SLIM: Fix uppercase folder name in CMake file

Slim

See merge request !3

extern/Eigen3/unsupported/Eigen/AdolcForward

@@ -0,0 +1,156 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2009 Gael Guennebaud <g.gael@free.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_ADLOC_FORWARD
+#define EIGEN_ADLOC_FORWARD
+
+//--------------------------------------------------------------------------------
+//
+// This file provides support for adolc's adouble type in forward mode.
+// ADOL-C is a C++ automatic differentiation library,
+// see https://projects.coin-or.org/ADOL-C for more information.
+//
+// Note that the maximal number of directions is controlled by
+// the preprocessor token NUMBER_DIRECTIONS. The default is 2.
+//
+//--------------------------------------------------------------------------------
+
+#define ADOLC_TAPELESS
+#ifndef NUMBER_DIRECTIONS
+# define NUMBER_DIRECTIONS 2
+#endif
+#include <adolc/adouble.h>
+
+// adolc defines some very stupid macros:
+#if defined(malloc)
+# undef malloc
+#endif
+
+#if defined(calloc)
+# undef calloc
+#endif
+
+#if defined(realloc)
+# undef realloc
+#endif
+
+#include <Eigen/Core>
+
+namespace Eigen {
+
+/**
+  * \defgroup AdolcForward_Module Adolc forward module
+  * This module provides support for adolc's adouble type in forward mode.
+  * ADOL-C is a C++ automatic differentiation library,
+  * see https://projects.coin-or.org/ADOL-C for more information.
+  * It mainly consists in:
+  *  - a struct Eigen::NumTraits<adtl::adouble> specialization
+  *  - overloads of internal::* math function for adtl::adouble type.
+  *
+  * Note that the maximal number of directions is controlled by
+  * the preprocessor token NUMBER_DIRECTIONS. The default is 2.
+  *
+  * \code
+  * #include <unsupported/Eigen/AdolcSupport>
+  * \endcode
+  */
+  //@{
+
+} // namespace Eigen
+
+// Eigen's require a few additional functions which must be defined in the same namespace
+// than the custom scalar type own namespace
+namespace adtl {
+
+inline const adouble& conj(const adouble& x)  { return x; }
+inline const adouble& real(const adouble& x)  { return x; }
+inline adouble imag(const adouble&)    { return 0.; }
+inline adouble abs(const adouble&  x)  { return fabs(x); }
+inline adouble abs2(const adouble& x)  { return x*x; }
+
+}
+
+namespace Eigen {
+
+template<> struct NumTraits<adtl::adouble>
+    : NumTraits<double>
+{
+  typedef adtl::adouble Real;
+  typedef adtl::adouble NonInteger;
+  typedef adtl::adouble Nested;
+  enum {
+    IsComplex = 0,
+    IsInteger = 0,
+    IsSigned = 1,
+    RequireInitialization = 1,
+    ReadCost = 1,
+    AddCost = 1,
+    MulCost = 1
+  };
+};
+
+template<typename Functor> class AdolcForwardJacobian : public Functor
+{
+  typedef adtl::adouble ActiveScalar;
+public:
+
+  AdolcForwardJacobian() : Functor() {}
+  AdolcForwardJacobian(const Functor& f) : Functor(f) {}
+
+  // forward constructors
+  template<typename T0>
+  AdolcForwardJacobian(const T0& a0) : Functor(a0) {}
+  template<typename T0, typename T1>
+  AdolcForwardJacobian(const T0& a0, const T1& a1) : Functor(a0, a1) {}
+  template<typename T0, typename T1, typename T2>
+  AdolcForwardJacobian(const T0& a0, const T1& a1, const T1& a2) : Functor(a0, a1, a2) {}
+
+  typedef typename Functor::InputType InputType;
+  typedef typename Functor::ValueType ValueType;
+  typedef typename Functor::JacobianType JacobianType;
+
+  typedef Matrix<ActiveScalar, InputType::SizeAtCompileTime, 1> ActiveInput;
+  typedef Matrix<ActiveScalar, ValueType::SizeAtCompileTime, 1> ActiveValue;
+
+  void operator() (const InputType& x, ValueType* v, JacobianType* _jac) const
+  {
+    eigen_assert(v!=0);
+    if (!_jac)
+    {
+      Functor::operator()(x, v);
+      return;
+    }
+
+    JacobianType& jac = *_jac;
+
+    ActiveInput ax = x.template cast<ActiveScalar>();
+    ActiveValue av(jac.rows());
+
+    for (int j=0; j<jac.cols(); j++)
+      for (int i=0; i<jac.cols(); i++)
+        ax[i].setADValue(j, i==j ? 1 : 0);
+
+    Functor::operator()(ax, &av);
+
+    for (int i=0; i<jac.rows(); i++)
+    {
+      (*v)[i] = av[i].getValue();
+      for (int j=0; j<jac.cols(); j++)
+        jac.coeffRef(i,j) = av[i].getADValue(j);
+    }
+  }
+protected:
+
+};
+
+//@}
+
+}
+
+#endif // EIGEN_ADLOC_FORWARD

extern/Eigen3/unsupported/Eigen/AlignedVector3

@@ -0,0 +1,190 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Gael Guennebaud <g.gael@free.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_ALIGNED_VECTOR3
+#define EIGEN_ALIGNED_VECTOR3
+
+#include <Eigen/Geometry>
+
+namespace Eigen {
+
+/**
+  * \defgroup AlignedVector3_Module Aligned vector3 module
+  *
+  * \code
+  * #include <unsupported/Eigen/AlignedVector3>
+  * \endcode
+  */
+  //@{
+
+
+/** \class AlignedVector3
+  *
+  * \brief A vectorization friendly 3D vector
+  *
+  * This class represents a 3D vector internally using a 4D vector
+  * such that vectorization can be seamlessly enabled. Of course,
+  * the same result can be achieved by directly using a 4D vector.
+  * This class makes this process simpler.
+  *
+  */
+// TODO specialize Cwise
+template<typename _Scalar> class AlignedVector3;
+
+namespace internal {
+template<typename _Scalar> struct traits<AlignedVector3<_Scalar> >
+  : traits<Matrix<_Scalar,3,1,0,4,1> >
+{
+};
+}
+
+template<typename _Scalar> class AlignedVector3
+  : public MatrixBase<AlignedVector3<_Scalar> >
+{
+    typedef Matrix<_Scalar,4,1> CoeffType;
+    CoeffType m_coeffs;
+  public:
+
+    typedef MatrixBase<AlignedVector3<_Scalar> > Base;	
+    EIGEN_DENSE_PUBLIC_INTERFACE(AlignedVector3)
+    using Base::operator*;
+
+    inline Index rows() const { return 3; }
+    inline Index cols() const { return 1; }
+
+    inline const Scalar& coeff(Index row, Index col) const
+    { return m_coeffs.coeff(row, col); }
+
+    inline Scalar& coeffRef(Index row, Index col)
+    { return m_coeffs.coeffRef(row, col); }
+
+    inline const Scalar& coeff(Index index) const
+    { return m_coeffs.coeff(index); }
+
+    inline Scalar& coeffRef(Index index)
+    { return m_coeffs.coeffRef(index);}
+
+
+    inline AlignedVector3(const Scalar& x, const Scalar& y, const Scalar& z)
+      : m_coeffs(x, y, z, Scalar(0))
+    {}
+
+    inline AlignedVector3(const AlignedVector3& other)
+      : Base(), m_coeffs(other.m_coeffs)
+    {}
+
+    template<typename XprType, int Size=XprType::SizeAtCompileTime>
+    struct generic_assign_selector {};
+
+    template<typename XprType> struct generic_assign_selector<XprType,4>
+    {
+      inline static void run(AlignedVector3& dest, const XprType& src)
+      {
+        dest.m_coeffs = src;
+      }
+    };
+
+    template<typename XprType> struct generic_assign_selector<XprType,3>
+    {
+      inline static void run(AlignedVector3& dest, const XprType& src)
+      {
+        dest.m_coeffs.template head<3>() = src;
+        dest.m_coeffs.w() = Scalar(0);
+      }
+    };
+
+    template<typename Derived>
+    inline explicit AlignedVector3(const MatrixBase<Derived>& other)
+    {
+      generic_assign_selector<Derived>::run(*this,other.derived());
+    }
+
+    inline AlignedVector3& operator=(const AlignedVector3& other)
+    { m_coeffs = other.m_coeffs; return *this; }
+
+
+    inline AlignedVector3 operator+(const AlignedVector3& other) const
+    { return AlignedVector3(m_coeffs + other.m_coeffs); }
+
+    inline AlignedVector3& operator+=(const AlignedVector3& other)
+    { m_coeffs += other.m_coeffs; return *this; }
+
+    inline AlignedVector3 operator-(const AlignedVector3& other) const
+    { return AlignedVector3(m_coeffs - other.m_coeffs); }
+
+    inline AlignedVector3 operator-=(const AlignedVector3& other)
+    { m_coeffs -= other.m_coeffs; return *this; }
+
+    inline AlignedVector3 operator*(const Scalar& s) const
+    { return AlignedVector3(m_coeffs * s); }
+
+    inline friend AlignedVector3 operator*(const Scalar& s,const AlignedVector3& vec)
+    { return AlignedVector3(s * vec.m_coeffs); }
+
+    inline AlignedVector3& operator*=(const Scalar& s)
+    { m_coeffs *= s; return *this; }
+
+    inline AlignedVector3 operator/(const Scalar& s) const
+    { return AlignedVector3(m_coeffs / s); }
+
+    inline AlignedVector3& operator/=(const Scalar& s)
+    { m_coeffs /= s; return *this; }
+
+    inline Scalar dot(const AlignedVector3& other) const
+    {
+      eigen_assert(m_coeffs.w()==Scalar(0));
+      eigen_assert(other.m_coeffs.w()==Scalar(0));
+      return m_coeffs.dot(other.m_coeffs);
+    }
+
+    inline void normalize()
+    {
+      m_coeffs /= norm();
+    }
+
+    inline AlignedVector3 normalized()
+    {
+      return AlignedVector3(m_coeffs / norm());
+    }
+
+    inline Scalar sum() const
+    {
+      eigen_assert(m_coeffs.w()==Scalar(0));
+      return m_coeffs.sum();
+    }
+
+    inline Scalar squaredNorm() const
+    {
+      eigen_assert(m_coeffs.w()==Scalar(0));
+      return m_coeffs.squaredNorm();
+    }
+
+    inline Scalar norm() const
+    {
+      using std::sqrt;
+      return sqrt(squaredNorm());
+    }
+
+    inline AlignedVector3 cross(const AlignedVector3& other) const
+    {
+      return AlignedVector3(m_coeffs.cross3(other.m_coeffs));
+    }
+
+    template<typename Derived>
+    inline bool isApprox(const MatrixBase<Derived>& other, const RealScalar& eps=NumTraits<Scalar>::dummy_precision()) const
+    {
+      return m_coeffs.template head<3>().isApprox(other,eps);
+    }
+};
+
+//@}
+
+}
+
+#endif // EIGEN_ALIGNED_VECTOR3

extern/Eigen3/unsupported/Eigen/ArpackSupport

@@ -0,0 +1,31 @@
+// 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_ARPACKSUPPORT_MODULE_H
+#define EIGEN_ARPACKSUPPORT_MODULE_H
+
+#include <Eigen/Core>
+
+#include <Eigen/src/Core/util/DisableStupidWarnings.h>
+
+/** \defgroup ArpackSupport_Module Arpack support module
+  *
+  * This module provides a wrapper to Arpack, a library for sparse eigenvalue decomposition.
+  *
+  * \code
+  * #include <Eigen/ArpackSupport>
+  * \endcode
+  */
+
+#include <Eigen/SparseCholesky>
+#include "src/Eigenvalues/ArpackSelfAdjointEigenSolver.h"
+
+#include <Eigen/src/Core/util/ReenableStupidWarnings.h>
+
+#endif // EIGEN_ARPACKSUPPORT_MODULE_H
+/* vim: set filetype=cpp et sw=2 ts=2 ai: */

extern/Eigen3/unsupported/Eigen/AutoDiff

@@ -0,0 +1,40 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2009 Gael Guennebaud <g.gael@free.fr>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_AUTODIFF_MODULE
+#define EIGEN_AUTODIFF_MODULE
+
+namespace Eigen {
+
+/**
+  * \defgroup AutoDiff_Module Auto Diff module
+  *
+  * This module features forward automatic differentation via a simple
+  * templated scalar type wrapper AutoDiffScalar.
+  *
+  * Warning : this should NOT be confused with numerical differentiation, which
+  * is a different method and has its own module in Eigen : \ref NumericalDiff_Module.
+  *
+  * \code
+  * #include <unsupported/Eigen/AutoDiff>
+  * \endcode
+  */
+//@{
+
+}
+
+#include "src/AutoDiff/AutoDiffScalar.h"
+// #include "src/AutoDiff/AutoDiffVector.h"
+#include "src/AutoDiff/AutoDiffJacobian.h"
+
+namespace Eigen {
+//@}
+}
+
+#endif // EIGEN_AUTODIFF_MODULE

extern/Eigen3/unsupported/Eigen/BVH

@@ -0,0 +1,95 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Ilya Baran <ibaran@mit.edu>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_BVH_MODULE_H
+#define EIGEN_BVH_MODULE_H
+
+#include <Eigen/Core>
+#include <Eigen/Geometry>
+#include <Eigen/StdVector>
+#include <algorithm>
+#include <queue>
+
+namespace Eigen {
+
+/**
+  * \defgroup BVH_Module BVH module
+  * \brief This module provides generic bounding volume hierarchy algorithms
+  * and reference tree implementations.
+  *
+  *
+  * \code
+  * #include <unsupported/Eigen/BVH>
+  * \endcode
+  *
+  * A bounding volume hierarchy (BVH) can accelerate many geometric queries.  This module provides a generic implementation
+  * of the two basic algorithms over a BVH: intersection of a query object against all objects in the hierarchy and minimization
+  * of a function over the objects in the hierarchy.  It also provides intersection and minimization over a cartesian product of
+  * two BVH's.  A BVH accelerates intersection by using the fact that if a query object does not intersect a volume, then it cannot
+  * intersect any object contained in that volume.  Similarly, a BVH accelerates minimization because the minimum of a function
+  * over a volume is no greater than the minimum of a function over any object contained in it.
+  *
+  * Some sample queries that can be written in terms of intersection are:
+  *   - Determine all points where a ray intersects a triangle mesh
+  *   - Given a set of points, determine which are contained in a query sphere
+  *   - Given a set of spheres, determine which contain the query point
+  *   - Given a set of disks, determine if any is completely contained in a query rectangle (represent each 2D disk as a point \f$(x,y,r)\f$
+  *     in 3D and represent the rectangle as a pyramid based on the original rectangle and shrinking in the \f$r\f$ direction)
+  *   - Given a set of points, count how many pairs are \f$d\pm\epsilon\f$ apart (done by looking at the cartesian product of the set
+  *     of points with itself)
+  *
+  * Some sample queries that can be written in terms of function minimization over a set of objects are:
+  *   - Find the intersection between a ray and a triangle mesh closest to the ray origin (function is infinite off the ray)
+  *   - Given a polyline and a query point, determine the closest point on the polyline to the query
+  *   - Find the diameter of a point cloud (done by looking at the cartesian product and using negative distance as the function)
+  *   - Determine how far two meshes are from colliding (this is also a cartesian product query)
+  *
+  * This implementation decouples the basic algorithms both from the type of hierarchy (and the types of the bounding volumes) and
+  * from the particulars of the query.  To enable abstraction from the BVH, the BVH is required to implement a generic mechanism
+  * for traversal.  To abstract from the query, the query is responsible for keeping track of results.
+  *
+  * To be used in the algorithms, a hierarchy must implement the following traversal mechanism (see KdBVH for a sample implementation): \code
+      typedef Volume  //the type of bounding volume
+      typedef Object  //the type of object in the hierarchy
+      typedef Index   //a reference to a node in the hierarchy--typically an int or a pointer
+      typedef VolumeIterator //an iterator type over node children--returns Index
+      typedef ObjectIterator //an iterator over object (leaf) children--returns const Object &
+      Index getRootIndex() const //returns the index of the hierarchy root
+      const Volume &getVolume(Index index) const //returns the bounding volume of the node at given index
+      void getChildren(Index index, VolumeIterator &outVBegin, VolumeIterator &outVEnd,
+                      ObjectIterator &outOBegin, ObjectIterator &outOEnd) const
+      //getChildren takes a node index and makes [outVBegin, outVEnd) range over its node children
+      //and [outOBegin, outOEnd) range over its object children
+    \endcode
+  *
+  * To use the hierarchy, call BVIntersect or BVMinimize, passing it a BVH (or two, for cartesian product) and a minimizer or intersector.
+  * For an intersection query on a single BVH, the intersector encapsulates the query and must provide two functions:
+  * \code
+      bool intersectVolume(const Volume &volume) //returns true if the query intersects the volume
+      bool intersectObject(const Object &object) //returns true if the intersection search should terminate immediately
+    \endcode
+  * The guarantee that BVIntersect provides is that intersectObject will be called on every object whose bounding volume
+  * intersects the query (but possibly on other objects too) unless the search is terminated prematurely.  It is the
+  * responsibility of the intersectObject function to keep track of the results in whatever manner is appropriate.
+  * The cartesian product intersection and the BVMinimize queries are similar--see their individual documentation.
+  *
+  * The following is a simple but complete example for how to use the BVH to accelerate the search for a closest red-blue point pair:
+  * \include BVH_Example.cpp
+  * Output: \verbinclude BVH_Example.out
+  */
+}
+
+//@{
+
+#include "src/BVH/BVAlgorithms.h"
+#include "src/BVH/KdBVH.h"
+
+//@}
+
+#endif // EIGEN_BVH_MODULE_H

extern/Eigen3/unsupported/Eigen/CMakeLists.txt

@@ -0,0 +1,11 @@
+set(Eigen_HEADERS AdolcForward AlignedVector3 ArpackSupport AutoDiff BVH FFT IterativeSolvers KroneckerProduct LevenbergMarquardt
+                  MatrixFunctions MoreVectorization MPRealSupport NonLinearOptimization NumericalDiff OpenGLSupport Polynomials
+                  Skyline SparseExtra Splines
+   )
+
+install(FILES
+  ${Eigen_HEADERS}
+  DESTINATION ${INCLUDE_INSTALL_DIR}/unsupported/Eigen COMPONENT Devel
+  )
+
+add_subdirectory(src)

extern/Eigen3/unsupported/Eigen/FFT

@@ -0,0 +1,418 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra. 
+//
+// Copyright (C) 2009 Mark Borgerding mark a borgerding net
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_FFT_H
+#define EIGEN_FFT_H
+
+#include <complex>
+#include <vector>
+#include <map>
+#include <Eigen/Core>
+
+
+/**
+  * \defgroup FFT_Module Fast Fourier Transform module
+  *
+  * \code
+  * #include <unsupported/Eigen/FFT>
+  * \endcode
+  *
+  * This module provides Fast Fourier transformation, with a configurable backend
+  * implementation.
+  *
+  * The default implementation is based on kissfft. It is a small, free, and
+  * reasonably efficient default.
+  *
+  * There are currently two implementation backend:
+  *
+  * - fftw (http://www.fftw.org) : faster, GPL -- incompatible with Eigen in LGPL form, bigger code size.
+  * - MKL (http://en.wikipedia.org/wiki/Math_Kernel_Library) : fastest, commercial -- may be incompatible with Eigen in GPL form.
+  *
+  * \section FFTDesign Design
+  *
+  * The following design decisions were made concerning scaling and
+  * half-spectrum for real FFT.
+  *
+  * The intent is to facilitate generic programming and ease migrating code
+  * from  Matlab/octave.
+  * We think the default behavior of Eigen/FFT should favor correctness and
+  * generality over speed. Of course, the caller should be able to "opt-out" from this
+  * behavior and get the speed increase if they want it.
+  *
+  * 1) %Scaling:
+  * Other libraries (FFTW,IMKL,KISSFFT)  do not perform scaling, so there
+  * is a constant gain incurred after the forward&inverse transforms , so 
+  * IFFT(FFT(x)) = Kx;  this is done to avoid a vector-by-value multiply.  
+  * The downside is that algorithms that worked correctly in Matlab/octave 
+  * don't behave the same way once implemented in C++.
+  *
+  * How Eigen/FFT differs: invertible scaling is performed so IFFT( FFT(x) ) = x. 
+  *
+  * 2) Real FFT half-spectrum
+  * Other libraries use only half the frequency spectrum (plus one extra 
+  * sample for the Nyquist bin) for a real FFT, the other half is the 
+  * conjugate-symmetric of the first half.  This saves them a copy and some 
+  * memory.  The downside is the caller needs to have special logic for the 
+  * number of bins in complex vs real.
+  *
+  * How Eigen/FFT differs: The full spectrum is returned from the forward 
+  * transform.  This facilitates generic template programming by obviating 
+  * separate specializations for real vs complex.  On the inverse
+  * transform, only half the spectrum is actually used if the output type is real.
+  */
+ 
+
+#ifdef EIGEN_FFTW_DEFAULT
+// FFTW: faster, GPL -- incompatible with Eigen in LGPL form, bigger code size
+#  include <fftw3.h>
+#  include "src/FFT/ei_fftw_impl.h"
+   namespace Eigen {
+     //template <typename T> typedef struct internal::fftw_impl  default_fft_impl; this does not work
+     template <typename T> struct default_fft_impl : public internal::fftw_impl<T> {};
+   }
+#elif defined EIGEN_MKL_DEFAULT
+// TODO 
+// intel Math Kernel Library: fastest, commercial -- may be incompatible with Eigen in GPL form
+#  include "src/FFT/ei_imklfft_impl.h"
+   namespace Eigen {
+     template <typename T> struct default_fft_impl : public internal::imklfft_impl {};
+   }
+#else
+// internal::kissfft_impl:  small, free, reasonably efficient default, derived from kissfft
+//
+# include "src/FFT/ei_kissfft_impl.h"
+  namespace Eigen {
+     template <typename T> 
+       struct default_fft_impl : public internal::kissfft_impl<T> {};
+  }
+#endif
+
+namespace Eigen {
+
+ 
+// 
+template<typename T_SrcMat,typename T_FftIfc> struct fft_fwd_proxy;
+template<typename T_SrcMat,typename T_FftIfc> struct fft_inv_proxy;
+
+namespace internal {
+template<typename T_SrcMat,typename T_FftIfc>
+struct traits< fft_fwd_proxy<T_SrcMat,T_FftIfc> >
+{
+  typedef typename T_SrcMat::PlainObject ReturnType;
+};
+template<typename T_SrcMat,typename T_FftIfc>
+struct traits< fft_inv_proxy<T_SrcMat,T_FftIfc> >
+{
+  typedef typename T_SrcMat::PlainObject ReturnType;
+};
+}
+
+template<typename T_SrcMat,typename T_FftIfc> 
+struct fft_fwd_proxy
+ : public ReturnByValue<fft_fwd_proxy<T_SrcMat,T_FftIfc> >
+{
+  typedef DenseIndex Index;
+
+  fft_fwd_proxy(const T_SrcMat& src,T_FftIfc & fft, Index nfft) : m_src(src),m_ifc(fft), m_nfft(nfft) {}
+
+  template<typename T_DestMat> void evalTo(T_DestMat& dst) const;
+
+  Index rows() const { return m_src.rows(); }
+  Index cols() const { return m_src.cols(); }
+protected:
+  const T_SrcMat & m_src;
+  T_FftIfc & m_ifc;
+  Index m_nfft;
+private:
+  fft_fwd_proxy& operator=(const fft_fwd_proxy&);
+};
+
+template<typename T_SrcMat,typename T_FftIfc> 
+struct fft_inv_proxy
+ : public ReturnByValue<fft_inv_proxy<T_SrcMat,T_FftIfc> >
+{
+  typedef DenseIndex Index;
+
+  fft_inv_proxy(const T_SrcMat& src,T_FftIfc & fft, Index nfft) : m_src(src),m_ifc(fft), m_nfft(nfft) {}
+
+  template<typename T_DestMat> void evalTo(T_DestMat& dst) const;
+
+  Index rows() const { return m_src.rows(); }
+  Index cols() const { return m_src.cols(); }
+protected:
+  const T_SrcMat & m_src;
+  T_FftIfc & m_ifc;
+  Index m_nfft;
+private:
+  fft_inv_proxy& operator=(const fft_inv_proxy&);
+};
+
+
+template <typename T_Scalar,
+         typename T_Impl=default_fft_impl<T_Scalar> >
+class FFT
+{
+  public:
+    typedef T_Impl impl_type;
+    typedef DenseIndex Index;
+    typedef typename impl_type::Scalar Scalar;
+    typedef typename impl_type::Complex Complex;
+
+    enum Flag {
+      Default=0, // goof proof
+      Unscaled=1,
+      HalfSpectrum=2,
+      // SomeOtherSpeedOptimization=4
+      Speedy=32767
+    };
+
+    FFT( const impl_type & impl=impl_type() , Flag flags=Default ) :m_impl(impl),m_flag(flags) { }
+
+    inline
+    bool HasFlag(Flag f) const { return (m_flag & (int)f) == f;}
+
+    inline
+    void SetFlag(Flag f) { m_flag |= (int)f;}
+
+    inline
+    void ClearFlag(Flag f) { m_flag &= (~(int)f);}
+
+    inline
+    void fwd( Complex * dst, const Scalar * src, Index nfft)
+    {
+        m_impl.fwd(dst,src,static_cast<int>(nfft));
+        if ( HasFlag(HalfSpectrum) == false)
+          ReflectSpectrum(dst,nfft);
+    }
+
+    inline
+    void fwd( Complex * dst, const Complex * src, Index nfft)
+    {
+        m_impl.fwd(dst,src,static_cast<int>(nfft));
+    }
+
+    /*
+    inline 
+    void fwd2(Complex * dst, const Complex * src, int n0,int n1)
+    {
+      m_impl.fwd2(dst,src,n0,n1);
+    }
+    */
+
+    template <typename _Input>
+    inline
+    void fwd( std::vector<Complex> & dst, const std::vector<_Input> & src) 
+    {
+      if ( NumTraits<_Input>::IsComplex == 0 && HasFlag(HalfSpectrum) )
+        dst.resize( (src.size()>>1)+1); // half the bins + Nyquist bin
+      else
+        dst.resize(src.size());
+      fwd(&dst[0],&src[0],src.size());
+    }
+
+    template<typename InputDerived, typename ComplexDerived>
+    inline
+    void fwd( MatrixBase<ComplexDerived> & dst, const MatrixBase<InputDerived> & src, Index nfft=-1)
+    {
+      typedef typename ComplexDerived::Scalar dst_type;
+      typedef typename InputDerived::Scalar src_type;
+      EIGEN_STATIC_ASSERT_VECTOR_ONLY(InputDerived)
+      EIGEN_STATIC_ASSERT_VECTOR_ONLY(ComplexDerived)
+      EIGEN_STATIC_ASSERT_SAME_VECTOR_SIZE(ComplexDerived,InputDerived) // size at compile-time
+      EIGEN_STATIC_ASSERT((internal::is_same<dst_type, Complex>::value),
+            YOU_MIXED_DIFFERENT_NUMERIC_TYPES__YOU_NEED_TO_USE_THE_CAST_METHOD_OF_MATRIXBASE_TO_CAST_NUMERIC_TYPES_EXPLICITLY)
+      EIGEN_STATIC_ASSERT(int(InputDerived::Flags)&int(ComplexDerived::Flags)&DirectAccessBit,
+            THIS_METHOD_IS_ONLY_FOR_EXPRESSIONS_WITH_DIRECT_MEMORY_ACCESS_SUCH_AS_MAP_OR_PLAIN_MATRICES)
+
+      if (nfft<1)
+        nfft = src.size();
+
+      if ( NumTraits< src_type >::IsComplex == 0 && HasFlag(HalfSpectrum) )
+        dst.derived().resize( (nfft>>1)+1);
+      else
+        dst.derived().resize(nfft);
+
+      if ( src.innerStride() != 1 || src.size() < nfft ) {
+        Matrix<src_type,1,Dynamic> tmp;
+        if (src.size()<nfft) {
+          tmp.setZero(nfft);
+          tmp.block(0,0,src.size(),1 ) = src;
+        }else{
+          tmp = src;
+        }
+        fwd( &dst[0],&tmp[0],nfft );
+      }else{
+        fwd( &dst[0],&src[0],nfft );
+      }
+    }
+ 
+    template<typename InputDerived>
+    inline
+    fft_fwd_proxy< MatrixBase<InputDerived>, FFT<T_Scalar,T_Impl> >
+    fwd( const MatrixBase<InputDerived> & src, Index nfft=-1)
+    {
+      return fft_fwd_proxy< MatrixBase<InputDerived> ,FFT<T_Scalar,T_Impl> >( src, *this,nfft );
+    }
+
+    template<typename InputDerived>
+    inline
+    fft_inv_proxy< MatrixBase<InputDerived>, FFT<T_Scalar,T_Impl> >
+    inv( const MatrixBase<InputDerived> & src, Index nfft=-1)
+    {
+      return  fft_inv_proxy< MatrixBase<InputDerived> ,FFT<T_Scalar,T_Impl> >( src, *this,nfft );
+    }
+
+    inline
+    void inv( Complex * dst, const Complex * src, Index nfft)
+    {
+      m_impl.inv( dst,src,static_cast<int>(nfft) );
+      if ( HasFlag( Unscaled ) == false)
+        scale(dst,Scalar(1./nfft),nfft); // scale the time series
+    }
+
+    inline
+    void inv( Scalar * dst, const Complex * src, Index nfft)
+    {
+      m_impl.inv( dst,src,static_cast<int>(nfft) );
+      if ( HasFlag( Unscaled ) == false)
+        scale(dst,Scalar(1./nfft),nfft); // scale the time series
+    }
+
+    template<typename OutputDerived, typename ComplexDerived>
+    inline
+    void inv( MatrixBase<OutputDerived> & dst, const MatrixBase<ComplexDerived> & src, Index nfft=-1)
+    {
+      typedef typename ComplexDerived::Scalar src_type;
+      typedef typename OutputDerived::Scalar dst_type;
+      const bool realfft= (NumTraits<dst_type>::IsComplex == 0);
+      EIGEN_STATIC_ASSERT_VECTOR_ONLY(OutputDerived)
+      EIGEN_STATIC_ASSERT_VECTOR_ONLY(ComplexDerived)
+      EIGEN_STATIC_ASSERT_SAME_VECTOR_SIZE(ComplexDerived,OutputDerived) // size at compile-time
+      EIGEN_STATIC_ASSERT((internal::is_same<src_type, Complex>::value),
+            YOU_MIXED_DIFFERENT_NUMERIC_TYPES__YOU_NEED_TO_USE_THE_CAST_METHOD_OF_MATRIXBASE_TO_CAST_NUMERIC_TYPES_EXPLICITLY)
+      EIGEN_STATIC_ASSERT(int(OutputDerived::Flags)&int(ComplexDerived::Flags)&DirectAccessBit,
+            THIS_METHOD_IS_ONLY_FOR_EXPRESSIONS_WITH_DIRECT_MEMORY_ACCESS_SUCH_AS_MAP_OR_PLAIN_MATRICES)
+
+      if (nfft<1) { //automatic FFT size determination
+        if ( realfft && HasFlag(HalfSpectrum) ) 
+          nfft = 2*(src.size()-1); //assume even fft size
+        else
+          nfft = src.size();
+      }
+      dst.derived().resize( nfft );
+
+      // check for nfft that does not fit the input data size
+      Index resize_input= ( realfft && HasFlag(HalfSpectrum) )
+        ? ( (nfft/2+1) - src.size() )
+        : ( nfft - src.size() );
+
+      if ( src.innerStride() != 1 || resize_input ) {
+        // if the vector is strided, then we need to copy it to a packed temporary
+        Matrix<src_type,1,Dynamic> tmp;
+        if ( resize_input ) {
+          size_t ncopy = (std::min)(src.size(),src.size() + resize_input);
+          tmp.setZero(src.size() + resize_input);
+          if ( realfft && HasFlag(HalfSpectrum) ) {
+            // pad at the Nyquist bin
+            tmp.head(ncopy) = src.head(ncopy);
+            tmp(ncopy-1) = real(tmp(ncopy-1)); // enforce real-only Nyquist bin
+          }else{
+            size_t nhead,ntail;
+            nhead = 1+ncopy/2-1; // range  [0:pi)
+            ntail = ncopy/2-1;   // range (-pi:0)
+            tmp.head(nhead) = src.head(nhead);
+            tmp.tail(ntail) = src.tail(ntail);
+            if (resize_input<0) { //shrinking -- create the Nyquist bin as the average of the two bins that fold into it
+              tmp(nhead) = ( src(nfft/2) + src( src.size() - nfft/2 ) )*src_type(.5);
+            }else{ // expanding -- split the old Nyquist bin into two halves
+              tmp(nhead) = src(nhead) * src_type(.5);
+              tmp(tmp.size()-nhead) = tmp(nhead);
+            }
+          }
+        }else{
+          tmp = src;
+        }
+        inv( &dst[0],&tmp[0], nfft);
+      }else{
+        inv( &dst[0],&src[0], nfft);
+      }
+    }
+
+    template <typename _Output>
+    inline
+    void inv( std::vector<_Output> & dst, const std::vector<Complex> & src,Index nfft=-1)
+    {
+      if (nfft<1)
+        nfft = ( NumTraits<_Output>::IsComplex == 0 && HasFlag(HalfSpectrum) ) ? 2*(src.size()-1) : src.size();
+      dst.resize( nfft );
+      inv( &dst[0],&src[0],nfft);
+    }
+
+
+    /*
+    // TODO: multi-dimensional FFTs
+    inline 
+    void inv2(Complex * dst, const Complex * src, int n0,int n1)
+    {
+      m_impl.inv2(dst,src,n0,n1);
+      if ( HasFlag( Unscaled ) == false)
+          scale(dst,1./(n0*n1),n0*n1);
+    }
+  */
+
+    inline
+    impl_type & impl() {return m_impl;}
+  private:
+
+    template <typename T_Data>
+    inline
+    void scale(T_Data * x,Scalar s,Index nx)
+    {
+#if 1
+      for (int k=0;k<nx;++k)
+        *x++ *= s;
+#else
+      if ( ((ptrdiff_t)x) & 15 )
+        Matrix<T_Data, Dynamic, 1>::Map(x,nx) *= s;
+      else
+        Matrix<T_Data, Dynamic, 1>::MapAligned(x,nx) *= s;
+         //Matrix<T_Data, Dynamic, Dynamic>::Map(x,nx) * s;
+#endif  
+    }
+
+    inline
+    void ReflectSpectrum(Complex * freq, Index nfft)
+    {
+      // create the implicit right-half spectrum (conjugate-mirror of the left-half)
+      Index nhbins=(nfft>>1)+1;
+      for (Index k=nhbins;k < nfft; ++k )
+        freq[k] = conj(freq[nfft-k]);
+    }
+
+    impl_type m_impl;
+    int m_flag;
+};
+
+template<typename T_SrcMat,typename T_FftIfc> 
+template<typename T_DestMat> inline 
+void fft_fwd_proxy<T_SrcMat,T_FftIfc>::evalTo(T_DestMat& dst) const
+{
+    m_ifc.fwd( dst, m_src, m_nfft);
+}
+
+template<typename T_SrcMat,typename T_FftIfc> 
+template<typename T_DestMat> inline 
+void fft_inv_proxy<T_SrcMat,T_FftIfc>::evalTo(T_DestMat& dst) const
+{
+    m_ifc.inv( dst, m_src, m_nfft);
+}
+
+}
+#endif
+/* vim: set filetype=cpp et sw=2 ts=2 ai: */

extern/Eigen3/unsupported/Eigen/IterativeSolvers

@@ -0,0 +1,45 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2009 Gael Guennebaud <g.gael@free.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_ITERATIVE_SOLVERS_MODULE_H
+#define EIGEN_ITERATIVE_SOLVERS_MODULE_H
+
+#include <Eigen/Sparse>
+
+/**
+  * \defgroup IterativeSolvers_Module Iterative solvers module
+  * This module aims to provide various iterative linear and non linear solver algorithms.
+  * It currently provides:
+  *  - a constrained conjugate gradient
+  *  - a Householder GMRES implementation
+  * \code
+  * #include <unsupported/Eigen/IterativeSolvers>
+  * \endcode
+  */
+//@{
+
+#include "../../Eigen/src/misc/Solve.h"
+#include "../../Eigen/src/misc/SparseSolve.h"
+
+#ifndef EIGEN_MPL2_ONLY
+#include "src/IterativeSolvers/IterationController.h"
+#include "src/IterativeSolvers/ConstrainedConjGrad.h"
+#endif
+
+#include "src/IterativeSolvers/IncompleteLU.h"
+#include "../../Eigen/Jacobi"
+#include "../../Eigen/Householder"
+#include "src/IterativeSolvers/GMRES.h"
+#include "src/IterativeSolvers/IncompleteCholesky.h"
+//#include "src/IterativeSolvers/SSORPreconditioner.h"
+#include "src/IterativeSolvers/MINRES.h"
+
+//@}
+
+#endif // EIGEN_ITERATIVE_SOLVERS_MODULE_H

extern/Eigen3/unsupported/Eigen/KroneckerProduct

@@ -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_KRONECKER_PRODUCT_MODULE_H
+#define EIGEN_KRONECKER_PRODUCT_MODULE_H
+
+#include "../../Eigen/Core"
+
+#include "../../Eigen/src/Core/util/DisableStupidWarnings.h"
+
+namespace Eigen {
+
+/**
+  * \defgroup KroneckerProduct_Module KroneckerProduct module
+  *
+  * This module contains an experimental Kronecker product implementation.
+  *
+  * \code
+  * #include <Eigen/KroneckerProduct>
+  * \endcode
+  */
+
+} // namespace Eigen
+
+#include "src/KroneckerProduct/KroneckerTensorProduct.h"
+
+#include "../../Eigen/src/Core/util/ReenableStupidWarnings.h"
+
+#endif // EIGEN_KRONECKER_PRODUCT_MODULE_H

extern/Eigen3/unsupported/Eigen/LevenbergMarquardt

@@ -0,0 +1,45 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Thomas Capricelli <orzel@freehackers.org>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_LEVENBERGMARQUARDT_MODULE
+#define EIGEN_LEVENBERGMARQUARDT_MODULE
+
+// #include <vector>
+
+#include <Eigen/Core>
+#include <Eigen/Jacobi>
+#include <Eigen/QR>
+#include <unsupported/Eigen/NumericalDiff> 
+
+#include <Eigen/SparseQR>
+
+/**
+  * \defgroup LevenbergMarquardt_Module Levenberg-Marquardt module
+  *
+  * \code
+  * #include </Eigen/LevenbergMarquardt>
+  * \endcode
+  *
+  * 
+  */
+
+#include "Eigen/SparseCore"
+#ifndef EIGEN_PARSED_BY_DOXYGEN
+
+#include "src/LevenbergMarquardt/LMqrsolv.h"
+#include "src/LevenbergMarquardt/LMcovar.h"
+#include "src/LevenbergMarquardt/LMpar.h"
+
+#endif
+
+#include "src/LevenbergMarquardt/LevenbergMarquardt.h"
+#include "src/LevenbergMarquardt/LMonestep.h"
+
+
+#endif // EIGEN_LEVENBERGMARQUARDT_MODULE

extern/Eigen3/unsupported/Eigen/MPRealSupport

@@ -0,0 +1,203 @@
+// This file is part of a joint effort between Eigen, a lightweight C++ template library
+// for linear algebra, and MPFR C++, a C++ interface to MPFR library (http://www.holoborodko.com/pavel/)
+//
+// Copyright (C) 2010-2012 Pavel Holoborodko <pavel@holoborodko.com>
+// Copyright (C) 2010 Konstantin Holoborodko <konstantin@holoborodko.com>
+// Copyright (C) 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_MPREALSUPPORT_MODULE_H
+#define EIGEN_MPREALSUPPORT_MODULE_H
+
+#include <Eigen/Core>
+#include <mpreal.h>
+
+namespace Eigen {
+  
+/**
+  * \defgroup MPRealSupport_Module MPFRC++ Support module
+  * \code
+  * #include <Eigen/MPRealSupport>
+  * \endcode
+  *
+  * This module provides support for multi precision floating point numbers
+  * via the <a href="http://www.holoborodko.com/pavel/mpfr">MPFR C++</a>
+  * library which itself is built upon <a href="http://www.mpfr.org/">MPFR</a>/<a href="http://gmplib.org/">GMP</a>.
+  *
+  * You can find a copy of MPFR C++ that is known to be compatible in the unsupported/test/mpreal folder.
+  *
+  * Here is an example:
+  *
+\code
+#include <iostream>
+#include <Eigen/MPRealSupport>
+#include <Eigen/LU>
+using namespace mpfr;
+using namespace Eigen;
+int main()
+{
+  // set precision to 256 bits (double has only 53 bits)
+  mpreal::set_default_prec(256);
+  // Declare matrix and vector types with multi-precision scalar type
+  typedef Matrix<mpreal,Dynamic,Dynamic>  MatrixXmp;
+  typedef Matrix<mpreal,Dynamic,1>        VectorXmp;
+
+  MatrixXmp A = MatrixXmp::Random(100,100);
+  VectorXmp b = VectorXmp::Random(100);
+
+  // Solve Ax=b using LU
+  VectorXmp x = A.lu().solve(b);
+  std::cout << "relative error: " << (A*x - b).norm() / b.norm() << std::endl;
+  return 0;
+}
+\endcode
+  *
+  */
+	
+  template<> struct NumTraits<mpfr::mpreal>
+    : GenericNumTraits<mpfr::mpreal>
+  {
+    enum {
+      IsInteger = 0,
+      IsSigned = 1,
+      IsComplex = 0,
+      RequireInitialization = 1,
+      ReadCost = 10,
+      AddCost = 10,
+      MulCost = 40
+    };
+
+    typedef mpfr::mpreal Real;
+    typedef mpfr::mpreal NonInteger;
+    
+    inline static Real highest   (long Precision = mpfr::mpreal::get_default_prec())  { return  mpfr::maxval(Precision); }
+    inline static Real lowest    (long Precision = mpfr::mpreal::get_default_prec())  { return -mpfr::maxval(Precision); }
+
+    // Constants
+    inline static Real Pi       (long Precision = mpfr::mpreal::get_default_prec())     {    return mpfr::const_pi(Precision);        }
+    inline static Real Euler    (long Precision = mpfr::mpreal::get_default_prec())     {    return mpfr::const_euler(Precision);     }
+    inline static Real Log2     (long Precision = mpfr::mpreal::get_default_prec())     {    return mpfr::const_log2(Precision);      }
+    inline static Real Catalan  (long Precision = mpfr::mpreal::get_default_prec())     {    return mpfr::const_catalan(Precision);   }
+
+    inline static Real epsilon  (long Precision = mpfr::mpreal::get_default_prec())     {    return mpfr::machine_epsilon(Precision); }
+    inline static Real epsilon  (const Real& x)                                         {    return mpfr::machine_epsilon(x); }
+
+    inline static Real dummy_precision()   
+    { 
+        unsigned int weak_prec = ((mpfr::mpreal::get_default_prec()-1) * 90) / 100;
+        return mpfr::machine_epsilon(weak_prec);
+    }
+  };
+
+  namespace internal {
+
+  template<> inline mpfr::mpreal random<mpfr::mpreal>()
+  {
+    return mpfr::random();
+  }
+
+  template<> inline mpfr::mpreal random<mpfr::mpreal>(const mpfr::mpreal& a, const mpfr::mpreal& b)
+  {
+    return a + (b-a) * random<mpfr::mpreal>();
+  }
+
+  inline bool isMuchSmallerThan(const mpfr::mpreal& a, const mpfr::mpreal& b, const mpfr::mpreal& eps)
+  {
+    return mpfr::abs(a) <= mpfr::abs(b) * eps;
+  }
+
+  inline bool isApprox(const mpfr::mpreal& a, const mpfr::mpreal& b, const mpfr::mpreal& eps)
+  {
+    return mpfr::isEqualFuzzy(a,b,eps);
+  }
+
+  inline bool isApproxOrLessThan(const mpfr::mpreal& a, const mpfr::mpreal& b, const mpfr::mpreal& eps)
+  {
+    return a <= b || mpfr::isEqualFuzzy(a,b,eps);
+  }
+
+  template<> inline long double cast<mpfr::mpreal,long double>(const mpfr::mpreal& x)
+  { return x.toLDouble(); }
+
+  template<> inline double cast<mpfr::mpreal,double>(const mpfr::mpreal& x)
+  { return x.toDouble(); }
+
+  template<> inline long cast<mpfr::mpreal,long>(const mpfr::mpreal& x)
+  { return x.toLong(); }
+
+  template<> inline int cast<mpfr::mpreal,int>(const mpfr::mpreal& x)
+  { return int(x.toLong()); }
+
+  // Specialize GEBP kernel and traits for mpreal (no need for peeling, nor complicated stuff)
+  // This also permits to directly call mpfr's routines and avoid many temporaries produced by mpreal
+    template<>
+    class gebp_traits<mpfr::mpreal, mpfr::mpreal, false, false>
+    {
+    public:
+      typedef mpfr::mpreal ResScalar;
+      enum {
+        nr = 2, // must be 2 for proper packing...
+        mr = 1,
+        WorkSpaceFactor = nr,
+        LhsProgress = 1,
+        RhsProgress = 1
+      };
+    };
+
+    template<typename Index, int mr, int nr, bool ConjugateLhs, bool ConjugateRhs>
+    struct gebp_kernel<mpfr::mpreal,mpfr::mpreal,Index,mr,nr,ConjugateLhs,ConjugateRhs>
+    {
+      typedef mpfr::mpreal mpreal;
+
+      EIGEN_DONT_INLINE
+      void operator()(mpreal* res, Index resStride, const mpreal* blockA, const mpreal* blockB, Index rows, Index depth, Index cols, mpreal alpha,
+                      Index strideA=-1, Index strideB=-1, Index offsetA=0, Index offsetB=0, mpreal* /*unpackedB*/ = 0)
+      {
+        mpreal acc1, acc2, tmp;
+        
+        if(strideA==-1) strideA = depth;
+        if(strideB==-1) strideB = depth;
+
+        for(Index j=0; j<cols; j+=nr)
+        {
+          Index actual_nr = (std::min<Index>)(nr,cols-j);
+          mpreal *C1 = res + j*resStride;
+          mpreal *C2 = res + (j+1)*resStride;
+          for(Index i=0; i<rows; i++)
+          {
+            mpreal *B = const_cast<mpreal*>(blockB) + j*strideB + offsetB*actual_nr;
+            mpreal *A = const_cast<mpreal*>(blockA) + i*strideA + offsetA;
+            acc1 = 0;
+            acc2 = 0;
+            for(Index k=0; k<depth; k++)
+            {
+              mpfr_mul(tmp.mpfr_ptr(), A[k].mpfr_ptr(), B[0].mpfr_ptr(), mpreal::get_default_rnd());
+              mpfr_add(acc1.mpfr_ptr(), acc1.mpfr_ptr(), tmp.mpfr_ptr(),  mpreal::get_default_rnd());
+              
+              if(actual_nr==2) {
+                mpfr_mul(tmp.mpfr_ptr(), A[k].mpfr_ptr(), B[1].mpfr_ptr(), mpreal::get_default_rnd());
+                mpfr_add(acc2.mpfr_ptr(), acc2.mpfr_ptr(), tmp.mpfr_ptr(),  mpreal::get_default_rnd());
+              }
+              
+              B+=actual_nr;
+            }
+            
+            mpfr_mul(acc1.mpfr_ptr(), acc1.mpfr_ptr(), alpha.mpfr_ptr(), mpreal::get_default_rnd());
+            mpfr_add(C1[i].mpfr_ptr(), C1[i].mpfr_ptr(), acc1.mpfr_ptr(),  mpreal::get_default_rnd());
+            
+            if(actual_nr==2) {
+              mpfr_mul(acc2.mpfr_ptr(), acc2.mpfr_ptr(), alpha.mpfr_ptr(), mpreal::get_default_rnd());
+              mpfr_add(C2[i].mpfr_ptr(), C2[i].mpfr_ptr(), acc2.mpfr_ptr(),  mpreal::get_default_rnd());
+            }
+          }
+        }
+      }
+    };
+
+  } // end namespace internal
+}
+
+#endif // EIGEN_MPREALSUPPORT_MODULE_H

extern/Eigen3/unsupported/Eigen/MatrixFunctions

@@ -0,0 +1,447 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Jitse Niesen <jitse@maths.leeds.ac.uk>
+// Copyright (C) 2012 Chen-Pang He <jdh8@ms63.hinet.net>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_MATRIX_FUNCTIONS
+#define EIGEN_MATRIX_FUNCTIONS
+
+#include <cfloat>
+#include <list>
+#include <functional>
+#include <iterator>
+
+#include <Eigen/Core>
+#include <Eigen/LU>
+#include <Eigen/Eigenvalues>
+
+/**
+  * \defgroup MatrixFunctions_Module Matrix functions module
+  * \brief This module aims to provide various methods for the computation of
+  * matrix functions. 
+  *
+  * To use this module, add 
+  * \code
+  * #include <unsupported/Eigen/MatrixFunctions>
+  * \endcode
+  * at the start of your source file.
+  *
+  * This module defines the following MatrixBase methods.
+  *  - \ref matrixbase_cos "MatrixBase::cos()", for computing the matrix cosine
+  *  - \ref matrixbase_cosh "MatrixBase::cosh()", for computing the matrix hyperbolic cosine
+  *  - \ref matrixbase_exp "MatrixBase::exp()", for computing the matrix exponential
+  *  - \ref matrixbase_log "MatrixBase::log()", for computing the matrix logarithm
+  *  - \ref matrixbase_pow "MatrixBase::pow()", for computing the matrix power
+  *  - \ref matrixbase_matrixfunction "MatrixBase::matrixFunction()", for computing general matrix functions
+  *  - \ref matrixbase_sin "MatrixBase::sin()", for computing the matrix sine
+  *  - \ref matrixbase_sinh "MatrixBase::sinh()", for computing the matrix hyperbolic sine
+  *  - \ref matrixbase_sqrt "MatrixBase::sqrt()", for computing the matrix square root
+  *
+  * These methods are the main entry points to this module. 
+  *
+  * %Matrix functions are defined as follows.  Suppose that \f$ f \f$
+  * is an entire function (that is, a function on the complex plane
+  * that is everywhere complex differentiable).  Then its Taylor
+  * series
+  * \f[ f(0) + f'(0) x + \frac{f''(0)}{2} x^2 + \frac{f'''(0)}{3!} x^3 + \cdots \f]
+  * converges to \f$ f(x) \f$. In this case, we can define the matrix
+  * function by the same series:
+  * \f[ f(M) = f(0) + f'(0) M + \frac{f''(0)}{2} M^2 + \frac{f'''(0)}{3!} M^3 + \cdots \f]
+  *
+  */
+
+#include "src/MatrixFunctions/MatrixExponential.h"
+#include "src/MatrixFunctions/MatrixFunction.h"
+#include "src/MatrixFunctions/MatrixSquareRoot.h"
+#include "src/MatrixFunctions/MatrixLogarithm.h"
+#include "src/MatrixFunctions/MatrixPower.h"
+
+
+/** 
+\page matrixbaseextra_page
+\ingroup MatrixFunctions_Module
+
+\section matrixbaseextra MatrixBase methods defined in the MatrixFunctions module
+
+The remainder of the page documents the following MatrixBase methods
+which are defined in the MatrixFunctions module.
+
+
+
+\subsection matrixbase_cos MatrixBase::cos()
+
+Compute the matrix cosine.
+
+\code
+const MatrixFunctionReturnValue<Derived> MatrixBase<Derived>::cos() const
+\endcode
+
+\param[in]  M  a square matrix.
+\returns  expression representing \f$ \cos(M) \f$.
+
+This function calls \ref matrixbase_matrixfunction "matrixFunction()" with StdStemFunctions::cos().
+
+\sa \ref matrixbase_sin "sin()" for an example.
+
+
+
+\subsection matrixbase_cosh MatrixBase::cosh()
+
+Compute the matrix hyberbolic cosine.
+
+\code
+const MatrixFunctionReturnValue<Derived> MatrixBase<Derived>::cosh() const
+\endcode
+
+\param[in]  M  a square matrix.
+\returns  expression representing \f$ \cosh(M) \f$
+
+This function calls \ref matrixbase_matrixfunction "matrixFunction()" with StdStemFunctions::cosh().
+
+\sa \ref matrixbase_sinh "sinh()" for an example.
+
+
+
+\subsection matrixbase_exp MatrixBase::exp()
+
+Compute the matrix exponential.
+
+\code
+const MatrixExponentialReturnValue<Derived> MatrixBase<Derived>::exp() const
+\endcode
+
+\param[in]  M  matrix whose exponential is to be computed.
+\returns    expression representing the matrix exponential of \p M.
+
+The matrix exponential of \f$ M \f$ is defined by
+\f[ \exp(M) = \sum_{k=0}^\infty \frac{M^k}{k!}. \f]
+The matrix exponential can be used to solve linear ordinary
+differential equations: the solution of \f$ y' = My \f$ with the
+initial condition \f$ y(0) = y_0 \f$ is given by
+\f$ y(t) = \exp(M) y_0 \f$.
+
+The cost of the computation is approximately \f$ 20 n^3 \f$ for
+matrices of size \f$ n \f$. The number 20 depends weakly on the
+norm of the matrix.
+
+The matrix exponential is computed using the scaling-and-squaring
+method combined with Pad&eacute; approximation. The matrix is first
+rescaled, then the exponential of the reduced matrix is computed
+approximant, and then the rescaling is undone by repeated
+squaring. The degree of the Pad&eacute; approximant is chosen such
+that the approximation error is less than the round-off
+error. However, errors may accumulate during the squaring phase.
+
+Details of the algorithm can be found in: Nicholas J. Higham, "The
+scaling and squaring method for the matrix exponential revisited,"
+<em>SIAM J. %Matrix Anal. Applic.</em>, <b>26</b>:1179&ndash;1193,
+2005.
+
+Example: The following program checks that
+\f[ \exp \left[ \begin{array}{ccc}
+      0 & \frac14\pi & 0 \\
+      -\frac14\pi & 0 & 0 \\
+      0 & 0 & 0
+    \end{array} \right] = \left[ \begin{array}{ccc}
+      \frac12\sqrt2 & -\frac12\sqrt2 & 0 \\
+      \frac12\sqrt2 & \frac12\sqrt2 & 0 \\
+      0 & 0 & 1
+    \end{array} \right]. \f]
+This corresponds to a rotation of \f$ \frac14\pi \f$ radians around
+the z-axis.
+
+\include MatrixExponential.cpp
+Output: \verbinclude MatrixExponential.out
+
+\note \p M has to be a matrix of \c float, \c double, \c long double
+\c complex<float>, \c complex<double>, or \c complex<long double> .
+
+
+\subsection matrixbase_log MatrixBase::log()
+
+Compute the matrix logarithm.
+
+\code
+const MatrixLogarithmReturnValue<Derived> MatrixBase<Derived>::log() const
+\endcode
+
+\param[in]  M  invertible matrix whose logarithm is to be computed.
+\returns    expression representing the matrix logarithm root of \p M.
+
+The matrix logarithm of \f$ M \f$ is a matrix \f$ X \f$ such that 
+\f$ \exp(X) = M \f$ where exp denotes the matrix exponential. As for
+the scalar logarithm, the equation \f$ \exp(X) = M \f$ may have
+multiple solutions; this function returns a matrix whose eigenvalues
+have imaginary part in the interval \f$ (-\pi,\pi] \f$.
+
+In the real case, the matrix \f$ M \f$ should be invertible and
+it should have no eigenvalues which are real and negative (pairs of
+complex conjugate eigenvalues are allowed). In the complex case, it
+only needs to be invertible.
+
+This function computes the matrix logarithm using the Schur-Parlett
+algorithm as implemented by MatrixBase::matrixFunction(). The
+logarithm of an atomic block is computed by MatrixLogarithmAtomic,
+which uses direct computation for 1-by-1 and 2-by-2 blocks and an
+inverse scaling-and-squaring algorithm for bigger blocks, with the
+square roots computed by MatrixBase::sqrt().
+
+Details of the algorithm can be found in Section 11.6.2 of:
+Nicholas J. Higham,
+<em>Functions of Matrices: Theory and Computation</em>,
+SIAM 2008. ISBN 978-0-898716-46-7.
+
+Example: The following program checks that
+\f[ \log \left[ \begin{array}{ccc} 
+      \frac12\sqrt2 & -\frac12\sqrt2 & 0 \\
+      \frac12\sqrt2 & \frac12\sqrt2 & 0 \\
+      0 & 0 & 1
+    \end{array} \right] = \left[ \begin{array}{ccc}
+      0 & \frac14\pi & 0 \\ 
+      -\frac14\pi & 0 & 0 \\
+      0 & 0 & 0 
+    \end{array} \right]. \f]
+This corresponds to a rotation of \f$ \frac14\pi \f$ radians around
+the z-axis. This is the inverse of the example used in the
+documentation of \ref matrixbase_exp "exp()".
+
+\include MatrixLogarithm.cpp
+Output: \verbinclude MatrixLogarithm.out
+
+\note \p M has to be a matrix of \c float, \c double, <tt>long
+double</tt>, \c complex<float>, \c complex<double>, or \c complex<long
+double> .
+
+\sa MatrixBase::exp(), MatrixBase::matrixFunction(), 
+    class MatrixLogarithmAtomic, MatrixBase::sqrt().
+
+
+\subsection matrixbase_pow MatrixBase::pow()
+
+Compute the matrix raised to arbitrary real power.
+
+\code
+const MatrixPowerReturnValue<Derived> MatrixBase<Derived>::pow(RealScalar p) const
+\endcode
+
+\param[in]  M  base of the matrix power, should be a square matrix.
+\param[in]  p  exponent of the matrix power, should be real.
+
+The matrix power \f$ M^p \f$ is defined as \f$ \exp(p \log(M)) \f$,
+where exp denotes the matrix exponential, and log denotes the matrix
+logarithm.
+
+The matrix \f$ M \f$ should meet the conditions to be an argument of
+matrix logarithm. If \p p is not of the real scalar type of \p M, it
+is casted into the real scalar type of \p M.
+
+This function computes the matrix power using the Schur-Pad&eacute;
+algorithm as implemented by class MatrixPower. The exponent is split
+into integral part and fractional part, where the fractional part is
+in the interval \f$ (-1, 1) \f$. The main diagonal and the first
+super-diagonal is directly computed.
+
+Details of the algorithm can be found in: Nicholas J. Higham and
+Lijing Lin, "A Schur-Pad&eacute; algorithm for fractional powers of a
+matrix," <em>SIAM J. %Matrix Anal. Applic.</em>,
+<b>32(3)</b>:1056&ndash;1078, 2011.
+
+Example: The following program checks that
+\f[ \left[ \begin{array}{ccc}
+      \cos1 & -\sin1 & 0 \\
+      \sin1 & \cos1 & 0 \\
+      0 & 0 & 1
+    \end{array} \right]^{\frac14\pi} = \left[ \begin{array}{ccc}
+      \frac12\sqrt2 & -\frac12\sqrt2 & 0 \\
+      \frac12\sqrt2 & \frac12\sqrt2 & 0 \\
+      0 & 0 & 1
+    \end{array} \right]. \f]
+This corresponds to \f$ \frac14\pi \f$ rotations of 1 radian around
+the z-axis.
+
+\include MatrixPower.cpp
+Output: \verbinclude MatrixPower.out
+
+MatrixBase::pow() is user-friendly. However, there are some
+circumstances under which you should use class MatrixPower directly.
+MatrixPower can save the result of Schur decomposition, so it's
+better for computing various powers for the same matrix.
+
+Example:
+\include MatrixPower_optimal.cpp
+Output: \verbinclude MatrixPower_optimal.out
+
+\note \p M has to be a matrix of \c float, \c double, <tt>long
+double</tt>, \c complex<float>, \c complex<double>, or \c complex<long
+double> .
+
+\sa MatrixBase::exp(), MatrixBase::log(), class MatrixPower.
+
+
+\subsection matrixbase_matrixfunction MatrixBase::matrixFunction()
+
+Compute a matrix function.
+
+\code
+const MatrixFunctionReturnValue<Derived> MatrixBase<Derived>::matrixFunction(typename internal::stem_function<typename internal::traits<Derived>::Scalar>::type f) const
+\endcode
+
+\param[in]  M  argument of matrix function, should be a square matrix.
+\param[in]  f  an entire function; \c f(x,n) should compute the n-th
+derivative of f at x.
+\returns  expression representing \p f applied to \p M.
+
+Suppose that \p M is a matrix whose entries have type \c Scalar. 
+Then, the second argument, \p f, should be a function with prototype
+\code 
+ComplexScalar f(ComplexScalar, int) 
+\endcode
+where \c ComplexScalar = \c std::complex<Scalar> if \c Scalar is
+real (e.g., \c float or \c double) and \c ComplexScalar =
+\c Scalar if \c Scalar is complex. The return value of \c f(x,n)
+should be \f$ f^{(n)}(x) \f$, the n-th derivative of f at x.
+
+This routine uses the algorithm described in:
+Philip Davies and Nicholas J. Higham, 
+"A Schur-Parlett algorithm for computing matrix functions", 
+<em>SIAM J. %Matrix Anal. Applic.</em>, <b>25</b>:464&ndash;485, 2003.
+
+The actual work is done by the MatrixFunction class.
+
+Example: The following program checks that
+\f[ \exp \left[ \begin{array}{ccc} 
+      0 & \frac14\pi & 0 \\ 
+      -\frac14\pi & 0 & 0 \\
+      0 & 0 & 0 
+    \end{array} \right] = \left[ \begin{array}{ccc}
+      \frac12\sqrt2 & -\frac12\sqrt2 & 0 \\
+      \frac12\sqrt2 & \frac12\sqrt2 & 0 \\
+      0 & 0 & 1
+    \end{array} \right]. \f]
+This corresponds to a rotation of \f$ \frac14\pi \f$ radians around
+the z-axis. This is the same example as used in the documentation
+of \ref matrixbase_exp "exp()".
+
+\include MatrixFunction.cpp
+Output: \verbinclude MatrixFunction.out
+
+Note that the function \c expfn is defined for complex numbers 
+\c x, even though the matrix \c A is over the reals. Instead of
+\c expfn, we could also have used StdStemFunctions::exp:
+\code
+A.matrixFunction(StdStemFunctions<std::complex<double> >::exp, &B);
+\endcode
+
+
+
+\subsection matrixbase_sin MatrixBase::sin()
+
+Compute the matrix sine.
+
+\code
+const MatrixFunctionReturnValue<Derived> MatrixBase<Derived>::sin() const
+\endcode
+
+\param[in]  M  a square matrix.
+\returns  expression representing \f$ \sin(M) \f$.
+
+This function calls \ref matrixbase_matrixfunction "matrixFunction()" with StdStemFunctions::sin().
+
+Example: \include MatrixSine.cpp
+Output: \verbinclude MatrixSine.out
+
+
+
+\subsection matrixbase_sinh MatrixBase::sinh()
+
+Compute the matrix hyperbolic sine.
+
+\code
+MatrixFunctionReturnValue<Derived> MatrixBase<Derived>::sinh() const
+\endcode
+
+\param[in]  M  a square matrix.
+\returns  expression representing \f$ \sinh(M) \f$
+
+This function calls \ref matrixbase_matrixfunction "matrixFunction()" with StdStemFunctions::sinh().
+
+Example: \include MatrixSinh.cpp
+Output: \verbinclude MatrixSinh.out
+
+
+\subsection matrixbase_sqrt MatrixBase::sqrt()
+
+Compute the matrix square root.
+
+\code
+const MatrixSquareRootReturnValue<Derived> MatrixBase<Derived>::sqrt() const
+\endcode
+
+\param[in]  M  invertible matrix whose square root is to be computed.
+\returns    expression representing the matrix square root of \p M.
+
+The matrix square root of \f$ M \f$ is the matrix \f$ M^{1/2} \f$
+whose square is the original matrix; so if \f$ S = M^{1/2} \f$ then
+\f$ S^2 = M \f$. 
+
+In the <b>real case</b>, the matrix \f$ M \f$ should be invertible and
+it should have no eigenvalues which are real and negative (pairs of
+complex conjugate eigenvalues are allowed). In that case, the matrix
+has a square root which is also real, and this is the square root
+computed by this function. 
+
+The matrix square root is computed by first reducing the matrix to
+quasi-triangular form with the real Schur decomposition. The square
+root of the quasi-triangular matrix can then be computed directly. The
+cost is approximately \f$ 25 n^3 \f$ real flops for the real Schur
+decomposition and \f$ 3\frac13 n^3 \f$ real flops for the remainder
+(though the computation time in practice is likely more than this
+indicates).
+
+Details of the algorithm can be found in: Nicholas J. Highan,
+"Computing real square roots of a real matrix", <em>Linear Algebra
+Appl.</em>, 88/89:405&ndash;430, 1987.
+
+If the matrix is <b>positive-definite symmetric</b>, then the square
+root is also positive-definite symmetric. In this case, it is best to
+use SelfAdjointEigenSolver::operatorSqrt() to compute it.
+
+In the <b>complex case</b>, the matrix \f$ M \f$ should be invertible;
+this is a restriction of the algorithm. The square root computed by
+this algorithm is the one whose eigenvalues have an argument in the
+interval \f$ (-\frac12\pi, \frac12\pi] \f$. This is the usual branch
+cut.
+
+The computation is the same as in the real case, except that the
+complex Schur decomposition is used to reduce the matrix to a
+triangular matrix. The theoretical cost is the same. Details are in:
+&Aring;ke Bj&ouml;rck and Sven Hammarling, "A Schur method for the
+square root of a matrix", <em>Linear Algebra Appl.</em>,
+52/53:127&ndash;140, 1983.
+
+Example: The following program checks that the square root of
+\f[ \left[ \begin{array}{cc} 
+              \cos(\frac13\pi) & -\sin(\frac13\pi) \\
+              \sin(\frac13\pi) & \cos(\frac13\pi)
+    \end{array} \right], \f]
+corresponding to a rotation over 60 degrees, is a rotation over 30 degrees:
+\f[ \left[ \begin{array}{cc} 
+              \cos(\frac16\pi) & -\sin(\frac16\pi) \\
+              \sin(\frac16\pi) & \cos(\frac16\pi)
+    \end{array} \right]. \f]
+
+\include MatrixSquareRoot.cpp
+Output: \verbinclude MatrixSquareRoot.out
+
+\sa class RealSchur, class ComplexSchur, class MatrixSquareRoot,
+    SelfAdjointEigenSolver::operatorSqrt().
+
+*/
+
+#endif // EIGEN_MATRIX_FUNCTIONS
+

