T{1.e99}, T ypn=T{1.e99})
+		: Base_interp<T>(xv, yv, 2), y2(xv.size(),T{0}) {
+			sety2(&xv[0], yv, yp1, ypn);
+		}
+
+
+		void sety2(const T *xv, const T *yv, T yp1, T ypn){
+
+			T p, qn, sig, un;
+			uint64_t n = y2.size();
+			utils::Vector<T> u(n-1, T{0});
+
+			if (yp1 > static_cast<T>(0.99e99)){						// The lower boundary condition is set either to be “natural”
+				y2[0] = u[0] = T{0};
+			}else{													// or else to have a specified first derivative.
+				y2[0] = T{-0.5};
+				u[0] = (3.0/(xv[1]-xv[0]))*(((yv[1]-yv[0])/(xv[1]-xv[0]))-yp1);
+			}
+			for (uint64_t i = 1; i < n-1; ++i){						// This is the decomposition loop of the tridiagonal algorithm
+				sig = (xv[i]-xv[i-1])/(xv[i+1]-xv[i-1]);
+				p = sig*y2[i-1]+T{2};
+				y2[i] = (sig - T{1})/p;								// y2 and u are used for temporary storage of the decomposed factors.
+				u[i]=((yv[i+1]-yv[i])/(xv[i+1]-xv[i])) - ((yv[i]-yv[i-1])/(xv[i]-xv[i-1]));
+				u[i]=((T{6}*u[i]/(xv[i+1]-xv[i-1])) - sig*u[i-1])/p;
+			}
+			if (ypn > static_cast<T>(0.99e99)){						// The upper boundary condition is set either to be “natural”
+				qn = un = T{0};
+			}else{													// or else to have a specified first derivative.
+				qn = T{0.5};
+				un = (T{3}/(xv[n-1]-xv[n-2]))*(ypn-((yv[n-1]-yv[n-2])/(xv[n-1]-xv[n-2])));
+			}
+			y2[n-1] = (un-(qn*u[n-2]))/((qn*y2[n-2])+T{1});
+			for (int64_t k = n-2; k >= 0; --k){
+				y2[k] = y2[k] * y2[k+1]+u[k];
+			}
+		}
+
+
+		T rawinterp(int64_t jl, T x) override{
+
+			int64_t klo=jl, khi=jl+1;
+			T y, h, b, a;
+
+			h = xx[khi] - xx[klo];
+			if (h == T{0}){											// The xa’s must be distinct.
+				throw std::invalid_argument("interp_cubic_spline: Bad input to routine splint");
+			}
+
+			a = (xx[khi] - x)/h;									// Cubic spline polynomial is now evaluated.
+			b = (x - xx[klo])/h;
+			y = a*yy[klo] + b*yy[khi] + ( ((a*a*a) - a)*y2[klo] + ((b*b*b) - b)*y2[khi] ) * (h*h) / T{6};
+
+
+			return y;
+		}
+
+	};
+
+} // namespace numerics
+

include/numerics/interpolation1d/interpolation1d_linear.h

@@ -0,0 +1,29 @@
+#pragma once
+
+#include "./numerics/interpolation1d/interpolation1d_base.h"
+
+
+namespace numerics{
+	
+	template <typename T>
+	struct interp_linear : Base_interp<T> {
+		using Base   = Base_interp<T>;
+	  	// bring base data members into scope (or use this->xx / this->yy below)
+	  	using Base::xx;
+	  	using Base::yy;
+
+
+		interp_linear(const utils::Vector<T> &xv, const utils::Vector<T> &yv): Base_interp<T>(xv, &yv[0], 2){}
+
+		T rawinterp(int64_t j, T x) override{
+			if (xx[j]==xx[j+1]){
+				return yy[j]; 			// Table is defective, but we can recover.
+			}else {
+				return (yy[j] + ((x-xx[j])/(xx[j+1]-xx[j]))*(yy[j+1]-yy[j]));
+			}
+		}
+
+	};
+
+} // namespace numerics
+

include/numerics/interpolation1d/interpolation1d_polynomial.h

@@ -0,0 +1,75 @@
+#pragma once
+
+#include "./numerics/interpolation1d/interpolation1d_base.h"
+
+#include "./numerics/abs.h"
+#include "./utils/vector.h"
+
+
+namespace numerics{
+	
+	template <typename T>
+	struct interp_polynomial : Base_interp<T> {
+		using Base   = Base_interp<T>;
+	  	// bring base data members into scope (or use this->xx / this->yy below)
+	  	using Base::xx;
+	  	using Base::yy;
+	  	using Base::mm;
+
+	  	T dy;
+
+
+		interp_polynomial(const utils::Vector<T> &xv, const utils::Vector<T> &yv, uint64_t m)
+		: Base_interp<T>(xv, &yv[0], m), dy(T{0}){}
+
+		T rawinterp(int64_t jl, T x) override{
+
+			int64_t ns=0;
+			T y, den, dif, dift, ho, hp, w;
+			const T *xa = &xx[jl], *ya = &yy[jl];
+			utils::Vector<T> c(mm,0), d(mm,0);
+			dif = numerics::abs(x-xa[0]);
+
+			for (int64_t i = 0; i < mm; ++i){					// Here we find the index ns of the closest table entry,
+				dift = numerics::abs(x-xa[i]);
+				if (dift < dif){
+					ns = i;
+					dif=dift;
+				}
+				c[i]=ya[i];									// and initialize the tableau of c’s and d’s.
+				d[i]=ya[i];
+			}
+			y = ya[ns];										// This is the initial approximation to y.
+			ns -= 1;
+
+			for (int64_t m = 1; m < mm; ++m){				// For each column of the tableau,
+				for (int64_t i = 0; i < mm-m; ++i){		// we loop over the current c’s and d’s and update them.
+					ho = xa[i]-x;
+					hp = xa[i+m]-x;
+					w = c[i+1]-d[i];
+					den = ho-hp;
+					if (den == T{0.0}){
+						throw std::invalid_argument("interp_polynomial error"); // This error can occur only if two input xa’s are (to within roundoff identical.
+					}
+					den = w/den;							// Here the c’s and d’s are updated.
+					d[i] = hp*den;
+					c[i] = ho*den;
+				}
+				bool take_left = 2 * (ns + 1) < (mm - m);
+
+				if (take_left) {
+				    dy = c[ns + 1];
+				    y += dy;
+				} else {
+				    dy = d[ns];   
+				    y += dy;
+				    ns -= 1;
+				}
+			}
+			return y;
+		}
+
+	};
+
+} // namespace numerics
+

include/numerics/interpolation1d/interpolation1d_rational.h

@@ -0,0 +1,79 @@
+#pragma once
+
+#include "./numerics/interpolation1d/interpolation1d_base.h"
+
+#include "./utils/vector.h"
+#include "./numerics/abs.h"
+
+namespace numerics{
+	
+	template <typename T>
+	struct interp_rational : Base_interp<T> {
+		using Base   = Base_interp<T>;
+
+	  	// bring base data members into scope (or use this->xx / this->yy below)
+	  	using Base::xx;
+	  	using Base::yy;
+	  	using Base::mm;
+
+	  	T dy;
+
+
+
+		interp_rational(const utils::Vector<T> &xv, const utils::Vector<T> &yv, uint64_t m)
+		: Base_interp<T>(xv, &yv[0], m), dy(T{0}){}
+
+		T rawinterp(int64_t jl, T x) override{
+
+			const T TINY = T{1.0e-99};
+			int64_t ns=0;
+			T y, w, t, hh, h, dd;
+			const T *xa = &xx[jl], *ya = &yy[jl];
+			utils::Vector<T> c(mm, T{0}), d(mm, T{0});
+
+			hh = numerics::abs(x - xa[0]);
+
+			for (int64_t i = 0; i < mm; ++i){
+				h = numerics::abs(x-xa[i]);
+				if (h == T{0}){
+					dy = T{0};
+					return ya[i];
+				}else if (h < hh){
+					ns = i;
+					hh = h;
+				}
+				c[i] = ya[i];
+				d[i] = ya[i] + TINY;					// The TINY part is needed to prevent a rare zero-over-zero condition.
+			}
+			y = ya[ns];
+			ns -= 1;
+			for (int64_t m = 1; m < mm; ++m){
+				for (int64_t i = 0; i < mm-m; ++i){
+					w = c[i+1] - d[i];
+					h = xa[i+m] - x;					// h will never be zero, since this was tested in the initializing loop.
+					t = (xa[i] - x)*d[i]/h;
+					dd = t - c[i+1];
+					if (dd == T{0}){					// This error condition indicates that the interpolating function has a pole at the requested value of x.
+						throw std::invalid_argument("Error in routine interp_rational"); // 
+					}
+					dd = w/dd;
+					d[i] = c[i+1]*dd;
+					c[i] = t*dd;
+				}
+				const bool take_left = (2 * (ns + 1) < (mm - m));
+
+				if (take_left) {
+					dy = c[ns + 1];
+				} else {
+					dy = d[ns];
+					ns -= 1;
+				}
+				y += dy;
+			}
+			return y;
+		}
+
+	};
+
+} // namespace numerics
+

include/numerics/inverse.h

@@ -0,0 +1,45 @@
+#ifndef _inverse_n_
+#define _inverse_n_
+
+
+#include "./utils/vector.h"
+#include "./utils/matrix.h"
+
+#include "./numerics/inverse/inverse_gauss_jordan.h"
+#include "./numerics/inverse/inverse_lu.h"
+
+#include <omp.h>
+
+
+namespace numerics{
+	
+	template <typename T>
+   	void inplace_inverse(utils::Matrix<T>& A, std::string method = "Gauss-Jordan"){
+
+		if (A.rows() != A.cols()) {
+		    throw std::runtime_error("inplace_inverse: non-square matrix");
+		}
+
+   		if (method == "Gauss-Jordan"){
+   			inverse_gj(A);
+		}
+		else if(method == "LU"){
+			inplace_inverse_lu(A);
+		}
+		else{
+			throw std::runtime_error("numerics::inplace_inverse(" + method + ") - Not implemented yet \r \nImplemented: 'Gauss-Jordan', 'LU'");
+		}
+	}
+
+
+
+	template <typename T>
+	utils::Matrix<T> inverse(utils::Matrix<T>& A, std::string method = "Gauss-Jordan"){
+		utils::Matrix<T> B = A;
+		inplace_inverse(B, method);
+		return B;
+	}
+
+} // namespace numerics
+
+#endif // _inverse_n_

include/numerics/inverse/inverse_gauss_jordan.h

@@ -0,0 +1,100 @@
+#ifndef _inverse_gj_n_
+#define _inverse_gj_n_
+
+
+#include "./utils/vector.h"
+#include "./utils/matrix.h"
+
+#include "./numerics/initializers/eye.h"
+
+#include <omp.h>
+
+namespace numerics{
+	
+	template <typename T>
+   	void inverse_gj(utils::Matrix<T>& A){
+		//utils::Matrix<T> B(A.rows(),A.cols(), T{0});
+		utils::Matrix<T> B;
+		B = eye_omp_auto<T>(A.rows());
+
+
+		uint64_t icol{0}, irow{0}, rows{A.rows()}, cols{A.cols()};
+		double big, dum, pivinv, temp;
+		utils::Vi indxc(rows,0), indxr(rows,0), ipiv(rows,0);
+
+		//for (uint64_t j = 0; j < N; ++j){ ipiv[j] = 0;}
+
+		for (uint64_t i = 0; i < rows; i++){
+			big = 0.0;
+			for (uint64_t j = 0; j < rows; j++){
+				if (ipiv[j] != 1){
+					for (uint64_t k = 0; k < rows; k++){
+						if (ipiv[k] == 0){
+							if (abs(A(j,k)) >= big){
+								big = abs(A(j,k));
+								irow = j;
+								icol = k;
+							}
+						}
+					}
+				}
+			}
+			if (big <= T{1e-14}){
+				throw std::runtime_error("utill:inplace_inverse('Gauss-Jordan' - Singular Matrix");
+			}
+			ipiv[icol]++;
+			if (irow != icol){
+				for (uint64_t l = 0; l < rows; l++){ // SWAP 
+					temp = A(irow,l);
+					A(irow,l) = A(icol,l);
+					A(icol,l) = temp;
+				}
+				for (uint64_t l = 0; l < cols; l++){ // SWAP temp matrix
+					temp = B(irow,l);
+					B(irow,l) = B(icol,l);
+					B(icol,l) = temp;
+				}
+			}
+			indxr[i] = irow;
+			indxc[i] = icol;
+			if (A(icol,icol) == 0.0){
+				throw std::runtime_error("utill:inplace_inverse('Gauss-Jordan' - Singular Matrix");
+			}
+			pivinv= 1.0/A(icol,icol);
+			A(icol,icol)=1.0;
+		
+			for (uint64_t l = 0; l < rows; l++){
+				A(icol,l) *= pivinv;
+			}
+			for (uint64_t l = 0; l < cols; l++){
+				B(icol,l) *= pivinv;
+			}
+			for (uint64_t ll = 0; ll < rows; ll++){
+				if (ll != icol){
+					dum = A(ll,icol);
+					A(ll,icol) = 0;
+					for (uint64_t l = 0; l < rows; l++){
+						A(ll,l) -= A(icol,l)*dum;
+					}
+					for (uint64_t l = 0; l < rows; l++){
+						B(ll,l) -= B(icol,l)*dum;
+					}
+				}
+			}
+
+		}
+		//m = temp_m;
+		for (int64_t l = rows-1; l >= 0; l--){
+			if (indxr[l] != indxc[l]){
+				for (uint64_t k = 0; k < rows; k++){
+					temp = A(k,indxr[l]);
+				A(k,indxr[l]) = A(k,indxc[l]);
+				A(k,indxc[l]) = temp;
+				}
+			}
+		}
+	}
+
+} // namespace numerics
+
+#endif // _inverse_gj_n_

include/numerics/inverse/inverse_lu.h

@@ -0,0 +1,18 @@
+#pragma once
+
+#include "./decomp/lu.h"
+
+
+namespace numerics{
+	
+	template <typename T>
+   	void inplace_inverse_lu(utils::Matrix<T>& A){
+   		if (A.rows() != A.cols()){
+   			throw std::runtime_error("numerics inverse_lu: non-square matrix");
+   		}
+
+   		decomp::LUdcmp<T> lu(A);
+   		lu.inplace_inverse(A);
+   	}
+
+}

include/numerics/matadd.h

@@ -0,0 +1,226 @@
+#ifndef _matadd_n_
+#define _matadd_n_
+
+#include "./utils/vector.h"
+#include "./utils/matrix.h"
+#include "./core/omp_config.h"
+
+namespace numerics{
+	
+	template <typename T>
+	void inplace_matadd_colvec(utils::Matrix<T>& A, const utils::Vector<T>& x) {
+	    
+	    const uint64_t rows = A.rows();
+	    const uint64_t cols = A.cols();
+
+	    if (rows != x.size()) {
+	        throw std::runtime_error("inplace_matadd_colvec: dimension mismatch");
+	    }
+
+	    for (uint64_t i = 0; i < cols; ++i) {
+	        for (uint64_t j = 0; j < rows; ++j) {
+	            A(j, i) +=  x[j];
+	        }
+	    }
+	}
+
+	template <typename T>
+	void inplace_matadd_rowvec(utils::Matrix<T>& A, const utils::Vector<T>& x) {
+	    
+	    const uint64_t rows = A.rows();
+	    const uint64_t cols = A.cols();
+
+	    if (cols != x.size()) {
+	        throw std::runtime_error("inplace_matadd_rowvec: dimension mismatch");
+	    }
+
+	    for (uint64_t i = 0; i < cols; ++i) {
+	        for (uint64_t j = 0; j < rows; ++j) {
+	            A(j, i) +=  x[i];
+	        }
+	    }
+	}
+
+	template <typename T>
+	utils::Matrix<T> matadd_colvec(const utils::Matrix<T>& A, const utils::Vector<T>& x) {
+	    
+	    //const uint64_t rows = A.rows();
+	    //const uint64_t cols = A.cols();
+
+	    utils::Matrix<T> B = A;
+
+	    inplace_matadd_colvec(B, x);
+
+	    return B;
+	}
+
+	template <typename T>
+	utils::Matrix<T> matadd_rowvec(const utils::Matrix<T>& A, const utils::Vector<T>& x) {
+	    
+	    //const uint64_t rows = A.rows();
+	    //const uint64_t cols = A.cols();
+
+	    utils::Matrix<T> B = A;
+
+	    inplace_matadd_rowvec(B, x);
+
+	    return B;
+	}
+
+	template <typename T>
+	utils::Matrix<T> matadd(const utils::Matrix<T>& A, const utils::Vector<T>& x, std::string method = "auto"){
+
+		const uint64_t rows = A.rows();
+	    const uint64_t cols = A.cols();
+	    const uint64_t N = x.size();
+
+	    if (method=="auto"){
+	    	
+			if (rows==cols){
+				throw std::runtime_error("matadd: too many options for dimensions");
+			} else if (rows == N){
+				return matadd_rowvec(A, x);
+			} else if (cols == N){
+				return matadd_colvec(A, x);
+			}else{
+				throw std::runtime_error("matadd: undefined fault - auto");
+			}
+	    }else if(method=="row"){
+				return matadd_rowvec(A, x);
+		} else if (method=="col"){
+			return matadd_colvec(A, x);
+		}else{
+			throw std::runtime_error("matadd: undefined fault - defined method");
+		}
+    }
+
+
+
+
+	/*
+	// -------------- Collapse(2) OpenMP ----------------
+	template <typename T>
+	utils::Vector<T> matvec_omp(const utils::Matrix<T>& A, const utils::Vector<T>& x) {
+	    if (A.cols() != x.size()) {
+	        throw std::runtime_error("matvec: dimension mismatch");
+	    }
+
+	    const uint64_t m = A.rows();
+	    const uint64_t n = A.cols();
+
+	    utils::Vector<T> y(m, T{0}); // <-- y has length m (rows)
+
+
+        const T* xptr = x.data();
+        const T* Aptr = A.data();	// row-major: A(i,j) == Aptr[i*n + j]
+
+        // Each row i is an independent dot product: y[i] = dot(A[i,*], x)
+	    #pragma omp parallel for schedule(static)
+	    for (uint64_t i = 0; i < m; ++i) {
+            const T* row = Aptr + i * n;     // contiguous row i
+            T acc = T{0};
+            #pragma omp simd reduction(+:acc)
+	        for (uint64_t j = 0; j < n; ++j) {
+	            acc += row[j] * xptr[j];
+	        }
+	        y[i] = acc;
+		}
+
+	    return y;
+	}
+
+	// -------------- Auto OpenMP ----------------
+	template <typename T>
+	utils::Vector<T> matvec_auto(const utils::Matrix<T>& A,
+	                             const utils::Vector<T>& x) {
+
+	    
+	    uint64_t work = A.rows() * A.cols();
+
+	    bool can_parallel = omp_config::omp_parallel_allowed();
+		#ifdef _OPENMP
+		    int threads = omp_get_max_threads();
+		#else
+		    int threads = 1;
+		#endif
+
+	    if (can_parallel || work > static_cast<uint64_t>(threads) * 4ull) {
+	        return matvec_omp(A,x);
+	    }
+	    else{
+	    	// Safe fallback
+	    	return matvec(A,x);
+	    }
+	    
+	}
+
+// =================================================
+//   y = x * A    (Vector–Matrix product)
+// =================================================
+	template <typename T>
+	utils::Vector<T> vecmat(const utils::Vector<T>& x, const utils::Matrix<T>& A) {
+	    if (x.size() != A.rows()) {
+	        throw std::runtime_error("vecmat: dimension mismatch");
+	    }
+	    const uint64_t m = A.rows();
+	    const uint64_t n = A.cols();
+
+	    utils::Vector<T> y(n, T{0});
+
+	    for (uint64_t j = 0; j < n; ++j) {
+	        for (uint64_t i = 0; i < m; ++i) {
+	            y[j] += x[i] * A(i, j);
+	        }
+	    }
+	    return y;
+	}
+
+	// -------------- Collapse(2) OpenMP ----------------
+	template <typename T>
+	utils::Vector<T> vecmat_omp(const utils::Vector<T>& x, const utils::Matrix<T>& A) {
+	    if (x.size() != A.rows()) {
+	        throw std::runtime_error("vecmat: dimension mismatch");
+	    }
+	    const uint64_t m = A.rows();
+	    const uint64_t n = A.cols();
+
+	    utils::Vector<T> y(n, T{0});
+	    #pragma omp parallel for schedule(static)
+	    for (uint64_t j = 0; j < n; ++j) {
+	        T acc = T{0};
+	        for (uint64_t i = 0; i < m; ++i) {
+	            acc += x[i] * A(i, j);
+	        }
+	        y[j] = acc;
+	    }
+	    return y;
+	}
+
+	// -------------- Auto OpenMP ----------------
+	template <typename T>
+	utils::Vector<T> vecmat_auto(const utils::Vector<T>& x,
+								 const utils::Matrix<T>& A) {
+	    
+	    uint64_t work = A.rows() * A.cols();
+
+	    bool can_parallel = omp_config::omp_parallel_allowed();
+		#ifdef _OPENMP
+		    int threads = omp_get_max_threads();
+		#else
+		    int threads = 1;
+		#endif
+
+	    if (can_parallel || work > static_cast<uint64_t>(threads) * 4ull) {
+	        return vecmat_omp(x,A);
+	    }
+	    else{
+	    	// Safe fallback
+	    	return vecmat(x,A);
+	    }
+	    
+	}
+*/
+
+} // namespace numerics
+
+#endif // _matadd_n_

include/numerics/matdiv.h

@@ -0,0 +1,38 @@
+#ifndef _matdiv_n_
+#define _matdiv_n_
+
+
+#include "./utils/matrix.h"
+#include "./core/omp_config.h"
+
+
+namespace numerics{
+
+// ---------------- Serial baseline ----------------
+	template <typename T>
+	utils::Matrix<T> matdiv(const utils::Matrix<T>& A, const utils::Vector<T>& b, std::string method){
+        
+        utils::Matrix<T> C = A;
+
+        if (method == "row"){
+            for (uint64_t i = 0; i < A.rows(); ++i){
+                for (uint64_t j = 0; j < A.cols(); ++j){
+                    C(i,j) /= b[j];
+                }
+            }
+        }else if (method == "col"){
+            for (uint64_t i = 0; i < A.rows(); ++i){
+                for (uint64_t j = 0; j < A.cols(); ++j){
+                    C(i,j) /= b[i];
+                }
+            }
+        }else{
+            throw std::runtime_error("matdiv: choose div by: 'row' or 'col'");
+        }
+        return C;
+	}
+
+
+} // namespace numerics
+
+#endif // _matdiv_n_

include/numerics/matequal.h

@@ -0,0 +1,85 @@
+#pragma once
+
+#include "./core/omp_config.h"
+
+#include "./utils/matrix.h"
+#include "./numerics/abs.h"
+
+
+namespace numerics{
+	
+	// -------------- Serial ----------------
+	template <typename T>
+	bool matequal(const utils::Matrix<T>& A, const utils::Matrix<T>& B, double tol = 1e-9) {
+
+	    if (A.rows() != B.rows() || A.cols() != B.cols()) {
+	        return false;
+	    }
+
+	    bool decimal = std::is_floating_point<T>::value;
+	    const uint64_t rows=A.rows(), cols=A.cols();
+
+	    for (uint64_t i = 0; i < rows; ++i)
+	        for (uint64_t j = 0; j < cols; ++j)
+	            if (decimal) {
+	                if (numerics::abs(A(i,j) - B(i,j)) > static_cast<T>(tol)){
+	                	return false;
+	                } 
+	            } else {
+	                if (A(i,j) != B(i,j)){
+	                	return false;
+	                } 
+	            }
+	    return true; 
+	}
+
+	// -------------- Parallel ----------------
+	template <typename T>
+	bool matequal_omp(const utils::Matrix<T>& A, const utils::Matrix<T>& B, double tol = 1e-9) {
+
+	    if (A.rows() != B.rows() || A.cols() != B.cols()) {
+	        return false;
+	    }
+
+	    bool decimal = std::is_floating_point<T>::value;
+	    bool eq = true;
+	    const uint64_t rows=A.rows(), cols=A.cols();
+
+	    #pragma omp parallel for collapse(2) schedule(static) reduction(&&:eq)
+	    for (uint64_t i = 0; i < rows; ++i)
+	        for (uint64_t j = 0; j < cols; ++j)
+	            if (decimal) {
+	            	eq = eq && (numerics::abs(A(i,j) - B(i,j)) <= static_cast<T>(tol));
+	            } else {
+	            	eq = eq && (A(i,j) == B(i,j));
+	            } 	
+	    return eq; 
+	}
+
+	// -------------- Auto OpenMP ----------------
+	template <typename T>
+	bool matequal_auto(const utils::Matrix<T>& A, const utils::Matrix<T>& B, double tol = 1e-9) {
+	    
+	    if (A.rows() != B.rows() || A.cols() != B.cols()) {
+	        return false;
+	    }
+	   
+	    uint64_t work = A.rows() * A.cols();
+
+		#ifdef _OPENMP
+			bool can_parallel = omp_config::omp_parallel_allowed();
+		    uint64_t threads = static_cast<uint64_t>(omp_get_max_threads());
+		#else
+		    bool can_parallel = false;
+		    uint64_t threads = 1;
+		#endif
+
+	    if (can_parallel || work > threads * 4ull) {
+	        return matequal_omp(A,B,tol);
+	    }
+	    else{
+	    	// Safe fallback
+	    	return matequal(A,B,tol);
+	    }    
+	}
+} // namespace numerics

include/numerics/matmul.h

@@ -0,0 +1,124 @@
+#ifndef _matmul_n_
+#define _matmul_n_
+
+
+#include "./utils/matrix.h"
+#include "./core/omp_config.h"
+
+
+namespace numerics{
+
+// ---------------- Serial baseline ----------------
+	template <typename T>
+	utils::Matrix<T> matmul(const utils::Matrix<T>& A, const utils::Matrix<T>& B){
+        
+		if(A.cols() != B.rows()){
+			throw std::runtime_error("matmul: dimension mismatch");
+		}
+        
+		const uint64_t m = A.rows();
+		const uint64_t n = A.cols(); // also B.rows()
+		const uint64_t p = B.cols();
+		T tmp;
+
+		utils::Matrix<T> C(m, p, T{0});
+
+		for (uint64_t i = 0; i < m; ++i){
+			for (uint64_t j = 0; j < n; ++j){
+				tmp = A(i,j);
+				for (uint64_t k = 0; k < p; ++k){
+					C(i,k) += tmp * B(j,k);
+				}
+			}
+		}
+		return C;
+	}
+
+// ---------------- Rows-only OpenMP ----------------
+template <typename T>
+utils::Matrix<T> matmul_rows_omp(const utils::Matrix<T>& A,
+                                 const utils::Matrix<T>& B) {
+    if (A.cols() != B.rows()) throw std::runtime_error("matmul_rows_omp: dim mismatch");
+    const uint64_t m=A.rows(), n=A.cols(), p=B.cols();
+
+    utils::Matrix<T> C(m, p, T{0});
+
+    #pragma omp parallel for schedule(static)
+    for (uint64_t i=0;i<m;++i) {
+        for (uint64_t j=0;j<p;++j) {
+            T acc=T{0};
+            for (uint64_t k=0;k<n;++k) {
+            	acc += A(i,k)*B(k,j);
+            }
+            C(i,j)=acc;
+        }
+    }
+    return C;
+}
+
+// -------------- Collapse(2) OpenMP ----------------
+template <typename T>
+utils::Matrix<T> matmul_collapse_omp(const utils::Matrix<T>& A,
+                                     const utils::Matrix<T>& B) {
+    if (A.cols() != B.rows()) throw std::runtime_error("matmul_collapse_omp: dim mismatch");
+    const uint64_t m=A.rows(), n=A.cols(), p=B.cols();
+    utils::Matrix<T> C(m, p, T{0});
+
+    #pragma omp parallel for collapse(2) schedule(static)
+    for (uint64_t i=0;i<m;++i) {
+        for (uint64_t j=0;j<p;++j) {
+            T acc=T{0};
+            for (uint64_t k=0;k<n;++k){
+            	acc += A(i,k)*B(k,j);
+            } 
+            C(i,j)=acc;
+        }
+    }
+    return C;
+}
+
+
+// -------------------- Auto selector ---------------------
+template <typename T>
+utils::Matrix<T> matmul_auto(const utils::Matrix<T>& A,
+                             const utils::Matrix<T>& B) {
+    const uint64_t m=A.rows(), p=B.cols();
+    const uint64_t work = m * p;
+
+    
+
+    #ifdef _OPENMP
+    bool can_parallel = omp_config::omp_parallel_allowed();
+      uint64_t threads = static_cast<uint64_t>(omp_get_max_threads());
+    #else
+      bool can_parallel = false;
+      uint64_t threads = 1;
+    #endif
+
+
+    // Tiny problems: serial is cheapest.
+    if (!can_parallel || work < threads*4ull) {
+        
+        return matmul(A,B);
+    }
+    // Plenty of (i,j) work → collapse(2) is a great default.
+    else if (work >= 8ull * threads) {
+        return matmul_collapse_omp(A,B);
+    }
+    // Many rows and very few columns → rows-only cheaper overhead.
+    else if (m >= static_cast<uint64_t>(threads) && p <= 4) {
+        return matmul_rows_omp(A,B);
+    }
+    else{
+	    // Safe fallback
+	    return matmul(A,B);
+    }
+}
+
+
+
+
+
+} // namespace numerics
+
+#endif // _matmul_n_

include/numerics/matsubtract.h

@@ -0,0 +1,102 @@
+#ifndef _matsubtract_n_
+#define _matsubtract_n_
+
+#include "./utils/vector.h"
+#include "./utils/matrix.h"
+#include "./core/omp_config.h"
+
+namespace numerics{
+	
+	template <typename T>
+	void inplace_matsubtract_colvec(utils::Matrix<T>& A, const utils::Vector<T>& x) {
+	    
+	    const uint64_t rows = A.rows();
+	    const uint64_t cols = A.cols();
+
+	    if (rows != x.size()) {
+	        throw std::runtime_error("inplace_matsubtract_colvec: dimension mismatch");
+	    }
+
+	    for (uint64_t i = 0; i < cols; ++i) {
+	        for (uint64_t j = 0; j < rows; ++j) {
+	            A(j, i) -=  x[j];
+	        }
+	    }
+	}
+
+	template <typename T>
+	void inplace_matsubtract_rowvec(utils::Matrix<T>& A, const utils::Vector<T>& x) {
+	    
+	    const uint64_t rows = A.rows();
+	    const uint64_t cols = A.cols();
+
+	    if (cols != x.size()) {
+	        throw std::runtime_error("inplace_matsubtract_rowvec: dimension mismatch");
+	    }
+
+	    for (uint64_t i = 0; i < cols; ++i) {
+	        for (uint64_t j = 0; j < rows; ++j) {
+	            A(j, i) -=  x[i];
+	        }
+	    }
+	}
+
+	template <typename T>
+	utils::Matrix<T> matsubtract_colvec(const utils::Matrix<T>& A, const utils::Vector<T>& x) {
+	    
+	    //const uint64_t rows = A.rows();
+	    //const uint64_t cols = A.cols();
+
+	    utils::Matrix<T> B = A;
+
+	    inplace_matsubtract_colvec(B, x);
+
+	    return B;
+	}
+
+	template <typename T>
+	utils::Matrix<T> matsubtract_rowvec(const utils::Matrix<T>& A, const utils::Vector<T>& x) {
+	    
+	    //const uint64_t rows = A.rows();
+	    //const uint64_t cols = A.cols();
+
+	    utils::Matrix<T> B = A;
+
+	    inplace_matsubtract_rowvec(B, x);
+
+	    return B;
+	}
+
+	template <typename T>
+	utils::Matrix<T> matsubtract(const utils::Matrix<T>& A, const utils::Vector<T>& x, std::string method = "auto"){
+
+		const uint64_t rows = A.rows();
+	    const uint64_t cols = A.cols();
+	    const uint64_t N = x.size();
+
+	    if (method=="auto"){
+	    	
+			if (rows==cols){
+				throw std::runtime_error("matsubtract: too many options for dimensions");
+			} else if (rows == N){
+				return matsubtract_rowvec(A, x);
+			} else if (cols == N){
+				return matsubtract_colvec(A, x);
+			}else{
+				throw std::runtime_error("matsubtract: undefined fault - auto");
+			}
+	    }else if(method=="row"){
+				return matsubtract_rowvec(A, x);
+		} else if (method=="col"){
+			return matsubtract_colvec(A, x);
+		}else{
+			throw std::runtime_error("matsubtract: undefined fault - defined method");
+		}
+    }
+
+
+
+
+} // namespace numerics
+
+#endif // _matsubtract_n_

include/numerics/matsum.h

@@ -0,0 +1,39 @@
+#ifndef _matsum_n_
+#define _matsum_n_
+
+#include "./utils/vector.h"
+#include "./utils/matrix.h"
+#include "./core/omp_config.h"
+
+namespace numerics{
+	
+	template <typename T>
+	utils::Vector<T> matsum(utils::Matrix<T>& A, std::string method) {
+
+		utils::Vector<T> b;
+
+		if (method == "row"){
+			b.resize(A.cols(), T{0});
+			for (uint64_t i = 0; i < A.cols(); ++i){
+				for (uint64_t j = 0; j < A.rows(); ++j){
+					b[i] += A(j, i); 
+				}
+			}
+		}else if (method == "col"){
+			b.resize(A.rows(), T{0});
+
+			for (uint64_t i = 0; i < A.cols(); ++i){
+				for (uint64_t j = 0; j < A.rows(); ++j){
+					b[j] += A(j, i); 
+				}
+			}
+		}else{
+			throw std::runtime_error("matsum: choose sum by: 'row' or 'col'");
+		}
+		return b;
+	}
+
+
+} // namespace numerics
+
+#endif // _matadd_n_

include/numerics/matvec.h

@@ -0,0 +1,156 @@
+#ifndef _matvec_n_
+#define _matvec_n_
+
+
+#include "./utils/matrix.h"
+#include "./core/omp_config.h"
+
+namespace numerics{
+	
+// =================================================
+//   y = A * x    (Matrix–Vector product)
+// =================================================
+	template <typename T>
+	utils::Vector<T> matvec(const utils::Matrix<T>& A, const utils::Vector<T>& x) {
+	    if (A.cols() != x.size()) {
+	        throw std::runtime_error("matvec: dimension mismatch");
+	    }
+
+	    const uint64_t m = A.rows();
+	    const uint64_t n = A.cols();
+
+	    utils::Vector<T> y(m, T{0});
+
+	    for (uint64_t i = 0; i < m; ++i) {
+	        for (uint64_t j = 0; j < n; ++j) {
+	            y[i] += A(i, j) * x[j];
+	        }
+	    }
+	    return y;
+	}
+	// -------------- Collapse(2) OpenMP ----------------
+	template <typename T>
+	utils::Vector<T> matvec_omp(const utils::Matrix<T>& A, const utils::Vector<T>& x) {
+	    if (A.cols() != x.size()) {
+	        throw std::runtime_error("matvec: dimension mismatch");
+	    }
+
+	    const uint64_t m = A.rows();
+	    const uint64_t n = A.cols();
+
+	    utils::Vector<T> y(m, T{0}); // <-- y has length m (rows)
+
+
+        const T* xptr = x.data();
+        const T* Aptr = A.data();	// row-major: A(i,j) == Aptr[i*n + j]
+
+        // Each row i is an independent dot product: y[i] = dot(A[i,*], x)
+	    #pragma omp parallel for schedule(static)
+	    for (uint64_t i = 0; i < m; ++i) {
+            const T* row = Aptr + i * n;     // contiguous row i
+            T acc = T{0};
+            #pragma omp simd reduction(+:acc)
+	        for (uint64_t j = 0; j < n; ++j) {
+	            acc += row[j] * xptr[j];
+	        }
+	        y[i] = acc;
+		}
+
+	    return y;
+	}
+
+	// -------------- Auto OpenMP ----------------
+	template <typename T>
+	utils::Vector<T> matvec_auto(const utils::Matrix<T>& A,
+	                             const utils::Vector<T>& x) {
+
+	    
+	    uint64_t work = A.rows() * A.cols();
+
+	    bool can_parallel = omp_config::omp_parallel_allowed();
+		#ifdef _OPENMP
+		    int threads = omp_get_max_threads();
+		#else
+		    int threads = 1;
+		#endif
+
+	    if (can_parallel || work > static_cast<uint64_t>(threads) * 4ull) {
+	        return matvec_omp(A,x);
+	    }
+	    else{
+	    	// Safe fallback
+	    	return matvec(A,x);
+	    }
+	    
+	}
+
+// =================================================
+//   y = x * A    (Vector–Matrix product)
+// =================================================
+	template <typename T>
+	utils::Vector<T> vecmat(const utils::Vector<T>& x, const utils::Matrix<T>& A) {
+	    if (x.size() != A.rows()) {
+	        throw std::runtime_error("vecmat: dimension mismatch");
+	    }
+	    const uint64_t m = A.rows();
+	    const uint64_t n = A.cols();
+
+	    utils::Vector<T> y(n, T{0});
+
+	    for (uint64_t j = 0; j < n; ++j) {
+	        for (uint64_t i = 0; i < m; ++i) {
+	            y[j] += x[i] * A(i, j);
+	        }
+	    }
+	    return y;
+	}
+
+	// -------------- Collapse(2) OpenMP ----------------
+	template <typename T>
+	utils::Vector<T> vecmat_omp(const utils::Vector<T>& x, const utils::Matrix<T>& A) {
+	    if (x.size() != A.rows()) {
+	        throw std::runtime_error("vecmat: dimension mismatch");
+	    }
+	    const uint64_t m = A.rows();
+	    const uint64_t n = A.cols();
+
+	    utils::Vector<T> y(n, T{0});
+	    #pragma omp parallel for schedule(static)
+	    for (uint64_t j = 0; j < n; ++j) {
+	        T acc = T{0};
+	        for (uint64_t i = 0; i < m; ++i) {
+	            acc += x[i] * A(i, j);
+	        }
+	        y[j] = acc;
+	    }
+	    return y;
+	}
+
+	// -------------- Auto OpenMP ----------------
+	template <typename T>
+	utils::Vector<T> vecmat_auto(const utils::Vector<T>& x,
+								 const utils::Matrix<T>& A) {
+	    
+	    uint64_t work = A.rows() * A.cols();
+
+	    bool can_parallel = omp_config::omp_parallel_allowed();
+		#ifdef _OPENMP
+		    int threads = omp_get_max_threads();
+		#else
+		    int threads = 1;
+		#endif
+
+	    if (can_parallel || work > static_cast<uint64_t>(threads) * 4ull) {
+	        return vecmat_omp(x,A);
+	    }
+	    else{
+	    	// Safe fallback
+	    	return vecmat(x,A);
+	    }
+	    
+	}
+
+
+} // namespace numerics
+
+#endif // _matvec_n_

include/numerics/max.h

@@ -0,0 +1,76 @@
+#pragma once
+
+
+#include "./utils/vector.h"
+#include "./utils/matrix.h"
+
+
+namespace numerics{
+	
+	template <typename T>
+	T max(const T a, const T b){
+
+		if(a < b){
+			return b;
+		}else{
+			return a;
+		}
+	}
+
+	template <typename T>
+	void inplace_max(utils::Matrix<T>& A, const T b){
+
+		const uint64_t rows = A.rows();
+		const uint64_t cols = A.cols();
+
+		for (uint64_t i = 0; i < rows; ++i){
+			for (uint64_t j = 0; j < cols; ++j){
+
+				if (b > A(i,j)){
+					//std::cout << A(i,j) << std::endl;
+					A(i,j) = b;
+					//std::cout << A(i,j) << std::endl;
+				}
+			}
+		}
+	}
+
+	template <typename T>
+	utils::Matrix<T> max(const utils::Matrix<T>& A, const T b){
+
+		utils::Matrix<T> B = A;
+		inplace_max(B, b);
+		return B;
+	}
+
+	template <typename T>
+	utils::Vector<T> max(const utils::Matrix<T>& A, std::string method){
+
+		utils::Vector<T> b;
+
+		if (method == "cols"){
+			b.resize(A.cols(), T{0});
+			for (uint64_t i = 0; i < A.cols(); ++i){
+				for (uint64_t j = 0; j < A.rows(); ++j){
+					b[i] = max(A(j, i), b[i]);
+				}
+			}
+		}else if (method == "rows"){
+			b.resize(A.rows(), T{0});
+			for (uint64_t i = 0; i < A.rows(); ++i){
+				for (uint64_t j = 0; j < A.cols(); ++j){
+					//std::cout << i << ":" << j << std::endl;
+					b[i] = max(A(i, j), b[i]);
+				}
+			}
+		}else{
+			throw std::runtime_error("max: choose 'rows or 'cols'");
+		}
+		return b;
+
+	}
+
+
+
+} // namespace numerics
+

include/numerics/mean.h

@@ -0,0 +1,31 @@
+#ifndef _mean_n_
+#define _mean_n_
+
+#include "./utils/vector.h"
+#include "./utils/matrix.h"
+#include "./core/omp_config.h"
+
+namespace numerics{
+	
+	template <typename T>
+	T mean(utils::Vector<T>& A) {
+
+		T mean(T{0});
+	    
+	    const uint64_t rows = A.rows();
+	    const uint64_t cols = A.cols();
+
+
+	    for (uint64_t i = 0; i < cols; ++i) {
+	        for (uint64_t j = 0; j < rows; ++j) {
+	            mean += A(j, i);
+	        }
+	    }
+	    mean /= (static_cast<T>(rows)* static_cast<T>(cols));
+	    return mean;
+	}
+
+
+} // namespace numerics
+
+#endif // _mean_n_

include/numerics/min.h

@@ -0,0 +1,21 @@
+#pragma once
+
+
+#include "./utils/vector.h"
+#include "./utils/matrix.h"
+
+
+namespace numerics{
+	
+	template <typename T>
+	T min(const T a, const T b){
+
+		if(a < b){
+			return a;
+		}else{
+			return b;
+		}
+	}
+
+} // namespace numerics
+

include/numerics/numerics.h

@@ -0,0 +1,21 @@
+// "./numerics/numerics.h"
+#pragma once
+
+#include "./numerics/initializers/eye.h"
+#include "./numerics/matequal.h"
+#include "./numerics/transpose.h"
+#include "./numerics/inverse.h"
+#include "./numerics/matmul.h"
+#include "./numerics/matdiv.h"
+#include "./numerics/matvec.h"
+#include "./numerics/matadd.h"
+#include "./numerics/matsubtract.h"
+#include "./numerics/matsum.h"
+#include "./numerics/min.h"
+#include "./numerics/max.h"
+#include "./numerics/abs.h"
+#include "./numerics/mean.h"
+#include "./numerics/exponential.h"
+#include "./numerics/interpolation1d.h"                       		// base
+
+

include/numerics/transpose.h

@@ -0,0 +1,156 @@
+#ifndef _transpose_n_
+#define _transpose_n_
+
+
+#include "./utils/matrix.h"
+#include "./core/omp_config.h"
+
+
+namespace numerics{
+	
+	template <typename T>
+	void inplace_transpose_square(utils::Matrix<T>& A){
+
+		const uint64_t rows = A.rows();
+		const uint64_t cols = A.cols();
+
+		if (rows != cols){
+			throw std::runtime_error("inplace_transpose only valid for square matrices");
+		}
+
+		for (uint64_t i = 0; i < rows; ++i){
+			for (uint64_t j = i + 1; j < cols; ++j){
+				T tmp = A(j,i);
+				A(j,i) = A(i,j);
+				A(i,j) = tmp;
+				//std::swap(A(j,i), A(i,j));
+			}
+		}
+	}
+
+	template <typename T>
+	void inplace_transpose_square_omp(utils::Matrix<T>& A){
+
+		const uint64_t rows = A.rows();
+		const uint64_t cols = A.cols();
+
+		if (rows != cols){
+			throw std::runtime_error("inplace_transpose only valid for square matrices");
+		}
+
+		#pragma omp parallel for schedule(static)
+		for (uint64_t i = 0; i < rows; ++i){
+			for (uint64_t j = i + 1; j < cols; ++j){
+				T tmp = A(j,i);
+				A(j,i) = A(i,j);
+				A(i,j) = tmp;
+				//std::swap(A(j,i), A(i,j));
+			}
+		}
+	}
+
+
+
+	template <typename T>
+	utils::Matrix<T> transpose(const utils::Matrix<T>& A){
+
+		const uint64_t rows = A.rows();
+		const uint64_t cols = A.cols();
+
+		utils::Matrix<T> B(cols, rows, T{0});
+
+		for (uint64_t i = 0; i < rows; ++i){
+			for (uint64_t j = 0; j < cols; ++j){
+				B(j,i) = A(i,j);
+			}
+		}
+		return B;
+	}
+
+	template <typename T>
+	utils::Matrix<T> transpose_omp(const utils::Matrix<T>& A){
+
+		const uint64_t rows = A.rows();
+		const uint64_t cols = A.cols();
+
+		utils::Matrix<T> B(cols, rows, T{0});
+
+		#pragma omp parallel for collapse(2) schedule(static)
+		for (uint64_t i = 0; i < rows; ++i){
+			for (uint64_t j = 0; j < cols; ++j){
+				B(j,i) = A(i,j);
+			}
+		}
+		return B;
+	}
+
+
+    // -------- Auto selectors --------
+    template <typename T>
+    void inplace_transpose_square_auto(utils::Matrix<T>& A) {
+        const uint64_t rows = A.rows(), cols = A.cols();
+
+        if (rows != cols) {
+            throw std::runtime_error("inplace_transpose_auto: only valid for square matrices");
+        }
+        const std::uint64_t work = static_cast<std::uint64_t>((rows * (rows - 1)) / 2); // number of swaps
+
+	    #ifdef _OPENMP
+	        bool can_parallel = omp_config::omp_parallel_allowed();
+	        uint64_t threads = static_cast<std::uint64_t>(omp_get_max_threads());
+	    #else
+	        bool can_parallel = false;
+	        uint64_t threads = 1;
+		#endif
+
+
+        if (can_parallel && work > threads * 4ull) {
+            inplace_transpose_square_omp(A);
+        }else {
+            inplace_transpose_square(A);
+        }
+    }
+
+    template <typename T>
+    utils::Matrix<T> transpose_auto(const utils::Matrix<T>& A) {
+
+    	const uint64_t rows = A.rows();
+    	const uint64_t cols = A.cols();
+
+        uint64_t work = A.rows() * A.cols();
+
+
+
+        if (rows==cols){
+        	utils::Matrix<T> B = A;
+        	inplace_transpose_square_auto(B);
+        	return B;
+        }
+
+	    #ifdef _OPENMP
+	        bool can_parallel = omp_config::omp_parallel_allowed();
+	        uint64_t threads = static_cast<std::uint64_t>(omp_get_max_threads());
+	    #else
+	        bool can_parallel = false;
+	        uint64_t threads = 1;
+		#endif
+
+        if (!can_parallel || work > threads * 4ull) {
+            return transpose_omp(A);
+        } else {
+            return transpose(A);
+        }
+    }
+
+
+
+
+
+
+
+
+
+
+} // namespace numerics
+
+#endif // _transpose_n_