extern/Eigen3/unsupported/Eigen/MoreVectorization

@@ -0,0 +1,24 @@
+// 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_MOREVECTORIZATION_MODULE_H
+#define EIGEN_MOREVECTORIZATION_MODULE_H
+
+#include <Eigen/Core>
+
+namespace Eigen {
+
+/**
+  * \defgroup MoreVectorization More vectorization module
+  */
+
+}
+
+#include "src/MoreVectorization/MathFunctions.h"
+
+#endif // EIGEN_MOREVECTORIZATION_MODULE_H

extern/Eigen3/unsupported/Eigen/NonLinearOptimization

@@ -0,0 +1,134 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Thomas Capricelli <orzel@freehackers.org>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_NONLINEAROPTIMIZATION_MODULE
+#define EIGEN_NONLINEAROPTIMIZATION_MODULE
+
+#include <vector>
+
+#include <Eigen/Core>
+#include <Eigen/Jacobi>
+#include <Eigen/QR>
+#include <unsupported/Eigen/NumericalDiff>
+
+/**
+  * \defgroup NonLinearOptimization_Module Non linear optimization module
+  *
+  * \code
+  * #include <unsupported/Eigen/NonLinearOptimization>
+  * \endcode
+  *
+  * This module provides implementation of two important algorithms in non linear
+  * optimization. In both cases, we consider a system of non linear functions. Of
+  * course, this should work, and even work very well if those functions are
+  * actually linear. But if this is so, you should probably better use other
+  * methods more fitted to this special case.
+  *
+  * One algorithm allows to find an extremum of such a system (Levenberg
+  * Marquardt algorithm) and the second one is used to find 
+  * a zero for the system (Powell hybrid "dogleg" method).
+  *
+  * This code is a port of minpack (http://en.wikipedia.org/wiki/MINPACK).
+  * Minpack is a very famous, old, robust and well-reknown package, written in 
+  * fortran. Those implementations have been carefully tuned, tested, and used
+  * for several decades.
+  *
+  * The original fortran code was automatically translated using f2c (http://en.wikipedia.org/wiki/F2c) in C,
+  * then c++, and then cleaned by several different authors.
+  * The last one of those cleanings being our starting point : 
+  * http://devernay.free.fr/hacks/cminpack.html
+  * 
+  * Finally, we ported this code to Eigen, creating classes and API
+  * coherent with Eigen. When possible, we switched to Eigen
+  * implementation, such as most linear algebra (vectors, matrices, stable norms).
+  *
+  * Doing so, we were very careful to check the tests we setup at the very
+  * beginning, which ensure that the same results are found.
+  *
+  * \section Tests Tests
+  * 
+  * The tests are placed in the file unsupported/test/NonLinear.cpp.
+  * 
+  * There are two kinds of tests : those that come from examples bundled with cminpack.
+  * They guaranty we get the same results as the original algorithms (value for 'x',
+  * for the number of evaluations of the function, and for the number of evaluations
+  * of the jacobian if ever).
+  * 
+  * Other tests were added by myself at the very beginning of the 
+  * process and check the results for levenberg-marquardt using the reference data 
+  * on http://www.itl.nist.gov/div898/strd/nls/nls_main.shtml. Since then i've 
+  * carefully checked that the same results were obtained when modifiying the 
+  * code. Please note that we do not always get the exact same decimals as they do,
+  * but this is ok : they use 128bits float, and we do the tests using the C type 'double',
+  * which is 64 bits on most platforms (x86 and amd64, at least).
+  * I've performed those tests on several other implementations of levenberg-marquardt, and
+  * (c)minpack performs VERY well compared to those, both in accuracy and speed.
+  * 
+  * The documentation for running the tests is on the wiki
+  * http://eigen.tuxfamily.org/index.php?title=Tests
+  * 
+  * \section API API : overview of methods
+  * 
+  * Both algorithms can use either the jacobian (provided by the user) or compute 
+  * an approximation by themselves (actually using Eigen \ref NumericalDiff_Module).
+  * The part of API referring to the latter use 'NumericalDiff' in the method names
+  * (exemple: LevenbergMarquardt.minimizeNumericalDiff() ) 
+  * 
+  * The methods LevenbergMarquardt.lmder1()/lmdif1()/lmstr1() and 
+  * HybridNonLinearSolver.hybrj1()/hybrd1() are specific methods from the original 
+  * minpack package that you probably should NOT use until you are porting a code that
+  *  was previously using minpack. They just define a 'simple' API with default values 
+  * for some parameters.
+  * 
+  * All algorithms are provided using Two APIs :
+  *     - one where the user inits the algorithm, and uses '*OneStep()' as much as he wants : 
+  * this way the caller have control over the steps
+  *     - one where the user just calls a method (optimize() or solve()) which will 
+  * handle the loop: init + loop until a stop condition is met. Those are provided for
+  *  convenience.
+  * 
+  * As an example, the method LevenbergMarquardt::minimize() is 
+  * implemented as follow : 
+  * \code
+  * Status LevenbergMarquardt<FunctorType,Scalar>::minimize(FVectorType  &x, const int mode)
+  * {
+  *     Status status = minimizeInit(x, mode);
+  *     do {
+  *         status = minimizeOneStep(x, mode);
+  *     } while (status==Running);
+  *     return status;
+  * }
+  * \endcode
+  * 
+  * \section examples Examples
+  * 
+  * The easiest way to understand how to use this module is by looking at the many examples in the file
+  * unsupported/test/NonLinearOptimization.cpp.
+  */
+
+#ifndef EIGEN_PARSED_BY_DOXYGEN
+
+#include "src/NonLinearOptimization/qrsolv.h"
+#include "src/NonLinearOptimization/r1updt.h"
+#include "src/NonLinearOptimization/r1mpyq.h"
+#include "src/NonLinearOptimization/rwupdt.h"
+#include "src/NonLinearOptimization/fdjac1.h"
+#include "src/NonLinearOptimization/lmpar.h"
+#include "src/NonLinearOptimization/dogleg.h"
+#include "src/NonLinearOptimization/covar.h"
+
+#include "src/NonLinearOptimization/chkder.h"
+
+#endif
+
+#include "src/NonLinearOptimization/HybridNonLinearSolver.h"
+#include "src/NonLinearOptimization/LevenbergMarquardt.h"
+
+
+#endif // EIGEN_NONLINEAROPTIMIZATION_MODULE

extern/Eigen3/unsupported/Eigen/NumericalDiff

@@ -0,0 +1,56 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Thomas Capricelli <orzel@freehackers.org>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_NUMERICALDIFF_MODULE
+#define EIGEN_NUMERICALDIFF_MODULE
+
+#include <Eigen/Core>
+
+namespace Eigen {
+
+/**
+  * \defgroup NumericalDiff_Module Numerical differentiation module
+  *
+  * \code
+  * #include <unsupported/Eigen/NumericalDiff>
+  * \endcode
+  *
+  * See http://en.wikipedia.org/wiki/Numerical_differentiation
+  *
+  * Warning : this should NOT be confused with automatic differentiation, which
+  * is a different method and has its own module in Eigen : \ref
+  * AutoDiff_Module.
+  *
+  * Currently only "Forward" and "Central" schemes are implemented. Those
+  * are basic methods, and there exist some more elaborated way of
+  * computing such approximates. They are implemented using both
+  * proprietary and free software, and usually requires linking to an
+  * external library. It is very easy for you to write a functor
+  * using such software, and the purpose is quite orthogonal to what we
+  * want to achieve with Eigen.
+  *
+  * This is why we will not provide wrappers for every great numerical
+  * differentiation software that exist, but should rather stick with those
+  * basic ones, that still are useful for testing.
+  *
+  * Also, the \ref NonLinearOptimization_Module needs this in order to
+  * provide full features compatibility with the original (c)minpack
+  * package.
+  *
+  */
+}
+
+//@{
+
+#include "src/NumericalDiff/NumericalDiff.h"
+
+//@}
+
+
+#endif // EIGEN_NUMERICALDIFF_MODULE

extern/Eigen3/unsupported/Eigen/OpenGLSupport

@@ -0,0 +1,322 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 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_OPENGL_MODULE
+#define EIGEN_OPENGL_MODULE
+
+#include <Eigen/Geometry>
+
+#if defined(__APPLE_CC__)
+  #include <OpenGL/gl.h>
+#else
+  #include <GL/gl.h>
+#endif
+
+namespace Eigen {
+
+/**
+  * \defgroup OpenGLSUpport_Module OpenGL Support module
+  *
+  * This module provides wrapper functions for a couple of OpenGL functions
+  * which simplify the way to pass Eigen's object to openGL.
+  * Here is an exmaple:
+  * 
+  * \code
+  * // You need to add path_to_eigen/unsupported to your include path.
+  * #include <Eigen/OpenGLSupport>
+  * // ...
+  * Vector3f x, y;
+  * Matrix3f rot;
+  * 
+  * glVertex(y + x * rot);
+  * 
+  * Quaternion q;
+  * glRotate(q);
+  * 
+  * // ...
+  * \endcode
+  *
+  */
+//@{
+
+#define EIGEN_GL_FUNC_DECLARATION(FUNC)                                                                             \
+namespace internal {                                                                                                \
+  template< typename XprType,                                                                                       \
+            typename Scalar = typename XprType::Scalar,                                                             \
+            int Rows = XprType::RowsAtCompileTime,                                                                  \
+            int Cols = XprType::ColsAtCompileTime,                                                                  \
+            bool IsGLCompatible = bool(XprType::Flags&LinearAccessBit)                                              \
+                              && bool(XprType::Flags&DirectAccessBit)                                               \
+                              && (XprType::IsVectorAtCompileTime || (XprType::Flags&RowMajorBit)==0)>               \
+  struct EIGEN_CAT(EIGEN_CAT(gl_,FUNC),_impl);                                                                      \
+                                                                                                                    \
+  template<typename XprType, typename Scalar, int Rows, int Cols>                                                   \
+  struct EIGEN_CAT(EIGEN_CAT(gl_,FUNC),_impl)<XprType,Scalar,Rows,Cols,false> {                                     \
+    inline static void run(const XprType& p) {                                                                      \
+      EIGEN_CAT(EIGEN_CAT(gl_,FUNC),_impl)<typename plain_matrix_type_column_major<XprType>::type>::run(p); }       \
+  };                                                                                                                \
+}                                                                                                                   \
+                                                                                                                    \
+template<typename Derived> inline void FUNC(const Eigen::DenseBase<Derived>& p) {                                   \
+  EIGEN_CAT(EIGEN_CAT(internal::gl_,FUNC),_impl)<Derived>::run(p.derived());                                        \
+}
+
+
+#define EIGEN_GL_FUNC_SPECIALIZATION_MAT(FUNC,SCALAR,ROWS,COLS,SUFFIX)                                              \
+namespace internal {                                                                                                \
+  template< typename XprType> struct EIGEN_CAT(EIGEN_CAT(gl_,FUNC),_impl)<XprType, SCALAR, ROWS, COLS, true> {      \
+    inline static void run(const XprType& p) { FUNC##SUFFIX(p.data()); }                                            \
+  };                                                                                                                \
+}
+
+  
+#define EIGEN_GL_FUNC_SPECIALIZATION_VEC(FUNC,SCALAR,SIZE,SUFFIX)                                                   \
+namespace internal {                                                                                                \
+  template< typename XprType> struct EIGEN_CAT(EIGEN_CAT(gl_,FUNC),_impl)<XprType, SCALAR, SIZE, 1, true> {         \
+    inline static void run(const XprType& p) { FUNC##SUFFIX(p.data()); }                                            \
+  };                                                                                                                \
+  template< typename XprType> struct EIGEN_CAT(EIGEN_CAT(gl_,FUNC),_impl)<XprType, SCALAR, 1, SIZE, true> {         \
+    inline static void run(const XprType& p) { FUNC##SUFFIX(p.data()); }                                            \
+  };                                                                                                                \
+}
+
+  
+EIGEN_GL_FUNC_DECLARATION       (glVertex)
+EIGEN_GL_FUNC_SPECIALIZATION_VEC(glVertex,int,    2,2iv)
+EIGEN_GL_FUNC_SPECIALIZATION_VEC(glVertex,short,  2,2sv)
+EIGEN_GL_FUNC_SPECIALIZATION_VEC(glVertex,float,  2,2fv)
+EIGEN_GL_FUNC_SPECIALIZATION_VEC(glVertex,double, 2,2dv)
+EIGEN_GL_FUNC_SPECIALIZATION_VEC(glVertex,int,    3,3iv)
+EIGEN_GL_FUNC_SPECIALIZATION_VEC(glVertex,short,  3,3sv)
+EIGEN_GL_FUNC_SPECIALIZATION_VEC(glVertex,float,  3,3fv)
+EIGEN_GL_FUNC_SPECIALIZATION_VEC(glVertex,double, 3,3dv)
+EIGEN_GL_FUNC_SPECIALIZATION_VEC(glVertex,int,    4,4iv)
+EIGEN_GL_FUNC_SPECIALIZATION_VEC(glVertex,short,  4,4sv)
+EIGEN_GL_FUNC_SPECIALIZATION_VEC(glVertex,float,  4,4fv)
+EIGEN_GL_FUNC_SPECIALIZATION_VEC(glVertex,double, 4,4dv)
+
+EIGEN_GL_FUNC_DECLARATION       (glTexCoord)
+EIGEN_GL_FUNC_SPECIALIZATION_VEC(glTexCoord,int,    2,2iv)
+EIGEN_GL_FUNC_SPECIALIZATION_VEC(glTexCoord,short,  2,2sv)
+EIGEN_GL_FUNC_SPECIALIZATION_VEC(glTexCoord,float,  2,2fv)
+EIGEN_GL_FUNC_SPECIALIZATION_VEC(glTexCoord,double, 2,2dv)
+EIGEN_GL_FUNC_SPECIALIZATION_VEC(glTexCoord,int,    3,3iv)
+EIGEN_GL_FUNC_SPECIALIZATION_VEC(glTexCoord,short,  3,3sv)
+EIGEN_GL_FUNC_SPECIALIZATION_VEC(glTexCoord,float,  3,3fv)
+EIGEN_GL_FUNC_SPECIALIZATION_VEC(glTexCoord,double, 3,3dv)
+EIGEN_GL_FUNC_SPECIALIZATION_VEC(glTexCoord,int,    4,4iv)
+EIGEN_GL_FUNC_SPECIALIZATION_VEC(glTexCoord,short,  4,4sv)
+EIGEN_GL_FUNC_SPECIALIZATION_VEC(glTexCoord,float,  4,4fv)
+EIGEN_GL_FUNC_SPECIALIZATION_VEC(glTexCoord,double, 4,4dv)
+
+EIGEN_GL_FUNC_DECLARATION       (glColor)
+EIGEN_GL_FUNC_SPECIALIZATION_VEC(glColor,int,    2,2iv)
+EIGEN_GL_FUNC_SPECIALIZATION_VEC(glColor,short,  2,2sv)
+EIGEN_GL_FUNC_SPECIALIZATION_VEC(glColor,float,  2,2fv)
+EIGEN_GL_FUNC_SPECIALIZATION_VEC(glColor,double, 2,2dv)
+EIGEN_GL_FUNC_SPECIALIZATION_VEC(glColor,int,    3,3iv)
+EIGEN_GL_FUNC_SPECIALIZATION_VEC(glColor,short,  3,3sv)
+EIGEN_GL_FUNC_SPECIALIZATION_VEC(glColor,float,  3,3fv)
+EIGEN_GL_FUNC_SPECIALIZATION_VEC(glColor,double, 3,3dv)
+EIGEN_GL_FUNC_SPECIALIZATION_VEC(glColor,int,    4,4iv)
+EIGEN_GL_FUNC_SPECIALIZATION_VEC(glColor,short,  4,4sv)
+EIGEN_GL_FUNC_SPECIALIZATION_VEC(glColor,float,  4,4fv)
+EIGEN_GL_FUNC_SPECIALIZATION_VEC(glColor,double, 4,4dv)
+
+EIGEN_GL_FUNC_DECLARATION       (glNormal)
+EIGEN_GL_FUNC_SPECIALIZATION_VEC(glNormal,int,    3,3iv)
+EIGEN_GL_FUNC_SPECIALIZATION_VEC(glNormal,short,  3,3sv)
+EIGEN_GL_FUNC_SPECIALIZATION_VEC(glNormal,float,  3,3fv)
+EIGEN_GL_FUNC_SPECIALIZATION_VEC(glNormal,double, 3,3dv)
+
+inline void glScale2fv(const float*  v) { glScalef(v[0], v[1], 1.f);  }
+inline void glScale2dv(const double* v) { glScaled(v[0], v[1], 1.0);  }
+inline void glScale3fv(const float*  v) { glScalef(v[0], v[1], v[2]); }
+inline void glScale3dv(const double* v) { glScaled(v[0], v[1], v[2]); }
+
+EIGEN_GL_FUNC_DECLARATION       (glScale)
+EIGEN_GL_FUNC_SPECIALIZATION_VEC(glScale,float,  2,2fv)
+EIGEN_GL_FUNC_SPECIALIZATION_VEC(glScale,double, 2,2dv)
+EIGEN_GL_FUNC_SPECIALIZATION_VEC(glScale,float,  3,3fv)
+EIGEN_GL_FUNC_SPECIALIZATION_VEC(glScale,double, 3,3dv)
+
+template<typename Scalar> void glScale(const UniformScaling<Scalar>& s)  { glScale(Matrix<Scalar,3,1>::Constant(s.factor())); }
+
+inline void glTranslate2fv(const float*  v) { glTranslatef(v[0], v[1], 0.f);  }
+inline void glTranslate2dv(const double* v) { glTranslated(v[0], v[1], 0.0);  }
+inline void glTranslate3fv(const float*  v) { glTranslatef(v[0], v[1], v[2]); }
+inline void glTranslate3dv(const double* v) { glTranslated(v[0], v[1], v[2]); }
+
+EIGEN_GL_FUNC_DECLARATION       (glTranslate)
+EIGEN_GL_FUNC_SPECIALIZATION_VEC(glTranslate,float,  2,2fv)
+EIGEN_GL_FUNC_SPECIALIZATION_VEC(glTranslate,double, 2,2dv)
+EIGEN_GL_FUNC_SPECIALIZATION_VEC(glTranslate,float,  3,3fv)
+EIGEN_GL_FUNC_SPECIALIZATION_VEC(glTranslate,double, 3,3dv)
+
+template<typename Scalar> void glTranslate(const Translation<Scalar,2>& t)  { glTranslate(t.vector()); }
+template<typename Scalar> void glTranslate(const Translation<Scalar,3>& t)  { glTranslate(t.vector()); }
+
+EIGEN_GL_FUNC_DECLARATION       (glMultMatrix)
+EIGEN_GL_FUNC_SPECIALIZATION_MAT(glMultMatrix,float,  4,4,f)
+EIGEN_GL_FUNC_SPECIALIZATION_MAT(glMultMatrix,double, 4,4,d)
+
+template<typename Scalar> void glMultMatrix(const Transform<Scalar,3,Affine>& t)        { glMultMatrix(t.matrix()); }
+template<typename Scalar> void glMultMatrix(const Transform<Scalar,3,Projective>& t)    { glMultMatrix(t.matrix()); }
+template<typename Scalar> void glMultMatrix(const Transform<Scalar,3,AffineCompact>& t) { glMultMatrix(Transform<Scalar,3,Affine>(t).matrix()); }
+
+EIGEN_GL_FUNC_DECLARATION       (glLoadMatrix)
+EIGEN_GL_FUNC_SPECIALIZATION_MAT(glLoadMatrix,float,  4,4,f)
+EIGEN_GL_FUNC_SPECIALIZATION_MAT(glLoadMatrix,double, 4,4,d)
+
+template<typename Scalar> void glLoadMatrix(const Transform<Scalar,3,Affine>& t)        { glLoadMatrix(t.matrix()); }
+template<typename Scalar> void glLoadMatrix(const Transform<Scalar,3,Projective>& t)    { glLoadMatrix(t.matrix()); }
+template<typename Scalar> void glLoadMatrix(const Transform<Scalar,3,AffineCompact>& t) { glLoadMatrix(Transform<Scalar,3,Affine>(t).matrix()); }
+
+inline void glRotate(const Rotation2D<float>& rot)
+{
+  glRotatef(rot.angle()*180.f/float(M_PI), 0.f, 0.f, 1.f);
+}
+inline void glRotate(const Rotation2D<double>& rot)
+{
+  glRotated(rot.angle()*180.0/M_PI, 0.0, 0.0, 1.0);
+}
+
+template<typename Derived> void glRotate(const RotationBase<Derived,3>& rot)
+{  
+  Transform<typename Derived::Scalar,3,Projective> tr(rot);
+  glMultMatrix(tr.matrix());
+}
+
+#define EIGEN_GL_MAKE_CONST_const const
+#define EIGEN_GL_MAKE_CONST__ 
+#define EIGEN_GL_EVAL(X) X
+
+#define EIGEN_GL_FUNC1_DECLARATION(FUNC,ARG1,CONST)                                                                             \
+namespace internal {                                                                                                            \
+  template< typename XprType,                                                                                                   \
+            typename Scalar = typename XprType::Scalar,                                                                         \
+            int Rows = XprType::RowsAtCompileTime,                                                                              \
+            int Cols = XprType::ColsAtCompileTime,                                                                              \
+            bool IsGLCompatible = bool(XprType::Flags&LinearAccessBit)                                                          \
+                              && bool(XprType::Flags&DirectAccessBit)                                                           \
+                              && (XprType::IsVectorAtCompileTime || (XprType::Flags&RowMajorBit)==0)>                           \
+  struct EIGEN_CAT(EIGEN_CAT(gl_,FUNC),_impl);                                                                                  \
+                                                                                                                                \
+  template<typename XprType, typename Scalar, int Rows, int Cols>                                                               \
+  struct EIGEN_CAT(EIGEN_CAT(gl_,FUNC),_impl)<XprType,Scalar,Rows,Cols,false> {                                                 \
+    inline static void run(ARG1 a,EIGEN_GL_EVAL(EIGEN_GL_MAKE_CONST_##CONST) XprType& p) {                                      \
+      EIGEN_CAT(EIGEN_CAT(gl_,FUNC),_impl)<typename plain_matrix_type_column_major<XprType>::type>::run(a,p); }                 \
+  };                                                                                                                            \
+}                                                                                                                               \
+                                                                                                                                \
+template<typename Derived> inline void FUNC(ARG1 a,EIGEN_GL_EVAL(EIGEN_GL_MAKE_CONST_##CONST) Eigen::DenseBase<Derived>& p) {   \
+  EIGEN_CAT(EIGEN_CAT(internal::gl_,FUNC),_impl)<Derived>::run(a,p.derived());                                                  \
+}
+
+
+#define EIGEN_GL_FUNC1_SPECIALIZATION_MAT(FUNC,ARG1,CONST,SCALAR,ROWS,COLS,SUFFIX)                                              \
+namespace internal {                                                                                                            \
+  template< typename XprType> struct EIGEN_CAT(EIGEN_CAT(gl_,FUNC),_impl)<XprType, SCALAR, ROWS, COLS, true> {                  \
+    inline static void run(ARG1 a, EIGEN_GL_EVAL(EIGEN_GL_MAKE_CONST_##CONST) XprType& p) { FUNC##SUFFIX(a,p.data()); }         \
+  }; \
+}
+
+  
+#define EIGEN_GL_FUNC1_SPECIALIZATION_VEC(FUNC,ARG1,CONST,SCALAR,SIZE,SUFFIX)                                                   \
+namespace internal {                                                                                                            \
+  template< typename XprType> struct EIGEN_CAT(EIGEN_CAT(gl_,FUNC),_impl)<XprType, SCALAR, SIZE, 1, true> {                     \
+    inline static void run(ARG1 a, EIGEN_GL_EVAL(EIGEN_GL_MAKE_CONST_##CONST) XprType& p) { FUNC##SUFFIX(a,p.data()); }         \
+  };                                                                                                                            \
+  template< typename XprType> struct EIGEN_CAT(EIGEN_CAT(gl_,FUNC),_impl)<XprType, SCALAR, 1, SIZE, true> {                     \
+    inline static void run(ARG1 a, EIGEN_GL_EVAL(EIGEN_GL_MAKE_CONST_##CONST) XprType& p) { FUNC##SUFFIX(a,p.data()); }         \
+  };                                                                                                                            \
+}
+
+EIGEN_GL_FUNC1_DECLARATION       (glGet,GLenum,_)
+EIGEN_GL_FUNC1_SPECIALIZATION_MAT(glGet,GLenum,_,float,  4,4,Floatv)
+EIGEN_GL_FUNC1_SPECIALIZATION_MAT(glGet,GLenum,_,double, 4,4,Doublev)
+
+// glUniform API
+
+#ifdef GL_VERSION_2_0
+
+inline void glUniform2fv_ei  (GLint loc, const float* v)         { glUniform2fv(loc,1,v); }
+inline void glUniform2iv_ei  (GLint loc, const int* v)           { glUniform2iv(loc,1,v); }
+
+inline void glUniform3fv_ei  (GLint loc, const float* v)         { glUniform3fv(loc,1,v); }
+inline void glUniform3iv_ei  (GLint loc, const int* v)           { glUniform3iv(loc,1,v); }
+
+inline void glUniform4fv_ei  (GLint loc, const float* v)         { glUniform4fv(loc,1,v); }
+inline void glUniform4iv_ei  (GLint loc, const int* v)           { glUniform4iv(loc,1,v); }
+
+inline void glUniformMatrix2fv_ei  (GLint loc, const float* v)         { glUniformMatrix2fv(loc,1,false,v); }
+inline void glUniformMatrix3fv_ei  (GLint loc, const float* v)         { glUniformMatrix3fv(loc,1,false,v); }
+inline void glUniformMatrix4fv_ei  (GLint loc, const float* v)         { glUniformMatrix4fv(loc,1,false,v); }
+
+
+EIGEN_GL_FUNC1_DECLARATION       (glUniform,GLint,const)
+EIGEN_GL_FUNC1_SPECIALIZATION_VEC(glUniform,GLint,const,float,        2,2fv_ei)
+EIGEN_GL_FUNC1_SPECIALIZATION_VEC(glUniform,GLint,const,int,          2,2iv_ei)
+EIGEN_GL_FUNC1_SPECIALIZATION_VEC(glUniform,GLint,const,float,        3,3fv_ei)
+EIGEN_GL_FUNC1_SPECIALIZATION_VEC(glUniform,GLint,const,int,          3,3iv_ei)
+EIGEN_GL_FUNC1_SPECIALIZATION_VEC(glUniform,GLint,const,float,        4,4fv_ei)
+EIGEN_GL_FUNC1_SPECIALIZATION_VEC(glUniform,GLint,const,int,          4,4iv_ei)
+
+EIGEN_GL_FUNC1_SPECIALIZATION_MAT(glUniform,GLint,const,float,        2,2,Matrix2fv_ei)
+EIGEN_GL_FUNC1_SPECIALIZATION_MAT(glUniform,GLint,const,float,        3,3,Matrix3fv_ei)
+EIGEN_GL_FUNC1_SPECIALIZATION_MAT(glUniform,GLint,const,float,        4,4,Matrix4fv_ei)
+
+#endif
+
+#ifdef GL_VERSION_2_1
+
+static void glUniformMatrix2x3fv_ei(GLint loc, const float* v)         { glUniformMatrix2x3fv(loc,1,false,v); }
+static void glUniformMatrix3x2fv_ei(GLint loc, const float* v)         { glUniformMatrix3x2fv(loc,1,false,v); }
+static void glUniformMatrix2x4fv_ei(GLint loc, const float* v)         { glUniformMatrix2x4fv(loc,1,false,v); }
+static void glUniformMatrix4x2fv_ei(GLint loc, const float* v)         { glUniformMatrix4x2fv(loc,1,false,v); }
+static void glUniformMatrix3x4fv_ei(GLint loc, const float* v)         { glUniformMatrix3x4fv(loc,1,false,v); }
+static void glUniformMatrix4x3fv_ei(GLint loc, const float* v)         { glUniformMatrix4x3fv(loc,1,false,v); }
+
+EIGEN_GL_FUNC1_SPECIALIZATION_MAT(glUniform,GLint,const,float,        2,3,Matrix2x3fv_ei)
+EIGEN_GL_FUNC1_SPECIALIZATION_MAT(glUniform,GLint,const,float,        3,2,Matrix3x2fv_ei)
+EIGEN_GL_FUNC1_SPECIALIZATION_MAT(glUniform,GLint,const,float,        2,4,Matrix2x4fv_ei)
+EIGEN_GL_FUNC1_SPECIALIZATION_MAT(glUniform,GLint,const,float,        4,2,Matrix4x2fv_ei)
+EIGEN_GL_FUNC1_SPECIALIZATION_MAT(glUniform,GLint,const,float,        3,4,Matrix3x4fv_ei)
+EIGEN_GL_FUNC1_SPECIALIZATION_MAT(glUniform,GLint,const,float,        4,3,Matrix4x3fv_ei)
+
+#endif
+
+#ifdef GL_VERSION_3_0
+
+inline void glUniform2uiv_ei (GLint loc, const unsigned int* v)  { glUniform2uiv(loc,1,v); }
+inline void glUniform3uiv_ei (GLint loc, const unsigned int* v)  { glUniform3uiv(loc,1,v); }
+inline void glUniform4uiv_ei (GLint loc, const unsigned int* v)  { glUniform4uiv(loc,1,v); }
+
+EIGEN_GL_FUNC1_SPECIALIZATION_VEC(glUniform,GLint,const,unsigned int, 2,2uiv_ei)
+EIGEN_GL_FUNC1_SPECIALIZATION_VEC(glUniform,GLint,const,unsigned int, 3,3uiv_ei)
+EIGEN_GL_FUNC1_SPECIALIZATION_VEC(glUniform,GLint,const,unsigned int, 4,4uiv_ei)
+
+#endif
+
+#ifdef GL_ARB_gpu_shader_fp64
+inline void glUniform2dv_ei  (GLint loc, const double* v)        { glUniform2dv(loc,1,v); }
+inline void glUniform3dv_ei  (GLint loc, const double* v)        { glUniform3dv(loc,1,v); }
+inline void glUniform4dv_ei  (GLint loc, const double* v)        { glUniform4dv(loc,1,v); }
+
+EIGEN_GL_FUNC1_SPECIALIZATION_VEC(glUniform,GLint,const,double,       2,2dv_ei)
+EIGEN_GL_FUNC1_SPECIALIZATION_VEC(glUniform,GLint,const,double,       3,3dv_ei)
+EIGEN_GL_FUNC1_SPECIALIZATION_VEC(glUniform,GLint,const,double,       4,4dv_ei)
+#endif
+
+
+//@}
+
+}
+
+#endif // EIGEN_OPENGL_MODULE

extern/Eigen3/unsupported/Eigen/Polynomials

@@ -0,0 +1,138 @@
+// 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_POLYNOMIALS_MODULE_H
+#define EIGEN_POLYNOMIALS_MODULE_H
+
+#include <Eigen/Core>
+
+#include <Eigen/src/Core/util/DisableStupidWarnings.h>
+
+#include <Eigen/Eigenvalues>
+
+// Note that EIGEN_HIDE_HEAVY_CODE has to be defined per module
+#if (defined EIGEN_EXTERN_INSTANTIATIONS) && (EIGEN_EXTERN_INSTANTIATIONS>=2)
+  #ifndef EIGEN_HIDE_HEAVY_CODE
+  #define EIGEN_HIDE_HEAVY_CODE
+  #endif
+#elif defined EIGEN_HIDE_HEAVY_CODE
+  #undef EIGEN_HIDE_HEAVY_CODE
+#endif
+
+/**
+  * \defgroup Polynomials_Module Polynomials module
+  * \brief This module provides a QR based polynomial solver.
+	*
+  * To use this module, add
+  * \code
+  * #include <unsupported/Eigen/Polynomials>
+  * \endcode
+	* at the start of your source file.
+  */
+
+#include "src/Polynomials/PolynomialUtils.h"
+#include "src/Polynomials/Companion.h"
+#include "src/Polynomials/PolynomialSolver.h"
+
+/**
+	\page polynomials Polynomials defines functions for dealing with polynomials
+	and a QR based polynomial solver.
+	\ingroup Polynomials_Module
+
+	The remainder of the page documents first the functions for evaluating, computing
+	polynomials, computing estimates about polynomials and next the QR based polynomial
+	solver.
+
+	\section polynomialUtils convenient functions to deal with polynomials
+	\subsection roots_to_monicPolynomial
+	The function
+	\code
+	void roots_to_monicPolynomial( const RootVector& rv, Polynomial& poly )
+	\endcode
+	computes the coefficients \f$ a_i \f$ of
+
+	\f$ p(x) = a_0 + a_{1}x + ... + a_{n-1}x^{n-1} + x^n \f$
+
+	where \f$ p \f$ is known through its roots i.e. \f$ p(x) = (x-r_1)(x-r_2)...(x-r_n) \f$.
+
+	\subsection poly_eval
+	The function
+	\code
+	T poly_eval( const Polynomials& poly, const T& x )
+	\endcode
+	evaluates a polynomial at a given point using stabilized H&ouml;rner method.
+
+	The following code: first computes the coefficients in the monomial basis of the monic polynomial that has the provided roots;
+	then, it evaluates the computed polynomial, using a stabilized H&ouml;rner method.
+
+	\include PolynomialUtils1.cpp
+  Output: \verbinclude PolynomialUtils1.out
+
+	\subsection Cauchy bounds
+	The function
+	\code
+	Real cauchy_max_bound( const Polynomial& poly )
+	\endcode
+	provides a maximum bound (the Cauchy one: \f$C(p)\f$) for the absolute value of a root of the given polynomial i.e.
+	\f$ \forall r_i \f$ root of \f$ p(x) = \sum_{k=0}^d a_k x^k \f$,
+	\f$ |r_i| \le C(p) = \sum_{k=0}^{d} \left | \frac{a_k}{a_d} \right | \f$
+	The leading coefficient \f$ p \f$: should be non zero \f$a_d \neq 0\f$.
+
+
+	The function
+	\code
+	Real cauchy_min_bound( const Polynomial& poly )
+	\endcode
+	provides a minimum bound (the Cauchy one: \f$c(p)\f$) for the absolute value of a non zero root of the given polynomial i.e.
+	\f$ \forall r_i \neq 0 \f$ root of \f$ p(x) = \sum_{k=0}^d a_k x^k \f$,
+	\f$ |r_i| \ge c(p) = \left( \sum_{k=0}^{d} \left | \frac{a_k}{a_0} \right | \right)^{-1} \f$
+
+
+
+
+	\section QR polynomial solver class
+	Computes the complex roots of a polynomial by computing the eigenvalues of the associated companion matrix with the QR algorithm.
+	
+	The roots of \f$ p(x) = a_0 + a_1 x + a_2 x^2 + a_{3} x^3 + x^4 \f$ are the eigenvalues of
+	\f$
+	\left [
+	\begin{array}{cccc}
+	0 & 0 &  0 & a_0 \\
+	1 & 0 &  0 & a_1 \\
+	0 & 1 &  0 & a_2 \\
+	0 & 0 &  1 & a_3
+	\end{array} \right ]
+	\f$
+
+	However, the QR algorithm is not guaranteed to converge when there are several eigenvalues with same modulus.
+
+	Therefore the current polynomial solver is guaranteed to provide a correct result only when the complex roots \f$r_1,r_2,...,r_d\f$ have distinct moduli i.e.
+	
+	\f$ \forall i,j \in [1;d],~ \| r_i \| \neq \| r_j \| \f$.
+
+	With 32bit (float) floating types this problem shows up frequently.
+  However, almost always, correct accuracy is reached even in these cases for 64bit
+  (double) floating types and small polynomial degree (<20).
+
+	\include PolynomialSolver1.cpp
+	
+	In the above example:
+	
+	-# a simple use of the polynomial solver is shown;
+	-# the accuracy problem with the QR algorithm is presented: a polynomial with almost conjugate roots is provided to the solver.
+	Those roots have almost same module therefore the QR algorithm failed to converge: the accuracy
+	of the last root is bad;
+	-# a simple way to circumvent the problem is shown: use doubles instead of floats.
+
+  Output: \verbinclude PolynomialSolver1.out
+*/
+
+#include <Eigen/src/Core/util/ReenableStupidWarnings.h>
+
+#endif // EIGEN_POLYNOMIALS_MODULE_H
+/* vim: set filetype=cpp et sw=2 ts=2 ai: */

extern/Eigen3/unsupported/Eigen/SVD

@@ -0,0 +1,39 @@
+#ifndef EIGEN_SVD_MODULE_H
+#define EIGEN_SVD_MODULE_H
+
+#include <Eigen/QR>
+#include <Eigen/Householder>
+#include <Eigen/Jacobi>
+
+#include "../../Eigen/src/Core/util/DisableStupidWarnings.h"
+
+/** \defgroup SVD_Module SVD module
+  *
+  *
+  *
+  * This module provides SVD decomposition for matrices (both real and complex).
+  * This decomposition is accessible via the following MatrixBase method:
+  *  - MatrixBase::jacobiSvd()
+  *
+  * \code
+  * #include <Eigen/SVD>
+  * \endcode
+  */
+
+#include "../../Eigen/src/misc/Solve.h"
+#include "../../Eigen/src/SVD/UpperBidiagonalization.h"
+#include "src/SVD/SVDBase.h"
+#include "src/SVD/JacobiSVD.h"
+#include "src/SVD/BDCSVD.h"
+#if defined(EIGEN_USE_LAPACKE) && !defined(EIGEN_USE_LAPACKE_STRICT)
+#include "../../Eigen/src/SVD/JacobiSVD_MKL.h"
+#endif
+
+#ifdef EIGEN2_SUPPORT
+#include "../../Eigen/src/Eigen2Support/SVD.h"
+#endif
+
+#include "../../Eigen/src/Core/util/ReenableStupidWarnings.h"
+
+#endif // EIGEN_SVD_MODULE_H
+/* vim: set filetype=cpp et sw=2 ts=2 ai: */

extern/Eigen3/unsupported/Eigen/Skyline

@@ -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_SKYLINE_MODULE_H
+#define EIGEN_SKYLINE_MODULE_H
+
+
+#include "Eigen/Core"
+
+#include "Eigen/src/Core/util/DisableStupidWarnings.h"
+
+#include <map>
+#include <cstdlib>
+#include <cstring>
+#include <algorithm>
+
+/**
+ *  \defgroup Skyline_Module Skyline module
+ *
+ *
+ *
+ *
+ */
+
+#include "src/Skyline/SkylineUtil.h"
+#include "src/Skyline/SkylineMatrixBase.h"
+#include "src/Skyline/SkylineStorage.h"
+#include "src/Skyline/SkylineMatrix.h"
+#include "src/Skyline/SkylineInplaceLU.h"
+#include "src/Skyline/SkylineProduct.h"
+
+#include "Eigen/src/Core/util/ReenableStupidWarnings.h"
+
+#endif // EIGEN_SKYLINE_MODULE_H

extern/Eigen3/unsupported/Eigen/SparseExtra

@@ -0,0 +1,56 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2009 Gael Guennebaud <g.gael@free.fr>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_SPARSE_EXTRA_MODULE_H
+#define EIGEN_SPARSE_EXTRA_MODULE_H
+
+#include "../../Eigen/Sparse"
+
+#include "../../Eigen/src/Core/util/DisableStupidWarnings.h"
+
+#include <vector>
+#include <map>
+#include <cstdlib>
+#include <cstring>
+#include <algorithm>
+#include <fstream>
+#include <sstream>
+
+#ifdef EIGEN_GOOGLEHASH_SUPPORT
+  #include <google/dense_hash_map>
+#endif
+
+/**
+  * \defgroup SparseExtra_Module SparseExtra module
+  *
+  * This module contains some experimental features extending the sparse module.
+  *
+  * \code
+  * #include <Eigen/SparseExtra>
+  * \endcode
+  */
+
+
+#include "../../Eigen/src/misc/Solve.h"
+#include "../../Eigen/src/misc/SparseSolve.h"
+
+#include "src/SparseExtra/DynamicSparseMatrix.h"
+#include "src/SparseExtra/BlockOfDynamicSparseMatrix.h"
+#include "src/SparseExtra/RandomSetter.h"
+
+#include "src/SparseExtra/MarketIO.h"
+
+#if !defined(_WIN32)
+#include <dirent.h>
+#include "src/SparseExtra/MatrixMarketIterator.h"
+#endif
+
+#include "../../Eigen/src/Core/util/ReenableStupidWarnings.h"
+
+#endif // EIGEN_SPARSE_EXTRA_MODULE_H

extern/Eigen3/unsupported/Eigen/Splines

@@ -0,0 +1,31 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 20010-2011 Hauke Heibel <hauke.heibel@gmail.com>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_SPLINES_MODULE_H
+#define EIGEN_SPLINES_MODULE_H
+
+namespace Eigen 
+{
+/**
+  * \defgroup Splines_Module Spline and spline fitting module
+  *
+  * This module provides a simple multi-dimensional spline class while
+  * offering most basic functionality to fit a spline to point sets.
+  *
+  * \code
+  * #include <unsupported/Eigen/Splines>
+  * \endcode
+  */
+}
+
+#include "src/Splines/SplineFwd.h"
+#include "src/Splines/Spline.h"
+#include "src/Splines/SplineFitting.h"
+
+#endif // EIGEN_SPLINES_MODULE_H

extern/Eigen3/unsupported/Eigen/src/AutoDiff/AutoDiffJacobian.h

@@ -0,0 +1,83 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_AUTODIFF_JACOBIAN_H
+#define EIGEN_AUTODIFF_JACOBIAN_H
+
+namespace Eigen
+{
+
+template<typename Functor> class AutoDiffJacobian : public Functor
+{
+public:
+  AutoDiffJacobian() : Functor() {}
+  AutoDiffJacobian(const Functor& f) : Functor(f) {}
+
+  // forward constructors
+  template<typename T0>
+  AutoDiffJacobian(const T0& a0) : Functor(a0) {}
+  template<typename T0, typename T1>
+  AutoDiffJacobian(const T0& a0, const T1& a1) : Functor(a0, a1) {}
+  template<typename T0, typename T1, typename T2>
+  AutoDiffJacobian(const T0& a0, const T1& a1, const T2& a2) : Functor(a0, a1, a2) {}
+
+  enum {
+    InputsAtCompileTime = Functor::InputsAtCompileTime,
+    ValuesAtCompileTime = Functor::ValuesAtCompileTime
+  };
+
+  typedef typename Functor::InputType InputType;
+  typedef typename Functor::ValueType ValueType;
+  typedef typename Functor::JacobianType JacobianType;
+  typedef typename JacobianType::Scalar Scalar;
+  typedef typename JacobianType::Index Index;
+
+  typedef Matrix<Scalar,InputsAtCompileTime,1> DerivativeType;
+  typedef AutoDiffScalar<DerivativeType> ActiveScalar;
+
+
+  typedef Matrix<ActiveScalar, InputsAtCompileTime, 1> ActiveInput;
+  typedef Matrix<ActiveScalar, ValuesAtCompileTime, 1> ActiveValue;
+
+  void operator() (const InputType& x, ValueType* v, JacobianType* _jac=0) const
+  {
+    eigen_assert(v!=0);
+    if (!_jac)
+    {
+      Functor::operator()(x, v);
+      return;
+    }
+
+    JacobianType& jac = *_jac;
+
+    ActiveInput ax = x.template cast<ActiveScalar>();
+    ActiveValue av(jac.rows());
+
+    if(InputsAtCompileTime==Dynamic)
+      for (Index j=0; j<jac.rows(); j++)
+        av[j].derivatives().resize(this->inputs());
+
+    for (Index i=0; i<jac.cols(); i++)
+      ax[i].derivatives() = DerivativeType::Unit(this->inputs(),i);
+
+    Functor::operator()(ax, &av);
+
+    for (Index i=0; i<jac.rows(); i++)
+    {
+      (*v)[i] = av[i].value();
+      jac.row(i) = av[i].derivatives();
+    }
+  }
+protected:
+
+};
+
+}
+
+#endif // EIGEN_AUTODIFF_JACOBIAN_H