include/utils/Eigen/Cholesky

@@ -0,0 +1,45 @@
+// 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
+
+#include "Core"
+#include "Jacobi"
+
+#include "src/Core/util/DisableStupidWarnings.h"
+
+/** \defgroup Cholesky_Module Cholesky module
+  *
+  *
+  *
+  * This module provides two variants of the Cholesky decomposition for selfadjoint (hermitian) matrices.
+  * Those decompositions are also accessible via the following methods:
+  *  - MatrixBase::llt()
+  *  - MatrixBase::ldlt()
+  *  - SelfAdjointView::llt()
+  *  - SelfAdjointView::ldlt()
+  *
+  * \code
+  * #include <Eigen/Cholesky>
+  * \endcode
+  */
+
+#include "src/Cholesky/LLT.h"
+#include "src/Cholesky/LDLT.h"
+#ifdef EIGEN_USE_LAPACKE
+#ifdef EIGEN_USE_MKL
+#include "mkl_lapacke.h"
+#else
+#include "src/misc/lapacke.h"
+#endif
+#include "src/Cholesky/LLT_LAPACKE.h"
+#endif
+
+#include "src/Core/util/ReenableStupidWarnings.h"
+
+#endif // EIGEN_CHOLESKY_MODULE_H

include/utils/Eigen/CholmodSupport

@@ -0,0 +1,48 @@
+// 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
+
+#include "SparseCore"
+
+#include "src/Core/util/DisableStupidWarnings.h"
+
+extern "C" {
+  #include <cholmod.h>
+}
+
+/** \ingroup Support_modules
+  * \defgroup CholmodSupport_Module CholmodSupport module
+  *
+  * This module provides an interface to the Cholmod library which is part of the <a href="http://www.suitesparse.com">suitesparse</a> package.
+  * It provides the two following main factorization classes:
+  * - class CholmodSupernodalLLT: a supernodal LLT Cholesky factorization.
+  * - class CholmodDecomposiiton: a general L(D)LT Cholesky factorization with automatic or explicit runtime selection of the underlying factorization method (supernodal or simplicial).
+  *
+  * For the sake of completeness, this module also propose the two following classes:
+  * - class CholmodSimplicialLLT
+  * - class CholmodSimplicialLDLT
+  * Note that these classes does not bring any particular advantage compared to the built-in
+  * SimplicialLLT and SimplicialLDLT factorization classes.
+  *
+  * \code
+  * #include <Eigen/CholmodSupport>
+  * \endcode
+  *
+  * In order to use this module, the cholmod headers must be accessible from the include paths, and your binary must be linked to the cholmod library and its dependencies.
+  * The dependencies depend on how cholmod has been compiled.
+  * For a cmake based project, you can use our FindCholmod.cmake module to help you in this task.
+  *
+  */
+
+#include "src/CholmodSupport/CholmodSupport.h"
+
+#include "src/Core/util/ReenableStupidWarnings.h"
+
+#endif // EIGEN_CHOLMODSUPPORT_MODULE_H
+

include/utils/Eigen/Core

@@ -0,0 +1,384 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2007-2011 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_CORE_H
+#define EIGEN_CORE_H
+
+// first thing Eigen does: stop the compiler from reporting useless warnings.
+#include "src/Core/util/DisableStupidWarnings.h"
+
+// 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 compiler/OS/arch detections and define most defaults.
+#include "src/Core/util/Macros.h"
+
+// This detects SSE/AVX/NEON/etc. and configure alignment settings
+#include "src/Core/util/ConfigureVectorization.h"
+
+// We need cuda_runtime.h/hip_runtime.h to ensure that
+// the EIGEN_USING_STD macro works properly on the device side
+#if defined(EIGEN_CUDACC)
+  #include <cuda_runtime.h>
+#elif defined(EIGEN_HIPCC)
+  #include <hip/hip_runtime.h>
+#endif
+
+
+#ifdef EIGEN_EXCEPTIONS
+  #include <new>
+#endif
+
+// 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 EIGEN_COMP_MINGW && EIGEN_GNUC_AT_LEAST(4,6) && EIGEN_GNUC_AT_MOST(5,5)
+  #pragma GCC optimize ("-fno-ipa-cp-clone")
+#endif
+
+// Prevent ICC from specializing std::complex operators that silently fail
+// on device. This allows us to use our own device-compatible specializations
+// instead.
+#if defined(EIGEN_COMP_ICC) && defined(EIGEN_GPU_COMPILE_PHASE) \
+    && !defined(_OVERRIDE_COMPLEX_SPECIALIZATION_)
+#define _OVERRIDE_COMPLEX_SPECIALIZATION_ 1
+#endif
+#include <complex>
+
+// this include file manages BLAS and MKL related macros
+// and inclusion of their respective header files
+#include "src/Core/util/MKL_support.h"
+
+
+#if defined(EIGEN_HAS_CUDA_FP16) || defined(EIGEN_HAS_HIP_FP16)
+  #define EIGEN_HAS_GPU_FP16
+#endif
+
+#if defined(EIGEN_HAS_CUDA_BF16) || defined(EIGEN_HAS_HIP_BF16)
+  #define EIGEN_HAS_GPU_BF16
+#endif
+
+#if (defined _OPENMP) && (!defined EIGEN_DONT_PARALLELIZE)
+  #define EIGEN_HAS_OPENMP
+#endif
+
+#ifdef EIGEN_HAS_OPENMP
+#include <omp.h>
+#endif
+
+// MSVC for windows mobile does not have the errno.h file
+#if !(EIGEN_COMP_MSVC && EIGEN_OS_WINCE) && !EIGEN_COMP_ARM
+#define EIGEN_HAS_ERRNO
+#endif
+
+#ifdef EIGEN_HAS_ERRNO
+#include <cerrno>
+#endif
+#include <cstddef>
+#include <cstdlib>
+#include <cmath>
+#include <cassert>
+#include <functional>
+#include <sstream>
+#ifndef EIGEN_NO_IO
+  #include <iosfwd>
+#endif
+#include <cstring>
+#include <string>
+#include <limits>
+#include <climits> // for CHAR_BIT
+// for min/max:
+#include <algorithm>
+
+#if EIGEN_HAS_CXX11
+#include <array>
+#endif
+
+// 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 EIGEN_COMP_MSVC && EIGEN_ARCH_i386_OR_x86_64 && !EIGEN_OS_WINCE
+  #include <intrin.h>
+#endif
+
+#if defined(EIGEN_USE_SYCL)
+  #undef min
+  #undef max
+  #undef isnan
+  #undef isinf
+  #undef isfinite
+  #include <CL/sycl.hpp>
+  #include <map>
+  #include <memory>
+  #include <utility>
+  #include <thread>
+  #ifndef EIGEN_SYCL_LOCAL_THREAD_DIM0
+  #define EIGEN_SYCL_LOCAL_THREAD_DIM0 16
+  #endif
+  #ifndef EIGEN_SYCL_LOCAL_THREAD_DIM1
+  #define EIGEN_SYCL_LOCAL_THREAD_DIM1 16
+  #endif
+#endif
+
+
+#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
+
+namespace Eigen {
+
+// we use size_t frequently and we'll never remember to prepend it with std:: every time just to
+// ensure QNX/QCC support
+using std::size_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
+  * and much more...
+  *
+  * \code
+  * #include <Eigen/Core>
+  * \endcode
+  */
+
+#include "src/Core/util/Constants.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"
+#include "src/Core/util/IntegralConstant.h"
+#include "src/Core/util/SymbolicIndex.h"
+
+#include "src/Core/NumTraits.h"
+#include "src/Core/MathFunctions.h"
+#include "src/Core/GenericPacketMath.h"
+#include "src/Core/MathFunctionsImpl.h"
+#include "src/Core/arch/Default/ConjHelper.h"
+// Generic half float support
+#include "src/Core/arch/Default/Half.h"
+#include "src/Core/arch/Default/BFloat16.h"
+#include "src/Core/arch/Default/TypeCasting.h"
+#include "src/Core/arch/Default/GenericPacketMathFunctionsFwd.h"
+
+#if defined EIGEN_VECTORIZE_AVX512
+  #include "src/Core/arch/SSE/PacketMath.h"
+  #include "src/Core/arch/SSE/TypeCasting.h"
+  #include "src/Core/arch/SSE/Complex.h"
+  #include "src/Core/arch/AVX/PacketMath.h"
+  #include "src/Core/arch/AVX/TypeCasting.h"
+  #include "src/Core/arch/AVX/Complex.h"
+  #include "src/Core/arch/AVX512/PacketMath.h"
+  #include "src/Core/arch/AVX512/TypeCasting.h"
+  #include "src/Core/arch/AVX512/Complex.h"
+  #include "src/Core/arch/SSE/MathFunctions.h"
+  #include "src/Core/arch/AVX/MathFunctions.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/TypeCasting.h"
+  #include "src/Core/arch/SSE/Complex.h"
+  #include "src/Core/arch/AVX/PacketMath.h"
+  #include "src/Core/arch/AVX/TypeCasting.h"
+  #include "src/Core/arch/AVX/Complex.h"
+  #include "src/Core/arch/SSE/MathFunctions.h"
+  #include "src/Core/arch/AVX/MathFunctions.h"
+#elif defined EIGEN_VECTORIZE_SSE
+  #include "src/Core/arch/SSE/PacketMath.h"
+  #include "src/Core/arch/SSE/TypeCasting.h"
+  #include "src/Core/arch/SSE/MathFunctions.h"
+  #include "src/Core/arch/SSE/Complex.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/TypeCasting.h"
+  #include "src/Core/arch/NEON/MathFunctions.h"
+  #include "src/Core/arch/NEON/Complex.h"
+#elif defined EIGEN_VECTORIZE_SVE
+  #include "src/Core/arch/SVE/PacketMath.h"
+  #include "src/Core/arch/SVE/TypeCasting.h"
+  #include "src/Core/arch/SVE/MathFunctions.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"
+#elif defined EIGEN_VECTORIZE_MSA
+  #include "src/Core/arch/MSA/PacketMath.h"
+  #include "src/Core/arch/MSA/MathFunctions.h"
+  #include "src/Core/arch/MSA/Complex.h"
+#endif
+
+#if defined EIGEN_VECTORIZE_GPU
+  #include "src/Core/arch/GPU/PacketMath.h"
+  #include "src/Core/arch/GPU/MathFunctions.h"
+  #include "src/Core/arch/GPU/TypeCasting.h"
+#endif
+
+#if defined(EIGEN_USE_SYCL)
+  #include "src/Core/arch/SYCL/SyclMemoryModel.h"
+  #include "src/Core/arch/SYCL/InteropHeaders.h"
+#if !defined(EIGEN_DONT_VECTORIZE_SYCL)
+  #include "src/Core/arch/SYCL/PacketMath.h"
+  #include "src/Core/arch/SYCL/MathFunctions.h"
+  #include "src/Core/arch/SYCL/TypeCasting.h"
+#endif
+#endif
+
+#include "src/Core/arch/Default/Settings.h"
+// This file provides generic implementations valid for scalar as well
+#include "src/Core/arch/Default/GenericPacketMathFunctions.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
+#ifdef EIGEN_CUDACC
+#include "src/Core/arch/CUDA/Complex.h"
+#endif
+
+#include "src/Core/util/IndexedViewHelper.h"
+#include "src/Core/util/ReshapedHelper.h"
+#include "src/Core/ArithmeticSequence.h"
+#ifndef EIGEN_NO_IO
+  #include "src/Core/IO.h"
+#endif
+#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/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"
+#include "src/Core/CwiseUnaryView.h"
+#include "src/Core/SelfCwiseBinaryOp.h"
+#include "src/Core/Dot.h"
+#include "src/Core/StableNorm.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/IndexedView.h"
+#include "src/Core/Reshaped.h"
+#include "src/Core/Transpose.h"
+#include "src/Core/DiagonalMatrix.h"
+#include "src/Core/Diagonal.h"
+#include "src/Core/DiagonalProduct.h"
+#include "src/Core/Redux.h"
+#include "src/Core/Visitor.h"
+#include "src/Core/Fuzzy.h"
+#include "src/Core/Swap.h"
+#include "src/Core/CommaInitializer.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/ProductEvaluators.h"
+#include "src/Core/products/GeneralMatrixVector.h"
+#include "src/Core/products/GeneralMatrixMatrix.h"
+#include "src/Core/SolveTriangular.h"
+#include "src/Core/products/GeneralMatrixMatrixTriangular.h"
+#include "src/Core/products/SelfadjointMatrixVector.h"
+#include "src/Core/products/SelfadjointMatrixMatrix.h"
+#include "src/Core/products/SelfadjointProduct.h"
+#include "src/Core/products/SelfadjointRank2Update.h"
+#include "src/Core/products/TriangularMatrixVector.h"
+#include "src/Core/products/TriangularMatrixMatrix.h"
+#include "src/Core/products/TriangularSolverMatrix.h"
+#include "src/Core/products/TriangularSolverVector.h"
+#include "src/Core/BandMatrix.h"
+#include "src/Core/CoreIterators.h"
+#include "src/Core/ConditionEstimator.h"
+
+#if defined(EIGEN_VECTORIZE_ALTIVEC) || defined(EIGEN_VECTORIZE_VSX)
+  #include "src/Core/arch/AltiVec/MatrixProduct.h"
+#elif defined EIGEN_VECTORIZE_NEON
+  #include "src/Core/arch/NEON/GeneralBlockPanelKernel.h"
+#endif
+
+#include "src/Core/BooleanRedux.h"
+#include "src/Core/Select.h"
+#include "src/Core/VectorwiseOp.h"
+#include "src/Core/PartialReduxEvaluator.h"
+#include "src/Core/Random.h"
+#include "src/Core/Replicate.h"
+#include "src/Core/Reverse.h"
+#include "src/Core/ArrayWrapper.h"
+#include "src/Core/StlIterators.h"
+
+#ifdef EIGEN_USE_BLAS
+#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
+#include "src/Core/Assign_MKL.h"
+#endif
+
+#include "src/Core/GlobalFunctions.h"
+
+#include "src/Core/util/ReenableStupidWarnings.h"
+
+#endif // EIGEN_CORE_H

include/utils/Eigen/Dense

@@ -0,0 +1,7 @@
+#include "Core"
+#include "LU"
+#include "Cholesky"
+#include "QR"
+#include "SVD"
+#include "Geometry"
+#include "Eigenvalues"

include/utils/Eigen/Eigen

@@ -0,0 +1,2 @@
+#include "Dense"
+#include "Sparse"

include/utils/Eigen/Eigenvalues

@@ -0,0 +1,60 @@
+// 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
+
+#include "Core"
+
+#include "Cholesky"
+#include "Jacobi"
+#include "Householder"
+#include "LU"
+#include "Geometry"
+
+#include "src/Core/util/DisableStupidWarnings.h"
+
+/** \defgroup Eigenvalues_Module Eigenvalues module
+  *
+  *
+  *
+  * This module mainly provides various eigenvalue solvers.
+  * This module also provides some MatrixBase methods, including:
+  *  - MatrixBase::eigenvalues(),
+  *  - MatrixBase::operatorNorm()
+  *
+  * \code
+  * #include <Eigen/Eigenvalues>
+  * \endcode
+  */
+
+#include "src/misc/RealSvd2x2.h"
+#include "src/Eigenvalues/Tridiagonalization.h"
+#include "src/Eigenvalues/RealSchur.h"
+#include "src/Eigenvalues/EigenSolver.h"
+#include "src/Eigenvalues/SelfAdjointEigenSolver.h"
+#include "src/Eigenvalues/GeneralizedSelfAdjointEigenSolver.h"
+#include "src/Eigenvalues/HessenbergDecomposition.h"
+#include "src/Eigenvalues/ComplexSchur.h"
+#include "src/Eigenvalues/ComplexEigenSolver.h"
+#include "src/Eigenvalues/RealQZ.h"
+#include "src/Eigenvalues/GeneralizedEigenSolver.h"
+#include "src/Eigenvalues/MatrixBaseEigenvalues.h"
+#ifdef EIGEN_USE_LAPACKE
+#ifdef EIGEN_USE_MKL
+#include "mkl_lapacke.h"
+#else
+#include "src/misc/lapacke.h"
+#endif
+#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"
+
+#endif // EIGEN_EIGENVALUES_MODULE_H

include/utils/Eigen/Geometry

@@ -0,0 +1,59 @@
+// 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
+
+#include "Core"
+
+#include "SVD"
+#include "LU"
+#include <limits>
+
+#include "src/Core/util/DisableStupidWarnings.h"
+
+/** \defgroup Geometry_Module Geometry module
+  *
+  * This module provides support for:
+  *  - fixed-size homogeneous transformations
+  *  - translation, scaling, 2D and 3D rotations
+  *  - \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>
+  * \endcode
+  */
+
+#include "src/Geometry/OrthoMethods.h"
+#include "src/Geometry/EulerAngles.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.
+#if (defined EIGEN_VECTORIZE_SSE) || (defined EIGEN_VECTORIZE_NEON)
+#include "src/Geometry/arch/Geometry_SIMD.h"
+#endif
+
+#include "src/Core/util/ReenableStupidWarnings.h"
+
+#endif // EIGEN_GEOMETRY_MODULE_H

include/utils/Eigen/Householder

@@ -0,0 +1,29 @@
+// 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
+
+#include "Core"
+
+#include "src/Core/util/DisableStupidWarnings.h"
+
+/** \defgroup Householder_Module Householder module
+  * This module provides Householder transformations.
+  *
+  * \code
+  * #include <Eigen/Householder>
+  * \endcode
+  */
+
+#include "src/Householder/Householder.h"
+#include "src/Householder/HouseholderSequence.h"
+#include "src/Householder/BlockHouseholder.h"
+
+#include "src/Core/util/ReenableStupidWarnings.h"
+
+#endif // EIGEN_HOUSEHOLDER_MODULE_H

include/utils/Eigen/IterativeLinearSolvers

@@ -0,0 +1,48 @@
+// 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
+
+#include "SparseCore"
+#include "OrderingMethods"
+
+#include "src/Core/util/DisableStupidWarnings.h"
+
+/** 
+  * \defgroup IterativeLinearSolvers_Module IterativeLinearSolvers module
+  *
+  * 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.
+  *  - 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
+  */
+
+#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"
+
+#endif // EIGEN_ITERATIVELINEARSOLVERS_MODULE_H

include/utils/Eigen/Jacobi

@@ -0,0 +1,32 @@
+// 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
+
+#include "Core"
+
+#include "src/Core/util/DisableStupidWarnings.h"
+
+/** \defgroup Jacobi_Module Jacobi module
+  * This module provides Jacobi and Givens rotations.
+  *
+  * \code
+  * #include <Eigen/Jacobi>
+  * \endcode
+  *
+  * In addition to listed classes, it defines the two following MatrixBase methods to apply a Jacobi or Givens rotation:
+  *  - MatrixBase::applyOnTheLeft()
+  *  - MatrixBase::applyOnTheRight().
+  */
+
+#include "src/Jacobi/Jacobi.h"
+
+#include "src/Core/util/ReenableStupidWarnings.h"
+
+#endif // EIGEN_JACOBI_MODULE_H
+

include/utils/Eigen/KLUSupport

@@ -0,0 +1,41 @@
+// 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_KLUSUPPORT_MODULE_H
+#define EIGEN_KLUSUPPORT_MODULE_H
+
+#include <Eigen/SparseCore>
+
+#include <Eigen/src/Core/util/DisableStupidWarnings.h>
+
+extern "C" {
+#include <btf.h>
+#include <klu.h>
+   }
+
+/** \ingroup Support_modules
+  * \defgroup KLUSupport_Module KLUSupport module
+  *
+  * This module provides an interface to the KLU library which is part of the <a href="http://www.suitesparse.com">suitesparse</a> package.
+  * It provides the following factorization class:
+  * - class KLU: a sparse LU factorization, well-suited for circuit simulation.
+  *
+  * \code
+  * #include <Eigen/KLUSupport>
+  * \endcode
+  *
+  * In order to use this module, the klu and btf headers must be accessible from the include paths, and your binary must be linked to the klu library and its dependencies.
+  * The dependencies depend on how umfpack has been compiled.
+  * For a cmake based project, you can use our FindKLU.cmake module to help you in this task.
+  *
+  */
+
+#include "src/KLUSupport/KLUSupport.h"
+
+#include <Eigen/src/Core/util/ReenableStupidWarnings.h>
+
+#endif // EIGEN_KLUSUPPORT_MODULE_H

include/utils/Eigen/LU

@@ -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_LU_MODULE_H
+#define EIGEN_LU_MODULE_H
+
+#include "Core"
+
+#include "src/Core/util/DisableStupidWarnings.h"
+
+/** \defgroup LU_Module LU module
+  * This module includes %LU decomposition and related notions such as matrix inversion and determinant.
+  * This module defines the following MatrixBase methods:
+  *  - MatrixBase::inverse()
+  *  - MatrixBase::determinant()
+  *
+  * \code
+  * #include <Eigen/LU>
+  * \endcode
+  */
+
+#include "src/misc/Kernel.h"
+#include "src/misc/Image.h"
+#include "src/LU/FullPivLU.h"
+#include "src/LU/PartialPivLU.h"
+#ifdef EIGEN_USE_LAPACKE
+#ifdef EIGEN_USE_MKL
+#include "mkl_lapacke.h"
+#else
+#include "src/misc/lapacke.h"
+#endif
+#include "src/LU/PartialPivLU_LAPACKE.h"
+#endif
+#include "src/LU/Determinant.h"
+#include "src/LU/InverseImpl.h"
+
+#if defined EIGEN_VECTORIZE_SSE || defined EIGEN_VECTORIZE_NEON
+  #include "src/LU/arch/InverseSize4.h"
+#endif
+
+#include "src/Core/util/ReenableStupidWarnings.h"
+
+#endif // EIGEN_LU_MODULE_H

include/utils/Eigen/MetisSupport

@@ -0,0 +1,35 @@
+// 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
+
+#include "SparseCore"
+
+#include "src/Core/util/DisableStupidWarnings.h"
+
+extern "C" {
+#include <metis.h>
+}
+
+
+/** \ingroup Support_modules
+  * \defgroup MetisSupport_Module MetisSupport module
+  *
+  * \code
+  * #include <Eigen/MetisSupport>
+  * \endcode
+  * This module defines an interface to the METIS reordering package (http://glaros.dtc.umn.edu/gkhome/views/metis). 
+  * It can be used just as any other built-in method as explained in \link OrderingMethods_Module here. \endlink
+  */
+
+
+#include "src/MetisSupport/MetisSupport.h"
+
+#include "src/Core/util/ReenableStupidWarnings.h"
+
+#endif // EIGEN_METISSUPPORT_MODULE_H

include/utils/Eigen/OrderingMethods

@@ -0,0 +1,70 @@
+// 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
+
+#include "SparseCore"
+
+#include "src/Core/util/DisableStupidWarnings.h"
+
+/** 
+  * \defgroup OrderingMethods_Module OrderingMethods module
+  *
+  * This module is currently for internal use only
+  * 
+  * It defines various built-in and external ordering methods for sparse matrices. 
+  * They are typically used to reduce the number of elements during 
+  * the sparse matrix decomposition (LLT, LU, QR).
+  * Precisely, in a preprocessing step, a permutation matrix P is computed using 
+  * those ordering methods and applied to the columns of the matrix. 
+  * Using for instance the sparse Cholesky decomposition, it is expected that 
+  * the nonzeros elements in LLT(A*P) will be much smaller than that in LLT(A).
+  * 
+  * 
+  * Usage : 
+  * \code
+  * #include <Eigen/OrderingMethods>
+  * \endcode
+  * 
+  * A simple usage is as a template parameter in the sparse decomposition classes : 
+  * 
+  * \code 
+  * SparseLU<MatrixType, COLAMDOrdering<int> > solver;
+  * \endcode 
+  * 
+  * \code 
+  * SparseQR<MatrixType, COLAMDOrdering<int> > solver;
+  * \endcode
+  * 
+  * It is possible as well to call directly a particular ordering method for your own purpose, 
+  * \code 
+  * AMDOrdering<int> ordering;
+  * PermutationMatrix<Dynamic, Dynamic, int> perm;
+  * SparseMatrix<double> A; 
+  * //Fill the matrix ...
+  * 
+  * ordering(A, perm); // Call AMD
+  * \endcode
+  * 
+  * \note Some of these methods (like AMD or METIS), need the sparsity pattern 
+  * of the input matrix to be symmetric. When the matrix is structurally unsymmetric, 
+  * Eigen computes internally the pattern of \f$A^T*A\f$ before calling the method.
+  * If your matrix is already symmetric (at leat in structure), you can avoid that
+  * by calling the method with a SelfAdjointView type.
+  * 
+  * \code
+  *  // Call the ordering on the pattern of the lower triangular matrix A
+  * ordering(A.selfadjointView<Lower>(), perm);
+  * \endcode
+  */
+
+#include "src/OrderingMethods/Amd.h"
+#include "src/OrderingMethods/Ordering.h"
+#include "src/Core/util/ReenableStupidWarnings.h"
+
+#endif // EIGEN_ORDERINGMETHODS_MODULE_H

include/utils/Eigen/PaStiXSupport

@@ -0,0 +1,49 @@
+// 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
+
+#include "SparseCore"
+
+#include "src/Core/util/DisableStupidWarnings.h"
+
+extern "C" {
+#include <pastix_nompi.h>
+#include <pastix.h>
+}
+
+#ifdef complex
+#undef complex
+#endif
+
+/** \ingroup Support_modules
+  * \defgroup PaStiXSupport_Module PaStiXSupport module
+  * 
+  * This module provides an interface to the <a href="http://pastix.gforge.inria.fr/">PaSTiX</a> library.
+  * PaSTiX is a general \b supernodal, \b parallel and \b opensource sparse solver.
+  * It provides the two following main factorization classes:
+  * - class PastixLLT : a supernodal, parallel LLt Cholesky factorization.
+  * - class PastixLDLT: a supernodal, parallel LDLt Cholesky factorization.
+  * - class PastixLU : a supernodal, parallel LU factorization (optimized for a symmetric pattern).
+  * 
+  * \code
+  * #include <Eigen/PaStiXSupport>
+  * \endcode
+  *
+  * In order to use this module, the PaSTiX headers must be accessible from the include paths, and your binary must be linked to the PaSTiX library and its dependencies.
+  * This wrapper resuires PaStiX version 5.x compiled without MPI support.
+  * The dependencies depend on how PaSTiX has been compiled.
+  * For a cmake based project, you can use our FindPaSTiX.cmake module to help you in this task.
+  *
+  */
+
+#include "src/PaStiXSupport/PaStiXSupport.h"
+
+#include "src/Core/util/ReenableStupidWarnings.h"
+
+#endif // EIGEN_PASTIXSUPPORT_MODULE_H

include/utils/Eigen/PardisoSupport

@@ -0,0 +1,35 @@
+// 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_PARDISOSUPPORT_MODULE_H
+#define EIGEN_PARDISOSUPPORT_MODULE_H
+
+#include "SparseCore"
+
+#include "src/Core/util/DisableStupidWarnings.h"
+
+#include <mkl_pardiso.h>
+
+/** \ingroup Support_modules
+  * \defgroup PardisoSupport_Module PardisoSupport module
+  *
+  * This module brings support for the Intel(R) MKL PARDISO direct sparse solvers.
+  *
+  * \code
+  * #include <Eigen/PardisoSupport>
+  * \endcode
+  *
+  * In order to use this module, the MKL headers must be accessible from the include paths, and your binary must be linked to the MKL library and its dependencies.
+  * See this \ref TopicUsingIntelMKL "page" for more information on MKL-Eigen integration.
+  * 
+  */
+
+#include "src/PardisoSupport/PardisoSupport.h"
+
+#include "src/Core/util/ReenableStupidWarnings.h"
+
+#endif // EIGEN_PARDISOSUPPORT_MODULE_H

include/utils/Eigen/QR

@@ -0,0 +1,50 @@
+// 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_QR_MODULE_H
+#define EIGEN_QR_MODULE_H
+
+#include "Core"
+
+#include "Cholesky"
+#include "Jacobi"
+#include "Householder"
+
+#include "src/Core/util/DisableStupidWarnings.h"
+
+/** \defgroup QR_Module QR module
+  *
+  *
+  *
+  * This module provides various QR decompositions
+  * This module also provides some MatrixBase methods, including:
+  *  - MatrixBase::householderQr()
+  *  - MatrixBase::colPivHouseholderQr()
+  *  - MatrixBase::fullPivHouseholderQr()
+  *
+  * \code
+  * #include <Eigen/QR>
+  * \endcode
+  */
+
+#include "src/QR/HouseholderQR.h"
+#include "src/QR/FullPivHouseholderQR.h"
+#include "src/QR/ColPivHouseholderQR.h"
+#include "src/QR/CompleteOrthogonalDecomposition.h"
+#ifdef EIGEN_USE_LAPACKE
+#ifdef EIGEN_USE_MKL
+#include "mkl_lapacke.h"
+#else
+#include "src/misc/lapacke.h"
+#endif
+#include "src/QR/HouseholderQR_LAPACKE.h"
+#include "src/QR/ColPivHouseholderQR_LAPACKE.h"
+#endif
+
+#include "src/Core/util/ReenableStupidWarnings.h"
+
+#endif // EIGEN_QR_MODULE_H

include/utils/Eigen/QtAlignedMalloc

@@ -0,0 +1,39 @@
+// 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
+
+#include "Core"
+
+#if (!EIGEN_MALLOC_ALREADY_ALIGNED)
+
+#include "src/Core/util/DisableStupidWarnings.h"
+
+void *qMalloc(std::size_t size)
+{
+  return Eigen::internal::aligned_malloc(size);
+}
+
+void qFree(void *ptr)
+{
+  Eigen::internal::aligned_free(ptr);
+}
+
+void *qRealloc(void *ptr, std::size_t size)
+{
+  void* newPtr = Eigen::internal::aligned_malloc(size);
+  std::memcpy(newPtr, ptr, size);
+  Eigen::internal::aligned_free(ptr);
+  return newPtr;
+}
+
+#include "src/Core/util/ReenableStupidWarnings.h"
+
+#endif
+
+#endif // EIGEN_QTMALLOC_MODULE_H

include/utils/Eigen/SPQRSupport

@@ -0,0 +1,34 @@
+// 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
+
+#include "SparseCore"
+
+#include "src/Core/util/DisableStupidWarnings.h"
+
+#include "SuiteSparseQR.hpp"
+
+/** \ingroup Support_modules
+  * \defgroup SPQRSupport_Module SuiteSparseQR module
+  * 
+  * This module provides an interface to the SPQR library, which is part of the <a href="http://www.suitesparse.com">suitesparse</a> package.
+  *
+  * \code
+  * #include <Eigen/SPQRSupport>
+  * \endcode
+  *
+  * In order to use this module, the SPQR headers must be accessible from the include paths, and your binary must be linked to the SPQR library and its dependencies (Cholmod, AMD, COLAMD,...).
+  * For a cmake based project, you can use our FindSPQR.cmake and FindCholmod.Cmake modules
+  *
+  */
+
+#include "src/CholmodSupport/CholmodSupport.h"
+#include "src/SPQRSupport/SuiteSparseQRSupport.h"
+
+#endif

include/utils/Eigen/SVD

@@ -0,0 +1,50 @@
+// 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
+
+#include "QR"
+#include "Householder"
+#include "Jacobi"
+
+#include "src/Core/util/DisableStupidWarnings.h"
+
+/** \defgroup SVD_Module SVD module
+  *
+  *
+  *
+  * This module provides SVD decomposition for matrices (both real and complex).
+  * 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/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)
+#ifdef EIGEN_USE_MKL
+#include "mkl_lapacke.h"
+#else
+#include "src/misc/lapacke.h"
+#endif
+#include "src/SVD/JacobiSVD_LAPACKE.h"
+#endif
+
+#include "src/Core/util/ReenableStupidWarnings.h"
+
+#endif // EIGEN_SVD_MODULE_H

include/utils/Eigen/Sparse

@@ -0,0 +1,34 @@
+// 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
+
+/** \defgroup Sparse_Module Sparse meta-module
+  *
+  * Meta-module including all related modules:
+  * - \ref SparseCore_Module
+  * - \ref OrderingMethods_Module
+  * - \ref SparseCholesky_Module
+  * - \ref SparseLU_Module
+  * - \ref SparseQR_Module
+  * - \ref IterativeLinearSolvers_Module
+  *
+    \code
+    #include <Eigen/Sparse>
+    \endcode
+  */
+
+#include "SparseCore"
+#include "OrderingMethods"
+#include "SparseCholesky"
+#include "SparseLU"
+#include "SparseQR"
+#include "IterativeLinearSolvers"
+
+#endif // EIGEN_SPARSE_MODULE_H
+

include/utils/Eigen/SparseCholesky

@@ -0,0 +1,37 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2013 Gael Guennebaud <gael.guennebaud@inria.fr>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_SPARSECHOLESKY_MODULE_H
+#define EIGEN_SPARSECHOLESKY_MODULE_H
+
+#include "SparseCore"
+#include "OrderingMethods"
+
+#include "src/Core/util/DisableStupidWarnings.h"
+
+/** 
+  * \defgroup SparseCholesky_Module SparseCholesky module
+  *
+  * This module currently provides two variants of the direct sparse Cholesky decomposition for selfadjoint (hermitian) matrices.
+  * Those decompositions are accessible via the following classes:
+  *  - SimplicialLLt,
+  *  - SimplicialLDLt
+  *
+  * Such problems can also be solved using the ConjugateGradient solver from the IterativeLinearSolvers module.
+  *
+  * \code
+  * #include <Eigen/SparseCholesky>
+  * \endcode
+  */
+
+#include "src/SparseCholesky/SimplicialCholesky.h"
+#include "src/SparseCholesky/SimplicialCholesky_impl.h"
+#include "src/Core/util/ReenableStupidWarnings.h"
+
+#endif // EIGEN_SPARSECHOLESKY_MODULE_H

include/utils/Eigen/SparseCore

@@ -0,0 +1,69 @@
+// 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
+
+#include "Core"
+
+#include "src/Core/util/DisableStupidWarnings.h"
+
+#include <vector>
+#include <map>
+#include <cstdlib>
+#include <cstring>
+#include <algorithm>
+
+/** 
+  * \defgroup SparseCore_Module SparseCore module
+  *
+  * This module provides a sparse matrix representation, and basic associated matrix manipulations
+  * and operations.
+  *
+  * See the \ref TutorialSparse "Sparse tutorial"
+  *
+  * \code
+  * #include <Eigen/SparseCore>
+  * \endcode
+  *
+  * This module depends on: Core.
+  */
+
+#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/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/SparseRedux.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/SparseSelfAdjointView.h"
+#include "src/SparseCore/SparseTriangularView.h"
+#include "src/SparseCore/TriangularSolver.h"
+#include "src/SparseCore/SparsePermutation.h"
+#include "src/SparseCore/SparseFuzzy.h"
+#include "src/SparseCore/SparseSolverBase.h"
+
+#include "src/Core/util/ReenableStupidWarnings.h"
+
+#endif // EIGEN_SPARSECORE_MODULE_H
+

include/utils/Eigen/SparseLU

@@ -0,0 +1,50 @@
+// 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>
+// Copyright (C) 2012 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_SPARSELU_MODULE_H
+#define EIGEN_SPARSELU_MODULE_H
+
+#include "SparseCore"
+
+/** 
+  * \defgroup SparseLU_Module SparseLU module
+  * This module defines a supernodal factorization of general sparse matrices.
+  * The code is fully optimized for supernode-panel updates with specialized kernels.
+  * Please, see the documentation of the SparseLU class for more details.
+  */
+
+// Ordering interface
+#include "OrderingMethods"
+
+#include "src/Core/util/DisableStupidWarnings.h"
+
+#include "src/SparseLU/SparseLU_gemm_kernel.h"
+
+#include "src/SparseLU/SparseLU_Structs.h"
+#include "src/SparseLU/SparseLU_SupernodalMatrix.h"
+#include "src/SparseLU/SparseLUImpl.h"
+#include "src/SparseCore/SparseColEtree.h"
+#include "src/SparseLU/SparseLU_Memory.h"
+#include "src/SparseLU/SparseLU_heap_relax_snode.h"
+#include "src/SparseLU/SparseLU_relax_snode.h"
+#include "src/SparseLU/SparseLU_pivotL.h"
+#include "src/SparseLU/SparseLU_panel_dfs.h"
+#include "src/SparseLU/SparseLU_kernel_bmod.h"
+#include "src/SparseLU/SparseLU_panel_bmod.h"
+#include "src/SparseLU/SparseLU_column_dfs.h"
+#include "src/SparseLU/SparseLU_column_bmod.h"
+#include "src/SparseLU/SparseLU_copy_to_ucol.h"
+#include "src/SparseLU/SparseLU_pruneL.h"
+#include "src/SparseLU/SparseLU_Utils.h"
+#include "src/SparseLU/SparseLU.h"
+
+#include "src/Core/util/ReenableStupidWarnings.h"
+
+#endif // EIGEN_SPARSELU_MODULE_H

include/utils/Eigen/SparseQR

@@ -0,0 +1,36 @@
+// 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
+
+#include "SparseCore"
+#include "OrderingMethods"
+#include "src/Core/util/DisableStupidWarnings.h"
+
+/** \defgroup SparseQR_Module SparseQR module
+  * \brief Provides QR decomposition for sparse matrices
+  * 
+  * This module provides a simplicial version of the left-looking Sparse QR decomposition. 
+  * The columns of the input matrix should be reordered to limit the fill-in during the 
+  * decomposition. Built-in methods (COLAMD, AMD) or external  methods (METIS) can be used to this end.
+  * See the \link OrderingMethods_Module OrderingMethods\endlink module for the list 
+  * of built-in and external ordering methods.
+  * 
+  * \code
+  * #include <Eigen/SparseQR>
+  * \endcode
+  * 
+  * 
+  */
+
+#include "src/SparseCore/SparseColEtree.h"
+#include "src/SparseQR/SparseQR.h"
+
+#include "src/Core/util/ReenableStupidWarnings.h"
+
+#endif

include/utils/Eigen/StdDeque

@@ -0,0 +1,27 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2009 Hauke Heibel <hauke.heibel@googlemail.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_STDDEQUE_MODULE_H
+#define EIGEN_STDDEQUE_MODULE_H
+
+#include "Core"
+#include <deque>
+
+#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(...)
+
+#else
+
+#include "src/StlSupport/StdDeque.h"
+
+#endif
+
+#endif // EIGEN_STDDEQUE_MODULE_H

include/utils/Eigen/StdList

@@ -0,0 +1,26 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Hauke Heibel <hauke.heibel@googlemail.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_STDLIST_MODULE_H
+#define EIGEN_STDLIST_MODULE_H
+
+#include "Core"
+#include <list>
+
+#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(...)
+
+#else
+
+#include "src/StlSupport/StdList.h"
+
+#endif
+
+#endif // EIGEN_STDLIST_MODULE_H

include/utils/Eigen/StdVector

@@ -0,0 +1,27 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2009 Hauke Heibel <hauke.heibel@googlemail.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_STDVECTOR_MODULE_H
+#define EIGEN_STDVECTOR_MODULE_H
+
+#include "Core"
+#include <vector>
+
+#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(...)
+
+#else
+
+#include "src/StlSupport/StdVector.h"
+
+#endif
+
+#endif // EIGEN_STDVECTOR_MODULE_H

include/utils/Eigen/SuperLUSupport

@@ -0,0 +1,64 @@
+// 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
+
+#include "SparseCore"
+
+#include "src/Core/util/DisableStupidWarnings.h"
+
+#ifdef EMPTY
+#define EIGEN_EMPTY_WAS_ALREADY_DEFINED
+#endif
+
+typedef int int_t;
+#include <slu_Cnames.h>
+#include <supermatrix.h>
+#include <slu_util.h>
+
+// slu_util.h defines a preprocessor token named EMPTY which is really polluting,
+// so we remove it in favor of a SUPERLU_EMPTY token.
+// If EMPTY was already defined then we don't undef it.
+
+#if defined(EIGEN_EMPTY_WAS_ALREADY_DEFINED)
+# undef EIGEN_EMPTY_WAS_ALREADY_DEFINED
+#elif defined(EMPTY)
+# undef EMPTY
+#endif
+
+#define SUPERLU_EMPTY (-1)
+
+namespace Eigen { struct SluMatrix; }
+
+/** \ingroup Support_modules
+  * \defgroup SuperLUSupport_Module SuperLUSupport module
+  *
+  * This module provides an interface to the <a href="http://crd-legacy.lbl.gov/~xiaoye/SuperLU/">SuperLU</a> library.
+  * It provides the following factorization class:
+  * - 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
+  * #include <Eigen/SuperLUSupport>
+  * \endcode
+  *
+  * In order to use this module, the superlu headers must be accessible from the include paths, and your binary must be linked to the superlu library and its dependencies.
+  * The dependencies depend on how superlu has been compiled.
+  * For a cmake based project, you can use our FindSuperLU.cmake module to help you in this task.
+  *
+  */
+
+#include "src/SuperLUSupport/SuperLUSupport.h"
+
+#include "src/Core/util/ReenableStupidWarnings.h"
+
+#endif // EIGEN_SUPERLUSUPPORT_MODULE_H

include/utils/Eigen/UmfPackSupport

@@ -0,0 +1,40 @@
+// 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
+
+#include "SparseCore"
+
+#include "src/Core/util/DisableStupidWarnings.h"
+
+extern "C" {
+#include <umfpack.h>
+}
+
+/** \ingroup Support_modules
+  * \defgroup UmfPackSupport_Module UmfPackSupport module
+  *
+  * This module provides an interface to the UmfPack library which is part of the <a href="http://www.suitesparse.com">suitesparse</a> package.
+  * It provides the following factorization class:
+  * - class UmfPackLU: a multifrontal sequential LU factorization.
+  *
+  * \code
+  * #include <Eigen/UmfPackSupport>
+  * \endcode
+  *
+  * In order to use this module, the umfpack headers must be accessible from the include paths, and your binary must be linked to the umfpack library and its dependencies.
+  * The dependencies depend on how umfpack has been compiled.
+  * For a cmake based project, you can use our FindUmfPack.cmake module to help you in this task.
+  *
+  */
+
+#include "src/UmfPackSupport/UmfPackSupport.h"
+
+#include "src/Core/util/ReenableStupidWarnings.h"
+
+#endif // EIGEN_UMFPACKSUPPORT_MODULE_H