extern/Eigen3/unsupported/Eigen/src/AutoDiff/AutoDiffScalar.h

@@ -0,0 +1,642 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_AUTODIFF_SCALAR_H
+#define EIGEN_AUTODIFF_SCALAR_H
+
+namespace Eigen {
+
+namespace internal {
+
+template<typename A, typename B>
+struct make_coherent_impl {
+  static void run(A&, B&) {}
+};
+
+// resize a to match b is a.size()==0, and conversely.
+template<typename A, typename B>
+void make_coherent(const A& a, const B&b)
+{
+  make_coherent_impl<A,B>::run(a.const_cast_derived(), b.const_cast_derived());
+}
+
+template<typename _DerType, bool Enable> struct auto_diff_special_op;
+
+} // end namespace internal
+
+/** \class AutoDiffScalar
+  * \brief A scalar type replacement with automatic differentation capability
+  *
+  * \param _DerType the vector type used to store/represent the derivatives. The base scalar type
+  *                 as well as the number of derivatives to compute are determined from this type.
+  *                 Typical choices include, e.g., \c Vector4f for 4 derivatives, or \c VectorXf
+  *                 if the number of derivatives is not known at compile time, and/or, the number
+  *                 of derivatives is large.
+  *                 Note that _DerType can also be a reference (e.g., \c VectorXf&) to wrap a
+  *                 existing vector into an AutoDiffScalar.
+  *                 Finally, _DerType can also be any Eigen compatible expression.
+  *
+  * This class represents a scalar value while tracking its respective derivatives using Eigen's expression
+  * template mechanism.
+  *
+  * It supports the following list of global math function:
+  *  - std::abs, std::sqrt, std::pow, std::exp, std::log, std::sin, std::cos,
+  *  - internal::abs, internal::sqrt, numext::pow, internal::exp, internal::log, internal::sin, internal::cos,
+  *  - internal::conj, internal::real, internal::imag, numext::abs2.
+  *
+  * AutoDiffScalar can be used as the scalar type of an Eigen::Matrix object. However,
+  * in that case, the expression template mechanism only occurs at the top Matrix level,
+  * while derivatives are computed right away.
+  *
+  */
+
+template<typename _DerType>
+class AutoDiffScalar
+  : public internal::auto_diff_special_op
+            <_DerType, !internal::is_same<typename internal::traits<typename internal::remove_all<_DerType>::type>::Scalar,
+                                        typename NumTraits<typename internal::traits<typename internal::remove_all<_DerType>::type>::Scalar>::Real>::value>
+{
+  public:
+    typedef internal::auto_diff_special_op
+            <_DerType, !internal::is_same<typename internal::traits<typename internal::remove_all<_DerType>::type>::Scalar,
+                       typename NumTraits<typename internal::traits<typename internal::remove_all<_DerType>::type>::Scalar>::Real>::value> Base;
+    typedef typename internal::remove_all<_DerType>::type DerType;
+    typedef typename internal::traits<DerType>::Scalar Scalar;
+    typedef typename NumTraits<Scalar>::Real Real;
+
+    using Base::operator+;
+    using Base::operator*;
+
+    /** Default constructor without any initialization. */
+    AutoDiffScalar() {}
+
+    /** Constructs an active scalar from its \a value,
+        and initializes the \a nbDer derivatives such that it corresponds to the \a derNumber -th variable */
+    AutoDiffScalar(const Scalar& value, int nbDer, int derNumber)
+      : m_value(value), m_derivatives(DerType::Zero(nbDer))
+    {
+      m_derivatives.coeffRef(derNumber) = Scalar(1);
+    }
+
+    /** Conversion from a scalar constant to an active scalar.
+      * The derivatives are set to zero. */
+    /*explicit*/ AutoDiffScalar(const Real& value)
+      : m_value(value)
+    {
+      if(m_derivatives.size()>0)
+        m_derivatives.setZero();
+    }
+
+    /** Constructs an active scalar from its \a value and derivatives \a der */
+    AutoDiffScalar(const Scalar& value, const DerType& der)
+      : m_value(value), m_derivatives(der)
+    {}
+
+    template<typename OtherDerType>
+    AutoDiffScalar(const AutoDiffScalar<OtherDerType>& other)
+      : m_value(other.value()), m_derivatives(other.derivatives())
+    {}
+
+    friend  std::ostream & operator << (std::ostream & s, const AutoDiffScalar& a)
+    {
+      return s << a.value();
+    }
+
+    AutoDiffScalar(const AutoDiffScalar& other)
+      : m_value(other.value()), m_derivatives(other.derivatives())
+    {}
+
+    template<typename OtherDerType>
+    inline AutoDiffScalar& operator=(const AutoDiffScalar<OtherDerType>& other)
+    {
+      m_value = other.value();
+      m_derivatives = other.derivatives();
+      return *this;
+    }
+
+    inline AutoDiffScalar& operator=(const AutoDiffScalar& other)
+    {
+      m_value = other.value();
+      m_derivatives = other.derivatives();
+      return *this;
+    }
+
+//     inline operator const Scalar& () const { return m_value; }
+//     inline operator Scalar& () { return m_value; }
+
+    inline const Scalar& value() const { return m_value; }
+    inline Scalar& value() { return m_value; }
+
+    inline const DerType& derivatives() const { return m_derivatives; }
+    inline DerType& derivatives() { return m_derivatives; }
+
+    inline bool operator< (const Scalar& other) const  { return m_value <  other; }
+    inline bool operator<=(const Scalar& other) const  { return m_value <= other; }
+    inline bool operator> (const Scalar& other) const  { return m_value >  other; }
+    inline bool operator>=(const Scalar& other) const  { return m_value >= other; }
+    inline bool operator==(const Scalar& other) const  { return m_value == other; }
+    inline bool operator!=(const Scalar& other) const  { return m_value != other; }
+
+    friend inline bool operator< (const Scalar& a, const AutoDiffScalar& b) { return a <  b.value(); }
+    friend inline bool operator<=(const Scalar& a, const AutoDiffScalar& b) { return a <= b.value(); }
+    friend inline bool operator> (const Scalar& a, const AutoDiffScalar& b) { return a >  b.value(); }
+    friend inline bool operator>=(const Scalar& a, const AutoDiffScalar& b) { return a >= b.value(); }
+    friend inline bool operator==(const Scalar& a, const AutoDiffScalar& b) { return a == b.value(); }
+    friend inline bool operator!=(const Scalar& a, const AutoDiffScalar& b) { return a != b.value(); }
+
+    template<typename OtherDerType> inline bool operator< (const AutoDiffScalar<OtherDerType>& b) const  { return m_value <  b.value(); }
+    template<typename OtherDerType> inline bool operator<=(const AutoDiffScalar<OtherDerType>& b) const  { return m_value <= b.value(); }
+    template<typename OtherDerType> inline bool operator> (const AutoDiffScalar<OtherDerType>& b) const  { return m_value >  b.value(); }
+    template<typename OtherDerType> inline bool operator>=(const AutoDiffScalar<OtherDerType>& b) const  { return m_value >= b.value(); }
+    template<typename OtherDerType> inline bool operator==(const AutoDiffScalar<OtherDerType>& b) const  { return m_value == b.value(); }
+    template<typename OtherDerType> inline bool operator!=(const AutoDiffScalar<OtherDerType>& b) const  { return m_value != b.value(); }
+
+    inline const AutoDiffScalar<DerType&> operator+(const Scalar& other) const
+    {
+      return AutoDiffScalar<DerType&>(m_value + other, m_derivatives);
+    }
+
+    friend inline const AutoDiffScalar<DerType&> operator+(const Scalar& a, const AutoDiffScalar& b)
+    {
+      return AutoDiffScalar<DerType&>(a + b.value(), b.derivatives());
+    }
+
+//     inline const AutoDiffScalar<DerType&> operator+(const Real& other) const
+//     {
+//       return AutoDiffScalar<DerType&>(m_value + other, m_derivatives);
+//     }
+
+//     friend inline const AutoDiffScalar<DerType&> operator+(const Real& a, const AutoDiffScalar& b)
+//     {
+//       return AutoDiffScalar<DerType&>(a + b.value(), b.derivatives());
+//     }
+
+    inline AutoDiffScalar& operator+=(const Scalar& other)
+    {
+      value() += other;
+      return *this;
+    }
+
+    template<typename OtherDerType>
+    inline const AutoDiffScalar<CwiseBinaryOp<internal::scalar_sum_op<Scalar>,const DerType,const typename internal::remove_all<OtherDerType>::type> >
+    operator+(const AutoDiffScalar<OtherDerType>& other) const
+    {
+      internal::make_coherent(m_derivatives, other.derivatives());
+      return AutoDiffScalar<CwiseBinaryOp<internal::scalar_sum_op<Scalar>,const DerType,const typename internal::remove_all<OtherDerType>::type> >(
+        m_value + other.value(),
+        m_derivatives + other.derivatives());
+    }
+
+    template<typename OtherDerType>
+    inline AutoDiffScalar&
+    operator+=(const AutoDiffScalar<OtherDerType>& other)
+    {
+      (*this) = (*this) + other;
+      return *this;
+    }
+
+    inline const AutoDiffScalar<DerType&> operator-(const Scalar& b) const
+    {
+      return AutoDiffScalar<DerType&>(m_value - b, m_derivatives);
+    }
+
+    friend inline const AutoDiffScalar<CwiseUnaryOp<internal::scalar_opposite_op<Scalar>, const DerType> >
+    operator-(const Scalar& a, const AutoDiffScalar& b)
+    {
+      return AutoDiffScalar<CwiseUnaryOp<internal::scalar_opposite_op<Scalar>, const DerType> >
+            (a - b.value(), -b.derivatives());
+    }
+
+    inline AutoDiffScalar& operator-=(const Scalar& other)
+    {
+      value() -= other;
+      return *this;
+    }
+
+    template<typename OtherDerType>
+    inline const AutoDiffScalar<CwiseBinaryOp<internal::scalar_difference_op<Scalar>, const DerType,const typename internal::remove_all<OtherDerType>::type> >
+    operator-(const AutoDiffScalar<OtherDerType>& other) const
+    {
+      internal::make_coherent(m_derivatives, other.derivatives());
+      return AutoDiffScalar<CwiseBinaryOp<internal::scalar_difference_op<Scalar>, const DerType,const typename internal::remove_all<OtherDerType>::type> >(
+        m_value - other.value(),
+        m_derivatives - other.derivatives());
+    }
+
+    template<typename OtherDerType>
+    inline AutoDiffScalar&
+    operator-=(const AutoDiffScalar<OtherDerType>& other)
+    {
+      *this = *this - other;
+      return *this;
+    }
+
+    inline const AutoDiffScalar<CwiseUnaryOp<internal::scalar_opposite_op<Scalar>, const DerType> >
+    operator-() const
+    {
+      return AutoDiffScalar<CwiseUnaryOp<internal::scalar_opposite_op<Scalar>, const DerType> >(
+        -m_value,
+        -m_derivatives);
+    }
+
+    inline const AutoDiffScalar<CwiseUnaryOp<internal::scalar_multiple_op<Scalar>, const DerType> >
+    operator*(const Scalar& other) const
+    {
+      return AutoDiffScalar<CwiseUnaryOp<internal::scalar_multiple_op<Scalar>, const DerType> >(
+        m_value * other,
+        (m_derivatives * other));
+    }
+
+    friend inline const AutoDiffScalar<CwiseUnaryOp<internal::scalar_multiple_op<Scalar>, const DerType> >
+    operator*(const Scalar& other, const AutoDiffScalar& a)
+    {
+      return AutoDiffScalar<CwiseUnaryOp<internal::scalar_multiple_op<Scalar>, const DerType> >(
+        a.value() * other,
+        a.derivatives() * other);
+    }
+
+//     inline const AutoDiffScalar<typename CwiseUnaryOp<internal::scalar_multiple_op<Real>, DerType>::Type >
+//     operator*(const Real& other) const
+//     {
+//       return AutoDiffScalar<typename CwiseUnaryOp<internal::scalar_multiple_op<Real>, DerType>::Type >(
+//         m_value * other,
+//         (m_derivatives * other));
+//     }
+//
+//     friend inline const AutoDiffScalar<typename CwiseUnaryOp<internal::scalar_multiple_op<Real>, DerType>::Type >
+//     operator*(const Real& other, const AutoDiffScalar& a)
+//     {
+//       return AutoDiffScalar<typename CwiseUnaryOp<internal::scalar_multiple_op<Real>, DerType>::Type >(
+//         a.value() * other,
+//         a.derivatives() * other);
+//     }
+
+    inline const AutoDiffScalar<CwiseUnaryOp<internal::scalar_multiple_op<Scalar>, const DerType> >
+    operator/(const Scalar& other) const
+    {
+      return AutoDiffScalar<CwiseUnaryOp<internal::scalar_multiple_op<Scalar>, const DerType> >(
+        m_value / other,
+        (m_derivatives * (Scalar(1)/other)));
+    }
+
+    friend inline const AutoDiffScalar<CwiseUnaryOp<internal::scalar_multiple_op<Scalar>, const DerType> >
+    operator/(const Scalar& other, const AutoDiffScalar& a)
+    {
+      return AutoDiffScalar<CwiseUnaryOp<internal::scalar_multiple_op<Scalar>, const DerType> >(
+        other / a.value(),
+        a.derivatives() * (Scalar(-other) / (a.value()*a.value())));
+    }
+
+//     inline const AutoDiffScalar<typename CwiseUnaryOp<internal::scalar_multiple_op<Real>, DerType>::Type >
+//     operator/(const Real& other) const
+//     {
+//       return AutoDiffScalar<typename CwiseUnaryOp<internal::scalar_multiple_op<Real>, DerType>::Type >(
+//         m_value / other,
+//         (m_derivatives * (Real(1)/other)));
+//     }
+//
+//     friend inline const AutoDiffScalar<typename CwiseUnaryOp<internal::scalar_multiple_op<Real>, DerType>::Type >
+//     operator/(const Real& other, const AutoDiffScalar& a)
+//     {
+//       return AutoDiffScalar<typename CwiseUnaryOp<internal::scalar_multiple_op<Real>, DerType>::Type >(
+//         other / a.value(),
+//         a.derivatives() * (-Real(1)/other));
+//     }
+
+    template<typename OtherDerType>
+    inline const AutoDiffScalar<CwiseUnaryOp<internal::scalar_multiple_op<Scalar>,
+        const CwiseBinaryOp<internal::scalar_difference_op<Scalar>,
+          const CwiseUnaryOp<internal::scalar_multiple_op<Scalar>, const DerType>,
+          const CwiseUnaryOp<internal::scalar_multiple_op<Scalar>, const typename internal::remove_all<OtherDerType>::type > > > >
+    operator/(const AutoDiffScalar<OtherDerType>& other) const
+    {
+      internal::make_coherent(m_derivatives, other.derivatives());
+      return AutoDiffScalar<CwiseUnaryOp<internal::scalar_multiple_op<Scalar>,
+        const CwiseBinaryOp<internal::scalar_difference_op<Scalar>,
+          const CwiseUnaryOp<internal::scalar_multiple_op<Scalar>, const DerType>,
+          const CwiseUnaryOp<internal::scalar_multiple_op<Scalar>, const typename internal::remove_all<OtherDerType>::type > > > >(
+        m_value / other.value(),
+          ((m_derivatives * other.value()) - (m_value * other.derivatives()))
+        * (Scalar(1)/(other.value()*other.value())));
+    }
+
+    template<typename OtherDerType>
+    inline const AutoDiffScalar<CwiseBinaryOp<internal::scalar_sum_op<Scalar>,
+        const CwiseUnaryOp<internal::scalar_multiple_op<Scalar>, const DerType>,
+        const CwiseUnaryOp<internal::scalar_multiple_op<Scalar>, const typename internal::remove_all<OtherDerType>::type> > >
+    operator*(const AutoDiffScalar<OtherDerType>& other) const
+    {
+      internal::make_coherent(m_derivatives, other.derivatives());
+      return AutoDiffScalar<const CwiseBinaryOp<internal::scalar_sum_op<Scalar>,
+        const CwiseUnaryOp<internal::scalar_multiple_op<Scalar>, const DerType>,
+        const CwiseUnaryOp<internal::scalar_multiple_op<Scalar>, const typename internal::remove_all<OtherDerType>::type > > >(
+        m_value * other.value(),
+        (m_derivatives * other.value()) + (m_value * other.derivatives()));
+    }
+
+    inline AutoDiffScalar& operator*=(const Scalar& other)
+    {
+      *this = *this * other;
+      return *this;
+    }
+
+    template<typename OtherDerType>
+    inline AutoDiffScalar& operator*=(const AutoDiffScalar<OtherDerType>& other)
+    {
+      *this = *this * other;
+      return *this;
+    }
+
+    inline AutoDiffScalar& operator/=(const Scalar& other)
+    {
+      *this = *this / other;
+      return *this;
+    }
+
+    template<typename OtherDerType>
+    inline AutoDiffScalar& operator/=(const AutoDiffScalar<OtherDerType>& other)
+    {
+      *this = *this / other;
+      return *this;
+    }
+
+  protected:
+    Scalar m_value;
+    DerType m_derivatives;
+
+};
+
+namespace internal {
+
+template<typename _DerType>
+struct auto_diff_special_op<_DerType, true>
+//   : auto_diff_scalar_op<_DerType, typename NumTraits<Scalar>::Real,
+//                            is_same<Scalar,typename NumTraits<Scalar>::Real>::value>
+{
+  typedef typename remove_all<_DerType>::type DerType;
+  typedef typename traits<DerType>::Scalar Scalar;
+  typedef typename NumTraits<Scalar>::Real Real;
+
+//   typedef auto_diff_scalar_op<_DerType, typename NumTraits<Scalar>::Real,
+//                            is_same<Scalar,typename NumTraits<Scalar>::Real>::value> Base;
+
+//   using Base::operator+;
+//   using Base::operator+=;
+//   using Base::operator-;
+//   using Base::operator-=;
+//   using Base::operator*;
+//   using Base::operator*=;
+
+  const AutoDiffScalar<_DerType>& derived() const { return *static_cast<const AutoDiffScalar<_DerType>*>(this); }
+  AutoDiffScalar<_DerType>& derived() { return *static_cast<AutoDiffScalar<_DerType>*>(this); }
+
+
+  inline const AutoDiffScalar<DerType&> operator+(const Real& other) const
+  {
+    return AutoDiffScalar<DerType&>(derived().value() + other, derived().derivatives());
+  }
+
+  friend inline const AutoDiffScalar<DerType&> operator+(const Real& a, const AutoDiffScalar<_DerType>& b)
+  {
+    return AutoDiffScalar<DerType&>(a + b.value(), b.derivatives());
+  }
+
+  inline AutoDiffScalar<_DerType>& operator+=(const Real& other)
+  {
+    derived().value() += other;
+    return derived();
+  }
+
+
+  inline const AutoDiffScalar<typename CwiseUnaryOp<scalar_multiple2_op<Scalar,Real>, DerType>::Type >
+  operator*(const Real& other) const
+  {
+    return AutoDiffScalar<typename CwiseUnaryOp<scalar_multiple2_op<Scalar,Real>, DerType>::Type >(
+      derived().value() * other,
+      derived().derivatives() * other);
+  }
+
+  friend inline const AutoDiffScalar<typename CwiseUnaryOp<scalar_multiple2_op<Scalar,Real>, DerType>::Type >
+  operator*(const Real& other, const AutoDiffScalar<_DerType>& a)
+  {
+    return AutoDiffScalar<typename CwiseUnaryOp<scalar_multiple2_op<Scalar,Real>, DerType>::Type >(
+      a.value() * other,
+      a.derivatives() * other);
+  }
+
+  inline AutoDiffScalar<_DerType>& operator*=(const Scalar& other)
+  {
+    *this = *this * other;
+    return derived();
+  }
+};
+
+template<typename _DerType>
+struct auto_diff_special_op<_DerType, false>
+{
+  void operator*() const;
+  void operator-() const;
+  void operator+() const;
+};
+
+template<typename A_Scalar, int A_Rows, int A_Cols, int A_Options, int A_MaxRows, int A_MaxCols, typename B>
+struct make_coherent_impl<Matrix<A_Scalar, A_Rows, A_Cols, A_Options, A_MaxRows, A_MaxCols>, B> {
+  typedef Matrix<A_Scalar, A_Rows, A_Cols, A_Options, A_MaxRows, A_MaxCols> A;
+  static void run(A& a, B& b) {
+    if((A_Rows==Dynamic || A_Cols==Dynamic) && (a.size()==0))
+    {
+      a.resize(b.size());
+      a.setZero();
+    }
+  }
+};
+
+template<typename A, typename B_Scalar, int B_Rows, int B_Cols, int B_Options, int B_MaxRows, int B_MaxCols>
+struct make_coherent_impl<A, Matrix<B_Scalar, B_Rows, B_Cols, B_Options, B_MaxRows, B_MaxCols> > {
+  typedef Matrix<B_Scalar, B_Rows, B_Cols, B_Options, B_MaxRows, B_MaxCols> B;
+  static void run(A& a, B& b) {
+    if((B_Rows==Dynamic || B_Cols==Dynamic) && (b.size()==0))
+    {
+      b.resize(a.size());
+      b.setZero();
+    }
+  }
+};
+
+template<typename A_Scalar, int A_Rows, int A_Cols, int A_Options, int A_MaxRows, int A_MaxCols,
+         typename B_Scalar, int B_Rows, int B_Cols, int B_Options, int B_MaxRows, int B_MaxCols>
+struct make_coherent_impl<Matrix<A_Scalar, A_Rows, A_Cols, A_Options, A_MaxRows, A_MaxCols>,
+                             Matrix<B_Scalar, B_Rows, B_Cols, B_Options, B_MaxRows, B_MaxCols> > {
+  typedef Matrix<A_Scalar, A_Rows, A_Cols, A_Options, A_MaxRows, A_MaxCols> A;
+  typedef Matrix<B_Scalar, B_Rows, B_Cols, B_Options, B_MaxRows, B_MaxCols> B;
+  static void run(A& a, B& b) {
+    if((A_Rows==Dynamic || A_Cols==Dynamic) && (a.size()==0))
+    {
+      a.resize(b.size());
+      a.setZero();
+    }
+    else if((B_Rows==Dynamic || B_Cols==Dynamic) && (b.size()==0))
+    {
+      b.resize(a.size());
+      b.setZero();
+    }
+  }
+};
+
+template<typename A_Scalar, int A_Rows, int A_Cols, int A_Options, int A_MaxRows, int A_MaxCols>
+struct scalar_product_traits<Matrix<A_Scalar, A_Rows, A_Cols, A_Options, A_MaxRows, A_MaxCols>,A_Scalar>
+{
+  enum { Defined = 1 };
+  typedef Matrix<A_Scalar, A_Rows, A_Cols, A_Options, A_MaxRows, A_MaxCols> ReturnType;
+};
+
+template<typename A_Scalar, int A_Rows, int A_Cols, int A_Options, int A_MaxRows, int A_MaxCols>
+struct scalar_product_traits<A_Scalar, Matrix<A_Scalar, A_Rows, A_Cols, A_Options, A_MaxRows, A_MaxCols> >
+{
+  enum { Defined = 1 };
+  typedef Matrix<A_Scalar, A_Rows, A_Cols, A_Options, A_MaxRows, A_MaxCols> ReturnType;
+};
+
+template<typename DerType>
+struct scalar_product_traits<AutoDiffScalar<DerType>,typename DerType::Scalar>
+{
+  enum { Defined = 1 };
+  typedef AutoDiffScalar<DerType> ReturnType;
+};
+
+template<typename DerType>
+struct scalar_product_traits<typename DerType::Scalar,AutoDiffScalar<DerType> >
+{
+  enum { Defined = 1 };
+  typedef AutoDiffScalar<DerType> ReturnType;
+};
+
+} // end namespace internal
+
+#define EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(FUNC,CODE) \
+  template<typename DerType> \
+  inline const Eigen::AutoDiffScalar<Eigen::CwiseUnaryOp<Eigen::internal::scalar_multiple_op<typename Eigen::internal::traits<typename Eigen::internal::remove_all<DerType>::type>::Scalar>, const typename Eigen::internal::remove_all<DerType>::type> > \
+  FUNC(const Eigen::AutoDiffScalar<DerType>& x) { \
+    using namespace Eigen; \
+    typedef typename Eigen::internal::traits<typename Eigen::internal::remove_all<DerType>::type>::Scalar Scalar; \
+    typedef AutoDiffScalar<CwiseUnaryOp<Eigen::internal::scalar_multiple_op<Scalar>, const typename Eigen::internal::remove_all<DerType>::type> > ReturnType; \
+    CODE; \
+  }
+
+template<typename DerType>
+inline const AutoDiffScalar<DerType>& conj(const AutoDiffScalar<DerType>& x)  { return x; }
+template<typename DerType>
+inline const AutoDiffScalar<DerType>& real(const AutoDiffScalar<DerType>& x)  { return x; }
+template<typename DerType>
+inline typename DerType::Scalar imag(const AutoDiffScalar<DerType>&)    { return 0.; }
+template<typename DerType, typename T>
+inline AutoDiffScalar<DerType> (min)(const AutoDiffScalar<DerType>& x, const T& y)    { return (x <= y ? x : y); }
+template<typename DerType, typename T>
+inline AutoDiffScalar<DerType> (max)(const AutoDiffScalar<DerType>& x, const T& y)    { return (x >= y ? x : y); }
+template<typename DerType, typename T>
+inline AutoDiffScalar<DerType> (min)(const T& x, const AutoDiffScalar<DerType>& y)    { return (x < y ? x : y); }
+template<typename DerType, typename T>
+inline AutoDiffScalar<DerType> (max)(const T& x, const AutoDiffScalar<DerType>& y)    { return (x > y ? x : y); }
+
+EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(abs,
+  using std::abs;
+  return ReturnType(abs(x.value()), x.derivatives() * (x.value()<0 ? -1 : 1) );)
+
+EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(abs2,
+  using numext::abs2;
+  return ReturnType(abs2(x.value()), x.derivatives() * (Scalar(2)*x.value()));)
+
+EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(sqrt,
+  using std::sqrt;
+  Scalar sqrtx = sqrt(x.value());
+  return ReturnType(sqrtx,x.derivatives() * (Scalar(0.5) / sqrtx));)
+
+EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(cos,
+  using std::cos;
+  using std::sin;
+  return ReturnType(cos(x.value()), x.derivatives() * (-sin(x.value())));)
+
+EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(sin,
+  using std::sin;
+  using std::cos;
+  return ReturnType(sin(x.value()),x.derivatives() * cos(x.value()));)
+
+EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(exp,
+  using std::exp;
+  Scalar expx = exp(x.value());
+  return ReturnType(expx,x.derivatives() * expx);)
+
+EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(log,
+  using std::log;
+  return ReturnType(log(x.value()),x.derivatives() * (Scalar(1)/x.value()));)
+
+template<typename DerType>
+inline const Eigen::AutoDiffScalar<Eigen::CwiseUnaryOp<Eigen::internal::scalar_multiple_op<typename Eigen::internal::traits<DerType>::Scalar>, const DerType> >
+pow(const Eigen::AutoDiffScalar<DerType>& x, typename Eigen::internal::traits<DerType>::Scalar y)
+{
+  using namespace Eigen;
+  typedef typename Eigen::internal::traits<DerType>::Scalar Scalar;
+  return AutoDiffScalar<CwiseUnaryOp<Eigen::internal::scalar_multiple_op<Scalar>, const DerType> >(
+    std::pow(x.value(),y),
+    x.derivatives() * (y * std::pow(x.value(),y-1)));
+}
+
+
+template<typename DerTypeA,typename DerTypeB>
+inline const AutoDiffScalar<Matrix<typename internal::traits<DerTypeA>::Scalar,Dynamic,1> >
+atan2(const AutoDiffScalar<DerTypeA>& a, const AutoDiffScalar<DerTypeB>& b)
+{
+  using std::atan2;
+  using std::max;
+  typedef typename internal::traits<DerTypeA>::Scalar Scalar;
+  typedef AutoDiffScalar<Matrix<Scalar,Dynamic,1> > PlainADS;
+  PlainADS ret;
+  ret.value() = atan2(a.value(), b.value());
+  
+  Scalar tmp2 = a.value() * a.value();
+  Scalar tmp3 = b.value() * b.value();
+  Scalar tmp4 = tmp3/(tmp2+tmp3);
+  
+  if (tmp4!=0)
+    ret.derivatives() = (a.derivatives() * b.value() - a.value() * b.derivatives()) * (tmp2+tmp3);
+
+  return ret;
+}
+
+EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(tan,
+  using std::tan;
+  using std::cos;
+  return ReturnType(tan(x.value()),x.derivatives() * (Scalar(1)/numext::abs2(cos(x.value()))));)
+
+EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(asin,
+  using std::sqrt;
+  using std::asin;
+  return ReturnType(asin(x.value()),x.derivatives() * (Scalar(1)/sqrt(1-numext::abs2(x.value()))));)
+  
+EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY(acos,
+  using std::sqrt;
+  using std::acos;
+  return ReturnType(acos(x.value()),x.derivatives() * (Scalar(-1)/sqrt(1-numext::abs2(x.value()))));)
+
+#undef EIGEN_AUTODIFF_DECLARE_GLOBAL_UNARY
+
+template<typename DerType> struct NumTraits<AutoDiffScalar<DerType> >
+  : NumTraits< typename NumTraits<typename DerType::Scalar>::Real >
+{
+  typedef AutoDiffScalar<Matrix<typename NumTraits<typename DerType::Scalar>::Real,DerType::RowsAtCompileTime,DerType::ColsAtCompileTime> > Real;
+  typedef AutoDiffScalar<DerType> NonInteger;
+  typedef AutoDiffScalar<DerType> Nested;
+  enum{
+    RequireInitialization = 1
+  };
+};
+
+}
+
+#endif // EIGEN_AUTODIFF_SCALAR_H

extern/Eigen3/unsupported/Eigen/src/AutoDiff/AutoDiffVector.h

@@ -0,0 +1,220 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_AUTODIFF_VECTOR_H
+#define EIGEN_AUTODIFF_VECTOR_H
+
+namespace Eigen {
+
+/* \class AutoDiffScalar
+  * \brief A scalar type replacement with automatic differentation capability
+  *
+  * \param DerType the vector type used to store/represent the derivatives (e.g. Vector3f)
+  *
+  * This class represents a scalar value while tracking its respective derivatives.
+  *
+  * It supports the following list of global math function:
+  *  - std::abs, std::sqrt, std::pow, std::exp, std::log, std::sin, std::cos,
+  *  - internal::abs, internal::sqrt, numext::pow, internal::exp, internal::log, internal::sin, internal::cos,
+  *  - internal::conj, internal::real, internal::imag, numext::abs2.
+  *
+  * AutoDiffScalar can be used as the scalar type of an Eigen::Matrix object. However,
+  * in that case, the expression template mechanism only occurs at the top Matrix level,
+  * while derivatives are computed right away.
+  *
+  */
+template<typename ValueType, typename JacobianType>
+class AutoDiffVector
+{
+  public:
+    //typedef typename internal::traits<ValueType>::Scalar Scalar;
+    typedef typename internal::traits<ValueType>::Scalar BaseScalar;
+    typedef AutoDiffScalar<Matrix<BaseScalar,JacobianType::RowsAtCompileTime,1> > ActiveScalar;
+    typedef ActiveScalar Scalar;
+    typedef AutoDiffScalar<typename JacobianType::ColXpr> CoeffType;
+    typedef typename JacobianType::Index Index;
+
+    inline AutoDiffVector() {}
+
+    inline AutoDiffVector(const ValueType& values)
+      : m_values(values)
+    {
+      m_jacobian.setZero();
+    }
+
+
+    CoeffType operator[] (Index i) { return CoeffType(m_values[i], m_jacobian.col(i)); }
+    const CoeffType operator[] (Index i) const { return CoeffType(m_values[i], m_jacobian.col(i)); }
+
+    CoeffType operator() (Index i) { return CoeffType(m_values[i], m_jacobian.col(i)); }
+    const CoeffType operator() (Index i) const { return CoeffType(m_values[i], m_jacobian.col(i)); }
+
+    CoeffType coeffRef(Index i) { return CoeffType(m_values[i], m_jacobian.col(i)); }
+    const CoeffType coeffRef(Index i) const { return CoeffType(m_values[i], m_jacobian.col(i)); }
+
+    Index size() const { return m_values.size(); }
+
+    // FIXME here we could return an expression of the sum
+    Scalar sum() const { /*std::cerr << "sum \n\n";*/ /*std::cerr << m_jacobian.rowwise().sum() << "\n\n";*/ return Scalar(m_values.sum(), m_jacobian.rowwise().sum()); }
+
+
+    inline AutoDiffVector(const ValueType& values, const JacobianType& jac)
+      : m_values(values), m_jacobian(jac)
+    {}
+
+    template<typename OtherValueType, typename OtherJacobianType>
+    inline AutoDiffVector(const AutoDiffVector<OtherValueType, OtherJacobianType>& other)
+      : m_values(other.values()), m_jacobian(other.jacobian())
+    {}
+
+    inline AutoDiffVector(const AutoDiffVector& other)
+      : m_values(other.values()), m_jacobian(other.jacobian())
+    {}
+
+    template<typename OtherValueType, typename OtherJacobianType>
+    inline AutoDiffVector& operator=(const AutoDiffVector<OtherValueType, OtherJacobianType>& other)
+    {
+      m_values = other.values();
+      m_jacobian = other.jacobian();
+      return *this;
+    }
+
+    inline AutoDiffVector& operator=(const AutoDiffVector& other)
+    {
+      m_values = other.values();
+      m_jacobian = other.jacobian();
+      return *this;
+    }
+
+    inline const ValueType& values() const { return m_values; }
+    inline ValueType& values() { return m_values; }
+
+    inline const JacobianType& jacobian() const { return m_jacobian; }
+    inline JacobianType& jacobian() { return m_jacobian; }
+
+    template<typename OtherValueType,typename OtherJacobianType>
+    inline const AutoDiffVector<
+      typename MakeCwiseBinaryOp<internal::scalar_sum_op<BaseScalar>,ValueType,OtherValueType>::Type,
+      typename MakeCwiseBinaryOp<internal::scalar_sum_op<BaseScalar>,JacobianType,OtherJacobianType>::Type >
+    operator+(const AutoDiffVector<OtherValueType,OtherJacobianType>& other) const
+    {
+      return AutoDiffVector<
+      typename MakeCwiseBinaryOp<internal::scalar_sum_op<BaseScalar>,ValueType,OtherValueType>::Type,
+      typename MakeCwiseBinaryOp<internal::scalar_sum_op<BaseScalar>,JacobianType,OtherJacobianType>::Type >(
+        m_values + other.values(),
+        m_jacobian + other.jacobian());
+    }
+
+    template<typename OtherValueType, typename OtherJacobianType>
+    inline AutoDiffVector&
+    operator+=(const AutoDiffVector<OtherValueType,OtherJacobianType>& other)
+    {
+      m_values += other.values();
+      m_jacobian += other.jacobian();
+      return *this;
+    }
+
+    template<typename OtherValueType,typename OtherJacobianType>
+    inline const AutoDiffVector<
+      typename MakeCwiseBinaryOp<internal::scalar_difference_op<Scalar>,ValueType,OtherValueType>::Type,
+      typename MakeCwiseBinaryOp<internal::scalar_difference_op<Scalar>,JacobianType,OtherJacobianType>::Type >
+    operator-(const AutoDiffVector<OtherValueType,OtherJacobianType>& other) const
+    {
+      return AutoDiffVector<
+        typename MakeCwiseBinaryOp<internal::scalar_difference_op<Scalar>,ValueType,OtherValueType>::Type,
+        typename MakeCwiseBinaryOp<internal::scalar_difference_op<Scalar>,JacobianType,OtherJacobianType>::Type >(
+          m_values - other.values(),
+          m_jacobian - other.jacobian());
+    }
+
+    template<typename OtherValueType, typename OtherJacobianType>
+    inline AutoDiffVector&
+    operator-=(const AutoDiffVector<OtherValueType,OtherJacobianType>& other)
+    {
+      m_values -= other.values();
+      m_jacobian -= other.jacobian();
+      return *this;
+    }
+
+    inline const AutoDiffVector<
+      typename MakeCwiseUnaryOp<internal::scalar_opposite_op<Scalar>, ValueType>::Type,
+      typename MakeCwiseUnaryOp<internal::scalar_opposite_op<Scalar>, JacobianType>::Type >
+    operator-() const
+    {
+      return AutoDiffVector<
+        typename MakeCwiseUnaryOp<internal::scalar_opposite_op<Scalar>, ValueType>::Type,
+        typename MakeCwiseUnaryOp<internal::scalar_opposite_op<Scalar>, JacobianType>::Type >(
+          -m_values,
+          -m_jacobian);
+    }
+
+    inline const AutoDiffVector<
+      typename MakeCwiseUnaryOp<internal::scalar_multiple_op<Scalar>, ValueType>::Type,
+      typename MakeCwiseUnaryOp<internal::scalar_multiple_op<Scalar>, JacobianType>::Type>
+    operator*(const BaseScalar& other) const
+    {
+      return AutoDiffVector<
+        typename MakeCwiseUnaryOp<internal::scalar_multiple_op<Scalar>, ValueType>::Type,
+        typename MakeCwiseUnaryOp<internal::scalar_multiple_op<Scalar>, JacobianType>::Type >(
+          m_values * other,
+          m_jacobian * other);
+    }
+
+    friend inline const AutoDiffVector<
+      typename MakeCwiseUnaryOp<internal::scalar_multiple_op<Scalar>, ValueType>::Type,
+      typename MakeCwiseUnaryOp<internal::scalar_multiple_op<Scalar>, JacobianType>::Type >
+    operator*(const Scalar& other, const AutoDiffVector& v)
+    {
+      return AutoDiffVector<
+        typename MakeCwiseUnaryOp<internal::scalar_multiple_op<Scalar>, ValueType>::Type,
+        typename MakeCwiseUnaryOp<internal::scalar_multiple_op<Scalar>, JacobianType>::Type >(
+          v.values() * other,
+          v.jacobian() * other);
+    }
+
+//     template<typename OtherValueType,typename OtherJacobianType>
+//     inline const AutoDiffVector<
+//       CwiseBinaryOp<internal::scalar_multiple_op<Scalar>, ValueType, OtherValueType>
+//       CwiseBinaryOp<internal::scalar_sum_op<Scalar>,
+//         CwiseUnaryOp<internal::scalar_multiple_op<Scalar>, JacobianType>,
+//         CwiseUnaryOp<internal::scalar_multiple_op<Scalar>, OtherJacobianType> > >
+//     operator*(const AutoDiffVector<OtherValueType,OtherJacobianType>& other) const
+//     {
+//       return AutoDiffVector<
+//         CwiseBinaryOp<internal::scalar_multiple_op<Scalar>, ValueType, OtherValueType>
+//         CwiseBinaryOp<internal::scalar_sum_op<Scalar>,
+//           CwiseUnaryOp<internal::scalar_multiple_op<Scalar>, JacobianType>,
+//           CwiseUnaryOp<internal::scalar_multiple_op<Scalar>, OtherJacobianType> > >(
+//             m_values.cwise() * other.values(),
+//             (m_jacobian * other.values()) + (m_values * other.jacobian()));
+//     }
+
+    inline AutoDiffVector& operator*=(const Scalar& other)
+    {
+      m_values *= other;
+      m_jacobian *= other;
+      return *this;
+    }
+
+    template<typename OtherValueType,typename OtherJacobianType>
+    inline AutoDiffVector& operator*=(const AutoDiffVector<OtherValueType,OtherJacobianType>& other)
+    {
+      *this = *this * other;
+      return *this;
+    }
+
+  protected:
+    ValueType m_values;
+    JacobianType m_jacobian;
+
+};
+
+}
+
+#endif // EIGEN_AUTODIFF_VECTOR_H

extern/Eigen3/unsupported/Eigen/src/AutoDiff/CMakeLists.txt

@@ -0,0 +1,6 @@
+FILE(GLOB Eigen_AutoDiff_SRCS "*.h")
+
+INSTALL(FILES
+  ${Eigen_AutoDiff_SRCS}
+  DESTINATION ${INCLUDE_INSTALL_DIR}/unsupported/Eigen/src/AutoDiff COMPONENT Devel
+  )

extern/Eigen3/unsupported/Eigen/src/BVH/BVAlgorithms.h

@@ -0,0 +1,293 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Ilya Baran <ibaran@mit.edu>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_BVALGORITHMS_H
+#define EIGEN_BVALGORITHMS_H
+
+namespace Eigen { 
+
+namespace internal {
+
+#ifndef EIGEN_PARSED_BY_DOXYGEN
+template<typename BVH, typename Intersector>
+bool intersect_helper(const BVH &tree, Intersector &intersector, typename BVH::Index root)
+{
+  typedef typename BVH::Index Index;
+  typedef typename BVH::VolumeIterator VolIter;
+  typedef typename BVH::ObjectIterator ObjIter;
+
+  VolIter vBegin = VolIter(), vEnd = VolIter();
+  ObjIter oBegin = ObjIter(), oEnd = ObjIter();
+
+  std::vector<Index> todo(1, root);
+
+  while(!todo.empty()) {
+    tree.getChildren(todo.back(), vBegin, vEnd, oBegin, oEnd);
+    todo.pop_back();
+
+    for(; vBegin != vEnd; ++vBegin) //go through child volumes
+      if(intersector.intersectVolume(tree.getVolume(*vBegin)))
+        todo.push_back(*vBegin);
+
+    for(; oBegin != oEnd; ++oBegin) //go through child objects
+      if(intersector.intersectObject(*oBegin))
+        return true; //intersector said to stop query
+  }
+  return false;
+}
+#endif //not EIGEN_PARSED_BY_DOXYGEN
+
+template<typename Volume1, typename Object1, typename Object2, typename Intersector>
+struct intersector_helper1
+{
+  intersector_helper1(const Object2 &inStored, Intersector &in) : stored(inStored), intersector(in) {}
+  bool intersectVolume(const Volume1 &vol) { return intersector.intersectVolumeObject(vol, stored); }
+  bool intersectObject(const Object1 &obj) { return intersector.intersectObjectObject(obj, stored); }
+  Object2 stored;
+  Intersector &intersector;
+private:
+  intersector_helper1& operator=(const intersector_helper1&);
+};
+
+template<typename Volume2, typename Object2, typename Object1, typename Intersector>
+struct intersector_helper2
+{
+  intersector_helper2(const Object1 &inStored, Intersector &in) : stored(inStored), intersector(in) {}
+  bool intersectVolume(const Volume2 &vol) { return intersector.intersectObjectVolume(stored, vol); }
+  bool intersectObject(const Object2 &obj) { return intersector.intersectObjectObject(stored, obj); }
+  Object1 stored;
+  Intersector &intersector;
+private:
+  intersector_helper2& operator=(const intersector_helper2&);
+};
+
+} // end namespace internal
+
+/**  Given a BVH, runs the query encapsulated by \a intersector.
+  *  The Intersector type must provide the following members: \code
+     bool intersectVolume(const BVH::Volume &volume) //returns true if volume intersects the query
+     bool intersectObject(const BVH::Object &object) //returns true if the search should terminate immediately
+  \endcode
+  */
+template<typename BVH, typename Intersector>
+void BVIntersect(const BVH &tree, Intersector &intersector)
+{
+  internal::intersect_helper(tree, intersector, tree.getRootIndex());
+}
+
+/**  Given two BVH's, runs the query on their Cartesian product encapsulated by \a intersector.
+  *  The Intersector type must provide the following members: \code
+     bool intersectVolumeVolume(const BVH1::Volume &v1, const BVH2::Volume &v2) //returns true if product of volumes intersects the query
+     bool intersectVolumeObject(const BVH1::Volume &v1, const BVH2::Object &o2) //returns true if the volume-object product intersects the query
+     bool intersectObjectVolume(const BVH1::Object &o1, const BVH2::Volume &v2) //returns true if the volume-object product intersects the query
+     bool intersectObjectObject(const BVH1::Object &o1, const BVH2::Object &o2) //returns true if the search should terminate immediately
+  \endcode
+  */
+template<typename BVH1, typename BVH2, typename Intersector>
+void BVIntersect(const BVH1 &tree1, const BVH2 &tree2, Intersector &intersector) //TODO: tandem descent when it makes sense
+{
+  typedef typename BVH1::Index Index1;
+  typedef typename BVH2::Index Index2;
+  typedef internal::intersector_helper1<typename BVH1::Volume, typename BVH1::Object, typename BVH2::Object, Intersector> Helper1;
+  typedef internal::intersector_helper2<typename BVH2::Volume, typename BVH2::Object, typename BVH1::Object, Intersector> Helper2;
+  typedef typename BVH1::VolumeIterator VolIter1;
+  typedef typename BVH1::ObjectIterator ObjIter1;
+  typedef typename BVH2::VolumeIterator VolIter2;
+  typedef typename BVH2::ObjectIterator ObjIter2;
+
+  VolIter1 vBegin1 = VolIter1(), vEnd1 = VolIter1();
+  ObjIter1 oBegin1 = ObjIter1(), oEnd1 = ObjIter1();
+  VolIter2 vBegin2 = VolIter2(), vEnd2 = VolIter2(), vCur2 = VolIter2();
+  ObjIter2 oBegin2 = ObjIter2(), oEnd2 = ObjIter2(), oCur2 = ObjIter2();
+
+  std::vector<std::pair<Index1, Index2> > todo(1, std::make_pair(tree1.getRootIndex(), tree2.getRootIndex()));
+
+  while(!todo.empty()) {
+    tree1.getChildren(todo.back().first, vBegin1, vEnd1, oBegin1, oEnd1);
+    tree2.getChildren(todo.back().second, vBegin2, vEnd2, oBegin2, oEnd2);
+    todo.pop_back();
+
+    for(; vBegin1 != vEnd1; ++vBegin1) { //go through child volumes of first tree
+      const typename BVH1::Volume &vol1 = tree1.getVolume(*vBegin1);
+      for(vCur2 = vBegin2; vCur2 != vEnd2; ++vCur2) { //go through child volumes of second tree
+        if(intersector.intersectVolumeVolume(vol1, tree2.getVolume(*vCur2)))
+          todo.push_back(std::make_pair(*vBegin1, *vCur2));
+      }
+
+      for(oCur2 = oBegin2; oCur2 != oEnd2; ++oCur2) {//go through child objects of second tree
+        Helper1 helper(*oCur2, intersector);
+        if(internal::intersect_helper(tree1, helper, *vBegin1))
+          return; //intersector said to stop query
+      }
+    }
+
+    for(; oBegin1 != oEnd1; ++oBegin1) { //go through child objects of first tree
+      for(vCur2 = vBegin2; vCur2 != vEnd2; ++vCur2) { //go through child volumes of second tree
+        Helper2 helper(*oBegin1, intersector);
+        if(internal::intersect_helper(tree2, helper, *vCur2))
+          return; //intersector said to stop query
+      }
+
+      for(oCur2 = oBegin2; oCur2 != oEnd2; ++oCur2) {//go through child objects of second tree
+        if(intersector.intersectObjectObject(*oBegin1, *oCur2))
+          return; //intersector said to stop query
+      }
+    }
+  }
+}
+
+namespace internal {
+
+#ifndef EIGEN_PARSED_BY_DOXYGEN
+template<typename BVH, typename Minimizer>
+typename Minimizer::Scalar minimize_helper(const BVH &tree, Minimizer &minimizer, typename BVH::Index root, typename Minimizer::Scalar minimum)
+{
+  typedef typename Minimizer::Scalar Scalar;
+  typedef typename BVH::Index Index;
+  typedef std::pair<Scalar, Index> QueueElement; //first element is priority
+  typedef typename BVH::VolumeIterator VolIter;
+  typedef typename BVH::ObjectIterator ObjIter;
+
+  VolIter vBegin = VolIter(), vEnd = VolIter();
+  ObjIter oBegin = ObjIter(), oEnd = ObjIter();
+  std::priority_queue<QueueElement, std::vector<QueueElement>, std::greater<QueueElement> > todo; //smallest is at the top
+
+  todo.push(std::make_pair(Scalar(), root));
+
+  while(!todo.empty()) {
+    tree.getChildren(todo.top().second, vBegin, vEnd, oBegin, oEnd);
+    todo.pop();
+
+    for(; oBegin != oEnd; ++oBegin) //go through child objects
+      minimum = (std::min)(minimum, minimizer.minimumOnObject(*oBegin));
+
+    for(; vBegin != vEnd; ++vBegin) { //go through child volumes
+      Scalar val = minimizer.minimumOnVolume(tree.getVolume(*vBegin));
+      if(val < minimum)
+        todo.push(std::make_pair(val, *vBegin));
+    }
+  }
+
+  return minimum;
+}
+#endif //not EIGEN_PARSED_BY_DOXYGEN
+
+
+template<typename Volume1, typename Object1, typename Object2, typename Minimizer>
+struct minimizer_helper1
+{
+  typedef typename Minimizer::Scalar Scalar;
+  minimizer_helper1(const Object2 &inStored, Minimizer &m) : stored(inStored), minimizer(m) {}
+  Scalar minimumOnVolume(const Volume1 &vol) { return minimizer.minimumOnVolumeObject(vol, stored); }
+  Scalar minimumOnObject(const Object1 &obj) { return minimizer.minimumOnObjectObject(obj, stored); }
+  Object2 stored;
+  Minimizer &minimizer;
+private:
+  minimizer_helper1& operator=(const minimizer_helper1&);
+};
+
+template<typename Volume2, typename Object2, typename Object1, typename Minimizer>
+struct minimizer_helper2
+{
+  typedef typename Minimizer::Scalar Scalar;
+  minimizer_helper2(const Object1 &inStored, Minimizer &m) : stored(inStored), minimizer(m) {}
+  Scalar minimumOnVolume(const Volume2 &vol) { return minimizer.minimumOnObjectVolume(stored, vol); }
+  Scalar minimumOnObject(const Object2 &obj) { return minimizer.minimumOnObjectObject(stored, obj); }
+  Object1 stored;
+  Minimizer &minimizer;
+private:
+  minimizer_helper2& operator=(const minimizer_helper2&);
+};
+
+} // end namespace internal
+
+/**  Given a BVH, runs the query encapsulated by \a minimizer.
+  *  \returns the minimum value.
+  *  The Minimizer type must provide the following members: \code
+     typedef Scalar //the numeric type of what is being minimized--not necessarily the Scalar type of the BVH (if it has one)
+     Scalar minimumOnVolume(const BVH::Volume &volume)
+     Scalar minimumOnObject(const BVH::Object &object)
+  \endcode
+  */
+template<typename BVH, typename Minimizer>
+typename Minimizer::Scalar BVMinimize(const BVH &tree, Minimizer &minimizer)
+{
+  return internal::minimize_helper(tree, minimizer, tree.getRootIndex(), (std::numeric_limits<typename Minimizer::Scalar>::max)());
+}
+
+/**  Given two BVH's, runs the query on their cartesian product encapsulated by \a minimizer.
+  *  \returns the minimum value.
+  *  The Minimizer type must provide the following members: \code
+     typedef Scalar //the numeric type of what is being minimized--not necessarily the Scalar type of the BVH (if it has one)
+     Scalar minimumOnVolumeVolume(const BVH1::Volume &v1, const BVH2::Volume &v2)
+     Scalar minimumOnVolumeObject(const BVH1::Volume &v1, const BVH2::Object &o2)
+     Scalar minimumOnObjectVolume(const BVH1::Object &o1, const BVH2::Volume &v2)
+     Scalar minimumOnObjectObject(const BVH1::Object &o1, const BVH2::Object &o2)
+  \endcode
+  */
+template<typename BVH1, typename BVH2, typename Minimizer>
+typename Minimizer::Scalar BVMinimize(const BVH1 &tree1, const BVH2 &tree2, Minimizer &minimizer)
+{
+  typedef typename Minimizer::Scalar Scalar;
+  typedef typename BVH1::Index Index1;
+  typedef typename BVH2::Index Index2;
+  typedef internal::minimizer_helper1<typename BVH1::Volume, typename BVH1::Object, typename BVH2::Object, Minimizer> Helper1;
+  typedef internal::minimizer_helper2<typename BVH2::Volume, typename BVH2::Object, typename BVH1::Object, Minimizer> Helper2;
+  typedef std::pair<Scalar, std::pair<Index1, Index2> > QueueElement; //first element is priority
+  typedef typename BVH1::VolumeIterator VolIter1;
+  typedef typename BVH1::ObjectIterator ObjIter1;
+  typedef typename BVH2::VolumeIterator VolIter2;
+  typedef typename BVH2::ObjectIterator ObjIter2;
+
+  VolIter1 vBegin1 = VolIter1(), vEnd1 = VolIter1();
+  ObjIter1 oBegin1 = ObjIter1(), oEnd1 = ObjIter1();
+  VolIter2 vBegin2 = VolIter2(), vEnd2 = VolIter2(), vCur2 = VolIter2();
+  ObjIter2 oBegin2 = ObjIter2(), oEnd2 = ObjIter2(), oCur2 = ObjIter2();
+  std::priority_queue<QueueElement, std::vector<QueueElement>, std::greater<QueueElement> > todo; //smallest is at the top
+
+  Scalar minimum = (std::numeric_limits<Scalar>::max)();
+  todo.push(std::make_pair(Scalar(), std::make_pair(tree1.getRootIndex(), tree2.getRootIndex())));
+
+  while(!todo.empty()) {
+    tree1.getChildren(todo.top().second.first, vBegin1, vEnd1, oBegin1, oEnd1);
+    tree2.getChildren(todo.top().second.second, vBegin2, vEnd2, oBegin2, oEnd2);
+    todo.pop();
+
+    for(; oBegin1 != oEnd1; ++oBegin1) { //go through child objects of first tree
+      for(oCur2 = oBegin2; oCur2 != oEnd2; ++oCur2) {//go through child objects of second tree
+        minimum = (std::min)(minimum, minimizer.minimumOnObjectObject(*oBegin1, *oCur2));
+      }
+
+      for(vCur2 = vBegin2; vCur2 != vEnd2; ++vCur2) { //go through child volumes of second tree
+        Helper2 helper(*oBegin1, minimizer);
+        minimum = (std::min)(minimum, internal::minimize_helper(tree2, helper, *vCur2, minimum));
+      }
+    }
+
+    for(; vBegin1 != vEnd1; ++vBegin1) { //go through child volumes of first tree
+      const typename BVH1::Volume &vol1 = tree1.getVolume(*vBegin1);
+
+      for(oCur2 = oBegin2; oCur2 != oEnd2; ++oCur2) {//go through child objects of second tree
+        Helper1 helper(*oCur2, minimizer);
+        minimum = (std::min)(minimum, internal::minimize_helper(tree1, helper, *vBegin1, minimum));
+      }
+
+      for(vCur2 = vBegin2; vCur2 != vEnd2; ++vCur2) { //go through child volumes of second tree
+        Scalar val = minimizer.minimumOnVolumeVolume(vol1, tree2.getVolume(*vCur2));
+        if(val < minimum)
+          todo.push(std::make_pair(val, std::make_pair(*vBegin1, *vCur2)));
+      }
+    }
+  }
+  return minimum;
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_BVALGORITHMS_H

extern/Eigen3/unsupported/Eigen/src/BVH/CMakeLists.txt

@@ -0,0 +1,6 @@
+FILE(GLOB Eigen_BVH_SRCS "*.h")
+
+INSTALL(FILES
+  ${Eigen_BVH_SRCS}
+  DESTINATION ${INCLUDE_INSTALL_DIR}/unsupported/Eigen/src/BVH COMPONENT Devel
+  )

extern/Eigen3/unsupported/Eigen/src/BVH/KdBVH.h

@@ -0,0 +1,222 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Ilya Baran <ibaran@mit.edu>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef KDBVH_H_INCLUDED
+#define KDBVH_H_INCLUDED
+
+namespace Eigen { 
+
+namespace internal {
+
+//internal pair class for the BVH--used instead of std::pair because of alignment
+template<typename Scalar, int Dim>
+struct vector_int_pair
+{
+EIGEN_MAKE_ALIGNED_OPERATOR_NEW_IF_VECTORIZABLE_FIXED_SIZE(Scalar, Dim)
+  typedef Matrix<Scalar, Dim, 1> VectorType;
+
+  vector_int_pair(const VectorType &v, int i) : first(v), second(i) {}
+
+  VectorType first;
+  int second;
+};
+
+//these templates help the tree initializer get the bounding boxes either from a provided
+//iterator range or using bounding_box in a unified way
+template<typename ObjectList, typename VolumeList, typename BoxIter>
+struct get_boxes_helper {
+  void operator()(const ObjectList &objects, BoxIter boxBegin, BoxIter boxEnd, VolumeList &outBoxes)
+  {
+    outBoxes.insert(outBoxes.end(), boxBegin, boxEnd);
+    eigen_assert(outBoxes.size() == objects.size());
+  }
+};
+
+template<typename ObjectList, typename VolumeList>
+struct get_boxes_helper<ObjectList, VolumeList, int> {
+  void operator()(const ObjectList &objects, int, int, VolumeList &outBoxes)
+  {
+    outBoxes.reserve(objects.size());
+    for(int i = 0; i < (int)objects.size(); ++i)
+      outBoxes.push_back(bounding_box(objects[i]));
+  }
+};
+
+} // end namespace internal
+
+
+/** \class KdBVH
+ *  \brief A simple bounding volume hierarchy based on AlignedBox
+ *
+ *  \param _Scalar The underlying scalar type of the bounding boxes
+ *  \param _Dim The dimension of the space in which the hierarchy lives
+ *  \param _Object The object type that lives in the hierarchy.  It must have value semantics.  Either bounding_box(_Object) must
+ *                 be defined and return an AlignedBox<_Scalar, _Dim> or bounding boxes must be provided to the tree initializer.
+ *
+ *  This class provides a simple (as opposed to optimized) implementation of a bounding volume hierarchy analogous to a Kd-tree.
+ *  Given a sequence of objects, it computes their bounding boxes, constructs a Kd-tree of their centers
+ *  and builds a BVH with the structure of that Kd-tree.  When the elements of the tree are too expensive to be copied around,
+ *  it is useful for _Object to be a pointer.
+ */
+template<typename _Scalar, int _Dim, typename _Object> class KdBVH
+{
+public:
+  enum { Dim = _Dim };
+  typedef _Object Object;
+  typedef std::vector<Object, aligned_allocator<Object> > ObjectList;
+  typedef _Scalar Scalar;
+  typedef AlignedBox<Scalar, Dim> Volume;
+  typedef std::vector<Volume, aligned_allocator<Volume> > VolumeList;
+  typedef int Index;
+  typedef const int *VolumeIterator; //the iterators are just pointers into the tree's vectors
+  typedef const Object *ObjectIterator;
+
+  KdBVH() {}
+
+  /** Given an iterator range over \a Object references, constructs the BVH.  Requires that bounding_box(Object) return a Volume. */
+  template<typename Iter> KdBVH(Iter begin, Iter end) { init(begin, end, 0, 0); } //int is recognized by init as not being an iterator type
+
+  /** Given an iterator range over \a Object references and an iterator range over their bounding boxes, constructs the BVH */
+  template<typename OIter, typename BIter> KdBVH(OIter begin, OIter end, BIter boxBegin, BIter boxEnd) { init(begin, end, boxBegin, boxEnd); }
+
+  /** Given an iterator range over \a Object references, constructs the BVH, overwriting whatever is in there currently.
+    * Requires that bounding_box(Object) return a Volume. */
+  template<typename Iter> void init(Iter begin, Iter end) { init(begin, end, 0, 0); }
+
+  /** Given an iterator range over \a Object references and an iterator range over their bounding boxes,
+    * constructs the BVH, overwriting whatever is in there currently. */
+  template<typename OIter, typename BIter> void init(OIter begin, OIter end, BIter boxBegin, BIter boxEnd)
+  {
+    objects.clear();
+    boxes.clear();
+    children.clear();
+
+    objects.insert(objects.end(), begin, end);
+    int n = static_cast<int>(objects.size());
+
+    if(n < 2)
+      return; //if we have at most one object, we don't need any internal nodes
+
+    VolumeList objBoxes;
+    VIPairList objCenters;
+
+    //compute the bounding boxes depending on BIter type
+    internal::get_boxes_helper<ObjectList, VolumeList, BIter>()(objects, boxBegin, boxEnd, objBoxes);
+
+    objCenters.reserve(n);
+    boxes.reserve(n - 1);
+    children.reserve(2 * n - 2);
+
+    for(int i = 0; i < n; ++i)
+      objCenters.push_back(VIPair(objBoxes[i].center(), i));
+
+    build(objCenters, 0, n, objBoxes, 0); //the recursive part of the algorithm
+
+    ObjectList tmp(n);
+    tmp.swap(objects);
+    for(int i = 0; i < n; ++i)
+      objects[i] = tmp[objCenters[i].second];
+  }
+
+  /** \returns the index of the root of the hierarchy */
+  inline Index getRootIndex() const { return (int)boxes.size() - 1; }
+
+  /** Given an \a index of a node, on exit, \a outVBegin and \a outVEnd range over the indices of the volume children of the node
+    * and \a outOBegin and \a outOEnd range over the object children of the node */
+  EIGEN_STRONG_INLINE void getChildren(Index index, VolumeIterator &outVBegin, VolumeIterator &outVEnd,
+                                       ObjectIterator &outOBegin, ObjectIterator &outOEnd) const
+  { //inlining this function should open lots of optimization opportunities to the compiler
+    if(index < 0) {
+      outVBegin = outVEnd;
+      if(!objects.empty())
+        outOBegin = &(objects[0]);
+      outOEnd = outOBegin + objects.size(); //output all objects--necessary when the tree has only one object
+      return;
+    }
+
+    int numBoxes = static_cast<int>(boxes.size());
+
+    int idx = index * 2;
+    if(children[idx + 1] < numBoxes) { //second index is always bigger
+      outVBegin = &(children[idx]);
+      outVEnd = outVBegin + 2;
+      outOBegin = outOEnd;
+    }
+    else if(children[idx] >= numBoxes) { //if both children are objects
+      outVBegin = outVEnd;
+      outOBegin = &(objects[children[idx] - numBoxes]);
+      outOEnd = outOBegin + 2;
+    } else { //if the first child is a volume and the second is an object
+      outVBegin = &(children[idx]);
+      outVEnd = outVBegin + 1;
+      outOBegin = &(objects[children[idx + 1] - numBoxes]);
+      outOEnd = outOBegin + 1;
+    }
+  }
+
+  /** \returns the bounding box of the node at \a index */
+  inline const Volume &getVolume(Index index) const
+  {
+    return boxes[index];
+  }
+
+private:
+  typedef internal::vector_int_pair<Scalar, Dim> VIPair;
+  typedef std::vector<VIPair, aligned_allocator<VIPair> > VIPairList;
+  typedef Matrix<Scalar, Dim, 1> VectorType;
+  struct VectorComparator //compares vectors, or, more specificall, VIPairs along a particular dimension
+  {
+    VectorComparator(int inDim) : dim(inDim) {}
+    inline bool operator()(const VIPair &v1, const VIPair &v2) const { return v1.first[dim] < v2.first[dim]; }
+    int dim;
+  };
+
+  //Build the part of the tree between objects[from] and objects[to] (not including objects[to]).
+  //This routine partitions the objCenters in [from, to) along the dimension dim, recursively constructs
+  //the two halves, and adds their parent node.  TODO: a cache-friendlier layout
+  void build(VIPairList &objCenters, int from, int to, const VolumeList &objBoxes, int dim)
+  {
+    eigen_assert(to - from > 1);
+    if(to - from == 2) {
+      boxes.push_back(objBoxes[objCenters[from].second].merged(objBoxes[objCenters[from + 1].second]));
+      children.push_back(from + (int)objects.size() - 1); //there are objects.size() - 1 tree nodes
+      children.push_back(from + (int)objects.size());
+    }
+    else if(to - from == 3) {
+      int mid = from + 2;
+      std::nth_element(objCenters.begin() + from, objCenters.begin() + mid,
+                        objCenters.begin() + to, VectorComparator(dim)); //partition
+      build(objCenters, from, mid, objBoxes, (dim + 1) % Dim);
+      int idx1 = (int)boxes.size() - 1;
+      boxes.push_back(boxes[idx1].merged(objBoxes[objCenters[mid].second]));
+      children.push_back(idx1);
+      children.push_back(mid + (int)objects.size() - 1);
+    }
+    else {
+      int mid = from + (to - from) / 2;
+      nth_element(objCenters.begin() + from, objCenters.begin() + mid,
+                  objCenters.begin() + to, VectorComparator(dim)); //partition
+      build(objCenters, from, mid, objBoxes, (dim + 1) % Dim);
+      int idx1 = (int)boxes.size() - 1;
+      build(objCenters, mid, to, objBoxes, (dim + 1) % Dim);
+      int idx2 = (int)boxes.size() - 1;
+      boxes.push_back(boxes[idx1].merged(boxes[idx2]));
+      children.push_back(idx1);
+      children.push_back(idx2);
+    }
+  }
+
+  std::vector<int> children; //children of x are children[2x] and children[2x+1], indices bigger than boxes.size() index into objects.
+  VolumeList boxes;
+  ObjectList objects;
+};
+
+} // end namespace Eigen
+
+#endif //KDBVH_H_INCLUDED

extern/Eigen3/unsupported/Eigen/src/CMakeLists.txt

@@ -0,0 +1,15 @@
+ADD_SUBDIRECTORY(AutoDiff)
+ADD_SUBDIRECTORY(BVH)
+ADD_SUBDIRECTORY(Eigenvalues)
+ADD_SUBDIRECTORY(FFT)
+ADD_SUBDIRECTORY(IterativeSolvers)
+ADD_SUBDIRECTORY(KroneckerProduct)
+ADD_SUBDIRECTORY(LevenbergMarquardt)
+ADD_SUBDIRECTORY(MatrixFunctions)
+ADD_SUBDIRECTORY(MoreVectorization)
+ADD_SUBDIRECTORY(NonLinearOptimization)
+ADD_SUBDIRECTORY(NumericalDiff)
+ADD_SUBDIRECTORY(Polynomials)
+ADD_SUBDIRECTORY(Skyline)
+ADD_SUBDIRECTORY(SparseExtra)
+ADD_SUBDIRECTORY(Splines)

extern/Eigen3/unsupported/Eigen/src/Eigenvalues/ArpackSelfAdjointEigenSolver.h

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

extern/Eigen3/unsupported/Eigen/src/Eigenvalues/CMakeLists.txt

@@ -0,0 +1,6 @@
+FILE(GLOB Eigen_Eigenvalues_SRCS "*.h")
+
+INSTALL(FILES
+  ${Eigen_Eigenvalues_SRCS}
+  DESTINATION ${INCLUDE_INSTALL_DIR}/unsupported/Eigen/src/Eigenvalues COMPONENT Devel
+  )

extern/Eigen3/unsupported/Eigen/src/FFT/CMakeLists.txt

@@ -0,0 +1,6 @@
+FILE(GLOB Eigen_FFT_SRCS "*.h")
+
+INSTALL(FILES
+  ${Eigen_FFT_SRCS}
+  DESTINATION ${INCLUDE_INSTALL_DIR}/unsupported/Eigen/src/FFT COMPONENT Devel
+  )