include/utils/Eigen/src/Cholesky/LDLT.h

@@ -0,0 +1,688 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2011 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2009 Keir Mierle <mierle@gmail.com>
+// Copyright (C) 2009 Benoit Jacob <jacob.benoit.1@gmail.com>
+// Copyright (C) 2011 Timothy E. Holy <tim.holy@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_LDLT_H
+#define EIGEN_LDLT_H
+
+namespace Eigen {
+
+namespace internal {
+  template<typename _MatrixType, int _UpLo> struct traits<LDLT<_MatrixType, _UpLo> >
+   : traits<_MatrixType>
+  {
+    typedef MatrixXpr XprKind;
+    typedef SolverStorage StorageKind;
+    typedef int StorageIndex;
+    enum { Flags = 0 };
+  };
+
+  template<typename MatrixType, int UpLo> struct LDLT_Traits;
+
+  // PositiveSemiDef means positive semi-definite and non-zero; same for NegativeSemiDef
+  enum SignMatrix { PositiveSemiDef, NegativeSemiDef, ZeroSign, Indefinite };
+}
+
+/** \ingroup Cholesky_Module
+  *
+  * \class LDLT
+  *
+  * \brief Robust Cholesky decomposition of a matrix with pivoting
+  *
+  * \tparam _MatrixType the type of the matrix of which to compute the LDL^T Cholesky decomposition
+  * \tparam _UpLo the triangular part that will be used for the decompositon: Lower (default) or Upper.
+  *             The other triangular part won't be read.
+  *
+  * Perform a robust Cholesky decomposition of a positive semidefinite or negative semidefinite
+  * matrix \f$ A \f$ such that \f$ A =  P^TLDL^*P \f$, where P is a permutation matrix, L
+  * is lower triangular with a unit diagonal and D is a diagonal matrix.
+  *
+  * The decomposition uses pivoting to ensure stability, so that D will have
+  * zeros in the bottom right rank(A) - n submatrix. Avoiding the square root
+  * on D also stabilizes the computation.
+  *
+  * Remember that Cholesky decompositions are not rank-revealing. Also, do not use a Cholesky
+  * decomposition to determine whether a system of equations has a solution.
+  *
+  * This class supports the \link InplaceDecomposition inplace decomposition \endlink mechanism.
+  *
+  * \sa MatrixBase::ldlt(), SelfAdjointView::ldlt(), class LLT
+  */
+template<typename _MatrixType, int _UpLo> class LDLT
+        : public SolverBase<LDLT<_MatrixType, _UpLo> >
+{
+  public:
+    typedef _MatrixType MatrixType;
+    typedef SolverBase<LDLT> Base;
+    friend class SolverBase<LDLT>;
+
+    EIGEN_GENERIC_PUBLIC_INTERFACE(LDLT)
+    enum {
+      MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
+      MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime,
+      UpLo = _UpLo
+    };
+    typedef Matrix<Scalar, RowsAtCompileTime, 1, 0, MaxRowsAtCompileTime, 1> TmpMatrixType;
+
+    typedef Transpositions<RowsAtCompileTime, MaxRowsAtCompileTime> TranspositionType;
+    typedef PermutationMatrix<RowsAtCompileTime, MaxRowsAtCompileTime> PermutationType;
+
+    typedef internal::LDLT_Traits<MatrixType,UpLo> Traits;
+
+    /** \brief Default Constructor.
+      *
+      * The default constructor is useful in cases in which the user intends to
+      * perform decompositions via LDLT::compute(const MatrixType&).
+      */
+    LDLT()
+      : m_matrix(),
+        m_transpositions(),
+        m_sign(internal::ZeroSign),
+        m_isInitialized(false)
+    {}
+
+    /** \brief Default Constructor with memory preallocation
+      *
+      * Like the default constructor but with preallocation of the internal data
+      * according to the specified problem \a size.
+      * \sa LDLT()
+      */
+    explicit LDLT(Index size)
+      : m_matrix(size, size),
+        m_transpositions(size),
+        m_temporary(size),
+        m_sign(internal::ZeroSign),
+        m_isInitialized(false)
+    {}
+
+    /** \brief Constructor with decomposition
+      *
+      * This calculates the decomposition for the input \a matrix.
+      *
+      * \sa LDLT(Index size)
+      */
+    template<typename InputType>
+    explicit LDLT(const EigenBase<InputType>& matrix)
+      : m_matrix(matrix.rows(), matrix.cols()),
+        m_transpositions(matrix.rows()),
+        m_temporary(matrix.rows()),
+        m_sign(internal::ZeroSign),
+        m_isInitialized(false)
+    {
+      compute(matrix.derived());
+    }
+
+    /** \brief Constructs a LDLT factorization from a given matrix
+      *
+      * This overloaded constructor is provided for \link InplaceDecomposition inplace decomposition \endlink when \c MatrixType is a Eigen::Ref.
+      *
+      * \sa LDLT(const EigenBase&)
+      */
+    template<typename InputType>
+    explicit LDLT(EigenBase<InputType>& matrix)
+      : m_matrix(matrix.derived()),
+        m_transpositions(matrix.rows()),
+        m_temporary(matrix.rows()),
+        m_sign(internal::ZeroSign),
+        m_isInitialized(false)
+    {
+      compute(matrix.derived());
+    }
+
+    /** Clear any existing decomposition
+     * \sa rankUpdate(w,sigma)
+     */
+    void setZero()
+    {
+      m_isInitialized = false;
+    }
+
+    /** \returns a view of the upper triangular matrix U */
+    inline typename Traits::MatrixU matrixU() const
+    {
+      eigen_assert(m_isInitialized && "LDLT is not initialized.");
+      return Traits::getU(m_matrix);
+    }
+
+    /** \returns a view of the lower triangular matrix L */
+    inline typename Traits::MatrixL matrixL() const
+    {
+      eigen_assert(m_isInitialized && "LDLT is not initialized.");
+      return Traits::getL(m_matrix);
+    }
+
+    /** \returns the permutation matrix P as a transposition sequence.
+      */
+    inline const TranspositionType& transpositionsP() const
+    {
+      eigen_assert(m_isInitialized && "LDLT is not initialized.");
+      return m_transpositions;
+    }
+
+    /** \returns the coefficients of the diagonal matrix D */
+    inline Diagonal<const MatrixType> vectorD() const
+    {
+      eigen_assert(m_isInitialized && "LDLT is not initialized.");
+      return m_matrix.diagonal();
+    }
+
+    /** \returns true if the matrix is positive (semidefinite) */
+    inline bool isPositive() const
+    {
+      eigen_assert(m_isInitialized && "LDLT is not initialized.");
+      return m_sign == internal::PositiveSemiDef || m_sign == internal::ZeroSign;
+    }
+
+    /** \returns true if the matrix is negative (semidefinite) */
+    inline bool isNegative(void) const
+    {
+      eigen_assert(m_isInitialized && "LDLT is not initialized.");
+      return m_sign == internal::NegativeSemiDef || m_sign == internal::ZeroSign;
+    }
+
+    #ifdef EIGEN_PARSED_BY_DOXYGEN
+    /** \returns a solution x of \f$ A x = b \f$ using the current decomposition of A.
+      *
+      * This function also supports in-place solves using the syntax <tt>x = decompositionObject.solve(x)</tt> .
+      *
+      * \note_about_checking_solutions
+      *
+      * More precisely, this method solves \f$ A x = b \f$ using the decomposition \f$ A = P^T L D L^* P \f$
+      * by solving the systems \f$ P^T y_1 = b \f$, \f$ L y_2 = y_1 \f$, \f$ D y_3 = y_2 \f$,
+      * \f$ L^* y_4 = y_3 \f$ and \f$ P x = y_4 \f$ in succession. If the matrix \f$ A \f$ is singular, then
+      * \f$ D \f$ will also be singular (all the other matrices are invertible). In that case, the
+      * least-square solution of \f$ D y_3 = y_2 \f$ is computed. This does not mean that this function
+      * computes the least-square solution of \f$ A x = b \f$ if \f$ A \f$ is singular.
+      *
+      * \sa MatrixBase::ldlt(), SelfAdjointView::ldlt()
+      */
+    template<typename Rhs>
+    inline const Solve<LDLT, Rhs>
+    solve(const MatrixBase<Rhs>& b) const;
+    #endif
+
+    template<typename Derived>
+    bool solveInPlace(MatrixBase<Derived> &bAndX) const;
+
+    template<typename InputType>
+    LDLT& compute(const EigenBase<InputType>& matrix);
+
+    /** \returns an estimate of the reciprocal condition number of the matrix of
+     *  which \c *this is the LDLT decomposition.
+     */
+    RealScalar rcond() const
+    {
+      eigen_assert(m_isInitialized && "LDLT is not initialized.");
+      return internal::rcond_estimate_helper(m_l1_norm, *this);
+    }
+
+    template <typename Derived>
+    LDLT& rankUpdate(const MatrixBase<Derived>& w, const RealScalar& alpha=1);
+
+    /** \returns the internal LDLT decomposition matrix
+      *
+      * TODO: document the storage layout
+      */
+    inline const MatrixType& matrixLDLT() const
+    {
+      eigen_assert(m_isInitialized && "LDLT is not initialized.");
+      return m_matrix;
+    }
+
+    MatrixType reconstructedMatrix() const;
+
+    /** \returns the adjoint of \c *this, that is, a const reference to the decomposition itself as the underlying matrix is self-adjoint.
+      *
+      * This method is provided for compatibility with other matrix decompositions, thus enabling generic code such as:
+      * \code x = decomposition.adjoint().solve(b) \endcode
+      */
+    const LDLT& adjoint() const { return *this; };
+
+    EIGEN_DEVICE_FUNC inline EIGEN_CONSTEXPR Index rows() const EIGEN_NOEXCEPT { return m_matrix.rows(); }
+    EIGEN_DEVICE_FUNC inline EIGEN_CONSTEXPR Index cols() const EIGEN_NOEXCEPT { return m_matrix.cols(); }
+
+    /** \brief Reports whether previous computation was successful.
+      *
+      * \returns \c Success if computation was successful,
+      *          \c NumericalIssue if the factorization failed because of a zero pivot.
+      */
+    ComputationInfo info() const
+    {
+      eigen_assert(m_isInitialized && "LDLT is not initialized.");
+      return m_info;
+    }
+
+    #ifndef EIGEN_PARSED_BY_DOXYGEN
+    template<typename RhsType, typename DstType>
+    void _solve_impl(const RhsType &rhs, DstType &dst) const;
+
+    template<bool Conjugate, typename RhsType, typename DstType>
+    void _solve_impl_transposed(const RhsType &rhs, DstType &dst) const;
+    #endif
+
+  protected:
+
+    static void check_template_parameters()
+    {
+      EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar);
+    }
+
+    /** \internal
+      * Used to compute and store the Cholesky decomposition A = L D L^* = U^* D U.
+      * The strict upper part is used during the decomposition, the strict lower
+      * part correspond to the coefficients of L (its diagonal is equal to 1 and
+      * is not stored), and the diagonal entries correspond to D.
+      */
+    MatrixType m_matrix;
+    RealScalar m_l1_norm;
+    TranspositionType m_transpositions;
+    TmpMatrixType m_temporary;
+    internal::SignMatrix m_sign;
+    bool m_isInitialized;
+    ComputationInfo m_info;
+};
+
+namespace internal {
+
+template<int UpLo> struct ldlt_inplace;
+
+template<> struct ldlt_inplace<Lower>
+{
+  template<typename MatrixType, typename TranspositionType, typename Workspace>
+  static bool unblocked(MatrixType& mat, TranspositionType& transpositions, Workspace& temp, SignMatrix& sign)
+  {
+    using std::abs;
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename MatrixType::RealScalar RealScalar;
+    typedef typename TranspositionType::StorageIndex IndexType;
+    eigen_assert(mat.rows()==mat.cols());
+    const Index size = mat.rows();
+    bool found_zero_pivot = false;
+    bool ret = true;
+
+    if (size <= 1)
+    {
+      transpositions.setIdentity();
+      if(size==0) sign = ZeroSign;
+      else if (numext::real(mat.coeff(0,0)) > static_cast<RealScalar>(0) ) sign = PositiveSemiDef;
+      else if (numext::real(mat.coeff(0,0)) < static_cast<RealScalar>(0)) sign = NegativeSemiDef;
+      else sign = ZeroSign;
+      return true;
+    }
+
+    for (Index k = 0; k < size; ++k)
+    {
+      // Find largest diagonal element
+      Index index_of_biggest_in_corner;
+      mat.diagonal().tail(size-k).cwiseAbs().maxCoeff(&index_of_biggest_in_corner);
+      index_of_biggest_in_corner += k;
+
+      transpositions.coeffRef(k) = IndexType(index_of_biggest_in_corner);
+      if(k != index_of_biggest_in_corner)
+      {
+        // apply the transposition while taking care to consider only
+        // the lower triangular part
+        Index s = size-index_of_biggest_in_corner-1; // trailing size after the biggest element
+        mat.row(k).head(k).swap(mat.row(index_of_biggest_in_corner).head(k));
+        mat.col(k).tail(s).swap(mat.col(index_of_biggest_in_corner).tail(s));
+        std::swap(mat.coeffRef(k,k),mat.coeffRef(index_of_biggest_in_corner,index_of_biggest_in_corner));
+        for(Index i=k+1;i<index_of_biggest_in_corner;++i)
+        {
+          Scalar tmp = mat.coeffRef(i,k);
+          mat.coeffRef(i,k) = numext::conj(mat.coeffRef(index_of_biggest_in_corner,i));
+          mat.coeffRef(index_of_biggest_in_corner,i) = numext::conj(tmp);
+        }
+        if(NumTraits<Scalar>::IsComplex)
+          mat.coeffRef(index_of_biggest_in_corner,k) = numext::conj(mat.coeff(index_of_biggest_in_corner,k));
+      }
+
+      // partition the matrix:
+      //       A00 |  -  |  -
+      // lu  = A10 | A11 |  -
+      //       A20 | A21 | A22
+      Index rs = size - k - 1;
+      Block<MatrixType,Dynamic,1> A21(mat,k+1,k,rs,1);
+      Block<MatrixType,1,Dynamic> A10(mat,k,0,1,k);
+      Block<MatrixType,Dynamic,Dynamic> A20(mat,k+1,0,rs,k);
+
+      if(k>0)
+      {
+        temp.head(k) = mat.diagonal().real().head(k).asDiagonal() * A10.adjoint();
+        mat.coeffRef(k,k) -= (A10 * temp.head(k)).value();
+        if(rs>0)
+          A21.noalias() -= A20 * temp.head(k);
+      }
+
+      // In some previous versions of Eigen (e.g., 3.2.1), the scaling was omitted if the pivot
+      // was smaller than the cutoff value. However, since LDLT is not rank-revealing
+      // we should only make sure that we do not introduce INF or NaN values.
+      // Remark that LAPACK also uses 0 as the cutoff value.
+      RealScalar realAkk = numext::real(mat.coeffRef(k,k));
+      bool pivot_is_valid = (abs(realAkk) > RealScalar(0));
+
+      if(k==0 && !pivot_is_valid)
+      {
+        // The entire diagonal is zero, there is nothing more to do
+        // except filling the transpositions, and checking whether the matrix is zero.
+        sign = ZeroSign;
+        for(Index j = 0; j<size; ++j)
+        {
+          transpositions.coeffRef(j) = IndexType(j);
+          ret = ret && (mat.col(j).tail(size-j-1).array()==Scalar(0)).all();
+        }
+        return ret;
+      }
+
+      if((rs>0) && pivot_is_valid)
+        A21 /= realAkk;
+      else if(rs>0)
+        ret = ret && (A21.array()==Scalar(0)).all();
+
+      if(found_zero_pivot && pivot_is_valid) ret = false; // factorization failed
+      else if(!pivot_is_valid) found_zero_pivot = true;
+
+      if (sign == PositiveSemiDef) {
+        if (realAkk < static_cast<RealScalar>(0)) sign = Indefinite;
+      } else if (sign == NegativeSemiDef) {
+        if (realAkk > static_cast<RealScalar>(0)) sign = Indefinite;
+      } else if (sign == ZeroSign) {
+        if (realAkk > static_cast<RealScalar>(0)) sign = PositiveSemiDef;
+        else if (realAkk < static_cast<RealScalar>(0)) sign = NegativeSemiDef;
+      }
+    }
+
+    return ret;
+  }
+
+  // Reference for the algorithm: Davis and Hager, "Multiple Rank
+  // Modifications of a Sparse Cholesky Factorization" (Algorithm 1)
+  // Trivial rearrangements of their computations (Timothy E. Holy)
+  // allow their algorithm to work for rank-1 updates even if the
+  // original matrix is not of full rank.
+  // Here only rank-1 updates are implemented, to reduce the
+  // requirement for intermediate storage and improve accuracy
+  template<typename MatrixType, typename WDerived>
+  static bool updateInPlace(MatrixType& mat, MatrixBase<WDerived>& w, const typename MatrixType::RealScalar& sigma=1)
+  {
+    using numext::isfinite;
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename MatrixType::RealScalar RealScalar;
+
+    const Index size = mat.rows();
+    eigen_assert(mat.cols() == size && w.size()==size);
+
+    RealScalar alpha = 1;
+
+    // Apply the update
+    for (Index j = 0; j < size; j++)
+    {
+      // Check for termination due to an original decomposition of low-rank
+      if (!(isfinite)(alpha))
+        break;
+
+      // Update the diagonal terms
+      RealScalar dj = numext::real(mat.coeff(j,j));
+      Scalar wj = w.coeff(j);
+      RealScalar swj2 = sigma*numext::abs2(wj);
+      RealScalar gamma = dj*alpha + swj2;
+
+      mat.coeffRef(j,j) += swj2/alpha;
+      alpha += swj2/dj;
+
+
+      // Update the terms of L
+      Index rs = size-j-1;
+      w.tail(rs) -= wj * mat.col(j).tail(rs);
+      if(gamma != 0)
+        mat.col(j).tail(rs) += (sigma*numext::conj(wj)/gamma)*w.tail(rs);
+    }
+    return true;
+  }
+
+  template<typename MatrixType, typename TranspositionType, typename Workspace, typename WType>
+  static bool update(MatrixType& mat, const TranspositionType& transpositions, Workspace& tmp, const WType& w, const typename MatrixType::RealScalar& sigma=1)
+  {
+    // Apply the permutation to the input w
+    tmp = transpositions * w;
+
+    return ldlt_inplace<Lower>::updateInPlace(mat,tmp,sigma);
+  }
+};
+
+template<> struct ldlt_inplace<Upper>
+{
+  template<typename MatrixType, typename TranspositionType, typename Workspace>
+  static EIGEN_STRONG_INLINE bool unblocked(MatrixType& mat, TranspositionType& transpositions, Workspace& temp, SignMatrix& sign)
+  {
+    Transpose<MatrixType> matt(mat);
+    return ldlt_inplace<Lower>::unblocked(matt, transpositions, temp, sign);
+  }
+
+  template<typename MatrixType, typename TranspositionType, typename Workspace, typename WType>
+  static EIGEN_STRONG_INLINE bool update(MatrixType& mat, TranspositionType& transpositions, Workspace& tmp, WType& w, const typename MatrixType::RealScalar& sigma=1)
+  {
+    Transpose<MatrixType> matt(mat);
+    return ldlt_inplace<Lower>::update(matt, transpositions, tmp, w.conjugate(), sigma);
+  }
+};
+
+template<typename MatrixType> struct LDLT_Traits<MatrixType,Lower>
+{
+  typedef const TriangularView<const MatrixType, UnitLower> MatrixL;
+  typedef const TriangularView<const typename MatrixType::AdjointReturnType, UnitUpper> MatrixU;
+  static inline MatrixL getL(const MatrixType& m) { return MatrixL(m); }
+  static inline MatrixU getU(const MatrixType& m) { return MatrixU(m.adjoint()); }
+};
+
+template<typename MatrixType> struct LDLT_Traits<MatrixType,Upper>
+{
+  typedef const TriangularView<const typename MatrixType::AdjointReturnType, UnitLower> MatrixL;
+  typedef const TriangularView<const MatrixType, UnitUpper> MatrixU;
+  static inline MatrixL getL(const MatrixType& m) { return MatrixL(m.adjoint()); }
+  static inline MatrixU getU(const MatrixType& m) { return MatrixU(m); }
+};
+
+} // end namespace internal
+
+/** Compute / recompute the LDLT decomposition A = L D L^* = U^* D U of \a matrix
+  */
+template<typename MatrixType, int _UpLo>
+template<typename InputType>
+LDLT<MatrixType,_UpLo>& LDLT<MatrixType,_UpLo>::compute(const EigenBase<InputType>& a)
+{
+  check_template_parameters();
+
+  eigen_assert(a.rows()==a.cols());
+  const Index size = a.rows();
+
+  m_matrix = a.derived();
+
+  // Compute matrix L1 norm = max abs column sum.
+  m_l1_norm = RealScalar(0);
+  // TODO move this code to SelfAdjointView
+  for (Index col = 0; col < size; ++col) {
+    RealScalar abs_col_sum;
+    if (_UpLo == Lower)
+      abs_col_sum = m_matrix.col(col).tail(size - col).template lpNorm<1>() + m_matrix.row(col).head(col).template lpNorm<1>();
+    else
+      abs_col_sum = m_matrix.col(col).head(col).template lpNorm<1>() + m_matrix.row(col).tail(size - col).template lpNorm<1>();
+    if (abs_col_sum > m_l1_norm)
+      m_l1_norm = abs_col_sum;
+  }
+
+  m_transpositions.resize(size);
+  m_isInitialized = false;
+  m_temporary.resize(size);
+  m_sign = internal::ZeroSign;
+
+  m_info = internal::ldlt_inplace<UpLo>::unblocked(m_matrix, m_transpositions, m_temporary, m_sign) ? Success : NumericalIssue;
+
+  m_isInitialized = true;
+  return *this;
+}
+
+/** Update the LDLT decomposition:  given A = L D L^T, efficiently compute the decomposition of A + sigma w w^T.
+ * \param w a vector to be incorporated into the decomposition.
+ * \param sigma a scalar, +1 for updates and -1 for "downdates," which correspond to removing previously-added column vectors. Optional; default value is +1.
+ * \sa setZero()
+  */
+template<typename MatrixType, int _UpLo>
+template<typename Derived>
+LDLT<MatrixType,_UpLo>& LDLT<MatrixType,_UpLo>::rankUpdate(const MatrixBase<Derived>& w, const typename LDLT<MatrixType,_UpLo>::RealScalar& sigma)
+{
+  typedef typename TranspositionType::StorageIndex IndexType;
+  const Index size = w.rows();
+  if (m_isInitialized)
+  {
+    eigen_assert(m_matrix.rows()==size);
+  }
+  else
+  {
+    m_matrix.resize(size,size);
+    m_matrix.setZero();
+    m_transpositions.resize(size);
+    for (Index i = 0; i < size; i++)
+      m_transpositions.coeffRef(i) = IndexType(i);
+    m_temporary.resize(size);
+    m_sign = sigma>=0 ? internal::PositiveSemiDef : internal::NegativeSemiDef;
+    m_isInitialized = true;
+  }
+
+  internal::ldlt_inplace<UpLo>::update(m_matrix, m_transpositions, m_temporary, w, sigma);
+
+  return *this;
+}
+
+#ifndef EIGEN_PARSED_BY_DOXYGEN
+template<typename _MatrixType, int _UpLo>
+template<typename RhsType, typename DstType>
+void LDLT<_MatrixType,_UpLo>::_solve_impl(const RhsType &rhs, DstType &dst) const
+{
+  _solve_impl_transposed<true>(rhs, dst);
+}
+
+template<typename _MatrixType,int _UpLo>
+template<bool Conjugate, typename RhsType, typename DstType>
+void LDLT<_MatrixType,_UpLo>::_solve_impl_transposed(const RhsType &rhs, DstType &dst) const
+{
+  // dst = P b
+  dst = m_transpositions * rhs;
+
+  // dst = L^-1 (P b)
+  // dst = L^-*T (P b)
+  matrixL().template conjugateIf<!Conjugate>().solveInPlace(dst);
+
+  // dst = D^-* (L^-1 P b)
+  // dst = D^-1 (L^-*T P b)
+  // more precisely, use pseudo-inverse of D (see bug 241)
+  using std::abs;
+  const typename Diagonal<const MatrixType>::RealReturnType vecD(vectorD());
+  // In some previous versions, tolerance was set to the max of 1/highest (or rather numeric_limits::min())
+  // and the maximal diagonal entry * epsilon as motivated by LAPACK's xGELSS:
+  // RealScalar tolerance = numext::maxi(vecD.array().abs().maxCoeff() * NumTraits<RealScalar>::epsilon(),RealScalar(1) / NumTraits<RealScalar>::highest());
+  // However, LDLT is not rank revealing, and so adjusting the tolerance wrt to the highest
+  // diagonal element is not well justified and leads to numerical issues in some cases.
+  // Moreover, Lapack's xSYTRS routines use 0 for the tolerance.
+  // Using numeric_limits::min() gives us more robustness to denormals.
+  RealScalar tolerance = (std::numeric_limits<RealScalar>::min)();
+  for (Index i = 0; i < vecD.size(); ++i)
+  {
+    if(abs(vecD(i)) > tolerance)
+      dst.row(i) /= vecD(i);
+    else
+      dst.row(i).setZero();
+  }
+
+  // dst = L^-* (D^-* L^-1 P b)
+  // dst = L^-T (D^-1 L^-*T P b)
+  matrixL().transpose().template conjugateIf<Conjugate>().solveInPlace(dst);
+
+  // dst = P^T (L^-* D^-* L^-1 P b) = A^-1 b
+  // dst = P^-T (L^-T D^-1 L^-*T P b) = A^-1 b
+  dst = m_transpositions.transpose() * dst;
+}
+#endif
+
+/** \internal use x = ldlt_object.solve(x);
+  *
+  * This is the \em in-place version of solve().
+  *
+  * \param bAndX represents both the right-hand side matrix b and result x.
+  *
+  * \returns true always! If you need to check for existence of solutions, use another decomposition like LU, QR, or SVD.
+  *
+  * This version avoids a copy when the right hand side matrix b is not
+  * needed anymore.
+  *
+  * \sa LDLT::solve(), MatrixBase::ldlt()
+  */
+template<typename MatrixType,int _UpLo>
+template<typename Derived>
+bool LDLT<MatrixType,_UpLo>::solveInPlace(MatrixBase<Derived> &bAndX) const
+{
+  eigen_assert(m_isInitialized && "LDLT is not initialized.");
+  eigen_assert(m_matrix.rows() == bAndX.rows());
+
+  bAndX = this->solve(bAndX);
+
+  return true;
+}
+
+/** \returns the matrix represented by the decomposition,
+ * i.e., it returns the product: P^T L D L^* P.
+ * This function is provided for debug purpose. */
+template<typename MatrixType, int _UpLo>
+MatrixType LDLT<MatrixType,_UpLo>::reconstructedMatrix() const
+{
+  eigen_assert(m_isInitialized && "LDLT is not initialized.");
+  const Index size = m_matrix.rows();
+  MatrixType res(size,size);
+
+  // P
+  res.setIdentity();
+  res = transpositionsP() * res;
+  // L^* P
+  res = matrixU() * res;
+  // D(L^*P)
+  res = vectorD().real().asDiagonal() * res;
+  // L(DL^*P)
+  res = matrixL() * res;
+  // P^T (LDL^*P)
+  res = transpositionsP().transpose() * res;
+
+  return res;
+}
+
+/** \cholesky_module
+  * \returns the Cholesky decomposition with full pivoting without square root of \c *this
+  * \sa MatrixBase::ldlt()
+  */
+template<typename MatrixType, unsigned int UpLo>
+inline const LDLT<typename SelfAdjointView<MatrixType, UpLo>::PlainObject, UpLo>
+SelfAdjointView<MatrixType, UpLo>::ldlt() const
+{
+  return LDLT<PlainObject,UpLo>(m_matrix);
+}
+
+/** \cholesky_module
+  * \returns the Cholesky decomposition with full pivoting without square root of \c *this
+  * \sa SelfAdjointView::ldlt()
+  */
+template<typename Derived>
+inline const LDLT<typename MatrixBase<Derived>::PlainObject>
+MatrixBase<Derived>::ldlt() const
+{
+  return LDLT<PlainObject>(derived());
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_LDLT_H

include/utils/Eigen/src/Cholesky/LLT.h

@@ -0,0 +1,558 @@
+// 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_LLT_H
+#define EIGEN_LLT_H
+
+namespace Eigen {
+
+namespace internal{
+
+template<typename _MatrixType, int _UpLo> struct traits<LLT<_MatrixType, _UpLo> >
+ : traits<_MatrixType>
+{
+  typedef MatrixXpr XprKind;
+  typedef SolverStorage StorageKind;
+  typedef int StorageIndex;
+  enum { Flags = 0 };
+};
+
+template<typename MatrixType, int UpLo> struct LLT_Traits;
+}
+
+/** \ingroup Cholesky_Module
+  *
+  * \class LLT
+  *
+  * \brief Standard Cholesky decomposition (LL^T) of a matrix and associated features
+  *
+  * \tparam _MatrixType the type of the matrix of which we are computing the LL^T Cholesky decomposition
+  * \tparam _UpLo the triangular part that will be used for the decompositon: Lower (default) or Upper.
+  *               The other triangular part won't be read.
+  *
+  * This class performs a LL^T Cholesky decomposition of a symmetric, positive definite
+  * matrix A such that A = LL^* = U^*U, where L is lower triangular.
+  *
+  * While the Cholesky decomposition is particularly useful to solve selfadjoint problems like  D^*D x = b,
+  * for that purpose, we recommend the Cholesky decomposition without square root which is more stable
+  * and even faster. Nevertheless, this standard Cholesky decomposition remains useful in many other
+  * situations like generalised eigen problems with hermitian matrices.
+  *
+  * Remember that Cholesky decompositions are not rank-revealing. This LLT decomposition is only stable on positive definite matrices,
+  * use LDLT instead for the semidefinite case. Also, do not use a Cholesky decomposition to determine whether a system of equations
+  * has a solution.
+  *
+  * Example: \include LLT_example.cpp
+  * Output: \verbinclude LLT_example.out
+  *
+  * \b Performance: for best performance, it is recommended to use a column-major storage format
+  * with the Lower triangular part (the default), or, equivalently, a row-major storage format
+  * with the Upper triangular part. Otherwise, you might get a 20% slowdown for the full factorization
+  * step, and rank-updates can be up to 3 times slower.
+  *
+  * This class supports the \link InplaceDecomposition inplace decomposition \endlink mechanism.
+  *
+  * Note that during the decomposition, only the lower (or upper, as defined by _UpLo) triangular part of A is considered.
+  * Therefore, the strict lower part does not have to store correct values.
+  *
+  * \sa MatrixBase::llt(), SelfAdjointView::llt(), class LDLT
+  */
+template<typename _MatrixType, int _UpLo> class LLT
+        : public SolverBase<LLT<_MatrixType, _UpLo> >
+{
+  public:
+    typedef _MatrixType MatrixType;
+    typedef SolverBase<LLT> Base;
+    friend class SolverBase<LLT>;
+
+    EIGEN_GENERIC_PUBLIC_INTERFACE(LLT)
+    enum {
+      MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
+    };
+
+    enum {
+      PacketSize = internal::packet_traits<Scalar>::size,
+      AlignmentMask = int(PacketSize)-1,
+      UpLo = _UpLo
+    };
+
+    typedef internal::LLT_Traits<MatrixType,UpLo> Traits;
+
+    /**
+      * \brief Default Constructor.
+      *
+      * The default constructor is useful in cases in which the user intends to
+      * perform decompositions via LLT::compute(const MatrixType&).
+      */
+    LLT() : m_matrix(), m_isInitialized(false) {}
+
+    /** \brief Default Constructor with memory preallocation
+      *
+      * Like the default constructor but with preallocation of the internal data
+      * according to the specified problem \a size.
+      * \sa LLT()
+      */
+    explicit LLT(Index size) : m_matrix(size, size),
+                    m_isInitialized(false) {}
+
+    template<typename InputType>
+    explicit LLT(const EigenBase<InputType>& matrix)
+      : m_matrix(matrix.rows(), matrix.cols()),
+        m_isInitialized(false)
+    {
+      compute(matrix.derived());
+    }
+
+    /** \brief Constructs a LLT factorization from a given matrix
+      *
+      * This overloaded constructor is provided for \link InplaceDecomposition inplace decomposition \endlink when
+      * \c MatrixType is a Eigen::Ref.
+      *
+      * \sa LLT(const EigenBase&)
+      */
+    template<typename InputType>
+    explicit LLT(EigenBase<InputType>& matrix)
+      : m_matrix(matrix.derived()),
+        m_isInitialized(false)
+    {
+      compute(matrix.derived());
+    }
+
+    /** \returns a view of the upper triangular matrix U */
+    inline typename Traits::MatrixU matrixU() const
+    {
+      eigen_assert(m_isInitialized && "LLT is not initialized.");
+      return Traits::getU(m_matrix);
+    }
+
+    /** \returns a view of the lower triangular matrix L */
+    inline typename Traits::MatrixL matrixL() const
+    {
+      eigen_assert(m_isInitialized && "LLT is not initialized.");
+      return Traits::getL(m_matrix);
+    }
+
+    #ifdef EIGEN_PARSED_BY_DOXYGEN
+    /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A.
+      *
+      * Since this LLT class assumes anyway that the matrix A is invertible, the solution
+      * theoretically exists and is unique regardless of b.
+      *
+      * Example: \include LLT_solve.cpp
+      * Output: \verbinclude LLT_solve.out
+      *
+      * \sa solveInPlace(), MatrixBase::llt(), SelfAdjointView::llt()
+      */
+    template<typename Rhs>
+    inline const Solve<LLT, Rhs>
+    solve(const MatrixBase<Rhs>& b) const;
+    #endif
+
+    template<typename Derived>
+    void solveInPlace(const MatrixBase<Derived> &bAndX) const;
+
+    template<typename InputType>
+    LLT& compute(const EigenBase<InputType>& matrix);
+
+    /** \returns an estimate of the reciprocal condition number of the matrix of
+      *  which \c *this is the Cholesky decomposition.
+      */
+    RealScalar rcond() const
+    {
+      eigen_assert(m_isInitialized && "LLT is not initialized.");
+      eigen_assert(m_info == Success && "LLT failed because matrix appears to be negative");
+      return internal::rcond_estimate_helper(m_l1_norm, *this);
+    }
+
+    /** \returns the LLT decomposition matrix
+      *
+      * TODO: document the storage layout
+      */
+    inline const MatrixType& matrixLLT() const
+    {
+      eigen_assert(m_isInitialized && "LLT is not initialized.");
+      return m_matrix;
+    }
+
+    MatrixType reconstructedMatrix() const;
+
+
+    /** \brief Reports whether previous computation was successful.
+      *
+      * \returns \c Success if computation was successful,
+      *          \c NumericalIssue if the matrix.appears not to be positive definite.
+      */
+    ComputationInfo info() const
+    {
+      eigen_assert(m_isInitialized && "LLT is not initialized.");
+      return m_info;
+    }
+
+    /** \returns the adjoint of \c *this, that is, a const reference to the decomposition itself as the underlying matrix is self-adjoint.
+      *
+      * This method is provided for compatibility with other matrix decompositions, thus enabling generic code such as:
+      * \code x = decomposition.adjoint().solve(b) \endcode
+      */
+    const LLT& adjoint() const EIGEN_NOEXCEPT { return *this; };
+
+    inline EIGEN_CONSTEXPR Index rows() const EIGEN_NOEXCEPT { return m_matrix.rows(); }
+    inline EIGEN_CONSTEXPR Index cols() const EIGEN_NOEXCEPT { return m_matrix.cols(); }
+
+    template<typename VectorType>
+    LLT & rankUpdate(const VectorType& vec, const RealScalar& sigma = 1);
+
+    #ifndef EIGEN_PARSED_BY_DOXYGEN
+    template<typename RhsType, typename DstType>
+    void _solve_impl(const RhsType &rhs, DstType &dst) const;
+
+    template<bool Conjugate, typename RhsType, typename DstType>
+    void _solve_impl_transposed(const RhsType &rhs, DstType &dst) const;
+    #endif
+
+  protected:
+
+    static void check_template_parameters()
+    {
+      EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar);
+    }
+
+    /** \internal
+      * Used to compute and store L
+      * The strict upper part is not used and even not initialized.
+      */
+    MatrixType m_matrix;
+    RealScalar m_l1_norm;
+    bool m_isInitialized;
+    ComputationInfo m_info;
+};
+
+namespace internal {
+
+template<typename Scalar, int UpLo> struct llt_inplace;
+
+template<typename MatrixType, typename VectorType>
+static Index llt_rank_update_lower(MatrixType& mat, const VectorType& vec, const typename MatrixType::RealScalar& sigma)
+{
+  using std::sqrt;
+  typedef typename MatrixType::Scalar Scalar;
+  typedef typename MatrixType::RealScalar RealScalar;
+  typedef typename MatrixType::ColXpr ColXpr;
+  typedef typename internal::remove_all<ColXpr>::type ColXprCleaned;
+  typedef typename ColXprCleaned::SegmentReturnType ColXprSegment;
+  typedef Matrix<Scalar,Dynamic,1> TempVectorType;
+  typedef typename TempVectorType::SegmentReturnType TempVecSegment;
+
+  Index n = mat.cols();
+  eigen_assert(mat.rows()==n && vec.size()==n);
+
+  TempVectorType temp;
+
+  if(sigma>0)
+  {
+    // This version is based on Givens rotations.
+    // It is faster than the other one below, but only works for updates,
+    // i.e., for sigma > 0
+    temp = sqrt(sigma) * vec;
+
+    for(Index i=0; i<n; ++i)
+    {
+      JacobiRotation<Scalar> g;
+      g.makeGivens(mat(i,i), -temp(i), &mat(i,i));
+
+      Index rs = n-i-1;
+      if(rs>0)
+      {
+        ColXprSegment x(mat.col(i).tail(rs));
+        TempVecSegment y(temp.tail(rs));
+        apply_rotation_in_the_plane(x, y, g);
+      }
+    }
+  }
+  else
+  {
+    temp = vec;
+    RealScalar beta = 1;
+    for(Index j=0; j<n; ++j)
+    {
+      RealScalar Ljj = numext::real(mat.coeff(j,j));
+      RealScalar dj = numext::abs2(Ljj);
+      Scalar wj = temp.coeff(j);
+      RealScalar swj2 = sigma*numext::abs2(wj);
+      RealScalar gamma = dj*beta + swj2;
+
+      RealScalar x = dj + swj2/beta;
+      if (x<=RealScalar(0))
+        return j;
+      RealScalar nLjj = sqrt(x);
+      mat.coeffRef(j,j) = nLjj;
+      beta += swj2/dj;
+
+      // Update the terms of L
+      Index rs = n-j-1;
+      if(rs)
+      {
+        temp.tail(rs) -= (wj/Ljj) * mat.col(j).tail(rs);
+        if(gamma != 0)
+          mat.col(j).tail(rs) = (nLjj/Ljj) * mat.col(j).tail(rs) + (nLjj * sigma*numext::conj(wj)/gamma)*temp.tail(rs);
+      }
+    }
+  }
+  return -1;
+}
+
+template<typename Scalar> struct llt_inplace<Scalar, Lower>
+{
+  typedef typename NumTraits<Scalar>::Real RealScalar;
+  template<typename MatrixType>
+  static Index unblocked(MatrixType& mat)
+  {
+    using std::sqrt;
+
+    eigen_assert(mat.rows()==mat.cols());
+    const Index size = mat.rows();
+    for(Index k = 0; k < size; ++k)
+    {
+      Index rs = size-k-1; // remaining size
+
+      Block<MatrixType,Dynamic,1> A21(mat,k+1,k,rs,1);
+      Block<MatrixType,1,Dynamic> A10(mat,k,0,1,k);
+      Block<MatrixType,Dynamic,Dynamic> A20(mat,k+1,0,rs,k);
+
+      RealScalar x = numext::real(mat.coeff(k,k));
+      if (k>0) x -= A10.squaredNorm();
+      if (x<=RealScalar(0))
+        return k;
+      mat.coeffRef(k,k) = x = sqrt(x);
+      if (k>0 && rs>0) A21.noalias() -= A20 * A10.adjoint();
+      if (rs>0) A21 /= x;
+    }
+    return -1;
+  }
+
+  template<typename MatrixType>
+  static Index blocked(MatrixType& m)
+  {
+    eigen_assert(m.rows()==m.cols());
+    Index size = m.rows();
+    if(size<32)
+      return unblocked(m);
+
+    Index blockSize = size/8;
+    blockSize = (blockSize/16)*16;
+    blockSize = (std::min)((std::max)(blockSize,Index(8)), Index(128));
+
+    for (Index k=0; k<size; k+=blockSize)
+    {
+      // partition the matrix:
+      //       A00 |  -  |  -
+      // lu  = A10 | A11 |  -
+      //       A20 | A21 | A22
+      Index bs = (std::min)(blockSize, size-k);
+      Index rs = size - k - bs;
+      Block<MatrixType,Dynamic,Dynamic> A11(m,k,   k,   bs,bs);
+      Block<MatrixType,Dynamic,Dynamic> A21(m,k+bs,k,   rs,bs);
+      Block<MatrixType,Dynamic,Dynamic> A22(m,k+bs,k+bs,rs,rs);
+
+      Index ret;
+      if((ret=unblocked(A11))>=0) return k+ret;
+      if(rs>0) A11.adjoint().template triangularView<Upper>().template solveInPlace<OnTheRight>(A21);
+      if(rs>0) A22.template selfadjointView<Lower>().rankUpdate(A21,typename NumTraits<RealScalar>::Literal(-1)); // bottleneck
+    }
+    return -1;
+  }
+
+  template<typename MatrixType, typename VectorType>
+  static Index rankUpdate(MatrixType& mat, const VectorType& vec, const RealScalar& sigma)
+  {
+    return Eigen::internal::llt_rank_update_lower(mat, vec, sigma);
+  }
+};
+
+template<typename Scalar> struct llt_inplace<Scalar, Upper>
+{
+  typedef typename NumTraits<Scalar>::Real RealScalar;
+
+  template<typename MatrixType>
+  static EIGEN_STRONG_INLINE Index unblocked(MatrixType& mat)
+  {
+    Transpose<MatrixType> matt(mat);
+    return llt_inplace<Scalar, Lower>::unblocked(matt);
+  }
+  template<typename MatrixType>
+  static EIGEN_STRONG_INLINE Index blocked(MatrixType& mat)
+  {
+    Transpose<MatrixType> matt(mat);
+    return llt_inplace<Scalar, Lower>::blocked(matt);
+  }
+  template<typename MatrixType, typename VectorType>
+  static Index rankUpdate(MatrixType& mat, const VectorType& vec, const RealScalar& sigma)
+  {
+    Transpose<MatrixType> matt(mat);
+    return llt_inplace<Scalar, Lower>::rankUpdate(matt, vec.conjugate(), sigma);
+  }
+};
+
+template<typename MatrixType> struct LLT_Traits<MatrixType,Lower>
+{
+  typedef const TriangularView<const MatrixType, Lower> MatrixL;
+  typedef const TriangularView<const typename MatrixType::AdjointReturnType, Upper> MatrixU;
+  static inline MatrixL getL(const MatrixType& m) { return MatrixL(m); }
+  static inline MatrixU getU(const MatrixType& m) { return MatrixU(m.adjoint()); }
+  static bool inplace_decomposition(MatrixType& m)
+  { return llt_inplace<typename MatrixType::Scalar, Lower>::blocked(m)==-1; }
+};
+
+template<typename MatrixType> struct LLT_Traits<MatrixType,Upper>
+{
+  typedef const TriangularView<const typename MatrixType::AdjointReturnType, Lower> MatrixL;
+  typedef const TriangularView<const MatrixType, Upper> MatrixU;
+  static inline MatrixL getL(const MatrixType& m) { return MatrixL(m.adjoint()); }
+  static inline MatrixU getU(const MatrixType& m) { return MatrixU(m); }
+  static bool inplace_decomposition(MatrixType& m)
+  { return llt_inplace<typename MatrixType::Scalar, Upper>::blocked(m)==-1; }
+};
+
+} // end namespace internal
+
+/** Computes / recomputes the Cholesky decomposition A = LL^* = U^*U of \a matrix
+  *
+  * \returns a reference to *this
+  *
+  * Example: \include TutorialLinAlgComputeTwice.cpp
+  * Output: \verbinclude TutorialLinAlgComputeTwice.out
+  */
+template<typename MatrixType, int _UpLo>
+template<typename InputType>
+LLT<MatrixType,_UpLo>& LLT<MatrixType,_UpLo>::compute(const EigenBase<InputType>& a)
+{
+  check_template_parameters();
+
+  eigen_assert(a.rows()==a.cols());
+  const Index size = a.rows();
+  m_matrix.resize(size, size);
+  if (!internal::is_same_dense(m_matrix, a.derived()))
+    m_matrix = a.derived();
+
+  // Compute matrix L1 norm = max abs column sum.
+  m_l1_norm = RealScalar(0);
+  // TODO move this code to SelfAdjointView
+  for (Index col = 0; col < size; ++col) {
+    RealScalar abs_col_sum;
+    if (_UpLo == Lower)
+      abs_col_sum = m_matrix.col(col).tail(size - col).template lpNorm<1>() + m_matrix.row(col).head(col).template lpNorm<1>();
+    else
+      abs_col_sum = m_matrix.col(col).head(col).template lpNorm<1>() + m_matrix.row(col).tail(size - col).template lpNorm<1>();
+    if (abs_col_sum > m_l1_norm)
+      m_l1_norm = abs_col_sum;
+  }
+
+  m_isInitialized = true;
+  bool ok = Traits::inplace_decomposition(m_matrix);
+  m_info = ok ? Success : NumericalIssue;
+
+  return *this;
+}
+
+/** Performs a rank one update (or dowdate) of the current decomposition.
+  * If A = LL^* before the rank one update,
+  * then after it we have LL^* = A + sigma * v v^* where \a v must be a vector
+  * of same dimension.
+  */
+template<typename _MatrixType, int _UpLo>
+template<typename VectorType>
+LLT<_MatrixType,_UpLo> & LLT<_MatrixType,_UpLo>::rankUpdate(const VectorType& v, const RealScalar& sigma)
+{
+  EIGEN_STATIC_ASSERT_VECTOR_ONLY(VectorType);
+  eigen_assert(v.size()==m_matrix.cols());
+  eigen_assert(m_isInitialized);
+  if(internal::llt_inplace<typename MatrixType::Scalar, UpLo>::rankUpdate(m_matrix,v,sigma)>=0)
+    m_info = NumericalIssue;
+  else
+    m_info = Success;
+
+  return *this;
+}
+
+#ifndef EIGEN_PARSED_BY_DOXYGEN
+template<typename _MatrixType,int _UpLo>
+template<typename RhsType, typename DstType>
+void LLT<_MatrixType,_UpLo>::_solve_impl(const RhsType &rhs, DstType &dst) const
+{
+  _solve_impl_transposed<true>(rhs, dst);
+}
+
+template<typename _MatrixType,int _UpLo>
+template<bool Conjugate, typename RhsType, typename DstType>
+void LLT<_MatrixType,_UpLo>::_solve_impl_transposed(const RhsType &rhs, DstType &dst) const
+{
+    dst = rhs;
+
+    matrixL().template conjugateIf<!Conjugate>().solveInPlace(dst);
+    matrixU().template conjugateIf<!Conjugate>().solveInPlace(dst);
+}
+#endif
+
+/** \internal use x = llt_object.solve(x);
+  *
+  * This is the \em in-place version of solve().
+  *
+  * \param bAndX represents both the right-hand side matrix b and result x.
+  *
+  * This version avoids a copy when the right hand side matrix b is not needed anymore.
+  *
+  * \warning The parameter is only marked 'const' to make the C++ compiler accept a temporary expression here.
+  * This function will const_cast it, so constness isn't honored here.
+  *
+  * \sa LLT::solve(), MatrixBase::llt()
+  */
+template<typename MatrixType, int _UpLo>
+template<typename Derived>
+void LLT<MatrixType,_UpLo>::solveInPlace(const MatrixBase<Derived> &bAndX) const
+{
+  eigen_assert(m_isInitialized && "LLT is not initialized.");
+  eigen_assert(m_matrix.rows()==bAndX.rows());
+  matrixL().solveInPlace(bAndX);
+  matrixU().solveInPlace(bAndX);
+}
+
+/** \returns the matrix represented by the decomposition,
+ * i.e., it returns the product: L L^*.
+ * This function is provided for debug purpose. */
+template<typename MatrixType, int _UpLo>
+MatrixType LLT<MatrixType,_UpLo>::reconstructedMatrix() const
+{
+  eigen_assert(m_isInitialized && "LLT is not initialized.");
+  return matrixL() * matrixL().adjoint().toDenseMatrix();
+}
+
+/** \cholesky_module
+  * \returns the LLT decomposition of \c *this
+  * \sa SelfAdjointView::llt()
+  */
+template<typename Derived>
+inline const LLT<typename MatrixBase<Derived>::PlainObject>
+MatrixBase<Derived>::llt() const
+{
+  return LLT<PlainObject>(derived());
+}
+
+/** \cholesky_module
+  * \returns the LLT decomposition of \c *this
+  * \sa SelfAdjointView::llt()
+  */
+template<typename MatrixType, unsigned int UpLo>
+inline const LLT<typename SelfAdjointView<MatrixType, UpLo>::PlainObject, UpLo>
+SelfAdjointView<MatrixType, UpLo>::llt() const
+{
+  return LLT<PlainObject,UpLo>(m_matrix);
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_LLT_H

include/utils/Eigen/src/Cholesky/LLT_LAPACKE.h

@@ -0,0 +1,99 @@
+/*
+ Copyright (c) 2011, Intel Corporation. All rights reserved.
+
+ Redistribution and use in source and binary forms, with or without modification,
+ are permitted provided that the following conditions are met:
+
+ * Redistributions of source code must retain the above copyright notice, this
+   list of conditions and the following disclaimer.
+ * 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.
+ * Neither the name of Intel Corporation nor the names of its contributors may
+   be used to endorse or promote products derived from this software without
+   specific prior written permission.
+
+ THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
+ ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
+ WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
+ DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
+ ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
+ (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
+ LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
+ ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
+ (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
+ SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+
+ ********************************************************************************
+ *   Content : Eigen bindings to LAPACKe
+ *     LLt decomposition based on LAPACKE_?potrf function.
+ ********************************************************************************
+*/
+
+#ifndef EIGEN_LLT_LAPACKE_H
+#define EIGEN_LLT_LAPACKE_H
+
+namespace Eigen { 
+
+namespace internal {
+
+template<typename Scalar> struct lapacke_llt;
+
+#define EIGEN_LAPACKE_LLT(EIGTYPE, BLASTYPE, LAPACKE_PREFIX) \
+template<> struct lapacke_llt<EIGTYPE> \
+{ \
+  template<typename MatrixType> \
+  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 = 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 = convert_index<lapack_int>(m.outerStride()); \
+\
+    info = LAPACKE_##LAPACKE_PREFIX##potrf( matrix_order, uplo, size, (BLASTYPE*)a, lda ); \
+    info = (info==0) ? -1 : info>0 ? info-1 : size; \
+    return info; \
+  } \
+}; \
+template<> struct llt_inplace<EIGTYPE, Lower> \
+{ \
+  template<typename MatrixType> \
+  static Index blocked(MatrixType& m) \
+  { \
+    return lapacke_llt<EIGTYPE>::potrf(m, 'L'); \
+  } \
+  template<typename MatrixType, typename VectorType> \
+  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 Index blocked(MatrixType& m) \
+  { \
+    return lapacke_llt<EIGTYPE>::potrf(m, 'U'); \
+  } \
+  template<typename MatrixType, typename VectorType> \
+  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_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_LAPACKE_H

include/utils/Eigen/src/CholmodSupport/CholmodSupport.h

@@ -0,0 +1,682 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2010 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_CHOLMODSUPPORT_H
+#define EIGEN_CHOLMODSUPPORT_H
+
+namespace Eigen {
+
+namespace internal {
+
+template<typename Scalar> struct cholmod_configure_matrix;
+
+template<> struct cholmod_configure_matrix<double> {
+  template<typename CholmodType>
+  static void run(CholmodType& mat) {
+    mat.xtype = CHOLMOD_REAL;
+    mat.dtype = CHOLMOD_DOUBLE;
+  }
+};
+
+template<> struct cholmod_configure_matrix<std::complex<double> > {
+  template<typename CholmodType>
+  static void run(CholmodType& mat) {
+    mat.xtype = CHOLMOD_COMPLEX;
+    mat.dtype = CHOLMOD_DOUBLE;
+  }
+};
+
+// Other scalar types are not yet supported by Cholmod
+// template<> struct cholmod_configure_matrix<float> {
+//   template<typename CholmodType>
+//   static void run(CholmodType& mat) {
+//     mat.xtype = CHOLMOD_REAL;
+//     mat.dtype = CHOLMOD_SINGLE;
+//   }
+// };
+//
+// template<> struct cholmod_configure_matrix<std::complex<float> > {
+//   template<typename CholmodType>
+//   static void run(CholmodType& mat) {
+//     mat.xtype = CHOLMOD_COMPLEX;
+//     mat.dtype = CHOLMOD_SINGLE;
+//   }
+// };
+
+} // namespace internal
+
+/** Wraps the Eigen sparse matrix \a mat into a Cholmod sparse matrix object.
+  * Note that the data are shared.
+  */
+template<typename _Scalar, int _Options, typename _StorageIndex>
+cholmod_sparse viewAsCholmod(Ref<SparseMatrix<_Scalar,_Options,_StorageIndex> > mat)
+{
+  cholmod_sparse res;
+  res.nzmax   = mat.nonZeros();
+  res.nrow    = mat.rows();
+  res.ncol    = mat.cols();
+  res.p       = mat.outerIndexPtr();
+  res.i       = mat.innerIndexPtr();
+  res.x       = mat.valuePtr();
+  res.z       = 0;
+  res.sorted  = 1;
+  if(mat.isCompressed())
+  {
+    res.packed  = 1;
+    res.nz = 0;
+  }
+  else
+  {
+    res.packed  = 0;
+    res.nz = mat.innerNonZeroPtr();
+  }
+
+  res.dtype   = 0;
+  res.stype   = -1;
+
+  if (internal::is_same<_StorageIndex,int>::value)
+  {
+    res.itype = CHOLMOD_INT;
+  }
+  else if (internal::is_same<_StorageIndex,SuiteSparse_long>::value)
+  {
+    res.itype = CHOLMOD_LONG;
+  }
+  else
+  {
+    eigen_assert(false && "Index type not supported yet");
+  }
+
+  // setup res.xtype
+  internal::cholmod_configure_matrix<_Scalar>::run(res);
+
+  res.stype = 0;
+
+  return res;
+}
+
+template<typename _Scalar, int _Options, typename _Index>
+const cholmod_sparse viewAsCholmod(const SparseMatrix<_Scalar,_Options,_Index>& mat)
+{
+  cholmod_sparse res = viewAsCholmod(Ref<SparseMatrix<_Scalar,_Options,_Index> >(mat.const_cast_derived()));
+  return res;
+}
+
+template<typename _Scalar, int _Options, typename _Index>
+const cholmod_sparse viewAsCholmod(const SparseVector<_Scalar,_Options,_Index>& mat)
+{
+  cholmod_sparse res = viewAsCholmod(Ref<SparseMatrix<_Scalar,_Options,_Index> >(mat.const_cast_derived()));
+  return res;
+}
+
+/** Returns a view of the Eigen sparse matrix \a mat as Cholmod sparse matrix.
+  * The data are not copied but shared. */
+template<typename _Scalar, int _Options, typename _Index, unsigned int UpLo>
+cholmod_sparse viewAsCholmod(const SparseSelfAdjointView<const SparseMatrix<_Scalar,_Options,_Index>, UpLo>& mat)
+{
+  cholmod_sparse res = viewAsCholmod(Ref<SparseMatrix<_Scalar,_Options,_Index> >(mat.matrix().const_cast_derived()));
+
+  if(UpLo==Upper) res.stype =  1;
+  if(UpLo==Lower) res.stype = -1;
+  // swap stype for rowmajor matrices (only works for real matrices)
+  EIGEN_STATIC_ASSERT((_Options & RowMajorBit) == 0 || NumTraits<_Scalar>::IsComplex == 0, THIS_METHOD_IS_ONLY_FOR_COLUMN_MAJOR_MATRICES);
+  if(_Options & RowMajorBit) res.stype *=-1;
+
+  return res;
+}
+
+/** Returns a view of the Eigen \b dense matrix \a mat as Cholmod dense matrix.
+  * The data are not copied but shared. */
+template<typename Derived>
+cholmod_dense viewAsCholmod(MatrixBase<Derived>& mat)
+{
+  EIGEN_STATIC_ASSERT((internal::traits<Derived>::Flags&RowMajorBit)==0,THIS_METHOD_IS_ONLY_FOR_COLUMN_MAJOR_MATRICES);
+  typedef typename Derived::Scalar Scalar;
+
+  cholmod_dense res;
+  res.nrow   = mat.rows();
+  res.ncol   = mat.cols();
+  res.nzmax  = res.nrow * res.ncol;
+  res.d      = Derived::IsVectorAtCompileTime ? mat.derived().size() : mat.derived().outerStride();
+  res.x      = (void*)(mat.derived().data());
+  res.z      = 0;
+
+  internal::cholmod_configure_matrix<Scalar>::run(res);
+
+  return res;
+}
+
+/** Returns a view of the Cholmod sparse matrix \a cm as an Eigen sparse matrix.
+  * The data are not copied but shared. */
+template<typename Scalar, int Flags, typename StorageIndex>
+MappedSparseMatrix<Scalar,Flags,StorageIndex> viewAsEigen(cholmod_sparse& cm)
+{
+  return MappedSparseMatrix<Scalar,Flags,StorageIndex>
+         (cm.nrow, cm.ncol, static_cast<StorageIndex*>(cm.p)[cm.ncol],
+          static_cast<StorageIndex*>(cm.p), static_cast<StorageIndex*>(cm.i),static_cast<Scalar*>(cm.x) );
+}
+
+namespace internal {
+
+// template specializations for int and long that call the correct cholmod method
+
+#define EIGEN_CHOLMOD_SPECIALIZE0(ret, name) \
+    template<typename _StorageIndex> inline ret cm_ ## name       (cholmod_common &Common) { return cholmod_ ## name   (&Common); } \
+    template<>                       inline ret cm_ ## name<SuiteSparse_long> (cholmod_common &Common) { return cholmod_l_ ## name (&Common); }
+
+#define EIGEN_CHOLMOD_SPECIALIZE1(ret, name, t1, a1) \
+    template<typename _StorageIndex> inline ret cm_ ## name       (t1& a1, cholmod_common &Common) { return cholmod_ ## name   (&a1, &Common); } \
+    template<>                       inline ret cm_ ## name<SuiteSparse_long> (t1& a1, cholmod_common &Common) { return cholmod_l_ ## name (&a1, &Common); }
+
+EIGEN_CHOLMOD_SPECIALIZE0(int, start)
+EIGEN_CHOLMOD_SPECIALIZE0(int, finish)
+
+EIGEN_CHOLMOD_SPECIALIZE1(int, free_factor, cholmod_factor*, L)
+EIGEN_CHOLMOD_SPECIALIZE1(int, free_dense,  cholmod_dense*,  X)
+EIGEN_CHOLMOD_SPECIALIZE1(int, free_sparse, cholmod_sparse*, A)
+
+EIGEN_CHOLMOD_SPECIALIZE1(cholmod_factor*, analyze, cholmod_sparse, A)
+
+template<typename _StorageIndex> inline cholmod_dense*  cm_solve         (int sys, cholmod_factor& L, cholmod_dense&  B, cholmod_common &Common) { return cholmod_solve     (sys, &L, &B, &Common); }
+template<>                       inline cholmod_dense*  cm_solve<SuiteSparse_long>   (int sys, cholmod_factor& L, cholmod_dense&  B, cholmod_common &Common) { return cholmod_l_solve   (sys, &L, &B, &Common); }
+
+template<typename _StorageIndex> inline cholmod_sparse* cm_spsolve       (int sys, cholmod_factor& L, cholmod_sparse& B, cholmod_common &Common) { return cholmod_spsolve   (sys, &L, &B, &Common); }
+template<>                       inline cholmod_sparse* cm_spsolve<SuiteSparse_long> (int sys, cholmod_factor& L, cholmod_sparse& B, cholmod_common &Common) { return cholmod_l_spsolve (sys, &L, &B, &Common); }
+
+template<typename _StorageIndex>
+inline int  cm_factorize_p       (cholmod_sparse*  A, double beta[2], _StorageIndex* fset, std::size_t fsize, cholmod_factor* L, cholmod_common &Common) { return cholmod_factorize_p   (A, beta, fset, fsize, L, &Common); }
+template<>
+inline int  cm_factorize_p<SuiteSparse_long> (cholmod_sparse*  A, double beta[2], SuiteSparse_long* fset,          std::size_t fsize, cholmod_factor* L, cholmod_common &Common) { return cholmod_l_factorize_p (A, beta, fset, fsize, L, &Common); }
+
+#undef EIGEN_CHOLMOD_SPECIALIZE0
+#undef EIGEN_CHOLMOD_SPECIALIZE1
+
+}  // namespace internal
+
+
+enum CholmodMode {
+  CholmodAuto, CholmodSimplicialLLt, CholmodSupernodalLLt, CholmodLDLt
+};
+
+
+/** \ingroup CholmodSupport_Module
+  * \class CholmodBase
+  * \brief The base class for the direct Cholesky factorization of Cholmod
+  * \sa class CholmodSupernodalLLT, class CholmodSimplicialLDLT, class CholmodSimplicialLLT
+  */
+template<typename _MatrixType, int _UpLo, typename Derived>
+class CholmodBase : public SparseSolverBase<Derived>
+{
+  protected:
+    typedef SparseSolverBase<Derived> Base;
+    using Base::derived;
+    using Base::m_isInitialized;
+  public:
+    typedef _MatrixType MatrixType;
+    enum { UpLo = _UpLo };
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename MatrixType::RealScalar RealScalar;
+    typedef MatrixType CholMatrixType;
+    typedef typename MatrixType::StorageIndex StorageIndex;
+    enum {
+      ColsAtCompileTime = MatrixType::ColsAtCompileTime,
+      MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
+    };
+
+  public:
+
+    CholmodBase()
+      : m_cholmodFactor(0), m_info(Success), m_factorizationIsOk(false), m_analysisIsOk(false)
+    {
+      EIGEN_STATIC_ASSERT((internal::is_same<double,RealScalar>::value), CHOLMOD_SUPPORTS_DOUBLE_PRECISION_ONLY);
+      m_shiftOffset[0] = m_shiftOffset[1] = 0.0;
+      internal::cm_start<StorageIndex>(m_cholmod);
+    }
+
+    explicit CholmodBase(const MatrixType& matrix)
+      : m_cholmodFactor(0), m_info(Success), m_factorizationIsOk(false), m_analysisIsOk(false)
+    {
+      EIGEN_STATIC_ASSERT((internal::is_same<double,RealScalar>::value), CHOLMOD_SUPPORTS_DOUBLE_PRECISION_ONLY);
+      m_shiftOffset[0] = m_shiftOffset[1] = 0.0;
+      internal::cm_start<StorageIndex>(m_cholmod);
+      compute(matrix);
+    }
+
+    ~CholmodBase()
+    {
+      if(m_cholmodFactor)
+        internal::cm_free_factor<StorageIndex>(m_cholmodFactor, m_cholmod);
+      internal::cm_finish<StorageIndex>(m_cholmod);
+    }
+
+    inline StorageIndex cols() const { return internal::convert_index<StorageIndex, Index>(m_cholmodFactor->n); }
+    inline StorageIndex rows() const { return internal::convert_index<StorageIndex, Index>(m_cholmodFactor->n); }
+
+    /** \brief Reports whether previous computation was successful.
+      *
+      * \returns \c Success if computation was successful,
+      *          \c NumericalIssue if the matrix.appears to be negative.
+      */
+    ComputationInfo info() const
+    {
+      eigen_assert(m_isInitialized && "Decomposition is not initialized.");
+      return m_info;
+    }
+
+    /** Computes the sparse Cholesky decomposition of \a matrix */
+    Derived& compute(const MatrixType& matrix)
+    {
+      analyzePattern(matrix);
+      factorize(matrix);
+      return derived();
+    }
+
+    /** Performs a symbolic decomposition on the sparsity pattern of \a matrix.
+      *
+      * This function is particularly useful when solving for several problems having the same structure.
+      *
+      * \sa factorize()
+      */
+    void analyzePattern(const MatrixType& matrix)
+    {
+      if(m_cholmodFactor)
+      {
+        internal::cm_free_factor<StorageIndex>(m_cholmodFactor, m_cholmod);
+        m_cholmodFactor = 0;
+      }
+      cholmod_sparse A = viewAsCholmod(matrix.template selfadjointView<UpLo>());
+      m_cholmodFactor = internal::cm_analyze<StorageIndex>(A, m_cholmod);
+
+      this->m_isInitialized = true;
+      this->m_info = Success;
+      m_analysisIsOk = true;
+      m_factorizationIsOk = false;
+    }
+
+    /** Performs a numeric decomposition of \a matrix
+      *
+      * The given matrix must have the same sparsity pattern as the matrix on which the symbolic decomposition has been performed.
+      *
+      * \sa analyzePattern()
+      */
+    void factorize(const MatrixType& matrix)
+    {
+      eigen_assert(m_analysisIsOk && "You must first call analyzePattern()");
+      cholmod_sparse A = viewAsCholmod(matrix.template selfadjointView<UpLo>());
+      internal::cm_factorize_p<StorageIndex>(&A, m_shiftOffset, 0, 0, m_cholmodFactor, m_cholmod);
+
+      // If the factorization failed, minor is the column at which it did. On success minor == n.
+      this->m_info = (m_cholmodFactor->minor == m_cholmodFactor->n ? Success : NumericalIssue);
+      m_factorizationIsOk = true;
+    }
+
+    /** Returns a reference to the Cholmod's configuration structure to get a full control over the performed operations.
+     *  See the Cholmod user guide for details. */
+    cholmod_common& cholmod() { return m_cholmod; }
+
+    #ifndef EIGEN_PARSED_BY_DOXYGEN
+    /** \internal */
+    template<typename Rhs,typename Dest>
+    void _solve_impl(const MatrixBase<Rhs> &b, MatrixBase<Dest> &dest) const
+    {
+      eigen_assert(m_factorizationIsOk && "The decomposition is not in a valid state for solving, you must first call either compute() or symbolic()/numeric()");
+      const Index size = m_cholmodFactor->n;
+      EIGEN_UNUSED_VARIABLE(size);
+      eigen_assert(size==b.rows());
+
+      // Cholmod needs column-major storage without inner-stride, which corresponds to the default behavior of Ref.
+      Ref<const Matrix<typename Rhs::Scalar,Dynamic,Dynamic,ColMajor> > b_ref(b.derived());
+
+      cholmod_dense b_cd = viewAsCholmod(b_ref);
+      cholmod_dense* x_cd = internal::cm_solve<StorageIndex>(CHOLMOD_A, *m_cholmodFactor, b_cd, m_cholmod);
+      if(!x_cd)
+      {
+        this->m_info = NumericalIssue;
+        return;
+      }
+      // TODO optimize this copy by swapping when possible (be careful with alignment, etc.)
+      // NOTE Actually, the copy can be avoided by calling cholmod_solve2 instead of cholmod_solve
+      dest = Matrix<Scalar,Dest::RowsAtCompileTime,Dest::ColsAtCompileTime>::Map(reinterpret_cast<Scalar*>(x_cd->x),b.rows(),b.cols());
+      internal::cm_free_dense<StorageIndex>(x_cd, m_cholmod);
+    }
+
+    /** \internal */
+    template<typename RhsDerived, typename DestDerived>
+    void _solve_impl(const SparseMatrixBase<RhsDerived> &b, SparseMatrixBase<DestDerived> &dest) const
+    {
+      eigen_assert(m_factorizationIsOk && "The decomposition is not in a valid state for solving, you must first call either compute() or symbolic()/numeric()");
+      const Index size = m_cholmodFactor->n;
+      EIGEN_UNUSED_VARIABLE(size);
+      eigen_assert(size==b.rows());
+
+      // note: cs stands for Cholmod Sparse
+      Ref<SparseMatrix<typename RhsDerived::Scalar,ColMajor,typename RhsDerived::StorageIndex> > b_ref(b.const_cast_derived());
+      cholmod_sparse b_cs = viewAsCholmod(b_ref);
+      cholmod_sparse* x_cs = internal::cm_spsolve<StorageIndex>(CHOLMOD_A, *m_cholmodFactor, b_cs, m_cholmod);
+      if(!x_cs)
+      {
+        this->m_info = NumericalIssue;
+        return;
+      }
+      // TODO optimize this copy by swapping when possible (be careful with alignment, etc.)
+      // NOTE cholmod_spsolve in fact just calls the dense solver for blocks of 4 columns at a time (similar to Eigen's sparse solver)
+      dest.derived() = viewAsEigen<typename DestDerived::Scalar,ColMajor,typename DestDerived::StorageIndex>(*x_cs);
+      internal::cm_free_sparse<StorageIndex>(x_cs, m_cholmod);
+    }
+    #endif // EIGEN_PARSED_BY_DOXYGEN
+
+
+    /** Sets the shift parameter that will be used to adjust the diagonal coefficients during the numerical factorization.
+      *
+      * During the numerical factorization, an offset term is added to the diagonal coefficients:\n
+      * \c d_ii = \a offset + \c d_ii
+      *
+      * The default is \a offset=0.
+      *
+      * \returns a reference to \c *this.
+      */
+    Derived& setShift(const RealScalar& offset)
+    {
+      m_shiftOffset[0] = double(offset);
+      return derived();
+    }
+
+    /** \returns the determinant of the underlying matrix from the current factorization */
+    Scalar determinant() const
+    {
+      using std::exp;
+      return exp(logDeterminant());
+    }
+
+    /** \returns the log determinant of the underlying matrix from the current factorization */
+    Scalar logDeterminant() const
+    {
+      using std::log;
+      using numext::real;
+      eigen_assert(m_factorizationIsOk && "The decomposition is not in a valid state for solving, you must first call either compute() or symbolic()/numeric()");
+
+      RealScalar logDet = 0;
+      Scalar *x = static_cast<Scalar*>(m_cholmodFactor->x);
+      if (m_cholmodFactor->is_super)
+      {
+        // Supernodal factorization stored as a packed list of dense column-major blocs,
+        // as described by the following structure:
+
+        // super[k] == index of the first column of the j-th super node
+        StorageIndex *super = static_cast<StorageIndex*>(m_cholmodFactor->super);
+        // pi[k] == offset to the description of row indices
+        StorageIndex *pi = static_cast<StorageIndex*>(m_cholmodFactor->pi);
+        // px[k] == offset to the respective dense block
+        StorageIndex *px = static_cast<StorageIndex*>(m_cholmodFactor->px);
+
+        Index nb_super_nodes = m_cholmodFactor->nsuper;
+        for (Index k=0; k < nb_super_nodes; ++k)
+        {
+          StorageIndex ncols = super[k + 1] - super[k];
+          StorageIndex nrows = pi[k + 1] - pi[k];
+
+          Map<const Array<Scalar,1,Dynamic>, 0, InnerStride<> > sk(x + px[k], ncols, InnerStride<>(nrows+1));
+          logDet += sk.real().log().sum();
+        }
+      }
+      else
+      {
+        // Simplicial factorization stored as standard CSC matrix.
+        StorageIndex *p = static_cast<StorageIndex*>(m_cholmodFactor->p);
+        Index size = m_cholmodFactor->n;
+        for (Index k=0; k<size; ++k)
+          logDet += log(real( x[p[k]] ));
+      }
+      if (m_cholmodFactor->is_ll)
+        logDet *= 2.0;
+      return logDet;
+    };
+
+    template<typename Stream>
+    void dumpMemory(Stream& /*s*/)
+    {}
+
+  protected:
+    mutable cholmod_common m_cholmod;
+    cholmod_factor* m_cholmodFactor;
+    double m_shiftOffset[2];
+    mutable ComputationInfo m_info;
+    int m_factorizationIsOk;
+    int m_analysisIsOk;
+};
+
+/** \ingroup CholmodSupport_Module
+  * \class CholmodSimplicialLLT
+  * \brief A simplicial direct Cholesky (LLT) factorization and solver based on Cholmod
+  *
+  * This class allows to solve for A.X = B sparse linear problems via a simplicial LL^T Cholesky factorization
+  * using the Cholmod library.
+  * This simplicial variant is equivalent to Eigen's built-in SimplicialLLT class. Therefore, it has little practical interest.
+  * The sparse matrix A must be selfadjoint and positive definite. The vectors or matrices
+  * X and B can be either dense or sparse.
+  *
+  * \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
+  * \tparam _UpLo the triangular part that will be used for the computations. It can be Lower
+  *               or Upper. Default is Lower.
+  *
+  * \implsparsesolverconcept
+  *
+  * This class supports all kind of SparseMatrix<>: row or column major; upper, lower, or both; compressed or non compressed.
+  *
+  * \warning Only double precision real and complex scalar types are supported by Cholmod.
+  *
+  * \sa \ref TutorialSparseSolverConcept, class CholmodSupernodalLLT, class SimplicialLLT
+  */
+template<typename _MatrixType, int _UpLo = Lower>
+class CholmodSimplicialLLT : public CholmodBase<_MatrixType, _UpLo, CholmodSimplicialLLT<_MatrixType, _UpLo> >
+{
+    typedef CholmodBase<_MatrixType, _UpLo, CholmodSimplicialLLT> Base;
+    using Base::m_cholmod;
+
+  public:
+
+    typedef _MatrixType MatrixType;
+
+    CholmodSimplicialLLT() : Base() { init(); }
+
+    CholmodSimplicialLLT(const MatrixType& matrix) : Base()
+    {
+      init();
+      this->compute(matrix);
+    }
+
+    ~CholmodSimplicialLLT() {}
+  protected:
+    void init()
+    {
+      m_cholmod.final_asis = 0;
+      m_cholmod.supernodal = CHOLMOD_SIMPLICIAL;
+      m_cholmod.final_ll = 1;
+    }
+};
+
+
+/** \ingroup CholmodSupport_Module
+  * \class CholmodSimplicialLDLT
+  * \brief A simplicial direct Cholesky (LDLT) factorization and solver based on Cholmod
+  *
+  * This class allows to solve for A.X = B sparse linear problems via a simplicial LDL^T Cholesky factorization
+  * using the Cholmod library.
+  * This simplicial variant is equivalent to Eigen's built-in SimplicialLDLT class. Therefore, it has little practical interest.
+  * The sparse matrix A must be selfadjoint and positive definite. The vectors or matrices
+  * X and B can be either dense or sparse.
+  *
+  * \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
+  * \tparam _UpLo the triangular part that will be used for the computations. It can be Lower
+  *               or Upper. Default is Lower.
+  *
+  * \implsparsesolverconcept
+  *
+  * This class supports all kind of SparseMatrix<>: row or column major; upper, lower, or both; compressed or non compressed.
+  *
+  * \warning Only double precision real and complex scalar types are supported by Cholmod.
+  *
+  * \sa \ref TutorialSparseSolverConcept, class CholmodSupernodalLLT, class SimplicialLDLT
+  */
+template<typename _MatrixType, int _UpLo = Lower>
+class CholmodSimplicialLDLT : public CholmodBase<_MatrixType, _UpLo, CholmodSimplicialLDLT<_MatrixType, _UpLo> >
+{
+    typedef CholmodBase<_MatrixType, _UpLo, CholmodSimplicialLDLT> Base;
+    using Base::m_cholmod;
+
+  public:
+
+    typedef _MatrixType MatrixType;
+
+    CholmodSimplicialLDLT() : Base() { init(); }
+
+    CholmodSimplicialLDLT(const MatrixType& matrix) : Base()
+    {
+      init();
+      this->compute(matrix);
+    }
+
+    ~CholmodSimplicialLDLT() {}
+  protected:
+    void init()
+    {
+      m_cholmod.final_asis = 1;
+      m_cholmod.supernodal = CHOLMOD_SIMPLICIAL;
+    }
+};
+
+/** \ingroup CholmodSupport_Module
+  * \class CholmodSupernodalLLT
+  * \brief A supernodal Cholesky (LLT) factorization and solver based on Cholmod
+  *
+  * This class allows to solve for A.X = B sparse linear problems via a supernodal LL^T Cholesky factorization
+  * using the Cholmod library.
+  * This supernodal variant performs best on dense enough problems, e.g., 3D FEM, or very high order 2D FEM.
+  * The sparse matrix A must be selfadjoint and positive definite. The vectors or matrices
+  * X and B can be either dense or sparse.
+  *
+  * \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
+  * \tparam _UpLo the triangular part that will be used for the computations. It can be Lower
+  *               or Upper. Default is Lower.
+  *
+  * \implsparsesolverconcept
+  *
+  * This class supports all kind of SparseMatrix<>: row or column major; upper, lower, or both; compressed or non compressed.
+  *
+  * \warning Only double precision real and complex scalar types are supported by Cholmod.
+  *
+  * \sa \ref TutorialSparseSolverConcept
+  */
+template<typename _MatrixType, int _UpLo = Lower>
+class CholmodSupernodalLLT : public CholmodBase<_MatrixType, _UpLo, CholmodSupernodalLLT<_MatrixType, _UpLo> >
+{
+    typedef CholmodBase<_MatrixType, _UpLo, CholmodSupernodalLLT> Base;
+    using Base::m_cholmod;
+
+  public:
+
+    typedef _MatrixType MatrixType;
+
+    CholmodSupernodalLLT() : Base() { init(); }
+
+    CholmodSupernodalLLT(const MatrixType& matrix) : Base()
+    {
+      init();
+      this->compute(matrix);
+    }
+
+    ~CholmodSupernodalLLT() {}
+  protected:
+    void init()
+    {
+      m_cholmod.final_asis = 1;
+      m_cholmod.supernodal = CHOLMOD_SUPERNODAL;
+    }
+};
+
+/** \ingroup CholmodSupport_Module
+  * \class CholmodDecomposition
+  * \brief A general Cholesky factorization and solver based on Cholmod
+  *
+  * This class allows to solve for A.X = B sparse linear problems via a LL^T or LDL^T Cholesky factorization
+  * using the Cholmod library. The sparse matrix A must be selfadjoint and positive definite. The vectors or matrices
+  * X and B can be either dense or sparse.
+  *
+  * This variant permits to change the underlying Cholesky method at runtime.
+  * On the other hand, it does not provide access to the result of the factorization.
+  * The default is to let Cholmod automatically choose between a simplicial and supernodal factorization.
+  *
+  * \tparam _MatrixType the type of the sparse matrix A, it must be a SparseMatrix<>
+  * \tparam _UpLo the triangular part that will be used for the computations. It can be Lower
+  *               or Upper. Default is Lower.
+  *
+  * \implsparsesolverconcept
+  *
+  * This class supports all kind of SparseMatrix<>: row or column major; upper, lower, or both; compressed or non compressed.
+  *
+  * \warning Only double precision real and complex scalar types are supported by Cholmod.
+  *
+  * \sa \ref TutorialSparseSolverConcept
+  */
+template<typename _MatrixType, int _UpLo = Lower>
+class CholmodDecomposition : public CholmodBase<_MatrixType, _UpLo, CholmodDecomposition<_MatrixType, _UpLo> >
+{
+    typedef CholmodBase<_MatrixType, _UpLo, CholmodDecomposition> Base;
+    using Base::m_cholmod;
+
+  public:
+
+    typedef _MatrixType MatrixType;
+
+    CholmodDecomposition() : Base() { init(); }
+
+    CholmodDecomposition(const MatrixType& matrix) : Base()
+    {
+      init();
+      this->compute(matrix);
+    }
+
+    ~CholmodDecomposition() {}
+
+    void setMode(CholmodMode mode)
+    {
+      switch(mode)
+      {
+        case CholmodAuto:
+          m_cholmod.final_asis = 1;
+          m_cholmod.supernodal = CHOLMOD_AUTO;
+          break;
+        case CholmodSimplicialLLt:
+          m_cholmod.final_asis = 0;
+          m_cholmod.supernodal = CHOLMOD_SIMPLICIAL;
+          m_cholmod.final_ll = 1;
+          break;
+        case CholmodSupernodalLLt:
+          m_cholmod.final_asis = 1;
+          m_cholmod.supernodal = CHOLMOD_SUPERNODAL;
+          break;
+        case CholmodLDLt:
+          m_cholmod.final_asis = 1;
+          m_cholmod.supernodal = CHOLMOD_SIMPLICIAL;
+          break;
+        default:
+          break;
+      }
+    }
+  protected:
+    void init()
+    {
+      m_cholmod.final_asis = 1;
+      m_cholmod.supernodal = CHOLMOD_AUTO;
+    }
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_CHOLMODSUPPORT_H

include/utils/Eigen/src/Core/ArithmeticSequence.h

@@ -0,0 +1,413 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2017 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_ARITHMETIC_SEQUENCE_H
+#define EIGEN_ARITHMETIC_SEQUENCE_H
+
+namespace Eigen {
+
+namespace internal {
+
+#if (!EIGEN_HAS_CXX11) || !((!EIGEN_COMP_GNUC) || EIGEN_COMP_GNUC>=48)
+template<typename T> struct aseq_negate {};
+
+template<> struct aseq_negate<Index> {
+  typedef Index type;
+};
+
+template<int N> struct aseq_negate<FixedInt<N> > {
+  typedef FixedInt<-N> type;
+};
+
+// Compilation error in the following case:
+template<> struct aseq_negate<FixedInt<DynamicIndex> > {};
+
+template<typename FirstType,typename SizeType,typename IncrType,
+         bool FirstIsSymbolic=symbolic::is_symbolic<FirstType>::value,
+         bool SizeIsSymbolic =symbolic::is_symbolic<SizeType>::value>
+struct aseq_reverse_first_type {
+  typedef Index type;
+};
+
+template<typename FirstType,typename SizeType,typename IncrType>
+struct aseq_reverse_first_type<FirstType,SizeType,IncrType,true,true> {
+  typedef symbolic::AddExpr<FirstType,
+                            symbolic::ProductExpr<symbolic::AddExpr<SizeType,symbolic::ValueExpr<FixedInt<-1> > >,
+                                                  symbolic::ValueExpr<IncrType> >
+                           > type;
+};
+
+template<typename SizeType,typename IncrType,typename EnableIf = void>
+struct aseq_reverse_first_type_aux {
+  typedef Index type;
+};
+
+template<typename SizeType,typename IncrType>
+struct aseq_reverse_first_type_aux<SizeType,IncrType,typename internal::enable_if<bool((SizeType::value+IncrType::value)|0x1)>::type> {
+  typedef FixedInt<(SizeType::value-1)*IncrType::value> type;
+};
+
+template<typename FirstType,typename SizeType,typename IncrType>
+struct aseq_reverse_first_type<FirstType,SizeType,IncrType,true,false> {
+  typedef typename aseq_reverse_first_type_aux<SizeType,IncrType>::type Aux;
+  typedef symbolic::AddExpr<FirstType,symbolic::ValueExpr<Aux> > type;
+};
+
+template<typename FirstType,typename SizeType,typename IncrType>
+struct aseq_reverse_first_type<FirstType,SizeType,IncrType,false,true> {
+  typedef symbolic::AddExpr<symbolic::ProductExpr<symbolic::AddExpr<SizeType,symbolic::ValueExpr<FixedInt<-1> > >,
+                                                  symbolic::ValueExpr<IncrType> >,
+                            symbolic::ValueExpr<> > type;
+};
+#endif
+
+// Helper to cleanup the type of the increment:
+template<typename T> struct cleanup_seq_incr {
+  typedef typename cleanup_index_type<T,DynamicIndex>::type type;
+};
+
+}
+
+//--------------------------------------------------------------------------------
+// seq(first,last,incr) and seqN(first,size,incr)
+//--------------------------------------------------------------------------------
+
+template<typename FirstType=Index,typename SizeType=Index,typename IncrType=internal::FixedInt<1> >
+class ArithmeticSequence;
+
+template<typename FirstType,typename SizeType,typename IncrType>
+ArithmeticSequence<typename internal::cleanup_index_type<FirstType>::type,
+                   typename internal::cleanup_index_type<SizeType>::type,
+                   typename internal::cleanup_seq_incr<IncrType>::type >
+seqN(FirstType first, SizeType size, IncrType incr);
+
+/** \class ArithmeticSequence
+  * \ingroup Core_Module
+  *
+  * This class represents an arithmetic progression \f$ a_0, a_1, a_2, ..., a_{n-1}\f$ defined by
+  * its \em first value \f$ a_0 \f$, its \em size (aka length) \em n, and the \em increment (aka stride)
+  * that is equal to \f$ a_{i+1}-a_{i}\f$ for any \em i.
+  *
+  * It is internally used as the return type of the Eigen::seq and Eigen::seqN functions, and as the input arguments
+  * of DenseBase::operator()(const RowIndices&, const ColIndices&), and most of the time this is the
+  * only way it is used.
+  *
+  * \tparam FirstType type of the first element, usually an Index,
+  *                   but internally it can be a symbolic expression
+  * \tparam SizeType type representing the size of the sequence, usually an Index
+  *                  or a compile time integral constant. Internally, it can also be a symbolic expression
+  * \tparam IncrType type of the increment, can be a runtime Index, or a compile time integral constant (default is compile-time 1)
+  *
+  * \sa Eigen::seq, Eigen::seqN, DenseBase::operator()(const RowIndices&, const ColIndices&), class IndexedView
+  */
+template<typename FirstType,typename SizeType,typename IncrType>
+class ArithmeticSequence
+{
+public:
+  ArithmeticSequence(FirstType first, SizeType size) : m_first(first), m_size(size) {}
+  ArithmeticSequence(FirstType first, SizeType size, IncrType incr) : m_first(first), m_size(size), m_incr(incr) {}
+
+  enum {
+    SizeAtCompileTime = internal::get_fixed_value<SizeType>::value,
+    IncrAtCompileTime = internal::get_fixed_value<IncrType,DynamicIndex>::value
+  };
+
+  /** \returns the size, i.e., number of elements, of the sequence */
+  Index size()  const { return m_size; }
+
+  /** \returns the first element \f$ a_0 \f$ in the sequence */
+  Index first()  const { return m_first; }
+
+  /** \returns the value \f$ a_i \f$ at index \a i in the sequence. */
+  Index operator[](Index i) const { return m_first + i * m_incr; }
+
+  const FirstType& firstObject() const { return m_first; }
+  const SizeType&  sizeObject()  const { return m_size; }
+  const IncrType&  incrObject()  const { return m_incr; }
+
+protected:
+  FirstType m_first;
+  SizeType  m_size;
+  IncrType  m_incr;
+
+public:
+
+#if EIGEN_HAS_CXX11 && ((!EIGEN_COMP_GNUC) || EIGEN_COMP_GNUC>=48)
+  auto reverse() const -> decltype(Eigen::seqN(m_first+(m_size+fix<-1>())*m_incr,m_size,-m_incr)) {
+    return seqN(m_first+(m_size+fix<-1>())*m_incr,m_size,-m_incr);
+  }
+#else
+protected:
+  typedef typename internal::aseq_negate<IncrType>::type ReverseIncrType;
+  typedef typename internal::aseq_reverse_first_type<FirstType,SizeType,IncrType>::type ReverseFirstType;
+public:
+  ArithmeticSequence<ReverseFirstType,SizeType,ReverseIncrType>
+  reverse() const {
+    return seqN(m_first+(m_size+fix<-1>())*m_incr,m_size,-m_incr);
+  }
+#endif
+};
+
+/** \returns an ArithmeticSequence starting at \a first, of length \a size, and increment \a incr
+  *
+  * \sa seqN(FirstType,SizeType), seq(FirstType,LastType,IncrType) */
+template<typename FirstType,typename SizeType,typename IncrType>
+ArithmeticSequence<typename internal::cleanup_index_type<FirstType>::type,typename internal::cleanup_index_type<SizeType>::type,typename internal::cleanup_seq_incr<IncrType>::type >
+seqN(FirstType first, SizeType size, IncrType incr)  {
+  return ArithmeticSequence<typename internal::cleanup_index_type<FirstType>::type,typename internal::cleanup_index_type<SizeType>::type,typename internal::cleanup_seq_incr<IncrType>::type>(first,size,incr);
+}
+
+/** \returns an ArithmeticSequence starting at \a first, of length \a size, and unit increment
+  *
+  * \sa seqN(FirstType,SizeType,IncrType), seq(FirstType,LastType) */
+template<typename FirstType,typename SizeType>
+ArithmeticSequence<typename internal::cleanup_index_type<FirstType>::type,typename internal::cleanup_index_type<SizeType>::type >
+seqN(FirstType first, SizeType size)  {
+  return ArithmeticSequence<typename internal::cleanup_index_type<FirstType>::type,typename internal::cleanup_index_type<SizeType>::type>(first,size);
+}
+
+#ifdef EIGEN_PARSED_BY_DOXYGEN
+
+/** \returns an ArithmeticSequence starting at \a f, up (or down) to \a l, and with positive (or negative) increment \a incr
+  *
+  * It is essentially an alias to:
+  * \code
+  * seqN(f, (l-f+incr)/incr, incr);
+  * \endcode
+  *
+  * \sa seqN(FirstType,SizeType,IncrType), seq(FirstType,LastType)
+  */
+template<typename FirstType,typename LastType, typename IncrType>
+auto seq(FirstType f, LastType l, IncrType incr);
+
+/** \returns an ArithmeticSequence starting at \a f, up (or down) to \a l, and unit increment
+  *
+  * It is essentially an alias to:
+  * \code
+  * seqN(f,l-f+1);
+  * \endcode
+  *
+  * \sa seqN(FirstType,SizeType), seq(FirstType,LastType,IncrType)
+  */
+template<typename FirstType,typename LastType>
+auto seq(FirstType f, LastType l);
+
+#else // EIGEN_PARSED_BY_DOXYGEN
+
+#if EIGEN_HAS_CXX11
+template<typename FirstType,typename LastType>
+auto seq(FirstType f, LastType l) -> decltype(seqN(typename internal::cleanup_index_type<FirstType>::type(f),
+                                                   (  typename internal::cleanup_index_type<LastType>::type(l)
+                                                    - typename internal::cleanup_index_type<FirstType>::type(f)+fix<1>())))
+{
+  return seqN(typename internal::cleanup_index_type<FirstType>::type(f),
+              (typename internal::cleanup_index_type<LastType>::type(l)
+               -typename internal::cleanup_index_type<FirstType>::type(f)+fix<1>()));
+}
+
+template<typename FirstType,typename LastType, typename IncrType>
+auto seq(FirstType f, LastType l, IncrType incr)
+  -> decltype(seqN(typename internal::cleanup_index_type<FirstType>::type(f),
+                   (   typename internal::cleanup_index_type<LastType>::type(l)
+                     - typename internal::cleanup_index_type<FirstType>::type(f)+typename internal::cleanup_seq_incr<IncrType>::type(incr)
+                   ) / typename internal::cleanup_seq_incr<IncrType>::type(incr),
+                   typename internal::cleanup_seq_incr<IncrType>::type(incr)))
+{
+  typedef typename internal::cleanup_seq_incr<IncrType>::type CleanedIncrType;
+  return seqN(typename internal::cleanup_index_type<FirstType>::type(f),
+              ( typename internal::cleanup_index_type<LastType>::type(l)
+               -typename internal::cleanup_index_type<FirstType>::type(f)+CleanedIncrType(incr)) / CleanedIncrType(incr),
+              CleanedIncrType(incr));
+}
+
+#else // EIGEN_HAS_CXX11
+
+template<typename FirstType,typename LastType>
+typename internal::enable_if<!(symbolic::is_symbolic<FirstType>::value || symbolic::is_symbolic<LastType>::value),
+                             ArithmeticSequence<typename internal::cleanup_index_type<FirstType>::type,Index> >::type
+seq(FirstType f, LastType l)
+{
+  return seqN(typename internal::cleanup_index_type<FirstType>::type(f),
+              Index((typename internal::cleanup_index_type<LastType>::type(l)-typename internal::cleanup_index_type<FirstType>::type(f)+fix<1>())));
+}
+
+template<typename FirstTypeDerived,typename LastType>
+typename internal::enable_if<!symbolic::is_symbolic<LastType>::value,
+    ArithmeticSequence<FirstTypeDerived, symbolic::AddExpr<symbolic::AddExpr<symbolic::NegateExpr<FirstTypeDerived>,symbolic::ValueExpr<> >,
+                                                            symbolic::ValueExpr<internal::FixedInt<1> > > > >::type
+seq(const symbolic::BaseExpr<FirstTypeDerived> &f, LastType l)
+{
+  return seqN(f.derived(),(typename internal::cleanup_index_type<LastType>::type(l)-f.derived()+fix<1>()));
+}
+
+template<typename FirstType,typename LastTypeDerived>
+typename internal::enable_if<!symbolic::is_symbolic<FirstType>::value,
+    ArithmeticSequence<typename internal::cleanup_index_type<FirstType>::type,
+                        symbolic::AddExpr<symbolic::AddExpr<LastTypeDerived,symbolic::ValueExpr<> >,
+                                          symbolic::ValueExpr<internal::FixedInt<1> > > > >::type
+seq(FirstType f, const symbolic::BaseExpr<LastTypeDerived> &l)
+{
+  return seqN(typename internal::cleanup_index_type<FirstType>::type(f),(l.derived()-typename internal::cleanup_index_type<FirstType>::type(f)+fix<1>()));
+}
+
+template<typename FirstTypeDerived,typename LastTypeDerived>
+ArithmeticSequence<FirstTypeDerived,
+                    symbolic::AddExpr<symbolic::AddExpr<LastTypeDerived,symbolic::NegateExpr<FirstTypeDerived> >,symbolic::ValueExpr<internal::FixedInt<1> > > >
+seq(const symbolic::BaseExpr<FirstTypeDerived> &f, const symbolic::BaseExpr<LastTypeDerived> &l)
+{
+  return seqN(f.derived(),(l.derived()-f.derived()+fix<1>()));
+}
+
+
+template<typename FirstType,typename LastType, typename IncrType>
+typename internal::enable_if<!(symbolic::is_symbolic<FirstType>::value || symbolic::is_symbolic<LastType>::value),
+    ArithmeticSequence<typename internal::cleanup_index_type<FirstType>::type,Index,typename internal::cleanup_seq_incr<IncrType>::type> >::type
+seq(FirstType f, LastType l, IncrType incr)
+{
+  typedef typename internal::cleanup_seq_incr<IncrType>::type CleanedIncrType;
+  return seqN(typename internal::cleanup_index_type<FirstType>::type(f),
+              Index((typename internal::cleanup_index_type<LastType>::type(l)-typename internal::cleanup_index_type<FirstType>::type(f)+CleanedIncrType(incr))/CleanedIncrType(incr)), incr);
+}
+
+template<typename FirstTypeDerived,typename LastType, typename IncrType>
+typename internal::enable_if<!symbolic::is_symbolic<LastType>::value,
+    ArithmeticSequence<FirstTypeDerived,
+                        symbolic::QuotientExpr<symbolic::AddExpr<symbolic::AddExpr<symbolic::NegateExpr<FirstTypeDerived>,
+                                                                                   symbolic::ValueExpr<> >,
+                                                                 symbolic::ValueExpr<typename internal::cleanup_seq_incr<IncrType>::type> >,
+                                              symbolic::ValueExpr<typename internal::cleanup_seq_incr<IncrType>::type> >,
+                        typename internal::cleanup_seq_incr<IncrType>::type> >::type
+seq(const symbolic::BaseExpr<FirstTypeDerived> &f, LastType l, IncrType incr)
+{
+  typedef typename internal::cleanup_seq_incr<IncrType>::type CleanedIncrType;
+  return seqN(f.derived(),(typename internal::cleanup_index_type<LastType>::type(l)-f.derived()+CleanedIncrType(incr))/CleanedIncrType(incr), incr);
+}
+
+template<typename FirstType,typename LastTypeDerived, typename IncrType>
+typename internal::enable_if<!symbolic::is_symbolic<FirstType>::value,
+    ArithmeticSequence<typename internal::cleanup_index_type<FirstType>::type,
+                        symbolic::QuotientExpr<symbolic::AddExpr<symbolic::AddExpr<LastTypeDerived,symbolic::ValueExpr<> >,
+                                                                 symbolic::ValueExpr<typename internal::cleanup_seq_incr<IncrType>::type> >,
+                                               symbolic::ValueExpr<typename internal::cleanup_seq_incr<IncrType>::type> >,
+                        typename internal::cleanup_seq_incr<IncrType>::type> >::type
+seq(FirstType f, const symbolic::BaseExpr<LastTypeDerived> &l, IncrType incr)
+{
+  typedef typename internal::cleanup_seq_incr<IncrType>::type CleanedIncrType;
+  return seqN(typename internal::cleanup_index_type<FirstType>::type(f),
+              (l.derived()-typename internal::cleanup_index_type<FirstType>::type(f)+CleanedIncrType(incr))/CleanedIncrType(incr), incr);
+}
+
+template<typename FirstTypeDerived,typename LastTypeDerived, typename IncrType>
+ArithmeticSequence<FirstTypeDerived,
+                    symbolic::QuotientExpr<symbolic::AddExpr<symbolic::AddExpr<LastTypeDerived,
+                                                                               symbolic::NegateExpr<FirstTypeDerived> >,
+                                                             symbolic::ValueExpr<typename internal::cleanup_seq_incr<IncrType>::type> >,
+                                          symbolic::ValueExpr<typename internal::cleanup_seq_incr<IncrType>::type> >,
+                    typename internal::cleanup_seq_incr<IncrType>::type>
+seq(const symbolic::BaseExpr<FirstTypeDerived> &f, const symbolic::BaseExpr<LastTypeDerived> &l, IncrType incr)
+{
+  typedef typename internal::cleanup_seq_incr<IncrType>::type CleanedIncrType;
+  return seqN(f.derived(),(l.derived()-f.derived()+CleanedIncrType(incr))/CleanedIncrType(incr), incr);
+}
+#endif // EIGEN_HAS_CXX11
+
+#endif // EIGEN_PARSED_BY_DOXYGEN
+
+
+#if EIGEN_HAS_CXX11 || defined(EIGEN_PARSED_BY_DOXYGEN)
+/** \cpp11
+  * \returns a symbolic ArithmeticSequence representing the last \a size elements with increment \a incr.
+  *
+  * It is a shortcut for: \code seqN(last-(size-fix<1>)*incr, size, incr) \endcode
+  * 
+  * \sa lastN(SizeType), seqN(FirstType,SizeType), seq(FirstType,LastType,IncrType) */
+template<typename SizeType,typename IncrType>
+auto lastN(SizeType size, IncrType incr)
+-> decltype(seqN(Eigen::last-(size-fix<1>())*incr, size, incr))
+{
+  return seqN(Eigen::last-(size-fix<1>())*incr, size, incr);
+}
+
+/** \cpp11
+  * \returns a symbolic ArithmeticSequence representing the last \a size elements with a unit increment.
+  *
+  *  It is a shortcut for: \code seq(last+fix<1>-size, last) \endcode
+  * 
+  * \sa lastN(SizeType,IncrType, seqN(FirstType,SizeType), seq(FirstType,LastType) */
+template<typename SizeType>
+auto lastN(SizeType size)
+-> decltype(seqN(Eigen::last+fix<1>()-size, size))
+{
+  return seqN(Eigen::last+fix<1>()-size, size);
+}
+#endif
+
+namespace internal {
+
+// Convert a symbolic span into a usable one (i.e., remove last/end "keywords")
+template<typename T>
+struct make_size_type {
+  typedef typename internal::conditional<symbolic::is_symbolic<T>::value, Index, T>::type type;
+};
+
+template<typename FirstType,typename SizeType,typename IncrType,int XprSize>
+struct IndexedViewCompatibleType<ArithmeticSequence<FirstType,SizeType,IncrType>, XprSize> {
+  typedef ArithmeticSequence<Index,typename make_size_type<SizeType>::type,IncrType> type;
+};
+
+template<typename FirstType,typename SizeType,typename IncrType>
+ArithmeticSequence<Index,typename make_size_type<SizeType>::type,IncrType>
+makeIndexedViewCompatible(const ArithmeticSequence<FirstType,SizeType,IncrType>& ids, Index size,SpecializedType) {
+  return ArithmeticSequence<Index,typename make_size_type<SizeType>::type,IncrType>(
+            eval_expr_given_size(ids.firstObject(),size),eval_expr_given_size(ids.sizeObject(),size),ids.incrObject());
+}
+
+template<typename FirstType,typename SizeType,typename IncrType>
+struct get_compile_time_incr<ArithmeticSequence<FirstType,SizeType,IncrType> > {
+  enum { value = get_fixed_value<IncrType,DynamicIndex>::value };
+};
+
+} // end namespace internal
+
+/** \namespace Eigen::indexing
+  * \ingroup Core_Module
+  * 
+  * The sole purpose of this namespace is to be able to import all functions
+  * and symbols that are expected to be used within operator() for indexing
+  * and slicing. If you already imported the whole Eigen namespace:
+  * \code using namespace Eigen; \endcode
+  * then you are already all set. Otherwise, if you don't want/cannot import
+  * the whole Eigen namespace, the following line:
+  * \code using namespace Eigen::indexing; \endcode
+  * is equivalent to:
+  * \code
+  using Eigen::all;
+  using Eigen::seq;
+  using Eigen::seqN;
+  using Eigen::lastN; // c++11 only
+  using Eigen::last;
+  using Eigen::lastp1;
+  using Eigen::fix;
+  \endcode
+  */
+namespace indexing {
+  using Eigen::all;
+  using Eigen::seq;
+  using Eigen::seqN;
+  #if EIGEN_HAS_CXX11
+  using Eigen::lastN;
+  #endif
+  using Eigen::last;
+  using Eigen::lastp1;
+  using Eigen::fix;
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_ARITHMETIC_SEQUENCE_H