extern/Eigen3/unsupported/Eigen/src/FFT/ei_fftw_impl.h

@@ -0,0 +1,261 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra. 
+//
+// Copyright (C) 2009 Mark Borgerding mark a borgerding net
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+namespace Eigen { 
+
+namespace internal {
+
+  // FFTW uses non-const arguments
+  // so we must use ugly const_cast calls for all the args it uses
+  //
+  // This should be safe as long as 
+  // 1. we use FFTW_ESTIMATE for all our planning
+  //       see the FFTW docs section 4.3.2 "Planner Flags"
+  // 2. fftw_complex is compatible with std::complex
+  //    This assumes std::complex<T> layout is array of size 2 with real,imag
+  template <typename T> 
+  inline 
+  T * fftw_cast(const T* p)
+  { 
+      return const_cast<T*>( p); 
+  }
+
+  inline 
+  fftw_complex * fftw_cast( const std::complex<double> * p)
+  {
+      return const_cast<fftw_complex*>( reinterpret_cast<const fftw_complex*>(p) ); 
+  }
+
+  inline 
+  fftwf_complex * fftw_cast( const std::complex<float> * p)
+  { 
+      return const_cast<fftwf_complex*>( reinterpret_cast<const fftwf_complex*>(p) ); 
+  }
+
+  inline 
+  fftwl_complex * fftw_cast( const std::complex<long double> * p)
+  { 
+      return const_cast<fftwl_complex*>( reinterpret_cast<const fftwl_complex*>(p) ); 
+  }
+
+  template <typename T> 
+  struct fftw_plan {};
+
+  template <> 
+  struct fftw_plan<float>
+  {
+      typedef float scalar_type;
+      typedef fftwf_complex complex_type;
+      fftwf_plan m_plan;
+      fftw_plan() :m_plan(NULL) {}
+      ~fftw_plan() {if (m_plan) fftwf_destroy_plan(m_plan);}
+
+      inline
+      void fwd(complex_type * dst,complex_type * src,int nfft) {
+          if (m_plan==NULL) m_plan = fftwf_plan_dft_1d(nfft,src,dst, FFTW_FORWARD, FFTW_ESTIMATE|FFTW_PRESERVE_INPUT);
+          fftwf_execute_dft( m_plan, src,dst);
+      }
+      inline
+      void inv(complex_type * dst,complex_type * src,int nfft) {
+          if (m_plan==NULL) m_plan = fftwf_plan_dft_1d(nfft,src,dst, FFTW_BACKWARD , FFTW_ESTIMATE|FFTW_PRESERVE_INPUT);
+          fftwf_execute_dft( m_plan, src,dst);
+      }
+      inline
+      void fwd(complex_type * dst,scalar_type * src,int nfft) {
+          if (m_plan==NULL) m_plan = fftwf_plan_dft_r2c_1d(nfft,src,dst,FFTW_ESTIMATE|FFTW_PRESERVE_INPUT);
+          fftwf_execute_dft_r2c( m_plan,src,dst);
+      }
+      inline
+      void inv(scalar_type * dst,complex_type * src,int nfft) {
+          if (m_plan==NULL)
+              m_plan = fftwf_plan_dft_c2r_1d(nfft,src,dst,FFTW_ESTIMATE|FFTW_PRESERVE_INPUT);
+          fftwf_execute_dft_c2r( m_plan, src,dst);
+      }
+
+      inline 
+      void fwd2( complex_type * dst,complex_type * src,int n0,int n1) {
+          if (m_plan==NULL) m_plan = fftwf_plan_dft_2d(n0,n1,src,dst,FFTW_FORWARD,FFTW_ESTIMATE|FFTW_PRESERVE_INPUT);
+          fftwf_execute_dft( m_plan, src,dst);
+      }
+      inline 
+      void inv2( complex_type * dst,complex_type * src,int n0,int n1) {
+          if (m_plan==NULL) m_plan = fftwf_plan_dft_2d(n0,n1,src,dst,FFTW_BACKWARD,FFTW_ESTIMATE|FFTW_PRESERVE_INPUT);
+          fftwf_execute_dft( m_plan, src,dst);
+      }
+
+  };
+  template <> 
+  struct fftw_plan<double>
+  {
+      typedef double scalar_type;
+      typedef fftw_complex complex_type;
+      ::fftw_plan m_plan;
+      fftw_plan() :m_plan(NULL) {}
+      ~fftw_plan() {if (m_plan) fftw_destroy_plan(m_plan);}
+
+      inline
+      void fwd(complex_type * dst,complex_type * src,int nfft) {
+          if (m_plan==NULL) m_plan = fftw_plan_dft_1d(nfft,src,dst, FFTW_FORWARD, FFTW_ESTIMATE|FFTW_PRESERVE_INPUT);
+          fftw_execute_dft( m_plan, src,dst);
+      }
+      inline
+      void inv(complex_type * dst,complex_type * src,int nfft) {
+          if (m_plan==NULL) m_plan = fftw_plan_dft_1d(nfft,src,dst, FFTW_BACKWARD , FFTW_ESTIMATE|FFTW_PRESERVE_INPUT);
+          fftw_execute_dft( m_plan, src,dst);
+      }
+      inline
+      void fwd(complex_type * dst,scalar_type * src,int nfft) {
+          if (m_plan==NULL) m_plan = fftw_plan_dft_r2c_1d(nfft,src,dst,FFTW_ESTIMATE|FFTW_PRESERVE_INPUT);
+          fftw_execute_dft_r2c( m_plan,src,dst);
+      }
+      inline
+      void inv(scalar_type * dst,complex_type * src,int nfft) {
+          if (m_plan==NULL)
+              m_plan = fftw_plan_dft_c2r_1d(nfft,src,dst,FFTW_ESTIMATE|FFTW_PRESERVE_INPUT);
+          fftw_execute_dft_c2r( m_plan, src,dst);
+      }
+      inline 
+      void fwd2( complex_type * dst,complex_type * src,int n0,int n1) {
+          if (m_plan==NULL) m_plan = fftw_plan_dft_2d(n0,n1,src,dst,FFTW_FORWARD,FFTW_ESTIMATE|FFTW_PRESERVE_INPUT);
+          fftw_execute_dft( m_plan, src,dst);
+      }
+      inline 
+      void inv2( complex_type * dst,complex_type * src,int n0,int n1) {
+          if (m_plan==NULL) m_plan = fftw_plan_dft_2d(n0,n1,src,dst,FFTW_BACKWARD,FFTW_ESTIMATE|FFTW_PRESERVE_INPUT);
+          fftw_execute_dft( m_plan, src,dst);
+      }
+  };
+  template <> 
+  struct fftw_plan<long double>
+  {
+      typedef long double scalar_type;
+      typedef fftwl_complex complex_type;
+      fftwl_plan m_plan;
+      fftw_plan() :m_plan(NULL) {}
+      ~fftw_plan() {if (m_plan) fftwl_destroy_plan(m_plan);}
+
+      inline
+      void fwd(complex_type * dst,complex_type * src,int nfft) {
+          if (m_plan==NULL) m_plan = fftwl_plan_dft_1d(nfft,src,dst, FFTW_FORWARD, FFTW_ESTIMATE|FFTW_PRESERVE_INPUT);
+          fftwl_execute_dft( m_plan, src,dst);
+      }
+      inline
+      void inv(complex_type * dst,complex_type * src,int nfft) {
+          if (m_plan==NULL) m_plan = fftwl_plan_dft_1d(nfft,src,dst, FFTW_BACKWARD , FFTW_ESTIMATE|FFTW_PRESERVE_INPUT);
+          fftwl_execute_dft( m_plan, src,dst);
+      }
+      inline
+      void fwd(complex_type * dst,scalar_type * src,int nfft) {
+          if (m_plan==NULL) m_plan = fftwl_plan_dft_r2c_1d(nfft,src,dst,FFTW_ESTIMATE|FFTW_PRESERVE_INPUT);
+          fftwl_execute_dft_r2c( m_plan,src,dst);
+      }
+      inline
+      void inv(scalar_type * dst,complex_type * src,int nfft) {
+          if (m_plan==NULL)
+              m_plan = fftwl_plan_dft_c2r_1d(nfft,src,dst,FFTW_ESTIMATE|FFTW_PRESERVE_INPUT);
+          fftwl_execute_dft_c2r( m_plan, src,dst);
+      }
+      inline 
+      void fwd2( complex_type * dst,complex_type * src,int n0,int n1) {
+          if (m_plan==NULL) m_plan = fftwl_plan_dft_2d(n0,n1,src,dst,FFTW_FORWARD,FFTW_ESTIMATE|FFTW_PRESERVE_INPUT);
+          fftwl_execute_dft( m_plan, src,dst);
+      }
+      inline 
+      void inv2( complex_type * dst,complex_type * src,int n0,int n1) {
+          if (m_plan==NULL) m_plan = fftwl_plan_dft_2d(n0,n1,src,dst,FFTW_BACKWARD,FFTW_ESTIMATE|FFTW_PRESERVE_INPUT);
+          fftwl_execute_dft( m_plan, src,dst);
+      }
+  };
+
+  template <typename _Scalar>
+  struct fftw_impl
+  {
+      typedef _Scalar Scalar;
+      typedef std::complex<Scalar> Complex;
+
+      inline
+      void clear() 
+      {
+        m_plans.clear();
+      }
+
+      // complex-to-complex forward FFT
+      inline
+      void fwd( Complex * dst,const Complex *src,int nfft)
+      {
+        get_plan(nfft,false,dst,src).fwd(fftw_cast(dst), fftw_cast(src),nfft );
+      }
+
+      // real-to-complex forward FFT
+      inline
+      void fwd( Complex * dst,const Scalar * src,int nfft) 
+      {
+          get_plan(nfft,false,dst,src).fwd(fftw_cast(dst), fftw_cast(src) ,nfft);
+      }
+
+      // 2-d complex-to-complex
+      inline
+      void fwd2(Complex * dst, const Complex * src, int n0,int n1)
+      {
+          get_plan(n0,n1,false,dst,src).fwd2(fftw_cast(dst), fftw_cast(src) ,n0,n1);
+      }
+
+      // inverse complex-to-complex
+      inline
+      void inv(Complex * dst,const Complex  *src,int nfft)
+      {
+        get_plan(nfft,true,dst,src).inv(fftw_cast(dst), fftw_cast(src),nfft );
+      }
+
+      // half-complex to scalar
+      inline
+      void inv( Scalar * dst,const Complex * src,int nfft) 
+      {
+        get_plan(nfft,true,dst,src).inv(fftw_cast(dst), fftw_cast(src),nfft );
+      }
+
+      // 2-d complex-to-complex
+      inline
+      void inv2(Complex * dst, const Complex * src, int n0,int n1)
+      {
+        get_plan(n0,n1,true,dst,src).inv2(fftw_cast(dst), fftw_cast(src) ,n0,n1);
+      }
+
+
+  protected:
+      typedef fftw_plan<Scalar> PlanData;
+
+      typedef std::map<int64_t,PlanData> PlanMap;
+
+      PlanMap m_plans;
+
+      inline
+      PlanData & get_plan(int nfft,bool inverse,void * dst,const void * src)
+      {
+          bool inplace = (dst==src);
+          bool aligned = ( (reinterpret_cast<size_t>(src)&15) | (reinterpret_cast<size_t>(dst)&15) ) == 0;
+          int64_t key = ( (nfft<<3 ) | (inverse<<2) | (inplace<<1) | aligned ) << 1;
+          return m_plans[key];
+      }
+
+      inline
+      PlanData & get_plan(int n0,int n1,bool inverse,void * dst,const void * src)
+      {
+          bool inplace = (dst==src);
+          bool aligned = ( (reinterpret_cast<size_t>(src)&15) | (reinterpret_cast<size_t>(dst)&15) ) == 0;
+          int64_t key = ( ( (((int64_t)n0) << 30)|(n1<<3 ) | (inverse<<2) | (inplace<<1) | aligned ) << 1 ) + 1;
+          return m_plans[key];
+      }
+  };
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+/* vim: set filetype=cpp et sw=2 ts=2 ai: */

extern/Eigen3/unsupported/Eigen/src/FFT/ei_kissfft_impl.h

@@ -0,0 +1,420 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Mark Borgerding mark a borgerding net
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+namespace Eigen { 
+
+namespace internal {
+
+  // This FFT implementation was derived from kissfft http:sourceforge.net/projects/kissfft
+  // Copyright 2003-2009 Mark Borgerding
+
+template <typename _Scalar>
+struct kiss_cpx_fft
+{
+  typedef _Scalar Scalar;
+  typedef std::complex<Scalar> Complex;
+  std::vector<Complex> m_twiddles;
+  std::vector<int> m_stageRadix;
+  std::vector<int> m_stageRemainder;
+  std::vector<Complex> m_scratchBuf;
+  bool m_inverse;
+
+  inline
+    void make_twiddles(int nfft,bool inverse)
+    {
+      using std::acos;
+      m_inverse = inverse;
+      m_twiddles.resize(nfft);
+      Scalar phinc =  (inverse?2:-2)* acos( (Scalar) -1)  / nfft;
+      for (int i=0;i<nfft;++i)
+        m_twiddles[i] = exp( Complex(0,i*phinc) );
+    }
+
+  void factorize(int nfft)
+  {
+    //start factoring out 4's, then 2's, then 3,5,7,9,...
+    int n= nfft;
+    int p=4;
+    do {
+      while (n % p) {
+        switch (p) {
+          case 4: p = 2; break;
+          case 2: p = 3; break;
+          default: p += 2; break;
+        }
+        if (p*p>n)
+          p=n;// impossible to have a factor > sqrt(n)
+      }
+      n /= p;
+      m_stageRadix.push_back(p);
+      m_stageRemainder.push_back(n);
+      if ( p > 5 )
+        m_scratchBuf.resize(p); // scratchbuf will be needed in bfly_generic
+    }while(n>1);
+  }
+
+  template <typename _Src>
+    inline
+    void work( int stage,Complex * xout, const _Src * xin, size_t fstride,size_t in_stride)
+    {
+      int p = m_stageRadix[stage];
+      int m = m_stageRemainder[stage];
+      Complex * Fout_beg = xout;
+      Complex * Fout_end = xout + p*m;
+
+      if (m>1) {
+        do{
+          // recursive call:
+          // DFT of size m*p performed by doing
+          // p instances of smaller DFTs of size m, 
+          // each one takes a decimated version of the input
+          work(stage+1, xout , xin, fstride*p,in_stride);
+          xin += fstride*in_stride;
+        }while( (xout += m) != Fout_end );
+      }else{
+        do{
+          *xout = *xin;
+          xin += fstride*in_stride;
+        }while(++xout != Fout_end );
+      }
+      xout=Fout_beg;
+
+      // recombine the p smaller DFTs 
+      switch (p) {
+        case 2: bfly2(xout,fstride,m); break;
+        case 3: bfly3(xout,fstride,m); break;
+        case 4: bfly4(xout,fstride,m); break;
+        case 5: bfly5(xout,fstride,m); break;
+        default: bfly_generic(xout,fstride,m,p); break;
+      }
+    }
+
+  inline
+    void bfly2( Complex * Fout, const size_t fstride, int m)
+    {
+      for (int k=0;k<m;++k) {
+        Complex t = Fout[m+k] * m_twiddles[k*fstride];
+        Fout[m+k] = Fout[k] - t;
+        Fout[k] += t;
+      }
+    }
+
+  inline
+    void bfly4( Complex * Fout, const size_t fstride, const size_t m)
+    {
+      Complex scratch[6];
+      int negative_if_inverse = m_inverse * -2 +1;
+      for (size_t k=0;k<m;++k) {
+        scratch[0] = Fout[k+m] * m_twiddles[k*fstride];
+        scratch[1] = Fout[k+2*m] * m_twiddles[k*fstride*2];
+        scratch[2] = Fout[k+3*m] * m_twiddles[k*fstride*3];
+        scratch[5] = Fout[k] - scratch[1];
+
+        Fout[k] += scratch[1];
+        scratch[3] = scratch[0] + scratch[2];
+        scratch[4] = scratch[0] - scratch[2];
+        scratch[4] = Complex( scratch[4].imag()*negative_if_inverse , -scratch[4].real()* negative_if_inverse );
+
+        Fout[k+2*m]  = Fout[k] - scratch[3];
+        Fout[k] += scratch[3];
+        Fout[k+m] = scratch[5] + scratch[4];
+        Fout[k+3*m] = scratch[5] - scratch[4];
+      }
+    }
+
+  inline
+    void bfly3( Complex * Fout, const size_t fstride, const size_t m)
+    {
+      size_t k=m;
+      const size_t m2 = 2*m;
+      Complex *tw1,*tw2;
+      Complex scratch[5];
+      Complex epi3;
+      epi3 = m_twiddles[fstride*m];
+
+      tw1=tw2=&m_twiddles[0];
+
+      do{
+        scratch[1]=Fout[m] * *tw1;
+        scratch[2]=Fout[m2] * *tw2;
+
+        scratch[3]=scratch[1]+scratch[2];
+        scratch[0]=scratch[1]-scratch[2];
+        tw1 += fstride;
+        tw2 += fstride*2;
+        Fout[m] = Complex( Fout->real() - Scalar(.5)*scratch[3].real() , Fout->imag() - Scalar(.5)*scratch[3].imag() );
+        scratch[0] *= epi3.imag();
+        *Fout += scratch[3];
+        Fout[m2] = Complex(  Fout[m].real() + scratch[0].imag() , Fout[m].imag() - scratch[0].real() );
+        Fout[m] += Complex( -scratch[0].imag(),scratch[0].real() );
+        ++Fout;
+      }while(--k);
+    }
+
+  inline
+    void bfly5( Complex * Fout, const size_t fstride, const size_t m)
+    {
+      Complex *Fout0,*Fout1,*Fout2,*Fout3,*Fout4;
+      size_t u;
+      Complex scratch[13];
+      Complex * twiddles = &m_twiddles[0];
+      Complex *tw;
+      Complex ya,yb;
+      ya = twiddles[fstride*m];
+      yb = twiddles[fstride*2*m];
+
+      Fout0=Fout;
+      Fout1=Fout0+m;
+      Fout2=Fout0+2*m;
+      Fout3=Fout0+3*m;
+      Fout4=Fout0+4*m;
+
+      tw=twiddles;
+      for ( u=0; u<m; ++u ) {
+        scratch[0] = *Fout0;
+
+        scratch[1]  = *Fout1 * tw[u*fstride];
+        scratch[2]  = *Fout2 * tw[2*u*fstride];
+        scratch[3]  = *Fout3 * tw[3*u*fstride];
+        scratch[4]  = *Fout4 * tw[4*u*fstride];
+
+        scratch[7] = scratch[1] + scratch[4];
+        scratch[10] = scratch[1] - scratch[4];
+        scratch[8] = scratch[2] + scratch[3];
+        scratch[9] = scratch[2] - scratch[3];
+
+        *Fout0 +=  scratch[7];
+        *Fout0 +=  scratch[8];
+
+        scratch[5] = scratch[0] + Complex(
+            (scratch[7].real()*ya.real() ) + (scratch[8].real() *yb.real() ),
+            (scratch[7].imag()*ya.real()) + (scratch[8].imag()*yb.real())
+            );
+
+        scratch[6] = Complex(
+            (scratch[10].imag()*ya.imag()) + (scratch[9].imag()*yb.imag()),
+            -(scratch[10].real()*ya.imag()) - (scratch[9].real()*yb.imag())
+            );
+
+        *Fout1 = scratch[5] - scratch[6];
+        *Fout4 = scratch[5] + scratch[6];
+
+        scratch[11] = scratch[0] +
+          Complex(
+              (scratch[7].real()*yb.real()) + (scratch[8].real()*ya.real()),
+              (scratch[7].imag()*yb.real()) + (scratch[8].imag()*ya.real())
+              );
+
+        scratch[12] = Complex(
+            -(scratch[10].imag()*yb.imag()) + (scratch[9].imag()*ya.imag()),
+            (scratch[10].real()*yb.imag()) - (scratch[9].real()*ya.imag())
+            );
+
+        *Fout2=scratch[11]+scratch[12];
+        *Fout3=scratch[11]-scratch[12];
+
+        ++Fout0;++Fout1;++Fout2;++Fout3;++Fout4;
+      }
+    }
+
+  /* perform the butterfly for one stage of a mixed radix FFT */
+  inline
+    void bfly_generic(
+        Complex * Fout,
+        const size_t fstride,
+        int m,
+        int p
+        )
+    {
+      int u,k,q1,q;
+      Complex * twiddles = &m_twiddles[0];
+      Complex t;
+      int Norig = static_cast<int>(m_twiddles.size());
+      Complex * scratchbuf = &m_scratchBuf[0];
+
+      for ( u=0; u<m; ++u ) {
+        k=u;
+        for ( q1=0 ; q1<p ; ++q1 ) {
+          scratchbuf[q1] = Fout[ k  ];
+          k += m;
+        }
+
+        k=u;
+        for ( q1=0 ; q1<p ; ++q1 ) {
+          int twidx=0;
+          Fout[ k ] = scratchbuf[0];
+          for (q=1;q<p;++q ) {
+            twidx += static_cast<int>(fstride) * k;
+            if (twidx>=Norig) twidx-=Norig;
+            t=scratchbuf[q] * twiddles[twidx];
+            Fout[ k ] += t;
+          }
+          k += m;
+        }
+      }
+    }
+};
+
+template <typename _Scalar>
+struct kissfft_impl
+{
+  typedef _Scalar Scalar;
+  typedef std::complex<Scalar> Complex;
+
+  void clear() 
+  {
+    m_plans.clear();
+    m_realTwiddles.clear();
+  }
+
+  inline
+    void fwd( Complex * dst,const Complex *src,int nfft)
+    {
+      get_plan(nfft,false).work(0, dst, src, 1,1);
+    }
+
+  inline
+    void fwd2( Complex * dst,const Complex *src,int n0,int n1)
+    {
+        EIGEN_UNUSED_VARIABLE(dst);
+        EIGEN_UNUSED_VARIABLE(src);
+        EIGEN_UNUSED_VARIABLE(n0);
+        EIGEN_UNUSED_VARIABLE(n1);
+    }
+
+  inline
+    void inv2( Complex * dst,const Complex *src,int n0,int n1)
+    {
+        EIGEN_UNUSED_VARIABLE(dst);
+        EIGEN_UNUSED_VARIABLE(src);
+        EIGEN_UNUSED_VARIABLE(n0);
+        EIGEN_UNUSED_VARIABLE(n1);
+    }
+
+  // real-to-complex forward FFT
+  // perform two FFTs of src even and src odd
+  // then twiddle to recombine them into the half-spectrum format
+  // then fill in the conjugate symmetric half
+  inline
+    void fwd( Complex * dst,const Scalar * src,int nfft) 
+    {
+      if ( nfft&3  ) {
+        // use generic mode for odd
+        m_tmpBuf1.resize(nfft);
+        get_plan(nfft,false).work(0, &m_tmpBuf1[0], src, 1,1);
+        std::copy(m_tmpBuf1.begin(),m_tmpBuf1.begin()+(nfft>>1)+1,dst );
+      }else{
+        int ncfft = nfft>>1;
+        int ncfft2 = nfft>>2;
+        Complex * rtw = real_twiddles(ncfft2);
+
+        // use optimized mode for even real
+        fwd( dst, reinterpret_cast<const Complex*> (src), ncfft);
+        Complex dc = dst[0].real() +  dst[0].imag();
+        Complex nyquist = dst[0].real() -  dst[0].imag();
+        int k;
+        for ( k=1;k <= ncfft2 ; ++k ) {
+          Complex fpk = dst[k];
+          Complex fpnk = conj(dst[ncfft-k]);
+          Complex f1k = fpk + fpnk;
+          Complex f2k = fpk - fpnk;
+          Complex tw= f2k * rtw[k-1];
+          dst[k] =  (f1k + tw) * Scalar(.5);
+          dst[ncfft-k] =  conj(f1k -tw)*Scalar(.5);
+        }
+        dst[0] = dc;
+        dst[ncfft] = nyquist;
+      }
+    }
+
+  // inverse complex-to-complex
+  inline
+    void inv(Complex * dst,const Complex  *src,int nfft)
+    {
+      get_plan(nfft,true).work(0, dst, src, 1,1);
+    }
+
+  // half-complex to scalar
+  inline
+    void inv( Scalar * dst,const Complex * src,int nfft) 
+    {
+      if (nfft&3) {
+        m_tmpBuf1.resize(nfft);
+        m_tmpBuf2.resize(nfft);
+        std::copy(src,src+(nfft>>1)+1,m_tmpBuf1.begin() );
+        for (int k=1;k<(nfft>>1)+1;++k)
+          m_tmpBuf1[nfft-k] = conj(m_tmpBuf1[k]);
+        inv(&m_tmpBuf2[0],&m_tmpBuf1[0],nfft);
+        for (int k=0;k<nfft;++k)
+          dst[k] = m_tmpBuf2[k].real();
+      }else{
+        // optimized version for multiple of 4
+        int ncfft = nfft>>1;
+        int ncfft2 = nfft>>2;
+        Complex * rtw = real_twiddles(ncfft2);
+        m_tmpBuf1.resize(ncfft);
+        m_tmpBuf1[0] = Complex( src[0].real() + src[ncfft].real(), src[0].real() - src[ncfft].real() );
+        for (int k = 1; k <= ncfft / 2; ++k) {
+          Complex fk = src[k];
+          Complex fnkc = conj(src[ncfft-k]);
+          Complex fek = fk + fnkc;
+          Complex tmp = fk - fnkc;
+          Complex fok = tmp * conj(rtw[k-1]);
+          m_tmpBuf1[k] = fek + fok;
+          m_tmpBuf1[ncfft-k] = conj(fek - fok);
+        }
+        get_plan(ncfft,true).work(0, reinterpret_cast<Complex*>(dst), &m_tmpBuf1[0], 1,1);
+      }
+    }
+
+  protected:
+  typedef kiss_cpx_fft<Scalar> PlanData;
+  typedef std::map<int,PlanData> PlanMap;
+
+  PlanMap m_plans;
+  std::map<int, std::vector<Complex> > m_realTwiddles;
+  std::vector<Complex> m_tmpBuf1;
+  std::vector<Complex> m_tmpBuf2;
+
+  inline
+    int PlanKey(int nfft, bool isinverse) const { return (nfft<<1) | int(isinverse); }
+
+  inline
+    PlanData & get_plan(int nfft, bool inverse)
+    {
+      // TODO look for PlanKey(nfft, ! inverse) and conjugate the twiddles
+      PlanData & pd = m_plans[ PlanKey(nfft,inverse) ];
+      if ( pd.m_twiddles.size() == 0 ) {
+        pd.make_twiddles(nfft,inverse);
+        pd.factorize(nfft);
+      }
+      return pd;
+    }
+
+  inline
+    Complex * real_twiddles(int ncfft2)
+    {
+      using std::acos;
+      std::vector<Complex> & twidref = m_realTwiddles[ncfft2];// creates new if not there
+      if ( (int)twidref.size() != ncfft2 ) {
+        twidref.resize(ncfft2);
+        int ncfft= ncfft2<<1;
+        Scalar pi =  acos( Scalar(-1) );
+        for (int k=1;k<=ncfft2;++k) 
+          twidref[k-1] = exp( Complex(0,-pi * (Scalar(k) / ncfft + Scalar(.5)) ) );
+      }
+      return &twidref[0];
+    }
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+/* vim: set filetype=cpp et sw=2 ts=2 ai: */

extern/Eigen3/unsupported/Eigen/src/IterativeSolvers/CMakeLists.txt

@@ -0,0 +1,6 @@
+FILE(GLOB Eigen_IterativeSolvers_SRCS "*.h")
+
+INSTALL(FILES
+  ${Eigen_IterativeSolvers_SRCS}
+  DESTINATION ${INCLUDE_INSTALL_DIR}/unsupported/Eigen/src/IterativeSolvers COMPONENT Devel
+  )

extern/Eigen3/unsupported/Eigen/src/IterativeSolvers/ConstrainedConjGrad.h

@@ -0,0 +1,189 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr>
+
+/* NOTE The functions of this file have been adapted from the GMM++ library */
+
+//========================================================================
+//
+// Copyright (C) 2002-2007 Yves Renard
+//
+// This file is a part of GETFEM++
+//
+// Getfem++ is free software; you can redistribute it and/or modify
+// it under the terms of the GNU Lesser General Public License as
+// published by the Free Software Foundation; version 2.1 of the License.
+//
+// This program is distributed in the hope that it will be useful,
+// but WITHOUT ANY WARRANTY; without even the implied warranty of
+// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+// GNU Lesser General Public License for more details.
+// You should have received a copy of the GNU Lesser General Public
+// License along with this program; if not, write to the Free Software
+// Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA  02110-1301,
+// USA.
+//
+//========================================================================
+
+#include "../../../../Eigen/src/Core/util/NonMPL2.h"
+
+#ifndef EIGEN_CONSTRAINEDCG_H
+#define EIGEN_CONSTRAINEDCG_H
+
+#include <Eigen/Core>
+
+namespace Eigen { 
+
+namespace internal {
+
+/** \ingroup IterativeSolvers_Module
+  * Compute the pseudo inverse of the non-square matrix C such that
+  * \f$ CINV = (C * C^T)^{-1} * C \f$ based on a conjugate gradient method.
+  *
+  * This function is internally used by constrained_cg.
+  */
+template <typename CMatrix, typename CINVMatrix>
+void pseudo_inverse(const CMatrix &C, CINVMatrix &CINV)
+{
+  // optimisable : copie de la ligne, precalcul de C * trans(C).
+  typedef typename CMatrix::Scalar Scalar;
+  typedef typename CMatrix::Index Index;
+  // FIXME use sparse vectors ?
+  typedef Matrix<Scalar,Dynamic,1> TmpVec;
+
+  Index rows = C.rows(), cols = C.cols();
+
+  TmpVec d(rows), e(rows), l(cols), p(rows), q(rows), r(rows);
+  Scalar rho, rho_1, alpha;
+  d.setZero();
+
+  typedef Triplet<double> T;
+  std::vector<T> tripletList;
+    
+  for (Index i = 0; i < rows; ++i)
+  {
+    d[i] = 1.0;
+    rho = 1.0;
+    e.setZero();
+    r = d;
+    p = d;
+
+    while (rho >= 1e-38)
+    { /* conjugate gradient to compute e             */
+      /* which is the i-th row of inv(C * trans(C))  */
+      l = C.transpose() * p;
+      q = C * l;
+      alpha = rho / p.dot(q);
+      e +=  alpha * p;
+      r += -alpha * q;
+      rho_1 = rho;
+      rho = r.dot(r);
+      p = (rho/rho_1) * p + r;
+    }
+
+    l = C.transpose() * e; // l is the i-th row of CINV
+    // FIXME add a generic "prune/filter" expression for both dense and sparse object to sparse
+    for (Index j=0; j<l.size(); ++j)
+      if (l[j]<1e-15)
+	tripletList.push_back(T(i,j,l(j)));
+
+	
+    d[i] = 0.0;
+  }
+  CINV.setFromTriplets(tripletList.begin(), tripletList.end());
+}
+
+
+
+/** \ingroup IterativeSolvers_Module
+  * Constrained conjugate gradient
+  *
+  * Computes the minimum of \f$ 1/2((Ax).x) - bx \f$ under the contraint \f$ Cx \le f \f$
+  */
+template<typename TMatrix, typename CMatrix,
+         typename VectorX, typename VectorB, typename VectorF>
+void constrained_cg(const TMatrix& A, const CMatrix& C, VectorX& x,
+                       const VectorB& b, const VectorF& f, IterationController &iter)
+{
+  using std::sqrt;
+  typedef typename TMatrix::Scalar Scalar;
+  typedef typename TMatrix::Index Index;
+  typedef Matrix<Scalar,Dynamic,1>  TmpVec;
+
+  Scalar rho = 1.0, rho_1, lambda, gamma;
+  Index xSize = x.size();
+  TmpVec  p(xSize), q(xSize), q2(xSize),
+          r(xSize), old_z(xSize), z(xSize),
+          memox(xSize);
+  std::vector<bool> satured(C.rows());
+  p.setZero();
+  iter.setRhsNorm(sqrt(b.dot(b))); // gael vect_sp(PS, b, b)
+  if (iter.rhsNorm() == 0.0) iter.setRhsNorm(1.0);
+
+  SparseMatrix<Scalar,RowMajor> CINV(C.rows(), C.cols());
+  pseudo_inverse(C, CINV);
+
+  while(true)
+  {
+    // computation of residual
+    old_z = z;
+    memox = x;
+    r = b;
+    r += A * -x;
+    z = r;
+    bool transition = false;
+    for (Index i = 0; i < C.rows(); ++i)
+    {
+      Scalar al = C.row(i).dot(x) - f.coeff(i);
+      if (al >= -1.0E-15)
+      {
+        if (!satured[i])
+        {
+          satured[i] = true;
+          transition = true;
+        }
+        Scalar bb = CINV.row(i).dot(z);
+        if (bb > 0.0)
+          // FIXME: we should allow that: z += -bb * C.row(i);
+          for (typename CMatrix::InnerIterator it(C,i); it; ++it)
+            z.coeffRef(it.index()) -= bb*it.value();
+      }
+      else
+        satured[i] = false;
+    }
+
+    // descent direction
+    rho_1 = rho;
+    rho = r.dot(z);
+
+    if (iter.finished(rho)) break;
+
+    if (iter.noiseLevel() > 0 && transition) std::cerr << "CCG: transition\n";
+    if (transition || iter.first()) gamma = 0.0;
+    else gamma = (std::max)(0.0, (rho - old_z.dot(z)) / rho_1);
+    p = z + gamma*p;
+
+    ++iter;
+    // one dimensionnal optimization
+    q = A * p;
+    lambda = rho / q.dot(p);
+    for (Index i = 0; i < C.rows(); ++i)
+    {
+      if (!satured[i])
+      {
+        Scalar bb = C.row(i).dot(p) - f[i];
+        if (bb > 0.0)
+          lambda = (std::min)(lambda, (f.coeff(i)-C.row(i).dot(x)) / bb);
+      }
+    }
+    x += lambda * p;
+    memox -= x;
+  }
+}
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_CONSTRAINEDCG_H

extern/Eigen3/unsupported/Eigen/src/IterativeSolvers/DGMRES.h

@@ -0,0 +1,542 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2012 Désiré Nuentsa-Wakam <desire.nuentsa_wakam@inria.fr>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_DGMRES_H
+#define EIGEN_DGMRES_H
+
+#include <Eigen/Eigenvalues>
+
+namespace Eigen { 
+  
+template< typename _MatrixType,
+          typename _Preconditioner = DiagonalPreconditioner<typename _MatrixType::Scalar> >
+class DGMRES;
+
+namespace internal {
+
+template< typename _MatrixType, typename _Preconditioner>
+struct traits<DGMRES<_MatrixType,_Preconditioner> >
+{
+  typedef _MatrixType MatrixType;
+  typedef _Preconditioner Preconditioner;
+};
+
+/** \brief Computes a permutation vector to have a sorted sequence
+  * \param vec The vector to reorder.
+  * \param perm gives the sorted sequence on output. Must be initialized with 0..n-1
+  * \param ncut Put  the ncut smallest elements at the end of the vector
+  * WARNING This is an expensive sort, so should be used only 
+  * for small size vectors
+  * TODO Use modified QuickSplit or std::nth_element to get the smallest values 
+  */
+template <typename VectorType, typename IndexType>
+void sortWithPermutation (VectorType& vec, IndexType& perm, typename IndexType::Scalar& ncut)
+{
+  eigen_assert(vec.size() == perm.size());
+  typedef typename IndexType::Scalar Index; 
+  typedef typename VectorType::Scalar Scalar; 
+  bool flag; 
+  for (Index k  = 0; k < ncut; k++)
+  {
+    flag = false;
+    for (Index j = 0; j < vec.size()-1; j++)
+    {
+      if ( vec(perm(j)) < vec(perm(j+1)) )
+      {
+        std::swap(perm(j),perm(j+1)); 
+        flag = true;
+      }
+      if (!flag) break; // The vector is in sorted order
+    }
+  }
+}
+
+}
+/**
+ * \ingroup IterativeLInearSolvers_Module
+ * \brief A Restarted GMRES with deflation.
+ * This class implements a modification of the GMRES solver for
+ * sparse linear systems. The basis is built with modified 
+ * Gram-Schmidt. At each restart, a few approximated eigenvectors
+ * corresponding to the smallest eigenvalues are used to build a
+ * preconditioner for the next cycle. This preconditioner 
+ * for deflation can be combined with any other preconditioner, 
+ * the IncompleteLUT for instance. The preconditioner is applied 
+ * at right of the matrix and the combination is multiplicative.
+ * 
+ * \tparam _MatrixType the type of the sparse matrix A, can be a dense or a sparse matrix.
+ * \tparam _Preconditioner the type of the preconditioner. Default is DiagonalPreconditioner
+ * Typical usage :
+ * \code
+ * SparseMatrix<double> A;
+ * VectorXd x, b; 
+ * //Fill A and b ...
+ * DGMRES<SparseMatrix<double> > solver;
+ * solver.set_restart(30); // Set restarting value
+ * solver.setEigenv(1); // Set the number of eigenvalues to deflate
+ * solver.compute(A);
+ * x = solver.solve(b);
+ * \endcode
+ * 
+ * References :
+ * [1] D. NUENTSA WAKAM and F. PACULL, Memory Efficient Hybrid
+ *  Algebraic Solvers for Linear Systems Arising from Compressible
+ *  Flows, Computers and Fluids, In Press,
+ *  http://dx.doi.org/10.1016/j.compfluid.2012.03.023   
+ * [2] K. Burrage and J. Erhel, On the performance of various 
+ * adaptive preconditioned GMRES strategies, 5(1998), 101-121.
+ * [3] J. Erhel, K. Burrage and B. Pohl, Restarted GMRES 
+ *  preconditioned by deflation,J. Computational and Applied
+ *  Mathematics, 69(1996), 303-318. 
+
+ * 
+ */
+template< typename _MatrixType, typename _Preconditioner>
+class DGMRES : public IterativeSolverBase<DGMRES<_MatrixType,_Preconditioner> >
+{
+    typedef IterativeSolverBase<DGMRES> Base;
+    using Base::mp_matrix;
+    using Base::m_error;
+    using Base::m_iterations;
+    using Base::m_info;
+    using Base::m_isInitialized;
+    using Base::m_tolerance; 
+  public:
+    typedef _MatrixType MatrixType;
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename MatrixType::Index Index;
+    typedef typename MatrixType::RealScalar RealScalar;
+    typedef _Preconditioner Preconditioner;
+    typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix; 
+    typedef Matrix<RealScalar,Dynamic,Dynamic> DenseRealMatrix; 
+    typedef Matrix<Scalar,Dynamic,1> DenseVector;
+    typedef Matrix<RealScalar,Dynamic,1> DenseRealVector; 
+    typedef Matrix<std::complex<RealScalar>, Dynamic, 1> ComplexVector;
+ 
+    
+  /** Default constructor. */
+  DGMRES() : Base(),m_restart(30),m_neig(0),m_r(0),m_maxNeig(5),m_isDeflAllocated(false),m_isDeflInitialized(false) {}
+
+  /** Initialize the solver with matrix \a A for further \c Ax=b solving.
+    * 
+    * This constructor is a shortcut for the default constructor followed
+    * by a call to compute().
+    * 
+    * \warning this class stores a reference to the matrix A as well as some
+    * precomputed values that depend on it. Therefore, if \a A is changed
+    * this class becomes invalid. Call compute() to update it with the new
+    * matrix A, or modify a copy of A.
+    */
+  template<typename MatrixDerived>
+  explicit DGMRES(const EigenBase<MatrixDerived>& A) : Base(A.derived()), m_restart(30),m_neig(0),m_r(0),m_maxNeig(5),m_isDeflAllocated(false),m_isDeflInitialized(false) {}
+
+  ~DGMRES() {}
+  
+  /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A
+    * \a x0 as an initial solution.
+    *
+    * \sa compute()
+    */
+  template<typename Rhs,typename Guess>
+  inline const internal::solve_retval_with_guess<DGMRES, Rhs, Guess>
+  solveWithGuess(const MatrixBase<Rhs>& b, const Guess& x0) const
+  {
+    eigen_assert(m_isInitialized && "DGMRES is not initialized.");
+    eigen_assert(Base::rows()==b.rows()
+              && "DGMRES::solve(): invalid number of rows of the right hand side matrix b");
+    return internal::solve_retval_with_guess
+            <DGMRES, Rhs, Guess>(*this, b.derived(), x0);
+  }
+  
+  /** \internal */
+  template<typename Rhs,typename Dest>
+  void _solveWithGuess(const Rhs& b, Dest& x) const
+  {    
+    bool failed = false;
+    for(int j=0; j<b.cols(); ++j)
+    {
+      m_iterations = Base::maxIterations();
+      m_error = Base::m_tolerance;
+      
+      typename Dest::ColXpr xj(x,j);
+      dgmres(*mp_matrix, b.col(j), xj, Base::m_preconditioner);
+    }
+    m_info = failed ? NumericalIssue
+           : m_error <= Base::m_tolerance ? Success
+           : NoConvergence;
+    m_isInitialized = true;
+  }
+
+  /** \internal */
+  template<typename Rhs,typename Dest>
+  void _solve(const Rhs& b, Dest& x) const
+  {
+    x = b;
+    _solveWithGuess(b,x);
+  }
+  /** 
+   * Get the restart value
+    */
+  int restart() { return m_restart; }
+  
+  /** 
+   * Set the restart value (default is 30)  
+   */
+  void set_restart(const int restart) { m_restart=restart; }
+  
+  /** 
+   * Set the number of eigenvalues to deflate at each restart 
+   */
+  void setEigenv(const int neig) 
+  {
+    m_neig = neig;
+    if (neig+1 > m_maxNeig) m_maxNeig = neig+1; // To allow for complex conjugates
+  }
+  
+  /** 
+   * Get the size of the deflation subspace size
+   */ 
+  int deflSize() {return m_r; }
+  
+  /**
+   * Set the maximum size of the deflation subspace
+   */
+  void setMaxEigenv(const int maxNeig) { m_maxNeig = maxNeig; }
+  
+  protected:
+    // DGMRES algorithm 
+    template<typename Rhs, typename Dest>
+    void dgmres(const MatrixType& mat,const Rhs& rhs, Dest& x, const Preconditioner& precond) const;
+    // Perform one cycle of GMRES
+    template<typename Dest>
+    int dgmresCycle(const MatrixType& mat, const Preconditioner& precond, Dest& x, DenseVector& r0, RealScalar& beta, const RealScalar& normRhs, int& nbIts) const; 
+    // Compute data to use for deflation 
+    int dgmresComputeDeflationData(const MatrixType& mat, const Preconditioner& precond, const Index& it, Index& neig) const;
+    // Apply deflation to a vector
+    template<typename RhsType, typename DestType>
+    int dgmresApplyDeflation(const RhsType& In, DestType& Out) const; 
+    ComplexVector schurValues(const ComplexSchur<DenseMatrix>& schurofH) const;
+    ComplexVector schurValues(const RealSchur<DenseMatrix>& schurofH) const;
+    // Init data for deflation
+    void dgmresInitDeflation(Index& rows) const; 
+    mutable DenseMatrix m_V; // Krylov basis vectors
+    mutable DenseMatrix m_H; // Hessenberg matrix 
+    mutable DenseMatrix m_Hes; // Initial hessenberg matrix wihout Givens rotations applied
+    mutable Index m_restart; // Maximum size of the Krylov subspace
+    mutable DenseMatrix m_U; // Vectors that form the basis of the invariant subspace 
+    mutable DenseMatrix m_MU; // matrix operator applied to m_U (for next cycles)
+    mutable DenseMatrix m_T; /* T=U^T*M^{-1}*A*U */
+    mutable PartialPivLU<DenseMatrix> m_luT; // LU factorization of m_T
+    mutable int m_neig; //Number of eigenvalues to extract at each restart
+    mutable int m_r; // Current number of deflated eigenvalues, size of m_U
+    mutable int m_maxNeig; // Maximum number of eigenvalues to deflate
+    mutable RealScalar m_lambdaN; //Modulus of the largest eigenvalue of A
+    mutable bool m_isDeflAllocated;
+    mutable bool m_isDeflInitialized;
+    
+    //Adaptive strategy 
+    mutable RealScalar m_smv; // Smaller multiple of the remaining number of steps allowed
+    mutable bool m_force; // Force the use of deflation at each restart
+    
+}; 
+/** 
+ * \brief Perform several cycles of restarted GMRES with modified Gram Schmidt, 
+ * 
+ * A right preconditioner is used combined with deflation.
+ * 
+ */
+template< typename _MatrixType, typename _Preconditioner>
+template<typename Rhs, typename Dest>
+void DGMRES<_MatrixType, _Preconditioner>::dgmres(const MatrixType& mat,const Rhs& rhs, Dest& x,
+              const Preconditioner& precond) const
+{
+  //Initialization
+  int n = mat.rows(); 
+  DenseVector r0(n); 
+  int nbIts = 0; 
+  m_H.resize(m_restart+1, m_restart);
+  m_Hes.resize(m_restart, m_restart);
+  m_V.resize(n,m_restart+1);
+  //Initial residual vector and intial norm
+  x = precond.solve(x);
+  r0 = rhs - mat * x; 
+  RealScalar beta = r0.norm(); 
+  RealScalar normRhs = rhs.norm();
+  m_error = beta/normRhs; 
+  if(m_error < m_tolerance)
+    m_info = Success; 
+  else
+    m_info = NoConvergence;
+  
+  // Iterative process
+  while (nbIts < m_iterations && m_info == NoConvergence)
+  {
+    dgmresCycle(mat, precond, x, r0, beta, normRhs, nbIts); 
+    
+    // Compute the new residual vector for the restart 
+    if (nbIts < m_iterations && m_info == NoConvergence)
+      r0 = rhs - mat * x; 
+  }
+} 
+
+/**
+ * \brief Perform one restart cycle of DGMRES
+ * \param mat The coefficient matrix
+ * \param precond The preconditioner
+ * \param x the new approximated solution
+ * \param r0 The initial residual vector
+ * \param beta The norm of the residual computed so far
+ * \param normRhs The norm of the right hand side vector
+ * \param nbIts The number of iterations
+ */
+template< typename _MatrixType, typename _Preconditioner>
+template<typename Dest>
+int DGMRES<_MatrixType, _Preconditioner>::dgmresCycle(const MatrixType& mat, const Preconditioner& precond, Dest& x, DenseVector& r0, RealScalar& beta, const RealScalar& normRhs, int& nbIts) const
+{
+  //Initialization 
+  DenseVector g(m_restart+1); // Right hand side of the least square problem
+  g.setZero();  
+  g(0) = Scalar(beta); 
+  m_V.col(0) = r0/beta; 
+  m_info = NoConvergence; 
+  std::vector<JacobiRotation<Scalar> >gr(m_restart); // Givens rotations
+  int it = 0; // Number of inner iterations 
+  int n = mat.rows();
+  DenseVector tv1(n), tv2(n);  //Temporary vectors
+  while (m_info == NoConvergence && it < m_restart && nbIts < m_iterations)
+  {    
+    // Apply preconditioner(s) at right
+    if (m_isDeflInitialized )
+    {
+      dgmresApplyDeflation(m_V.col(it), tv1); // Deflation
+      tv2 = precond.solve(tv1); 
+    }
+    else
+    {
+      tv2 = precond.solve(m_V.col(it)); // User's selected preconditioner
+    }
+    tv1 = mat * tv2; 
+   
+    // Orthogonalize it with the previous basis in the basis using modified Gram-Schmidt
+    Scalar coef; 
+    for (int i = 0; i <= it; ++i)
+    { 
+      coef = tv1.dot(m_V.col(i));
+      tv1 = tv1 - coef * m_V.col(i); 
+      m_H(i,it) = coef; 
+      m_Hes(i,it) = coef; 
+    }
+    // Normalize the vector 
+    coef = tv1.norm(); 
+    m_V.col(it+1) = tv1/coef;
+    m_H(it+1, it) = coef;
+//     m_Hes(it+1,it) = coef; 
+    
+    // FIXME Check for happy breakdown 
+    
+    // Update Hessenberg matrix with Givens rotations
+    for (int i = 1; i <= it; ++i) 
+    {
+      m_H.col(it).applyOnTheLeft(i-1,i,gr[i-1].adjoint());
+    }
+    // Compute the new plane rotation 
+    gr[it].makeGivens(m_H(it, it), m_H(it+1,it)); 
+    // Apply the new rotation
+    m_H.col(it).applyOnTheLeft(it,it+1,gr[it].adjoint());
+    g.applyOnTheLeft(it,it+1, gr[it].adjoint()); 
+    
+    beta = std::abs(g(it+1));
+    m_error = beta/normRhs; 
+    std::cerr << nbIts << " Relative Residual Norm " << m_error << std::endl;
+    it++; nbIts++; 
+    
+    if (m_error < m_tolerance)
+    {
+      // The method has converged
+      m_info = Success;
+      break;
+    }
+  }
+  
+  // Compute the new coefficients by solving the least square problem
+//   it++;
+  //FIXME  Check first if the matrix is singular ... zero diagonal
+  DenseVector nrs(m_restart); 
+  nrs = m_H.topLeftCorner(it,it).template triangularView<Upper>().solve(g.head(it)); 
+  
+  // Form the new solution
+  if (m_isDeflInitialized)
+  {
+    tv1 = m_V.leftCols(it) * nrs; 
+    dgmresApplyDeflation(tv1, tv2); 
+    x = x + precond.solve(tv2);
+  }
+  else
+    x = x + precond.solve(m_V.leftCols(it) * nrs); 
+  
+  // Go for a new cycle and compute data for deflation
+  if(nbIts < m_iterations && m_info == NoConvergence && m_neig > 0 && (m_r+m_neig) < m_maxNeig)
+    dgmresComputeDeflationData(mat, precond, it, m_neig); 
+  return 0; 
+  
+}
+
+
+template< typename _MatrixType, typename _Preconditioner>
+void DGMRES<_MatrixType, _Preconditioner>::dgmresInitDeflation(Index& rows) const
+{
+  m_U.resize(rows, m_maxNeig);
+  m_MU.resize(rows, m_maxNeig); 
+  m_T.resize(m_maxNeig, m_maxNeig);
+  m_lambdaN = 0.0; 
+  m_isDeflAllocated = true; 
+}
+
+template< typename _MatrixType, typename _Preconditioner>
+inline typename DGMRES<_MatrixType, _Preconditioner>::ComplexVector DGMRES<_MatrixType, _Preconditioner>::schurValues(const ComplexSchur<DenseMatrix>& schurofH) const
+{
+  return schurofH.matrixT().diagonal();
+}
+
+template< typename _MatrixType, typename _Preconditioner>
+inline typename DGMRES<_MatrixType, _Preconditioner>::ComplexVector DGMRES<_MatrixType, _Preconditioner>::schurValues(const RealSchur<DenseMatrix>& schurofH) const
+{
+  typedef typename MatrixType::Index Index;
+  const DenseMatrix& T = schurofH.matrixT();
+  Index it = T.rows();
+  ComplexVector eig(it);
+  Index j = 0;
+  while (j < it-1)
+  {
+    if (T(j+1,j) ==Scalar(0))
+    {
+      eig(j) = std::complex<RealScalar>(T(j,j),RealScalar(0)); 
+      j++; 
+    }
+    else
+    {
+      eig(j) = std::complex<RealScalar>(T(j,j),T(j+1,j)); 
+      eig(j+1) = std::complex<RealScalar>(T(j,j+1),T(j+1,j+1));
+      j++;
+    }
+  }
+  if (j < it-1) eig(j) = std::complex<RealScalar>(T(j,j),RealScalar(0));
+  return eig;
+}
+
+template< typename _MatrixType, typename _Preconditioner>
+int DGMRES<_MatrixType, _Preconditioner>::dgmresComputeDeflationData(const MatrixType& mat, const Preconditioner& precond, const Index& it, Index& neig) const
+{
+  // First, find the Schur form of the Hessenberg matrix H
+  typename internal::conditional<NumTraits<Scalar>::IsComplex, ComplexSchur<DenseMatrix>, RealSchur<DenseMatrix> >::type schurofH; 
+  bool computeU = true;
+  DenseMatrix matrixQ(it,it); 
+  matrixQ.setIdentity();
+  schurofH.computeFromHessenberg(m_Hes.topLeftCorner(it,it), matrixQ, computeU); 
+  
+  ComplexVector eig(it);
+  Matrix<Index,Dynamic,1>perm(it); 
+  eig = this->schurValues(schurofH);
+  
+  // Reorder the absolute values of Schur values
+  DenseRealVector modulEig(it); 
+  for (int j=0; j<it; ++j) modulEig(j) = std::abs(eig(j)); 
+  perm.setLinSpaced(it,0,it-1);
+  internal::sortWithPermutation(modulEig, perm, neig);
+  
+  if (!m_lambdaN)
+  {
+    m_lambdaN = (std::max)(modulEig.maxCoeff(), m_lambdaN);
+  }
+  //Count the real number of extracted eigenvalues (with complex conjugates)
+  int nbrEig = 0; 
+  while (nbrEig < neig)
+  {
+    if(eig(perm(it-nbrEig-1)).imag() == RealScalar(0)) nbrEig++; 
+    else nbrEig += 2; 
+  }
+  // Extract the  Schur vectors corresponding to the smallest Ritz values
+  DenseMatrix Sr(it, nbrEig); 
+  Sr.setZero();
+  for (int j = 0; j < nbrEig; j++)
+  {
+    Sr.col(j) = schurofH.matrixU().col(perm(it-j-1));
+  }
+  
+  // Form the Schur vectors of the initial matrix using the Krylov basis
+  DenseMatrix X; 
+  X = m_V.leftCols(it) * Sr;
+  if (m_r)
+  {
+   // Orthogonalize X against m_U using modified Gram-Schmidt
+   for (int j = 0; j < nbrEig; j++)
+     for (int k =0; k < m_r; k++)
+      X.col(j) = X.col(j) - (m_U.col(k).dot(X.col(j)))*m_U.col(k); 
+  }
+  
+  // Compute m_MX = A * M^-1 * X
+  Index m = m_V.rows();
+  if (!m_isDeflAllocated) 
+    dgmresInitDeflation(m); 
+  DenseMatrix MX(m, nbrEig);
+  DenseVector tv1(m);
+  for (int j = 0; j < nbrEig; j++)
+  {
+    tv1 = mat * X.col(j);
+    MX.col(j) = precond.solve(tv1);
+  }
+  
+  //Update m_T = [U'MU U'MX; X'MU X'MX]
+  m_T.block(m_r, m_r, nbrEig, nbrEig) = X.transpose() * MX; 
+  if(m_r)
+  {
+    m_T.block(0, m_r, m_r, nbrEig) = m_U.leftCols(m_r).transpose() * MX; 
+    m_T.block(m_r, 0, nbrEig, m_r) = X.transpose() * m_MU.leftCols(m_r);
+  }
+  
+  // Save X into m_U and m_MX in m_MU
+  for (int j = 0; j < nbrEig; j++) m_U.col(m_r+j) = X.col(j);
+  for (int j = 0; j < nbrEig; j++) m_MU.col(m_r+j) = MX.col(j);
+  // Increase the size of the invariant subspace
+  m_r += nbrEig; 
+  
+  // Factorize m_T into m_luT
+  m_luT.compute(m_T.topLeftCorner(m_r, m_r));
+  
+  //FIXME CHeck if the factorization was correctly done (nonsingular matrix)
+  m_isDeflInitialized = true;
+  return 0; 
+}
+template<typename _MatrixType, typename _Preconditioner>
+template<typename RhsType, typename DestType>
+int DGMRES<_MatrixType, _Preconditioner>::dgmresApplyDeflation(const RhsType &x, DestType &y) const
+{
+  DenseVector x1 = m_U.leftCols(m_r).transpose() * x; 
+  y = x + m_U.leftCols(m_r) * ( m_lambdaN * m_luT.solve(x1) - x1);
+  return 0; 
+}
+
+namespace internal {
+
+  template<typename _MatrixType, typename _Preconditioner, typename Rhs>
+struct solve_retval<DGMRES<_MatrixType, _Preconditioner>, Rhs>
+  : solve_retval_base<DGMRES<_MatrixType, _Preconditioner>, Rhs>
+{
+  typedef DGMRES<_MatrixType, _Preconditioner> Dec;
+  EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs)
+
+  template<typename Dest> void evalTo(Dest& dst) const
+  {
+    dec()._solve(rhs(),dst);
+  }
+};
+} // end namespace internal
+
+} // end namespace Eigen
+#endif 