include/utils/Eigen/src/Core/Array.h

@@ -0,0 +1,417 @@
+// 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_ARRAY_H
+#define EIGEN_ARRAY_H
+
+namespace Eigen {
+
+namespace internal {
+template<typename _Scalar, int _Rows, int _Cols, int _Options, int _MaxRows, int _MaxCols>
+struct traits<Array<_Scalar, _Rows, _Cols, _Options, _MaxRows, _MaxCols> > : traits<Matrix<_Scalar, _Rows, _Cols, _Options, _MaxRows, _MaxCols> >
+{
+  typedef ArrayXpr XprKind;
+  typedef ArrayBase<Array<_Scalar, _Rows, _Cols, _Options, _MaxRows, _MaxCols> > XprBase;
+};
+}
+
+/** \class Array
+  * \ingroup Core_Module
+  *
+  * \brief General-purpose arrays with easy API for coefficient-wise operations
+  *
+  * The %Array class is very similar to the Matrix class. It provides
+  * general-purpose one- and two-dimensional arrays. The difference between the
+  * %Array and the %Matrix class is primarily in the API: the API for the
+  * %Array class provides easy access to coefficient-wise operations, while the
+  * API for the %Matrix class provides easy access to linear-algebra
+  * operations.
+  *
+  * See documentation of class Matrix for detailed information on the template parameters
+  * storage layout.
+  *
+  * This class can be extended with the help of the plugin mechanism described on the page
+  * \ref TopicCustomizing_Plugins by defining the preprocessor symbol \c EIGEN_ARRAY_PLUGIN.
+  *
+  * \sa \blank \ref TutorialArrayClass, \ref TopicClassHierarchy
+  */
+template<typename _Scalar, int _Rows, int _Cols, int _Options, int _MaxRows, int _MaxCols>
+class Array
+  : public PlainObjectBase<Array<_Scalar, _Rows, _Cols, _Options, _MaxRows, _MaxCols> >
+{
+  public:
+
+    typedef PlainObjectBase<Array> Base;
+    EIGEN_DENSE_PUBLIC_INTERFACE(Array)
+
+    enum { Options = _Options };
+    typedef typename Base::PlainObject PlainObject;
+
+  protected:
+    template <typename Derived, typename OtherDerived, bool IsVector>
+    friend struct internal::conservative_resize_like_impl;
+
+    using Base::m_storage;
+
+  public:
+
+    using Base::base;
+    using Base::coeff;
+    using Base::coeffRef;
+
+    /**
+      * The usage of
+      *   using Base::operator=;
+      * fails on MSVC. Since the code below is working with GCC and MSVC, we skipped
+      * the usage of 'using'. This should be done only for operator=.
+      */
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Array& operator=(const EigenBase<OtherDerived> &other)
+    {
+      return Base::operator=(other);
+    }
+
+    /** Set all the entries to \a value.
+      * \sa DenseBase::setConstant(), DenseBase::fill()
+      */
+    /* This overload is needed because the usage of
+      *   using Base::operator=;
+      * fails on MSVC. Since the code below is working with GCC and MSVC, we skipped
+      * the usage of 'using'. This should be done only for operator=.
+      */
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Array& operator=(const Scalar &value)
+    {
+      Base::setConstant(value);
+      return *this;
+    }
+
+    /** Copies the value of the expression \a other into \c *this with automatic resizing.
+      *
+      * *this might be resized to match the dimensions of \a other. If *this was a null matrix (not already initialized),
+      * it will be initialized.
+      *
+      * Note that copying a row-vector into a vector (and conversely) is allowed.
+      * The resizing, if any, is then done in the appropriate way so that row-vectors
+      * remain row-vectors and vectors remain vectors.
+      */
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Array& operator=(const DenseBase<OtherDerived>& other)
+    {
+      return Base::_set(other);
+    }
+
+    /** This is a special case of the templated operator=. Its purpose is to
+      * prevent a default operator= from hiding the templated operator=.
+      */
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Array& operator=(const Array& other)
+    {
+      return Base::_set(other);
+    }
+
+    /** Default constructor.
+      *
+      * For fixed-size matrices, does nothing.
+      *
+      * For dynamic-size matrices, creates an empty matrix of size 0. Does not allocate any array. Such a matrix
+      * is called a null matrix. This constructor is the unique way to create null matrices: resizing
+      * a matrix to 0 is not supported.
+      *
+      * \sa resize(Index,Index)
+      */
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Array() : Base()
+    {
+      Base::_check_template_params();
+      EIGEN_INITIALIZE_COEFFS_IF_THAT_OPTION_IS_ENABLED
+    }
+
+#ifndef EIGEN_PARSED_BY_DOXYGEN
+    // FIXME is it still needed ??
+    /** \internal */
+    EIGEN_DEVICE_FUNC
+    Array(internal::constructor_without_unaligned_array_assert)
+      : Base(internal::constructor_without_unaligned_array_assert())
+    {
+      Base::_check_template_params();
+      EIGEN_INITIALIZE_COEFFS_IF_THAT_OPTION_IS_ENABLED
+    }
+#endif
+
+#if EIGEN_HAS_RVALUE_REFERENCES
+    EIGEN_DEVICE_FUNC
+    Array(Array&& other) EIGEN_NOEXCEPT_IF(std::is_nothrow_move_constructible<Scalar>::value)
+      : Base(std::move(other))
+    {
+      Base::_check_template_params();
+    }
+    EIGEN_DEVICE_FUNC
+    Array& operator=(Array&& other) EIGEN_NOEXCEPT_IF(std::is_nothrow_move_assignable<Scalar>::value)
+    {
+      Base::operator=(std::move(other));
+      return *this;
+    }
+#endif
+
+    #if EIGEN_HAS_CXX11
+    /** \copydoc PlainObjectBase(const Scalar& a0, const Scalar& a1, const Scalar& a2, const Scalar& a3, const ArgTypes&... args)
+     *
+     * Example: \include Array_variadic_ctor_cxx11.cpp
+     * Output: \verbinclude Array_variadic_ctor_cxx11.out
+     *
+     * \sa Array(const std::initializer_list<std::initializer_list<Scalar>>&)
+     * \sa Array(const Scalar&), Array(const Scalar&,const Scalar&)
+     */
+    template <typename... ArgTypes>
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    Array(const Scalar& a0, const Scalar& a1, const Scalar& a2, const Scalar& a3, const ArgTypes&... args)
+      : Base(a0, a1, a2, a3, args...) {}
+
+    /** \brief Constructs an array and initializes it from the coefficients given as initializer-lists grouped by row. \cpp11
+      *
+      * In the general case, the constructor takes a list of rows, each row being represented as a list of coefficients:
+      *
+      * Example: \include Array_initializer_list_23_cxx11.cpp
+      * Output: \verbinclude Array_initializer_list_23_cxx11.out
+      *
+      * Each of the inner initializer lists must contain the exact same number of elements, otherwise an assertion is triggered.
+      *
+      * In the case of a compile-time column 1D array, implicit transposition from a single row is allowed.
+      * Therefore <code> Array<int,Dynamic,1>{{1,2,3,4,5}}</code> is legal and the more verbose syntax
+      * <code>Array<int,Dynamic,1>{{1},{2},{3},{4},{5}}</code> can be avoided:
+      *
+      * Example: \include Array_initializer_list_vector_cxx11.cpp
+      * Output: \verbinclude Array_initializer_list_vector_cxx11.out
+      *
+      * In the case of fixed-sized arrays, the initializer list sizes must exactly match the array sizes,
+      * and implicit transposition is allowed for compile-time 1D arrays only.
+      *
+      * \sa  Array(const Scalar& a0, const Scalar& a1, const Scalar& a2, const Scalar& a3, const ArgTypes&... args)
+      */
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Array(const std::initializer_list<std::initializer_list<Scalar>>& list) : Base(list) {}
+    #endif // end EIGEN_HAS_CXX11
+
+    #ifndef EIGEN_PARSED_BY_DOXYGEN
+    template<typename T>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE explicit Array(const T& x)
+    {
+      Base::_check_template_params();
+      Base::template _init1<T>(x);
+    }
+
+    template<typename T0, typename T1>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Array(const T0& val0, const T1& val1)
+    {
+      Base::_check_template_params();
+      this->template _init2<T0,T1>(val0, val1);
+    }
+
+    #else
+    /** \brief Constructs a fixed-sized array initialized with coefficients starting at \a data */
+    EIGEN_DEVICE_FUNC explicit Array(const Scalar *data);
+    /** Constructs a vector or row-vector with given dimension. \only_for_vectors
+      *
+      * Note that this is only useful for dynamic-size vectors. For fixed-size vectors,
+      * it is redundant to pass the dimension here, so it makes more sense to use the default
+      * constructor Array() instead.
+      */
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE explicit Array(Index dim);
+    /** constructs an initialized 1x1 Array with the given coefficient
+      * \sa const Scalar& a0, const Scalar& a1, const Scalar& a2, const Scalar& a3, const ArgTypes&... args */
+    Array(const Scalar& value);
+    /** constructs an uninitialized array with \a rows rows and \a cols columns.
+      *
+      * This is useful for dynamic-size arrays. For fixed-size arrays,
+      * it is redundant to pass these parameters, so one should use the default constructor
+      * Array() instead. */
+    Array(Index rows, Index cols);
+    /** constructs an initialized 2D vector with given coefficients
+      * \sa Array(const Scalar& a0, const Scalar& a1, const Scalar& a2, const Scalar& a3, const ArgTypes&... args) */
+    Array(const Scalar& val0, const Scalar& val1);
+    #endif  // end EIGEN_PARSED_BY_DOXYGEN
+
+    /** constructs an initialized 3D vector with given coefficients
+      * \sa Array(const Scalar& a0, const Scalar& a1, const Scalar& a2, const Scalar& a3, const ArgTypes&... args)
+      */
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Array(const Scalar& val0, const Scalar& val1, const Scalar& val2)
+    {
+      Base::_check_template_params();
+      EIGEN_STATIC_ASSERT_VECTOR_SPECIFIC_SIZE(Array, 3)
+      m_storage.data()[0] = val0;
+      m_storage.data()[1] = val1;
+      m_storage.data()[2] = val2;
+    }
+    /** constructs an initialized 4D vector with given coefficients
+      * \sa Array(const Scalar& a0, const Scalar& a1, const Scalar& a2, const Scalar& a3, const ArgTypes&... args)
+      */
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Array(const Scalar& val0, const Scalar& val1, const Scalar& val2, const Scalar& val3)
+    {
+      Base::_check_template_params();
+      EIGEN_STATIC_ASSERT_VECTOR_SPECIFIC_SIZE(Array, 4)
+      m_storage.data()[0] = val0;
+      m_storage.data()[1] = val1;
+      m_storage.data()[2] = val2;
+      m_storage.data()[3] = val3;
+    }
+
+    /** Copy constructor */
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Array(const Array& other)
+            : Base(other)
+    { }
+
+  private:
+    struct PrivateType {};
+  public:
+
+    /** \sa MatrixBase::operator=(const EigenBase<OtherDerived>&) */
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Array(const EigenBase<OtherDerived> &other,
+                              typename internal::enable_if<internal::is_convertible<typename OtherDerived::Scalar,Scalar>::value,
+                                                           PrivateType>::type = PrivateType())
+      : Base(other.derived())
+    { }
+
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
+    inline Index innerStride() const EIGEN_NOEXCEPT{ return 1; }
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
+    inline Index outerStride() const EIGEN_NOEXCEPT { return this->innerSize(); }
+
+    #ifdef EIGEN_ARRAY_PLUGIN
+    #include EIGEN_ARRAY_PLUGIN
+    #endif
+
+  private:
+
+    template<typename MatrixType, typename OtherDerived, bool SwapPointers>
+    friend struct internal::matrix_swap_impl;
+};
+
+/** \defgroup arraytypedefs Global array typedefs
+  * \ingroup Core_Module
+  *
+  * %Eigen defines several typedef shortcuts for most common 1D and 2D array types.
+  *
+  * The general patterns are the following:
+  *
+  * \c ArrayRowsColsType where \c Rows and \c Cols can be \c 2,\c 3,\c 4 for fixed size square matrices or \c X for dynamic size,
+  * and where \c Type can be \c i for integer, \c f for float, \c d for double, \c cf for complex float, \c cd
+  * for complex double.
+  *
+  * For example, \c Array33d is a fixed-size 3x3 array type of doubles, and \c ArrayXXf is a dynamic-size matrix of floats.
+  *
+  * There are also \c ArraySizeType which are self-explanatory. For example, \c Array4cf is
+  * a fixed-size 1D array of 4 complex floats.
+  *
+  * With \cpp11, template alias are also defined for common sizes.
+  * They follow the same pattern as above except that the scalar type suffix is replaced by a
+  * template parameter, i.e.:
+  *   - `ArrayRowsCols<Type>` where `Rows` and `Cols` can be \c 2,\c 3,\c 4, or \c X for fixed or dynamic size.
+  *   - `ArraySize<Type>` where `Size` can be \c 2,\c 3,\c 4 or \c X for fixed or dynamic size 1D arrays.
+  *
+  * \sa class Array
+  */
+
+#define EIGEN_MAKE_ARRAY_TYPEDEFS(Type, TypeSuffix, Size, SizeSuffix)   \
+/** \ingroup arraytypedefs */                                    \
+typedef Array<Type, Size, Size> Array##SizeSuffix##SizeSuffix##TypeSuffix;  \
+/** \ingroup arraytypedefs */                                    \
+typedef Array<Type, Size, 1>    Array##SizeSuffix##TypeSuffix;
+
+#define EIGEN_MAKE_ARRAY_FIXED_TYPEDEFS(Type, TypeSuffix, Size)         \
+/** \ingroup arraytypedefs */                                    \
+typedef Array<Type, Size, Dynamic> Array##Size##X##TypeSuffix;  \
+/** \ingroup arraytypedefs */                                    \
+typedef Array<Type, Dynamic, Size> Array##X##Size##TypeSuffix;
+
+#define EIGEN_MAKE_ARRAY_TYPEDEFS_ALL_SIZES(Type, TypeSuffix) \
+EIGEN_MAKE_ARRAY_TYPEDEFS(Type, TypeSuffix, 2, 2) \
+EIGEN_MAKE_ARRAY_TYPEDEFS(Type, TypeSuffix, 3, 3) \
+EIGEN_MAKE_ARRAY_TYPEDEFS(Type, TypeSuffix, 4, 4) \
+EIGEN_MAKE_ARRAY_TYPEDEFS(Type, TypeSuffix, Dynamic, X) \
+EIGEN_MAKE_ARRAY_FIXED_TYPEDEFS(Type, TypeSuffix, 2) \
+EIGEN_MAKE_ARRAY_FIXED_TYPEDEFS(Type, TypeSuffix, 3) \
+EIGEN_MAKE_ARRAY_FIXED_TYPEDEFS(Type, TypeSuffix, 4)
+
+EIGEN_MAKE_ARRAY_TYPEDEFS_ALL_SIZES(int,                  i)
+EIGEN_MAKE_ARRAY_TYPEDEFS_ALL_SIZES(float,                f)
+EIGEN_MAKE_ARRAY_TYPEDEFS_ALL_SIZES(double,               d)
+EIGEN_MAKE_ARRAY_TYPEDEFS_ALL_SIZES(std::complex<float>,  cf)
+EIGEN_MAKE_ARRAY_TYPEDEFS_ALL_SIZES(std::complex<double>, cd)
+
+#undef EIGEN_MAKE_ARRAY_TYPEDEFS_ALL_SIZES
+#undef EIGEN_MAKE_ARRAY_TYPEDEFS
+#undef EIGEN_MAKE_ARRAY_FIXED_TYPEDEFS
+
+#if EIGEN_HAS_CXX11
+
+#define EIGEN_MAKE_ARRAY_TYPEDEFS(Size, SizeSuffix)               \
+/** \ingroup arraytypedefs */                                     \
+/** \brief \cpp11 */                                              \
+template <typename Type>                                          \
+using Array##SizeSuffix##SizeSuffix = Array<Type, Size, Size>;    \
+/** \ingroup arraytypedefs */                                     \
+/** \brief \cpp11 */                                              \
+template <typename Type>                                          \
+using Array##SizeSuffix = Array<Type, Size, 1>;
+
+#define EIGEN_MAKE_ARRAY_FIXED_TYPEDEFS(Size)                     \
+/** \ingroup arraytypedefs */                                     \
+/** \brief \cpp11 */                                              \
+template <typename Type>                                          \
+using Array##Size##X = Array<Type, Size, Dynamic>;                \
+/** \ingroup arraytypedefs */                                     \
+/** \brief \cpp11 */                                              \
+template <typename Type>                                          \
+using Array##X##Size = Array<Type, Dynamic, Size>;
+
+EIGEN_MAKE_ARRAY_TYPEDEFS(2, 2)
+EIGEN_MAKE_ARRAY_TYPEDEFS(3, 3)
+EIGEN_MAKE_ARRAY_TYPEDEFS(4, 4)
+EIGEN_MAKE_ARRAY_TYPEDEFS(Dynamic, X)
+EIGEN_MAKE_ARRAY_FIXED_TYPEDEFS(2)
+EIGEN_MAKE_ARRAY_FIXED_TYPEDEFS(3)
+EIGEN_MAKE_ARRAY_FIXED_TYPEDEFS(4)
+
+#undef EIGEN_MAKE_ARRAY_TYPEDEFS
+#undef EIGEN_MAKE_ARRAY_FIXED_TYPEDEFS
+
+#endif // EIGEN_HAS_CXX11
+
+#define EIGEN_USING_ARRAY_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_ARRAY_TYPEDEFS_FOR_TYPE(TypeSuffix) \
+EIGEN_USING_ARRAY_TYPEDEFS_FOR_TYPE_AND_SIZE(TypeSuffix, 2) \
+EIGEN_USING_ARRAY_TYPEDEFS_FOR_TYPE_AND_SIZE(TypeSuffix, 3) \
+EIGEN_USING_ARRAY_TYPEDEFS_FOR_TYPE_AND_SIZE(TypeSuffix, 4) \
+EIGEN_USING_ARRAY_TYPEDEFS_FOR_TYPE_AND_SIZE(TypeSuffix, X) \
+
+#define EIGEN_USING_ARRAY_TYPEDEFS \
+EIGEN_USING_ARRAY_TYPEDEFS_FOR_TYPE(i) \
+EIGEN_USING_ARRAY_TYPEDEFS_FOR_TYPE(f) \
+EIGEN_USING_ARRAY_TYPEDEFS_FOR_TYPE(d) \
+EIGEN_USING_ARRAY_TYPEDEFS_FOR_TYPE(cf) \
+EIGEN_USING_ARRAY_TYPEDEFS_FOR_TYPE(cd)
+
+} // end namespace Eigen
+
+#endif // EIGEN_ARRAY_H

include/utils/Eigen/src/Core/ArrayBase.h

@@ -0,0 +1,226 @@
+// 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_ARRAYBASE_H
+#define EIGEN_ARRAYBASE_H
+
+namespace Eigen { 
+
+template<typename ExpressionType> class MatrixWrapper;
+
+/** \class ArrayBase
+  * \ingroup Core_Module
+  *
+  * \brief Base class for all 1D and 2D array, and related expressions
+  *
+  * An array is similar to a dense vector or matrix. While matrices are mathematical
+  * objects with well defined linear algebra operators, an array is just a collection
+  * of scalar values arranged in a one or two dimensionnal fashion. As the main consequence,
+  * all operations applied to an array are performed coefficient wise. Furthermore,
+  * arrays support scalar math functions of the c++ standard library (e.g., std::sin(x)), and convenient
+  * constructors allowing to easily write generic code working for both scalar values
+  * and arrays.
+  *
+  * This class is the base that is inherited by all array expression types.
+  *
+  * \tparam Derived is the derived type, e.g., an array or an expression type.
+  *
+  * This class can be extended with the help of the plugin mechanism described on the page
+  * \ref TopicCustomizing_Plugins by defining the preprocessor symbol \c EIGEN_ARRAYBASE_PLUGIN.
+  *
+  * \sa class MatrixBase, \ref TopicClassHierarchy
+  */
+template<typename Derived> class ArrayBase
+  : public DenseBase<Derived>
+{
+  public:
+#ifndef EIGEN_PARSED_BY_DOXYGEN
+    /** The base class for a given storage type. */
+    typedef ArrayBase StorageBaseType;
+
+    typedef ArrayBase Eigen_BaseClassForSpecializationOfGlobalMathFuncImpl;
+
+    typedef typename internal::traits<Derived>::StorageKind StorageKind;
+    typedef typename internal::traits<Derived>::Scalar Scalar;
+    typedef typename internal::packet_traits<Scalar>::type PacketScalar;
+    typedef typename NumTraits<Scalar>::Real RealScalar;
+
+    typedef DenseBase<Derived> Base;
+    using Base::RowsAtCompileTime;
+    using Base::ColsAtCompileTime;
+    using Base::SizeAtCompileTime;
+    using Base::MaxRowsAtCompileTime;
+    using Base::MaxColsAtCompileTime;
+    using Base::MaxSizeAtCompileTime;
+    using Base::IsVectorAtCompileTime;
+    using Base::Flags;
+    
+    using Base::derived;
+    using Base::const_cast_derived;
+    using Base::rows;
+    using Base::cols;
+    using Base::size;
+    using Base::coeff;
+    using Base::coeffRef;
+    using Base::lazyAssign;
+    using Base::operator-;
+    using Base::operator=;
+    using Base::operator+=;
+    using Base::operator-=;
+    using Base::operator*=;
+    using Base::operator/=;
+
+    typedef typename Base::CoeffReturnType CoeffReturnType;
+
+#endif // not EIGEN_PARSED_BY_DOXYGEN
+
+#ifndef EIGEN_PARSED_BY_DOXYGEN
+    typedef typename Base::PlainObject PlainObject;
+
+    /** \internal Represents a matrix with all coefficients equal to one another*/
+    typedef CwiseNullaryOp<internal::scalar_constant_op<Scalar>,PlainObject> ConstantReturnType;
+#endif // not EIGEN_PARSED_BY_DOXYGEN
+
+#define EIGEN_CURRENT_STORAGE_BASE_CLASS Eigen::ArrayBase
+#define EIGEN_DOC_UNARY_ADDONS(X,Y)
+#   include "../plugins/MatrixCwiseUnaryOps.h"
+#   include "../plugins/ArrayCwiseUnaryOps.h"
+#   include "../plugins/CommonCwiseBinaryOps.h"
+#   include "../plugins/MatrixCwiseBinaryOps.h"
+#   include "../plugins/ArrayCwiseBinaryOps.h"
+#   ifdef EIGEN_ARRAYBASE_PLUGIN
+#     include EIGEN_ARRAYBASE_PLUGIN
+#   endif
+#undef EIGEN_CURRENT_STORAGE_BASE_CLASS
+#undef EIGEN_DOC_UNARY_ADDONS
+
+    /** Special case of the template operator=, in order to prevent the compiler
+      * from generating a default operator= (issue hit with g++ 4.1)
+      */
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    Derived& operator=(const ArrayBase& other)
+    {
+      internal::call_assignment(derived(), other.derived());
+      return derived();
+    }
+    
+    /** Set all the entries to \a value.
+      * \sa DenseBase::setConstant(), DenseBase::fill() */
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    Derived& operator=(const Scalar &value)
+    { Base::setConstant(value); return derived(); }
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    Derived& operator+=(const Scalar& scalar);
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    Derived& operator-=(const Scalar& scalar);
+
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    Derived& operator+=(const ArrayBase<OtherDerived>& other);
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    Derived& operator-=(const ArrayBase<OtherDerived>& other);
+
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    Derived& operator*=(const ArrayBase<OtherDerived>& other);
+
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    Derived& operator/=(const ArrayBase<OtherDerived>& other);
+
+  public:
+    EIGEN_DEVICE_FUNC
+    ArrayBase<Derived>& array() { return *this; }
+    EIGEN_DEVICE_FUNC
+    const ArrayBase<Derived>& array() const { return *this; }
+
+    /** \returns an \link Eigen::MatrixBase Matrix \endlink expression of this array
+      * \sa MatrixBase::array() */
+    EIGEN_DEVICE_FUNC
+    MatrixWrapper<Derived> matrix() { return MatrixWrapper<Derived>(derived()); }
+    EIGEN_DEVICE_FUNC
+    const MatrixWrapper<const Derived> matrix() const { return MatrixWrapper<const Derived>(derived()); }
+
+//     template<typename Dest>
+//     inline void evalTo(Dest& dst) const { dst = matrix(); }
+
+  protected:
+    EIGEN_DEFAULT_COPY_CONSTRUCTOR(ArrayBase)
+    EIGEN_DEFAULT_EMPTY_CONSTRUCTOR_AND_DESTRUCTOR(ArrayBase)
+
+  private:
+    explicit ArrayBase(Index);
+    ArrayBase(Index,Index);
+    template<typename OtherDerived> explicit ArrayBase(const ArrayBase<OtherDerived>&);
+  protected:
+    // mixing arrays and matrices is not legal
+    template<typename OtherDerived> Derived& operator+=(const MatrixBase<OtherDerived>& )
+    {EIGEN_STATIC_ASSERT(std::ptrdiff_t(sizeof(typename OtherDerived::Scalar))==-1,YOU_CANNOT_MIX_ARRAYS_AND_MATRICES); return *this;}
+    // mixing arrays and matrices is not legal
+    template<typename OtherDerived> Derived& operator-=(const MatrixBase<OtherDerived>& )
+    {EIGEN_STATIC_ASSERT(std::ptrdiff_t(sizeof(typename OtherDerived::Scalar))==-1,YOU_CANNOT_MIX_ARRAYS_AND_MATRICES); return *this;}
+};
+
+/** replaces \c *this by \c *this - \a other.
+  *
+  * \returns a reference to \c *this
+  */
+template<typename Derived>
+template<typename OtherDerived>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Derived &
+ArrayBase<Derived>::operator-=(const ArrayBase<OtherDerived> &other)
+{
+  call_assignment(derived(), other.derived(), internal::sub_assign_op<Scalar,typename OtherDerived::Scalar>());
+  return derived();
+}
+
+/** replaces \c *this by \c *this + \a other.
+  *
+  * \returns a reference to \c *this
+  */
+template<typename Derived>
+template<typename OtherDerived>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Derived &
+ArrayBase<Derived>::operator+=(const ArrayBase<OtherDerived>& other)
+{
+  call_assignment(derived(), other.derived(), internal::add_assign_op<Scalar,typename OtherDerived::Scalar>());
+  return derived();
+}
+
+/** replaces \c *this by \c *this * \a other coefficient wise.
+  *
+  * \returns a reference to \c *this
+  */
+template<typename Derived>
+template<typename OtherDerived>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Derived &
+ArrayBase<Derived>::operator*=(const ArrayBase<OtherDerived>& other)
+{
+  call_assignment(derived(), other.derived(), internal::mul_assign_op<Scalar,typename OtherDerived::Scalar>());
+  return derived();
+}
+
+/** replaces \c *this by \c *this / \a other coefficient wise.
+  *
+  * \returns a reference to \c *this
+  */
+template<typename Derived>
+template<typename OtherDerived>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Derived &
+ArrayBase<Derived>::operator/=(const ArrayBase<OtherDerived>& other)
+{
+  call_assignment(derived(), other.derived(), internal::div_assign_op<Scalar,typename OtherDerived::Scalar>());
+  return derived();
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_ARRAYBASE_H

include/utils/Eigen/src/Core/ArrayWrapper.h

@@ -0,0 +1,209 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009-2010 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_ARRAYWRAPPER_H
+#define EIGEN_ARRAYWRAPPER_H
+
+namespace Eigen {
+
+/** \class ArrayWrapper
+  * \ingroup Core_Module
+  *
+  * \brief Expression of a mathematical vector or matrix as an array object
+  *
+  * This class is the return type of MatrixBase::array(), and most of the time
+  * this is the only way it is use.
+  *
+  * \sa MatrixBase::array(), class MatrixWrapper
+  */
+
+namespace internal {
+template<typename ExpressionType>
+struct traits<ArrayWrapper<ExpressionType> >
+  : public traits<typename remove_all<typename ExpressionType::Nested>::type >
+{
+  typedef ArrayXpr XprKind;
+  // Let's remove NestByRefBit
+  enum {
+    Flags0 = traits<typename remove_all<typename ExpressionType::Nested>::type >::Flags,
+    LvalueBitFlag = is_lvalue<ExpressionType>::value ? LvalueBit : 0,
+    Flags = (Flags0 & ~(NestByRefBit | LvalueBit)) | LvalueBitFlag
+  };
+};
+}
+
+template<typename ExpressionType>
+class ArrayWrapper : public ArrayBase<ArrayWrapper<ExpressionType> >
+{
+  public:
+    typedef ArrayBase<ArrayWrapper> Base;
+    EIGEN_DENSE_PUBLIC_INTERFACE(ArrayWrapper)
+    EIGEN_INHERIT_ASSIGNMENT_OPERATORS(ArrayWrapper)
+    typedef typename internal::remove_all<ExpressionType>::type NestedExpression;
+
+    typedef typename internal::conditional<
+                       internal::is_lvalue<ExpressionType>::value,
+                       Scalar,
+                       const Scalar
+                     >::type ScalarWithConstIfNotLvalue;
+
+    typedef typename internal::ref_selector<ExpressionType>::non_const_type NestedExpressionType;
+
+    using Base::coeffRef;
+
+    EIGEN_DEVICE_FUNC
+    explicit EIGEN_STRONG_INLINE ArrayWrapper(ExpressionType& matrix) : m_expression(matrix) {}
+
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
+    inline Index rows() const EIGEN_NOEXCEPT { return m_expression.rows(); }
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
+    inline Index cols() const EIGEN_NOEXCEPT { return m_expression.cols(); }
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
+    inline Index outerStride() const EIGEN_NOEXCEPT { return m_expression.outerStride(); }
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
+    inline Index innerStride() const EIGEN_NOEXCEPT { return m_expression.innerStride(); }
+
+    EIGEN_DEVICE_FUNC
+    inline ScalarWithConstIfNotLvalue* data() { return m_expression.data(); }
+    EIGEN_DEVICE_FUNC
+    inline const Scalar* data() const { return m_expression.data(); }
+
+    EIGEN_DEVICE_FUNC
+    inline const Scalar& coeffRef(Index rowId, Index colId) const
+    {
+      return m_expression.coeffRef(rowId, colId);
+    }
+
+    EIGEN_DEVICE_FUNC
+    inline const Scalar& coeffRef(Index index) const
+    {
+      return m_expression.coeffRef(index);
+    }
+
+    template<typename Dest>
+    EIGEN_DEVICE_FUNC
+    inline void evalTo(Dest& dst) const { dst = m_expression; }
+
+    EIGEN_DEVICE_FUNC
+    const typename internal::remove_all<NestedExpressionType>::type&
+    nestedExpression() const
+    {
+      return m_expression;
+    }
+
+    /** Forwards the resizing request to the nested expression
+      * \sa DenseBase::resize(Index)  */
+    EIGEN_DEVICE_FUNC
+    void resize(Index newSize) { m_expression.resize(newSize); }
+    /** Forwards the resizing request to the nested expression
+      * \sa DenseBase::resize(Index,Index)*/
+    EIGEN_DEVICE_FUNC
+    void resize(Index rows, Index cols) { m_expression.resize(rows,cols); }
+
+  protected:
+    NestedExpressionType m_expression;
+};
+
+/** \class MatrixWrapper
+  * \ingroup Core_Module
+  *
+  * \brief Expression of an array as a mathematical vector or matrix
+  *
+  * This class is the return type of ArrayBase::matrix(), and most of the time
+  * this is the only way it is use.
+  *
+  * \sa MatrixBase::matrix(), class ArrayWrapper
+  */
+
+namespace internal {
+template<typename ExpressionType>
+struct traits<MatrixWrapper<ExpressionType> >
+ : public traits<typename remove_all<typename ExpressionType::Nested>::type >
+{
+  typedef MatrixXpr XprKind;
+  // Let's remove NestByRefBit
+  enum {
+    Flags0 = traits<typename remove_all<typename ExpressionType::Nested>::type >::Flags,
+    LvalueBitFlag = is_lvalue<ExpressionType>::value ? LvalueBit : 0,
+    Flags = (Flags0 & ~(NestByRefBit | LvalueBit)) | LvalueBitFlag
+  };
+};
+}
+
+template<typename ExpressionType>
+class MatrixWrapper : public MatrixBase<MatrixWrapper<ExpressionType> >
+{
+  public:
+    typedef MatrixBase<MatrixWrapper<ExpressionType> > Base;
+    EIGEN_DENSE_PUBLIC_INTERFACE(MatrixWrapper)
+    EIGEN_INHERIT_ASSIGNMENT_OPERATORS(MatrixWrapper)
+    typedef typename internal::remove_all<ExpressionType>::type NestedExpression;
+
+    typedef typename internal::conditional<
+                       internal::is_lvalue<ExpressionType>::value,
+                       Scalar,
+                       const Scalar
+                     >::type ScalarWithConstIfNotLvalue;
+
+    typedef typename internal::ref_selector<ExpressionType>::non_const_type NestedExpressionType;
+
+    using Base::coeffRef;
+
+    EIGEN_DEVICE_FUNC
+    explicit inline MatrixWrapper(ExpressionType& matrix) : m_expression(matrix) {}
+
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
+    inline Index rows() const EIGEN_NOEXCEPT { return m_expression.rows(); }
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
+    inline Index cols() const EIGEN_NOEXCEPT { return m_expression.cols(); }
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
+    inline Index outerStride() const EIGEN_NOEXCEPT { return m_expression.outerStride(); }
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
+    inline Index innerStride() const EIGEN_NOEXCEPT { return m_expression.innerStride(); }
+
+    EIGEN_DEVICE_FUNC
+    inline ScalarWithConstIfNotLvalue* data() { return m_expression.data(); }
+    EIGEN_DEVICE_FUNC
+    inline const Scalar* data() const { return m_expression.data(); }
+
+    EIGEN_DEVICE_FUNC
+    inline const Scalar& coeffRef(Index rowId, Index colId) const
+    {
+      return m_expression.derived().coeffRef(rowId, colId);
+    }
+
+    EIGEN_DEVICE_FUNC
+    inline const Scalar& coeffRef(Index index) const
+    {
+      return m_expression.coeffRef(index);
+    }
+
+    EIGEN_DEVICE_FUNC
+    const typename internal::remove_all<NestedExpressionType>::type&
+    nestedExpression() const
+    {
+      return m_expression;
+    }
+
+    /** Forwards the resizing request to the nested expression
+      * \sa DenseBase::resize(Index)  */
+    EIGEN_DEVICE_FUNC
+    void resize(Index newSize) { m_expression.resize(newSize); }
+    /** Forwards the resizing request to the nested expression
+      * \sa DenseBase::resize(Index,Index)*/
+    EIGEN_DEVICE_FUNC
+    void resize(Index rows, Index cols) { m_expression.resize(rows,cols); }
+
+  protected:
+    NestedExpressionType m_expression;
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_ARRAYWRAPPER_H

include/utils/Eigen/src/Core/Assign.h

@@ -0,0 +1,90 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2007 Michael Olbrich <michael.olbrich@gmx.net>
+// Copyright (C) 2006-2010 Benoit Jacob <jacob.benoit.1@gmail.com>
+// 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_ASSIGN_H
+#define EIGEN_ASSIGN_H
+
+namespace Eigen {
+
+template<typename Derived>
+template<typename OtherDerived>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Derived& DenseBase<Derived>
+  ::lazyAssign(const DenseBase<OtherDerived>& other)
+{
+  enum{
+    SameType = internal::is_same<typename Derived::Scalar,typename OtherDerived::Scalar>::value
+  };
+
+  EIGEN_STATIC_ASSERT_LVALUE(Derived)
+  EIGEN_STATIC_ASSERT_SAME_MATRIX_SIZE(Derived,OtherDerived)
+  EIGEN_STATIC_ASSERT(SameType,YOU_MIXED_DIFFERENT_NUMERIC_TYPES__YOU_NEED_TO_USE_THE_CAST_METHOD_OF_MATRIXBASE_TO_CAST_NUMERIC_TYPES_EXPLICITLY)
+
+  eigen_assert(rows() == other.rows() && cols() == other.cols());
+  internal::call_assignment_no_alias(derived(),other.derived());
+  
+  return derived();
+}
+
+template<typename Derived>
+template<typename OtherDerived>
+EIGEN_DEVICE_FUNC
+EIGEN_STRONG_INLINE Derived& DenseBase<Derived>::operator=(const DenseBase<OtherDerived>& other)
+{
+  internal::call_assignment(derived(), other.derived());
+  return derived();
+}
+
+template<typename Derived>
+EIGEN_DEVICE_FUNC
+EIGEN_STRONG_INLINE Derived& DenseBase<Derived>::operator=(const DenseBase& other)
+{
+  internal::call_assignment(derived(), other.derived());
+  return derived();
+}
+
+template<typename Derived>
+EIGEN_DEVICE_FUNC
+EIGEN_STRONG_INLINE Derived& MatrixBase<Derived>::operator=(const MatrixBase& other)
+{
+  internal::call_assignment(derived(), other.derived());
+  return derived();
+}
+
+template<typename Derived>
+template <typename OtherDerived>
+EIGEN_DEVICE_FUNC
+EIGEN_STRONG_INLINE Derived& MatrixBase<Derived>::operator=(const DenseBase<OtherDerived>& other)
+{
+  internal::call_assignment(derived(), other.derived());
+  return derived();
+}
+
+template<typename Derived>
+template <typename OtherDerived>
+EIGEN_DEVICE_FUNC
+EIGEN_STRONG_INLINE Derived& MatrixBase<Derived>::operator=(const EigenBase<OtherDerived>& other)
+{
+  internal::call_assignment(derived(), other.derived());
+  return derived();
+}
+
+template<typename Derived>
+template<typename OtherDerived>
+EIGEN_DEVICE_FUNC
+EIGEN_STRONG_INLINE Derived& MatrixBase<Derived>::operator=(const ReturnByValue<OtherDerived>& other)
+{
+  other.derived().evalTo(derived());
+  return derived();
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_ASSIGN_H

include/utils/Eigen/src/Core/Assign_MKL.h

@@ -0,0 +1,178 @@
+/*
+ Copyright (c) 2011, Intel Corporation. All rights reserved.
+ Copyright (C) 2015 Gael Guennebaud <gael.guennebaud@inria.fr>
+ 
+ Redistribution and use in source and binary forms, with or without modification,
+ are permitted provided that the following conditions are met:
+
+ * Redistributions of source code must retain the above copyright notice, this
+   list of conditions and the following disclaimer.
+ * 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.
+ * Neither the name of Intel Corporation nor the names of its contributors may
+   be used to endorse or promote products derived from this software without
+   specific prior written permission.
+
+ THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
+ ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
+ WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
+ DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
+ ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
+ (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
+ LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
+ ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
+ (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
+ SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+
+ ********************************************************************************
+ *   Content : Eigen bindings to Intel(R) MKL
+ *   MKL VML support for coefficient-wise unary Eigen expressions like a=b.sin()
+ ********************************************************************************
+*/
+
+#ifndef EIGEN_ASSIGN_VML_H
+#define EIGEN_ASSIGN_VML_H
+
+namespace Eigen { 
+
+namespace internal {
+
+template<typename Dst, typename Src>
+class vml_assign_traits
+{
+  private:
+    enum {
+      DstHasDirectAccess = Dst::Flags & DirectAccessBit,
+      SrcHasDirectAccess = Src::Flags & DirectAccessBit,
+      StorageOrdersAgree = (int(Dst::IsRowMajor) == int(Src::IsRowMajor)),
+      InnerSize = int(Dst::IsVectorAtCompileTime) ? int(Dst::SizeAtCompileTime)
+                : int(Dst::Flags)&RowMajorBit ? int(Dst::ColsAtCompileTime)
+                : int(Dst::RowsAtCompileTime),
+      InnerMaxSize  = int(Dst::IsVectorAtCompileTime) ? int(Dst::MaxSizeAtCompileTime)
+                    : int(Dst::Flags)&RowMajorBit ? int(Dst::MaxColsAtCompileTime)
+                    : int(Dst::MaxRowsAtCompileTime),
+      MaxSizeAtCompileTime = Dst::SizeAtCompileTime,
+
+      MightEnableVml = StorageOrdersAgree && DstHasDirectAccess && SrcHasDirectAccess && Src::InnerStrideAtCompileTime==1 && Dst::InnerStrideAtCompileTime==1,
+      MightLinearize = MightEnableVml && (int(Dst::Flags) & int(Src::Flags) & LinearAccessBit),
+      VmlSize = MightLinearize ? MaxSizeAtCompileTime : InnerMaxSize,
+      LargeEnough = VmlSize==Dynamic || VmlSize>=EIGEN_MKL_VML_THRESHOLD
+    };
+  public:
+    enum {
+      EnableVml = MightEnableVml && LargeEnough,
+      Traversal = MightLinearize ? LinearTraversal : DefaultTraversal
+    };
+};
+
+#define EIGEN_PP_EXPAND(ARG) ARG
+#if !defined (EIGEN_FAST_MATH) || (EIGEN_FAST_MATH != 1)
+#define EIGEN_VMLMODE_EXPAND_xLA , VML_HA
+#else
+#define EIGEN_VMLMODE_EXPAND_xLA , VML_LA
+#endif
+
+#define EIGEN_VMLMODE_EXPAND_x_
+
+#define EIGEN_VMLMODE_PREFIX_xLA vm
+#define EIGEN_VMLMODE_PREFIX_x_  v
+#define EIGEN_VMLMODE_PREFIX(VMLMODE) EIGEN_CAT(EIGEN_VMLMODE_PREFIX_x,VMLMODE)
+
+#define EIGEN_MKL_VML_DECLARE_UNARY_CALL(EIGENOP, VMLOP, EIGENTYPE, VMLTYPE, VMLMODE)                                           \
+  template< typename DstXprType, typename SrcXprNested>                                                                         \
+  struct Assignment<DstXprType, CwiseUnaryOp<scalar_##EIGENOP##_op<EIGENTYPE>, SrcXprNested>, assign_op<EIGENTYPE,EIGENTYPE>,   \
+                   Dense2Dense, typename enable_if<vml_assign_traits<DstXprType,SrcXprNested>::EnableVml>::type> {              \
+    typedef CwiseUnaryOp<scalar_##EIGENOP##_op<EIGENTYPE>, SrcXprNested> SrcXprType;                                            \
+    static void run(DstXprType &dst, const SrcXprType &src, const assign_op<EIGENTYPE,EIGENTYPE> &func) {                       \
+      resize_if_allowed(dst, src, func);                                                                                        \
+      eigen_assert(dst.rows() == src.rows() && dst.cols() == src.cols());                                                       \
+      if(vml_assign_traits<DstXprType,SrcXprNested>::Traversal==LinearTraversal) {                                              \
+        VMLOP(dst.size(), (const VMLTYPE*)src.nestedExpression().data(),                                                        \
+              (VMLTYPE*)dst.data() EIGEN_PP_EXPAND(EIGEN_VMLMODE_EXPAND_x##VMLMODE) );                                           \
+      } else {                                                                                                                  \
+        const Index outerSize = dst.outerSize();                                                                                \
+        for(Index outer = 0; outer < outerSize; ++outer) {                                                                      \
+          const EIGENTYPE *src_ptr = src.IsRowMajor ? &(src.nestedExpression().coeffRef(outer,0)) :                             \
+                                                      &(src.nestedExpression().coeffRef(0, outer));                             \
+          EIGENTYPE *dst_ptr = dst.IsRowMajor ? &(dst.coeffRef(outer,0)) : &(dst.coeffRef(0, outer));                           \
+          VMLOP( dst.innerSize(), (const VMLTYPE*)src_ptr,                                                                      \
+                (VMLTYPE*)dst_ptr EIGEN_PP_EXPAND(EIGEN_VMLMODE_EXPAND_x##VMLMODE));                                             \
+        }                                                                                                                       \
+      }                                                                                                                         \
+    }                                                                                                                           \
+  };                                                                                                                            \
+
+
+#define EIGEN_MKL_VML_DECLARE_UNARY_CALLS_REAL(EIGENOP, VMLOP, VMLMODE)                                                         \
+  EIGEN_MKL_VML_DECLARE_UNARY_CALL(EIGENOP, EIGEN_CAT(EIGEN_VMLMODE_PREFIX(VMLMODE),s##VMLOP), float, float, VMLMODE)           \
+  EIGEN_MKL_VML_DECLARE_UNARY_CALL(EIGENOP, EIGEN_CAT(EIGEN_VMLMODE_PREFIX(VMLMODE),d##VMLOP), double, double, VMLMODE)
+
+#define EIGEN_MKL_VML_DECLARE_UNARY_CALLS_CPLX(EIGENOP, VMLOP, VMLMODE)                                                         \
+  EIGEN_MKL_VML_DECLARE_UNARY_CALL(EIGENOP, EIGEN_CAT(EIGEN_VMLMODE_PREFIX(VMLMODE),c##VMLOP), scomplex, MKL_Complex8, VMLMODE) \
+  EIGEN_MKL_VML_DECLARE_UNARY_CALL(EIGENOP, EIGEN_CAT(EIGEN_VMLMODE_PREFIX(VMLMODE),z##VMLOP), dcomplex, MKL_Complex16, VMLMODE)
+  
+#define EIGEN_MKL_VML_DECLARE_UNARY_CALLS(EIGENOP, VMLOP, VMLMODE)                                                              \
+  EIGEN_MKL_VML_DECLARE_UNARY_CALLS_REAL(EIGENOP, VMLOP, VMLMODE)                                                               \
+  EIGEN_MKL_VML_DECLARE_UNARY_CALLS_CPLX(EIGENOP, VMLOP, VMLMODE)
+
+  
+EIGEN_MKL_VML_DECLARE_UNARY_CALLS(sin,   Sin,   LA)
+EIGEN_MKL_VML_DECLARE_UNARY_CALLS(asin,  Asin,  LA)
+EIGEN_MKL_VML_DECLARE_UNARY_CALLS(sinh,  Sinh,  LA)
+EIGEN_MKL_VML_DECLARE_UNARY_CALLS(cos,   Cos,   LA)
+EIGEN_MKL_VML_DECLARE_UNARY_CALLS(acos,  Acos,  LA)
+EIGEN_MKL_VML_DECLARE_UNARY_CALLS(cosh,  Cosh,  LA)
+EIGEN_MKL_VML_DECLARE_UNARY_CALLS(tan,   Tan,   LA)
+EIGEN_MKL_VML_DECLARE_UNARY_CALLS(atan,  Atan,  LA)
+EIGEN_MKL_VML_DECLARE_UNARY_CALLS(tanh,  Tanh,  LA)
+// EIGEN_MKL_VML_DECLARE_UNARY_CALLS(abs,   Abs,    _)
+EIGEN_MKL_VML_DECLARE_UNARY_CALLS(exp,   Exp,   LA)
+EIGEN_MKL_VML_DECLARE_UNARY_CALLS(log,   Ln,    LA)
+EIGEN_MKL_VML_DECLARE_UNARY_CALLS(log10, Log10, LA)
+EIGEN_MKL_VML_DECLARE_UNARY_CALLS(sqrt,  Sqrt,  _)
+
+EIGEN_MKL_VML_DECLARE_UNARY_CALLS_REAL(square, Sqr,   _)
+EIGEN_MKL_VML_DECLARE_UNARY_CALLS_CPLX(arg, Arg,      _)
+EIGEN_MKL_VML_DECLARE_UNARY_CALLS_REAL(round, Round,  _)
+EIGEN_MKL_VML_DECLARE_UNARY_CALLS_REAL(floor, Floor,  _)
+EIGEN_MKL_VML_DECLARE_UNARY_CALLS_REAL(ceil,  Ceil,   _)
+
+#define EIGEN_MKL_VML_DECLARE_POW_CALL(EIGENOP, VMLOP, EIGENTYPE, VMLTYPE, VMLMODE)                                           \
+  template< typename DstXprType, typename SrcXprNested, typename Plain>                                                       \
+  struct Assignment<DstXprType, CwiseBinaryOp<scalar_##EIGENOP##_op<EIGENTYPE,EIGENTYPE>, SrcXprNested,                       \
+                    const CwiseNullaryOp<internal::scalar_constant_op<EIGENTYPE>,Plain> >, assign_op<EIGENTYPE,EIGENTYPE>,    \
+                   Dense2Dense, typename enable_if<vml_assign_traits<DstXprType,SrcXprNested>::EnableVml>::type> {            \
+    typedef CwiseBinaryOp<scalar_##EIGENOP##_op<EIGENTYPE,EIGENTYPE>, SrcXprNested,                                           \
+                    const CwiseNullaryOp<internal::scalar_constant_op<EIGENTYPE>,Plain> > SrcXprType;                         \
+    static void run(DstXprType &dst, const SrcXprType &src, const assign_op<EIGENTYPE,EIGENTYPE> &func) {                     \
+      resize_if_allowed(dst, src, func);                                                                                      \
+      eigen_assert(dst.rows() == src.rows() && dst.cols() == src.cols());                                                     \
+      VMLTYPE exponent = reinterpret_cast<const VMLTYPE&>(src.rhs().functor().m_other);                                       \
+      if(vml_assign_traits<DstXprType,SrcXprNested>::Traversal==LinearTraversal)                                              \
+      {                                                                                                                       \
+        VMLOP( dst.size(), (const VMLTYPE*)src.lhs().data(), exponent,                                                        \
+              (VMLTYPE*)dst.data() EIGEN_PP_EXPAND(EIGEN_VMLMODE_EXPAND_x##VMLMODE) );                                         \
+      } else {                                                                                                                \
+        const Index outerSize = dst.outerSize();                                                                              \
+        for(Index outer = 0; outer < outerSize; ++outer) {                                                                    \
+          const EIGENTYPE *src_ptr = src.IsRowMajor ? &(src.lhs().coeffRef(outer,0)) :                                        \
+                                                      &(src.lhs().coeffRef(0, outer));                                        \
+          EIGENTYPE *dst_ptr = dst.IsRowMajor ? &(dst.coeffRef(outer,0)) : &(dst.coeffRef(0, outer));                         \
+          VMLOP( dst.innerSize(), (const VMLTYPE*)src_ptr, exponent,                                                          \
+                 (VMLTYPE*)dst_ptr EIGEN_PP_EXPAND(EIGEN_VMLMODE_EXPAND_x##VMLMODE));                                          \
+        }                                                                                                                     \
+      }                                                                                                                       \
+    }                                                                                                                         \
+  };
+  
+EIGEN_MKL_VML_DECLARE_POW_CALL(pow, vmsPowx, float,    float,         LA)
+EIGEN_MKL_VML_DECLARE_POW_CALL(pow, vmdPowx, double,   double,        LA)
+EIGEN_MKL_VML_DECLARE_POW_CALL(pow, vmcPowx, scomplex, MKL_Complex8,  LA)
+EIGEN_MKL_VML_DECLARE_POW_CALL(pow, vmzPowx, dcomplex, MKL_Complex16, LA)
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_ASSIGN_VML_H

include/utils/Eigen/src/Core/BandMatrix.h

@@ -0,0 +1,353 @@
+// 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_BANDMATRIX_H
+#define EIGEN_BANDMATRIX_H
+
+namespace Eigen {
+
+namespace internal {
+
+template<typename Derived>
+class BandMatrixBase : public EigenBase<Derived>
+{
+  public:
+
+    enum {
+      Flags = internal::traits<Derived>::Flags,
+      CoeffReadCost = internal::traits<Derived>::CoeffReadCost,
+      RowsAtCompileTime = internal::traits<Derived>::RowsAtCompileTime,
+      ColsAtCompileTime = internal::traits<Derived>::ColsAtCompileTime,
+      MaxRowsAtCompileTime = internal::traits<Derived>::MaxRowsAtCompileTime,
+      MaxColsAtCompileTime = internal::traits<Derived>::MaxColsAtCompileTime,
+      Supers = internal::traits<Derived>::Supers,
+      Subs   = internal::traits<Derived>::Subs,
+      Options = internal::traits<Derived>::Options
+    };
+    typedef typename internal::traits<Derived>::Scalar Scalar;
+    typedef Matrix<Scalar,RowsAtCompileTime,ColsAtCompileTime> DenseMatrixType;
+    typedef typename DenseMatrixType::StorageIndex StorageIndex;
+    typedef typename internal::traits<Derived>::CoefficientsType CoefficientsType;
+    typedef EigenBase<Derived> Base;
+
+  protected:
+    enum {
+      DataRowsAtCompileTime = ((Supers!=Dynamic) && (Subs!=Dynamic))
+                            ? 1 + Supers + Subs
+                            : Dynamic,
+      SizeAtCompileTime = EIGEN_SIZE_MIN_PREFER_DYNAMIC(RowsAtCompileTime,ColsAtCompileTime)
+    };
+
+  public:
+
+    using Base::derived;
+    using Base::rows;
+    using Base::cols;
+
+    /** \returns the number of super diagonals */
+    inline Index supers() const { return derived().supers(); }
+
+    /** \returns the number of sub diagonals */
+    inline Index subs() const { return derived().subs(); }
+
+    /** \returns an expression of the underlying coefficient matrix */
+    inline const CoefficientsType& coeffs() const { return derived().coeffs(); }
+
+    /** \returns an expression of the underlying coefficient matrix */
+    inline CoefficientsType& coeffs() { return derived().coeffs(); }
+
+    /** \returns a vector expression of the \a i -th column,
+      * only the meaningful part is returned.
+      * \warning the internal storage must be column major. */
+    inline Block<CoefficientsType,Dynamic,1> col(Index i)
+    {
+      EIGEN_STATIC_ASSERT((int(Options) & int(RowMajor)) == 0, THIS_METHOD_IS_ONLY_FOR_COLUMN_MAJOR_MATRICES);
+      Index start = 0;
+      Index len = coeffs().rows();
+      if (i<=supers())
+      {
+        start = supers()-i;
+        len = (std::min)(rows(),std::max<Index>(0,coeffs().rows() - (supers()-i)));
+      }
+      else if (i>=rows()-subs())
+        len = std::max<Index>(0,coeffs().rows() - (i + 1 - rows() + subs()));
+      return Block<CoefficientsType,Dynamic,1>(coeffs(), start, i, len, 1);
+    }
+
+    /** \returns a vector expression of the main diagonal */
+    inline Block<CoefficientsType,1,SizeAtCompileTime> diagonal()
+    { return Block<CoefficientsType,1,SizeAtCompileTime>(coeffs(),supers(),0,1,(std::min)(rows(),cols())); }
+
+    /** \returns a vector expression of the main diagonal (const version) */
+    inline const Block<const CoefficientsType,1,SizeAtCompileTime> diagonal() const
+    { return Block<const CoefficientsType,1,SizeAtCompileTime>(coeffs(),supers(),0,1,(std::min)(rows(),cols())); }
+
+    template<int Index> struct DiagonalIntReturnType {
+      enum {
+        ReturnOpposite = (int(Options) & int(SelfAdjoint)) && (((Index) > 0 && Supers == 0) || ((Index) < 0 && Subs == 0)),
+        Conjugate = ReturnOpposite && NumTraits<Scalar>::IsComplex,
+        ActualIndex = ReturnOpposite ? -Index : Index,
+        DiagonalSize = (RowsAtCompileTime==Dynamic || ColsAtCompileTime==Dynamic)
+                     ? Dynamic
+                     : (ActualIndex<0
+                     ? EIGEN_SIZE_MIN_PREFER_DYNAMIC(ColsAtCompileTime, RowsAtCompileTime + ActualIndex)
+                     : EIGEN_SIZE_MIN_PREFER_DYNAMIC(RowsAtCompileTime, ColsAtCompileTime - ActualIndex))
+      };
+      typedef Block<CoefficientsType,1, DiagonalSize> BuildType;
+      typedef typename internal::conditional<Conjugate,
+                 CwiseUnaryOp<internal::scalar_conjugate_op<Scalar>,BuildType >,
+                 BuildType>::type Type;
+    };
+
+    /** \returns a vector expression of the \a N -th sub or super diagonal */
+    template<int N> inline typename DiagonalIntReturnType<N>::Type diagonal()
+    {
+      return typename DiagonalIntReturnType<N>::BuildType(coeffs(), supers()-N, (std::max)(0,N), 1, diagonalLength(N));
+    }
+
+    /** \returns a vector expression of the \a N -th sub or super diagonal */
+    template<int N> inline const typename DiagonalIntReturnType<N>::Type diagonal() const
+    {
+      return typename DiagonalIntReturnType<N>::BuildType(coeffs(), supers()-N, (std::max)(0,N), 1, diagonalLength(N));
+    }
+
+    /** \returns a vector expression of the \a i -th sub or super diagonal */
+    inline Block<CoefficientsType,1,Dynamic> diagonal(Index i)
+    {
+      eigen_assert((i<0 && -i<=subs()) || (i>=0 && i<=supers()));
+      return Block<CoefficientsType,1,Dynamic>(coeffs(), supers()-i, std::max<Index>(0,i), 1, diagonalLength(i));
+    }
+
+    /** \returns a vector expression of the \a i -th sub or super diagonal */
+    inline const Block<const CoefficientsType,1,Dynamic> diagonal(Index i) const
+    {
+      eigen_assert((i<0 && -i<=subs()) || (i>=0 && i<=supers()));
+      return Block<const CoefficientsType,1,Dynamic>(coeffs(), supers()-i, std::max<Index>(0,i), 1, diagonalLength(i));
+    }
+
+    template<typename Dest> inline void evalTo(Dest& dst) const
+    {
+      dst.resize(rows(),cols());
+      dst.setZero();
+      dst.diagonal() = diagonal();
+      for (Index i=1; i<=supers();++i)
+        dst.diagonal(i) = diagonal(i);
+      for (Index i=1; i<=subs();++i)
+        dst.diagonal(-i) = diagonal(-i);
+    }
+
+    DenseMatrixType toDenseMatrix() const
+    {
+      DenseMatrixType res(rows(),cols());
+      evalTo(res);
+      return res;
+    }
+
+  protected:
+
+    inline Index diagonalLength(Index i) const
+    { return i<0 ? (std::min)(cols(),rows()+i) : (std::min)(rows(),cols()-i); }
+};
+
+/**
+  * \class BandMatrix
+  * \ingroup Core_Module
+  *
+  * \brief Represents a rectangular matrix with a banded storage
+  *
+  * \tparam _Scalar Numeric type, i.e. float, double, int
+  * \tparam _Rows Number of rows, or \b Dynamic
+  * \tparam _Cols Number of columns, or \b Dynamic
+  * \tparam _Supers Number of super diagonal
+  * \tparam _Subs Number of sub diagonal
+  * \tparam _Options A combination of either \b #RowMajor or \b #ColMajor, and of \b #SelfAdjoint
+  *                  The former controls \ref TopicStorageOrders "storage order", and defaults to
+  *                  column-major. The latter controls whether the matrix represents a selfadjoint
+  *                  matrix in which case either Supers of Subs have to be null.
+  *
+  * \sa class TridiagonalMatrix
+  */
+
+template<typename _Scalar, int _Rows, int _Cols, int _Supers, int _Subs, int _Options>
+struct traits<BandMatrix<_Scalar,_Rows,_Cols,_Supers,_Subs,_Options> >
+{
+  typedef _Scalar Scalar;
+  typedef Dense StorageKind;
+  typedef Eigen::Index StorageIndex;
+  enum {
+    CoeffReadCost = NumTraits<Scalar>::ReadCost,
+    RowsAtCompileTime = _Rows,
+    ColsAtCompileTime = _Cols,
+    MaxRowsAtCompileTime = _Rows,
+    MaxColsAtCompileTime = _Cols,
+    Flags = LvalueBit,
+    Supers = _Supers,
+    Subs = _Subs,
+    Options = _Options,
+    DataRowsAtCompileTime = ((Supers!=Dynamic) && (Subs!=Dynamic)) ? 1 + Supers + Subs : Dynamic
+  };
+  typedef Matrix<Scalar, DataRowsAtCompileTime, ColsAtCompileTime, int(Options) & int(RowMajor) ? RowMajor : ColMajor> CoefficientsType;
+};
+
+template<typename _Scalar, int Rows, int Cols, int Supers, int Subs, int Options>
+class BandMatrix : public BandMatrixBase<BandMatrix<_Scalar,Rows,Cols,Supers,Subs,Options> >
+{
+  public:
+
+    typedef typename internal::traits<BandMatrix>::Scalar Scalar;
+    typedef typename internal::traits<BandMatrix>::StorageIndex StorageIndex;
+    typedef typename internal::traits<BandMatrix>::CoefficientsType CoefficientsType;
+
+    explicit inline BandMatrix(Index rows=Rows, Index cols=Cols, Index supers=Supers, Index subs=Subs)
+      : m_coeffs(1+supers+subs,cols),
+        m_rows(rows), m_supers(supers), m_subs(subs)
+    {
+    }
+
+    /** \returns the number of columns */
+    inline EIGEN_CONSTEXPR Index rows() const { return m_rows.value(); }
+
+    /** \returns the number of rows */
+    inline EIGEN_CONSTEXPR Index cols() const { return m_coeffs.cols(); }
+
+    /** \returns the number of super diagonals */
+    inline EIGEN_CONSTEXPR Index supers() const { return m_supers.value(); }
+
+    /** \returns the number of sub diagonals */
+    inline EIGEN_CONSTEXPR Index subs() const { return m_subs.value(); }
+
+    inline const CoefficientsType& coeffs() const { return m_coeffs; }
+    inline CoefficientsType& coeffs() { return m_coeffs; }
+
+  protected:
+
+    CoefficientsType m_coeffs;
+    internal::variable_if_dynamic<Index, Rows>   m_rows;
+    internal::variable_if_dynamic<Index, Supers> m_supers;
+    internal::variable_if_dynamic<Index, Subs>   m_subs;
+};
+
+template<typename _CoefficientsType,int _Rows, int _Cols, int _Supers, int _Subs,int _Options>
+class BandMatrixWrapper;
+
+template<typename _CoefficientsType,int _Rows, int _Cols, int _Supers, int _Subs,int _Options>
+struct traits<BandMatrixWrapper<_CoefficientsType,_Rows,_Cols,_Supers,_Subs,_Options> >
+{
+  typedef typename _CoefficientsType::Scalar Scalar;
+  typedef typename _CoefficientsType::StorageKind StorageKind;
+  typedef typename _CoefficientsType::StorageIndex StorageIndex;
+  enum {
+    CoeffReadCost = internal::traits<_CoefficientsType>::CoeffReadCost,
+    RowsAtCompileTime = _Rows,
+    ColsAtCompileTime = _Cols,
+    MaxRowsAtCompileTime = _Rows,
+    MaxColsAtCompileTime = _Cols,
+    Flags = LvalueBit,
+    Supers = _Supers,
+    Subs = _Subs,
+    Options = _Options,
+    DataRowsAtCompileTime = ((Supers!=Dynamic) && (Subs!=Dynamic)) ? 1 + Supers + Subs : Dynamic
+  };
+  typedef _CoefficientsType CoefficientsType;
+};
+
+template<typename _CoefficientsType,int _Rows, int _Cols, int _Supers, int _Subs,int _Options>
+class BandMatrixWrapper : public BandMatrixBase<BandMatrixWrapper<_CoefficientsType,_Rows,_Cols,_Supers,_Subs,_Options> >
+{
+  public:
+
+    typedef typename internal::traits<BandMatrixWrapper>::Scalar Scalar;
+    typedef typename internal::traits<BandMatrixWrapper>::CoefficientsType CoefficientsType;
+    typedef typename internal::traits<BandMatrixWrapper>::StorageIndex StorageIndex;
+
+    explicit inline BandMatrixWrapper(const CoefficientsType& coeffs, Index rows=_Rows, Index cols=_Cols, Index supers=_Supers, Index subs=_Subs)
+      : m_coeffs(coeffs),
+        m_rows(rows), m_supers(supers), m_subs(subs)
+    {
+      EIGEN_UNUSED_VARIABLE(cols);
+      //internal::assert(coeffs.cols()==cols() && (supers()+subs()+1)==coeffs.rows());
+    }
+
+    /** \returns the number of columns */
+    inline EIGEN_CONSTEXPR Index rows() const { return m_rows.value(); }
+
+    /** \returns the number of rows */
+    inline EIGEN_CONSTEXPR Index cols() const { return m_coeffs.cols(); }
+
+    /** \returns the number of super diagonals */
+    inline EIGEN_CONSTEXPR Index supers() const { return m_supers.value(); }
+
+    /** \returns the number of sub diagonals */
+    inline EIGEN_CONSTEXPR Index subs() const { return m_subs.value(); }
+
+    inline const CoefficientsType& coeffs() const { return m_coeffs; }
+
+  protected:
+
+    const CoefficientsType& m_coeffs;
+    internal::variable_if_dynamic<Index, _Rows>   m_rows;
+    internal::variable_if_dynamic<Index, _Supers> m_supers;
+    internal::variable_if_dynamic<Index, _Subs>   m_subs;
+};
+
+/**
+  * \class TridiagonalMatrix
+  * \ingroup Core_Module
+  *
+  * \brief Represents a tridiagonal matrix with a compact banded storage
+  *
+  * \tparam Scalar Numeric type, i.e. float, double, int
+  * \tparam Size Number of rows and cols, or \b Dynamic
+  * \tparam Options Can be 0 or \b SelfAdjoint
+  *
+  * \sa class BandMatrix
+  */
+template<typename Scalar, int Size, int Options>
+class TridiagonalMatrix : public BandMatrix<Scalar,Size,Size,Options&SelfAdjoint?0:1,1,Options|RowMajor>
+{
+    typedef BandMatrix<Scalar,Size,Size,Options&SelfAdjoint?0:1,1,Options|RowMajor> Base;
+    typedef typename Base::StorageIndex StorageIndex;
+  public:
+    explicit TridiagonalMatrix(Index size = Size) : Base(size,size,Options&SelfAdjoint?0:1,1) {}
+
+    inline typename Base::template DiagonalIntReturnType<1>::Type super()
+    { return Base::template diagonal<1>(); }
+    inline const typename Base::template DiagonalIntReturnType<1>::Type super() const
+    { return Base::template diagonal<1>(); }
+    inline typename Base::template DiagonalIntReturnType<-1>::Type sub()
+    { return Base::template diagonal<-1>(); }
+    inline const typename Base::template DiagonalIntReturnType<-1>::Type sub() const
+    { return Base::template diagonal<-1>(); }
+  protected:
+};
+
+
+struct BandShape {};
+
+template<typename _Scalar, int _Rows, int _Cols, int _Supers, int _Subs, int _Options>
+struct evaluator_traits<BandMatrix<_Scalar,_Rows,_Cols,_Supers,_Subs,_Options> >
+  : public evaluator_traits_base<BandMatrix<_Scalar,_Rows,_Cols,_Supers,_Subs,_Options> >
+{
+  typedef BandShape Shape;
+};
+
+template<typename _CoefficientsType,int _Rows, int _Cols, int _Supers, int _Subs,int _Options>
+struct evaluator_traits<BandMatrixWrapper<_CoefficientsType,_Rows,_Cols,_Supers,_Subs,_Options> >
+  : public evaluator_traits_base<BandMatrixWrapper<_CoefficientsType,_Rows,_Cols,_Supers,_Subs,_Options> >
+{
+  typedef BandShape Shape;
+};
+
+template<> struct AssignmentKind<DenseShape,BandShape> { typedef EigenBase2EigenBase Kind; };
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_BANDMATRIX_H

include/utils/Eigen/src/Core/Block.h

@@ -0,0 +1,448 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2006-2010 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_BLOCK_H
+#define EIGEN_BLOCK_H
+
+namespace Eigen {
+
+namespace internal {
+template<typename XprType, int BlockRows, int BlockCols, bool InnerPanel>
+struct traits<Block<XprType, BlockRows, BlockCols, InnerPanel> > : traits<XprType>
+{
+  typedef typename traits<XprType>::Scalar Scalar;
+  typedef typename traits<XprType>::StorageKind StorageKind;
+  typedef typename traits<XprType>::XprKind XprKind;
+  typedef typename ref_selector<XprType>::type XprTypeNested;
+  typedef typename remove_reference<XprTypeNested>::type _XprTypeNested;
+  enum{
+    MatrixRows = traits<XprType>::RowsAtCompileTime,
+    MatrixCols = traits<XprType>::ColsAtCompileTime,
+    RowsAtCompileTime = MatrixRows == 0 ? 0 : BlockRows,
+    ColsAtCompileTime = MatrixCols == 0 ? 0 : BlockCols,
+    MaxRowsAtCompileTime = BlockRows==0 ? 0
+                         : RowsAtCompileTime != Dynamic ? int(RowsAtCompileTime)
+                         : int(traits<XprType>::MaxRowsAtCompileTime),
+    MaxColsAtCompileTime = BlockCols==0 ? 0
+                         : ColsAtCompileTime != Dynamic ? int(ColsAtCompileTime)
+                         : int(traits<XprType>::MaxColsAtCompileTime),
+
+    XprTypeIsRowMajor = (int(traits<XprType>::Flags)&RowMajorBit) != 0,
+    IsRowMajor = (MaxRowsAtCompileTime==1&&MaxColsAtCompileTime!=1) ? 1
+               : (MaxColsAtCompileTime==1&&MaxRowsAtCompileTime!=1) ? 0
+               : XprTypeIsRowMajor,
+    HasSameStorageOrderAsXprType = (IsRowMajor == XprTypeIsRowMajor),
+    InnerSize = IsRowMajor ? int(ColsAtCompileTime) : int(RowsAtCompileTime),
+    InnerStrideAtCompileTime = HasSameStorageOrderAsXprType
+                             ? int(inner_stride_at_compile_time<XprType>::ret)
+                             : int(outer_stride_at_compile_time<XprType>::ret),
+    OuterStrideAtCompileTime = HasSameStorageOrderAsXprType
+                             ? int(outer_stride_at_compile_time<XprType>::ret)
+                             : int(inner_stride_at_compile_time<XprType>::ret),
+
+    // FIXME, this traits is rather specialized for dense object and it needs to be cleaned further
+    FlagsLvalueBit = is_lvalue<XprType>::value ? LvalueBit : 0,
+    FlagsRowMajorBit = IsRowMajor ? RowMajorBit : 0,
+    Flags = (traits<XprType>::Flags & (DirectAccessBit | (InnerPanel?CompressedAccessBit:0))) | FlagsLvalueBit | FlagsRowMajorBit,
+    // FIXME DirectAccessBit should not be handled by expressions
+    //
+    // Alignment is needed by MapBase's assertions
+    // We can sefely set it to false here. Internal alignment errors will be detected by an eigen_internal_assert in the respective evaluator
+    Alignment = 0
+  };
+};
+
+template<typename XprType, int BlockRows=Dynamic, int BlockCols=Dynamic, bool InnerPanel = false,
+         bool HasDirectAccess = internal::has_direct_access<XprType>::ret> class BlockImpl_dense;
+
+} // end namespace internal
+
+template<typename XprType, int BlockRows, int BlockCols, bool InnerPanel, typename StorageKind> class BlockImpl;
+
+/** \class Block
+  * \ingroup Core_Module
+  *
+  * \brief Expression of a fixed-size or dynamic-size block
+  *
+  * \tparam XprType the type of the expression in which we are taking a block
+  * \tparam BlockRows the number of rows of the block we are taking at compile time (optional)
+  * \tparam BlockCols the number of columns of the block we are taking at compile time (optional)
+  * \tparam InnerPanel is true, if the block maps to a set of rows of a row major matrix or
+  *         to set of columns of a column major matrix (optional). The parameter allows to determine
+  *         at compile time whether aligned access is possible on the block expression.
+  *
+  * This class represents an expression of either a fixed-size or dynamic-size block. It is the return
+  * type of DenseBase::block(Index,Index,Index,Index) and DenseBase::block<int,int>(Index,Index) and
+  * most of the time this is the only way it is used.
+  *
+  * However, if you want to directly maniputate block expressions,
+  * for instance if you want to write a function returning such an expression, you
+  * will need to use this class.
+  *
+  * Here is an example illustrating the dynamic case:
+  * \include class_Block.cpp
+  * Output: \verbinclude class_Block.out
+  *
+  * \note Even though this expression has dynamic size, in the case where \a XprType
+  * has fixed size, this expression inherits a fixed maximal size which means that evaluating
+  * it does not cause a dynamic memory allocation.
+  *
+  * Here is an example illustrating the fixed-size case:
+  * \include class_FixedBlock.cpp
+  * Output: \verbinclude class_FixedBlock.out
+  *
+  * \sa DenseBase::block(Index,Index,Index,Index), DenseBase::block(Index,Index), class VectorBlock
+  */
+template<typename XprType, int BlockRows, int BlockCols, bool InnerPanel> class Block
+  : public BlockImpl<XprType, BlockRows, BlockCols, InnerPanel, typename internal::traits<XprType>::StorageKind>
+{
+    typedef BlockImpl<XprType, BlockRows, BlockCols, InnerPanel, typename internal::traits<XprType>::StorageKind> Impl;
+  public:
+    //typedef typename Impl::Base Base;
+    typedef Impl Base;
+    EIGEN_GENERIC_PUBLIC_INTERFACE(Block)
+    EIGEN_INHERIT_ASSIGNMENT_OPERATORS(Block)
+
+    typedef typename internal::remove_all<XprType>::type NestedExpression;
+
+    /** Column or Row constructor
+      */
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    Block(XprType& xpr, Index i) : Impl(xpr,i)
+    {
+      eigen_assert( (i>=0) && (
+          ((BlockRows==1) && (BlockCols==XprType::ColsAtCompileTime) && i<xpr.rows())
+        ||((BlockRows==XprType::RowsAtCompileTime) && (BlockCols==1) && i<xpr.cols())));
+    }
+
+    /** Fixed-size constructor
+      */
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    Block(XprType& xpr, Index startRow, Index startCol)
+      : Impl(xpr, startRow, startCol)
+    {
+      EIGEN_STATIC_ASSERT(RowsAtCompileTime!=Dynamic && ColsAtCompileTime!=Dynamic,THIS_METHOD_IS_ONLY_FOR_FIXED_SIZE)
+      eigen_assert(startRow >= 0 && BlockRows >= 0 && startRow + BlockRows <= xpr.rows()
+             && startCol >= 0 && BlockCols >= 0 && startCol + BlockCols <= xpr.cols());
+    }
+
+    /** Dynamic-size constructor
+      */
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    Block(XprType& xpr,
+          Index startRow, Index startCol,
+          Index blockRows, Index blockCols)
+      : Impl(xpr, startRow, startCol, blockRows, blockCols)
+    {
+      eigen_assert((RowsAtCompileTime==Dynamic || RowsAtCompileTime==blockRows)
+          && (ColsAtCompileTime==Dynamic || ColsAtCompileTime==blockCols));
+      eigen_assert(startRow >= 0 && blockRows >= 0 && startRow  <= xpr.rows() - blockRows
+          && startCol >= 0 && blockCols >= 0 && startCol <= xpr.cols() - blockCols);
+    }
+};
+
+// The generic default implementation for dense block simplu forward to the internal::BlockImpl_dense
+// that must be specialized for direct and non-direct access...
+template<typename XprType, int BlockRows, int BlockCols, bool InnerPanel>
+class BlockImpl<XprType, BlockRows, BlockCols, InnerPanel, Dense>
+  : public internal::BlockImpl_dense<XprType, BlockRows, BlockCols, InnerPanel>
+{
+    typedef internal::BlockImpl_dense<XprType, BlockRows, BlockCols, InnerPanel> Impl;
+    typedef typename XprType::StorageIndex StorageIndex;
+  public:
+    typedef Impl Base;
+    EIGEN_INHERIT_ASSIGNMENT_OPERATORS(BlockImpl)
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE BlockImpl(XprType& xpr, Index i) : Impl(xpr,i) {}
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE BlockImpl(XprType& xpr, Index startRow, Index startCol) : Impl(xpr, startRow, startCol) {}
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE BlockImpl(XprType& xpr, Index startRow, Index startCol, Index blockRows, Index blockCols)
+      : Impl(xpr, startRow, startCol, blockRows, blockCols) {}
+};
+
+namespace internal {
+
+/** \internal Internal implementation of dense Blocks in the general case. */
+template<typename XprType, int BlockRows, int BlockCols, bool InnerPanel, bool HasDirectAccess> class BlockImpl_dense
+  : public internal::dense_xpr_base<Block<XprType, BlockRows, BlockCols, InnerPanel> >::type
+{
+    typedef Block<XprType, BlockRows, BlockCols, InnerPanel> BlockType;
+    typedef typename internal::ref_selector<XprType>::non_const_type XprTypeNested;
+  public:
+
+    typedef typename internal::dense_xpr_base<BlockType>::type Base;
+    EIGEN_DENSE_PUBLIC_INTERFACE(BlockType)
+    EIGEN_INHERIT_ASSIGNMENT_OPERATORS(BlockImpl_dense)
+
+    // class InnerIterator; // FIXME apparently never used
+
+    /** Column or Row constructor
+      */
+    EIGEN_DEVICE_FUNC
+    inline BlockImpl_dense(XprType& xpr, Index i)
+      : m_xpr(xpr),
+        // It is a row if and only if BlockRows==1 and BlockCols==XprType::ColsAtCompileTime,
+        // and it is a column if and only if BlockRows==XprType::RowsAtCompileTime and BlockCols==1,
+        // all other cases are invalid.
+        // The case a 1x1 matrix seems ambiguous, but the result is the same anyway.
+        m_startRow( (BlockRows==1) && (BlockCols==XprType::ColsAtCompileTime) ? i : 0),
+        m_startCol( (BlockRows==XprType::RowsAtCompileTime) && (BlockCols==1) ? i : 0),
+        m_blockRows(BlockRows==1 ? 1 : xpr.rows()),
+        m_blockCols(BlockCols==1 ? 1 : xpr.cols())
+    {}
+
+    /** Fixed-size constructor
+      */
+    EIGEN_DEVICE_FUNC
+    inline BlockImpl_dense(XprType& xpr, Index startRow, Index startCol)
+      : m_xpr(xpr), m_startRow(startRow), m_startCol(startCol),
+                    m_blockRows(BlockRows), m_blockCols(BlockCols)
+    {}
+
+    /** Dynamic-size constructor
+      */
+    EIGEN_DEVICE_FUNC
+    inline BlockImpl_dense(XprType& xpr,
+          Index startRow, Index startCol,
+          Index blockRows, Index blockCols)
+      : m_xpr(xpr), m_startRow(startRow), m_startCol(startCol),
+                    m_blockRows(blockRows), m_blockCols(blockCols)
+    {}
+
+    EIGEN_DEVICE_FUNC inline Index rows() const { return m_blockRows.value(); }
+    EIGEN_DEVICE_FUNC inline Index cols() const { return m_blockCols.value(); }
+
+    EIGEN_DEVICE_FUNC
+    inline Scalar& coeffRef(Index rowId, Index colId)
+    {
+      EIGEN_STATIC_ASSERT_LVALUE(XprType)
+      return m_xpr.coeffRef(rowId + m_startRow.value(), colId + m_startCol.value());
+    }
+
+    EIGEN_DEVICE_FUNC
+    inline const Scalar& coeffRef(Index rowId, Index colId) const
+    {
+      return m_xpr.derived().coeffRef(rowId + m_startRow.value(), colId + m_startCol.value());
+    }
+
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE const CoeffReturnType coeff(Index rowId, Index colId) const
+    {
+      return m_xpr.coeff(rowId + m_startRow.value(), colId + m_startCol.value());
+    }
+
+    EIGEN_DEVICE_FUNC
+    inline Scalar& coeffRef(Index index)
+    {
+      EIGEN_STATIC_ASSERT_LVALUE(XprType)
+      return m_xpr.coeffRef(m_startRow.value() + (RowsAtCompileTime == 1 ? 0 : index),
+                            m_startCol.value() + (RowsAtCompileTime == 1 ? index : 0));
+    }
+
+    EIGEN_DEVICE_FUNC
+    inline const Scalar& coeffRef(Index index) const
+    {
+      return m_xpr.coeffRef(m_startRow.value() + (RowsAtCompileTime == 1 ? 0 : index),
+                            m_startCol.value() + (RowsAtCompileTime == 1 ? index : 0));
+    }
+
+    EIGEN_DEVICE_FUNC
+    inline const CoeffReturnType coeff(Index index) const
+    {
+      return m_xpr.coeff(m_startRow.value() + (RowsAtCompileTime == 1 ? 0 : index),
+                         m_startCol.value() + (RowsAtCompileTime == 1 ? index : 0));
+    }
+
+    template<int LoadMode>
+    inline PacketScalar packet(Index rowId, Index colId) const
+    {
+      return m_xpr.template packet<Unaligned>(rowId + m_startRow.value(), colId + m_startCol.value());
+    }
+
+    template<int LoadMode>
+    inline void writePacket(Index rowId, Index colId, const PacketScalar& val)
+    {
+      m_xpr.template writePacket<Unaligned>(rowId + m_startRow.value(), colId + m_startCol.value(), val);
+    }
+
+    template<int LoadMode>
+    inline PacketScalar packet(Index index) const
+    {
+      return m_xpr.template packet<Unaligned>
+              (m_startRow.value() + (RowsAtCompileTime == 1 ? 0 : index),
+               m_startCol.value() + (RowsAtCompileTime == 1 ? index : 0));
+    }
+
+    template<int LoadMode>
+    inline void writePacket(Index index, const PacketScalar& val)
+    {
+      m_xpr.template writePacket<Unaligned>
+         (m_startRow.value() + (RowsAtCompileTime == 1 ? 0 : index),
+          m_startCol.value() + (RowsAtCompileTime == 1 ? index : 0), val);
+    }
+
+    #ifdef EIGEN_PARSED_BY_DOXYGEN
+    /** \sa MapBase::data() */
+    EIGEN_DEVICE_FUNC inline const Scalar* data() const;
+    EIGEN_DEVICE_FUNC inline Index innerStride() const;
+    EIGEN_DEVICE_FUNC inline Index outerStride() const;
+    #endif
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const typename internal::remove_all<XprTypeNested>::type& nestedExpression() const
+    {
+      return m_xpr;
+    }
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    XprType& nestedExpression() { return m_xpr; }
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE EIGEN_CONSTEXPR
+    StorageIndex startRow() const EIGEN_NOEXCEPT
+    {
+      return m_startRow.value();
+    }
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE EIGEN_CONSTEXPR
+    StorageIndex startCol() const EIGEN_NOEXCEPT
+    {
+      return m_startCol.value();
+    }
+
+  protected:
+
+    XprTypeNested m_xpr;
+    const internal::variable_if_dynamic<StorageIndex, (XprType::RowsAtCompileTime == 1 && BlockRows==1) ? 0 : Dynamic> m_startRow;
+    const internal::variable_if_dynamic<StorageIndex, (XprType::ColsAtCompileTime == 1 && BlockCols==1) ? 0 : Dynamic> m_startCol;
+    const internal::variable_if_dynamic<StorageIndex, RowsAtCompileTime> m_blockRows;
+    const internal::variable_if_dynamic<StorageIndex, ColsAtCompileTime> m_blockCols;
+};
+
+/** \internal Internal implementation of dense Blocks in the direct access case.*/
+template<typename XprType, int BlockRows, int BlockCols, bool InnerPanel>
+class BlockImpl_dense<XprType,BlockRows,BlockCols, InnerPanel,true>
+  : public MapBase<Block<XprType, BlockRows, BlockCols, InnerPanel> >
+{
+    typedef Block<XprType, BlockRows, BlockCols, InnerPanel> BlockType;
+    typedef typename internal::ref_selector<XprType>::non_const_type XprTypeNested;
+    enum {
+      XprTypeIsRowMajor = (int(traits<XprType>::Flags)&RowMajorBit) != 0
+    };
+  public:
+
+    typedef MapBase<BlockType> Base;
+    EIGEN_DENSE_PUBLIC_INTERFACE(BlockType)
+    EIGEN_INHERIT_ASSIGNMENT_OPERATORS(BlockImpl_dense)
+
+    /** Column or Row constructor
+      */
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    BlockImpl_dense(XprType& xpr, Index i)
+      : Base(xpr.data() + i * (    ((BlockRows==1) && (BlockCols==XprType::ColsAtCompileTime) && (!XprTypeIsRowMajor))
+                                || ((BlockRows==XprType::RowsAtCompileTime) && (BlockCols==1) && ( XprTypeIsRowMajor)) ? xpr.innerStride() : xpr.outerStride()),
+             BlockRows==1 ? 1 : xpr.rows(),
+             BlockCols==1 ? 1 : xpr.cols()),
+        m_xpr(xpr),
+        m_startRow( (BlockRows==1) && (BlockCols==XprType::ColsAtCompileTime) ? i : 0),
+        m_startCol( (BlockRows==XprType::RowsAtCompileTime) && (BlockCols==1) ? i : 0)
+    {
+      init();
+    }
+
+    /** Fixed-size constructor
+      */
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    BlockImpl_dense(XprType& xpr, Index startRow, Index startCol)
+      : Base(xpr.data()+xpr.innerStride()*(XprTypeIsRowMajor?startCol:startRow) + xpr.outerStride()*(XprTypeIsRowMajor?startRow:startCol)),
+        m_xpr(xpr), m_startRow(startRow), m_startCol(startCol)
+    {
+      init();
+    }
+
+    /** Dynamic-size constructor
+      */
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    BlockImpl_dense(XprType& xpr,
+          Index startRow, Index startCol,
+          Index blockRows, Index blockCols)
+      : Base(xpr.data()+xpr.innerStride()*(XprTypeIsRowMajor?startCol:startRow) + xpr.outerStride()*(XprTypeIsRowMajor?startRow:startCol), blockRows, blockCols),
+        m_xpr(xpr), m_startRow(startRow), m_startCol(startCol)
+    {
+      init();
+    }
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const typename internal::remove_all<XprTypeNested>::type& nestedExpression() const EIGEN_NOEXCEPT
+    {
+      return m_xpr;
+    }
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    XprType& nestedExpression() { return m_xpr; }
+
+    /** \sa MapBase::innerStride() */
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE EIGEN_CONSTEXPR
+    Index innerStride() const EIGEN_NOEXCEPT
+    {
+      return internal::traits<BlockType>::HasSameStorageOrderAsXprType
+             ? m_xpr.innerStride()
+             : m_xpr.outerStride();
+    }
+
+    /** \sa MapBase::outerStride() */
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE EIGEN_CONSTEXPR
+    Index outerStride() const EIGEN_NOEXCEPT
+    {
+      return internal::traits<BlockType>::HasSameStorageOrderAsXprType
+                    ? m_xpr.outerStride()
+                    : m_xpr.innerStride();
+    }
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE EIGEN_CONSTEXPR
+    StorageIndex startRow() const EIGEN_NOEXCEPT { return m_startRow.value(); }
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE EIGEN_CONSTEXPR
+    StorageIndex startCol() const EIGEN_NOEXCEPT { return m_startCol.value(); }
+
+  #ifndef __SUNPRO_CC
+  // FIXME sunstudio is not friendly with the above friend...
+  // META-FIXME there is no 'friend' keyword around here. Is this obsolete?
+  protected:
+  #endif
+
+    #ifndef EIGEN_PARSED_BY_DOXYGEN
+    /** \internal used by allowAligned() */
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    BlockImpl_dense(XprType& xpr, const Scalar* data, Index blockRows, Index blockCols)
+      : Base(data, blockRows, blockCols), m_xpr(xpr)
+    {
+      init();
+    }
+    #endif
+
+  protected:
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    void init()
+    {
+      m_outerStride = internal::traits<BlockType>::HasSameStorageOrderAsXprType
+                    ? m_xpr.outerStride()
+                    : m_xpr.innerStride();
+    }
+
+    XprTypeNested m_xpr;
+    const internal::variable_if_dynamic<StorageIndex, (XprType::RowsAtCompileTime == 1 && BlockRows==1) ? 0 : Dynamic> m_startRow;
+    const internal::variable_if_dynamic<StorageIndex, (XprType::ColsAtCompileTime == 1 && BlockCols==1) ? 0 : Dynamic> m_startCol;
+    Index m_outerStride;
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_BLOCK_H