extern/Eigen3/unsupported/Eigen/src/IterativeSolvers/GMRES.h

@@ -0,0 +1,371 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2011 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2012, 2014 Kolja Brix <brix@igpm.rwth-aaachen.de>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_GMRES_H
+#define EIGEN_GMRES_H
+
+namespace Eigen { 
+
+namespace internal {
+
+/**
+ * Generalized Minimal Residual Algorithm based on the
+ * Arnoldi algorithm implemented with Householder reflections.
+ *
+ * Parameters:
+ *  \param mat       matrix of linear system of equations
+ *  \param Rhs       right hand side vector of linear system of equations
+ *  \param x         on input: initial guess, on output: solution
+ *  \param precond   preconditioner used
+ *  \param iters     on input: maximum number of iterations to perform
+ *                   on output: number of iterations performed
+ *  \param restart   number of iterations for a restart
+ *  \param tol_error on input: residual tolerance
+ *                   on output: residuum achieved
+ *
+ * \sa IterativeMethods::bicgstab() 
+ *  
+ *
+ * For references, please see:
+ *
+ * Saad, Y. and Schultz, M. H.
+ * GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems.
+ * SIAM J.Sci.Stat.Comp. 7, 1986, pp. 856 - 869.
+ *
+ * Saad, Y.
+ * Iterative Methods for Sparse Linear Systems.
+ * Society for Industrial and Applied Mathematics, Philadelphia, 2003.
+ *
+ * Walker, H. F.
+ * Implementations of the GMRES method.
+ * Comput.Phys.Comm. 53, 1989, pp. 311 - 320.
+ *
+ * Walker, H. F.
+ * Implementation of the GMRES Method using Householder Transformations.
+ * SIAM J.Sci.Stat.Comp. 9, 1988, pp. 152 - 163.
+ *
+ */
+template<typename MatrixType, typename Rhs, typename Dest, typename Preconditioner>
+bool gmres(const MatrixType & mat, const Rhs & rhs, Dest & x, const Preconditioner & precond,
+		int &iters, const int &restart, typename Dest::RealScalar & tol_error) {
+
+	using std::sqrt;
+	using std::abs;
+
+	typedef typename Dest::RealScalar RealScalar;
+	typedef typename Dest::Scalar Scalar;
+	typedef Matrix < Scalar, Dynamic, 1 > VectorType;
+	typedef Matrix < Scalar, Dynamic, Dynamic > FMatrixType;
+
+	RealScalar tol = tol_error;
+	const int maxIters = iters;
+	iters = 0;
+
+	const int m = mat.rows();
+
+	VectorType p0 = rhs - mat*x;
+	VectorType r0 = precond.solve(p0);
+ 
+	// is initial guess already good enough?
+	if(abs(r0.norm()) < tol) {
+		return true; 
+	}
+
+	VectorType w = VectorType::Zero(restart + 1);
+
+	FMatrixType H = FMatrixType::Zero(m, restart + 1); // Hessenberg matrix
+	VectorType tau = VectorType::Zero(restart + 1);
+	std::vector < JacobiRotation < Scalar > > G(restart);
+
+	// generate first Householder vector
+	VectorType e(m-1);
+	RealScalar beta;
+	r0.makeHouseholder(e, tau.coeffRef(0), beta);
+	w(0)=(Scalar) beta;
+	H.bottomLeftCorner(m - 1, 1) = e;
+
+	for (int k = 1; k <= restart; ++k) {
+
+		++iters;
+
+		VectorType v = VectorType::Unit(m, k - 1), workspace(m);
+
+		// apply Householder reflections H_{1} ... H_{k-1} to v
+		for (int i = k - 1; i >= 0; --i) {
+			v.tail(m - i).applyHouseholderOnTheLeft(H.col(i).tail(m - i - 1), tau.coeffRef(i), workspace.data());
+		}
+
+		// apply matrix M to v:  v = mat * v;
+		VectorType t=mat*v;
+		v=precond.solve(t);
+
+		// apply Householder reflections H_{k-1} ... H_{1} to v
+		for (int i = 0; i < k; ++i) {
+			v.tail(m - i).applyHouseholderOnTheLeft(H.col(i).tail(m - i - 1), tau.coeffRef(i), workspace.data());
+		}
+
+		if (v.tail(m - k).norm() != 0.0) {
+
+			if (k <= restart) {
+
+				// generate new Householder vector
+                                  VectorType e(m - k - 1);
+				RealScalar beta;
+				v.tail(m - k).makeHouseholder(e, tau.coeffRef(k), beta);
+				H.col(k).tail(m - k - 1) = e;
+
+				// apply Householder reflection H_{k} to v
+				v.tail(m - k).applyHouseholderOnTheLeft(H.col(k).tail(m - k - 1), tau.coeffRef(k), workspace.data());
+
+			}
+                }
+
+                if (k > 1) {
+                        for (int i = 0; i < k - 1; ++i) {
+                                // apply old Givens rotations to v
+                                v.applyOnTheLeft(i, i + 1, G[i].adjoint());
+                        }
+                }
+
+                if (k<m && v(k) != (Scalar) 0) {
+                        // determine next Givens rotation
+                        G[k - 1].makeGivens(v(k - 1), v(k));
+
+                        // apply Givens rotation to v and w
+                        v.applyOnTheLeft(k - 1, k, G[k - 1].adjoint());
+                        w.applyOnTheLeft(k - 1, k, G[k - 1].adjoint());
+
+                }
+
+                // insert coefficients into upper matrix triangle
+                H.col(k - 1).head(k) = v.head(k);
+
+                bool stop=(k==m || abs(w(k)) < tol || iters == maxIters);
+
+                if (stop || k == restart) {
+
+                        // solve upper triangular system
+                        VectorType y = w.head(k);
+                        H.topLeftCorner(k, k).template triangularView < Eigen::Upper > ().solveInPlace(y);
+
+                        // use Horner-like scheme to calculate solution vector
+                        VectorType x_new = y(k - 1) * VectorType::Unit(m, k - 1);
+
+                        // apply Householder reflection H_{k} to x_new
+                        x_new.tail(m - k + 1).applyHouseholderOnTheLeft(H.col(k - 1).tail(m - k), tau.coeffRef(k - 1), workspace.data());
+
+                        for (int i = k - 2; i >= 0; --i) {
+                                x_new += y(i) * VectorType::Unit(m, i);
+                                // apply Householder reflection H_{i} to x_new
+                                x_new.tail(m - i).applyHouseholderOnTheLeft(H.col(i).tail(m - i - 1), tau.coeffRef(i), workspace.data());
+                        }
+
+                        x += x_new;
+
+                        if (stop) {
+                                return true;
+                        } else {
+                                k=0;
+
+                                // reset data for a restart  r0 = rhs - mat * x;
+                                VectorType p0=mat*x;
+                                VectorType p1=precond.solve(p0);
+                                r0 = rhs - p1;
+//                                 r0_sqnorm = r0.squaredNorm();
+                                w = VectorType::Zero(restart + 1);
+                                H = FMatrixType::Zero(m, restart + 1);
+                                tau = VectorType::Zero(restart + 1);
+
+                                // generate first Householder vector
+                                RealScalar beta;
+                                r0.makeHouseholder(e, tau.coeffRef(0), beta);
+                                w(0)=(Scalar) beta;
+                                H.bottomLeftCorner(m - 1, 1) = e;
+
+                        }
+
+                }
+
+
+
+	}
+	
+	return false;
+
+}
+
+}
+
+template< typename _MatrixType,
+          typename _Preconditioner = DiagonalPreconditioner<typename _MatrixType::Scalar> >
+class GMRES;
+
+namespace internal {
+
+template< typename _MatrixType, typename _Preconditioner>
+struct traits<GMRES<_MatrixType,_Preconditioner> >
+{
+  typedef _MatrixType MatrixType;
+  typedef _Preconditioner Preconditioner;
+};
+
+}
+
+/** \ingroup IterativeLinearSolvers_Module
+  * \brief A GMRES solver for sparse square problems
+  *
+  * This class allows to solve for A.x = b sparse linear problems using a generalized minimal
+  * residual method. The vectors x and b can be either dense or sparse.
+  *
+  * \tparam _MatrixType the type of the sparse matrix A, can be a dense or a sparse matrix.
+  * \tparam _Preconditioner the type of the preconditioner. Default is DiagonalPreconditioner
+  *
+  * The maximal number of iterations and tolerance value can be controlled via the setMaxIterations()
+  * and setTolerance() methods. The defaults are the size of the problem for the maximal number of iterations
+  * and NumTraits<Scalar>::epsilon() for the tolerance.
+  * 
+  * This class can be used as the direct solver classes. Here is a typical usage example:
+  * \code
+  * int n = 10000;
+  * VectorXd x(n), b(n);
+  * SparseMatrix<double> A(n,n);
+  * // fill A and b
+  * GMRES<SparseMatrix<double> > solver(A);
+  * x = solver.solve(b);
+  * std::cout << "#iterations:     " << solver.iterations() << std::endl;
+  * std::cout << "estimated error: " << solver.error()      << std::endl;
+  * // update b, and solve again
+  * x = solver.solve(b);
+  * \endcode
+  * 
+  * By default the iterations start with x=0 as an initial guess of the solution.
+  * One can control the start using the solveWithGuess() method.
+  * 
+  * \sa class SimplicialCholesky, DiagonalPreconditioner, IdentityPreconditioner
+  */
+template< typename _MatrixType, typename _Preconditioner>
+class GMRES : public IterativeSolverBase<GMRES<_MatrixType,_Preconditioner> >
+{
+  typedef IterativeSolverBase<GMRES> Base;
+  using Base::mp_matrix;
+  using Base::m_error;
+  using Base::m_iterations;
+  using Base::m_info;
+  using Base::m_isInitialized;
+ 
+private:
+  int m_restart;
+  
+public:
+  typedef _MatrixType MatrixType;
+  typedef typename MatrixType::Scalar Scalar;
+  typedef typename MatrixType::Index Index;
+  typedef typename MatrixType::RealScalar RealScalar;
+  typedef _Preconditioner Preconditioner;
+
+public:
+
+  /** Default constructor. */
+  GMRES() : Base(), m_restart(30) {}
+
+  /** Initialize the solver with matrix \a A for further \c Ax=b solving.
+    * 
+    * This constructor is a shortcut for the default constructor followed
+    * by a call to compute().
+    * 
+    * \warning this class stores a reference to the matrix A as well as some
+    * precomputed values that depend on it. Therefore, if \a A is changed
+    * this class becomes invalid. Call compute() to update it with the new
+    * matrix A, or modify a copy of A.
+    */
+  template<typename MatrixDerived>
+  explicit GMRES(const EigenBase<MatrixDerived>& A) : Base(A.derived()), m_restart(30) {}
+
+  ~GMRES() {}
+  
+  /** Get the number of iterations after that a restart is performed.
+    */
+  int get_restart() { return m_restart; }
+  
+  /** Set the number of iterations after that a restart is performed.
+    *  \param restart   number of iterations for a restarti, default is 30.
+    */
+  void set_restart(const int restart) { m_restart=restart; }
+  
+  /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A
+    * \a x0 as an initial solution.
+    *
+    * \sa compute()
+    */
+  template<typename Rhs,typename Guess>
+  inline const internal::solve_retval_with_guess<GMRES, Rhs, Guess>
+  solveWithGuess(const MatrixBase<Rhs>& b, const Guess& x0) const
+  {
+    eigen_assert(m_isInitialized && "GMRES is not initialized.");
+    eigen_assert(Base::rows()==b.rows()
+              && "GMRES::solve(): invalid number of rows of the right hand side matrix b");
+    return internal::solve_retval_with_guess
+            <GMRES, Rhs, Guess>(*this, b.derived(), x0);
+  }
+  
+  /** \internal */
+  template<typename Rhs,typename Dest>
+  void _solveWithGuess(const Rhs& b, Dest& x) const
+  {    
+    bool failed = false;
+    for(int j=0; j<b.cols(); ++j)
+    {
+      m_iterations = Base::maxIterations();
+      m_error = Base::m_tolerance;
+      
+      typename Dest::ColXpr xj(x,j);
+      if(!internal::gmres(*mp_matrix, b.col(j), xj, Base::m_preconditioner, m_iterations, m_restart, m_error))
+        failed = true;
+    }
+    m_info = failed ? NumericalIssue
+           : m_error <= Base::m_tolerance ? Success
+           : NoConvergence;
+    m_isInitialized = true;
+  }
+
+  /** \internal */
+  template<typename Rhs,typename Dest>
+  void _solve(const Rhs& b, Dest& x) const
+  {
+    x = b;
+    if(x.squaredNorm() == 0) return; // Check Zero right hand side
+    _solveWithGuess(b,x);
+  }
+
+protected:
+
+};
+
+
+namespace internal {
+
+  template<typename _MatrixType, typename _Preconditioner, typename Rhs>
+struct solve_retval<GMRES<_MatrixType, _Preconditioner>, Rhs>
+  : solve_retval_base<GMRES<_MatrixType, _Preconditioner>, Rhs>
+{
+  typedef GMRES<_MatrixType, _Preconditioner> Dec;
+  EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs)
+
+  template<typename Dest> void evalTo(Dest& dst) const
+  {
+    dec()._solve(rhs(),dst);
+  }
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_GMRES_H

extern/Eigen3/unsupported/Eigen/src/IterativeSolvers/IncompleteCholesky.h

@@ -0,0 +1,278 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2012 Désiré Nuentsa-Wakam <desire.nuentsa_wakam@inria.fr>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_INCOMPLETE_CHOlESKY_H
+#define EIGEN_INCOMPLETE_CHOlESKY_H
+#include "Eigen/src/IterativeLinearSolvers/IncompleteLUT.h" 
+#include <Eigen/OrderingMethods>
+#include <list>
+
+namespace Eigen {  
+/** 
+ * \brief Modified Incomplete Cholesky with dual threshold
+ * 
+ * References : C-J. Lin and J. J. Moré, Incomplete Cholesky Factorizations with
+ *              Limited memory, SIAM J. Sci. Comput.  21(1), pp. 24-45, 1999
+ * 
+ * \tparam _MatrixType The type of the sparse matrix. It should be a symmetric 
+ *                     matrix. It is advised to give  a row-oriented sparse matrix 
+ * \tparam _UpLo The triangular part of the matrix to reference. 
+ * \tparam _OrderingType 
+ */
+
+template <typename Scalar, int _UpLo = Lower, typename _OrderingType = NaturalOrdering<int> >
+class IncompleteCholesky : internal::noncopyable
+{
+  public:
+    typedef SparseMatrix<Scalar,ColMajor> MatrixType;
+    typedef _OrderingType OrderingType;
+    typedef typename MatrixType::RealScalar RealScalar; 
+    typedef typename MatrixType::Index Index; 
+    typedef PermutationMatrix<Dynamic, Dynamic, Index> PermutationType;
+    typedef Matrix<Scalar,Dynamic,1> ScalarType; 
+    typedef Matrix<Index,Dynamic, 1> IndexType;
+    typedef std::vector<std::list<Index> > VectorList; 
+    enum { UpLo = _UpLo };
+  public:
+    IncompleteCholesky() : m_shift(1),m_factorizationIsOk(false) {}
+    IncompleteCholesky(const MatrixType& matrix) : m_shift(1),m_factorizationIsOk(false)
+    {
+      compute(matrix);
+    }
+    
+    Index rows() const { return m_L.rows(); }
+    
+    Index cols() const { return m_L.cols(); }
+    
+
+    /** \brief Reports whether previous computation was successful.
+      *
+      * \returns \c Success if computation was succesful,
+      *          \c NumericalIssue if the matrix appears to be negative.
+      */
+    ComputationInfo info() const
+    {
+      eigen_assert(m_isInitialized && "IncompleteLLT is not initialized.");
+      return m_info;
+    }
+    
+    /** 
+     * \brief Set the initial shift parameter
+     */
+    void setShift( Scalar shift) { m_shift = shift; }
+    
+    /**
+    * \brief Computes the fill reducing permutation vector. 
+    */
+    template<typename MatrixType>
+    void analyzePattern(const MatrixType& mat)
+    {
+      OrderingType ord; 
+      ord(mat.template selfadjointView<UpLo>(), m_perm); 
+      m_analysisIsOk = true; 
+    }
+    
+    template<typename MatrixType>
+    void factorize(const MatrixType& amat);
+    
+    template<typename MatrixType>
+    void compute (const MatrixType& matrix)
+    {
+      analyzePattern(matrix); 
+      factorize(matrix);
+    }
+    
+    template<typename Rhs, typename Dest>
+    void _solve(const Rhs& b, Dest& x) const
+    {
+      eigen_assert(m_factorizationIsOk && "factorize() should be called first");
+      if (m_perm.rows() == b.rows())
+        x = m_perm.inverse() * b; 
+      else 
+        x = b; 
+      x = m_scal.asDiagonal() * x;
+      x = m_L.template triangularView<UnitLower>().solve(x); 
+      x = m_L.adjoint().template triangularView<Upper>().solve(x); 
+      if (m_perm.rows() == b.rows())
+        x = m_perm * x;
+      x = m_scal.asDiagonal() * x;
+    }
+    template<typename Rhs> inline const internal::solve_retval<IncompleteCholesky, Rhs>
+    solve(const MatrixBase<Rhs>& b) const
+    {
+      eigen_assert(m_factorizationIsOk && "IncompleteLLT did not succeed");
+      eigen_assert(m_isInitialized && "IncompleteLLT is not initialized.");
+      eigen_assert(cols()==b.rows()
+                && "IncompleteLLT::solve(): invalid number of rows of the right hand side matrix b");
+      return internal::solve_retval<IncompleteCholesky, Rhs>(*this, b.derived());
+    }
+  protected:
+    SparseMatrix<Scalar,ColMajor> m_L;  // The lower part stored in CSC
+    ScalarType m_scal; // The vector for scaling the matrix 
+    Scalar m_shift; //The initial shift parameter
+    bool m_analysisIsOk; 
+    bool m_factorizationIsOk; 
+    bool m_isInitialized;
+    ComputationInfo m_info;
+    PermutationType m_perm; 
+    
+  private:
+    template <typename IdxType, typename SclType>
+    inline void updateList(const IdxType& colPtr, IdxType& rowIdx, SclType& vals, const Index& col, const Index& jk, IndexType& firstElt, VectorList& listCol); 
+}; 
+
+template<typename Scalar, int _UpLo, typename OrderingType>
+template<typename _MatrixType>
+void IncompleteCholesky<Scalar,_UpLo, OrderingType>::factorize(const _MatrixType& mat)
+{
+  using std::sqrt;
+  using std::min;
+  eigen_assert(m_analysisIsOk && "analyzePattern() should be called first"); 
+    
+  // Dropping strategies : Keep only the p largest elements per column, where p is the number of elements in the column of the original matrix. Other strategies will be added
+  
+  // Apply the fill-reducing permutation computed in analyzePattern()
+  if (m_perm.rows() == mat.rows() ) // To detect the null permutation
+    m_L.template selfadjointView<Lower>() = mat.template selfadjointView<_UpLo>().twistedBy(m_perm);
+  else
+    m_L.template selfadjointView<Lower>() = mat.template selfadjointView<_UpLo>();
+  
+  Index n = m_L.cols(); 
+  Index nnz = m_L.nonZeros();
+  Map<ScalarType> vals(m_L.valuePtr(), nnz); //values
+  Map<IndexType> rowIdx(m_L.innerIndexPtr(), nnz);  //Row indices
+  Map<IndexType> colPtr( m_L.outerIndexPtr(), n+1); // Pointer to the beginning of each row
+  IndexType firstElt(n-1); // for each j, points to the next entry in vals that will be used in the factorization
+  VectorList listCol(n); // listCol(j) is a linked list of columns to update column j
+  ScalarType curCol(n); // Store a  nonzero values in each column
+  IndexType irow(n); // Row indices of nonzero elements in each column
+  
+  
+  // Computes the scaling factors 
+  m_scal.resize(n);
+  for (int j = 0; j < n; j++)
+  {
+    m_scal(j) = m_L.col(j).norm();
+    m_scal(j) = sqrt(m_scal(j));
+  }
+  // Scale and compute the shift for the matrix 
+  Scalar mindiag = vals[0];
+  for (int j = 0; j < n; j++){
+    for (int k = colPtr[j]; k < colPtr[j+1]; k++)
+     vals[k] /= (m_scal(j) * m_scal(rowIdx[k]));
+    mindiag = (min)(vals[colPtr[j]], mindiag);
+  }
+  
+  if(mindiag < Scalar(0.)) m_shift = m_shift - mindiag;
+  // Apply the shift to the diagonal elements of the matrix
+  for (int j = 0; j < n; j++)
+    vals[colPtr[j]] += m_shift;
+  // jki version of the Cholesky factorization 
+  for (int j=0; j < n; ++j)
+  {  
+    //Left-looking factorize the column j 
+    // First, load the jth column into curCol 
+    Scalar diag = vals[colPtr[j]];  // It is assumed that only the lower part is stored
+    curCol.setZero();
+    irow.setLinSpaced(n,0,n-1); 
+    for (int i = colPtr[j] + 1; i < colPtr[j+1]; i++)
+    {
+      curCol(rowIdx[i]) = vals[i]; 
+      irow(rowIdx[i]) = rowIdx[i]; 
+    }
+    std::list<int>::iterator k; 
+    // Browse all previous columns that will update column j
+    for(k = listCol[j].begin(); k != listCol[j].end(); k++) 
+    {
+      int jk = firstElt(*k); // First element to use in the column 
+      jk += 1; 
+      for (int i = jk; i < colPtr[*k+1]; i++)
+      {
+        curCol(rowIdx[i]) -= vals[i] * vals[jk] ;
+      }
+      updateList(colPtr,rowIdx,vals, *k, jk, firstElt, listCol);
+    }
+    
+    // Scale the current column
+    if(RealScalar(diag) <= 0) 
+    {
+      std::cerr << "\nNegative diagonal during Incomplete factorization... "<< j << "\n";
+      m_info = NumericalIssue; 
+      return; 
+    }
+    RealScalar rdiag = sqrt(RealScalar(diag));
+    vals[colPtr[j]] = rdiag;
+    for (int i = j+1; i < n; i++)
+    {
+      //Scale 
+      curCol(i) /= rdiag;
+      //Update the remaining diagonals with curCol
+      vals[colPtr[i]] -= curCol(i) * curCol(i);
+    }
+    // Select the largest p elements
+    //  p is the original number of elements in the column (without the diagonal)
+    int p = colPtr[j+1] - colPtr[j] - 1 ; 
+    internal::QuickSplit(curCol, irow, p); 
+    // Insert the largest p elements in the matrix
+    int cpt = 0; 
+    for (int i = colPtr[j]+1; i < colPtr[j+1]; i++)
+    {
+      vals[i] = curCol(cpt); 
+      rowIdx[i] = irow(cpt); 
+      cpt ++; 
+    }
+    // Get the first smallest row index and put it after the diagonal element
+    Index jk = colPtr(j)+1;
+    updateList(colPtr,rowIdx,vals,j,jk,firstElt,listCol); 
+  }
+  m_factorizationIsOk = true; 
+  m_isInitialized = true;
+  m_info = Success; 
+}
+
+template<typename Scalar, int _UpLo, typename OrderingType>
+template <typename IdxType, typename SclType>
+inline void IncompleteCholesky<Scalar,_UpLo, OrderingType>::updateList(const IdxType& colPtr, IdxType& rowIdx, SclType& vals, const Index& col, const Index& jk, IndexType& firstElt, VectorList& listCol)
+{
+  if (jk < colPtr(col+1) )
+  {
+    Index p = colPtr(col+1) - jk;
+    Index minpos; 
+    rowIdx.segment(jk,p).minCoeff(&minpos);
+    minpos += jk;
+    if (rowIdx(minpos) != rowIdx(jk))
+    {
+      //Swap
+      std::swap(rowIdx(jk),rowIdx(minpos));
+      std::swap(vals(jk),vals(minpos));
+    }
+    firstElt(col) = jk;
+    listCol[rowIdx(jk)].push_back(col);
+  }
+}
+namespace internal {
+
+template<typename _Scalar, int _UpLo, typename OrderingType, typename Rhs>
+struct solve_retval<IncompleteCholesky<_Scalar,  _UpLo, OrderingType>, Rhs>
+  : solve_retval_base<IncompleteCholesky<_Scalar, _UpLo, OrderingType>, Rhs>
+{
+  typedef IncompleteCholesky<_Scalar, _UpLo, OrderingType> Dec;
+  EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs)
+
+  template<typename Dest> void evalTo(Dest& dst) const
+  {
+    dec()._solve(rhs(),dst);
+  }
+};
+
+} // end namespace internal
+
+} // end namespace Eigen 
+
+#endif

extern/Eigen3/unsupported/Eigen/src/IterativeSolvers/IncompleteLU.h

@@ -0,0 +1,113 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2011 Gael Guennebaud <gael.guennebaud@inria.fr>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_INCOMPLETE_LU_H
+#define EIGEN_INCOMPLETE_LU_H
+
+namespace Eigen { 
+
+template <typename _Scalar>
+class IncompleteLU
+{
+    typedef _Scalar Scalar;
+    typedef Matrix<Scalar,Dynamic,1> Vector;
+    typedef typename Vector::Index Index;
+    typedef SparseMatrix<Scalar,RowMajor> FactorType;
+
+  public:
+    typedef Matrix<Scalar,Dynamic,Dynamic> MatrixType;
+
+    IncompleteLU() : m_isInitialized(false) {}
+
+    template<typename MatrixType>
+    IncompleteLU(const MatrixType& mat) : m_isInitialized(false)
+    {
+      compute(mat);
+    }
+
+    Index rows() const { return m_lu.rows(); }
+    Index cols() const { return m_lu.cols(); }
+
+    template<typename MatrixType>
+    IncompleteLU& compute(const MatrixType& mat)
+    {
+      m_lu = mat;
+      int size = mat.cols();
+      Vector diag(size);
+      for(int i=0; i<size; ++i)
+      {
+        typename FactorType::InnerIterator k_it(m_lu,i);
+        for(; k_it && k_it.index()<i; ++k_it)
+        {
+          int k = k_it.index();
+          k_it.valueRef() /= diag(k);
+
+          typename FactorType::InnerIterator j_it(k_it);
+          typename FactorType::InnerIterator kj_it(m_lu, k);
+          while(kj_it && kj_it.index()<=k) ++kj_it;
+          for(++j_it; j_it; )
+          {
+            if(kj_it.index()==j_it.index())
+            {
+              j_it.valueRef() -= k_it.value() * kj_it.value();
+              ++j_it;
+              ++kj_it;
+            }
+            else if(kj_it.index()<j_it.index()) ++kj_it;
+            else                                ++j_it;
+          }
+        }
+        if(k_it && k_it.index()==i) diag(i) = k_it.value();
+        else                        diag(i) = 1;
+      }
+      m_isInitialized = true;
+      return *this;
+    }
+
+    template<typename Rhs, typename Dest>
+    void _solve(const Rhs& b, Dest& x) const
+    {
+      x = m_lu.template triangularView<UnitLower>().solve(b);
+      x = m_lu.template triangularView<Upper>().solve(x);
+    }
+
+    template<typename Rhs> inline const internal::solve_retval<IncompleteLU, Rhs>
+    solve(const MatrixBase<Rhs>& b) const
+    {
+      eigen_assert(m_isInitialized && "IncompleteLU is not initialized.");
+      eigen_assert(cols()==b.rows()
+                && "IncompleteLU::solve(): invalid number of rows of the right hand side matrix b");
+      return internal::solve_retval<IncompleteLU, Rhs>(*this, b.derived());
+    }
+
+  protected:
+    FactorType m_lu;
+    bool m_isInitialized;
+};
+
+namespace internal {
+
+template<typename _MatrixType, typename Rhs>
+struct solve_retval<IncompleteLU<_MatrixType>, Rhs>
+  : solve_retval_base<IncompleteLU<_MatrixType>, Rhs>
+{
+  typedef IncompleteLU<_MatrixType> Dec;
+  EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs)
+
+  template<typename Dest> void evalTo(Dest& dst) const
+  {
+    dec()._solve(rhs(),dst);
+  }
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_INCOMPLETE_LU_H

extern/Eigen3/unsupported/Eigen/src/IterativeSolvers/IterationController.h

@@ -0,0 +1,154 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr>
+
+/* NOTE The class IterationController has been adapted from the iteration
+ *      class of the GMM++ and ITL libraries.
+ */
+
+//=======================================================================
+// Copyright (C) 1997-2001
+// Authors: Andrew Lumsdaine <lums@osl.iu.edu> 
+//          Lie-Quan Lee     <llee@osl.iu.edu>
+//
+// This file is part of the Iterative Template Library
+//
+// You should have received a copy of the License Agreement for the
+// Iterative Template Library along with the software;  see the
+// file LICENSE.  
+//
+// Permission to modify the code and to distribute modified code is
+// granted, provided the text of this NOTICE is retained, a notice that
+// the code was modified is included with the above COPYRIGHT NOTICE and
+// with the COPYRIGHT NOTICE in the LICENSE file, and that the LICENSE
+// file is distributed with the modified code.
+//
+// LICENSOR MAKES NO REPRESENTATIONS OR WARRANTIES, EXPRESS OR IMPLIED.
+// By way of example, but not limitation, Licensor MAKES NO
+// REPRESENTATIONS OR WARRANTIES OF MERCHANTABILITY OR FITNESS FOR ANY
+// PARTICULAR PURPOSE OR THAT THE USE OF THE LICENSED SOFTWARE COMPONENTS
+// OR DOCUMENTATION WILL NOT INFRINGE ANY PATENTS, COPYRIGHTS, TRADEMARKS
+// OR OTHER RIGHTS.
+//=======================================================================
+
+//========================================================================
+//
+// Copyright (C) 2002-2007 Yves Renard
+//
+// This file is a part of GETFEM++
+//
+// Getfem++ is free software; you can redistribute it and/or modify
+// it under the terms of the GNU Lesser General Public License as
+// published by the Free Software Foundation; version 2.1 of the License.
+//
+// This program is distributed in the hope that it will be useful,
+// but WITHOUT ANY WARRANTY; without even the implied warranty of
+// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+// GNU Lesser General Public License for more details.
+// You should have received a copy of the GNU Lesser General Public
+// License along with this program; if not, write to the Free Software
+// Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA  02110-1301,
+// USA.
+//
+//========================================================================
+
+#include "../../../../Eigen/src/Core/util/NonMPL2.h"
+
+#ifndef EIGEN_ITERATION_CONTROLLER_H
+#define EIGEN_ITERATION_CONTROLLER_H
+
+namespace Eigen { 
+
+/** \ingroup IterativeSolvers_Module
+  * \class IterationController
+  *
+  * \brief Controls the iterations of the iterative solvers
+  *
+  * This class has been adapted from the iteration class of GMM++ and ITL libraries.
+  *
+  */
+class IterationController
+{
+  protected :
+    double m_rhsn;        ///< Right hand side norm
+    size_t m_maxiter;     ///< Max. number of iterations
+    int m_noise;          ///< if noise > 0 iterations are printed
+    double m_resmax;      ///< maximum residual
+    double m_resminreach, m_resadd;
+    size_t m_nit;         ///< iteration number
+    double m_res;         ///< last computed residual
+    bool m_written;
+    void (*m_callback)(const IterationController&);
+  public :
+
+    void init()
+    {
+      m_nit = 0; m_res = 0.0; m_written = false;
+      m_resminreach = 1E50; m_resadd = 0.0;
+      m_callback = 0;
+    }
+
+    IterationController(double r = 1.0E-8, int noi = 0, size_t mit = size_t(-1))
+      : m_rhsn(1.0), m_maxiter(mit), m_noise(noi), m_resmax(r) { init(); }
+
+    void operator ++(int) { m_nit++; m_written = false; m_resadd += m_res; }
+    void operator ++() { (*this)++; }
+
+    bool first() { return m_nit == 0; }
+
+    /* get/set the "noisyness" (verbosity) of the solvers */
+    int noiseLevel() const { return m_noise; }
+    void setNoiseLevel(int n) { m_noise = n; }
+    void reduceNoiseLevel() { if (m_noise > 0) m_noise--; }
+
+    double maxResidual() const { return m_resmax; }
+    void setMaxResidual(double r) { m_resmax = r; }
+
+    double residual() const { return m_res; }
+
+    /* change the user-definable callback, called after each iteration */
+    void setCallback(void (*t)(const IterationController&))
+    {
+      m_callback = t;
+    }
+
+    size_t iteration() const { return m_nit; }
+    void setIteration(size_t i) { m_nit = i; }
+
+    size_t maxIterarions() const { return m_maxiter; }
+    void setMaxIterations(size_t i) { m_maxiter = i; }
+
+    double rhsNorm() const { return m_rhsn; }
+    void setRhsNorm(double r) { m_rhsn = r; }
+
+    bool converged() const { return m_res <= m_rhsn * m_resmax; }
+    bool converged(double nr)
+    {
+      using std::abs;
+      m_res = abs(nr); 
+      m_resminreach = (std::min)(m_resminreach, m_res);
+      return converged();
+    }
+    template<typename VectorType> bool converged(const VectorType &v)
+    { return converged(v.squaredNorm()); }
+
+    bool finished(double nr)
+    {
+      if (m_callback) m_callback(*this);
+      if (m_noise > 0 && !m_written)
+      {
+        converged(nr);
+        m_written = true;
+      }
+      return (m_nit >= m_maxiter || converged(nr));
+    }
+    template <typename VectorType>
+    bool finished(const MatrixBase<VectorType> &v)
+    { return finished(double(v.squaredNorm())); }
+
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_ITERATION_CONTROLLER_H

extern/Eigen3/unsupported/Eigen/src/IterativeSolvers/MINRES.h

@@ -0,0 +1,311 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2012 Giacomo Po <gpo@ucla.edu>
+// Copyright (C) 2011 Gael Guennebaud <gael.guennebaud@inria.fr>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+
+#ifndef EIGEN_MINRES_H_
+#define EIGEN_MINRES_H_
+
+
+namespace Eigen {
+    
+    namespace internal {
+        
+        /** \internal Low-level MINRES algorithm
+         * \param mat The matrix A
+         * \param rhs The right hand side vector b
+         * \param x On input and initial solution, on output the computed solution.
+         * \param precond A right preconditioner being able to efficiently solve for an
+         *                approximation of Ax=b (regardless of b)
+         * \param iters On input the max number of iteration, on output the number of performed iterations.
+         * \param tol_error On input the tolerance error, on output an estimation of the relative error.
+         */
+        template<typename MatrixType, typename Rhs, typename Dest, typename Preconditioner>
+        EIGEN_DONT_INLINE
+        void minres(const MatrixType& mat, const Rhs& rhs, Dest& x,
+                    const Preconditioner& precond, int& iters,
+                    typename Dest::RealScalar& tol_error)
+        {
+            using std::sqrt;
+            typedef typename Dest::RealScalar RealScalar;
+            typedef typename Dest::Scalar Scalar;
+            typedef Matrix<Scalar,Dynamic,1> VectorType;
+
+            // Check for zero rhs
+            const RealScalar rhsNorm2(rhs.squaredNorm());
+            if(rhsNorm2 == 0)
+            {
+                x.setZero();
+                iters = 0;
+                tol_error = 0;
+                return;
+            }
+            
+            // initialize
+            const int maxIters(iters);  // initialize maxIters to iters
+            const int N(mat.cols());    // the size of the matrix
+            const RealScalar threshold2(tol_error*tol_error*rhsNorm2); // convergence threshold (compared to residualNorm2)
+            
+            // Initialize preconditioned Lanczos
+            VectorType v_old(N); // will be initialized inside loop
+            VectorType v( VectorType::Zero(N) ); //initialize v
+            VectorType v_new(rhs-mat*x); //initialize v_new
+            RealScalar residualNorm2(v_new.squaredNorm());
+            VectorType w(N); // will be initialized inside loop
+            VectorType w_new(precond.solve(v_new)); // initialize w_new
+//            RealScalar beta; // will be initialized inside loop
+            RealScalar beta_new2(v_new.dot(w_new));
+            eigen_assert(beta_new2 >= 0.0 && "PRECONDITIONER IS NOT POSITIVE DEFINITE");
+            RealScalar beta_new(sqrt(beta_new2));
+            const RealScalar beta_one(beta_new);
+            v_new /= beta_new;
+            w_new /= beta_new;
+            // Initialize other variables
+            RealScalar c(1.0); // the cosine of the Givens rotation
+            RealScalar c_old(1.0);
+            RealScalar s(0.0); // the sine of the Givens rotation
+            RealScalar s_old(0.0); // the sine of the Givens rotation
+            VectorType p_oold(N); // will be initialized in loop
+            VectorType p_old(VectorType::Zero(N)); // initialize p_old=0
+            VectorType p(p_old); // initialize p=0
+            RealScalar eta(1.0);
+                        
+            iters = 0; // reset iters
+            while ( iters < maxIters )
+            {
+                // Preconditioned Lanczos
+                /* Note that there are 4 variants on the Lanczos algorithm. These are
+                 * described in Paige, C. C. (1972). Computational variants of
+                 * the Lanczos method for the eigenproblem. IMA Journal of Applied
+                 * Mathematics, 10(3), 373–381. The current implementation corresponds 
+                 * to the case A(2,7) in the paper. It also corresponds to 
+                 * algorithm 6.14 in Y. Saad, Iterative Methods for Sparse Linear
+                 * Systems, 2003 p.173. For the preconditioned version see 
+                 * A. Greenbaum, Iterative Methods for Solving Linear Systems, SIAM (1987).
+                 */
+                const RealScalar beta(beta_new);
+                v_old = v; // update: at first time step, this makes v_old = 0 so value of beta doesn't matter
+//                const VectorType v_old(v); // NOT SURE IF CREATING v_old EVERY ITERATION IS EFFICIENT
+                v = v_new; // update
+                w = w_new; // update
+//                const VectorType w(w_new); // NOT SURE IF CREATING w EVERY ITERATION IS EFFICIENT
+                v_new.noalias() = mat*w - beta*v_old; // compute v_new
+                const RealScalar alpha = v_new.dot(w);
+                v_new -= alpha*v; // overwrite v_new
+                w_new = precond.solve(v_new); // overwrite w_new
+                beta_new2 = v_new.dot(w_new); // compute beta_new
+                eigen_assert(beta_new2 >= 0.0 && "PRECONDITIONER IS NOT POSITIVE DEFINITE");
+                beta_new = sqrt(beta_new2); // compute beta_new
+                v_new /= beta_new; // overwrite v_new for next iteration
+                w_new /= beta_new; // overwrite w_new for next iteration
+                
+                // Givens rotation
+                const RealScalar r2 =s*alpha+c*c_old*beta; // s, s_old, c and c_old are still from previous iteration
+                const RealScalar r3 =s_old*beta; // s, s_old, c and c_old are still from previous iteration
+                const RealScalar r1_hat=c*alpha-c_old*s*beta;
+                const RealScalar r1 =sqrt( std::pow(r1_hat,2) + std::pow(beta_new,2) );
+                c_old = c; // store for next iteration
+                s_old = s; // store for next iteration
+                c=r1_hat/r1; // new cosine
+                s=beta_new/r1; // new sine
+                
+                // Update solution
+                p_oold = p_old;
+//                const VectorType p_oold(p_old); // NOT SURE IF CREATING p_oold EVERY ITERATION IS EFFICIENT
+                p_old = p;
+                p.noalias()=(w-r2*p_old-r3*p_oold) /r1; // IS NOALIAS REQUIRED?
+                x += beta_one*c*eta*p;
+                
+                /* Update the squared residual. Note that this is the estimated residual.
+                The real residual |Ax-b|^2 may be slightly larger */
+                residualNorm2 *= s*s;
+                
+                if ( residualNorm2 < threshold2)
+                {
+                    break;
+                }
+                
+                eta=-s*eta; // update eta
+                iters++; // increment iteration number (for output purposes)
+            }
+            
+            /* Compute error. Note that this is the estimated error. The real 
+             error |Ax-b|/|b| may be slightly larger */
+            tol_error = std::sqrt(residualNorm2 / rhsNorm2);
+        }
+        
+    }
+    
+    template< typename _MatrixType, int _UpLo=Lower,
+    typename _Preconditioner = IdentityPreconditioner>
+//    typename _Preconditioner = IdentityPreconditioner<typename _MatrixType::Scalar> > // preconditioner must be positive definite
+    class MINRES;
+    
+    namespace internal {
+        
+        template< typename _MatrixType, int _UpLo, typename _Preconditioner>
+        struct traits<MINRES<_MatrixType,_UpLo,_Preconditioner> >
+        {
+            typedef _MatrixType MatrixType;
+            typedef _Preconditioner Preconditioner;
+        };
+        
+    }
+    
+    /** \ingroup IterativeLinearSolvers_Module
+     * \brief A minimal residual solver for sparse symmetric problems
+     *
+     * This class allows to solve for A.x = b sparse linear problems using the MINRES algorithm
+     * of Paige and Saunders (1975). The sparse matrix A must be symmetric (possibly indefinite).
+     * The vectors x and b can be either dense or sparse.
+     *
+     * \tparam _MatrixType the type of the sparse matrix A, can be a dense or a sparse matrix.
+     * \tparam _UpLo the triangular part that will be used for the computations. It can be Lower
+     *               or Upper. Default is Lower.
+     * \tparam _Preconditioner the type of the preconditioner. Default is DiagonalPreconditioner
+     *
+     * The maximal number of iterations and tolerance value can be controlled via the setMaxIterations()
+     * and setTolerance() methods. The defaults are the size of the problem for the maximal number of iterations
+     * and NumTraits<Scalar>::epsilon() for the tolerance.
+     *
+     * This class can be used as the direct solver classes. Here is a typical usage example:
+     * \code
+     * int n = 10000;
+     * VectorXd x(n), b(n);
+     * SparseMatrix<double> A(n,n);
+     * // fill A and b
+     * MINRES<SparseMatrix<double> > mr;
+     * mr.compute(A);
+     * x = mr.solve(b);
+     * std::cout << "#iterations:     " << mr.iterations() << std::endl;
+     * std::cout << "estimated error: " << mr.error()      << std::endl;
+     * // update b, and solve again
+     * x = mr.solve(b);
+     * \endcode
+     *
+     * By default the iterations start with x=0 as an initial guess of the solution.
+     * One can control the start using the solveWithGuess() method.
+     *
+     * \sa class ConjugateGradient, BiCGSTAB, SimplicialCholesky, DiagonalPreconditioner, IdentityPreconditioner
+     */
+    template< typename _MatrixType, int _UpLo, typename _Preconditioner>
+    class MINRES : public IterativeSolverBase<MINRES<_MatrixType,_UpLo,_Preconditioner> >
+    {
+        
+        typedef IterativeSolverBase<MINRES> Base;
+        using Base::mp_matrix;
+        using Base::m_error;
+        using Base::m_iterations;
+        using Base::m_info;
+        using Base::m_isInitialized;
+    public:
+        typedef _MatrixType MatrixType;
+        typedef typename MatrixType::Scalar Scalar;
+        typedef typename MatrixType::Index Index;
+        typedef typename MatrixType::RealScalar RealScalar;
+        typedef _Preconditioner Preconditioner;
+        
+        enum {UpLo = _UpLo};
+        
+    public:
+        
+        /** Default constructor. */
+        MINRES() : Base() {}
+        
+        /** Initialize the solver with matrix \a A for further \c Ax=b solving.
+         *
+         * This constructor is a shortcut for the default constructor followed
+         * by a call to compute().
+         *
+         * \warning this class stores a reference to the matrix A as well as some
+         * precomputed values that depend on it. Therefore, if \a A is changed
+         * this class becomes invalid. Call compute() to update it with the new
+         * matrix A, or modify a copy of A.
+         */
+        template<typename MatrixDerived>
+        explicit MINRES(const EigenBase<MatrixDerived>& A) : Base(A.derived()) {}
+        
+        /** Destructor. */
+        ~MINRES(){}
+		
+        /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A
+         * \a x0 as an initial solution.
+         *
+         * \sa compute()
+         */
+        template<typename Rhs,typename Guess>
+        inline const internal::solve_retval_with_guess<MINRES, Rhs, Guess>
+        solveWithGuess(const MatrixBase<Rhs>& b, const Guess& x0) const
+        {
+            eigen_assert(m_isInitialized && "MINRES is not initialized.");
+            eigen_assert(Base::rows()==b.rows()
+                         && "MINRES::solve(): invalid number of rows of the right hand side matrix b");
+            return internal::solve_retval_with_guess
+            <MINRES, Rhs, Guess>(*this, b.derived(), x0);
+        }
+        
+        /** \internal */
+        template<typename Rhs,typename Dest>
+        void _solveWithGuess(const Rhs& b, Dest& x) const
+        {
+            typedef typename internal::conditional<UpLo==(Lower|Upper),
+                                                   const MatrixType&,
+                                                   SparseSelfAdjointView<const MatrixType, UpLo>
+                                                  >::type MatrixWrapperType;
+                                          
+            m_iterations = Base::maxIterations();
+            m_error = Base::m_tolerance;
+            
+            for(int j=0; j<b.cols(); ++j)
+            {
+                m_iterations = Base::maxIterations();
+                m_error = Base::m_tolerance;
+                
+                typename Dest::ColXpr xj(x,j);
+                internal::minres(MatrixWrapperType(*mp_matrix), b.col(j), xj,
+                                 Base::m_preconditioner, m_iterations, m_error);
+            }
+            
+            m_isInitialized = true;
+            m_info = m_error <= Base::m_tolerance ? Success : NoConvergence;
+        }
+        
+        /** \internal */
+        template<typename Rhs,typename Dest>
+        void _solve(const Rhs& b, Dest& x) const
+        {
+            x.setZero();
+            _solveWithGuess(b,x);
+        }
+        
+    protected:
+        
+    };
+    
+    namespace internal {
+        
+        template<typename _MatrixType, int _UpLo, typename _Preconditioner, typename Rhs>
+        struct solve_retval<MINRES<_MatrixType,_UpLo,_Preconditioner>, Rhs>
+        : solve_retval_base<MINRES<_MatrixType,_UpLo,_Preconditioner>, Rhs>
+        {
+            typedef MINRES<_MatrixType,_UpLo,_Preconditioner> Dec;
+            EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs)
+            
+            template<typename Dest> void evalTo(Dest& dst) const
+            {
+                dec()._solve(rhs(),dst);
+            }
+        };
+        
+    } // end namespace internal
+    
+} // end namespace Eigen
+
+#endif // EIGEN_MINRES_H
+

extern/Eigen3/unsupported/Eigen/src/IterativeSolvers/Scaling.h

@@ -0,0 +1,185 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2012 Desire NUENTSA WAKAM <desire.nuentsa_wakam@inria.fr
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_ITERSCALING_H
+#define EIGEN_ITERSCALING_H
+/**
+  * \ingroup IterativeSolvers_Module
+  * \brief iterative scaling algorithm to equilibrate rows and column norms in matrices
+  * 
+  * This class can be used as a preprocessing tool to accelerate the convergence of iterative methods 
+  * 
+  * This feature is  useful to limit the pivoting amount during LU/ILU factorization
+  * The  scaling strategy as presented here preserves the symmetry of the problem
+  * NOTE It is assumed that the matrix does not have empty row or column, 
+  * 
+  * Example with key steps 
+  * \code
+  * VectorXd x(n), b(n);
+  * SparseMatrix<double> A;
+  * // fill A and b;
+  * IterScaling<SparseMatrix<double> > scal; 
+  * // Compute the left and right scaling vectors. The matrix is equilibrated at output
+  * scal.computeRef(A); 
+  * // Scale the right hand side
+  * b = scal.LeftScaling().cwiseProduct(b); 
+  * // Now, solve the equilibrated linear system with any available solver
+  * 
+  * // Scale back the computed solution
+  * x = scal.RightScaling().cwiseProduct(x); 
+  * \endcode
+  * 
+  * \tparam _MatrixType the type of the matrix. It should be a real square sparsematrix
+  * 
+  * References : D. Ruiz and B. Ucar, A Symmetry Preserving Algorithm for Matrix Scaling, INRIA Research report RR-7552
+  * 
+  * \sa \ref IncompleteLUT 
+  */
+namespace Eigen {
+using std::abs; 
+template<typename _MatrixType>
+class IterScaling
+{
+  public:
+    typedef _MatrixType MatrixType; 
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename MatrixType::Index Index;
+    
+  public:
+    IterScaling() { init(); }
+    
+    IterScaling(const MatrixType& matrix)
+    {
+      init();
+      compute(matrix);
+    }
+    
+    ~IterScaling() { }
+    
+    /** 
+     * Compute the left and right diagonal matrices to scale the input matrix @p mat
+     * 
+     * FIXME This algorithm will be modified such that the diagonal elements are permuted on the diagonal. 
+     * 
+     * \sa LeftScaling() RightScaling()
+     */
+    void compute (const MatrixType& mat)
+    {
+      int m = mat.rows(); 
+      int n = mat.cols();
+      eigen_assert((m>0 && m == n) && "Please give a non - empty matrix");
+      m_left.resize(m); 
+      m_right.resize(n);
+      m_left.setOnes();
+      m_right.setOnes();
+      m_matrix = mat;
+      VectorXd Dr, Dc, DrRes, DcRes; // Temporary Left and right scaling vectors
+      Dr.resize(m); Dc.resize(n);
+      DrRes.resize(m); DcRes.resize(n);
+      double EpsRow = 1.0, EpsCol = 1.0;
+      int its = 0; 
+      do
+      { // Iterate until the infinite norm of each row and column is approximately 1
+        // Get the maximum value in each row and column
+        Dr.setZero(); Dc.setZero();
+        for (int k=0; k<m_matrix.outerSize(); ++k)
+        {
+          for (typename MatrixType::InnerIterator it(m_matrix, k); it; ++it)
+          {
+            if ( Dr(it.row()) < abs(it.value()) )
+              Dr(it.row()) = abs(it.value());
+            
+            if ( Dc(it.col()) < abs(it.value()) )
+              Dc(it.col()) = abs(it.value());
+          }
+        }
+        for (int i = 0; i < m; ++i) 
+        {
+          Dr(i) = std::sqrt(Dr(i));
+          Dc(i) = std::sqrt(Dc(i));
+        }
+        // Save the scaling factors 
+        for (int i = 0; i < m; ++i) 
+        {
+          m_left(i) /= Dr(i);
+          m_right(i) /= Dc(i);
+        }
+        // Scale the rows and the columns of the matrix
+        DrRes.setZero(); DcRes.setZero(); 
+        for (int k=0; k<m_matrix.outerSize(); ++k)
+        {
+          for (typename MatrixType::InnerIterator it(m_matrix, k); it; ++it)
+          {
+            it.valueRef() = it.value()/( Dr(it.row()) * Dc(it.col()) );
+            // Accumulate the norms of the row and column vectors   
+            if ( DrRes(it.row()) < abs(it.value()) )
+              DrRes(it.row()) = abs(it.value());
+            
+            if ( DcRes(it.col()) < abs(it.value()) )
+              DcRes(it.col()) = abs(it.value());
+          }
+        }  
+        DrRes.array() = (1-DrRes.array()).abs();
+        EpsRow = DrRes.maxCoeff();
+        DcRes.array() = (1-DcRes.array()).abs();
+        EpsCol = DcRes.maxCoeff();
+        its++;
+      }while ( (EpsRow >m_tol || EpsCol > m_tol) && (its < m_maxits) );
+      m_isInitialized = true;
+    }
+    /** Compute the left and right vectors to scale the vectors
+     * the input matrix is scaled with the computed vectors at output
+     * 
+     * \sa compute()
+     */
+    void computeRef (MatrixType& mat)
+    {
+      compute (mat);
+      mat = m_matrix;
+    }
+    /** Get the vector to scale the rows of the matrix 
+     */
+    VectorXd& LeftScaling()
+    {
+      return m_left;
+    }
+    
+    /** Get the vector to scale the columns of the matrix 
+     */
+    VectorXd& RightScaling()
+    {
+      return m_right;
+    }
+    
+    /** Set the tolerance for the convergence of the iterative scaling algorithm
+     */
+    void setTolerance(double tol)
+    {
+      m_tol = tol; 
+    }
+      
+  protected:
+    
+    void init()
+    {
+      m_tol = 1e-10;
+      m_maxits = 5;
+      m_isInitialized = false;
+    }
+    
+    MatrixType m_matrix;
+    mutable ComputationInfo m_info; 
+    bool m_isInitialized; 
+    VectorXd m_left; // Left scaling vector
+    VectorXd m_right; // m_right scaling vector
+    double m_tol; 
+    int m_maxits; // Maximum number of iterations allowed
+};
+}
+#endif

extern/Eigen3/unsupported/Eigen/src/KroneckerProduct/CMakeLists.txt

@@ -0,0 +1,6 @@
+FILE(GLOB Eigen_KroneckerProduct_SRCS "*.h")
+
+INSTALL(FILES
+  ${Eigen_KroneckerProduct_SRCS}
+  DESTINATION ${INCLUDE_INSTALL_DIR}/unsupported/Eigen/src/KroneckerProduct COMPONENT Devel
+  )

extern/Eigen3/unsupported/Eigen/src/KroneckerProduct/KroneckerTensorProduct.h

@@ -0,0 +1,244 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2011 Kolja Brix <brix@igpm.rwth-aachen.de>
+// Copyright (C) 2011 Andreas Platen <andiplaten@gmx.de>
+// Copyright (C) 2012 Chen-Pang He <jdh8@ms63.hinet.net>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef KRONECKER_TENSOR_PRODUCT_H
+#define KRONECKER_TENSOR_PRODUCT_H
+
+namespace Eigen { 
+
+template<typename Scalar, int Options, typename Index> class SparseMatrix;
+
+/*!
+ * \brief Kronecker tensor product helper class for dense matrices
+ *
+ * This class is the return value of kroneckerProduct(MatrixBase,
+ * MatrixBase). Use the function rather than construct this class
+ * directly to avoid specifying template prarameters.
+ *
+ * \tparam Lhs  Type of the left-hand side, a matrix expression.
+ * \tparam Rhs  Type of the rignt-hand side, a matrix expression.
+ */
+template<typename Lhs, typename Rhs>
+class KroneckerProduct : public ReturnByValue<KroneckerProduct<Lhs,Rhs> >
+{
+  private:
+    typedef ReturnByValue<KroneckerProduct> Base;
+    typedef typename Base::Scalar Scalar;
+    typedef typename Base::Index Index;
+
+  public:
+    /*! \brief Constructor. */
+    KroneckerProduct(const Lhs& A, const Rhs& B)
+      : m_A(A), m_B(B)
+    {}
+
+    /*! \brief Evaluate the Kronecker tensor product. */
+    template<typename Dest> void evalTo(Dest& dst) const;
+    
+    inline Index rows() const { return m_A.rows() * m_B.rows(); }
+    inline Index cols() const { return m_A.cols() * m_B.cols(); }
+
+    Scalar coeff(Index row, Index col) const
+    {
+      return m_A.coeff(row / m_B.rows(), col / m_B.cols()) *
+             m_B.coeff(row % m_B.rows(), col % m_B.cols());
+    }
+
+    Scalar coeff(Index i) const
+    {
+      EIGEN_STATIC_ASSERT_VECTOR_ONLY(KroneckerProduct);
+      return m_A.coeff(i / m_A.size()) * m_B.coeff(i % m_A.size());
+    }
+
+  private:
+    typename Lhs::Nested m_A;
+    typename Rhs::Nested m_B;
+};
+
+/*!
+ * \brief Kronecker tensor product helper class for sparse matrices
+ *
+ * If at least one of the operands is a sparse matrix expression,
+ * then this class is returned and evaluates into a sparse matrix.
+ *
+ * This class is the return value of kroneckerProduct(EigenBase,
+ * EigenBase). Use the function rather than construct this class
+ * directly to avoid specifying template prarameters.
+ *
+ * \tparam Lhs  Type of the left-hand side, a matrix expression.
+ * \tparam Rhs  Type of the rignt-hand side, a matrix expression.
+ */
+template<typename Lhs, typename Rhs>
+class KroneckerProductSparse : public EigenBase<KroneckerProductSparse<Lhs,Rhs> >
+{
+  private:
+    typedef typename internal::traits<KroneckerProductSparse>::Index Index;
+
+  public:
+    /*! \brief Constructor. */
+    KroneckerProductSparse(const Lhs& A, const Rhs& B)
+      : m_A(A), m_B(B)
+    {}
+
+    /*! \brief Evaluate the Kronecker tensor product. */
+    template<typename Dest> void evalTo(Dest& dst) const;
+    
+    inline Index rows() const { return m_A.rows() * m_B.rows(); }
+    inline Index cols() const { return m_A.cols() * m_B.cols(); }
+
+    template<typename Scalar, int Options, typename Index>
+    operator SparseMatrix<Scalar, Options, Index>()
+    {
+      SparseMatrix<Scalar, Options, Index> result;
+      evalTo(result.derived());
+      return result;
+    }
+
+  private:
+    typename Lhs::Nested m_A;
+    typename Rhs::Nested m_B;
+};
+
+template<typename Lhs, typename Rhs>
+template<typename Dest>
+void KroneckerProduct<Lhs,Rhs>::evalTo(Dest& dst) const
+{
+  const int BlockRows = Rhs::RowsAtCompileTime,
+            BlockCols = Rhs::ColsAtCompileTime;
+  const Index Br = m_B.rows(),
+              Bc = m_B.cols();
+  for (Index i=0; i < m_A.rows(); ++i)
+    for (Index j=0; j < m_A.cols(); ++j)
+      Block<Dest,BlockRows,BlockCols>(dst,i*Br,j*Bc,Br,Bc) = m_A.coeff(i,j) * m_B;
+}
+
+template<typename Lhs, typename Rhs>
+template<typename Dest>
+void KroneckerProductSparse<Lhs,Rhs>::evalTo(Dest& dst) const
+{
+  const Index Br = m_B.rows(),
+              Bc = m_B.cols();
+  dst.resize(rows(),cols());
+  dst.resizeNonZeros(0);
+  dst.reserve(m_A.nonZeros() * m_B.nonZeros());
+
+  for (Index kA=0; kA < m_A.outerSize(); ++kA)
+  {
+    for (Index kB=0; kB < m_B.outerSize(); ++kB)
+    {
+      for (typename Lhs::InnerIterator itA(m_A,kA); itA; ++itA)
+      {
+        for (typename Rhs::InnerIterator itB(m_B,kB); itB; ++itB)
+        {
+          const Index i = itA.row() * Br + itB.row(),
+                      j = itA.col() * Bc + itB.col();
+          dst.insert(i,j) = itA.value() * itB.value();
+        }
+      }
+    }
+  }
+}
+
+namespace internal {
+
+template<typename _Lhs, typename _Rhs>
+struct traits<KroneckerProduct<_Lhs,_Rhs> >
+{
+  typedef typename remove_all<_Lhs>::type Lhs;
+  typedef typename remove_all<_Rhs>::type Rhs;
+  typedef typename scalar_product_traits<typename Lhs::Scalar, typename Rhs::Scalar>::ReturnType Scalar;
+
+  enum {
+    Rows = size_at_compile_time<traits<Lhs>::RowsAtCompileTime, traits<Rhs>::RowsAtCompileTime>::ret,
+    Cols = size_at_compile_time<traits<Lhs>::ColsAtCompileTime, traits<Rhs>::ColsAtCompileTime>::ret,
+    MaxRows = size_at_compile_time<traits<Lhs>::MaxRowsAtCompileTime, traits<Rhs>::MaxRowsAtCompileTime>::ret,
+    MaxCols = size_at_compile_time<traits<Lhs>::MaxColsAtCompileTime, traits<Rhs>::MaxColsAtCompileTime>::ret,
+    CoeffReadCost = Lhs::CoeffReadCost + Rhs::CoeffReadCost + NumTraits<Scalar>::MulCost
+  };
+
+  typedef Matrix<Scalar,Rows,Cols> ReturnType;
+};
+
+template<typename _Lhs, typename _Rhs>
+struct traits<KroneckerProductSparse<_Lhs,_Rhs> >
+{
+  typedef MatrixXpr XprKind;
+  typedef typename remove_all<_Lhs>::type Lhs;
+  typedef typename remove_all<_Rhs>::type Rhs;
+  typedef typename scalar_product_traits<typename Lhs::Scalar, typename Rhs::Scalar>::ReturnType Scalar;
+  typedef typename promote_storage_type<typename traits<Lhs>::StorageKind, typename traits<Rhs>::StorageKind>::ret StorageKind;
+  typedef typename promote_index_type<typename Lhs::Index, typename Rhs::Index>::type Index;
+
+  enum {
+    LhsFlags = Lhs::Flags,
+    RhsFlags = Rhs::Flags,
+
+    RowsAtCompileTime = size_at_compile_time<traits<Lhs>::RowsAtCompileTime, traits<Rhs>::RowsAtCompileTime>::ret,
+    ColsAtCompileTime = size_at_compile_time<traits<Lhs>::ColsAtCompileTime, traits<Rhs>::ColsAtCompileTime>::ret,
+    MaxRowsAtCompileTime = size_at_compile_time<traits<Lhs>::MaxRowsAtCompileTime, traits<Rhs>::MaxRowsAtCompileTime>::ret,
+    MaxColsAtCompileTime = size_at_compile_time<traits<Lhs>::MaxColsAtCompileTime, traits<Rhs>::MaxColsAtCompileTime>::ret,
+
+    EvalToRowMajor = (LhsFlags & RhsFlags & RowMajorBit),
+    RemovedBits = ~(EvalToRowMajor ? 0 : RowMajorBit),
+
+    Flags = ((LhsFlags | RhsFlags) & HereditaryBits & RemovedBits)
+          | EvalBeforeNestingBit | EvalBeforeAssigningBit,
+    CoeffReadCost = Dynamic
+  };
+};
+
+} // end namespace internal
+
+/*!
+ * \ingroup KroneckerProduct_Module
+ *
+ * Computes Kronecker tensor product of two dense matrices
+ *
+ * \warning If you want to replace a matrix by its Kronecker product
+ *          with some matrix, do \b NOT do this:
+ * \code
+ * A = kroneckerProduct(A,B); // bug!!! caused by aliasing effect
+ * \endcode
+ * instead, use eval() to work around this:
+ * \code
+ * A = kroneckerProduct(A,B).eval();
+ * \endcode
+ *
+ * \param a  Dense matrix a
+ * \param b  Dense matrix b
+ * \return   Kronecker tensor product of a and b
+ */
+template<typename A, typename B>
+KroneckerProduct<A,B> kroneckerProduct(const MatrixBase<A>& a, const MatrixBase<B>& b)
+{
+  return KroneckerProduct<A, B>(a.derived(), b.derived());
+}
+
+/*!
+ * \ingroup KroneckerProduct_Module
+ *
+ * Computes Kronecker tensor product of two matrices, at least one of
+ * which is sparse
+ *
+ * \param a  Dense/sparse matrix a
+ * \param b  Dense/sparse matrix b
+ * \return   Kronecker tensor product of a and b, stored in a sparse
+ *           matrix
+ */
+template<typename A, typename B>
+KroneckerProductSparse<A,B> kroneckerProduct(const EigenBase<A>& a, const EigenBase<B>& b)
+{
+  return KroneckerProductSparse<A,B>(a.derived(), b.derived());
+}
+
+} // end namespace Eigen
+
+#endif // KRONECKER_TENSOR_PRODUCT_H

extern/Eigen3/unsupported/Eigen/src/LevenbergMarquardt/CMakeLists.txt

@@ -0,0 +1,6 @@
+FILE(GLOB Eigen_LevenbergMarquardt_SRCS "*.h")
+
+INSTALL(FILES
+  ${Eigen_LevenbergMarquardt_SRCS}
+  DESTINATION ${INCLUDE_INSTALL_DIR}/unsupported/Eigen/src/LevenbergMarquardt COMPONENT Devel
+  )