include/utils/Eigen/src/Core/BooleanRedux.h

@@ -0,0 +1,162 @@
+// 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_ALLANDANY_H
+#define EIGEN_ALLANDANY_H
+
+namespace Eigen { 
+
+namespace internal {
+
+template<typename Derived, int UnrollCount, int Rows>
+struct all_unroller
+{
+  enum {
+    col = (UnrollCount-1) / Rows,
+    row = (UnrollCount-1) % Rows
+  };
+
+  EIGEN_DEVICE_FUNC static inline bool run(const Derived &mat)
+  {
+    return all_unroller<Derived, UnrollCount-1, Rows>::run(mat) && mat.coeff(row, col);
+  }
+};
+
+template<typename Derived, int Rows>
+struct all_unroller<Derived, 0, Rows>
+{
+  EIGEN_DEVICE_FUNC static inline bool run(const Derived &/*mat*/) { return true; }
+};
+
+template<typename Derived, int Rows>
+struct all_unroller<Derived, Dynamic, Rows>
+{
+  EIGEN_DEVICE_FUNC static inline bool run(const Derived &) { return false; }
+};
+
+template<typename Derived, int UnrollCount, int Rows>
+struct any_unroller
+{
+  enum {
+    col = (UnrollCount-1) / Rows,
+    row = (UnrollCount-1) % Rows
+  };
+  
+  EIGEN_DEVICE_FUNC static inline bool run(const Derived &mat)
+  {
+    return any_unroller<Derived, UnrollCount-1, Rows>::run(mat) || mat.coeff(row, col);
+  }
+};
+
+template<typename Derived, int Rows>
+struct any_unroller<Derived, 0, Rows>
+{
+  EIGEN_DEVICE_FUNC static inline bool run(const Derived & /*mat*/) { return false; }
+};
+
+template<typename Derived, int Rows>
+struct any_unroller<Derived, Dynamic, Rows>
+{
+  EIGEN_DEVICE_FUNC static inline bool run(const Derived &) { return false; }
+};
+
+} // end namespace internal
+
+/** \returns true if all coefficients are true
+  *
+  * Example: \include MatrixBase_all.cpp
+  * Output: \verbinclude MatrixBase_all.out
+  *
+  * \sa any(), Cwise::operator<()
+  */
+template<typename Derived>
+EIGEN_DEVICE_FUNC inline bool DenseBase<Derived>::all() const
+{
+  typedef internal::evaluator<Derived> Evaluator;
+  enum {
+    unroll = SizeAtCompileTime != Dynamic
+          && SizeAtCompileTime * (int(Evaluator::CoeffReadCost) + int(NumTraits<Scalar>::AddCost)) <= EIGEN_UNROLLING_LIMIT
+  };
+  Evaluator evaluator(derived());
+  if(unroll)
+    return internal::all_unroller<Evaluator, unroll ? int(SizeAtCompileTime) : Dynamic, internal::traits<Derived>::RowsAtCompileTime>::run(evaluator);
+  else
+  {
+    for(Index j = 0; j < cols(); ++j)
+      for(Index i = 0; i < rows(); ++i)
+        if (!evaluator.coeff(i, j)) return false;
+    return true;
+  }
+}
+
+/** \returns true if at least one coefficient is true
+  *
+  * \sa all()
+  */
+template<typename Derived>
+EIGEN_DEVICE_FUNC inline bool DenseBase<Derived>::any() const
+{
+  typedef internal::evaluator<Derived> Evaluator;
+  enum {
+    unroll = SizeAtCompileTime != Dynamic
+          && SizeAtCompileTime * (int(Evaluator::CoeffReadCost) + int(NumTraits<Scalar>::AddCost)) <= EIGEN_UNROLLING_LIMIT
+  };
+  Evaluator evaluator(derived());
+  if(unroll)
+    return internal::any_unroller<Evaluator, unroll ? int(SizeAtCompileTime) : Dynamic, internal::traits<Derived>::RowsAtCompileTime>::run(evaluator);
+  else
+  {
+    for(Index j = 0; j < cols(); ++j)
+      for(Index i = 0; i < rows(); ++i)
+        if (evaluator.coeff(i, j)) return true;
+    return false;
+  }
+}
+
+/** \returns the number of coefficients which evaluate to true
+  *
+  * \sa all(), any()
+  */
+template<typename Derived>
+EIGEN_DEVICE_FUNC inline Eigen::Index DenseBase<Derived>::count() const
+{
+  return derived().template cast<bool>().template cast<Index>().sum();
+}
+
+/** \returns true is \c *this contains at least one Not A Number (NaN).
+  *
+  * \sa allFinite()
+  */
+template<typename Derived>
+inline bool DenseBase<Derived>::hasNaN() const
+{
+#if EIGEN_COMP_MSVC || (defined __FAST_MATH__)
+  return derived().array().isNaN().any();
+#else
+  return !((derived().array()==derived().array()).all());
+#endif
+}
+
+/** \returns true if \c *this contains only finite numbers, i.e., no NaN and no +/-INF values.
+  *
+  * \sa hasNaN()
+  */
+template<typename Derived>
+inline bool DenseBase<Derived>::allFinite() const
+{
+#if EIGEN_COMP_MSVC || (defined __FAST_MATH__)
+  return derived().array().isFinite().all();
+#else
+  return !((derived()-derived()).hasNaN());
+#endif
+}
+    
+} // end namespace Eigen
+
+#endif // EIGEN_ALLANDANY_H

include/utils/Eigen/src/Core/CommaInitializer.h

@@ -0,0 +1,164 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2006-2008 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_COMMAINITIALIZER_H
+#define EIGEN_COMMAINITIALIZER_H
+
+namespace Eigen { 
+
+/** \class CommaInitializer
+  * \ingroup Core_Module
+  *
+  * \brief Helper class used by the comma initializer operator
+  *
+  * This class is internally used to implement the comma initializer feature. It is
+  * the return type of MatrixBase::operator<<, and most of the time this is the only
+  * way it is used.
+  *
+  * \sa \blank \ref MatrixBaseCommaInitRef "MatrixBase::operator<<", CommaInitializer::finished()
+  */
+template<typename XprType>
+struct CommaInitializer
+{
+  typedef typename XprType::Scalar Scalar;
+
+  EIGEN_DEVICE_FUNC
+  inline CommaInitializer(XprType& xpr, const Scalar& s)
+    : m_xpr(xpr), m_row(0), m_col(1), m_currentBlockRows(1)
+  {
+    eigen_assert(m_xpr.rows() > 0 && m_xpr.cols() > 0
+      && "Cannot comma-initialize a 0x0 matrix (operator<<)");
+    m_xpr.coeffRef(0,0) = s;
+  }
+
+  template<typename OtherDerived>
+  EIGEN_DEVICE_FUNC
+  inline CommaInitializer(XprType& xpr, const DenseBase<OtherDerived>& other)
+    : m_xpr(xpr), m_row(0), m_col(other.cols()), m_currentBlockRows(other.rows())
+  {
+    eigen_assert(m_xpr.rows() >= other.rows() && m_xpr.cols() >= other.cols()
+      && "Cannot comma-initialize a 0x0 matrix (operator<<)");
+    m_xpr.block(0, 0, other.rows(), other.cols()) = other;
+  }
+
+  /* Copy/Move constructor which transfers ownership. This is crucial in 
+   * absence of return value optimization to avoid assertions during destruction. */
+  // FIXME in C++11 mode this could be replaced by a proper RValue constructor
+  EIGEN_DEVICE_FUNC
+  inline CommaInitializer(const CommaInitializer& o)
+  : m_xpr(o.m_xpr), m_row(o.m_row), m_col(o.m_col), m_currentBlockRows(o.m_currentBlockRows) {
+    // Mark original object as finished. In absence of R-value references we need to const_cast:
+    const_cast<CommaInitializer&>(o).m_row = m_xpr.rows();
+    const_cast<CommaInitializer&>(o).m_col = m_xpr.cols();
+    const_cast<CommaInitializer&>(o).m_currentBlockRows = 0;
+  }
+
+  /* inserts a scalar value in the target matrix */
+  EIGEN_DEVICE_FUNC
+  CommaInitializer& operator,(const Scalar& s)
+  {
+    if (m_col==m_xpr.cols())
+    {
+      m_row+=m_currentBlockRows;
+      m_col = 0;
+      m_currentBlockRows = 1;
+      eigen_assert(m_row<m_xpr.rows()
+        && "Too many rows passed to comma initializer (operator<<)");
+    }
+    eigen_assert(m_col<m_xpr.cols()
+      && "Too many coefficients passed to comma initializer (operator<<)");
+    eigen_assert(m_currentBlockRows==1);
+    m_xpr.coeffRef(m_row, m_col++) = s;
+    return *this;
+  }
+
+  /* inserts a matrix expression in the target matrix */
+  template<typename OtherDerived>
+  EIGEN_DEVICE_FUNC
+  CommaInitializer& operator,(const DenseBase<OtherDerived>& other)
+  {
+    if (m_col==m_xpr.cols() && (other.cols()!=0 || other.rows()!=m_currentBlockRows))
+    {
+      m_row+=m_currentBlockRows;
+      m_col = 0;
+      m_currentBlockRows = other.rows();
+      eigen_assert(m_row+m_currentBlockRows<=m_xpr.rows()
+        && "Too many rows passed to comma initializer (operator<<)");
+    }
+    eigen_assert((m_col + other.cols() <= m_xpr.cols())
+      && "Too many coefficients passed to comma initializer (operator<<)");
+    eigen_assert(m_currentBlockRows==other.rows());
+    m_xpr.template block<OtherDerived::RowsAtCompileTime, OtherDerived::ColsAtCompileTime>
+                    (m_row, m_col, other.rows(), other.cols()) = other;
+    m_col += other.cols();
+    return *this;
+  }
+
+  EIGEN_DEVICE_FUNC
+  inline ~CommaInitializer()
+#if defined VERIFY_RAISES_ASSERT && (!defined EIGEN_NO_ASSERTION_CHECKING) && defined EIGEN_EXCEPTIONS
+  EIGEN_EXCEPTION_SPEC(Eigen::eigen_assert_exception)
+#endif
+  {
+    finished();
+  }
+
+  /** \returns the built matrix once all its coefficients have been set.
+    * Calling finished is 100% optional. Its purpose is to write expressions
+    * like this:
+    * \code
+    * quaternion.fromRotationMatrix((Matrix3f() << axis0, axis1, axis2).finished());
+    * \endcode
+    */
+  EIGEN_DEVICE_FUNC
+  inline XprType& finished() {
+      eigen_assert(((m_row+m_currentBlockRows) == m_xpr.rows() || m_xpr.cols() == 0)
+           && m_col == m_xpr.cols()
+           && "Too few coefficients passed to comma initializer (operator<<)");
+      return m_xpr;
+  }
+
+  XprType& m_xpr;           // target expression
+  Index m_row;              // current row id
+  Index m_col;              // current col id
+  Index m_currentBlockRows; // current block height
+};
+
+/** \anchor MatrixBaseCommaInitRef
+  * Convenient operator to set the coefficients of a matrix.
+  *
+  * The coefficients must be provided in a row major order and exactly match
+  * the size of the matrix. Otherwise an assertion is raised.
+  *
+  * Example: \include MatrixBase_set.cpp
+  * Output: \verbinclude MatrixBase_set.out
+  * 
+  * \note According the c++ standard, the argument expressions of this comma initializer are evaluated in arbitrary order.
+  *
+  * \sa CommaInitializer::finished(), class CommaInitializer
+  */
+template<typename Derived>
+EIGEN_DEVICE_FUNC inline CommaInitializer<Derived> DenseBase<Derived>::operator<< (const Scalar& s)
+{
+  return CommaInitializer<Derived>(*static_cast<Derived*>(this), s);
+}
+
+/** \sa operator<<(const Scalar&) */
+template<typename Derived>
+template<typename OtherDerived>
+EIGEN_DEVICE_FUNC inline CommaInitializer<Derived>
+DenseBase<Derived>::operator<<(const DenseBase<OtherDerived>& other)
+{
+  return CommaInitializer<Derived>(*static_cast<Derived *>(this), other);
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_COMMAINITIALIZER_H

include/utils/Eigen/src/Core/ConditionEstimator.h

@@ -0,0 +1,175 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2016 Rasmus Munk Larsen (rmlarsen@google.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_CONDITIONESTIMATOR_H
+#define EIGEN_CONDITIONESTIMATOR_H
+
+namespace Eigen {
+
+namespace internal {
+
+template <typename Vector, typename RealVector, bool IsComplex>
+struct rcond_compute_sign {
+  static inline Vector run(const Vector& v) {
+    const RealVector v_abs = v.cwiseAbs();
+    return (v_abs.array() == static_cast<typename Vector::RealScalar>(0))
+            .select(Vector::Ones(v.size()), v.cwiseQuotient(v_abs));
+  }
+};
+
+// Partial specialization to avoid elementwise division for real vectors.
+template <typename Vector>
+struct rcond_compute_sign<Vector, Vector, false> {
+  static inline Vector run(const Vector& v) {
+    return (v.array() < static_cast<typename Vector::RealScalar>(0))
+           .select(-Vector::Ones(v.size()), Vector::Ones(v.size()));
+  }
+};
+
+/**
+  * \returns an estimate of ||inv(matrix)||_1 given a decomposition of
+  * \a matrix that implements .solve() and .adjoint().solve() methods.
+  *
+  * This function implements Algorithms 4.1 and 5.1 from
+  *   http://www.maths.manchester.ac.uk/~higham/narep/narep135.pdf
+  * which also forms the basis for the condition number estimators in
+  * LAPACK. Since at most 10 calls to the solve method of dec are
+  * performed, the total cost is O(dims^2), as opposed to O(dims^3)
+  * needed to compute the inverse matrix explicitly.
+  *
+  * The most common usage is in estimating the condition number
+  * ||matrix||_1 * ||inv(matrix)||_1. The first term ||matrix||_1 can be
+  * computed directly in O(n^2) operations.
+  *
+  * Supports the following decompositions: FullPivLU, PartialPivLU, LDLT, and
+  * LLT.
+  *
+  * \sa FullPivLU, PartialPivLU, LDLT, LLT.
+  */
+template <typename Decomposition>
+typename Decomposition::RealScalar rcond_invmatrix_L1_norm_estimate(const Decomposition& dec)
+{
+  typedef typename Decomposition::MatrixType MatrixType;
+  typedef typename Decomposition::Scalar Scalar;
+  typedef typename Decomposition::RealScalar RealScalar;
+  typedef typename internal::plain_col_type<MatrixType>::type Vector;
+  typedef typename internal::plain_col_type<MatrixType, RealScalar>::type RealVector;
+  const bool is_complex = (NumTraits<Scalar>::IsComplex != 0);
+
+  eigen_assert(dec.rows() == dec.cols());
+  const Index n = dec.rows();
+  if (n == 0)
+    return 0;
+
+  // Disable Index to float conversion warning
+#ifdef __INTEL_COMPILER
+  #pragma warning push
+  #pragma warning ( disable : 2259 )
+#endif
+  Vector v = dec.solve(Vector::Ones(n) / Scalar(n));
+#ifdef __INTEL_COMPILER
+  #pragma warning pop
+#endif
+
+  // lower_bound is a lower bound on
+  //   ||inv(matrix)||_1  = sup_v ||inv(matrix) v||_1 / ||v||_1
+  // and is the objective maximized by the ("super-") gradient ascent
+  // algorithm below.
+  RealScalar lower_bound = v.template lpNorm<1>();
+  if (n == 1)
+    return lower_bound;
+
+  // Gradient ascent algorithm follows: We know that the optimum is achieved at
+  // one of the simplices v = e_i, so in each iteration we follow a
+  // super-gradient to move towards the optimal one.
+  RealScalar old_lower_bound = lower_bound;
+  Vector sign_vector(n);
+  Vector old_sign_vector;
+  Index v_max_abs_index = -1;
+  Index old_v_max_abs_index = v_max_abs_index;
+  for (int k = 0; k < 4; ++k)
+  {
+    sign_vector = internal::rcond_compute_sign<Vector, RealVector, is_complex>::run(v);
+    if (k > 0 && !is_complex && sign_vector == old_sign_vector) {
+      // Break if the solution stagnated.
+      break;
+    }
+    // v_max_abs_index = argmax |real( inv(matrix)^T * sign_vector )|
+    v = dec.adjoint().solve(sign_vector);
+    v.real().cwiseAbs().maxCoeff(&v_max_abs_index);
+    if (v_max_abs_index == old_v_max_abs_index) {
+      // Break if the solution stagnated.
+      break;
+    }
+    // Move to the new simplex e_j, where j = v_max_abs_index.
+    v = dec.solve(Vector::Unit(n, v_max_abs_index));  // v = inv(matrix) * e_j.
+    lower_bound = v.template lpNorm<1>();
+    if (lower_bound <= old_lower_bound) {
+      // Break if the gradient step did not increase the lower_bound.
+      break;
+    }
+    if (!is_complex) {
+      old_sign_vector = sign_vector;
+    }
+    old_v_max_abs_index = v_max_abs_index;
+    old_lower_bound = lower_bound;
+  }
+  // The following calculates an independent estimate of ||matrix||_1 by
+  // multiplying matrix by a vector with entries of slowly increasing
+  // magnitude and alternating sign:
+  //   v_i = (-1)^{i} (1 + (i / (dim-1))), i = 0,...,dim-1.
+  // This improvement to Hager's algorithm above is due to Higham. It was
+  // added to make the algorithm more robust in certain corner cases where
+  // large elements in the matrix might otherwise escape detection due to
+  // exact cancellation (especially when op and op_adjoint correspond to a
+  // sequence of backsubstitutions and permutations), which could cause
+  // Hager's algorithm to vastly underestimate ||matrix||_1.
+  Scalar alternating_sign(RealScalar(1));
+  for (Index i = 0; i < n; ++i) {
+    // The static_cast is needed when Scalar is a complex and RealScalar implements expression templates
+    v[i] = alternating_sign * static_cast<RealScalar>(RealScalar(1) + (RealScalar(i) / (RealScalar(n - 1))));
+    alternating_sign = -alternating_sign;
+  }
+  v = dec.solve(v);
+  const RealScalar alternate_lower_bound = (2 * v.template lpNorm<1>()) / (3 * RealScalar(n));
+  return numext::maxi(lower_bound, alternate_lower_bound);
+}
+
+/** \brief Reciprocal condition number estimator.
+  *
+  * Computing a decomposition of a dense matrix takes O(n^3) operations, while
+  * this method estimates the condition number quickly and reliably in O(n^2)
+  * operations.
+  *
+  * \returns an estimate of the reciprocal condition number
+  * (1 / (||matrix||_1 * ||inv(matrix)||_1)) of matrix, given ||matrix||_1 and
+  * its decomposition. Supports the following decompositions: FullPivLU,
+  * PartialPivLU, LDLT, and LLT.
+  *
+  * \sa FullPivLU, PartialPivLU, LDLT, LLT.
+  */
+template <typename Decomposition>
+typename Decomposition::RealScalar
+rcond_estimate_helper(typename Decomposition::RealScalar matrix_norm, const Decomposition& dec)
+{
+  typedef typename Decomposition::RealScalar RealScalar;
+  eigen_assert(dec.rows() == dec.cols());
+  if (dec.rows() == 0)              return NumTraits<RealScalar>::infinity();
+  if (matrix_norm == RealScalar(0)) return RealScalar(0);
+  if (dec.rows() == 1)              return RealScalar(1);
+  const RealScalar inverse_matrix_norm = rcond_invmatrix_L1_norm_estimate(dec);
+  return (inverse_matrix_norm == RealScalar(0) ? RealScalar(0)
+                                               : (RealScalar(1) / inverse_matrix_norm) / matrix_norm);
+}
+
+}  // namespace internal
+
+}  // namespace Eigen
+
+#endif

include/utils/Eigen/src/Core/CoreIterators.h

@@ -0,0 +1,132 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2014 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_COREITERATORS_H
+#define EIGEN_COREITERATORS_H
+
+namespace Eigen { 
+
+/* This file contains the respective InnerIterator definition of the expressions defined in Eigen/Core
+ */
+
+namespace internal {
+
+template<typename XprType, typename EvaluatorKind>
+class inner_iterator_selector;
+
+}
+
+/** \class InnerIterator
+  * \brief An InnerIterator allows to loop over the element of any matrix expression.
+  * 
+  * \warning To be used with care because an evaluator is constructed every time an InnerIterator iterator is constructed.
+  * 
+  * TODO: add a usage example
+  */
+template<typename XprType>
+class InnerIterator
+{
+protected:
+  typedef internal::inner_iterator_selector<XprType, typename internal::evaluator_traits<XprType>::Kind> IteratorType;
+  typedef internal::evaluator<XprType> EvaluatorType;
+  typedef typename internal::traits<XprType>::Scalar Scalar;
+public:
+  /** Construct an iterator over the \a outerId -th row or column of \a xpr */
+  InnerIterator(const XprType &xpr, const Index &outerId)
+    : m_eval(xpr), m_iter(m_eval, outerId, xpr.innerSize())
+  {}
+  
+  /// \returns the value of the current coefficient.
+  EIGEN_STRONG_INLINE Scalar value() const          { return m_iter.value(); }
+  /** Increment the iterator \c *this to the next non-zero coefficient.
+    * Explicit zeros are not skipped over. To skip explicit zeros, see class SparseView
+    */
+  EIGEN_STRONG_INLINE InnerIterator& operator++()   { m_iter.operator++(); return *this; }
+  EIGEN_STRONG_INLINE InnerIterator& operator+=(Index i) { m_iter.operator+=(i); return *this; }
+  EIGEN_STRONG_INLINE InnerIterator operator+(Index i) 
+  { InnerIterator result(*this); result+=i; return result; }
+    
+
+  /// \returns the column or row index of the current coefficient.
+  EIGEN_STRONG_INLINE Index index() const           { return m_iter.index(); }
+  /// \returns the row index of the current coefficient.
+  EIGEN_STRONG_INLINE Index row() const             { return m_iter.row(); }
+  /// \returns the column index of the current coefficient.
+  EIGEN_STRONG_INLINE Index col() const             { return m_iter.col(); }
+  /// \returns \c true if the iterator \c *this still references a valid coefficient.
+  EIGEN_STRONG_INLINE operator bool() const         { return m_iter; }
+  
+protected:
+  EvaluatorType m_eval;
+  IteratorType m_iter;
+private:
+  // If you get here, then you're not using the right InnerIterator type, e.g.:
+  //   SparseMatrix<double,RowMajor> A;
+  //   SparseMatrix<double>::InnerIterator it(A,0);
+  template<typename T> InnerIterator(const EigenBase<T>&,Index outer);
+};
+
+namespace internal {
+
+// Generic inner iterator implementation for dense objects
+template<typename XprType>
+class inner_iterator_selector<XprType, IndexBased>
+{
+protected:
+  typedef evaluator<XprType> EvaluatorType;
+  typedef typename traits<XprType>::Scalar Scalar;
+  enum { IsRowMajor = (XprType::Flags&RowMajorBit)==RowMajorBit };
+  
+public:
+  EIGEN_STRONG_INLINE inner_iterator_selector(const EvaluatorType &eval, const Index &outerId, const Index &innerSize)
+    : m_eval(eval), m_inner(0), m_outer(outerId), m_end(innerSize)
+  {}
+
+  EIGEN_STRONG_INLINE Scalar value() const
+  {
+    return (IsRowMajor) ? m_eval.coeff(m_outer, m_inner)
+                        : m_eval.coeff(m_inner, m_outer);
+  }
+
+  EIGEN_STRONG_INLINE inner_iterator_selector& operator++() { m_inner++; return *this; }
+
+  EIGEN_STRONG_INLINE Index index() const { return m_inner; }
+  inline Index row() const { return IsRowMajor ? m_outer : index(); }
+  inline Index col() const { return IsRowMajor ? index() : m_outer; }
+
+  EIGEN_STRONG_INLINE operator bool() const { return m_inner < m_end && m_inner>=0; }
+
+protected:
+  const EvaluatorType& m_eval;
+  Index m_inner;
+  const Index m_outer;
+  const Index m_end;
+};
+
+// For iterator-based evaluator, inner-iterator is already implemented as
+// evaluator<>::InnerIterator
+template<typename XprType>
+class inner_iterator_selector<XprType, IteratorBased>
+ : public evaluator<XprType>::InnerIterator
+{
+protected:
+  typedef typename evaluator<XprType>::InnerIterator Base;
+  typedef evaluator<XprType> EvaluatorType;
+  
+public:
+  EIGEN_STRONG_INLINE inner_iterator_selector(const EvaluatorType &eval, const Index &outerId, const Index &/*innerSize*/)
+    : Base(eval, outerId)
+  {}  
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_COREITERATORS_H

include/utils/Eigen/src/Core/CwiseBinaryOp.h

@@ -0,0 +1,183 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2014 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2006-2008 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_CWISE_BINARY_OP_H
+#define EIGEN_CWISE_BINARY_OP_H
+
+namespace Eigen {
+
+namespace internal {
+template<typename BinaryOp, typename Lhs, typename Rhs>
+struct traits<CwiseBinaryOp<BinaryOp, Lhs, Rhs> >
+{
+  // we must not inherit from traits<Lhs> since it has
+  // the potential to cause problems with MSVC
+  typedef typename remove_all<Lhs>::type Ancestor;
+  typedef typename traits<Ancestor>::XprKind XprKind;
+  enum {
+    RowsAtCompileTime = traits<Ancestor>::RowsAtCompileTime,
+    ColsAtCompileTime = traits<Ancestor>::ColsAtCompileTime,
+    MaxRowsAtCompileTime = traits<Ancestor>::MaxRowsAtCompileTime,
+    MaxColsAtCompileTime = traits<Ancestor>::MaxColsAtCompileTime
+  };
+
+  // even though we require Lhs and Rhs to have the same scalar type (see CwiseBinaryOp constructor),
+  // we still want to handle the case when the result type is different.
+  typedef typename result_of<
+                     BinaryOp(
+                       const typename Lhs::Scalar&,
+                       const typename Rhs::Scalar&
+                     )
+                   >::type Scalar;
+  typedef typename cwise_promote_storage_type<typename traits<Lhs>::StorageKind,
+                                              typename traits<Rhs>::StorageKind,
+                                              BinaryOp>::ret StorageKind;
+  typedef typename promote_index_type<typename traits<Lhs>::StorageIndex,
+                                      typename traits<Rhs>::StorageIndex>::type StorageIndex;
+  typedef typename Lhs::Nested LhsNested;
+  typedef typename Rhs::Nested RhsNested;
+  typedef typename remove_reference<LhsNested>::type _LhsNested;
+  typedef typename remove_reference<RhsNested>::type _RhsNested;
+  enum {
+    Flags = cwise_promote_storage_order<typename traits<Lhs>::StorageKind,typename traits<Rhs>::StorageKind,_LhsNested::Flags & RowMajorBit,_RhsNested::Flags & RowMajorBit>::value
+  };
+};
+} // end namespace internal
+
+template<typename BinaryOp, typename Lhs, typename Rhs, typename StorageKind>
+class CwiseBinaryOpImpl;
+
+/** \class CwiseBinaryOp
+  * \ingroup Core_Module
+  *
+  * \brief Generic expression where a coefficient-wise binary operator is applied to two expressions
+  *
+  * \tparam BinaryOp template functor implementing the operator
+  * \tparam LhsType the type of the left-hand side
+  * \tparam RhsType the type of the right-hand side
+  *
+  * This class represents an expression  where a coefficient-wise binary operator is applied to two expressions.
+  * It is the return type of binary operators, by which we mean only those binary operators where
+  * both the left-hand side and the right-hand side are Eigen expressions.
+  * For example, the return type of matrix1+matrix2 is a CwiseBinaryOp.
+  *
+  * Most of the time, this is the only way that it is used, so you typically don't have to name
+  * CwiseBinaryOp types explicitly.
+  *
+  * \sa MatrixBase::binaryExpr(const MatrixBase<OtherDerived> &,const CustomBinaryOp &) const, class CwiseUnaryOp, class CwiseNullaryOp
+  */
+template<typename BinaryOp, typename LhsType, typename RhsType>
+class CwiseBinaryOp :
+  public CwiseBinaryOpImpl<
+          BinaryOp, LhsType, RhsType,
+          typename internal::cwise_promote_storage_type<typename internal::traits<LhsType>::StorageKind,
+                                                        typename internal::traits<RhsType>::StorageKind,
+                                                        BinaryOp>::ret>,
+  internal::no_assignment_operator
+{
+  public:
+
+    typedef typename internal::remove_all<BinaryOp>::type Functor;
+    typedef typename internal::remove_all<LhsType>::type Lhs;
+    typedef typename internal::remove_all<RhsType>::type Rhs;
+
+    typedef typename CwiseBinaryOpImpl<
+        BinaryOp, LhsType, RhsType,
+        typename internal::cwise_promote_storage_type<typename internal::traits<LhsType>::StorageKind,
+                                                      typename internal::traits<Rhs>::StorageKind,
+                                                      BinaryOp>::ret>::Base Base;
+    EIGEN_GENERIC_PUBLIC_INTERFACE(CwiseBinaryOp)
+
+    typedef typename internal::ref_selector<LhsType>::type LhsNested;
+    typedef typename internal::ref_selector<RhsType>::type RhsNested;
+    typedef typename internal::remove_reference<LhsNested>::type _LhsNested;
+    typedef typename internal::remove_reference<RhsNested>::type _RhsNested;
+
+#if EIGEN_COMP_MSVC && EIGEN_HAS_CXX11
+    //Required for Visual Studio or the Copy constructor will probably not get inlined!
+    EIGEN_STRONG_INLINE
+    CwiseBinaryOp(const CwiseBinaryOp<BinaryOp,LhsType,RhsType>&) = default;
+#endif
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    CwiseBinaryOp(const Lhs& aLhs, const Rhs& aRhs, const BinaryOp& func = BinaryOp())
+      : m_lhs(aLhs), m_rhs(aRhs), m_functor(func)
+    {
+      EIGEN_CHECK_BINARY_COMPATIBILIY(BinaryOp,typename Lhs::Scalar,typename Rhs::Scalar);
+      // require the sizes to match
+      EIGEN_STATIC_ASSERT_SAME_MATRIX_SIZE(Lhs, Rhs)
+      eigen_assert(aLhs.rows() == aRhs.rows() && aLhs.cols() == aRhs.cols());
+    }
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE EIGEN_CONSTEXPR
+    Index rows() const EIGEN_NOEXCEPT {
+      // return the fixed size type if available to enable compile time optimizations
+      return internal::traits<typename internal::remove_all<LhsNested>::type>::RowsAtCompileTime==Dynamic ? m_rhs.rows() : m_lhs.rows();
+    }
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE EIGEN_CONSTEXPR
+    Index cols() const EIGEN_NOEXCEPT {
+      // return the fixed size type if available to enable compile time optimizations
+      return internal::traits<typename internal::remove_all<LhsNested>::type>::ColsAtCompileTime==Dynamic ? m_rhs.cols() : m_lhs.cols();
+    }
+
+    /** \returns the left hand side nested expression */
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const _LhsNested& lhs() const { return m_lhs; }
+    /** \returns the right hand side nested expression */
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const _RhsNested& rhs() const { return m_rhs; }
+    /** \returns the functor representing the binary operation */
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const BinaryOp& functor() const { return m_functor; }
+
+  protected:
+    LhsNested m_lhs;
+    RhsNested m_rhs;
+    const BinaryOp m_functor;
+};
+
+// Generic API dispatcher
+template<typename BinaryOp, typename Lhs, typename Rhs, typename StorageKind>
+class CwiseBinaryOpImpl
+  : public internal::generic_xpr_base<CwiseBinaryOp<BinaryOp, Lhs, Rhs> >::type
+{
+public:
+  typedef typename internal::generic_xpr_base<CwiseBinaryOp<BinaryOp, Lhs, Rhs> >::type Base;
+};
+
+/** replaces \c *this by \c *this - \a other.
+  *
+  * \returns a reference to \c *this
+  */
+template<typename Derived>
+template<typename OtherDerived>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Derived &
+MatrixBase<Derived>::operator-=(const MatrixBase<OtherDerived> &other)
+{
+  call_assignment(derived(), other.derived(), internal::sub_assign_op<Scalar,typename OtherDerived::Scalar>());
+  return derived();
+}
+
+/** replaces \c *this by \c *this + \a other.
+  *
+  * \returns a reference to \c *this
+  */
+template<typename Derived>
+template<typename OtherDerived>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Derived &
+MatrixBase<Derived>::operator+=(const MatrixBase<OtherDerived>& other)
+{
+  call_assignment(derived(), other.derived(), internal::add_assign_op<Scalar,typename OtherDerived::Scalar>());
+  return derived();
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_CWISE_BINARY_OP_H

include/utils/Eigen/src/Core/CwiseTernaryOp.h

@@ -0,0 +1,197 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2014 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2006-2008 Benoit Jacob <jacob.benoit.1@gmail.com>
+// Copyright (C) 2016 Eugene Brevdo <ebrevdo@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_CWISE_TERNARY_OP_H
+#define EIGEN_CWISE_TERNARY_OP_H
+
+namespace Eigen {
+
+namespace internal {
+template <typename TernaryOp, typename Arg1, typename Arg2, typename Arg3>
+struct traits<CwiseTernaryOp<TernaryOp, Arg1, Arg2, Arg3> > {
+  // we must not inherit from traits<Arg1> since it has
+  // the potential to cause problems with MSVC
+  typedef typename remove_all<Arg1>::type Ancestor;
+  typedef typename traits<Ancestor>::XprKind XprKind;
+  enum {
+    RowsAtCompileTime = traits<Ancestor>::RowsAtCompileTime,
+    ColsAtCompileTime = traits<Ancestor>::ColsAtCompileTime,
+    MaxRowsAtCompileTime = traits<Ancestor>::MaxRowsAtCompileTime,
+    MaxColsAtCompileTime = traits<Ancestor>::MaxColsAtCompileTime
+  };
+
+  // even though we require Arg1, Arg2, and Arg3 to have the same scalar type
+  // (see CwiseTernaryOp constructor),
+  // we still want to handle the case when the result type is different.
+  typedef typename result_of<TernaryOp(
+      const typename Arg1::Scalar&, const typename Arg2::Scalar&,
+      const typename Arg3::Scalar&)>::type Scalar;
+
+  typedef typename internal::traits<Arg1>::StorageKind StorageKind;
+  typedef typename internal::traits<Arg1>::StorageIndex StorageIndex;
+
+  typedef typename Arg1::Nested Arg1Nested;
+  typedef typename Arg2::Nested Arg2Nested;
+  typedef typename Arg3::Nested Arg3Nested;
+  typedef typename remove_reference<Arg1Nested>::type _Arg1Nested;
+  typedef typename remove_reference<Arg2Nested>::type _Arg2Nested;
+  typedef typename remove_reference<Arg3Nested>::type _Arg3Nested;
+  enum { Flags = _Arg1Nested::Flags & RowMajorBit };
+};
+}  // end namespace internal
+
+template <typename TernaryOp, typename Arg1, typename Arg2, typename Arg3,
+          typename StorageKind>
+class CwiseTernaryOpImpl;
+
+/** \class CwiseTernaryOp
+  * \ingroup Core_Module
+  *
+  * \brief Generic expression where a coefficient-wise ternary operator is
+ * applied to two expressions
+  *
+  * \tparam TernaryOp template functor implementing the operator
+  * \tparam Arg1Type the type of the first argument
+  * \tparam Arg2Type the type of the second argument
+  * \tparam Arg3Type the type of the third argument
+  *
+  * This class represents an expression where a coefficient-wise ternary
+ * operator is applied to three expressions.
+  * It is the return type of ternary operators, by which we mean only those
+ * ternary operators where
+  * all three arguments are Eigen expressions.
+  * For example, the return type of betainc(matrix1, matrix2, matrix3) is a
+ * CwiseTernaryOp.
+  *
+  * Most of the time, this is the only way that it is used, so you typically
+ * don't have to name
+  * CwiseTernaryOp types explicitly.
+  *
+  * \sa MatrixBase::ternaryExpr(const MatrixBase<Argument2> &, const
+ * MatrixBase<Argument3> &, const CustomTernaryOp &) const, class CwiseBinaryOp,
+ * class CwiseUnaryOp, class CwiseNullaryOp
+  */
+template <typename TernaryOp, typename Arg1Type, typename Arg2Type,
+          typename Arg3Type>
+class CwiseTernaryOp : public CwiseTernaryOpImpl<
+                           TernaryOp, Arg1Type, Arg2Type, Arg3Type,
+                           typename internal::traits<Arg1Type>::StorageKind>,
+                       internal::no_assignment_operator
+{
+ public:
+  typedef typename internal::remove_all<Arg1Type>::type Arg1;
+  typedef typename internal::remove_all<Arg2Type>::type Arg2;
+  typedef typename internal::remove_all<Arg3Type>::type Arg3;
+
+  typedef typename CwiseTernaryOpImpl<
+      TernaryOp, Arg1Type, Arg2Type, Arg3Type,
+      typename internal::traits<Arg1Type>::StorageKind>::Base Base;
+  EIGEN_GENERIC_PUBLIC_INTERFACE(CwiseTernaryOp)
+
+  typedef typename internal::ref_selector<Arg1Type>::type Arg1Nested;
+  typedef typename internal::ref_selector<Arg2Type>::type Arg2Nested;
+  typedef typename internal::ref_selector<Arg3Type>::type Arg3Nested;
+  typedef typename internal::remove_reference<Arg1Nested>::type _Arg1Nested;
+  typedef typename internal::remove_reference<Arg2Nested>::type _Arg2Nested;
+  typedef typename internal::remove_reference<Arg3Nested>::type _Arg3Nested;
+
+  EIGEN_DEVICE_FUNC
+  EIGEN_STRONG_INLINE CwiseTernaryOp(const Arg1& a1, const Arg2& a2,
+                                     const Arg3& a3,
+                                     const TernaryOp& func = TernaryOp())
+      : m_arg1(a1), m_arg2(a2), m_arg3(a3), m_functor(func) {
+    // require the sizes to match
+    EIGEN_STATIC_ASSERT_SAME_MATRIX_SIZE(Arg1, Arg2)
+    EIGEN_STATIC_ASSERT_SAME_MATRIX_SIZE(Arg1, Arg3)
+
+    // The index types should match
+    EIGEN_STATIC_ASSERT((internal::is_same<
+                         typename internal::traits<Arg1Type>::StorageKind,
+                         typename internal::traits<Arg2Type>::StorageKind>::value),
+                        STORAGE_KIND_MUST_MATCH)
+    EIGEN_STATIC_ASSERT((internal::is_same<
+                         typename internal::traits<Arg1Type>::StorageKind,
+                         typename internal::traits<Arg3Type>::StorageKind>::value),
+                        STORAGE_KIND_MUST_MATCH)
+
+    eigen_assert(a1.rows() == a2.rows() && a1.cols() == a2.cols() &&
+                 a1.rows() == a3.rows() && a1.cols() == a3.cols());
+  }
+
+  EIGEN_DEVICE_FUNC
+  EIGEN_STRONG_INLINE Index rows() const {
+    // return the fixed size type if available to enable compile time
+    // optimizations
+    if (internal::traits<typename internal::remove_all<Arg1Nested>::type>::
+                RowsAtCompileTime == Dynamic &&
+        internal::traits<typename internal::remove_all<Arg2Nested>::type>::
+                RowsAtCompileTime == Dynamic)
+      return m_arg3.rows();
+    else if (internal::traits<typename internal::remove_all<Arg1Nested>::type>::
+                     RowsAtCompileTime == Dynamic &&
+             internal::traits<typename internal::remove_all<Arg3Nested>::type>::
+                     RowsAtCompileTime == Dynamic)
+      return m_arg2.rows();
+    else
+      return m_arg1.rows();
+  }
+  EIGEN_DEVICE_FUNC
+  EIGEN_STRONG_INLINE Index cols() const {
+    // return the fixed size type if available to enable compile time
+    // optimizations
+    if (internal::traits<typename internal::remove_all<Arg1Nested>::type>::
+                ColsAtCompileTime == Dynamic &&
+        internal::traits<typename internal::remove_all<Arg2Nested>::type>::
+                ColsAtCompileTime == Dynamic)
+      return m_arg3.cols();
+    else if (internal::traits<typename internal::remove_all<Arg1Nested>::type>::
+                     ColsAtCompileTime == Dynamic &&
+             internal::traits<typename internal::remove_all<Arg3Nested>::type>::
+                     ColsAtCompileTime == Dynamic)
+      return m_arg2.cols();
+    else
+      return m_arg1.cols();
+  }
+
+  /** \returns the first argument nested expression */
+  EIGEN_DEVICE_FUNC
+  const _Arg1Nested& arg1() const { return m_arg1; }
+  /** \returns the first argument nested expression */
+  EIGEN_DEVICE_FUNC
+  const _Arg2Nested& arg2() const { return m_arg2; }
+  /** \returns the third argument nested expression */
+  EIGEN_DEVICE_FUNC
+  const _Arg3Nested& arg3() const { return m_arg3; }
+  /** \returns the functor representing the ternary operation */
+  EIGEN_DEVICE_FUNC
+  const TernaryOp& functor() const { return m_functor; }
+
+ protected:
+  Arg1Nested m_arg1;
+  Arg2Nested m_arg2;
+  Arg3Nested m_arg3;
+  const TernaryOp m_functor;
+};
+
+// Generic API dispatcher
+template <typename TernaryOp, typename Arg1, typename Arg2, typename Arg3,
+          typename StorageKind>
+class CwiseTernaryOpImpl
+    : public internal::generic_xpr_base<
+          CwiseTernaryOp<TernaryOp, Arg1, Arg2, Arg3> >::type {
+ public:
+  typedef typename internal::generic_xpr_base<
+      CwiseTernaryOp<TernaryOp, Arg1, Arg2, Arg3> >::type Base;
+};
+
+}  // end namespace Eigen
+
+#endif  // EIGEN_CWISE_TERNARY_OP_H

include/utils/Eigen/src/Core/CwiseUnaryOp.h

@@ -0,0 +1,103 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2014 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2006-2008 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_CWISE_UNARY_OP_H
+#define EIGEN_CWISE_UNARY_OP_H
+
+namespace Eigen {
+
+namespace internal {
+template<typename UnaryOp, typename XprType>
+struct traits<CwiseUnaryOp<UnaryOp, XprType> >
+ : traits<XprType>
+{
+  typedef typename result_of<
+                     UnaryOp(const typename XprType::Scalar&)
+                   >::type Scalar;
+  typedef typename XprType::Nested XprTypeNested;
+  typedef typename remove_reference<XprTypeNested>::type _XprTypeNested;
+  enum {
+    Flags = _XprTypeNested::Flags & RowMajorBit
+  };
+};
+}
+
+template<typename UnaryOp, typename XprType, typename StorageKind>
+class CwiseUnaryOpImpl;
+
+/** \class CwiseUnaryOp
+  * \ingroup Core_Module
+  *
+  * \brief Generic expression where a coefficient-wise unary operator is applied to an expression
+  *
+  * \tparam UnaryOp template functor implementing the operator
+  * \tparam XprType the type of the expression to which we are applying the unary operator
+  *
+  * This class represents an expression where a unary operator is applied to an expression.
+  * It is the return type of all operations taking exactly 1 input expression, regardless of the
+  * presence of other inputs such as scalars. For example, the operator* in the expression 3*matrix
+  * is considered unary, because only the right-hand side is an expression, and its
+  * return type is a specialization of CwiseUnaryOp.
+  *
+  * Most of the time, this is the only way that it is used, so you typically don't have to name
+  * CwiseUnaryOp types explicitly.
+  *
+  * \sa MatrixBase::unaryExpr(const CustomUnaryOp &) const, class CwiseBinaryOp, class CwiseNullaryOp
+  */
+template<typename UnaryOp, typename XprType>
+class CwiseUnaryOp : public CwiseUnaryOpImpl<UnaryOp, XprType, typename internal::traits<XprType>::StorageKind>, internal::no_assignment_operator
+{
+  public:
+
+    typedef typename CwiseUnaryOpImpl<UnaryOp, XprType,typename internal::traits<XprType>::StorageKind>::Base Base;
+    EIGEN_GENERIC_PUBLIC_INTERFACE(CwiseUnaryOp)
+    typedef typename internal::ref_selector<XprType>::type XprTypeNested;
+    typedef typename internal::remove_all<XprType>::type NestedExpression;
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    explicit CwiseUnaryOp(const XprType& xpr, const UnaryOp& func = UnaryOp())
+      : m_xpr(xpr), m_functor(func) {}
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE EIGEN_CONSTEXPR
+    Index rows() const EIGEN_NOEXCEPT { return m_xpr.rows(); }
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE EIGEN_CONSTEXPR
+    Index cols() const EIGEN_NOEXCEPT { return m_xpr.cols(); }
+
+    /** \returns the functor representing the unary operation */
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const UnaryOp& functor() const { return m_functor; }
+
+    /** \returns the nested expression */
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const typename internal::remove_all<XprTypeNested>::type&
+    nestedExpression() const { return m_xpr; }
+
+    /** \returns the nested expression */
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    typename internal::remove_all<XprTypeNested>::type&
+    nestedExpression() { return m_xpr; }
+
+  protected:
+    XprTypeNested m_xpr;
+    const UnaryOp m_functor;
+};
+
+// Generic API dispatcher
+template<typename UnaryOp, typename XprType, typename StorageKind>
+class CwiseUnaryOpImpl
+  : public internal::generic_xpr_base<CwiseUnaryOp<UnaryOp, XprType> >::type
+{
+public:
+  typedef typename internal::generic_xpr_base<CwiseUnaryOp<UnaryOp, XprType> >::type Base;
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_CWISE_UNARY_OP_H

include/utils/Eigen/src/Core/CwiseUnaryView.h

@@ -0,0 +1,132 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009-2010 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_CWISE_UNARY_VIEW_H
+#define EIGEN_CWISE_UNARY_VIEW_H
+
+namespace Eigen {
+
+namespace internal {
+template<typename ViewOp, typename MatrixType>
+struct traits<CwiseUnaryView<ViewOp, MatrixType> >
+ : traits<MatrixType>
+{
+  typedef typename result_of<
+                     ViewOp(const typename traits<MatrixType>::Scalar&)
+                   >::type Scalar;
+  typedef typename MatrixType::Nested MatrixTypeNested;
+  typedef typename remove_all<MatrixTypeNested>::type _MatrixTypeNested;
+  enum {
+    FlagsLvalueBit = is_lvalue<MatrixType>::value ? LvalueBit : 0,
+    Flags = traits<_MatrixTypeNested>::Flags & (RowMajorBit | FlagsLvalueBit | DirectAccessBit), // FIXME DirectAccessBit should not be handled by expressions
+    MatrixTypeInnerStride =  inner_stride_at_compile_time<MatrixType>::ret,
+    // need to cast the sizeof's from size_t to int explicitly, otherwise:
+    // "error: no integral type can represent all of the enumerator values
+    InnerStrideAtCompileTime = MatrixTypeInnerStride == Dynamic
+                             ? int(Dynamic)
+                             : int(MatrixTypeInnerStride) * int(sizeof(typename traits<MatrixType>::Scalar) / sizeof(Scalar)),
+    OuterStrideAtCompileTime = outer_stride_at_compile_time<MatrixType>::ret == Dynamic
+                             ? int(Dynamic)
+                             : outer_stride_at_compile_time<MatrixType>::ret * int(sizeof(typename traits<MatrixType>::Scalar) / sizeof(Scalar))
+  };
+};
+}
+
+template<typename ViewOp, typename MatrixType, typename StorageKind>
+class CwiseUnaryViewImpl;
+
+/** \class CwiseUnaryView
+  * \ingroup Core_Module
+  *
+  * \brief Generic lvalue expression of a coefficient-wise unary operator of a matrix or a vector
+  *
+  * \tparam ViewOp template functor implementing the view
+  * \tparam MatrixType the type of the matrix we are applying the unary operator
+  *
+  * This class represents a lvalue expression of a generic unary view operator of a matrix or a vector.
+  * It is the return type of real() and imag(), and most of the time this is the only way it is used.
+  *
+  * \sa MatrixBase::unaryViewExpr(const CustomUnaryOp &) const, class CwiseUnaryOp
+  */
+template<typename ViewOp, typename MatrixType>
+class CwiseUnaryView : public CwiseUnaryViewImpl<ViewOp, MatrixType, typename internal::traits<MatrixType>::StorageKind>
+{
+  public:
+
+    typedef typename CwiseUnaryViewImpl<ViewOp, MatrixType,typename internal::traits<MatrixType>::StorageKind>::Base Base;
+    EIGEN_GENERIC_PUBLIC_INTERFACE(CwiseUnaryView)
+    typedef typename internal::ref_selector<MatrixType>::non_const_type MatrixTypeNested;
+    typedef typename internal::remove_all<MatrixType>::type NestedExpression;
+
+    explicit EIGEN_DEVICE_FUNC inline CwiseUnaryView(MatrixType& mat, const ViewOp& func = ViewOp())
+      : m_matrix(mat), m_functor(func) {}
+
+    EIGEN_INHERIT_ASSIGNMENT_OPERATORS(CwiseUnaryView)
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE EIGEN_CONSTEXPR
+    Index rows() const EIGEN_NOEXCEPT { return m_matrix.rows(); }
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE EIGEN_CONSTEXPR
+    Index cols() const EIGEN_NOEXCEPT { return m_matrix.cols(); }
+
+    /** \returns the functor representing unary operation */
+    EIGEN_DEVICE_FUNC const ViewOp& functor() const { return m_functor; }
+
+    /** \returns the nested expression */
+    EIGEN_DEVICE_FUNC const typename internal::remove_all<MatrixTypeNested>::type&
+    nestedExpression() const { return m_matrix; }
+
+    /** \returns the nested expression */
+    EIGEN_DEVICE_FUNC typename internal::remove_reference<MatrixTypeNested>::type&
+    nestedExpression() { return m_matrix; }
+
+  protected:
+    MatrixTypeNested m_matrix;
+    ViewOp m_functor;
+};
+
+// Generic API dispatcher
+template<typename ViewOp, typename XprType, typename StorageKind>
+class CwiseUnaryViewImpl
+  : public internal::generic_xpr_base<CwiseUnaryView<ViewOp, XprType> >::type
+{
+public:
+  typedef typename internal::generic_xpr_base<CwiseUnaryView<ViewOp, XprType> >::type Base;
+};
+
+template<typename ViewOp, typename MatrixType>
+class CwiseUnaryViewImpl<ViewOp,MatrixType,Dense>
+  : public internal::dense_xpr_base< CwiseUnaryView<ViewOp, MatrixType> >::type
+{
+  public:
+
+    typedef CwiseUnaryView<ViewOp, MatrixType> Derived;
+    typedef typename internal::dense_xpr_base< CwiseUnaryView<ViewOp, MatrixType> >::type Base;
+
+    EIGEN_DENSE_PUBLIC_INTERFACE(Derived)
+    EIGEN_INHERIT_ASSIGNMENT_OPERATORS(CwiseUnaryViewImpl)
+
+    EIGEN_DEVICE_FUNC inline Scalar* data() { return &(this->coeffRef(0)); }
+    EIGEN_DEVICE_FUNC inline const Scalar* data() const { return &(this->coeff(0)); }
+
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR inline Index innerStride() const
+    {
+      return derived().nestedExpression().innerStride() * sizeof(typename internal::traits<MatrixType>::Scalar) / sizeof(Scalar);
+    }
+
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR inline Index outerStride() const
+    {
+      return derived().nestedExpression().outerStride() * sizeof(typename internal::traits<MatrixType>::Scalar) / sizeof(Scalar);
+    }
+  protected:
+    EIGEN_DEFAULT_EMPTY_CONSTRUCTOR_AND_DESTRUCTOR(CwiseUnaryViewImpl)
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_CWISE_UNARY_VIEW_H

include/utils/Eigen/src/Core/DenseBase.h

@@ -0,0 +1,701 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2007-2010 Benoit Jacob <jacob.benoit.1@gmail.com>
+// Copyright (C) 2008-2010 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_DENSEBASE_H
+#define EIGEN_DENSEBASE_H
+
+namespace Eigen {
+
+namespace internal {
+
+// The index type defined by EIGEN_DEFAULT_DENSE_INDEX_TYPE must be a signed type.
+// This dummy function simply aims at checking that at compile time.
+static inline void check_DenseIndex_is_signed() {
+  EIGEN_STATIC_ASSERT(NumTraits<DenseIndex>::IsSigned,THE_INDEX_TYPE_MUST_BE_A_SIGNED_TYPE)
+}
+
+} // end namespace internal
+
+/** \class DenseBase
+  * \ingroup Core_Module
+  *
+  * \brief Base class for all dense matrices, vectors, and arrays
+  *
+  * This class is the base that is inherited by all dense objects (matrix, vector, arrays,
+  * and related expression types). The common Eigen API for dense objects is contained in this class.
+  *
+  * \tparam Derived is the derived type, e.g., a matrix type or an expression.
+  *
+  * This class can be extended with the help of the plugin mechanism described on the page
+  * \ref TopicCustomizing_Plugins by defining the preprocessor symbol \c EIGEN_DENSEBASE_PLUGIN.
+  *
+  * \sa \blank \ref TopicClassHierarchy
+  */
+template<typename Derived> class DenseBase
+#ifndef EIGEN_PARSED_BY_DOXYGEN
+  : public DenseCoeffsBase<Derived, internal::accessors_level<Derived>::value>
+#else
+  : public DenseCoeffsBase<Derived,DirectWriteAccessors>
+#endif // not EIGEN_PARSED_BY_DOXYGEN
+{
+  public:
+
+    /** Inner iterator type to iterate over the coefficients of a row or column.
+      * \sa class InnerIterator
+      */
+    typedef Eigen::InnerIterator<Derived> InnerIterator;
+
+    typedef typename internal::traits<Derived>::StorageKind StorageKind;
+
+    /**
+      * \brief The type used to store indices
+      * \details This typedef is relevant for types that store multiple indices such as
+      *          PermutationMatrix or Transpositions, otherwise it defaults to Eigen::Index
+      * \sa \blank \ref TopicPreprocessorDirectives, Eigen::Index, SparseMatrixBase.
+     */
+    typedef typename internal::traits<Derived>::StorageIndex StorageIndex;
+
+    /** The numeric type of the expression' coefficients, e.g. float, double, int or std::complex<float>, etc. */
+    typedef typename internal::traits<Derived>::Scalar Scalar;
+
+    /** The numeric type of the expression' coefficients, e.g. float, double, int or std::complex<float>, etc.
+      *
+      * It is an alias for the Scalar type */
+    typedef Scalar value_type;
+
+    typedef typename NumTraits<Scalar>::Real RealScalar;
+    typedef DenseCoeffsBase<Derived, internal::accessors_level<Derived>::value> Base;
+
+    using Base::derived;
+    using Base::const_cast_derived;
+    using Base::rows;
+    using Base::cols;
+    using Base::size;
+    using Base::rowIndexByOuterInner;
+    using Base::colIndexByOuterInner;
+    using Base::coeff;
+    using Base::coeffByOuterInner;
+    using Base::operator();
+    using Base::operator[];
+    using Base::x;
+    using Base::y;
+    using Base::z;
+    using Base::w;
+    using Base::stride;
+    using Base::innerStride;
+    using Base::outerStride;
+    using Base::rowStride;
+    using Base::colStride;
+    typedef typename Base::CoeffReturnType CoeffReturnType;
+
+    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 = internal::traits<Derived>::MaxRowsAtCompileTime,
+        /**< This value is equal to the maximum possible number of rows that this expression
+          * might have. If this expression might have an arbitrarily high number of rows,
+          * this value is set to \a Dynamic.
+          *
+          * This value is useful to know when evaluating an expression, in order to determine
+          * whether it is possible to avoid doing a dynamic memory allocation.
+          *
+          * \sa RowsAtCompileTime, MaxColsAtCompileTime, MaxSizeAtCompileTime
+          */
+
+      MaxColsAtCompileTime = internal::traits<Derived>::MaxColsAtCompileTime,
+        /**< This value is equal to the maximum possible number of columns that this expression
+          * might have. If this expression might have an arbitrarily high number of columns,
+          * this value is set to \a Dynamic.
+          *
+          * This value is useful to know when evaluating an expression, in order to determine
+          * whether it is possible to avoid doing a dynamic memory allocation.
+          *
+          * \sa ColsAtCompileTime, MaxRowsAtCompileTime, MaxSizeAtCompileTime
+          */
+
+      MaxSizeAtCompileTime = (internal::size_at_compile_time<internal::traits<Derived>::MaxRowsAtCompileTime,
+                                                      internal::traits<Derived>::MaxColsAtCompileTime>::ret),
+        /**< This value is equal to the maximum possible number of coefficients that this expression
+          * might have. If this expression might have an arbitrarily high number of coefficients,
+          * this value is set to \a Dynamic.
+          *
+          * This value is useful to know when evaluating an expression, in order to determine
+          * whether it is possible to avoid doing a dynamic memory allocation.
+          *
+          * \sa SizeAtCompileTime, MaxRowsAtCompileTime, MaxColsAtCompileTime
+          */
+
+      IsVectorAtCompileTime = internal::traits<Derived>::RowsAtCompileTime == 1
+                           || internal::traits<Derived>::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). */
+
+      NumDimensions = int(MaxSizeAtCompileTime) == 1 ? 0 : bool(IsVectorAtCompileTime) ? 1 : 2,
+        /**< This value is equal to Tensor::NumDimensions, i.e. 0 for scalars, 1 for vectors,
+         * and 2 for matrices.
+         */
+
+      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".
+          */
+
+      IsRowMajor = int(Flags) & RowMajorBit, /**< True if this expression has row-major storage order. */
+
+      InnerSizeAtCompileTime = int(IsVectorAtCompileTime) ? int(SizeAtCompileTime)
+                             : int(IsRowMajor) ? int(ColsAtCompileTime) : int(RowsAtCompileTime),
+
+      InnerStrideAtCompileTime = internal::inner_stride_at_compile_time<Derived>::ret,
+      OuterStrideAtCompileTime = internal::outer_stride_at_compile_time<Derived>::ret
+    };
+
+    typedef typename internal::find_best_packet<Scalar,SizeAtCompileTime>::type PacketScalar;
+
+    enum { IsPlainObjectBase = 0 };
+
+    /** The plain matrix type corresponding to this expression.
+      * \sa PlainObject */
+    typedef Matrix<typename internal::traits<Derived>::Scalar,
+                internal::traits<Derived>::RowsAtCompileTime,
+                internal::traits<Derived>::ColsAtCompileTime,
+                AutoAlign | (internal::traits<Derived>::Flags&RowMajorBit ? RowMajor : ColMajor),
+                internal::traits<Derived>::MaxRowsAtCompileTime,
+                internal::traits<Derived>::MaxColsAtCompileTime
+          > PlainMatrix;
+
+    /** The plain array type corresponding to this expression.
+      * \sa PlainObject */
+    typedef Array<typename internal::traits<Derived>::Scalar,
+                internal::traits<Derived>::RowsAtCompileTime,
+                internal::traits<Derived>::ColsAtCompileTime,
+                AutoAlign | (internal::traits<Derived>::Flags&RowMajorBit ? RowMajor : ColMajor),
+                internal::traits<Derived>::MaxRowsAtCompileTime,
+                internal::traits<Derived>::MaxColsAtCompileTime
+          > PlainArray;
+
+    /** \brief The plain matrix or array type corresponding to this expression.
+      *
+      * This is not necessarily exactly the return type of eval(). In the case of plain matrices,
+      * the return type of eval() is a const reference to a matrix, not a matrix! It is however guaranteed
+      * that the return type of eval() is either PlainObject or const PlainObject&.
+      */
+    typedef typename internal::conditional<internal::is_same<typename internal::traits<Derived>::XprKind,MatrixXpr >::value,
+                                 PlainMatrix, PlainArray>::type PlainObject;
+
+    /** \returns the number of nonzero coefficients which is in practice the number
+      * of stored coefficients. */
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
+    inline Index nonZeros() const { return size(); }
+
+    /** \returns the outer size.
+      *
+      * \note For a vector, this returns just 1. For a matrix (non-vector), this is the major dimension
+      * with respect to the \ref TopicStorageOrders "storage order", i.e., the number of columns for a
+      * column-major matrix, and the number of rows for a row-major matrix. */
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
+    Index outerSize() const
+    {
+      return IsVectorAtCompileTime ? 1
+           : int(IsRowMajor) ? this->rows() : this->cols();
+    }
+
+    /** \returns the inner size.
+      *
+      * \note For a vector, this is just the size. For a matrix (non-vector), this is the minor dimension
+      * with respect to the \ref TopicStorageOrders "storage order", i.e., the number of rows for a
+      * column-major matrix, and the number of columns for a row-major matrix. */
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
+    Index innerSize() const
+    {
+      return IsVectorAtCompileTime ? this->size()
+           : int(IsRowMajor) ? this->cols() : this->rows();
+    }
+
+    /** Only plain matrices/arrays, not expressions, may be resized; therefore the only useful resize methods are
+      * Matrix::resize() and Array::resize(). The present method only asserts that the new size equals the old size, and does
+      * nothing else.
+      */
+    EIGEN_DEVICE_FUNC
+    void resize(Index newSize)
+    {
+      EIGEN_ONLY_USED_FOR_DEBUG(newSize);
+      eigen_assert(newSize == this->size()
+                && "DenseBase::resize() does not actually allow to resize.");
+    }
+    /** Only plain matrices/arrays, not expressions, may be resized; therefore the only useful resize methods are
+      * Matrix::resize() and Array::resize(). The present method only asserts that the new size equals the old size, and does
+      * nothing else.
+      */
+    EIGEN_DEVICE_FUNC
+    void resize(Index rows, Index cols)
+    {
+      EIGEN_ONLY_USED_FOR_DEBUG(rows);
+      EIGEN_ONLY_USED_FOR_DEBUG(cols);
+      eigen_assert(rows == this->rows() && cols == this->cols()
+                && "DenseBase::resize() does not actually allow to resize.");
+    }
+
+#ifndef EIGEN_PARSED_BY_DOXYGEN
+    /** \internal Represents a matrix with all coefficients equal to one another*/
+    typedef CwiseNullaryOp<internal::scalar_constant_op<Scalar>,PlainObject> ConstantReturnType;
+    /** \internal \deprecated Represents a vector with linearly spaced coefficients that allows sequential access only. */
+    EIGEN_DEPRECATED typedef CwiseNullaryOp<internal::linspaced_op<Scalar>,PlainObject> SequentialLinSpacedReturnType;
+    /** \internal Represents a vector with linearly spaced coefficients that allows random access. */
+    typedef CwiseNullaryOp<internal::linspaced_op<Scalar>,PlainObject> RandomAccessLinSpacedReturnType;
+    /** \internal the return type of MatrixBase::eigenvalues() */
+    typedef Matrix<typename NumTraits<typename internal::traits<Derived>::Scalar>::Real, internal::traits<Derived>::ColsAtCompileTime, 1> EigenvaluesReturnType;
+
+#endif // not EIGEN_PARSED_BY_DOXYGEN
+
+    /** Copies \a other into *this. \returns a reference to *this. */
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    Derived& operator=(const DenseBase<OtherDerived>& other);
+
+    /** Special case of the template operator=, in order to prevent the compiler
+      * from generating a default operator= (issue hit with g++ 4.1)
+      */
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    Derived& operator=(const DenseBase& other);
+
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    Derived& operator=(const EigenBase<OtherDerived> &other);
+
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    Derived& operator+=(const EigenBase<OtherDerived> &other);
+
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    Derived& operator-=(const EigenBase<OtherDerived> &other);
+
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    Derived& operator=(const ReturnByValue<OtherDerived>& func);
+
+    /** \internal
+      * Copies \a other into *this without evaluating other. \returns a reference to *this. */
+    template<typename OtherDerived>
+    /** \deprecated */
+    EIGEN_DEPRECATED EIGEN_DEVICE_FUNC
+    Derived& lazyAssign(const DenseBase<OtherDerived>& other);
+
+    EIGEN_DEVICE_FUNC
+    CommaInitializer<Derived> operator<< (const Scalar& s);
+
+    template<unsigned int Added,unsigned int Removed>
+    /** \deprecated it now returns \c *this */
+    EIGEN_DEPRECATED
+    const Derived& flagged() const
+    { return derived(); }
+
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    CommaInitializer<Derived> operator<< (const DenseBase<OtherDerived>& other);
+
+    typedef Transpose<Derived> TransposeReturnType;
+    EIGEN_DEVICE_FUNC
+    TransposeReturnType transpose();
+    typedef typename internal::add_const<Transpose<const Derived> >::type ConstTransposeReturnType;
+    EIGEN_DEVICE_FUNC
+    ConstTransposeReturnType transpose() const;
+    EIGEN_DEVICE_FUNC
+    void transposeInPlace();
+
+    EIGEN_DEVICE_FUNC static const ConstantReturnType
+    Constant(Index rows, Index cols, const Scalar& value);
+    EIGEN_DEVICE_FUNC static const ConstantReturnType
+    Constant(Index size, const Scalar& value);
+    EIGEN_DEVICE_FUNC static const ConstantReturnType
+    Constant(const Scalar& value);
+
+    EIGEN_DEPRECATED EIGEN_DEVICE_FUNC static const RandomAccessLinSpacedReturnType
+    LinSpaced(Sequential_t, Index size, const Scalar& low, const Scalar& high);
+    EIGEN_DEPRECATED EIGEN_DEVICE_FUNC static const RandomAccessLinSpacedReturnType
+    LinSpaced(Sequential_t, const Scalar& low, const Scalar& high);
+
+    EIGEN_DEVICE_FUNC static const RandomAccessLinSpacedReturnType
+    LinSpaced(Index size, const Scalar& low, const Scalar& high);
+    EIGEN_DEVICE_FUNC static const RandomAccessLinSpacedReturnType
+    LinSpaced(const Scalar& low, const Scalar& high);
+
+    template<typename CustomNullaryOp> EIGEN_DEVICE_FUNC
+    static const CwiseNullaryOp<CustomNullaryOp, PlainObject>
+    NullaryExpr(Index rows, Index cols, const CustomNullaryOp& func);
+    template<typename CustomNullaryOp> EIGEN_DEVICE_FUNC
+    static const CwiseNullaryOp<CustomNullaryOp, PlainObject>
+    NullaryExpr(Index size, const CustomNullaryOp& func);
+    template<typename CustomNullaryOp> EIGEN_DEVICE_FUNC
+    static const CwiseNullaryOp<CustomNullaryOp, PlainObject>
+    NullaryExpr(const CustomNullaryOp& func);
+
+    EIGEN_DEVICE_FUNC static const ConstantReturnType Zero(Index rows, Index cols);
+    EIGEN_DEVICE_FUNC static const ConstantReturnType Zero(Index size);
+    EIGEN_DEVICE_FUNC static const ConstantReturnType Zero();
+    EIGEN_DEVICE_FUNC static const ConstantReturnType Ones(Index rows, Index cols);
+    EIGEN_DEVICE_FUNC static const ConstantReturnType Ones(Index size);
+    EIGEN_DEVICE_FUNC static const ConstantReturnType Ones();
+
+    EIGEN_DEVICE_FUNC void fill(const Scalar& value);
+    EIGEN_DEVICE_FUNC Derived& setConstant(const Scalar& value);
+    EIGEN_DEVICE_FUNC Derived& setLinSpaced(Index size, const Scalar& low, const Scalar& high);
+    EIGEN_DEVICE_FUNC Derived& setLinSpaced(const Scalar& low, const Scalar& high);
+    EIGEN_DEVICE_FUNC Derived& setZero();
+    EIGEN_DEVICE_FUNC Derived& setOnes();
+    EIGEN_DEVICE_FUNC Derived& setRandom();
+
+    template<typename OtherDerived> EIGEN_DEVICE_FUNC
+    bool isApprox(const DenseBase<OtherDerived>& other,
+                  const RealScalar& prec = NumTraits<Scalar>::dummy_precision()) const;
+    EIGEN_DEVICE_FUNC
+    bool isMuchSmallerThan(const RealScalar& other,
+                           const RealScalar& prec = NumTraits<Scalar>::dummy_precision()) const;
+    template<typename OtherDerived> EIGEN_DEVICE_FUNC
+    bool isMuchSmallerThan(const DenseBase<OtherDerived>& other,
+                           const RealScalar& prec = NumTraits<Scalar>::dummy_precision()) const;
+
+    EIGEN_DEVICE_FUNC bool isApproxToConstant(const Scalar& value, const RealScalar& prec = NumTraits<Scalar>::dummy_precision()) const;
+    EIGEN_DEVICE_FUNC bool isConstant(const Scalar& value, const RealScalar& prec = NumTraits<Scalar>::dummy_precision()) const;
+    EIGEN_DEVICE_FUNC bool isZero(const RealScalar& prec = NumTraits<Scalar>::dummy_precision()) const;
+    EIGEN_DEVICE_FUNC bool isOnes(const RealScalar& prec = NumTraits<Scalar>::dummy_precision()) const;
+
+    inline bool hasNaN() const;
+    inline bool allFinite() const;
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    Derived& operator*=(const Scalar& other);
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    Derived& operator/=(const Scalar& other);
+
+    typedef typename internal::add_const_on_value_type<typename internal::eval<Derived>::type>::type EvalReturnType;
+    /** \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.
+      *
+      * \warning Be careful with eval() and the auto C++ keyword, as detailed in this \link TopicPitfalls_auto_keyword page \endlink.
+      */
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE EvalReturnType eval() const
+    {
+      // Even though MSVC does not honor strong inlining when the return type
+      // is a dynamic matrix, we desperately need strong inlining for fixed
+      // size types on MSVC.
+      return typename internal::eval<Derived>::type(derived());
+    }
+
+    /** swaps *this with the expression \a other.
+      *
+      */
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    void swap(const DenseBase<OtherDerived>& other)
+    {
+      EIGEN_STATIC_ASSERT(!OtherDerived::IsPlainObjectBase,THIS_EXPRESSION_IS_NOT_A_LVALUE__IT_IS_READ_ONLY);
+      eigen_assert(rows()==other.rows() && cols()==other.cols());
+      call_assignment(derived(), other.const_cast_derived(), internal::swap_assign_op<Scalar>());
+    }
+
+    /** swaps *this with the matrix or array \a other.
+      *
+      */
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    void swap(PlainObjectBase<OtherDerived>& other)
+    {
+      eigen_assert(rows()==other.rows() && cols()==other.cols());
+      call_assignment(derived(), other.derived(), internal::swap_assign_op<Scalar>());
+    }
+
+    EIGEN_DEVICE_FUNC inline const NestByValue<Derived> nestByValue() const;
+    EIGEN_DEVICE_FUNC inline const ForceAlignedAccess<Derived> forceAlignedAccess() const;
+    EIGEN_DEVICE_FUNC inline ForceAlignedAccess<Derived> forceAlignedAccess();
+    template<bool Enable> EIGEN_DEVICE_FUNC
+    inline const typename internal::conditional<Enable,ForceAlignedAccess<Derived>,Derived&>::type forceAlignedAccessIf() const;
+    template<bool Enable> EIGEN_DEVICE_FUNC
+    inline typename internal::conditional<Enable,ForceAlignedAccess<Derived>,Derived&>::type forceAlignedAccessIf();
+
+    EIGEN_DEVICE_FUNC Scalar sum() const;
+    EIGEN_DEVICE_FUNC Scalar mean() const;
+    EIGEN_DEVICE_FUNC Scalar trace() const;
+
+    EIGEN_DEVICE_FUNC Scalar prod() const;
+
+    template<int NaNPropagation>
+    EIGEN_DEVICE_FUNC typename internal::traits<Derived>::Scalar minCoeff() const;
+    template<int NaNPropagation>
+    EIGEN_DEVICE_FUNC typename internal::traits<Derived>::Scalar maxCoeff() const;
+
+
+    // By default, the fastest version with undefined NaN propagation semantics is
+    // used.
+    // TODO(rmlarsen): Replace with default template argument when we move to
+    // c++11 or beyond.
+    EIGEN_DEVICE_FUNC inline typename internal::traits<Derived>::Scalar minCoeff() const {
+      return minCoeff<PropagateFast>();
+    }
+    EIGEN_DEVICE_FUNC inline typename internal::traits<Derived>::Scalar maxCoeff() const {
+      return maxCoeff<PropagateFast>();
+    }
+
+    template<int NaNPropagation, typename IndexType>
+    EIGEN_DEVICE_FUNC
+    typename internal::traits<Derived>::Scalar minCoeff(IndexType* row, IndexType* col) const;
+    template<int NaNPropagation, typename IndexType>
+    EIGEN_DEVICE_FUNC
+    typename internal::traits<Derived>::Scalar maxCoeff(IndexType* row, IndexType* col) const;
+    template<int NaNPropagation, typename IndexType>
+    EIGEN_DEVICE_FUNC
+    typename internal::traits<Derived>::Scalar minCoeff(IndexType* index) const;
+    template<int NaNPropagation, typename IndexType>
+    EIGEN_DEVICE_FUNC
+    typename internal::traits<Derived>::Scalar maxCoeff(IndexType* index) const;
+
+    // TODO(rmlarsen): Replace these methods with a default template argument.
+    template<typename IndexType>
+    EIGEN_DEVICE_FUNC inline
+    typename internal::traits<Derived>::Scalar minCoeff(IndexType* row, IndexType* col) const {
+      return minCoeff<PropagateFast>(row, col);
+    }
+    template<typename IndexType>
+    EIGEN_DEVICE_FUNC inline
+    typename internal::traits<Derived>::Scalar maxCoeff(IndexType* row, IndexType* col) const {
+      return maxCoeff<PropagateFast>(row, col);
+    }
+    template<typename IndexType>
+     EIGEN_DEVICE_FUNC inline
+    typename internal::traits<Derived>::Scalar minCoeff(IndexType* index) const {
+      return minCoeff<PropagateFast>(index);
+    }
+    template<typename IndexType>
+    EIGEN_DEVICE_FUNC inline
+    typename internal::traits<Derived>::Scalar maxCoeff(IndexType* index) const {
+      return maxCoeff<PropagateFast>(index);
+    }
+  
+    template<typename BinaryOp>
+    EIGEN_DEVICE_FUNC
+    Scalar redux(const BinaryOp& func) const;
+
+    template<typename Visitor>
+    EIGEN_DEVICE_FUNC
+    void visit(Visitor& func) const;
+
+    /** \returns a WithFormat proxy object allowing to print a matrix the with given
+      * format \a fmt.
+      *
+      * See class IOFormat for some examples.
+      *
+      * \sa class IOFormat, class WithFormat
+      */
+    inline const WithFormat<Derived> format(const IOFormat& fmt) const
+    {
+      return WithFormat<Derived>(derived(), fmt);
+    }
+
+    /** \returns the unique coefficient of a 1x1 expression */
+    EIGEN_DEVICE_FUNC
+    CoeffReturnType value() const
+    {
+      EIGEN_STATIC_ASSERT_SIZE_1x1(Derived)
+      eigen_assert(this->rows() == 1 && this->cols() == 1);
+      return derived().coeff(0,0);
+    }
+
+    EIGEN_DEVICE_FUNC bool all() const;
+    EIGEN_DEVICE_FUNC bool any() const;
+    EIGEN_DEVICE_FUNC Index count() const;
+
+    typedef VectorwiseOp<Derived, Horizontal> RowwiseReturnType;
+    typedef const VectorwiseOp<const Derived, Horizontal> ConstRowwiseReturnType;
+    typedef VectorwiseOp<Derived, Vertical> ColwiseReturnType;
+    typedef const VectorwiseOp<const Derived, Vertical> ConstColwiseReturnType;
+
+    /** \returns a VectorwiseOp wrapper of *this for broadcasting and partial reductions
+    *
+    * Example: \include MatrixBase_rowwise.cpp
+    * Output: \verbinclude MatrixBase_rowwise.out
+    *
+    * \sa colwise(), class VectorwiseOp, \ref TutorialReductionsVisitorsBroadcasting
+    */
+    //Code moved here due to a CUDA compiler bug
+    EIGEN_DEVICE_FUNC inline ConstRowwiseReturnType rowwise() const {
+      return ConstRowwiseReturnType(derived());
+    }
+    EIGEN_DEVICE_FUNC RowwiseReturnType rowwise();
+
+    /** \returns a VectorwiseOp wrapper of *this broadcasting and partial reductions
+    *
+    * Example: \include MatrixBase_colwise.cpp
+    * Output: \verbinclude MatrixBase_colwise.out
+    *
+    * \sa rowwise(), class VectorwiseOp, \ref TutorialReductionsVisitorsBroadcasting
+    */
+    EIGEN_DEVICE_FUNC inline ConstColwiseReturnType colwise() const {
+      return ConstColwiseReturnType(derived());
+    }
+    EIGEN_DEVICE_FUNC ColwiseReturnType colwise();
+
+    typedef CwiseNullaryOp<internal::scalar_random_op<Scalar>,PlainObject> RandomReturnType;
+    static const RandomReturnType Random(Index rows, Index cols);
+    static const RandomReturnType Random(Index size);
+    static const RandomReturnType Random();
+
+    template<typename ThenDerived,typename ElseDerived>
+    inline EIGEN_DEVICE_FUNC const Select<Derived,ThenDerived,ElseDerived>
+    select(const DenseBase<ThenDerived>& thenMatrix,
+           const DenseBase<ElseDerived>& elseMatrix) const;
+
+    template<typename ThenDerived>
+    inline EIGEN_DEVICE_FUNC const Select<Derived,ThenDerived, typename ThenDerived::ConstantReturnType>
+    select(const DenseBase<ThenDerived>& thenMatrix, const typename ThenDerived::Scalar& elseScalar) const;
+
+    template<typename ElseDerived>
+    inline EIGEN_DEVICE_FUNC const Select<Derived, typename ElseDerived::ConstantReturnType, ElseDerived >
+    select(const typename ElseDerived::Scalar& thenScalar, const DenseBase<ElseDerived>& elseMatrix) const;
+
+    template<int p> RealScalar lpNorm() const;
+
+    template<int RowFactor, int ColFactor>
+    EIGEN_DEVICE_FUNC
+    const Replicate<Derived,RowFactor,ColFactor> replicate() const;
+    /**
+    * \return an expression of the replication of \c *this
+    *
+    * Example: \include MatrixBase_replicate_int_int.cpp
+    * Output: \verbinclude MatrixBase_replicate_int_int.out
+    *
+    * \sa VectorwiseOp::replicate(), DenseBase::replicate<int,int>(), class Replicate
+    */
+    //Code moved here due to a CUDA compiler bug
+    EIGEN_DEVICE_FUNC
+    const Replicate<Derived, Dynamic, Dynamic> replicate(Index rowFactor, Index colFactor) const
+    {
+      return Replicate<Derived, Dynamic, Dynamic>(derived(), rowFactor, colFactor);
+    }
+
+    typedef Reverse<Derived, BothDirections> ReverseReturnType;
+    typedef const Reverse<const Derived, BothDirections> ConstReverseReturnType;
+    EIGEN_DEVICE_FUNC ReverseReturnType reverse();
+    /** This is the const version of reverse(). */
+    //Code moved here due to a CUDA compiler bug
+    EIGEN_DEVICE_FUNC ConstReverseReturnType reverse() const
+    {
+      return ConstReverseReturnType(derived());
+    }
+    EIGEN_DEVICE_FUNC void reverseInPlace();
+
+    #ifdef EIGEN_PARSED_BY_DOXYGEN
+    /** STL-like <a href="https://en.cppreference.com/w/cpp/named_req/RandomAccessIterator">RandomAccessIterator</a>
+      * iterator type as returned by the begin() and end() methods.
+      */
+    typedef random_access_iterator_type iterator;
+    /** This is the const version of iterator (aka read-only) */
+    typedef random_access_iterator_type const_iterator;
+    #else
+    typedef typename internal::conditional< (Flags&DirectAccessBit)==DirectAccessBit,
+                                            internal::pointer_based_stl_iterator<Derived>,
+                                            internal::generic_randaccess_stl_iterator<Derived>
+                                          >::type iterator_type;
+
+    typedef typename internal::conditional< (Flags&DirectAccessBit)==DirectAccessBit,
+                                            internal::pointer_based_stl_iterator<const Derived>,
+                                            internal::generic_randaccess_stl_iterator<const Derived>
+                                          >::type const_iterator_type;
+
+    // Stl-style iterators are supported only for vectors.
+
+    typedef typename internal::conditional< IsVectorAtCompileTime,
+                                            iterator_type,
+                                            void
+                                          >::type iterator;
+
+    typedef typename internal::conditional< IsVectorAtCompileTime,
+                                            const_iterator_type,
+                                            void
+                                          >::type const_iterator;
+    #endif
+
+    inline iterator begin();
+    inline const_iterator begin() const;
+    inline const_iterator cbegin() const;
+    inline iterator end();
+    inline const_iterator end() const;
+    inline const_iterator cend() const;
+
+#define EIGEN_CURRENT_STORAGE_BASE_CLASS Eigen::DenseBase
+#define EIGEN_DOC_BLOCK_ADDONS_NOT_INNER_PANEL
+#define EIGEN_DOC_BLOCK_ADDONS_INNER_PANEL_IF(COND)
+#define EIGEN_DOC_UNARY_ADDONS(X,Y)
+#   include "../plugins/CommonCwiseUnaryOps.h"
+#   include "../plugins/BlockMethods.h"
+#   include "../plugins/IndexedViewMethods.h"
+#   include "../plugins/ReshapedMethods.h"
+#   ifdef EIGEN_DENSEBASE_PLUGIN
+#     include EIGEN_DENSEBASE_PLUGIN
+#   endif
+#undef EIGEN_CURRENT_STORAGE_BASE_CLASS
+#undef EIGEN_DOC_BLOCK_ADDONS_NOT_INNER_PANEL
+#undef EIGEN_DOC_BLOCK_ADDONS_INNER_PANEL_IF
+#undef EIGEN_DOC_UNARY_ADDONS
+
+    // disable the use of evalTo for dense objects with a nice compilation error
+    template<typename Dest>
+    EIGEN_DEVICE_FUNC
+    inline void evalTo(Dest& ) const
+    {
+      EIGEN_STATIC_ASSERT((internal::is_same<Dest,void>::value),THE_EVAL_EVALTO_FUNCTION_SHOULD_NEVER_BE_CALLED_FOR_DENSE_OBJECTS);
+    }
+
+  protected:
+    EIGEN_DEFAULT_COPY_CONSTRUCTOR(DenseBase)
+    /** Default constructor. Do nothing. */
+    EIGEN_DEVICE_FUNC DenseBase()
+    {
+      /* Just checks for self-consistency of the flags.
+       * Only do it when debugging Eigen, as this borders on paranoia and could slow compilation down
+       */
+#ifdef EIGEN_INTERNAL_DEBUGGING
+      EIGEN_STATIC_ASSERT((EIGEN_IMPLIES(MaxRowsAtCompileTime==1 && MaxColsAtCompileTime!=1, int(IsRowMajor))
+                        && EIGEN_IMPLIES(MaxColsAtCompileTime==1 && MaxRowsAtCompileTime!=1, int(!IsRowMajor))),
+                          INVALID_STORAGE_ORDER_FOR_THIS_VECTOR_EXPRESSION)
+#endif
+    }
+
+  private:
+    EIGEN_DEVICE_FUNC explicit DenseBase(int);
+    EIGEN_DEVICE_FUNC DenseBase(int,int);
+    template<typename OtherDerived> EIGEN_DEVICE_FUNC explicit DenseBase(const DenseBase<OtherDerived>&);
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_DENSEBASE_H