extern/Eigen3/unsupported/Eigen/src/LevenbergMarquardt/CopyrightMINPACK.txt

@@ -0,0 +1,52 @@
+Minpack Copyright Notice (1999) University of Chicago.  All rights reserved
+
+Redistribution and use in source and binary forms, with or
+without modification, are permitted provided that the
+following conditions are met:
+
+1. Redistributions of source code must retain the above
+copyright notice, this list of conditions and the following
+disclaimer.
+
+2. Redistributions in binary form must reproduce the above
+copyright notice, this list of conditions and the following
+disclaimer in the documentation and/or other materials
+provided with the distribution.
+
+3. The end-user documentation included with the
+redistribution, if any, must include the following
+acknowledgment:
+
+   "This product includes software developed by the
+   University of Chicago, as Operator of Argonne National
+   Laboratory.
+
+Alternately, this acknowledgment may appear in the software
+itself, if and wherever such third-party acknowledgments
+normally appear.
+
+4. WARRANTY DISCLAIMER. THE SOFTWARE IS SUPPLIED "AS IS"
+WITHOUT WARRANTY OF ANY KIND. THE COPYRIGHT HOLDER, THE
+UNITED STATES, THE UNITED STATES DEPARTMENT OF ENERGY, AND
+THEIR EMPLOYEES: (1) DISCLAIM ANY WARRANTIES, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO ANY IMPLIED WARRANTIES
+OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE, TITLE
+OR NON-INFRINGEMENT, (2) DO NOT ASSUME ANY LEGAL LIABILITY
+OR RESPONSIBILITY FOR THE ACCURACY, COMPLETENESS, OR
+USEFULNESS OF THE SOFTWARE, (3) DO NOT REPRESENT THAT USE OF
+THE SOFTWARE WOULD NOT INFRINGE PRIVATELY OWNED RIGHTS, (4)
+DO NOT WARRANT THAT THE SOFTWARE WILL FUNCTION
+UNINTERRUPTED, THAT IT IS ERROR-FREE OR THAT ANY ERRORS WILL
+BE CORRECTED.
+
+5. LIMITATION OF LIABILITY. IN NO EVENT WILL THE COPYRIGHT
+HOLDER, THE UNITED STATES, THE UNITED STATES DEPARTMENT OF
+ENERGY, OR THEIR EMPLOYEES: BE LIABLE FOR ANY INDIRECT,
+INCIDENTAL, CONSEQUENTIAL, SPECIAL OR PUNITIVE DAMAGES OF
+ANY KIND OR NATURE, INCLUDING BUT NOT LIMITED TO LOSS OF
+PROFITS OR LOSS OF DATA, FOR ANY REASON WHATSOEVER, WHETHER
+SUCH LIABILITY IS ASSERTED ON THE BASIS OF CONTRACT, TORT
+(INCLUDING NEGLIGENCE OR STRICT LIABILITY), OR OTHERWISE,
+EVEN IF ANY OF SAID PARTIES HAS BEEN WARNED OF THE
+POSSIBILITY OF SUCH LOSS OR DAMAGES.
+

extern/Eigen3/unsupported/Eigen/src/LevenbergMarquardt/LMcovar.h

@@ -0,0 +1,85 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// This code initially comes from MINPACK whose original authors are:
+// Copyright Jorge More - Argonne National Laboratory
+// Copyright Burt Garbow - Argonne National Laboratory
+// Copyright Ken Hillstrom - Argonne National Laboratory
+//
+// This Source Code Form is subject to the terms of the Minpack license
+// (a BSD-like license) described in the campaigned CopyrightMINPACK.txt file.
+
+#ifndef EIGEN_LMCOVAR_H
+#define EIGEN_LMCOVAR_H
+
+namespace Eigen { 
+
+namespace internal {
+
+template <typename Scalar>
+void covar(
+        Matrix< Scalar, Dynamic, Dynamic > &r,
+        const VectorXi& ipvt,
+        Scalar tol = std::sqrt(NumTraits<Scalar>::epsilon()) )
+{
+    using std::abs;
+    typedef DenseIndex Index;
+    /* Local variables */
+    Index i, j, k, l, ii, jj;
+    bool sing;
+    Scalar temp;
+
+    /* Function Body */
+    const Index n = r.cols();
+    const Scalar tolr = tol * abs(r(0,0));
+    Matrix< Scalar, Dynamic, 1 > wa(n);
+    eigen_assert(ipvt.size()==n);
+
+    /* form the inverse of r in the full upper triangle of r. */
+    l = -1;
+    for (k = 0; k < n; ++k)
+        if (abs(r(k,k)) > tolr) {
+            r(k,k) = 1. / r(k,k);
+            for (j = 0; j <= k-1; ++j) {
+                temp = r(k,k) * r(j,k);
+                r(j,k) = 0.;
+                r.col(k).head(j+1) -= r.col(j).head(j+1) * temp;
+            }
+            l = k;
+        }
+
+    /* form the full upper triangle of the inverse of (r transpose)*r */
+    /* in the full upper triangle of r. */
+    for (k = 0; k <= l; ++k) {
+        for (j = 0; j <= k-1; ++j)
+            r.col(j).head(j+1) += r.col(k).head(j+1) * r(j,k);
+        r.col(k).head(k+1) *= r(k,k);
+    }
+
+    /* form the full lower triangle of the covariance matrix */
+    /* in the strict lower triangle of r and in wa. */
+    for (j = 0; j < n; ++j) {
+        jj = ipvt[j];
+        sing = j > l;
+        for (i = 0; i <= j; ++i) {
+            if (sing)
+                r(i,j) = 0.;
+            ii = ipvt[i];
+            if (ii > jj)
+                r(ii,jj) = r(i,j);
+            if (ii < jj)
+                r(jj,ii) = r(i,j);
+        }
+        wa[jj] = r(j,j);
+    }
+
+    /* symmetrize the covariance matrix in r. */
+    r.topLeftCorner(n,n).template triangularView<StrictlyUpper>() = r.topLeftCorner(n,n).transpose();
+    r.diagonal() = wa;
+}
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_LMCOVAR_H

extern/Eigen3/unsupported/Eigen/src/LevenbergMarquardt/LMonestep.h

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

extern/Eigen3/unsupported/Eigen/src/LevenbergMarquardt/LMpar.h

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

extern/Eigen3/unsupported/Eigen/src/LevenbergMarquardt/LMqrsolv.h

@@ -0,0 +1,189 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Thomas Capricelli <orzel@freehackers.org>
+// Copyright (C) 2012 Desire Nuentsa <desire.nuentsa_wakam@inria.fr>
+//
+// This code initially comes from MINPACK whose original authors are:
+// Copyright Jorge More - Argonne National Laboratory
+// Copyright Burt Garbow - Argonne National Laboratory
+// Copyright Ken Hillstrom - Argonne National Laboratory
+//
+// This Source Code Form is subject to the terms of the Minpack license
+// (a BSD-like license) described in the campaigned CopyrightMINPACK.txt file.
+
+#ifndef EIGEN_LMQRSOLV_H
+#define EIGEN_LMQRSOLV_H
+
+namespace Eigen { 
+
+namespace internal {
+
+template <typename Scalar,int Rows, int Cols, typename Index>
+void lmqrsolv(
+  Matrix<Scalar,Rows,Cols> &s,
+  const PermutationMatrix<Dynamic,Dynamic,Index> &iPerm,
+  const Matrix<Scalar,Dynamic,1> &diag,
+  const Matrix<Scalar,Dynamic,1> &qtb,
+  Matrix<Scalar,Dynamic,1> &x,
+  Matrix<Scalar,Dynamic,1> &sdiag)
+{
+
+    /* Local variables */
+    Index i, j, k, l;
+    Scalar temp;
+    Index n = s.cols();
+    Matrix<Scalar,Dynamic,1>  wa(n);
+    JacobiRotation<Scalar> givens;
+
+    /* Function Body */
+    // the following will only change the lower triangular part of s, including
+    // the diagonal, though the diagonal is restored afterward
+
+    /*     copy r and (q transpose)*b to preserve input and initialize s. */
+    /*     in particular, save the diagonal elements of r in x. */
+    x = s.diagonal();
+    wa = qtb;
+    
+   
+    s.topLeftCorner(n,n).template triangularView<StrictlyLower>() = s.topLeftCorner(n,n).transpose();
+    /*     eliminate the diagonal matrix d using a givens rotation. */
+    for (j = 0; j < n; ++j) {
+
+        /*        prepare the row of d to be eliminated, locating the */
+        /*        diagonal element using p from the qr factorization. */
+        l = iPerm.indices()(j);
+        if (diag[l] == 0.)
+            break;
+        sdiag.tail(n-j).setZero();
+        sdiag[j] = diag[l];
+
+        /*        the transformations to eliminate the row of d */
+        /*        modify only a single element of (q transpose)*b */
+        /*        beyond the first n, which is initially zero. */
+        Scalar qtbpj = 0.;
+        for (k = j; k < n; ++k) {
+            /*           determine a givens rotation which eliminates the */
+            /*           appropriate element in the current row of d. */
+            givens.makeGivens(-s(k,k), sdiag[k]);
+
+            /*           compute the modified diagonal element of r and */
+            /*           the modified element of ((q transpose)*b,0). */
+            s(k,k) = givens.c() * s(k,k) + givens.s() * sdiag[k];
+            temp = givens.c() * wa[k] + givens.s() * qtbpj;
+            qtbpj = -givens.s() * wa[k] + givens.c() * qtbpj;
+            wa[k] = temp;
+
+            /*           accumulate the tranformation in the row of s. */
+            for (i = k+1; i<n; ++i) {
+                temp = givens.c() * s(i,k) + givens.s() * sdiag[i];
+                sdiag[i] = -givens.s() * s(i,k) + givens.c() * sdiag[i];
+                s(i,k) = temp;
+            }
+        }
+    }
+  
+    /*     solve the triangular system for z. if the system is */
+    /*     singular, then obtain a least squares solution. */
+    Index nsing;
+    for(nsing=0; nsing<n && sdiag[nsing]!=0; nsing++) {}
+
+    wa.tail(n-nsing).setZero();
+    s.topLeftCorner(nsing, nsing).transpose().template triangularView<Upper>().solveInPlace(wa.head(nsing));
+  
+    // restore
+    sdiag = s.diagonal();
+    s.diagonal() = x;
+
+    /* permute the components of z back to components of x. */
+    x = iPerm * wa; 
+}
+
+template <typename Scalar, int _Options, typename Index>
+void lmqrsolv(
+  SparseMatrix<Scalar,_Options,Index> &s,
+  const PermutationMatrix<Dynamic,Dynamic> &iPerm,
+  const Matrix<Scalar,Dynamic,1> &diag,
+  const Matrix<Scalar,Dynamic,1> &qtb,
+  Matrix<Scalar,Dynamic,1> &x,
+  Matrix<Scalar,Dynamic,1> &sdiag)
+{
+  /* Local variables */
+  typedef SparseMatrix<Scalar,RowMajor,Index> FactorType;
+    Index i, j, k, l;
+    Scalar temp;
+    Index n = s.cols();
+    Matrix<Scalar,Dynamic,1>  wa(n);
+    JacobiRotation<Scalar> givens;
+
+    /* Function Body */
+    // the following will only change the lower triangular part of s, including
+    // the diagonal, though the diagonal is restored afterward
+
+    /*     copy r and (q transpose)*b to preserve input and initialize R. */
+    wa = qtb;
+    FactorType R(s);
+    // Eliminate the diagonal matrix d using a givens rotation
+    for (j = 0; j < n; ++j)
+    {
+      // Prepare the row of d to be eliminated, locating the 
+      // diagonal element using p from the qr factorization
+      l = iPerm.indices()(j);
+      if (diag(l) == Scalar(0)) 
+        break; 
+      sdiag.tail(n-j).setZero();
+      sdiag[j] = diag[l];
+      // the transformations to eliminate the row of d
+      // modify only a single element of (q transpose)*b
+      // beyond the first n, which is initially zero. 
+      
+      Scalar qtbpj = 0; 
+      // Browse the nonzero elements of row j of the upper triangular s
+      for (k = j; k < n; ++k)
+      {
+        typename FactorType::InnerIterator itk(R,k);
+        for (; itk; ++itk){
+          if (itk.index() < k) continue;
+          else break;
+        }
+        //At this point, we have the diagonal element R(k,k)
+        // Determine a givens rotation which eliminates 
+        // the appropriate element in the current row of d
+        givens.makeGivens(-itk.value(), sdiag(k));
+        
+        // Compute the modified diagonal element of r and 
+        // the modified element of ((q transpose)*b,0).
+        itk.valueRef() = givens.c() * itk.value() + givens.s() * sdiag(k);
+        temp = givens.c() * wa(k) + givens.s() * qtbpj; 
+        qtbpj = -givens.s() * wa(k) + givens.c() * qtbpj;
+        wa(k) = temp;
+        
+        // Accumulate the transformation in the remaining k row/column of R
+        for (++itk; itk; ++itk)
+        {
+          i = itk.index();
+          temp = givens.c() *  itk.value() + givens.s() * sdiag(i);
+          sdiag(i) = -givens.s() * itk.value() + givens.c() * sdiag(i);
+          itk.valueRef() = temp;
+        }
+      }
+    }
+    
+    // Solve the triangular system for z. If the system is 
+    // singular, then obtain a least squares solution
+    Index nsing;
+    for(nsing = 0; nsing<n && sdiag(nsing) !=0; nsing++) {}
+    
+    wa.tail(n-nsing).setZero();
+//     x = wa; 
+    wa.head(nsing) = R.topLeftCorner(nsing,nsing).template triangularView<Upper>().solve/*InPlace*/(wa.head(nsing));
+    
+    sdiag = R.diagonal();
+    // Permute the components of z back to components of x
+    x = iPerm * wa; 
+}
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_LMQRSOLV_H

extern/Eigen3/unsupported/Eigen/src/LevenbergMarquardt/LevenbergMarquardt.h

@@ -0,0 +1,377 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Thomas Capricelli <orzel@freehackers.org>
+// Copyright (C) 2012 Desire Nuentsa <desire.nuentsa_wakam@inria.fr>
+//
+// The algorithm of this class initially comes from MINPACK whose original authors are:
+// Copyright Jorge More - Argonne National Laboratory
+// Copyright Burt Garbow - Argonne National Laboratory
+// Copyright Ken Hillstrom - Argonne National Laboratory
+//
+// This Source Code Form is subject to the terms of the Minpack license
+// (a BSD-like license) described in the campaigned CopyrightMINPACK.txt file.
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_LEVENBERGMARQUARDT_H
+#define EIGEN_LEVENBERGMARQUARDT_H
+
+
+namespace Eigen {
+namespace LevenbergMarquardtSpace {
+    enum Status {
+        NotStarted = -2,
+        Running = -1,
+        ImproperInputParameters = 0,
+        RelativeReductionTooSmall = 1,
+        RelativeErrorTooSmall = 2,
+        RelativeErrorAndReductionTooSmall = 3,
+        CosinusTooSmall = 4,
+        TooManyFunctionEvaluation = 5,
+        FtolTooSmall = 6,
+        XtolTooSmall = 7,
+        GtolTooSmall = 8,
+        UserAsked = 9
+    };
+}
+
+template <typename _Scalar, int NX=Dynamic, int NY=Dynamic>
+struct DenseFunctor
+{
+  typedef _Scalar Scalar;
+  enum {
+    InputsAtCompileTime = NX,
+    ValuesAtCompileTime = NY
+  };
+  typedef Matrix<Scalar,InputsAtCompileTime,1> InputType;
+  typedef Matrix<Scalar,ValuesAtCompileTime,1> ValueType;
+  typedef Matrix<Scalar,ValuesAtCompileTime,InputsAtCompileTime> JacobianType;
+  typedef ColPivHouseholderQR<JacobianType> QRSolver;
+  const int m_inputs, m_values;
+
+  DenseFunctor() : m_inputs(InputsAtCompileTime), m_values(ValuesAtCompileTime) {}
+  DenseFunctor(int inputs, int values) : m_inputs(inputs), m_values(values) {}
+
+  int inputs() const { return m_inputs; }
+  int values() const { return m_values; }
+
+  //int operator()(const InputType &x, ValueType& fvec) { }
+  // should be defined in derived classes
+  
+  //int df(const InputType &x, JacobianType& fjac) { }
+  // should be defined in derived classes
+};
+
+template <typename _Scalar, typename _Index>
+struct SparseFunctor
+{
+  typedef _Scalar Scalar;
+  typedef _Index Index;
+  typedef Matrix<Scalar,Dynamic,1> InputType;
+  typedef Matrix<Scalar,Dynamic,1> ValueType;
+  typedef SparseMatrix<Scalar, ColMajor, Index> JacobianType;
+  typedef SparseQR<JacobianType, COLAMDOrdering<int> > QRSolver;
+  enum {
+    InputsAtCompileTime = Dynamic,
+    ValuesAtCompileTime = Dynamic
+  };
+  
+  SparseFunctor(int inputs, int values) : m_inputs(inputs), m_values(values) {}
+
+  int inputs() const { return m_inputs; }
+  int values() const { return m_values; }
+  
+  const int m_inputs, m_values;
+  //int operator()(const InputType &x, ValueType& fvec) { }
+  // to be defined in the functor
+  
+  //int df(const InputType &x, JacobianType& fjac) { }
+  // to be defined in the functor if no automatic differentiation
+  
+};
+namespace internal {
+template <typename QRSolver, typename VectorType>
+void lmpar2(const QRSolver &qr, const VectorType  &diag, const VectorType  &qtb,
+	    typename VectorType::Scalar m_delta, typename VectorType::Scalar &par,
+	    VectorType  &x);
+    }
+/**
+  * \ingroup NonLinearOptimization_Module
+  * \brief Performs non linear optimization over a non-linear function,
+  * using a variant of the Levenberg Marquardt algorithm.
+  *
+  * Check wikipedia for more information.
+  * http://en.wikipedia.org/wiki/Levenberg%E2%80%93Marquardt_algorithm
+  */
+template<typename _FunctorType>
+class LevenbergMarquardt : internal::no_assignment_operator
+{
+  public:
+    typedef _FunctorType FunctorType;
+    typedef typename FunctorType::QRSolver QRSolver;
+    typedef typename FunctorType::JacobianType JacobianType;
+    typedef typename JacobianType::Scalar Scalar;
+    typedef typename JacobianType::RealScalar RealScalar; 
+    typedef typename JacobianType::Index Index;
+    typedef typename QRSolver::Index PermIndex;
+    typedef Matrix<Scalar,Dynamic,1> FVectorType;
+    typedef PermutationMatrix<Dynamic,Dynamic> PermutationType;
+  public:
+    LevenbergMarquardt(FunctorType& functor) 
+    : m_functor(functor),m_nfev(0),m_njev(0),m_fnorm(0.0),m_gnorm(0),
+      m_isInitialized(false),m_info(InvalidInput)
+    {
+      resetParameters();
+      m_useExternalScaling=false; 
+    }
+    
+    LevenbergMarquardtSpace::Status minimize(FVectorType &x);
+    LevenbergMarquardtSpace::Status minimizeInit(FVectorType &x);
+    LevenbergMarquardtSpace::Status minimizeOneStep(FVectorType &x);
+    LevenbergMarquardtSpace::Status lmder1(
+      FVectorType  &x, 
+      const Scalar tol = std::sqrt(NumTraits<Scalar>::epsilon())
+    );
+    static LevenbergMarquardtSpace::Status lmdif1(
+            FunctorType &functor,
+            FVectorType  &x,
+            Index *nfev,
+            const Scalar tol = std::sqrt(NumTraits<Scalar>::epsilon())
+            );
+    
+    /** Sets the default parameters */
+    void resetParameters() 
+    { 
+      m_factor = 100.; 
+      m_maxfev = 400; 
+      m_ftol = std::sqrt(NumTraits<RealScalar>::epsilon());
+      m_xtol = std::sqrt(NumTraits<RealScalar>::epsilon());
+      m_gtol = 0. ; 
+      m_epsfcn = 0. ;
+    }
+    
+    /** Sets the tolerance for the norm of the solution vector*/
+    void setXtol(RealScalar xtol) { m_xtol = xtol; }
+    
+    /** Sets the tolerance for the norm of the vector function*/
+    void setFtol(RealScalar ftol) { m_ftol = ftol; }
+    
+    /** Sets the tolerance for the norm of the gradient of the error vector*/
+    void setGtol(RealScalar gtol) { m_gtol = gtol; }
+    
+    /** Sets the step bound for the diagonal shift */
+    void setFactor(RealScalar factor) { m_factor = factor; }    
+    
+    /** Sets the error precision  */
+    void setEpsilon (RealScalar epsfcn) { m_epsfcn = epsfcn; }
+    
+    /** Sets the maximum number of function evaluation */
+    void setMaxfev(Index maxfev) {m_maxfev = maxfev; }
+    
+    /** Use an external Scaling. If set to true, pass a nonzero diagonal to diag() */
+    void setExternalScaling(bool value) {m_useExternalScaling  = value; }
+    
+    /** \returns a reference to the diagonal of the jacobian */
+    FVectorType& diag() {return m_diag; }
+    
+    /** \returns the number of iterations performed */
+    Index iterations() { return m_iter; }
+    
+    /** \returns the number of functions evaluation */
+    Index nfev() { return m_nfev; }
+    
+    /** \returns the number of jacobian evaluation */
+    Index njev() { return m_njev; }
+    
+    /** \returns the norm of current vector function */
+    RealScalar fnorm() {return m_fnorm; }
+    
+    /** \returns the norm of the gradient of the error */
+    RealScalar gnorm() {return m_gnorm; }
+    
+    /** \returns the LevenbergMarquardt parameter */
+    RealScalar lm_param(void) { return m_par; }
+    
+    /** \returns a reference to the  current vector function 
+     */
+    FVectorType& fvec() {return m_fvec; }
+    
+    /** \returns a reference to the matrix where the current Jacobian matrix is stored
+     */
+    JacobianType& jacobian() {return m_fjac; }
+    
+    /** \returns a reference to the triangular matrix R from the QR of the jacobian matrix.
+     * \sa jacobian()
+     */
+    JacobianType& matrixR() {return m_rfactor; }
+    
+    /** the permutation used in the QR factorization
+     */
+    PermutationType permutation() {return m_permutation; }
+    
+    /** 
+     * \brief Reports whether the minimization was successful
+     * \returns \c Success if the minimization was succesful,
+     *         \c NumericalIssue if a numerical problem arises during the 
+     *          minimization process, for exemple during the QR factorization
+     *         \c NoConvergence if the minimization did not converge after 
+     *          the maximum number of function evaluation allowed
+     *          \c InvalidInput if the input matrix is invalid
+     */
+    ComputationInfo info() const
+    {
+      
+      return m_info;
+    }
+  private:
+    JacobianType m_fjac; 
+    JacobianType m_rfactor; // The triangular matrix R from the QR of the jacobian matrix m_fjac
+    FunctorType &m_functor;
+    FVectorType m_fvec, m_qtf, m_diag; 
+    Index n;
+    Index m; 
+    Index m_nfev;
+    Index m_njev; 
+    RealScalar m_fnorm; // Norm of the current vector function
+    RealScalar m_gnorm; //Norm of the gradient of the error 
+    RealScalar m_factor; //
+    Index m_maxfev; // Maximum number of function evaluation
+    RealScalar m_ftol; //Tolerance in the norm of the vector function
+    RealScalar m_xtol; // 
+    RealScalar m_gtol; //tolerance of the norm of the error gradient
+    RealScalar m_epsfcn; //
+    Index m_iter; // Number of iterations performed
+    RealScalar m_delta;
+    bool m_useExternalScaling;
+    PermutationType m_permutation;
+    FVectorType m_wa1, m_wa2, m_wa3, m_wa4; //Temporary vectors
+    RealScalar m_par;
+    bool m_isInitialized; // Check whether the minimization step has been called
+    ComputationInfo m_info; 
+};
+
+template<typename FunctorType>
+LevenbergMarquardtSpace::Status
+LevenbergMarquardt<FunctorType>::minimize(FVectorType  &x)
+{
+    LevenbergMarquardtSpace::Status status = minimizeInit(x);
+    if (status==LevenbergMarquardtSpace::ImproperInputParameters) {
+      m_isInitialized = true;
+      return status;
+    }
+    do {
+//       std::cout << " uv " << x.transpose() << "\n";
+        status = minimizeOneStep(x);
+    } while (status==LevenbergMarquardtSpace::Running);
+     m_isInitialized = true;
+     return status;
+}
+
+template<typename FunctorType>
+LevenbergMarquardtSpace::Status
+LevenbergMarquardt<FunctorType>::minimizeInit(FVectorType  &x)
+{
+    n = x.size();
+    m = m_functor.values();
+
+    m_wa1.resize(n); m_wa2.resize(n); m_wa3.resize(n);
+    m_wa4.resize(m);
+    m_fvec.resize(m);
+    //FIXME Sparse Case : Allocate space for the jacobian
+    m_fjac.resize(m, n);
+//     m_fjac.reserve(VectorXi::Constant(n,5)); // FIXME Find a better alternative
+    if (!m_useExternalScaling)
+        m_diag.resize(n);
+    eigen_assert( (!m_useExternalScaling || m_diag.size()==n) || "When m_useExternalScaling is set, the caller must provide a valid 'm_diag'");
+    m_qtf.resize(n);
+
+    /* Function Body */
+    m_nfev = 0;
+    m_njev = 0;
+
+    /*     check the input parameters for errors. */
+    if (n <= 0 || m < n || m_ftol < 0. || m_xtol < 0. || m_gtol < 0. || m_maxfev <= 0 || m_factor <= 0.){
+      m_info = InvalidInput;
+      return LevenbergMarquardtSpace::ImproperInputParameters;
+    }
+
+    if (m_useExternalScaling)
+        for (Index j = 0; j < n; ++j)
+            if (m_diag[j] <= 0.) 
+            {
+              m_info = InvalidInput;
+              return LevenbergMarquardtSpace::ImproperInputParameters;
+            }
+
+    /*     evaluate the function at the starting point */
+    /*     and calculate its norm. */
+    m_nfev = 1;
+    if ( m_functor(x, m_fvec) < 0)
+        return LevenbergMarquardtSpace::UserAsked;
+    m_fnorm = m_fvec.stableNorm();
+
+    /*     initialize levenberg-marquardt parameter and iteration counter. */
+    m_par = 0.;
+    m_iter = 1;
+
+    return LevenbergMarquardtSpace::NotStarted;
+}
+
+template<typename FunctorType>
+LevenbergMarquardtSpace::Status
+LevenbergMarquardt<FunctorType>::lmder1(
+        FVectorType  &x,
+        const Scalar tol
+        )
+{
+    n = x.size();
+    m = m_functor.values();
+
+    /* check the input parameters for errors. */
+    if (n <= 0 || m < n || tol < 0.)
+        return LevenbergMarquardtSpace::ImproperInputParameters;
+
+    resetParameters();
+    m_ftol = tol;
+    m_xtol = tol;
+    m_maxfev = 100*(n+1);
+
+    return minimize(x);
+}
+
+
+template<typename FunctorType>
+LevenbergMarquardtSpace::Status
+LevenbergMarquardt<FunctorType>::lmdif1(
+        FunctorType &functor,
+        FVectorType  &x,
+        Index *nfev,
+        const Scalar tol
+        )
+{
+    Index n = x.size();
+    Index m = functor.values();
+
+    /* check the input parameters for errors. */
+    if (n <= 0 || m < n || tol < 0.)
+        return LevenbergMarquardtSpace::ImproperInputParameters;
+
+    NumericalDiff<FunctorType> numDiff(functor);
+    // embedded LevenbergMarquardt
+    LevenbergMarquardt<NumericalDiff<FunctorType> > lm(numDiff);
+    lm.setFtol(tol);
+    lm.setXtol(tol);
+    lm.setMaxfev(200*(n+1));
+
+    LevenbergMarquardtSpace::Status info = LevenbergMarquardtSpace::Status(lm.minimize(x));
+    if (nfev)
+        * nfev = lm.nfev();
+    return info;
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_LEVENBERGMARQUARDT_H

extern/Eigen3/unsupported/Eigen/src/MatrixFunctions/CMakeLists.txt

@@ -0,0 +1,6 @@
+FILE(GLOB Eigen_MatrixFunctions_SRCS "*.h")
+
+INSTALL(FILES
+  ${Eigen_MatrixFunctions_SRCS}
+  DESTINATION ${INCLUDE_INSTALL_DIR}/unsupported/Eigen/src/MatrixFunctions COMPONENT Devel
+  )

extern/Eigen3/unsupported/Eigen/src/MatrixFunctions/MatrixExponential.h

@@ -0,0 +1,451 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009, 2010 Jitse Niesen <jitse@maths.leeds.ac.uk>
+// Copyright (C) 2011 Chen-Pang He <jdh8@ms63.hinet.net>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_MATRIX_EXPONENTIAL
+#define EIGEN_MATRIX_EXPONENTIAL
+
+#include "StemFunction.h"
+
+namespace Eigen {
+
+/** \ingroup MatrixFunctions_Module
+  * \brief Class for computing the matrix exponential.
+  * \tparam MatrixType type of the argument of the exponential,
+  * expected to be an instantiation of the Matrix class template.
+  */
+template <typename MatrixType>
+class MatrixExponential {
+
+  public:
+
+    /** \brief Constructor.
+      * 
+      * The class stores a reference to \p M, so it should not be
+      * changed (or destroyed) before compute() is called.
+      *
+      * \param[in] M  matrix whose exponential is to be computed.
+      */
+    MatrixExponential(const MatrixType &M);
+
+    /** \brief Computes the matrix exponential.
+      *
+      * \param[out] result  the matrix exponential of \p M in the constructor.
+      */
+    template <typename ResultType> 
+    void compute(ResultType &result);
+
+  private:
+
+    // Prevent copying
+    MatrixExponential(const MatrixExponential&);
+    MatrixExponential& operator=(const MatrixExponential&);
+
+    /** \brief Compute the (3,3)-Pad&eacute; approximant to the exponential.
+     *
+     *  After exit, \f$ (V+U)(V-U)^{-1} \f$ is the Pad&eacute;
+     *  approximant of \f$ \exp(A) \f$ around \f$ A = 0 \f$.
+     *
+     *  \param[in] A   Argument of matrix exponential
+     */
+    void pade3(const MatrixType &A);
+
+    /** \brief Compute the (5,5)-Pad&eacute; approximant to the exponential.
+     *
+     *  After exit, \f$ (V+U)(V-U)^{-1} \f$ is the Pad&eacute;
+     *  approximant of \f$ \exp(A) \f$ around \f$ A = 0 \f$.
+     *
+     *  \param[in] A   Argument of matrix exponential
+     */
+    void pade5(const MatrixType &A);
+
+    /** \brief Compute the (7,7)-Pad&eacute; approximant to the exponential.
+     *
+     *  After exit, \f$ (V+U)(V-U)^{-1} \f$ is the Pad&eacute;
+     *  approximant of \f$ \exp(A) \f$ around \f$ A = 0 \f$.
+     *
+     *  \param[in] A   Argument of matrix exponential
+     */
+    void pade7(const MatrixType &A);
+
+    /** \brief Compute the (9,9)-Pad&eacute; approximant to the exponential.
+     *
+     *  After exit, \f$ (V+U)(V-U)^{-1} \f$ is the Pad&eacute;
+     *  approximant of \f$ \exp(A) \f$ around \f$ A = 0 \f$.
+     *
+     *  \param[in] A   Argument of matrix exponential
+     */
+    void pade9(const MatrixType &A);
+
+    /** \brief Compute the (13,13)-Pad&eacute; approximant to the exponential.
+     *
+     *  After exit, \f$ (V+U)(V-U)^{-1} \f$ is the Pad&eacute;
+     *  approximant of \f$ \exp(A) \f$ around \f$ A = 0 \f$.
+     *
+     *  \param[in] A   Argument of matrix exponential
+     */
+    void pade13(const MatrixType &A);
+
+    /** \brief Compute the (17,17)-Pad&eacute; approximant to the exponential.
+     *
+     *  After exit, \f$ (V+U)(V-U)^{-1} \f$ is the Pad&eacute;
+     *  approximant of \f$ \exp(A) \f$ around \f$ A = 0 \f$.
+     *
+     *  This function activates only if your long double is double-double or quadruple.
+     *
+     *  \param[in] A   Argument of matrix exponential
+     */
+    void pade17(const MatrixType &A);
+
+    /** \brief Compute Pad&eacute; approximant to the exponential.
+     *
+     * Computes \c m_U, \c m_V and \c m_squarings such that
+     * \f$ (V+U)(V-U)^{-1} \f$ is a Pad&eacute; of
+     * \f$ \exp(2^{-\mbox{squarings}}M) \f$ around \f$ M = 0 \f$. The
+     * degree of the Pad&eacute; approximant and the value of
+     * squarings are chosen such that the approximation error is no
+     * more than the round-off error.
+     *
+     * The argument of this function should correspond with the (real
+     * part of) the entries of \c m_M.  It is used to select the
+     * correct implementation using overloading.
+     */
+    void computeUV(double);
+
+    /** \brief Compute Pad&eacute; approximant to the exponential.
+     *
+     *  \sa computeUV(double);
+     */
+    void computeUV(float);
+    
+    /** \brief Compute Pad&eacute; approximant to the exponential.
+     *
+     *  \sa computeUV(double);
+     */
+    void computeUV(long double);
+
+    typedef typename internal::traits<MatrixType>::Scalar Scalar;
+    typedef typename NumTraits<Scalar>::Real RealScalar;
+    typedef typename std::complex<RealScalar> ComplexScalar;
+
+    /** \brief Reference to matrix whose exponential is to be computed. */
+    typename internal::nested<MatrixType>::type m_M;
+
+    /** \brief Odd-degree terms in numerator of Pad&eacute; approximant. */
+    MatrixType m_U;
+
+    /** \brief Even-degree terms in numerator of Pad&eacute; approximant. */
+    MatrixType m_V;
+
+    /** \brief Used for temporary storage. */
+    MatrixType m_tmp1;
+
+    /** \brief Used for temporary storage. */
+    MatrixType m_tmp2;
+
+    /** \brief Identity matrix of the same size as \c m_M. */
+    MatrixType m_Id;
+
+    /** \brief Number of squarings required in the last step. */
+    int m_squarings;
+
+    /** \brief L1 norm of m_M. */
+    RealScalar m_l1norm;
+};
+
+template <typename MatrixType>
+MatrixExponential<MatrixType>::MatrixExponential(const MatrixType &M) :
+  m_M(M),
+  m_U(M.rows(),M.cols()),
+  m_V(M.rows(),M.cols()),
+  m_tmp1(M.rows(),M.cols()),
+  m_tmp2(M.rows(),M.cols()),
+  m_Id(MatrixType::Identity(M.rows(), M.cols())),
+  m_squarings(0),
+  m_l1norm(M.cwiseAbs().colwise().sum().maxCoeff())
+{
+  /* empty body */
+}
+
+template <typename MatrixType>
+template <typename ResultType> 
+void MatrixExponential<MatrixType>::compute(ResultType &result)
+{
+#if LDBL_MANT_DIG > 112 // rarely happens
+  if(sizeof(RealScalar) > 14) {
+    result = m_M.matrixFunction(StdStemFunctions<ComplexScalar>::exp);
+    return;
+  }
+#endif
+  computeUV(RealScalar());
+  m_tmp1 = m_U + m_V;   // numerator of Pade approximant
+  m_tmp2 = -m_U + m_V;  // denominator of Pade approximant
+  result = m_tmp2.partialPivLu().solve(m_tmp1);
+  for (int i=0; i<m_squarings; i++)
+    result *= result;   // undo scaling by repeated squaring
+}
+
+template <typename MatrixType>
+EIGEN_STRONG_INLINE void MatrixExponential<MatrixType>::pade3(const MatrixType &A)
+{
+  const RealScalar b[] = {120., 60., 12., 1.};
+  m_tmp1.noalias() = A * A;
+  m_tmp2 = b[3]*m_tmp1 + b[1]*m_Id;
+  m_U.noalias() = A * m_tmp2;
+  m_V = b[2]*m_tmp1 + b[0]*m_Id;
+}
+
+template <typename MatrixType>
+EIGEN_STRONG_INLINE void MatrixExponential<MatrixType>::pade5(const MatrixType &A)
+{
+  const RealScalar b[] = {30240., 15120., 3360., 420., 30., 1.};
+  MatrixType A2 = A * A;
+  m_tmp1.noalias() = A2 * A2;
+  m_tmp2 = b[5]*m_tmp1 + b[3]*A2 + b[1]*m_Id;
+  m_U.noalias() = A * m_tmp2;
+  m_V = b[4]*m_tmp1 + b[2]*A2 + b[0]*m_Id;
+}
+
+template <typename MatrixType>
+EIGEN_STRONG_INLINE void MatrixExponential<MatrixType>::pade7(const MatrixType &A)
+{
+  const RealScalar b[] = {17297280., 8648640., 1995840., 277200., 25200., 1512., 56., 1.};
+  MatrixType A2 = A * A;
+  MatrixType A4 = A2 * A2;
+  m_tmp1.noalias() = A4 * A2;
+  m_tmp2 = b[7]*m_tmp1 + b[5]*A4 + b[3]*A2 + b[1]*m_Id;
+  m_U.noalias() = A * m_tmp2;
+  m_V = b[6]*m_tmp1 + b[4]*A4 + b[2]*A2 + b[0]*m_Id;
+}
+
+template <typename MatrixType>
+EIGEN_STRONG_INLINE void MatrixExponential<MatrixType>::pade9(const MatrixType &A)
+{
+  const RealScalar b[] = {17643225600., 8821612800., 2075673600., 302702400., 30270240.,
+		      2162160., 110880., 3960., 90., 1.};
+  MatrixType A2 = A * A;
+  MatrixType A4 = A2 * A2;
+  MatrixType A6 = A4 * A2;
+  m_tmp1.noalias() = A6 * A2;
+  m_tmp2 = b[9]*m_tmp1 + b[7]*A6 + b[5]*A4 + b[3]*A2 + b[1]*m_Id;
+  m_U.noalias() = A * m_tmp2;
+  m_V = b[8]*m_tmp1 + b[6]*A6 + b[4]*A4 + b[2]*A2 + b[0]*m_Id;
+}
+
+template <typename MatrixType>
+EIGEN_STRONG_INLINE void MatrixExponential<MatrixType>::pade13(const MatrixType &A)
+{
+  const RealScalar b[] = {64764752532480000., 32382376266240000., 7771770303897600.,
+		      1187353796428800., 129060195264000., 10559470521600., 670442572800.,
+		      33522128640., 1323241920., 40840800., 960960., 16380., 182., 1.};
+  MatrixType A2 = A * A;
+  MatrixType A4 = A2 * A2;
+  m_tmp1.noalias() = A4 * A2;
+  m_V = b[13]*m_tmp1 + b[11]*A4 + b[9]*A2; // used for temporary storage
+  m_tmp2.noalias() = m_tmp1 * m_V;
+  m_tmp2 += b[7]*m_tmp1 + b[5]*A4 + b[3]*A2 + b[1]*m_Id;
+  m_U.noalias() = A * m_tmp2;
+  m_tmp2 = b[12]*m_tmp1 + b[10]*A4 + b[8]*A2;
+  m_V.noalias() = m_tmp1 * m_tmp2;
+  m_V += b[6]*m_tmp1 + b[4]*A4 + b[2]*A2 + b[0]*m_Id;
+}
+
+#if LDBL_MANT_DIG > 64
+template <typename MatrixType>
+EIGEN_STRONG_INLINE void MatrixExponential<MatrixType>::pade17(const MatrixType &A)
+{
+  const RealScalar b[] = {830034394580628357120000.L, 415017197290314178560000.L,
+		      100610229646136770560000.L, 15720348382208870400000.L,
+		      1774878043152614400000.L, 153822763739893248000.L, 10608466464820224000.L,
+		      595373117923584000.L, 27563570274240000.L, 1060137318240000.L,
+		      33924394183680.L, 899510451840.L, 19554575040.L, 341863200.L, 4651200.L,
+		      46512.L, 306.L, 1.L};
+  MatrixType A2 = A * A;
+  MatrixType A4 = A2 * A2;
+  MatrixType A6 = A4 * A2;
+  m_tmp1.noalias() = A4 * A4;
+  m_V = b[17]*m_tmp1 + b[15]*A6 + b[13]*A4 + b[11]*A2; // used for temporary storage
+  m_tmp2.noalias() = m_tmp1 * m_V;
+  m_tmp2 += b[9]*m_tmp1 + b[7]*A6 + b[5]*A4 + b[3]*A2 + b[1]*m_Id;
+  m_U.noalias() = A * m_tmp2;
+  m_tmp2 = b[16]*m_tmp1 + b[14]*A6 + b[12]*A4 + b[10]*A2;
+  m_V.noalias() = m_tmp1 * m_tmp2;
+  m_V += b[8]*m_tmp1 + b[6]*A6 + b[4]*A4 + b[2]*A2 + b[0]*m_Id;
+}
+#endif
+
+template <typename MatrixType>
+void MatrixExponential<MatrixType>::computeUV(float)
+{
+  using std::frexp;
+  using std::pow;
+  if (m_l1norm < 4.258730016922831e-001) {
+    pade3(m_M);
+  } else if (m_l1norm < 1.880152677804762e+000) {
+    pade5(m_M);
+  } else {
+    const float maxnorm = 3.925724783138660f;
+    frexp(m_l1norm / maxnorm, &m_squarings);
+    if (m_squarings < 0) m_squarings = 0;
+    MatrixType A = m_M / Scalar(pow(2, m_squarings));
+    pade7(A);
+  }
+}
+
+template <typename MatrixType>
+void MatrixExponential<MatrixType>::computeUV(double)
+{
+  using std::frexp;
+  using std::pow;
+  if (m_l1norm < 1.495585217958292e-002) {
+    pade3(m_M);
+  } else if (m_l1norm < 2.539398330063230e-001) {
+    pade5(m_M);
+  } else if (m_l1norm < 9.504178996162932e-001) {
+    pade7(m_M);
+  } else if (m_l1norm < 2.097847961257068e+000) {
+    pade9(m_M);
+  } else {
+    const double maxnorm = 5.371920351148152;
+    frexp(m_l1norm / maxnorm, &m_squarings);
+    if (m_squarings < 0) m_squarings = 0;
+    MatrixType A = m_M / Scalar(pow(2, m_squarings));
+    pade13(A);
+  }
+}
+
+template <typename MatrixType>
+void MatrixExponential<MatrixType>::computeUV(long double)
+{
+  using std::frexp;
+  using std::pow;
+#if   LDBL_MANT_DIG == 53   // double precision
+  computeUV(double());
+#elif LDBL_MANT_DIG <= 64   // extended precision
+  if (m_l1norm < 4.1968497232266989671e-003L) {
+    pade3(m_M);
+  } else if (m_l1norm < 1.1848116734693823091e-001L) {
+    pade5(m_M);
+  } else if (m_l1norm < 5.5170388480686700274e-001L) {
+    pade7(m_M);
+  } else if (m_l1norm < 1.3759868875587845383e+000L) {
+    pade9(m_M);
+  } else {
+    const long double maxnorm = 4.0246098906697353063L;
+    frexp(m_l1norm / maxnorm, &m_squarings);
+    if (m_squarings < 0) m_squarings = 0;
+    MatrixType A = m_M / Scalar(pow(2, m_squarings));
+    pade13(A);
+  }
+#elif LDBL_MANT_DIG <= 106  // double-double
+  if (m_l1norm < 3.2787892205607026992947488108213e-005L) {
+    pade3(m_M);
+  } else if (m_l1norm < 6.4467025060072760084130906076332e-003L) {
+    pade5(m_M);
+  } else if (m_l1norm < 6.8988028496595374751374122881143e-002L) {
+    pade7(m_M);
+  } else if (m_l1norm < 2.7339737518502231741495857201670e-001L) {
+    pade9(m_M);
+  } else if (m_l1norm < 1.3203382096514474905666448850278e+000L) {
+    pade13(m_M);
+  } else {
+    const long double maxnorm = 3.2579440895405400856599663723517L;
+    frexp(m_l1norm / maxnorm, &m_squarings);
+    if (m_squarings < 0) m_squarings = 0;
+    MatrixType A = m_M / pow(Scalar(2), m_squarings);
+    pade17(A);
+  }
+#elif LDBL_MANT_DIG <= 112  // quadruple precison
+  if (m_l1norm < 1.639394610288918690547467954466970e-005L) {
+    pade3(m_M);
+  } else if (m_l1norm < 4.253237712165275566025884344433009e-003L) {
+    pade5(m_M);
+  } else if (m_l1norm < 5.125804063165764409885122032933142e-002L) {
+    pade7(m_M);
+  } else if (m_l1norm < 2.170000765161155195453205651889853e-001L) {
+    pade9(m_M);
+  } else if (m_l1norm < 1.125358383453143065081397882891878e+000L) {
+    pade13(m_M);
+  } else {
+    const long double maxnorm = 2.884233277829519311757165057717815L;
+    frexp(m_l1norm / maxnorm, &m_squarings);
+    if (m_squarings < 0) m_squarings = 0;
+    MatrixType A = m_M / Scalar(pow(2, m_squarings));
+    pade17(A);
+  }
+#else
+  // this case should be handled in compute()
+  eigen_assert(false && "Bug in MatrixExponential"); 
+#endif  // LDBL_MANT_DIG
+}
+
+/** \ingroup MatrixFunctions_Module
+  *
+  * \brief Proxy for the matrix exponential of some matrix (expression).
+  *
+  * \tparam Derived  Type of the argument to the matrix exponential.
+  *
+  * This class holds the argument to the matrix exponential until it
+  * is assigned or evaluated for some other reason (so the argument
+  * should not be changed in the meantime). It is the return type of
+  * MatrixBase::exp() and most of the time this is the only way it is
+  * used.
+  */
+template<typename Derived> struct MatrixExponentialReturnValue
+: public ReturnByValue<MatrixExponentialReturnValue<Derived> >
+{
+    typedef typename Derived::Index Index;
+  public:
+    /** \brief Constructor.
+      *
+      * \param[in] src %Matrix (expression) forming the argument of the
+      * matrix exponential.
+      */
+    MatrixExponentialReturnValue(const Derived& src) : m_src(src) { }
+
+    /** \brief Compute the matrix exponential.
+      *
+      * \param[out] result the matrix exponential of \p src in the
+      * constructor.
+      */
+    template <typename ResultType>
+    inline void evalTo(ResultType& result) const
+    {
+      const typename Derived::PlainObject srcEvaluated = m_src.eval();
+      MatrixExponential<typename Derived::PlainObject> me(srcEvaluated);
+      me.compute(result);
+    }
+
+    Index rows() const { return m_src.rows(); }
+    Index cols() const { return m_src.cols(); }
+
+  protected:
+    const Derived& m_src;
+  private:
+    MatrixExponentialReturnValue& operator=(const MatrixExponentialReturnValue&);
+};
+
+namespace internal {
+template<typename Derived>
+struct traits<MatrixExponentialReturnValue<Derived> >
+{
+  typedef typename Derived::PlainObject ReturnType;
+};
+}
+
+template <typename Derived>
+const MatrixExponentialReturnValue<Derived> MatrixBase<Derived>::exp() const
+{
+  eigen_assert(rows() == cols());
+  return MatrixExponentialReturnValue<Derived>(derived());
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_MATRIX_EXPONENTIAL

extern/Eigen3/unsupported/Eigen/src/MatrixFunctions/MatrixFunction.h

@@ -0,0 +1,591 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009-2011 Jitse Niesen <jitse@maths.leeds.ac.uk>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_MATRIX_FUNCTION
+#define EIGEN_MATRIX_FUNCTION
+
+#include "StemFunction.h"
+#include "MatrixFunctionAtomic.h"
+
+
+namespace Eigen { 
+
+/** \ingroup MatrixFunctions_Module
+  * \brief Class for computing matrix functions.
+  * \tparam  MatrixType  type of the argument of the matrix function,
+  *                      expected to be an instantiation of the Matrix class template.
+  * \tparam  AtomicType  type for computing matrix function of atomic blocks.
+  * \tparam  IsComplex   used internally to select correct specialization.
+  *
+  * This class implements the Schur-Parlett algorithm for computing matrix functions. The spectrum of the
+  * matrix is divided in clustered of eigenvalues that lies close together. This class delegates the
+  * computation of the matrix function on every block corresponding to these clusters to an object of type
+  * \p AtomicType and uses these results to compute the matrix function of the whole matrix. The class
+  * \p AtomicType should have a \p compute() member function for computing the matrix function of a block.
+  *
+  * \sa class MatrixFunctionAtomic, class MatrixLogarithmAtomic
+  */
+template <typename MatrixType, 
+	  typename AtomicType,  
+          int IsComplex = NumTraits<typename internal::traits<MatrixType>::Scalar>::IsComplex>
+class MatrixFunction
+{  
+  public:
+
+    /** \brief Constructor. 
+      *
+      * \param[in]  A       argument of matrix function, should be a square matrix.
+      * \param[in]  atomic  class for computing matrix function of atomic blocks.
+      *
+      * The class stores references to \p A and \p atomic, so they should not be
+      * changed (or destroyed) before compute() is called.
+      */
+    MatrixFunction(const MatrixType& A, AtomicType& atomic);
+
+    /** \brief Compute the matrix function.
+      *
+      * \param[out] result  the function \p f applied to \p A, as
+      * specified in the constructor.
+      *
+      * See MatrixBase::matrixFunction() for details on how this computation
+      * is implemented.
+      */
+    template <typename ResultType> 
+    void compute(ResultType &result);    
+};
+
+
+/** \internal \ingroup MatrixFunctions_Module 
+  * \brief Partial specialization of MatrixFunction for real matrices
+  */
+template <typename MatrixType, typename AtomicType>
+class MatrixFunction<MatrixType, AtomicType, 0>
+{  
+  private:
+
+    typedef internal::traits<MatrixType> Traits;
+    typedef typename Traits::Scalar Scalar;
+    static const int Rows = Traits::RowsAtCompileTime;
+    static const int Cols = Traits::ColsAtCompileTime;
+    static const int Options = MatrixType::Options;
+    static const int MaxRows = Traits::MaxRowsAtCompileTime;
+    static const int MaxCols = Traits::MaxColsAtCompileTime;
+
+    typedef std::complex<Scalar> ComplexScalar;
+    typedef Matrix<ComplexScalar, Rows, Cols, Options, MaxRows, MaxCols> ComplexMatrix;
+
+  public:
+
+    /** \brief Constructor. 
+      *
+      * \param[in]  A       argument of matrix function, should be a square matrix.
+      * \param[in]  atomic  class for computing matrix function of atomic blocks.
+      */
+    MatrixFunction(const MatrixType& A, AtomicType& atomic) : m_A(A), m_atomic(atomic) { }
+
+    /** \brief Compute the matrix function.
+      *
+      * \param[out] result  the function \p f applied to \p A, as
+      * specified in the constructor.
+      *
+      * This function converts the real matrix \c A to a complex matrix,
+      * uses MatrixFunction<MatrixType,1> and then converts the result back to
+      * a real matrix.
+      */
+    template <typename ResultType>
+    void compute(ResultType& result) 
+    {
+      ComplexMatrix CA = m_A.template cast<ComplexScalar>();
+      ComplexMatrix Cresult;
+      MatrixFunction<ComplexMatrix, AtomicType> mf(CA, m_atomic);
+      mf.compute(Cresult);
+      result = Cresult.real();
+    }
+
+  private:
+    typename internal::nested<MatrixType>::type m_A; /**< \brief Reference to argument of matrix function. */
+    AtomicType& m_atomic; /**< \brief Class for computing matrix function of atomic blocks. */
+
+    MatrixFunction& operator=(const MatrixFunction&);
+};
+
+      
+/** \internal \ingroup MatrixFunctions_Module 
+  * \brief Partial specialization of MatrixFunction for complex matrices
+  */
+template <typename MatrixType, typename AtomicType>
+class MatrixFunction<MatrixType, AtomicType, 1>
+{
+  private:
+
+    typedef internal::traits<MatrixType> Traits;
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename MatrixType::Index Index;
+    static const int RowsAtCompileTime = Traits::RowsAtCompileTime;
+    static const int ColsAtCompileTime = Traits::ColsAtCompileTime;
+    static const int Options = MatrixType::Options;
+    typedef typename NumTraits<Scalar>::Real RealScalar;
+    typedef Matrix<Scalar, Traits::RowsAtCompileTime, 1> VectorType;
+    typedef Matrix<Index, Traits::RowsAtCompileTime, 1> IntVectorType;
+    typedef Matrix<Index, Dynamic, 1> DynamicIntVectorType;
+    typedef std::list<Scalar> Cluster;
+    typedef std::list<Cluster> ListOfClusters;
+    typedef Matrix<Scalar, Dynamic, Dynamic, Options, RowsAtCompileTime, ColsAtCompileTime> DynMatrixType;
+
+  public:
+
+    MatrixFunction(const MatrixType& A, AtomicType& atomic);
+    template <typename ResultType> void compute(ResultType& result);
+
+  private:
+
+    void computeSchurDecomposition();
+    void partitionEigenvalues();
+    typename ListOfClusters::iterator findCluster(Scalar key);
+    void computeClusterSize();
+    void computeBlockStart();
+    void constructPermutation();
+    void permuteSchur();
+    void swapEntriesInSchur(Index index);
+    void computeBlockAtomic();
+    Block<MatrixType> block(MatrixType& A, Index i, Index j);
+    void computeOffDiagonal();
+    DynMatrixType solveTriangularSylvester(const DynMatrixType& A, const DynMatrixType& B, const DynMatrixType& C);
+
+    typename internal::nested<MatrixType>::type m_A; /**< \brief Reference to argument of matrix function. */
+    AtomicType& m_atomic; /**< \brief Class for computing matrix function of atomic blocks. */
+    MatrixType m_T; /**< \brief Triangular part of Schur decomposition */
+    MatrixType m_U; /**< \brief Unitary part of Schur decomposition */
+    MatrixType m_fT; /**< \brief %Matrix function applied to #m_T */
+    ListOfClusters m_clusters; /**< \brief Partition of eigenvalues into clusters of ei'vals "close" to each other */
+    DynamicIntVectorType m_eivalToCluster; /**< \brief m_eivalToCluster[i] = j means i-th ei'val is in j-th cluster */
+    DynamicIntVectorType m_clusterSize; /**< \brief Number of eigenvalues in each clusters  */
+    DynamicIntVectorType m_blockStart; /**< \brief Row index at which block corresponding to i-th cluster starts */
+    IntVectorType m_permutation; /**< \brief Permutation which groups ei'vals in the same cluster together */
+
+    /** \brief Maximum distance allowed between eigenvalues to be considered "close".
+      *
+      * This is morally a \c static \c const \c Scalar, but only
+      * integers can be static constant class members in C++. The
+      * separation constant is set to 0.1, a value taken from the
+      * paper by Davies and Higham. */
+    static const RealScalar separation() { return static_cast<RealScalar>(0.1); }
+
+    MatrixFunction& operator=(const MatrixFunction&);
+};
+
+/** \brief Constructor. 
+ *
+ * \param[in]  A       argument of matrix function, should be a square matrix.
+ * \param[in]  atomic  class for computing matrix function of atomic blocks.
+ */
+template <typename MatrixType, typename AtomicType>
+MatrixFunction<MatrixType,AtomicType,1>::MatrixFunction(const MatrixType& A, AtomicType& atomic)
+  : m_A(A), m_atomic(atomic)
+{
+  /* empty body */
+}
+
+/** \brief Compute the matrix function.
+  *
+  * \param[out] result  the function \p f applied to \p A, as
+  * specified in the constructor.
+  */
+template <typename MatrixType, typename AtomicType>
+template <typename ResultType>
+void MatrixFunction<MatrixType,AtomicType,1>::compute(ResultType& result) 
+{
+  computeSchurDecomposition();
+  partitionEigenvalues();
+  computeClusterSize();
+  computeBlockStart();
+  constructPermutation();
+  permuteSchur();
+  computeBlockAtomic();
+  computeOffDiagonal();
+  result = m_U * (m_fT.template triangularView<Upper>() * m_U.adjoint());
+}
+
+/** \brief Store the Schur decomposition of #m_A in #m_T and #m_U */
+template <typename MatrixType, typename AtomicType>
+void MatrixFunction<MatrixType,AtomicType,1>::computeSchurDecomposition()
+{
+  const ComplexSchur<MatrixType> schurOfA(m_A);  
+  m_T = schurOfA.matrixT();
+  m_U = schurOfA.matrixU();
+}
+
+/** \brief Partition eigenvalues in clusters of ei'vals close to each other
+  * 
+  * This function computes #m_clusters. This is a partition of the
+  * eigenvalues of #m_T in clusters, such that
+  * # Any eigenvalue in a certain cluster is at most separation() away
+  *   from another eigenvalue in the same cluster.
+  * # The distance between two eigenvalues in different clusters is
+  *   more than separation().
+  * The implementation follows Algorithm 4.1 in the paper of Davies
+  * and Higham. 
+  */
+template <typename MatrixType, typename AtomicType>
+void MatrixFunction<MatrixType,AtomicType,1>::partitionEigenvalues()
+{
+  using std::abs;
+  const Index rows = m_T.rows();
+  VectorType diag = m_T.diagonal(); // contains eigenvalues of A
+
+  for (Index i=0; i<rows; ++i) {
+    // Find set containing diag(i), adding a new set if necessary
+    typename ListOfClusters::iterator qi = findCluster(diag(i));
+    if (qi == m_clusters.end()) {
+      Cluster l;
+      l.push_back(diag(i));
+      m_clusters.push_back(l);
+      qi = m_clusters.end();
+      --qi;
+    }
+
+    // Look for other element to add to the set
+    for (Index j=i+1; j<rows; ++j) {
+      if (abs(diag(j) - diag(i)) <= separation() && std::find(qi->begin(), qi->end(), diag(j)) == qi->end()) {
+        typename ListOfClusters::iterator qj = findCluster(diag(j));
+        if (qj == m_clusters.end()) {
+          qi->push_back(diag(j));
+        } else {
+          qi->insert(qi->end(), qj->begin(), qj->end());
+          m_clusters.erase(qj);
+        }
+      }
+    }
+  }
+}
+
+/** \brief Find cluster in #m_clusters containing some value 
+  * \param[in] key Value to find
+  * \returns Iterator to cluster containing \c key, or
+  * \c m_clusters.end() if no cluster in m_clusters contains \c key.
+  */
+template <typename MatrixType, typename AtomicType>
+typename MatrixFunction<MatrixType,AtomicType,1>::ListOfClusters::iterator MatrixFunction<MatrixType,AtomicType,1>::findCluster(Scalar key)
+{
+  typename Cluster::iterator j;
+  for (typename ListOfClusters::iterator i = m_clusters.begin(); i != m_clusters.end(); ++i) {
+    j = std::find(i->begin(), i->end(), key);
+    if (j != i->end())
+      return i;
+  }
+  return m_clusters.end();
+}
+
+/** \brief Compute #m_clusterSize and #m_eivalToCluster using #m_clusters */
+template <typename MatrixType, typename AtomicType>
+void MatrixFunction<MatrixType,AtomicType,1>::computeClusterSize()
+{
+  const Index rows = m_T.rows();
+  VectorType diag = m_T.diagonal(); 
+  const Index numClusters = static_cast<Index>(m_clusters.size());
+
+  m_clusterSize.setZero(numClusters);
+  m_eivalToCluster.resize(rows);
+  Index clusterIndex = 0;
+  for (typename ListOfClusters::const_iterator cluster = m_clusters.begin(); cluster != m_clusters.end(); ++cluster) {
+    for (Index i = 0; i < diag.rows(); ++i) {
+      if (std::find(cluster->begin(), cluster->end(), diag(i)) != cluster->end()) {
+        ++m_clusterSize[clusterIndex];
+        m_eivalToCluster[i] = clusterIndex;
+      }
+    }
+    ++clusterIndex;
+  }
+}
+
+/** \brief Compute #m_blockStart using #m_clusterSize */
+template <typename MatrixType, typename AtomicType>
+void MatrixFunction<MatrixType,AtomicType,1>::computeBlockStart()
+{
+  m_blockStart.resize(m_clusterSize.rows());
+  m_blockStart(0) = 0;
+  for (Index i = 1; i < m_clusterSize.rows(); i++) {
+    m_blockStart(i) = m_blockStart(i-1) + m_clusterSize(i-1);
+  }
+}
+
+/** \brief Compute #m_permutation using #m_eivalToCluster and #m_blockStart */
+template <typename MatrixType, typename AtomicType>
+void MatrixFunction<MatrixType,AtomicType,1>::constructPermutation()
+{
+  DynamicIntVectorType indexNextEntry = m_blockStart;
+  m_permutation.resize(m_T.rows());
+  for (Index i = 0; i < m_T.rows(); i++) {
+    Index cluster = m_eivalToCluster[i];
+    m_permutation[i] = indexNextEntry[cluster];
+    ++indexNextEntry[cluster];
+  }
+}  
+
+/** \brief Permute Schur decomposition in #m_U and #m_T according to #m_permutation */
+template <typename MatrixType, typename AtomicType>
+void MatrixFunction<MatrixType,AtomicType,1>::permuteSchur()
+{
+  IntVectorType p = m_permutation;
+  for (Index i = 0; i < p.rows() - 1; i++) {
+    Index j;
+    for (j = i; j < p.rows(); j++) {
+      if (p(j) == i) break;
+    }
+    eigen_assert(p(j) == i);
+    for (Index k = j-1; k >= i; k--) {
+      swapEntriesInSchur(k);
+      std::swap(p.coeffRef(k), p.coeffRef(k+1));
+    }
+  }
+}
+
+/** \brief Swap rows \a index and \a index+1 in Schur decomposition in #m_U and #m_T */
+template <typename MatrixType, typename AtomicType>
+void MatrixFunction<MatrixType,AtomicType,1>::swapEntriesInSchur(Index index)
+{
+  JacobiRotation<Scalar> rotation;
+  rotation.makeGivens(m_T(index, index+1), m_T(index+1, index+1) - m_T(index, index));
+  m_T.applyOnTheLeft(index, index+1, rotation.adjoint());
+  m_T.applyOnTheRight(index, index+1, rotation);
+  m_U.applyOnTheRight(index, index+1, rotation);
+}  
+
+/** \brief Compute block diagonal part of #m_fT.
+  *
+  * This routine computes the matrix function applied to the block diagonal part of #m_T, with the blocking
+  * given by #m_blockStart. The matrix function of each diagonal block is computed by #m_atomic. The
+  * off-diagonal parts of #m_fT are set to zero.
+  */
+template <typename MatrixType, typename AtomicType>
+void MatrixFunction<MatrixType,AtomicType,1>::computeBlockAtomic()
+{ 
+  m_fT.resize(m_T.rows(), m_T.cols());
+  m_fT.setZero();
+  for (Index i = 0; i < m_clusterSize.rows(); ++i) {
+    block(m_fT, i, i) = m_atomic.compute(block(m_T, i, i));
+  }
+}
+
+/** \brief Return block of matrix according to blocking given by #m_blockStart */
+template <typename MatrixType, typename AtomicType>
+Block<MatrixType> MatrixFunction<MatrixType,AtomicType,1>::block(MatrixType& A, Index i, Index j)
+{
+  return A.block(m_blockStart(i), m_blockStart(j), m_clusterSize(i), m_clusterSize(j));
+}
+
+/** \brief Compute part of #m_fT above block diagonal.
+  *
+  * This routine assumes that the block diagonal part of #m_fT (which
+  * equals the matrix function applied to #m_T) has already been computed and computes
+  * the part above the block diagonal. The part below the diagonal is
+  * zero, because #m_T is upper triangular.
+  */
+template <typename MatrixType, typename AtomicType>
+void MatrixFunction<MatrixType,AtomicType,1>::computeOffDiagonal()
+{ 
+  for (Index diagIndex = 1; diagIndex < m_clusterSize.rows(); diagIndex++) {
+    for (Index blockIndex = 0; blockIndex < m_clusterSize.rows() - diagIndex; blockIndex++) {
+      // compute (blockIndex, blockIndex+diagIndex) block
+      DynMatrixType A = block(m_T, blockIndex, blockIndex);
+      DynMatrixType B = -block(m_T, blockIndex+diagIndex, blockIndex+diagIndex);
+      DynMatrixType C = block(m_fT, blockIndex, blockIndex) * block(m_T, blockIndex, blockIndex+diagIndex);
+      C -= block(m_T, blockIndex, blockIndex+diagIndex) * block(m_fT, blockIndex+diagIndex, blockIndex+diagIndex);
+      for (Index k = blockIndex + 1; k < blockIndex + diagIndex; k++) {
+	C += block(m_fT, blockIndex, k) * block(m_T, k, blockIndex+diagIndex);
+	C -= block(m_T, blockIndex, k) * block(m_fT, k, blockIndex+diagIndex);
+      }
+      block(m_fT, blockIndex, blockIndex+diagIndex) = solveTriangularSylvester(A, B, C);
+    }
+  }
+}
+
+/** \brief Solve a triangular Sylvester equation AX + XB = C 
+  *
+  * \param[in]  A  the matrix A; should be square and upper triangular
+  * \param[in]  B  the matrix B; should be square and upper triangular
+  * \param[in]  C  the matrix C; should have correct size.
+  *
+  * \returns the solution X.
+  *
+  * If A is m-by-m and B is n-by-n, then both C and X are m-by-n. 
+  * The (i,j)-th component of the Sylvester equation is
+  * \f[ 
+  *     \sum_{k=i}^m A_{ik} X_{kj} + \sum_{k=1}^j X_{ik} B_{kj} = C_{ij}. 
+  * \f]
+  * This can be re-arranged to yield:
+  * \f[ 
+  *     X_{ij} = \frac{1}{A_{ii} + B_{jj}} \Bigl( C_{ij}
+  *     - \sum_{k=i+1}^m A_{ik} X_{kj} - \sum_{k=1}^{j-1} X_{ik} B_{kj} \Bigr).
+  * \f]
+  * It is assumed that A and B are such that the numerator is never
+  * zero (otherwise the Sylvester equation does not have a unique
+  * solution). In that case, these equations can be evaluated in the
+  * order \f$ i=m,\ldots,1 \f$ and \f$ j=1,\ldots,n \f$.
+  */
+template <typename MatrixType, typename AtomicType>
+typename MatrixFunction<MatrixType,AtomicType,1>::DynMatrixType MatrixFunction<MatrixType,AtomicType,1>::solveTriangularSylvester(
+  const DynMatrixType& A, 
+  const DynMatrixType& B, 
+  const DynMatrixType& C)
+{
+  eigen_assert(A.rows() == A.cols());
+  eigen_assert(A.isUpperTriangular());
+  eigen_assert(B.rows() == B.cols());
+  eigen_assert(B.isUpperTriangular());
+  eigen_assert(C.rows() == A.rows());
+  eigen_assert(C.cols() == B.rows());
+
+  Index m = A.rows();
+  Index n = B.rows();
+  DynMatrixType X(m, n);
+
+  for (Index i = m - 1; i >= 0; --i) {
+    for (Index j = 0; j < n; ++j) {
+
+      // Compute AX = \sum_{k=i+1}^m A_{ik} X_{kj}
+      Scalar AX;
+      if (i == m - 1) {
+	AX = 0; 
+      } else {
+	Matrix<Scalar,1,1> AXmatrix = A.row(i).tail(m-1-i) * X.col(j).tail(m-1-i);
+	AX = AXmatrix(0,0);
+      }
+
+      // Compute XB = \sum_{k=1}^{j-1} X_{ik} B_{kj}
+      Scalar XB;
+      if (j == 0) {
+	XB = 0; 
+      } else {
+	Matrix<Scalar,1,1> XBmatrix = X.row(i).head(j) * B.col(j).head(j);
+	XB = XBmatrix(0,0);
+      }
+
+      X(i,j) = (C(i,j) - AX - XB) / (A(i,i) + B(j,j));
+    }
+  }
+  return X;
+}
+
+/** \ingroup MatrixFunctions_Module
+  *
+  * \brief Proxy for the matrix function of some matrix (expression).
+  *
+  * \tparam Derived  Type of the argument to the matrix function.
+  *
+  * This class holds the argument to the matrix function until it is
+  * assigned or evaluated for some other reason (so the argument
+  * should not be changed in the meantime). It is the return type of
+  * matrixBase::matrixFunction() and related functions and most of the
+  * time this is the only way it is used.
+  */
+template<typename Derived> class MatrixFunctionReturnValue
+: public ReturnByValue<MatrixFunctionReturnValue<Derived> >
+{
+  public:
+
+    typedef typename Derived::Scalar Scalar;
+    typedef typename Derived::Index Index;
+    typedef typename internal::stem_function<Scalar>::type StemFunction;
+
+   /** \brief Constructor.
+      *
+      * \param[in] A  %Matrix (expression) forming the argument of the
+      * matrix function.
+      * \param[in] f  Stem function for matrix function under consideration.
+      */
+    MatrixFunctionReturnValue(const Derived& A, StemFunction f) : m_A(A), m_f(f) { }
+
+    /** \brief Compute the matrix function.
+      *
+      * \param[out] result \p f applied to \p A, where \p f and \p A
+      * are as in the constructor.
+      */
+    template <typename ResultType>
+    inline void evalTo(ResultType& result) const
+    {
+      typedef typename Derived::PlainObject PlainObject;
+      typedef internal::traits<PlainObject> Traits;
+      static const int RowsAtCompileTime = Traits::RowsAtCompileTime;
+      static const int ColsAtCompileTime = Traits::ColsAtCompileTime;
+      static const int Options = PlainObject::Options;
+      typedef std::complex<typename NumTraits<Scalar>::Real> ComplexScalar;
+      typedef Matrix<ComplexScalar, Dynamic, Dynamic, Options, RowsAtCompileTime, ColsAtCompileTime> DynMatrixType;
+      typedef MatrixFunctionAtomic<DynMatrixType> AtomicType;
+      AtomicType atomic(m_f);
+
+      const PlainObject Aevaluated = m_A.eval();
+      MatrixFunction<PlainObject, AtomicType> mf(Aevaluated, atomic);
+      mf.compute(result);
+    }
+
+    Index rows() const { return m_A.rows(); }
+    Index cols() const { return m_A.cols(); }
+
+  private:
+    typename internal::nested<Derived>::type m_A;
+    StemFunction *m_f;
+
+    MatrixFunctionReturnValue& operator=(const MatrixFunctionReturnValue&);
+};
+
+namespace internal {
+template<typename Derived>
+struct traits<MatrixFunctionReturnValue<Derived> >
+{
+  typedef typename Derived::PlainObject ReturnType;
+};
+}
+
+
+/********** MatrixBase methods **********/
+
+
+template <typename Derived>
+const MatrixFunctionReturnValue<Derived> MatrixBase<Derived>::matrixFunction(typename internal::stem_function<typename internal::traits<Derived>::Scalar>::type f) const
+{
+  eigen_assert(rows() == cols());
+  return MatrixFunctionReturnValue<Derived>(derived(), f);
+}
+
+template <typename Derived>
+const MatrixFunctionReturnValue<Derived> MatrixBase<Derived>::sin() const
+{
+  eigen_assert(rows() == cols());
+  typedef typename internal::stem_function<Scalar>::ComplexScalar ComplexScalar;
+  return MatrixFunctionReturnValue<Derived>(derived(), StdStemFunctions<ComplexScalar>::sin);
+}
+
+template <typename Derived>
+const MatrixFunctionReturnValue<Derived> MatrixBase<Derived>::cos() const
+{
+  eigen_assert(rows() == cols());
+  typedef typename internal::stem_function<Scalar>::ComplexScalar ComplexScalar;
+  return MatrixFunctionReturnValue<Derived>(derived(), StdStemFunctions<ComplexScalar>::cos);
+}
+
+template <typename Derived>
+const MatrixFunctionReturnValue<Derived> MatrixBase<Derived>::sinh() const
+{
+  eigen_assert(rows() == cols());
+  typedef typename internal::stem_function<Scalar>::ComplexScalar ComplexScalar;
+  return MatrixFunctionReturnValue<Derived>(derived(), StdStemFunctions<ComplexScalar>::sinh);
+}
+
+template <typename Derived>
+const MatrixFunctionReturnValue<Derived> MatrixBase<Derived>::cosh() const
+{
+  eigen_assert(rows() == cols());
+  typedef typename internal::stem_function<Scalar>::ComplexScalar ComplexScalar;
+  return MatrixFunctionReturnValue<Derived>(derived(), StdStemFunctions<ComplexScalar>::cosh);
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_MATRIX_FUNCTION

extern/Eigen3/unsupported/Eigen/src/MatrixFunctions/MatrixFunctionAtomic.h

@@ -0,0 +1,131 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Jitse Niesen <jitse@maths.leeds.ac.uk>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_MATRIX_FUNCTION_ATOMIC
+#define EIGEN_MATRIX_FUNCTION_ATOMIC
+
+namespace Eigen { 
+
+/** \ingroup MatrixFunctions_Module
+  * \class MatrixFunctionAtomic
+  * \brief Helper class for computing matrix functions of atomic matrices.
+  *
+  * \internal
+  * Here, an atomic matrix is a triangular matrix whose diagonal
+  * entries are close to each other.
+  */
+template <typename MatrixType>
+class MatrixFunctionAtomic
+{
+  public:
+
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename MatrixType::Index Index;
+    typedef typename NumTraits<Scalar>::Real RealScalar;
+    typedef typename internal::stem_function<Scalar>::type StemFunction;
+    typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, 1> VectorType;
+
+    /** \brief Constructor
+      * \param[in]  f  matrix function to compute.
+      */
+    MatrixFunctionAtomic(StemFunction f) : m_f(f) { }
+
+    /** \brief Compute matrix function of atomic matrix
+      * \param[in]  A  argument of matrix function, should be upper triangular and atomic
+      * \returns  f(A), the matrix function evaluated at the given matrix
+      */
+    MatrixType compute(const MatrixType& A);
+
+  private:
+
+    // Prevent copying
+    MatrixFunctionAtomic(const MatrixFunctionAtomic&);
+    MatrixFunctionAtomic& operator=(const MatrixFunctionAtomic&);
+
+    void computeMu();
+    bool taylorConverged(Index s, const MatrixType& F, const MatrixType& Fincr, const MatrixType& P);
+
+    /** \brief Pointer to scalar function */
+    StemFunction* m_f;
+
+    /** \brief Size of matrix function */
+    Index m_Arows;
+
+    /** \brief Mean of eigenvalues */
+    Scalar m_avgEival;
+
+    /** \brief Argument shifted by mean of eigenvalues */
+    MatrixType m_Ashifted;
+
+    /** \brief Constant used to determine whether Taylor series has converged */
+    RealScalar m_mu;
+};
+
+template <typename MatrixType>
+MatrixType MatrixFunctionAtomic<MatrixType>::compute(const MatrixType& A)
+{
+  // TODO: Use that A is upper triangular
+  m_Arows = A.rows();
+  m_avgEival = A.trace() / Scalar(RealScalar(m_Arows));
+  m_Ashifted = A - m_avgEival * MatrixType::Identity(m_Arows, m_Arows);
+  computeMu();
+  MatrixType F = m_f(m_avgEival, 0) * MatrixType::Identity(m_Arows, m_Arows);
+  MatrixType P = m_Ashifted;
+  MatrixType Fincr;
+  for (Index s = 1; s < 1.1 * m_Arows + 10; s++) { // upper limit is fairly arbitrary
+    Fincr = m_f(m_avgEival, static_cast<int>(s)) * P;
+    F += Fincr;
+    P = Scalar(RealScalar(1.0/(s + 1))) * P * m_Ashifted;
+    if (taylorConverged(s, F, Fincr, P)) {
+      return F;
+    }
+  }
+  eigen_assert("Taylor series does not converge" && 0);
+  return F;
+}
+
+/** \brief Compute \c m_mu. */
+template <typename MatrixType>
+void MatrixFunctionAtomic<MatrixType>::computeMu()
+{
+  const MatrixType N = MatrixType::Identity(m_Arows, m_Arows) - m_Ashifted;
+  VectorType e = VectorType::Ones(m_Arows);
+  N.template triangularView<Upper>().solveInPlace(e);
+  m_mu = e.cwiseAbs().maxCoeff();
+}
+
+/** \brief Determine whether Taylor series has converged */
+template <typename MatrixType>
+bool MatrixFunctionAtomic<MatrixType>::taylorConverged(Index s, const MatrixType& F,
+						       const MatrixType& Fincr, const MatrixType& P)
+{
+  const Index n = F.rows();
+  const RealScalar F_norm = F.cwiseAbs().rowwise().sum().maxCoeff();
+  const RealScalar Fincr_norm = Fincr.cwiseAbs().rowwise().sum().maxCoeff();
+  if (Fincr_norm < NumTraits<Scalar>::epsilon() * F_norm) {
+    RealScalar delta = 0;
+    RealScalar rfactorial = 1;
+    for (Index r = 0; r < n; r++) {
+      RealScalar mx = 0;
+      for (Index i = 0; i < n; i++)
+        mx = (std::max)(mx, std::abs(m_f(m_Ashifted(i, i) + m_avgEival, static_cast<int>(s+r))));
+      if (r != 0)
+        rfactorial *= RealScalar(r);
+      delta = (std::max)(delta, mx / rfactorial);
+    }
+    const RealScalar P_norm = P.cwiseAbs().rowwise().sum().maxCoeff();
+    if (m_mu * delta * P_norm < NumTraits<Scalar>::epsilon() * F_norm)
+      return true;
+  }
+  return false;
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_MATRIX_FUNCTION_ATOMIC

extern/Eigen3/unsupported/Eigen/src/MatrixFunctions/MatrixLogarithm.h

@@ -0,0 +1,486 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2011 Jitse Niesen <jitse@maths.leeds.ac.uk>
+// Copyright (C) 2011 Chen-Pang He <jdh8@ms63.hinet.net>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_MATRIX_LOGARITHM
+#define EIGEN_MATRIX_LOGARITHM
+
+#ifndef M_PI
+#define M_PI 3.141592653589793238462643383279503L
+#endif
+
+namespace Eigen { 
+
+/** \ingroup MatrixFunctions_Module
+  * \class MatrixLogarithmAtomic
+  * \brief Helper class for computing matrix logarithm of atomic matrices.
+  *
+  * \internal
+  * Here, an atomic matrix is a triangular matrix whose diagonal
+  * entries are close to each other.
+  *
+  * \sa class MatrixFunctionAtomic, MatrixBase::log()
+  */
+template <typename MatrixType>
+class MatrixLogarithmAtomic
+{
+public:
+
+  typedef typename MatrixType::Scalar Scalar;
+  // typedef typename MatrixType::Index Index;
+  typedef typename NumTraits<Scalar>::Real RealScalar;
+  // typedef typename internal::stem_function<Scalar>::type StemFunction;
+  // typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, 1> VectorType;
+
+  /** \brief Constructor. */
+  MatrixLogarithmAtomic() { }
+
+  /** \brief Compute matrix logarithm of atomic matrix
+    * \param[in]  A  argument of matrix logarithm, should be upper triangular and atomic
+    * \returns  The logarithm of \p A.
+    */
+  MatrixType compute(const MatrixType& A);
+
+private:
+
+  void compute2x2(const MatrixType& A, MatrixType& result);
+  void computeBig(const MatrixType& A, MatrixType& result);
+  int getPadeDegree(float normTminusI);
+  int getPadeDegree(double normTminusI);
+  int getPadeDegree(long double normTminusI);
+  void computePade(MatrixType& result, const MatrixType& T, int degree);
+  void computePade3(MatrixType& result, const MatrixType& T);
+  void computePade4(MatrixType& result, const MatrixType& T);
+  void computePade5(MatrixType& result, const MatrixType& T);
+  void computePade6(MatrixType& result, const MatrixType& T);
+  void computePade7(MatrixType& result, const MatrixType& T);
+  void computePade8(MatrixType& result, const MatrixType& T);
+  void computePade9(MatrixType& result, const MatrixType& T);
+  void computePade10(MatrixType& result, const MatrixType& T);
+  void computePade11(MatrixType& result, const MatrixType& T);
+
+  static const int minPadeDegree = 3;
+  static const int maxPadeDegree = std::numeric_limits<RealScalar>::digits<= 24?  5:  // single precision
+                                   std::numeric_limits<RealScalar>::digits<= 53?  7:  // double precision
+                                   std::numeric_limits<RealScalar>::digits<= 64?  8:  // extended precision
+                                   std::numeric_limits<RealScalar>::digits<=106? 10:  // double-double
+                                                                                 11;  // quadruple precision
+
+  // Prevent copying
+  MatrixLogarithmAtomic(const MatrixLogarithmAtomic&);
+  MatrixLogarithmAtomic& operator=(const MatrixLogarithmAtomic&);
+};
+
+/** \brief Compute logarithm of triangular matrix with clustered eigenvalues. */
+template <typename MatrixType>
+MatrixType MatrixLogarithmAtomic<MatrixType>::compute(const MatrixType& A)
+{
+  using std::log;
+  MatrixType result(A.rows(), A.rows());
+  if (A.rows() == 1)
+    result(0,0) = log(A(0,0));
+  else if (A.rows() == 2)
+    compute2x2(A, result);
+  else
+    computeBig(A, result);
+  return result;
+}
+
+/** \brief Compute logarithm of 2x2 triangular matrix. */
+template <typename MatrixType>
+void MatrixLogarithmAtomic<MatrixType>::compute2x2(const MatrixType& A, MatrixType& result)
+{
+  using std::abs;
+  using std::ceil;
+  using std::imag;
+  using std::log;
+
+  Scalar logA00 = log(A(0,0));
+  Scalar logA11 = log(A(1,1));
+
+  result(0,0) = logA00;
+  result(1,0) = Scalar(0);
+  result(1,1) = logA11;
+
+  if (A(0,0) == A(1,1)) {
+    result(0,1) = A(0,1) / A(0,0);
+  } else if ((abs(A(0,0)) < 0.5*abs(A(1,1))) || (abs(A(0,0)) > 2*abs(A(1,1)))) {
+    result(0,1) = A(0,1) * (logA11 - logA00) / (A(1,1) - A(0,0));
+  } else {
+    // computation in previous branch is inaccurate if A(1,1) \approx A(0,0)
+    int unwindingNumber = static_cast<int>(ceil((imag(logA11 - logA00) - M_PI) / (2*M_PI)));
+    Scalar y = A(1,1) - A(0,0), x = A(1,1) + A(0,0);
+    result(0,1) = A(0,1) * (Scalar(2) * numext::atanh2(y,x) + Scalar(0,2*M_PI*unwindingNumber)) / y;
+  }
+}
+
+/** \brief Compute logarithm of triangular matrices with size > 2. 
+  * \details This uses a inverse scale-and-square algorithm. */
+template <typename MatrixType>
+void MatrixLogarithmAtomic<MatrixType>::computeBig(const MatrixType& A, MatrixType& result)
+{
+  using std::pow;
+  int numberOfSquareRoots = 0;
+  int numberOfExtraSquareRoots = 0;
+  int degree;
+  MatrixType T = A, sqrtT;
+  const RealScalar maxNormForPade = maxPadeDegree<= 5? 5.3149729967117310e-1:                     // single precision
+                                    maxPadeDegree<= 7? 2.6429608311114350e-1:                     // double precision
+                                    maxPadeDegree<= 8? 2.32777776523703892094e-1L:                // extended precision
+                                    maxPadeDegree<=10? 1.05026503471351080481093652651105e-1L:    // double-double
+                                                       1.1880960220216759245467951592883642e-1L;  // quadruple precision
+
+  while (true) {
+    RealScalar normTminusI = (T - MatrixType::Identity(T.rows(), T.rows())).cwiseAbs().colwise().sum().maxCoeff();
+    if (normTminusI < maxNormForPade) {
+      degree = getPadeDegree(normTminusI);
+      int degree2 = getPadeDegree(normTminusI / RealScalar(2));
+      if ((degree - degree2 <= 1) || (numberOfExtraSquareRoots == 1)) 
+        break;
+      ++numberOfExtraSquareRoots;
+    }
+    MatrixSquareRootTriangular<MatrixType>(T).compute(sqrtT);
+    T = sqrtT.template triangularView<Upper>();
+    ++numberOfSquareRoots;
+  }
+
+  computePade(result, T, degree);
+  result *= pow(RealScalar(2), numberOfSquareRoots);
+}
+
+/* \brief Get suitable degree for Pade approximation. (specialized for RealScalar = float) */
+template <typename MatrixType>
+int MatrixLogarithmAtomic<MatrixType>::getPadeDegree(float normTminusI)
+{
+  const float maxNormForPade[] = { 2.5111573934555054e-1 /* degree = 3 */ , 4.0535837411880493e-1,
+            5.3149729967117310e-1 };
+  int degree = 3;
+  for (; degree <= maxPadeDegree; ++degree) 
+    if (normTminusI <= maxNormForPade[degree - minPadeDegree])
+      break;
+  return degree;
+}
+
+/* \brief Get suitable degree for Pade approximation. (specialized for RealScalar = double) */
+template <typename MatrixType>
+int MatrixLogarithmAtomic<MatrixType>::getPadeDegree(double normTminusI)
+{
+  const double maxNormForPade[] = { 1.6206284795015624e-2 /* degree = 3 */ , 5.3873532631381171e-2,
+            1.1352802267628681e-1, 1.8662860613541288e-1, 2.642960831111435e-1 };
+  int degree = 3;
+  for (; degree <= maxPadeDegree; ++degree)
+    if (normTminusI <= maxNormForPade[degree - minPadeDegree])
+      break;
+  return degree;
+}
+
+/* \brief Get suitable degree for Pade approximation. (specialized for RealScalar = long double) */
+template <typename MatrixType>
+int MatrixLogarithmAtomic<MatrixType>::getPadeDegree(long double normTminusI)
+{
+#if   LDBL_MANT_DIG == 53         // double precision
+  const long double maxNormForPade[] = { 1.6206284795015624e-2L /* degree = 3 */ , 5.3873532631381171e-2L,
+            1.1352802267628681e-1L, 1.8662860613541288e-1L, 2.642960831111435e-1L };
+#elif LDBL_MANT_DIG <= 64         // extended precision
+  const long double maxNormForPade[] = { 5.48256690357782863103e-3L /* degree = 3 */, 2.34559162387971167321e-2L,
+            5.84603923897347449857e-2L, 1.08486423756725170223e-1L, 1.68385767881294446649e-1L,
+            2.32777776523703892094e-1L };
+#elif LDBL_MANT_DIG <= 106        // double-double
+  const long double maxNormForPade[] = { 8.58970550342939562202529664318890e-5L /* degree = 3 */,
+            9.34074328446359654039446552677759e-4L, 4.26117194647672175773064114582860e-3L,
+            1.21546224740281848743149666560464e-2L, 2.61100544998339436713088248557444e-2L,
+            4.66170074627052749243018566390567e-2L, 7.32585144444135027565872014932387e-2L,
+            1.05026503471351080481093652651105e-1L };
+#else                             // quadruple precision
+  const long double maxNormForPade[] = { 4.7419931187193005048501568167858103e-5L /* degree = 3 */,
+            5.8853168473544560470387769480192666e-4L, 2.9216120366601315391789493628113520e-3L,
+            8.8415758124319434347116734705174308e-3L, 1.9850836029449446668518049562565291e-2L,
+            3.6688019729653446926585242192447447e-2L, 5.9290962294020186998954055264528393e-2L,
+            8.6998436081634343903250580992127677e-2L, 1.1880960220216759245467951592883642e-1L };
+#endif
+  int degree = 3;
+  for (; degree <= maxPadeDegree; ++degree)
+    if (normTminusI <= maxNormForPade[degree - minPadeDegree])
+      break;
+  return degree;
+}
+
+/* \brief Compute Pade approximation to matrix logarithm */
+template <typename MatrixType>
+void MatrixLogarithmAtomic<MatrixType>::computePade(MatrixType& result, const MatrixType& T, int degree)
+{
+  switch (degree) {
+    case 3:  computePade3(result, T);  break;
+    case 4:  computePade4(result, T);  break;
+    case 5:  computePade5(result, T);  break;
+    case 6:  computePade6(result, T);  break;
+    case 7:  computePade7(result, T);  break;
+    case 8:  computePade8(result, T);  break;
+    case 9:  computePade9(result, T);  break;
+    case 10: computePade10(result, T); break;
+    case 11: computePade11(result, T); break;
+    default: assert(false); // should never happen
+  }
+} 
+
+template <typename MatrixType>
+void MatrixLogarithmAtomic<MatrixType>::computePade3(MatrixType& result, const MatrixType& T)
+{
+  const int degree = 3;
+  const RealScalar nodes[]   = { 0.1127016653792583114820734600217600L, 0.5000000000000000000000000000000000L,
+            0.8872983346207416885179265399782400L };
+  const RealScalar weights[] = { 0.2777777777777777777777777777777778L, 0.4444444444444444444444444444444444L,
+            0.2777777777777777777777777777777778L };
+  eigen_assert(degree <= maxPadeDegree);
+  MatrixType TminusI = T - MatrixType::Identity(T.rows(), T.rows());
+  result.setZero(T.rows(), T.rows());
+  for (int k = 0; k < degree; ++k)
+    result += weights[k] * (MatrixType::Identity(T.rows(), T.rows()) + nodes[k] * TminusI)
+                           .template triangularView<Upper>().solve(TminusI);
+}
+
+template <typename MatrixType>
+void MatrixLogarithmAtomic<MatrixType>::computePade4(MatrixType& result, const MatrixType& T)
+{
+  const int degree = 4;
+  const RealScalar nodes[]   = { 0.0694318442029737123880267555535953L, 0.3300094782075718675986671204483777L,
+            0.6699905217924281324013328795516223L, 0.9305681557970262876119732444464048L };
+  const RealScalar weights[] = { 0.1739274225687269286865319746109997L, 0.3260725774312730713134680253890003L,
+            0.3260725774312730713134680253890003L, 0.1739274225687269286865319746109997L };
+  eigen_assert(degree <= maxPadeDegree);
+  MatrixType TminusI = T - MatrixType::Identity(T.rows(), T.rows());
+  result.setZero(T.rows(), T.rows());
+  for (int k = 0; k < degree; ++k)
+    result += weights[k] * (MatrixType::Identity(T.rows(), T.rows()) + nodes[k] * TminusI)
+                           .template triangularView<Upper>().solve(TminusI);
+}
+
+template <typename MatrixType>
+void MatrixLogarithmAtomic<MatrixType>::computePade5(MatrixType& result, const MatrixType& T)
+{
+  const int degree = 5;
+  const RealScalar nodes[]   = { 0.0469100770306680036011865608503035L, 0.2307653449471584544818427896498956L,
+            0.5000000000000000000000000000000000L, 0.7692346550528415455181572103501044L,
+            0.9530899229693319963988134391496965L };
+  const RealScalar weights[] = { 0.1184634425280945437571320203599587L, 0.2393143352496832340206457574178191L,
+            0.2844444444444444444444444444444444L, 0.2393143352496832340206457574178191L,
+            0.1184634425280945437571320203599587L };
+  eigen_assert(degree <= maxPadeDegree);
+  MatrixType TminusI = T - MatrixType::Identity(T.rows(), T.rows());
+  result.setZero(T.rows(), T.rows());
+  for (int k = 0; k < degree; ++k)
+    result += weights[k] * (MatrixType::Identity(T.rows(), T.rows()) + nodes[k] * TminusI)
+                           .template triangularView<Upper>().solve(TminusI);
+}
+
+template <typename MatrixType>
+void MatrixLogarithmAtomic<MatrixType>::computePade6(MatrixType& result, const MatrixType& T)
+{
+  const int degree = 6;
+  const RealScalar nodes[]   = { 0.0337652428984239860938492227530027L, 0.1693953067668677431693002024900473L,
+            0.3806904069584015456847491391596440L, 0.6193095930415984543152508608403560L,
+            0.8306046932331322568306997975099527L, 0.9662347571015760139061507772469973L };
+  const RealScalar weights[] = { 0.0856622461895851725201480710863665L, 0.1803807865240693037849167569188581L,
+            0.2339569672863455236949351719947755L, 0.2339569672863455236949351719947755L,
+            0.1803807865240693037849167569188581L, 0.0856622461895851725201480710863665L };
+  eigen_assert(degree <= maxPadeDegree);
+  MatrixType TminusI = T - MatrixType::Identity(T.rows(), T.rows());
+  result.setZero(T.rows(), T.rows());
+  for (int k = 0; k < degree; ++k)
+    result += weights[k] * (MatrixType::Identity(T.rows(), T.rows()) + nodes[k] * TminusI)
+                           .template triangularView<Upper>().solve(TminusI);
+}
+
+template <typename MatrixType>
+void MatrixLogarithmAtomic<MatrixType>::computePade7(MatrixType& result, const MatrixType& T)
+{
+  const int degree = 7;
+  const RealScalar nodes[]   = { 0.0254460438286207377369051579760744L, 0.1292344072003027800680676133596058L,
+            0.2970774243113014165466967939615193L, 0.5000000000000000000000000000000000L,
+            0.7029225756886985834533032060384807L, 0.8707655927996972199319323866403942L,
+            0.9745539561713792622630948420239256L };
+  const RealScalar weights[] = { 0.0647424830844348466353057163395410L, 0.1398526957446383339507338857118898L,
+            0.1909150252525594724751848877444876L, 0.2089795918367346938775510204081633L,
+            0.1909150252525594724751848877444876L, 0.1398526957446383339507338857118898L,
+            0.0647424830844348466353057163395410L };
+  eigen_assert(degree <= maxPadeDegree);
+  MatrixType TminusI = T - MatrixType::Identity(T.rows(), T.rows());
+  result.setZero(T.rows(), T.rows());
+  for (int k = 0; k < degree; ++k)
+    result += weights[k] * (MatrixType::Identity(T.rows(), T.rows()) + nodes[k] * TminusI)
+                           .template triangularView<Upper>().solve(TminusI);
+}
+
+template <typename MatrixType>
+void MatrixLogarithmAtomic<MatrixType>::computePade8(MatrixType& result, const MatrixType& T)
+{
+  const int degree = 8;
+  const RealScalar nodes[]   = { 0.0198550717512318841582195657152635L, 0.1016667612931866302042230317620848L,
+            0.2372337950418355070911304754053768L, 0.4082826787521750975302619288199080L,
+            0.5917173212478249024697380711800920L, 0.7627662049581644929088695245946232L,
+            0.8983332387068133697957769682379152L, 0.9801449282487681158417804342847365L };
+  const RealScalar weights[] = { 0.0506142681451881295762656771549811L, 0.1111905172266872352721779972131204L,
+            0.1568533229389436436689811009933007L, 0.1813418916891809914825752246385978L,
+            0.1813418916891809914825752246385978L, 0.1568533229389436436689811009933007L,
+            0.1111905172266872352721779972131204L, 0.0506142681451881295762656771549811L };
+  eigen_assert(degree <= maxPadeDegree);
+  MatrixType TminusI = T - MatrixType::Identity(T.rows(), T.rows());
+  result.setZero(T.rows(), T.rows());
+  for (int k = 0; k < degree; ++k)
+    result += weights[k] * (MatrixType::Identity(T.rows(), T.rows()) + nodes[k] * TminusI)
+                           .template triangularView<Upper>().solve(TminusI);
+}
+
+template <typename MatrixType>
+void MatrixLogarithmAtomic<MatrixType>::computePade9(MatrixType& result, const MatrixType& T)
+{
+  const int degree = 9;
+  const RealScalar nodes[]   = { 0.0159198802461869550822118985481636L, 0.0819844463366821028502851059651326L,
+            0.1933142836497048013456489803292629L, 0.3378732882980955354807309926783317L,
+            0.5000000000000000000000000000000000L, 0.6621267117019044645192690073216683L,
+            0.8066857163502951986543510196707371L, 0.9180155536633178971497148940348674L,
+            0.9840801197538130449177881014518364L };
+  const RealScalar weights[] = { 0.0406371941807872059859460790552618L, 0.0903240803474287020292360156214564L,
+            0.1303053482014677311593714347093164L, 0.1561735385200014200343152032922218L,
+            0.1651196775006298815822625346434870L, 0.1561735385200014200343152032922218L,
+            0.1303053482014677311593714347093164L, 0.0903240803474287020292360156214564L,
+            0.0406371941807872059859460790552618L };
+  eigen_assert(degree <= maxPadeDegree);
+  MatrixType TminusI = T - MatrixType::Identity(T.rows(), T.rows());
+  result.setZero(T.rows(), T.rows());
+  for (int k = 0; k < degree; ++k)
+    result += weights[k] * (MatrixType::Identity(T.rows(), T.rows()) + nodes[k] * TminusI)
+                           .template triangularView<Upper>().solve(TminusI);
+}
+
+template <typename MatrixType>
+void MatrixLogarithmAtomic<MatrixType>::computePade10(MatrixType& result, const MatrixType& T)
+{
+  const int degree = 10;
+  const RealScalar nodes[]   = { 0.0130467357414141399610179939577740L, 0.0674683166555077446339516557882535L,
+            0.1602952158504877968828363174425632L, 0.2833023029353764046003670284171079L,
+            0.4255628305091843945575869994351400L, 0.5744371694908156054424130005648600L,
+            0.7166976970646235953996329715828921L, 0.8397047841495122031171636825574368L,
+            0.9325316833444922553660483442117465L, 0.9869532642585858600389820060422260L };
+  const RealScalar weights[] = { 0.0333356721543440687967844049466659L, 0.0747256745752902965728881698288487L,
+            0.1095431812579910219977674671140816L, 0.1346333596549981775456134607847347L,
+            0.1477621123573764350869464973256692L, 0.1477621123573764350869464973256692L,
+            0.1346333596549981775456134607847347L, 0.1095431812579910219977674671140816L,
+            0.0747256745752902965728881698288487L, 0.0333356721543440687967844049466659L };
+  eigen_assert(degree <= maxPadeDegree);
+  MatrixType TminusI = T - MatrixType::Identity(T.rows(), T.rows());
+  result.setZero(T.rows(), T.rows());
+  for (int k = 0; k < degree; ++k)
+    result += weights[k] * (MatrixType::Identity(T.rows(), T.rows()) + nodes[k] * TminusI)
+                           .template triangularView<Upper>().solve(TminusI);
+}
+
+template <typename MatrixType>
+void MatrixLogarithmAtomic<MatrixType>::computePade11(MatrixType& result, const MatrixType& T)
+{
+  const int degree = 11;
+  const RealScalar nodes[]   = { 0.0108856709269715035980309994385713L, 0.0564687001159523504624211153480364L,
+            0.1349239972129753379532918739844233L, 0.2404519353965940920371371652706952L,
+            0.3652284220238275138342340072995692L, 0.5000000000000000000000000000000000L,
+            0.6347715779761724861657659927004308L, 0.7595480646034059079628628347293048L,
+            0.8650760027870246620467081260155767L, 0.9435312998840476495375788846519636L,
+            0.9891143290730284964019690005614287L };
+  const RealScalar weights[] = { 0.0278342835580868332413768602212743L, 0.0627901847324523123173471496119701L,
+            0.0931451054638671257130488207158280L, 0.1165968822959952399592618524215876L,
+            0.1314022722551233310903444349452546L, 0.1364625433889503153572417641681711L,
+            0.1314022722551233310903444349452546L, 0.1165968822959952399592618524215876L,
+            0.0931451054638671257130488207158280L, 0.0627901847324523123173471496119701L,
+            0.0278342835580868332413768602212743L };
+  eigen_assert(degree <= maxPadeDegree);
+  MatrixType TminusI = T - MatrixType::Identity(T.rows(), T.rows());
+  result.setZero(T.rows(), T.rows());
+  for (int k = 0; k < degree; ++k)
+    result += weights[k] * (MatrixType::Identity(T.rows(), T.rows()) + nodes[k] * TminusI)
+                           .template triangularView<Upper>().solve(TminusI);
+}
+
+/** \ingroup MatrixFunctions_Module
+  *
+  * \brief Proxy for the matrix logarithm of some matrix (expression).
+  *
+  * \tparam Derived  Type of the argument to the matrix function.
+  *
+  * This class holds the argument to the matrix function until it is
+  * assigned or evaluated for some other reason (so the argument
+  * should not be changed in the meantime). It is the return type of
+  * MatrixBase::log() and most of the time this is the only way it
+  * is used.
+  */
+template<typename Derived> class MatrixLogarithmReturnValue
+: public ReturnByValue<MatrixLogarithmReturnValue<Derived> >
+{
+public:
+
+  typedef typename Derived::Scalar Scalar;
+  typedef typename Derived::Index Index;
+
+  /** \brief Constructor.
+    *
+    * \param[in]  A  %Matrix (expression) forming the argument of the matrix logarithm.
+    */
+  MatrixLogarithmReturnValue(const Derived& A) : m_A(A) { }
+  
+  /** \brief Compute the matrix logarithm.
+    *
+    * \param[out]  result  Logarithm of \p A, where \A is as specified in the constructor.
+    */
+  template <typename ResultType>
+  inline void evalTo(ResultType& result) const
+  {
+    typedef typename Derived::PlainObject PlainObject;
+    typedef internal::traits<PlainObject> Traits;
+    static const int RowsAtCompileTime = Traits::RowsAtCompileTime;
+    static const int ColsAtCompileTime = Traits::ColsAtCompileTime;
+    static const int Options = PlainObject::Options;
+    typedef std::complex<typename NumTraits<Scalar>::Real> ComplexScalar;
+    typedef Matrix<ComplexScalar, Dynamic, Dynamic, Options, RowsAtCompileTime, ColsAtCompileTime> DynMatrixType;
+    typedef MatrixLogarithmAtomic<DynMatrixType> AtomicType;
+    AtomicType atomic;
+    
+    const PlainObject Aevaluated = m_A.eval();
+    MatrixFunction<PlainObject, AtomicType> mf(Aevaluated, atomic);
+    mf.compute(result);
+  }
+
+  Index rows() const { return m_A.rows(); }
+  Index cols() const { return m_A.cols(); }
+  
+private:
+  typename internal::nested<Derived>::type m_A;
+  
+  MatrixLogarithmReturnValue& operator=(const MatrixLogarithmReturnValue&);
+};
+
+namespace internal {
+  template<typename Derived>
+  struct traits<MatrixLogarithmReturnValue<Derived> >
+  {
+    typedef typename Derived::PlainObject ReturnType;
+  };
+}
+
+
+/********** MatrixBase method **********/
+
+
+template <typename Derived>
+const MatrixLogarithmReturnValue<Derived> MatrixBase<Derived>::log() const
+{
+  eigen_assert(rows() == cols());
+  return MatrixLogarithmReturnValue<Derived>(derived());
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_MATRIX_LOGARITHM

extern/Eigen3/unsupported/Eigen/src/MatrixFunctions/MatrixPower.h

@@ -0,0 +1,508 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2012, 2013 Chen-Pang He <jdh8@ms63.hinet.net>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_MATRIX_POWER
+#define EIGEN_MATRIX_POWER
+
+namespace Eigen {
+
+template<typename MatrixType> class MatrixPower;
+
+template<typename MatrixType>
+class MatrixPowerRetval : public ReturnByValue< MatrixPowerRetval<MatrixType> >
+{
+  public:
+    typedef typename MatrixType::RealScalar RealScalar;
+    typedef typename MatrixType::Index Index;
+
+    MatrixPowerRetval(MatrixPower<MatrixType>& pow, RealScalar p) : m_pow(pow), m_p(p)
+    { }
+
+    template<typename ResultType>
+    inline void evalTo(ResultType& res) const
+    { m_pow.compute(res, m_p); }
+
+    Index rows() const { return m_pow.rows(); }
+    Index cols() const { return m_pow.cols(); }
+
+  private:
+    MatrixPower<MatrixType>& m_pow;
+    const RealScalar m_p;
+    MatrixPowerRetval& operator=(const MatrixPowerRetval&);
+};
+
+template<typename MatrixType>
+class MatrixPowerAtomic
+{
+  private:
+    enum {
+      RowsAtCompileTime = MatrixType::RowsAtCompileTime,
+      MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime
+    };
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename MatrixType::RealScalar RealScalar;
+    typedef std::complex<RealScalar> ComplexScalar;
+    typedef typename MatrixType::Index Index;
+    typedef Array<Scalar, RowsAtCompileTime, 1, ColMajor, MaxRowsAtCompileTime> ArrayType;
+
+    const MatrixType& m_A;
+    RealScalar m_p;
+
+    void computePade(int degree, const MatrixType& IminusT, MatrixType& res) const;
+    void compute2x2(MatrixType& res, RealScalar p) const;
+    void computeBig(MatrixType& res) const;
+    static int getPadeDegree(float normIminusT);
+    static int getPadeDegree(double normIminusT);
+    static int getPadeDegree(long double normIminusT);
+    static ComplexScalar computeSuperDiag(const ComplexScalar&, const ComplexScalar&, RealScalar p);
+    static RealScalar computeSuperDiag(RealScalar, RealScalar, RealScalar p);
+
+  public:
+    MatrixPowerAtomic(const MatrixType& T, RealScalar p);
+    void compute(MatrixType& res) const;
+};
+
+template<typename MatrixType>
+MatrixPowerAtomic<MatrixType>::MatrixPowerAtomic(const MatrixType& T, RealScalar p) :
+  m_A(T), m_p(p)
+{ eigen_assert(T.rows() == T.cols()); }
+
+template<typename MatrixType>
+void MatrixPowerAtomic<MatrixType>::compute(MatrixType& res) const
+{
+  res.resizeLike(m_A);
+  switch (m_A.rows()) {
+    case 0:
+      break;
+    case 1:
+      res(0,0) = std::pow(m_A(0,0), m_p);
+      break;
+    case 2:
+      compute2x2(res, m_p);
+      break;
+    default:
+      computeBig(res);
+  }
+}
+
+template<typename MatrixType>
+void MatrixPowerAtomic<MatrixType>::computePade(int degree, const MatrixType& IminusT, MatrixType& res) const
+{
+  int i = degree<<1;
+  res = (m_p-degree) / ((i-1)<<1) * IminusT;
+  for (--i; i; --i) {
+    res = (MatrixType::Identity(IminusT.rows(), IminusT.cols()) + res).template triangularView<Upper>()
+	.solve((i==1 ? -m_p : i&1 ? (-m_p-(i>>1))/(i<<1) : (m_p-(i>>1))/((i-1)<<1)) * IminusT).eval();
+  }
+  res += MatrixType::Identity(IminusT.rows(), IminusT.cols());
+}
+
+// This function assumes that res has the correct size (see bug 614)
+template<typename MatrixType>
+void MatrixPowerAtomic<MatrixType>::compute2x2(MatrixType& res, RealScalar p) const
+{
+  using std::abs;
+  using std::pow;
+  
+  res.coeffRef(0,0) = pow(m_A.coeff(0,0), p);
+
+  for (Index i=1; i < m_A.cols(); ++i) {
+    res.coeffRef(i,i) = pow(m_A.coeff(i,i), p);
+    if (m_A.coeff(i-1,i-1) == m_A.coeff(i,i))
+      res.coeffRef(i-1,i) = p * pow(m_A.coeff(i,i), p-1);
+    else if (2*abs(m_A.coeff(i-1,i-1)) < abs(m_A.coeff(i,i)) || 2*abs(m_A.coeff(i,i)) < abs(m_A.coeff(i-1,i-1)))
+      res.coeffRef(i-1,i) = (res.coeff(i,i)-res.coeff(i-1,i-1)) / (m_A.coeff(i,i)-m_A.coeff(i-1,i-1));
+    else
+      res.coeffRef(i-1,i) = computeSuperDiag(m_A.coeff(i,i), m_A.coeff(i-1,i-1), p);
+    res.coeffRef(i-1,i) *= m_A.coeff(i-1,i);
+  }
+}
+
+template<typename MatrixType>
+void MatrixPowerAtomic<MatrixType>::computeBig(MatrixType& res) const
+{
+  const int digits = std::numeric_limits<RealScalar>::digits;
+  const RealScalar maxNormForPade = digits <=  24? 4.3386528e-1f:                           // sigle precision
+				    digits <=  53? 2.789358995219730e-1:                    // double precision
+				    digits <=  64? 2.4471944416607995472e-1L:               // extended precision
+				    digits <= 106? 1.1016843812851143391275867258512e-1L:   // double-double
+						   9.134603732914548552537150753385375e-2L; // quadruple precision
+  MatrixType IminusT, sqrtT, T = m_A.template triangularView<Upper>();
+  RealScalar normIminusT;
+  int degree, degree2, numberOfSquareRoots = 0;
+  bool hasExtraSquareRoot = false;
+
+  /* FIXME
+   * For singular T, norm(I - T) >= 1 but maxNormForPade < 1, leads to infinite
+   * loop.  We should move 0 eigenvalues to bottom right corner.  We need not
+   * worry about tiny values (e.g. 1e-300) because they will reach 1 if
+   * repetitively sqrt'ed.
+   *
+   * If the 0 eigenvalues are semisimple, they can form a 0 matrix at the
+   * bottom right corner.
+   *
+   * [ T  A ]^p   [ T^p  (T^-1 T^p A) ]
+   * [      ]   = [                   ]
+   * [ 0  0 ]     [  0         0      ]
+   */
+  for (Index i=0; i < m_A.cols(); ++i)
+    eigen_assert(m_A(i,i) != RealScalar(0));
+
+  while (true) {
+    IminusT = MatrixType::Identity(m_A.rows(), m_A.cols()) - T;
+    normIminusT = IminusT.cwiseAbs().colwise().sum().maxCoeff();
+    if (normIminusT < maxNormForPade) {
+      degree = getPadeDegree(normIminusT);
+      degree2 = getPadeDegree(normIminusT/2);
+      if (degree - degree2 <= 1 || hasExtraSquareRoot)
+	break;
+      hasExtraSquareRoot = true;
+    }
+    MatrixSquareRootTriangular<MatrixType>(T).compute(sqrtT);
+    T = sqrtT.template triangularView<Upper>();
+    ++numberOfSquareRoots;
+  }
+  computePade(degree, IminusT, res);
+
+  for (; numberOfSquareRoots; --numberOfSquareRoots) {
+    compute2x2(res, std::ldexp(m_p, -numberOfSquareRoots));
+    res = res.template triangularView<Upper>() * res;
+  }
+  compute2x2(res, m_p);
+}
+  
+template<typename MatrixType>
+inline int MatrixPowerAtomic<MatrixType>::getPadeDegree(float normIminusT)
+{
+  const float maxNormForPade[] = { 2.8064004e-1f /* degree = 3 */ , 4.3386528e-1f };
+  int degree = 3;
+  for (; degree <= 4; ++degree)
+    if (normIminusT <= maxNormForPade[degree - 3])
+      break;
+  return degree;
+}
+
+template<typename MatrixType>
+inline int MatrixPowerAtomic<MatrixType>::getPadeDegree(double normIminusT)
+{
+  const double maxNormForPade[] = { 1.884160592658218e-2 /* degree = 3 */ , 6.038881904059573e-2, 1.239917516308172e-1,
+      1.999045567181744e-1, 2.789358995219730e-1 };
+  int degree = 3;
+  for (; degree <= 7; ++degree)
+    if (normIminusT <= maxNormForPade[degree - 3])
+      break;
+  return degree;
+}
+
+template<typename MatrixType>
+inline int MatrixPowerAtomic<MatrixType>::getPadeDegree(long double normIminusT)
+{
+#if   LDBL_MANT_DIG == 53
+  const int maxPadeDegree = 7;
+  const double maxNormForPade[] = { 1.884160592658218e-2L /* degree = 3 */ , 6.038881904059573e-2L, 1.239917516308172e-1L,
+      1.999045567181744e-1L, 2.789358995219730e-1L };
+#elif LDBL_MANT_DIG <= 64
+  const int maxPadeDegree = 8;
+  const double maxNormForPade[] = { 6.3854693117491799460e-3L /* degree = 3 */ , 2.6394893435456973676e-2L,
+      6.4216043030404063729e-2L, 1.1701165502926694307e-1L, 1.7904284231268670284e-1L, 2.4471944416607995472e-1L };
+#elif LDBL_MANT_DIG <= 106
+  const int maxPadeDegree = 10;
+  const double maxNormForPade[] = { 1.0007161601787493236741409687186e-4L /* degree = 3 */ ,
+      1.0007161601787493236741409687186e-3L, 4.7069769360887572939882574746264e-3L, 1.3220386624169159689406653101695e-2L,
+      2.8063482381631737920612944054906e-2L, 4.9625993951953473052385361085058e-2L, 7.7367040706027886224557538328171e-2L,
+      1.1016843812851143391275867258512e-1L };
+#else
+  const int maxPadeDegree = 10;
+  const double maxNormForPade[] = { 5.524506147036624377378713555116378e-5L /* degree = 3 */ ,
+      6.640600568157479679823602193345995e-4L, 3.227716520106894279249709728084626e-3L,
+      9.619593944683432960546978734646284e-3L, 2.134595382433742403911124458161147e-2L,
+      3.908166513900489428442993794761185e-2L, 6.266780814639442865832535460550138e-2L,
+      9.134603732914548552537150753385375e-2L };
+#endif
+  int degree = 3;
+  for (; degree <= maxPadeDegree; ++degree)
+    if (normIminusT <= maxNormForPade[degree - 3])
+      break;
+  return degree;
+}
+
+template<typename MatrixType>
+inline typename MatrixPowerAtomic<MatrixType>::ComplexScalar
+MatrixPowerAtomic<MatrixType>::computeSuperDiag(const ComplexScalar& curr, const ComplexScalar& prev, RealScalar p)
+{
+  ComplexScalar logCurr = std::log(curr);
+  ComplexScalar logPrev = std::log(prev);
+  int unwindingNumber = std::ceil((numext::imag(logCurr - logPrev) - M_PI) / (2*M_PI));
+  ComplexScalar w = numext::atanh2(curr - prev, curr + prev) + ComplexScalar(0, M_PI*unwindingNumber);
+  return RealScalar(2) * std::exp(RealScalar(0.5) * p * (logCurr + logPrev)) * std::sinh(p * w) / (curr - prev);
+}
+
+template<typename MatrixType>
+inline typename MatrixPowerAtomic<MatrixType>::RealScalar
+MatrixPowerAtomic<MatrixType>::computeSuperDiag(RealScalar curr, RealScalar prev, RealScalar p)
+{
+  RealScalar w = numext::atanh2(curr - prev, curr + prev);
+  return 2 * std::exp(p * (std::log(curr) + std::log(prev)) / 2) * std::sinh(p * w) / (curr - prev);
+}
+
+/**
+ * \ingroup MatrixFunctions_Module
+ *
+ * \brief Class for computing matrix powers.
+ *
+ * \tparam MatrixType  type of the base, expected to be an instantiation
+ * of the Matrix class template.
+ *
+ * This class is capable of computing real/complex matrices raised to
+ * an arbitrary real power. Meanwhile, it saves the result of Schur
+ * decomposition if an non-integral power has even been calculated.
+ * Therefore, if you want to compute multiple (>= 2) matrix powers
+ * for the same matrix, using the class directly is more efficient than
+ * calling MatrixBase::pow().
+ *
+ * Example:
+ * \include MatrixPower_optimal.cpp
+ * Output: \verbinclude MatrixPower_optimal.out
+ */
+template<typename MatrixType>
+class MatrixPower
+{
+  private:
+    enum {
+      RowsAtCompileTime = MatrixType::RowsAtCompileTime,
+      ColsAtCompileTime = MatrixType::ColsAtCompileTime,
+      MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
+      MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
+    };
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename MatrixType::RealScalar RealScalar;
+    typedef typename MatrixType::Index Index;
+
+  public:
+    /**
+     * \brief Constructor.
+     *
+     * \param[in] A  the base of the matrix power.
+     *
+     * The class stores a reference to A, so it should not be changed
+     * (or destroyed) before evaluation.
+     */
+    explicit MatrixPower(const MatrixType& A) : m_A(A), m_conditionNumber(0)
+    { eigen_assert(A.rows() == A.cols()); }
+
+    /**
+     * \brief Returns the matrix power.
+     *
+     * \param[in] p  exponent, a real scalar.
+     * \return The expression \f$ A^p \f$, where A is specified in the
+     * constructor.
+     */
+    const MatrixPowerRetval<MatrixType> operator()(RealScalar p)
+    { return MatrixPowerRetval<MatrixType>(*this, p); }
+
+    /**
+     * \brief Compute the matrix power.
+     *
+     * \param[in]  p    exponent, a real scalar.
+     * \param[out] res  \f$ A^p \f$ where A is specified in the
+     * constructor.
+     */
+    template<typename ResultType>
+    void compute(ResultType& res, RealScalar p);
+    
+    Index rows() const { return m_A.rows(); }
+    Index cols() const { return m_A.cols(); }
+
+  private:
+    typedef std::complex<RealScalar> ComplexScalar;
+    typedef Matrix<ComplexScalar, RowsAtCompileTime, ColsAtCompileTime, MatrixType::Options,
+              MaxRowsAtCompileTime, MaxColsAtCompileTime> ComplexMatrix;
+
+    typename MatrixType::Nested m_A;
+    MatrixType m_tmp;
+    ComplexMatrix m_T, m_U, m_fT;
+    RealScalar m_conditionNumber;
+
+    RealScalar modfAndInit(RealScalar, RealScalar*);
+
+    template<typename ResultType>
+    void computeIntPower(ResultType&, RealScalar);
+
+    template<typename ResultType>
+    void computeFracPower(ResultType&, RealScalar);
+
+    template<int Rows, int Cols, int Options, int MaxRows, int MaxCols>
+    static void revertSchur(
+        Matrix<ComplexScalar, Rows, Cols, Options, MaxRows, MaxCols>& res,
+        const ComplexMatrix& T,
+        const ComplexMatrix& U);
+
+    template<int Rows, int Cols, int Options, int MaxRows, int MaxCols>
+    static void revertSchur(
+        Matrix<RealScalar, Rows, Cols, Options, MaxRows, MaxCols>& res,
+        const ComplexMatrix& T,
+        const ComplexMatrix& U);
+};
+
+template<typename MatrixType>
+template<typename ResultType>
+void MatrixPower<MatrixType>::compute(ResultType& res, RealScalar p)
+{
+  switch (cols()) {
+    case 0:
+      break;
+    case 1:
+      res(0,0) = std::pow(m_A.coeff(0,0), p);
+      break;
+    default:
+      RealScalar intpart, x = modfAndInit(p, &intpart);
+      computeIntPower(res, intpart);
+      computeFracPower(res, x);
+  }
+}
+
+template<typename MatrixType>
+typename MatrixPower<MatrixType>::RealScalar
+MatrixPower<MatrixType>::modfAndInit(RealScalar x, RealScalar* intpart)
+{
+  typedef Array<RealScalar, RowsAtCompileTime, 1, ColMajor, MaxRowsAtCompileTime> RealArray;
+
+  *intpart = std::floor(x);
+  RealScalar res = x - *intpart;
+
+  if (!m_conditionNumber && res) {
+    const ComplexSchur<MatrixType> schurOfA(m_A);
+    m_T = schurOfA.matrixT();
+    m_U = schurOfA.matrixU();
+    
+    const RealArray absTdiag = m_T.diagonal().array().abs();
+    m_conditionNumber = absTdiag.maxCoeff() / absTdiag.minCoeff();
+  }
+
+  if (res>RealScalar(0.5) && res>(1-res)*std::pow(m_conditionNumber, res)) {
+    --res;
+    ++*intpart;
+  }
+  return res;
+}
+
+template<typename MatrixType>
+template<typename ResultType>
+void MatrixPower<MatrixType>::computeIntPower(ResultType& res, RealScalar p)
+{
+  RealScalar pp = std::abs(p);
+
+  if (p<0)  m_tmp = m_A.inverse();
+  else      m_tmp = m_A;
+
+  res = MatrixType::Identity(rows(), cols());
+  while (pp >= 1) {
+    if (std::fmod(pp, 2) >= 1)
+      res = m_tmp * res;
+    m_tmp *= m_tmp;
+    pp /= 2;
+  }
+}
+
+template<typename MatrixType>
+template<typename ResultType>
+void MatrixPower<MatrixType>::computeFracPower(ResultType& res, RealScalar p)
+{
+  if (p) {
+    eigen_assert(m_conditionNumber);
+    MatrixPowerAtomic<ComplexMatrix>(m_T, p).compute(m_fT);
+    revertSchur(m_tmp, m_fT, m_U);
+    res = m_tmp * res;
+  }
+}
+
+template<typename MatrixType>
+template<int Rows, int Cols, int Options, int MaxRows, int MaxCols>
+inline void MatrixPower<MatrixType>::revertSchur(
+    Matrix<ComplexScalar, Rows, Cols, Options, MaxRows, MaxCols>& res,
+    const ComplexMatrix& T,
+    const ComplexMatrix& U)
+{ res.noalias() = U * (T.template triangularView<Upper>() * U.adjoint()); }
+
+template<typename MatrixType>
+template<int Rows, int Cols, int Options, int MaxRows, int MaxCols>
+inline void MatrixPower<MatrixType>::revertSchur(
+    Matrix<RealScalar, Rows, Cols, Options, MaxRows, MaxCols>& res,
+    const ComplexMatrix& T,
+    const ComplexMatrix& U)
+{ res.noalias() = (U * (T.template triangularView<Upper>() * U.adjoint())).real(); }
+
+/**
+ * \ingroup MatrixFunctions_Module
+ *
+ * \brief Proxy for the matrix power of some matrix (expression).
+ *
+ * \tparam Derived  type of the base, a matrix (expression).
+ *
+ * This class holds the arguments to the matrix power until it is
+ * assigned or evaluated for some other reason (so the argument
+ * should not be changed in the meantime). It is the return type of
+ * MatrixBase::pow() and related functions and most of the
+ * time this is the only way it is used.
+ */
+template<typename Derived>
+class MatrixPowerReturnValue : public ReturnByValue< MatrixPowerReturnValue<Derived> >
+{
+  public:
+    typedef typename Derived::PlainObject PlainObject;
+    typedef typename Derived::RealScalar RealScalar;
+    typedef typename Derived::Index Index;
+
+    /**
+     * \brief Constructor.
+     *
+     * \param[in] A  %Matrix (expression), the base of the matrix power.
+     * \param[in] p  scalar, the exponent of the matrix power.
+     */
+    MatrixPowerReturnValue(const Derived& A, RealScalar p) : m_A(A), m_p(p)
+    { }
+
+    /**
+     * \brief Compute the matrix power.
+     *
+     * \param[out] result  \f$ A^p \f$ where \p A and \p p are as in the
+     * constructor.
+     */
+    template<typename ResultType>
+    inline void evalTo(ResultType& res) const
+    { MatrixPower<PlainObject>(m_A.eval()).compute(res, m_p); }
+
+    Index rows() const { return m_A.rows(); }
+    Index cols() const { return m_A.cols(); }
+
+  private:
+    const Derived& m_A;
+    const RealScalar m_p;
+    MatrixPowerReturnValue& operator=(const MatrixPowerReturnValue&);
+};
+
+namespace internal {
+
+template<typename MatrixPowerType>
+struct traits< MatrixPowerRetval<MatrixPowerType> >
+{ typedef typename MatrixPowerType::PlainObject ReturnType; };
+
+template<typename Derived>
+struct traits< MatrixPowerReturnValue<Derived> >
+{ typedef typename Derived::PlainObject ReturnType; };
+
+}
+
+template<typename Derived>
+const MatrixPowerReturnValue<Derived> MatrixBase<Derived>::pow(const RealScalar& p) const
+{ return MatrixPowerReturnValue<Derived>(derived(), p); }
+
+} // namespace Eigen
+
+#endif // EIGEN_MATRIX_POWER

extern/Eigen3/unsupported/Eigen/src/MatrixFunctions/MatrixSquareRoot.h

@@ -0,0 +1,466 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2011 Jitse Niesen <jitse@maths.leeds.ac.uk>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_MATRIX_SQUARE_ROOT
+#define EIGEN_MATRIX_SQUARE_ROOT
+
+namespace Eigen { 
+
+/** \ingroup MatrixFunctions_Module
+  * \brief Class for computing matrix square roots of upper quasi-triangular matrices.
+  * \tparam  MatrixType  type of the argument of the matrix square root,
+  *                      expected to be an instantiation of the Matrix class template.
+  *
+  * This class computes the square root of the upper quasi-triangular
+  * matrix stored in the upper Hessenberg part of the matrix passed to
+  * the constructor.
+  *
+  * \sa MatrixSquareRoot, MatrixSquareRootTriangular
+  */
+template <typename MatrixType>
+class MatrixSquareRootQuasiTriangular
+{
+  public:
+
+    /** \brief Constructor. 
+      *
+      * \param[in]  A  upper quasi-triangular matrix whose square root 
+      *                is to be computed.
+      *
+      * The class stores a reference to \p A, so it should not be
+      * changed (or destroyed) before compute() is called.
+      */
+    MatrixSquareRootQuasiTriangular(const MatrixType& A) 
+      : m_A(A) 
+    {
+      eigen_assert(A.rows() == A.cols());
+    }
+    
+    /** \brief Compute the matrix square root
+      *
+      * \param[out] result  square root of \p A, as specified in the constructor.
+      *
+      * Only the upper Hessenberg part of \p result is updated, the
+      * rest is not touched.  See MatrixBase::sqrt() for details on
+      * how this computation is implemented.
+      */
+    template <typename ResultType> void compute(ResultType &result);    
+    
+  private:
+    typedef typename MatrixType::Index Index;
+    typedef typename MatrixType::Scalar Scalar;
+    
+    void computeDiagonalPartOfSqrt(MatrixType& sqrtT, const MatrixType& T);
+    void computeOffDiagonalPartOfSqrt(MatrixType& sqrtT, const MatrixType& T);
+    void compute2x2diagonalBlock(MatrixType& sqrtT, const MatrixType& T, typename MatrixType::Index i);
+    void compute1x1offDiagonalBlock(MatrixType& sqrtT, const MatrixType& T, 
+				  typename MatrixType::Index i, typename MatrixType::Index j);
+    void compute1x2offDiagonalBlock(MatrixType& sqrtT, const MatrixType& T, 
+				  typename MatrixType::Index i, typename MatrixType::Index j);
+    void compute2x1offDiagonalBlock(MatrixType& sqrtT, const MatrixType& T, 
+				  typename MatrixType::Index i, typename MatrixType::Index j);
+    void compute2x2offDiagonalBlock(MatrixType& sqrtT, const MatrixType& T, 
+				  typename MatrixType::Index i, typename MatrixType::Index j);
+  
+    template <typename SmallMatrixType>
+    static void solveAuxiliaryEquation(SmallMatrixType& X, const SmallMatrixType& A, 
+				     const SmallMatrixType& B, const SmallMatrixType& C);
+  
+    const MatrixType& m_A;
+};
+
+template <typename MatrixType>
+template <typename ResultType> 
+void MatrixSquareRootQuasiTriangular<MatrixType>::compute(ResultType &result)
+{
+  result.resize(m_A.rows(), m_A.cols());
+  computeDiagonalPartOfSqrt(result, m_A);
+  computeOffDiagonalPartOfSqrt(result, m_A);
+}
+
+// pre:  T is quasi-upper-triangular and sqrtT is a zero matrix of the same size
+// post: the diagonal blocks of sqrtT are the square roots of the diagonal blocks of T
+template <typename MatrixType>
+void MatrixSquareRootQuasiTriangular<MatrixType>::computeDiagonalPartOfSqrt(MatrixType& sqrtT, 
+									  const MatrixType& T)
+{
+  using std::sqrt;
+  const Index size = m_A.rows();
+  for (Index i = 0; i < size; i++) {
+    if (i == size - 1 || T.coeff(i+1, i) == 0) {
+      eigen_assert(T(i,i) >= 0);
+      sqrtT.coeffRef(i,i) = sqrt(T.coeff(i,i));
+    }
+    else {
+      compute2x2diagonalBlock(sqrtT, T, i);
+      ++i;
+    }
+  }
+}
+
+// pre:  T is quasi-upper-triangular and diagonal blocks of sqrtT are square root of diagonal blocks of T.
+// post: sqrtT is the square root of T.
+template <typename MatrixType>
+void MatrixSquareRootQuasiTriangular<MatrixType>::computeOffDiagonalPartOfSqrt(MatrixType& sqrtT, 
+									     const MatrixType& T)
+{
+  const Index size = m_A.rows();
+  for (Index j = 1; j < size; j++) {
+      if (T.coeff(j, j-1) != 0)  // if T(j-1:j, j-1:j) is a 2-by-2 block
+	continue;
+    for (Index i = j-1; i >= 0; i--) {
+      if (i > 0 && T.coeff(i, i-1) != 0)  // if T(i-1:i, i-1:i) is a 2-by-2 block
+	continue;
+      bool iBlockIs2x2 = (i < size - 1) && (T.coeff(i+1, i) != 0);
+      bool jBlockIs2x2 = (j < size - 1) && (T.coeff(j+1, j) != 0);
+      if (iBlockIs2x2 && jBlockIs2x2) 
+	compute2x2offDiagonalBlock(sqrtT, T, i, j);
+      else if (iBlockIs2x2 && !jBlockIs2x2) 
+	compute2x1offDiagonalBlock(sqrtT, T, i, j);
+      else if (!iBlockIs2x2 && jBlockIs2x2) 
+	compute1x2offDiagonalBlock(sqrtT, T, i, j);
+      else if (!iBlockIs2x2 && !jBlockIs2x2) 
+	compute1x1offDiagonalBlock(sqrtT, T, i, j);
+    }
+  }
+}
+
+// pre:  T.block(i,i,2,2) has complex conjugate eigenvalues
+// post: sqrtT.block(i,i,2,2) is square root of T.block(i,i,2,2)
+template <typename MatrixType>
+void MatrixSquareRootQuasiTriangular<MatrixType>
+     ::compute2x2diagonalBlock(MatrixType& sqrtT, const MatrixType& T, typename MatrixType::Index i)
+{
+  // TODO: This case (2-by-2 blocks with complex conjugate eigenvalues) is probably hidden somewhere
+  //       in EigenSolver. If we expose it, we could call it directly from here.
+  Matrix<Scalar,2,2> block = T.template block<2,2>(i,i);
+  EigenSolver<Matrix<Scalar,2,2> > es(block);
+  sqrtT.template block<2,2>(i,i)
+    = (es.eigenvectors() * es.eigenvalues().cwiseSqrt().asDiagonal() * es.eigenvectors().inverse()).real();
+}
+
+// pre:  block structure of T is such that (i,j) is a 1x1 block,
+//       all blocks of sqrtT to left of and below (i,j) are correct
+// post: sqrtT(i,j) has the correct value
+template <typename MatrixType>
+void MatrixSquareRootQuasiTriangular<MatrixType>
+     ::compute1x1offDiagonalBlock(MatrixType& sqrtT, const MatrixType& T, 
+				  typename MatrixType::Index i, typename MatrixType::Index j)
+{
+  Scalar tmp = (sqrtT.row(i).segment(i+1,j-i-1) * sqrtT.col(j).segment(i+1,j-i-1)).value();
+  sqrtT.coeffRef(i,j) = (T.coeff(i,j) - tmp) / (sqrtT.coeff(i,i) + sqrtT.coeff(j,j));
+}
+
+// similar to compute1x1offDiagonalBlock()
+template <typename MatrixType>
+void MatrixSquareRootQuasiTriangular<MatrixType>
+     ::compute1x2offDiagonalBlock(MatrixType& sqrtT, const MatrixType& T, 
+				  typename MatrixType::Index i, typename MatrixType::Index j)
+{
+  Matrix<Scalar,1,2> rhs = T.template block<1,2>(i,j);
+  if (j-i > 1)
+    rhs -= sqrtT.block(i, i+1, 1, j-i-1) * sqrtT.block(i+1, j, j-i-1, 2);
+  Matrix<Scalar,2,2> A = sqrtT.coeff(i,i) * Matrix<Scalar,2,2>::Identity();
+  A += sqrtT.template block<2,2>(j,j).transpose();
+  sqrtT.template block<1,2>(i,j).transpose() = A.fullPivLu().solve(rhs.transpose());
+}
+
+// similar to compute1x1offDiagonalBlock()
+template <typename MatrixType>
+void MatrixSquareRootQuasiTriangular<MatrixType>
+     ::compute2x1offDiagonalBlock(MatrixType& sqrtT, const MatrixType& T, 
+				  typename MatrixType::Index i, typename MatrixType::Index j)
+{
+  Matrix<Scalar,2,1> rhs = T.template block<2,1>(i,j);
+  if (j-i > 2)
+    rhs -= sqrtT.block(i, i+2, 2, j-i-2) * sqrtT.block(i+2, j, j-i-2, 1);
+  Matrix<Scalar,2,2> A = sqrtT.coeff(j,j) * Matrix<Scalar,2,2>::Identity();
+  A += sqrtT.template block<2,2>(i,i);
+  sqrtT.template block<2,1>(i,j) = A.fullPivLu().solve(rhs);
+}
+
+// similar to compute1x1offDiagonalBlock()
+template <typename MatrixType>
+void MatrixSquareRootQuasiTriangular<MatrixType>
+     ::compute2x2offDiagonalBlock(MatrixType& sqrtT, const MatrixType& T, 
+				  typename MatrixType::Index i, typename MatrixType::Index j)
+{
+  Matrix<Scalar,2,2> A = sqrtT.template block<2,2>(i,i);
+  Matrix<Scalar,2,2> B = sqrtT.template block<2,2>(j,j);
+  Matrix<Scalar,2,2> C = T.template block<2,2>(i,j);
+  if (j-i > 2)
+    C -= sqrtT.block(i, i+2, 2, j-i-2) * sqrtT.block(i+2, j, j-i-2, 2);
+  Matrix<Scalar,2,2> X;
+  solveAuxiliaryEquation(X, A, B, C);
+  sqrtT.template block<2,2>(i,j) = X;
+}
+
+// solves the equation A X + X B = C where all matrices are 2-by-2
+template <typename MatrixType>
+template <typename SmallMatrixType>
+void MatrixSquareRootQuasiTriangular<MatrixType>
+     ::solveAuxiliaryEquation(SmallMatrixType& X, const SmallMatrixType& A,
+			      const SmallMatrixType& B, const SmallMatrixType& C)
+{
+  EIGEN_STATIC_ASSERT((internal::is_same<SmallMatrixType, Matrix<Scalar,2,2> >::value),
+		      EIGEN_INTERNAL_ERROR_PLEASE_FILE_A_BUG_REPORT);
+
+  Matrix<Scalar,4,4> coeffMatrix = Matrix<Scalar,4,4>::Zero();
+  coeffMatrix.coeffRef(0,0) = A.coeff(0,0) + B.coeff(0,0);
+  coeffMatrix.coeffRef(1,1) = A.coeff(0,0) + B.coeff(1,1);
+  coeffMatrix.coeffRef(2,2) = A.coeff(1,1) + B.coeff(0,0);
+  coeffMatrix.coeffRef(3,3) = A.coeff(1,1) + B.coeff(1,1);
+  coeffMatrix.coeffRef(0,1) = B.coeff(1,0);
+  coeffMatrix.coeffRef(0,2) = A.coeff(0,1);
+  coeffMatrix.coeffRef(1,0) = B.coeff(0,1);
+  coeffMatrix.coeffRef(1,3) = A.coeff(0,1);
+  coeffMatrix.coeffRef(2,0) = A.coeff(1,0);
+  coeffMatrix.coeffRef(2,3) = B.coeff(1,0);
+  coeffMatrix.coeffRef(3,1) = A.coeff(1,0);
+  coeffMatrix.coeffRef(3,2) = B.coeff(0,1);
+  
+  Matrix<Scalar,4,1> rhs;
+  rhs.coeffRef(0) = C.coeff(0,0);
+  rhs.coeffRef(1) = C.coeff(0,1);
+  rhs.coeffRef(2) = C.coeff(1,0);
+  rhs.coeffRef(3) = C.coeff(1,1);
+  
+  Matrix<Scalar,4,1> result;
+  result = coeffMatrix.fullPivLu().solve(rhs);
+
+  X.coeffRef(0,0) = result.coeff(0);
+  X.coeffRef(0,1) = result.coeff(1);
+  X.coeffRef(1,0) = result.coeff(2);
+  X.coeffRef(1,1) = result.coeff(3);
+}
+
+
+/** \ingroup MatrixFunctions_Module
+  * \brief Class for computing matrix square roots of upper triangular matrices.
+  * \tparam  MatrixType  type of the argument of the matrix square root,
+  *                      expected to be an instantiation of the Matrix class template.
+  *
+  * This class computes the square root of the upper triangular matrix
+  * stored in the upper triangular part (including the diagonal) of
+  * the matrix passed to the constructor.
+  *
+  * \sa MatrixSquareRoot, MatrixSquareRootQuasiTriangular
+  */
+template <typename MatrixType>
+class MatrixSquareRootTriangular
+{
+  public:
+    MatrixSquareRootTriangular(const MatrixType& A) 
+      : m_A(A) 
+    {
+      eigen_assert(A.rows() == A.cols());
+    }
+
+    /** \brief Compute the matrix square root
+      *
+      * \param[out] result  square root of \p A, as specified in the constructor.
+      *
+      * Only the upper triangular part (including the diagonal) of 
+      * \p result is updated, the rest is not touched.  See
+      * MatrixBase::sqrt() for details on how this computation is
+      * implemented.
+      */
+    template <typename ResultType> void compute(ResultType &result);    
+
+ private:
+    const MatrixType& m_A;
+};
+
+template <typename MatrixType>
+template <typename ResultType> 
+void MatrixSquareRootTriangular<MatrixType>::compute(ResultType &result)
+{
+  using std::sqrt;
+
+  // Compute square root of m_A and store it in upper triangular part of result
+  // This uses that the square root of triangular matrices can be computed directly.
+  result.resize(m_A.rows(), m_A.cols());
+  typedef typename MatrixType::Index Index;
+  for (Index i = 0; i < m_A.rows(); i++) {
+    result.coeffRef(i,i) = sqrt(m_A.coeff(i,i));
+  }
+  for (Index j = 1; j < m_A.cols(); j++) {
+    for (Index i = j-1; i >= 0; i--) {
+      typedef typename MatrixType::Scalar Scalar;
+      // if i = j-1, then segment has length 0 so tmp = 0
+      Scalar tmp = (result.row(i).segment(i+1,j-i-1) * result.col(j).segment(i+1,j-i-1)).value();
+      // denominator may be zero if original matrix is singular
+      result.coeffRef(i,j) = (m_A.coeff(i,j) - tmp) / (result.coeff(i,i) + result.coeff(j,j));
+    }
+  }
+}
+
+
+/** \ingroup MatrixFunctions_Module
+  * \brief Class for computing matrix square roots of general matrices.
+  * \tparam  MatrixType  type of the argument of the matrix square root,
+  *                      expected to be an instantiation of the Matrix class template.
+  *
+  * \sa MatrixSquareRootTriangular, MatrixSquareRootQuasiTriangular, MatrixBase::sqrt()
+  */
+template <typename MatrixType, int IsComplex = NumTraits<typename internal::traits<MatrixType>::Scalar>::IsComplex>
+class MatrixSquareRoot
+{
+  public:
+
+    /** \brief Constructor. 
+      *
+      * \param[in]  A  matrix whose square root is to be computed.
+      *
+      * The class stores a reference to \p A, so it should not be
+      * changed (or destroyed) before compute() is called.
+      */
+    MatrixSquareRoot(const MatrixType& A); 
+    
+    /** \brief Compute the matrix square root
+      *
+      * \param[out] result  square root of \p A, as specified in the constructor.
+      *
+      * See MatrixBase::sqrt() for details on how this computation is
+      * implemented.
+      */
+    template <typename ResultType> void compute(ResultType &result);    
+};
+
+
+// ********** Partial specialization for real matrices **********
+
+template <typename MatrixType>
+class MatrixSquareRoot<MatrixType, 0>
+{
+  public:
+
+    MatrixSquareRoot(const MatrixType& A) 
+      : m_A(A) 
+    {  
+      eigen_assert(A.rows() == A.cols());
+    }
+  
+    template <typename ResultType> void compute(ResultType &result)
+    {
+      // Compute Schur decomposition of m_A
+      const RealSchur<MatrixType> schurOfA(m_A);  
+      const MatrixType& T = schurOfA.matrixT();
+      const MatrixType& U = schurOfA.matrixU();
+    
+      // Compute square root of T
+      MatrixType sqrtT = MatrixType::Zero(m_A.rows(), m_A.cols());
+      MatrixSquareRootQuasiTriangular<MatrixType>(T).compute(sqrtT);
+    
+      // Compute square root of m_A
+      result = U * sqrtT * U.adjoint();
+    }
+    
+  private:
+    const MatrixType& m_A;
+};
+
+
+// ********** Partial specialization for complex matrices **********
+
+template <typename MatrixType>
+class MatrixSquareRoot<MatrixType, 1>
+{
+  public:
+
+    MatrixSquareRoot(const MatrixType& A) 
+      : m_A(A) 
+    {  
+      eigen_assert(A.rows() == A.cols());
+    }
+  
+    template <typename ResultType> void compute(ResultType &result)
+    {
+      // Compute Schur decomposition of m_A
+      const ComplexSchur<MatrixType> schurOfA(m_A);  
+      const MatrixType& T = schurOfA.matrixT();
+      const MatrixType& U = schurOfA.matrixU();
+    
+      // Compute square root of T
+      MatrixType sqrtT;
+      MatrixSquareRootTriangular<MatrixType>(T).compute(sqrtT);
+    
+      // Compute square root of m_A
+      result = U * (sqrtT.template triangularView<Upper>() * U.adjoint());
+    }
+    
+  private:
+    const MatrixType& m_A;
+};
+
+
+/** \ingroup MatrixFunctions_Module
+  *
+  * \brief Proxy for the matrix square root of some matrix (expression).
+  *
+  * \tparam Derived  Type of the argument to the matrix square root.
+  *
+  * This class holds the argument to the matrix square root until it
+  * is assigned or evaluated for some other reason (so the argument
+  * should not be changed in the meantime). It is the return type of
+  * MatrixBase::sqrt() and most of the time this is the only way it is
+  * used.
+  */
+template<typename Derived> class MatrixSquareRootReturnValue
+: public ReturnByValue<MatrixSquareRootReturnValue<Derived> >
+{
+    typedef typename Derived::Index Index;
+  public:
+    /** \brief Constructor.
+      *
+      * \param[in]  src  %Matrix (expression) forming the argument of the
+      * matrix square root.
+      */
+    MatrixSquareRootReturnValue(const Derived& src) : m_src(src) { }
+
+    /** \brief Compute the matrix square root.
+      *
+      * \param[out]  result  the matrix square root of \p src in the
+      * constructor.
+      */
+    template <typename ResultType>
+    inline void evalTo(ResultType& result) const
+    {
+      const typename Derived::PlainObject srcEvaluated = m_src.eval();
+      MatrixSquareRoot<typename Derived::PlainObject> me(srcEvaluated);
+      me.compute(result);
+    }
+
+    Index rows() const { return m_src.rows(); }
+    Index cols() const { return m_src.cols(); }
+
+  protected:
+    const Derived& m_src;
+  private:
+    MatrixSquareRootReturnValue& operator=(const MatrixSquareRootReturnValue&);
+};
+
+namespace internal {
+template<typename Derived>
+struct traits<MatrixSquareRootReturnValue<Derived> >
+{
+  typedef typename Derived::PlainObject ReturnType;
+};
+}
+
+template <typename Derived>
+const MatrixSquareRootReturnValue<Derived> MatrixBase<Derived>::sqrt() const
+{
+  eigen_assert(rows() == cols());
+  return MatrixSquareRootReturnValue<Derived>(derived());
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_MATRIX_FUNCTION

extern/Eigen3/unsupported/Eigen/src/MatrixFunctions/StemFunction.h

@@ -0,0 +1,105 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2010 Jitse Niesen <jitse@maths.leeds.ac.uk>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_STEM_FUNCTION
+#define EIGEN_STEM_FUNCTION
+
+namespace Eigen { 
+
+/** \ingroup MatrixFunctions_Module 
+  * \brief Stem functions corresponding to standard mathematical functions.
+  */
+template <typename Scalar>
+class StdStemFunctions
+{
+  public:
+
+    /** \brief The exponential function (and its derivatives). */
+    static Scalar exp(Scalar x, int)
+    {
+      return std::exp(x);
+    }
+
+    /** \brief Cosine (and its derivatives). */
+    static Scalar cos(Scalar x, int n)
+    {
+      Scalar res;
+      switch (n % 4) {
+      case 0: 
+	res = std::cos(x);
+	break;
+      case 1:
+	res = -std::sin(x);
+	break;
+      case 2:
+	res = -std::cos(x);
+	break;
+      case 3:
+	res = std::sin(x);
+	break;
+      }
+      return res;
+    }
+
+    /** \brief Sine (and its derivatives). */
+    static Scalar sin(Scalar x, int n)
+    {
+      Scalar res;
+      switch (n % 4) {
+      case 0:
+	res = std::sin(x);
+	break;
+      case 1:
+	res = std::cos(x);
+	break;
+      case 2:
+	res = -std::sin(x);
+	break;
+      case 3:
+	res = -std::cos(x);
+	break;
+      }
+      return res;
+    }
+
+    /** \brief Hyperbolic cosine (and its derivatives). */
+    static Scalar cosh(Scalar x, int n)
+    {
+      Scalar res;
+      switch (n % 2) {
+      case 0:
+	res = std::cosh(x);
+	break;
+      case 1:
+	res = std::sinh(x);
+	break;
+      }
+      return res;
+    }
+	
+    /** \brief Hyperbolic sine (and its derivatives). */
+    static Scalar sinh(Scalar x, int n)
+    {
+      Scalar res;
+      switch (n % 2) {
+      case 0:
+	res = std::sinh(x);
+	break;
+      case 1:
+	res = std::cosh(x);
+	break;
+      }
+      return res;
+    }
+
+}; // end of class StdStemFunctions
+
+} // end namespace Eigen
+
+#endif // EIGEN_STEM_FUNCTION

extern/Eigen3/unsupported/Eigen/src/MoreVectorization/CMakeLists.txt

@@ -0,0 +1,6 @@
+FILE(GLOB Eigen_MoreVectorization_SRCS "*.h")
+
+INSTALL(FILES
+  ${Eigen_MoreVectorization_SRCS}
+  DESTINATION ${INCLUDE_INSTALL_DIR}/unsupported/Eigen/src/MoreVectorization COMPONENT Devel
+  )

extern/Eigen3/unsupported/Eigen/src/MoreVectorization/MathFunctions.h

@@ -0,0 +1,95 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Rohit Garg <rpg.314@gmail.com>
+// Copyright (C) 2009 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_MOREVECTORIZATION_MATHFUNCTIONS_H
+#define EIGEN_MOREVECTORIZATION_MATHFUNCTIONS_H
+
+namespace Eigen { 
+
+namespace internal {
+
+/** \internal \returns the arcsin of \a a (coeff-wise) */
+template<typename Packet> inline static Packet pasin(Packet a) { return std::asin(a); }
+
+#ifdef EIGEN_VECTORIZE_SSE
+
+template<> EIGEN_DONT_INLINE Packet4f pasin(Packet4f x)
+{
+  _EIGEN_DECLARE_CONST_Packet4f(half, 0.5);
+  _EIGEN_DECLARE_CONST_Packet4f(minus_half, -0.5);
+  _EIGEN_DECLARE_CONST_Packet4f(3half, 1.5);
+
+  _EIGEN_DECLARE_CONST_Packet4f_FROM_INT(sign_mask, 0x80000000);
+
+  _EIGEN_DECLARE_CONST_Packet4f(pi, 3.141592654);
+  _EIGEN_DECLARE_CONST_Packet4f(pi_over_2, 3.141592654*0.5);
+
+  _EIGEN_DECLARE_CONST_Packet4f(asin1, 4.2163199048E-2);
+  _EIGEN_DECLARE_CONST_Packet4f(asin2, 2.4181311049E-2);
+  _EIGEN_DECLARE_CONST_Packet4f(asin3, 4.5470025998E-2);
+  _EIGEN_DECLARE_CONST_Packet4f(asin4, 7.4953002686E-2);
+  _EIGEN_DECLARE_CONST_Packet4f(asin5, 1.6666752422E-1);
+
+  Packet4f a = pabs(x);//got the absolute value
+
+  Packet4f sign_bit= _mm_and_ps(x, p4f_sign_mask);//extracted the sign bit
+
+  Packet4f z1,z2;//will need them during computation    
+
+
+//will compute the two branches for asin
+//so first compare with half
+
+  Packet4f branch_mask= _mm_cmpgt_ps(a, p4f_half);//this is to select which branch to take
+//both will be taken, and finally results will be merged
+//the branch for values >0.5
+
+    {
+//the core series expansion 
+    z1=pmadd(p4f_minus_half,a,p4f_half);
+    Packet4f x1=psqrt(z1);
+    Packet4f s1=pmadd(p4f_asin1, z1, p4f_asin2);
+    Packet4f s2=pmadd(s1, z1, p4f_asin3);
+    Packet4f s3=pmadd(s2,z1, p4f_asin4);
+    Packet4f s4=pmadd(s3,z1, p4f_asin5);
+    Packet4f temp=pmul(s4,z1);//not really a madd but a mul by z so that the next term can be a madd
+    z1=pmadd(temp,x1,x1);
+    z1=padd(z1,z1);
+    z1=psub(p4f_pi_over_2,z1);
+    }
+
+    {
+//the core series expansion 
+    Packet4f x2=a;
+    z2=pmul(x2,x2);
+    Packet4f s1=pmadd(p4f_asin1, z2, p4f_asin2);
+    Packet4f s2=pmadd(s1, z2, p4f_asin3);
+    Packet4f s3=pmadd(s2,z2, p4f_asin4);
+    Packet4f s4=pmadd(s3,z2, p4f_asin5);
+    Packet4f temp=pmul(s4,z2);//not really a madd but a mul by z so that the next term can be a madd
+    z2=pmadd(temp,x2,x2);
+    }
+
+/* select the correct result from the two branch evaluations */
+  z1  = _mm_and_ps(branch_mask, z1);
+  z2  = _mm_andnot_ps(branch_mask, z2);
+  Packet4f z  = _mm_or_ps(z1,z2);
+
+/* update the sign */
+  return _mm_xor_ps(z, sign_bit);
+}
+
+#endif // EIGEN_VECTORIZE_SSE
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_MOREVECTORIZATION_MATHFUNCTIONS_H

extern/Eigen3/unsupported/Eigen/src/NonLinearOptimization/CMakeLists.txt

@@ -0,0 +1,6 @@
+FILE(GLOB Eigen_NonLinearOptimization_SRCS "*.h")
+
+INSTALL(FILES
+  ${Eigen_NonLinearOptimization_SRCS}
+  DESTINATION ${INCLUDE_INSTALL_DIR}/unsupported/Eigen/src/NonLinearOptimization COMPONENT Devel
+  )

extern/Eigen3/unsupported/Eigen/src/NonLinearOptimization/HybridNonLinearSolver.h

@@ -0,0 +1,601 @@
+// -*- coding: utf-8
+// vim: set fileencoding=utf-8
+
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Thomas Capricelli <orzel@freehackers.org>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_HYBRIDNONLINEARSOLVER_H
+#define EIGEN_HYBRIDNONLINEARSOLVER_H
+
+namespace Eigen { 
+
+namespace HybridNonLinearSolverSpace { 
+    enum Status {
+        Running = -1,
+        ImproperInputParameters = 0,
+        RelativeErrorTooSmall = 1,
+        TooManyFunctionEvaluation = 2,
+        TolTooSmall = 3,
+        NotMakingProgressJacobian = 4,
+        NotMakingProgressIterations = 5,
+        UserAsked = 6
+    };
+}
+
+/**
+  * \ingroup NonLinearOptimization_Module
+  * \brief Finds a zero of a system of n
+  * nonlinear functions in n variables by a modification of the Powell
+  * hybrid method ("dogleg").
+  *
+  * The user must provide a subroutine which calculates the
+  * functions. The Jacobian is either provided by the user, or approximated
+  * using a forward-difference method.
+  *
+  */
+template<typename FunctorType, typename Scalar=double>
+class HybridNonLinearSolver
+{
+public:
+    typedef DenseIndex Index;
+
+    HybridNonLinearSolver(FunctorType &_functor)
+        : functor(_functor) { nfev=njev=iter = 0;  fnorm= 0.; useExternalScaling=false;}
+
+    struct Parameters {
+        Parameters()
+            : factor(Scalar(100.))
+            , maxfev(1000)
+            , xtol(std::sqrt(NumTraits<Scalar>::epsilon()))
+            , nb_of_subdiagonals(-1)
+            , nb_of_superdiagonals(-1)
+            , epsfcn(Scalar(0.)) {}
+        Scalar factor;
+        Index maxfev;   // maximum number of function evaluation
+        Scalar xtol;
+        Index nb_of_subdiagonals;
+        Index nb_of_superdiagonals;
+        Scalar epsfcn;
+    };
+    typedef Matrix< Scalar, Dynamic, 1 > FVectorType;
+    typedef Matrix< Scalar, Dynamic, Dynamic > JacobianType;
+    /* TODO: if eigen provides a triangular storage, use it here */
+    typedef Matrix< Scalar, Dynamic, Dynamic > UpperTriangularType;
+
+    HybridNonLinearSolverSpace::Status hybrj1(
+            FVectorType  &x,
+            const Scalar tol = std::sqrt(NumTraits<Scalar>::epsilon())
+            );
+
+    HybridNonLinearSolverSpace::Status solveInit(FVectorType  &x);
+    HybridNonLinearSolverSpace::Status solveOneStep(FVectorType  &x);
+    HybridNonLinearSolverSpace::Status solve(FVectorType  &x);
+
+    HybridNonLinearSolverSpace::Status hybrd1(
+            FVectorType  &x,
+            const Scalar tol = std::sqrt(NumTraits<Scalar>::epsilon())
+            );
+
+    HybridNonLinearSolverSpace::Status solveNumericalDiffInit(FVectorType  &x);
+    HybridNonLinearSolverSpace::Status solveNumericalDiffOneStep(FVectorType  &x);
+    HybridNonLinearSolverSpace::Status solveNumericalDiff(FVectorType  &x);
+
+    void resetParameters(void) { parameters = Parameters(); }
+    Parameters parameters;
+    FVectorType  fvec, qtf, diag;
+    JacobianType fjac;
+    UpperTriangularType R;
+    Index nfev;
+    Index njev;
+    Index iter;
+    Scalar fnorm;
+    bool useExternalScaling; 
+private:
+    FunctorType &functor;
+    Index n;
+    Scalar sum;
+    bool sing;
+    Scalar temp;
+    Scalar delta;
+    bool jeval;
+    Index ncsuc;
+    Scalar ratio;
+    Scalar pnorm, xnorm, fnorm1;
+    Index nslow1, nslow2;
+    Index ncfail;
+    Scalar actred, prered;
+    FVectorType wa1, wa2, wa3, wa4;
+
+    HybridNonLinearSolver& operator=(const HybridNonLinearSolver&);
+};
+
+
+
+template<typename FunctorType, typename Scalar>
+HybridNonLinearSolverSpace::Status
+HybridNonLinearSolver<FunctorType,Scalar>::hybrj1(
+        FVectorType  &x,
+        const Scalar tol
+        )
+{
+    n = x.size();
+
+    /* check the input parameters for errors. */
+    if (n <= 0 || tol < 0.)
+        return HybridNonLinearSolverSpace::ImproperInputParameters;
+
+    resetParameters();
+    parameters.maxfev = 100*(n+1);
+    parameters.xtol = tol;
+    diag.setConstant(n, 1.);
+    useExternalScaling = true;
+    return solve(x);
+}
+
+template<typename FunctorType, typename Scalar>
+HybridNonLinearSolverSpace::Status
+HybridNonLinearSolver<FunctorType,Scalar>::solveInit(FVectorType  &x)
+{
+    n = x.size();
+
+    wa1.resize(n); wa2.resize(n); wa3.resize(n); wa4.resize(n);
+    fvec.resize(n);
+    qtf.resize(n);
+    fjac.resize(n, n);
+    if (!useExternalScaling)
+        diag.resize(n);
+    eigen_assert( (!useExternalScaling || diag.size()==n) || "When useExternalScaling is set, the caller must provide a valid 'diag'");
+
+    /* Function Body */
+    nfev = 0;
+    njev = 0;
+
+    /*     check the input parameters for errors. */
+    if (n <= 0 || parameters.xtol < 0. || parameters.maxfev <= 0 || parameters.factor <= 0. )
+        return HybridNonLinearSolverSpace::ImproperInputParameters;
+    if (useExternalScaling)
+        for (Index j = 0; j < n; ++j)
+            if (diag[j] <= 0.)
+                return HybridNonLinearSolverSpace::ImproperInputParameters;
+
+    /*     evaluate the function at the starting point */
+    /*     and calculate its norm. */
+    nfev = 1;
+    if ( functor(x, fvec) < 0)
+        return HybridNonLinearSolverSpace::UserAsked;
+    fnorm = fvec.stableNorm();
+
+    /*     initialize iteration counter and monitors. */
+    iter = 1;
+    ncsuc = 0;
+    ncfail = 0;
+    nslow1 = 0;
+    nslow2 = 0;
+
+    return HybridNonLinearSolverSpace::Running;
+}
+
+template<typename FunctorType, typename Scalar>
+HybridNonLinearSolverSpace::Status
+HybridNonLinearSolver<FunctorType,Scalar>::solveOneStep(FVectorType  &x)
+{
+    using std::abs;
+    
+    eigen_assert(x.size()==n); // check the caller is not cheating us
+
+    Index j;
+    std::vector<JacobiRotation<Scalar> > v_givens(n), w_givens(n);
+
+    jeval = true;
+
+    /* calculate the jacobian matrix. */
+    if ( functor.df(x, fjac) < 0)
+        return HybridNonLinearSolverSpace::UserAsked;
+    ++njev;
+
+    wa2 = fjac.colwise().blueNorm();
+
+    /* on the first iteration and if external scaling is not used, scale according */
+    /* to the norms of the columns of the initial jacobian. */
+    if (iter == 1) {
+        if (!useExternalScaling)
+            for (j = 0; j < n; ++j)
+                diag[j] = (wa2[j]==0.) ? 1. : wa2[j];
+
+        /* on the first iteration, calculate the norm of the scaled x */
+        /* and initialize the step bound delta. */
+        xnorm = diag.cwiseProduct(x).stableNorm();
+        delta = parameters.factor * xnorm;
+        if (delta == 0.)
+            delta = parameters.factor;
+    }
+
+    /* compute the qr factorization of the jacobian. */
+    HouseholderQR<JacobianType> qrfac(fjac); // no pivoting:
+
+    /* copy the triangular factor of the qr factorization into r. */
+    R = qrfac.matrixQR();
+
+    /* accumulate the orthogonal factor in fjac. */
+    fjac = qrfac.householderQ();
+
+    /* form (q transpose)*fvec and store in qtf. */
+    qtf = fjac.transpose() * fvec;
+
+    /* rescale if necessary. */
+    if (!useExternalScaling)
+        diag = diag.cwiseMax(wa2);
+
+    while (true) {
+        /* determine the direction p. */
+        internal::dogleg<Scalar>(R, diag, qtf, delta, wa1);
+
+        /* store the direction p and x + p. calculate the norm of p. */
+        wa1 = -wa1;
+        wa2 = x + wa1;
+        pnorm = diag.cwiseProduct(wa1).stableNorm();
+
+        /* on the first iteration, adjust the initial step bound. */
+        if (iter == 1)
+            delta = (std::min)(delta,pnorm);
+
+        /* evaluate the function at x + p and calculate its norm. */
+        if ( functor(wa2, wa4) < 0)
+            return HybridNonLinearSolverSpace::UserAsked;
+        ++nfev;
+        fnorm1 = wa4.stableNorm();
+
+        /* compute the scaled actual reduction. */
+        actred = -1.;
+        if (fnorm1 < fnorm) /* Computing 2nd power */
+            actred = 1. - numext::abs2(fnorm1 / fnorm);
+
+        /* compute the scaled predicted reduction. */
+        wa3 = R.template triangularView<Upper>()*wa1 + qtf;
+        temp = wa3.stableNorm();
+        prered = 0.;
+        if (temp < fnorm) /* Computing 2nd power */
+            prered = 1. - numext::abs2(temp / fnorm);
+
+        /* compute the ratio of the actual to the predicted reduction. */
+        ratio = 0.;
+        if (prered > 0.)
+            ratio = actred / prered;
+
+        /* update the step bound. */
+        if (ratio < Scalar(.1)) {
+            ncsuc = 0;
+            ++ncfail;
+            delta = Scalar(.5) * delta;
+        } else {
+            ncfail = 0;
+            ++ncsuc;
+            if (ratio >= Scalar(.5) || ncsuc > 1)
+                delta = (std::max)(delta, pnorm / Scalar(.5));
+            if (abs(ratio - 1.) <= Scalar(.1)) {
+                delta = pnorm / Scalar(.5);
+            }
+        }
+
+        /* test for successful iteration. */
+        if (ratio >= Scalar(1e-4)) {
+            /* successful iteration. update x, fvec, and their norms. */
+            x = wa2;
+            wa2 = diag.cwiseProduct(x);
+            fvec = wa4;
+            xnorm = wa2.stableNorm();
+            fnorm = fnorm1;
+            ++iter;
+        }
+
+        /* determine the progress of the iteration. */
+        ++nslow1;
+        if (actred >= Scalar(.001))
+            nslow1 = 0;
+        if (jeval)
+            ++nslow2;
+        if (actred >= Scalar(.1))
+            nslow2 = 0;
+
+        /* test for convergence. */
+        if (delta <= parameters.xtol * xnorm || fnorm == 0.)
+            return HybridNonLinearSolverSpace::RelativeErrorTooSmall;
+
+        /* tests for termination and stringent tolerances. */
+        if (nfev >= parameters.maxfev)
+            return HybridNonLinearSolverSpace::TooManyFunctionEvaluation;
+        if (Scalar(.1) * (std::max)(Scalar(.1) * delta, pnorm) <= NumTraits<Scalar>::epsilon() * xnorm)
+            return HybridNonLinearSolverSpace::TolTooSmall;
+        if (nslow2 == 5)
+            return HybridNonLinearSolverSpace::NotMakingProgressJacobian;
+        if (nslow1 == 10)
+            return HybridNonLinearSolverSpace::NotMakingProgressIterations;
+
+        /* criterion for recalculating jacobian. */
+        if (ncfail == 2)
+            break; // leave inner loop and go for the next outer loop iteration
+
+        /* calculate the rank one modification to the jacobian */
+        /* and update qtf if necessary. */
+        wa1 = diag.cwiseProduct( diag.cwiseProduct(wa1)/pnorm );
+        wa2 = fjac.transpose() * wa4;
+        if (ratio >= Scalar(1e-4))
+            qtf = wa2;
+        wa2 = (wa2-wa3)/pnorm;
+
+        /* compute the qr factorization of the updated jacobian. */
+        internal::r1updt<Scalar>(R, wa1, v_givens, w_givens, wa2, wa3, &sing);
+        internal::r1mpyq<Scalar>(n, n, fjac.data(), v_givens, w_givens);
+        internal::r1mpyq<Scalar>(1, n, qtf.data(), v_givens, w_givens);
+
+        jeval = false;
+    }
+    return HybridNonLinearSolverSpace::Running;
+}
+
+template<typename FunctorType, typename Scalar>
+HybridNonLinearSolverSpace::Status
+HybridNonLinearSolver<FunctorType,Scalar>::solve(FVectorType  &x)
+{
+    HybridNonLinearSolverSpace::Status status = solveInit(x);
+    if (status==HybridNonLinearSolverSpace::ImproperInputParameters)
+        return status;
+    while (status==HybridNonLinearSolverSpace::Running)
+        status = solveOneStep(x);
+    return status;
+}
+
+
+
+template<typename FunctorType, typename Scalar>
+HybridNonLinearSolverSpace::Status
+HybridNonLinearSolver<FunctorType,Scalar>::hybrd1(
+        FVectorType  &x,
+        const Scalar tol
+        )
+{
+    n = x.size();
+
+    /* check the input parameters for errors. */
+    if (n <= 0 || tol < 0.)
+        return HybridNonLinearSolverSpace::ImproperInputParameters;
+
+    resetParameters();
+    parameters.maxfev = 200*(n+1);
+    parameters.xtol = tol;
+
+    diag.setConstant(n, 1.);
+    useExternalScaling = true;
+    return solveNumericalDiff(x);
+}
+
+template<typename FunctorType, typename Scalar>
+HybridNonLinearSolverSpace::Status
+HybridNonLinearSolver<FunctorType,Scalar>::solveNumericalDiffInit(FVectorType  &x)
+{
+    n = x.size();
+
+    if (parameters.nb_of_subdiagonals<0) parameters.nb_of_subdiagonals= n-1;
+    if (parameters.nb_of_superdiagonals<0) parameters.nb_of_superdiagonals= n-1;
+
+    wa1.resize(n); wa2.resize(n); wa3.resize(n); wa4.resize(n);
+    qtf.resize(n);
+    fjac.resize(n, n);
+    fvec.resize(n);
+    if (!useExternalScaling)
+        diag.resize(n);
+    eigen_assert( (!useExternalScaling || diag.size()==n) || "When useExternalScaling is set, the caller must provide a valid 'diag'");
+
+    /* Function Body */
+    nfev = 0;
+    njev = 0;
+
+    /*     check the input parameters for errors. */
+    if (n <= 0 || parameters.xtol < 0. || parameters.maxfev <= 0 || parameters.nb_of_subdiagonals< 0 || parameters.nb_of_superdiagonals< 0 || parameters.factor <= 0. )
+        return HybridNonLinearSolverSpace::ImproperInputParameters;
+    if (useExternalScaling)
+        for (Index j = 0; j < n; ++j)
+            if (diag[j] <= 0.)
+                return HybridNonLinearSolverSpace::ImproperInputParameters;
+
+    /*     evaluate the function at the starting point */
+    /*     and calculate its norm. */
+    nfev = 1;
+    if ( functor(x, fvec) < 0)
+        return HybridNonLinearSolverSpace::UserAsked;
+    fnorm = fvec.stableNorm();
+
+    /*     initialize iteration counter and monitors. */
+    iter = 1;
+    ncsuc = 0;
+    ncfail = 0;
+    nslow1 = 0;
+    nslow2 = 0;
+
+    return HybridNonLinearSolverSpace::Running;
+}
+
+template<typename FunctorType, typename Scalar>
+HybridNonLinearSolverSpace::Status
+HybridNonLinearSolver<FunctorType,Scalar>::solveNumericalDiffOneStep(FVectorType  &x)
+{
+    using std::sqrt;
+    using std::abs;
+    
+    assert(x.size()==n); // check the caller is not cheating us
+
+    Index j;
+    std::vector<JacobiRotation<Scalar> > v_givens(n), w_givens(n);
+
+    jeval = true;
+    if (parameters.nb_of_subdiagonals<0) parameters.nb_of_subdiagonals= n-1;
+    if (parameters.nb_of_superdiagonals<0) parameters.nb_of_superdiagonals= n-1;
+
+    /* calculate the jacobian matrix. */
+    if (internal::fdjac1(functor, x, fvec, fjac, parameters.nb_of_subdiagonals, parameters.nb_of_superdiagonals, parameters.epsfcn) <0)
+        return HybridNonLinearSolverSpace::UserAsked;
+    nfev += (std::min)(parameters.nb_of_subdiagonals+parameters.nb_of_superdiagonals+ 1, n);
+
+    wa2 = fjac.colwise().blueNorm();
+
+    /* on the first iteration and if external scaling is not used, scale according */
+    /* to the norms of the columns of the initial jacobian. */
+    if (iter == 1) {
+        if (!useExternalScaling)
+            for (j = 0; j < n; ++j)
+                diag[j] = (wa2[j]==0.) ? 1. : wa2[j];
+
+        /* on the first iteration, calculate the norm of the scaled x */
+        /* and initialize the step bound delta. */
+        xnorm = diag.cwiseProduct(x).stableNorm();
+        delta = parameters.factor * xnorm;
+        if (delta == 0.)
+            delta = parameters.factor;
+    }
+
+    /* compute the qr factorization of the jacobian. */
+    HouseholderQR<JacobianType> qrfac(fjac); // no pivoting:
+
+    /* copy the triangular factor of the qr factorization into r. */
+    R = qrfac.matrixQR();
+
+    /* accumulate the orthogonal factor in fjac. */
+    fjac = qrfac.householderQ();
+
+    /* form (q transpose)*fvec and store in qtf. */
+    qtf = fjac.transpose() * fvec;
+
+    /* rescale if necessary. */
+    if (!useExternalScaling)
+        diag = diag.cwiseMax(wa2);
+
+    while (true) {
+        /* determine the direction p. */
+        internal::dogleg<Scalar>(R, diag, qtf, delta, wa1);
+
+        /* store the direction p and x + p. calculate the norm of p. */
+        wa1 = -wa1;
+        wa2 = x + wa1;
+        pnorm = diag.cwiseProduct(wa1).stableNorm();
+
+        /* on the first iteration, adjust the initial step bound. */
+        if (iter == 1)
+            delta = (std::min)(delta,pnorm);
+
+        /* evaluate the function at x + p and calculate its norm. */
+        if ( functor(wa2, wa4) < 0)
+            return HybridNonLinearSolverSpace::UserAsked;
+        ++nfev;
+        fnorm1 = wa4.stableNorm();
+
+        /* compute the scaled actual reduction. */
+        actred = -1.;
+        if (fnorm1 < fnorm) /* Computing 2nd power */
+            actred = 1. - numext::abs2(fnorm1 / fnorm);
+
+        /* compute the scaled predicted reduction. */
+        wa3 = R.template triangularView<Upper>()*wa1 + qtf;
+        temp = wa3.stableNorm();
+        prered = 0.;
+        if (temp < fnorm) /* Computing 2nd power */
+            prered = 1. - numext::abs2(temp / fnorm);
+
+        /* compute the ratio of the actual to the predicted reduction. */
+        ratio = 0.;
+        if (prered > 0.)
+            ratio = actred / prered;
+
+        /* update the step bound. */
+        if (ratio < Scalar(.1)) {
+            ncsuc = 0;
+            ++ncfail;
+            delta = Scalar(.5) * delta;
+        } else {
+            ncfail = 0;
+            ++ncsuc;
+            if (ratio >= Scalar(.5) || ncsuc > 1)
+                delta = (std::max)(delta, pnorm / Scalar(.5));
+            if (abs(ratio - 1.) <= Scalar(.1)) {
+                delta = pnorm / Scalar(.5);
+            }
+        }
+
+        /* test for successful iteration. */
+        if (ratio >= Scalar(1e-4)) {
+            /* successful iteration. update x, fvec, and their norms. */
+            x = wa2;
+            wa2 = diag.cwiseProduct(x);
+            fvec = wa4;
+            xnorm = wa2.stableNorm();
+            fnorm = fnorm1;
+            ++iter;
+        }
+
+        /* determine the progress of the iteration. */
+        ++nslow1;
+        if (actred >= Scalar(.001))
+            nslow1 = 0;
+        if (jeval)
+            ++nslow2;
+        if (actred >= Scalar(.1))
+            nslow2 = 0;
+
+        /* test for convergence. */
+        if (delta <= parameters.xtol * xnorm || fnorm == 0.)
+            return HybridNonLinearSolverSpace::RelativeErrorTooSmall;
+
+        /* tests for termination and stringent tolerances. */
+        if (nfev >= parameters.maxfev)
+            return HybridNonLinearSolverSpace::TooManyFunctionEvaluation;
+        if (Scalar(.1) * (std::max)(Scalar(.1) * delta, pnorm) <= NumTraits<Scalar>::epsilon() * xnorm)
+            return HybridNonLinearSolverSpace::TolTooSmall;
+        if (nslow2 == 5)
+            return HybridNonLinearSolverSpace::NotMakingProgressJacobian;
+        if (nslow1 == 10)
+            return HybridNonLinearSolverSpace::NotMakingProgressIterations;
+
+        /* criterion for recalculating jacobian. */
+        if (ncfail == 2)
+            break; // leave inner loop and go for the next outer loop iteration
+
+        /* calculate the rank one modification to the jacobian */
+        /* and update qtf if necessary. */
+        wa1 = diag.cwiseProduct( diag.cwiseProduct(wa1)/pnorm );
+        wa2 = fjac.transpose() * wa4;
+        if (ratio >= Scalar(1e-4))
+            qtf = wa2;
+        wa2 = (wa2-wa3)/pnorm;
+
+        /* compute the qr factorization of the updated jacobian. */
+        internal::r1updt<Scalar>(R, wa1, v_givens, w_givens, wa2, wa3, &sing);
+        internal::r1mpyq<Scalar>(n, n, fjac.data(), v_givens, w_givens);
+        internal::r1mpyq<Scalar>(1, n, qtf.data(), v_givens, w_givens);
+
+        jeval = false;
+    }
+    return HybridNonLinearSolverSpace::Running;
+}
+
+template<typename FunctorType, typename Scalar>
+HybridNonLinearSolverSpace::Status
+HybridNonLinearSolver<FunctorType,Scalar>::solveNumericalDiff(FVectorType  &x)
+{
+    HybridNonLinearSolverSpace::Status status = solveNumericalDiffInit(x);
+    if (status==HybridNonLinearSolverSpace::ImproperInputParameters)
+        return status;
+    while (status==HybridNonLinearSolverSpace::Running)
+        status = solveNumericalDiffOneStep(x);
+    return status;
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_HYBRIDNONLINEARSOLVER_H
+
+//vim: ai ts=4 sts=4 et sw=4

extern/Eigen3/unsupported/Eigen/src/NonLinearOptimization/LevenbergMarquardt.h

@@ -0,0 +1,650 @@
+// -*- coding: utf-8
+// vim: set fileencoding=utf-8
+
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Thomas Capricelli <orzel@freehackers.org>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_LEVENBERGMARQUARDT__H
+#define EIGEN_LEVENBERGMARQUARDT__H
+
+namespace Eigen { 
+
+namespace LevenbergMarquardtSpace {
+    enum Status {
+        NotStarted = -2,
+        Running = -1,
+        ImproperInputParameters = 0,
+        RelativeReductionTooSmall = 1,
+        RelativeErrorTooSmall = 2,
+        RelativeErrorAndReductionTooSmall = 3,
+        CosinusTooSmall = 4,
+        TooManyFunctionEvaluation = 5,
+        FtolTooSmall = 6,
+        XtolTooSmall = 7,
+        GtolTooSmall = 8,
+        UserAsked = 9
+    };
+}
+
+
+
+/**
+  * \ingroup NonLinearOptimization_Module
+  * \brief Performs non linear optimization over a non-linear function,
+  * using a variant of the Levenberg Marquardt algorithm.
+  *
+  * Check wikipedia for more information.
+  * http://en.wikipedia.org/wiki/Levenberg%E2%80%93Marquardt_algorithm
+  */
+template<typename FunctorType, typename Scalar=double>
+class LevenbergMarquardt
+{
+public:
+    LevenbergMarquardt(FunctorType &_functor)
+        : functor(_functor) { nfev = njev = iter = 0;  fnorm = gnorm = 0.; useExternalScaling=false; }
+
+    typedef DenseIndex Index;
+
+    struct Parameters {
+        Parameters()
+            : factor(Scalar(100.))
+            , maxfev(400)
+            , ftol(std::sqrt(NumTraits<Scalar>::epsilon()))
+            , xtol(std::sqrt(NumTraits<Scalar>::epsilon()))
+            , gtol(Scalar(0.))
+            , epsfcn(Scalar(0.)) {}
+        Scalar factor;
+        Index maxfev;   // maximum number of function evaluation
+        Scalar ftol;
+        Scalar xtol;
+        Scalar gtol;
+        Scalar epsfcn;
+    };
+
+    typedef Matrix< Scalar, Dynamic, 1 > FVectorType;
+    typedef Matrix< Scalar, Dynamic, Dynamic > JacobianType;
+
+    LevenbergMarquardtSpace::Status lmder1(
+            FVectorType &x,
+            const Scalar tol = std::sqrt(NumTraits<Scalar>::epsilon())
+            );
+
+    LevenbergMarquardtSpace::Status minimize(FVectorType &x);
+    LevenbergMarquardtSpace::Status minimizeInit(FVectorType &x);
+    LevenbergMarquardtSpace::Status minimizeOneStep(FVectorType &x);
+
+    static LevenbergMarquardtSpace::Status lmdif1(
+            FunctorType &functor,
+            FVectorType &x,
+            Index *nfev,
+            const Scalar tol = std::sqrt(NumTraits<Scalar>::epsilon())
+            );
+
+    LevenbergMarquardtSpace::Status lmstr1(
+            FVectorType  &x,
+            const Scalar tol = std::sqrt(NumTraits<Scalar>::epsilon())
+            );
+
+    LevenbergMarquardtSpace::Status minimizeOptimumStorage(FVectorType  &x);
+    LevenbergMarquardtSpace::Status minimizeOptimumStorageInit(FVectorType  &x);
+    LevenbergMarquardtSpace::Status minimizeOptimumStorageOneStep(FVectorType  &x);
+
+    void resetParameters(void) { parameters = Parameters(); }
+
+    Parameters parameters;
+    FVectorType  fvec, qtf, diag;
+    JacobianType fjac;
+    PermutationMatrix<Dynamic,Dynamic> permutation;
+    Index nfev;
+    Index njev;
+    Index iter;
+    Scalar fnorm, gnorm;
+    bool useExternalScaling; 
+
+    Scalar lm_param(void) { return par; }
+private:
+    FunctorType &functor;
+    Index n;
+    Index m;
+    FVectorType wa1, wa2, wa3, wa4;
+
+    Scalar par, sum;
+    Scalar temp, temp1, temp2;
+    Scalar delta;
+    Scalar ratio;
+    Scalar pnorm, xnorm, fnorm1, actred, dirder, prered;
+
+    LevenbergMarquardt& operator=(const LevenbergMarquardt&);
+};
+
+template<typename FunctorType, typename Scalar>
+LevenbergMarquardtSpace::Status
+LevenbergMarquardt<FunctorType,Scalar>::lmder1(
+        FVectorType  &x,
+        const Scalar tol
+        )
+{
+    n = x.size();
+    m = functor.values();
+
+    /* check the input parameters for errors. */
+    if (n <= 0 || m < n || tol < 0.)
+        return LevenbergMarquardtSpace::ImproperInputParameters;
+
+    resetParameters();
+    parameters.ftol = tol;
+    parameters.xtol = tol;
+    parameters.maxfev = 100*(n+1);
+
+    return minimize(x);
+}
+
+
+template<typename FunctorType, typename Scalar>
+LevenbergMarquardtSpace::Status
+LevenbergMarquardt<FunctorType,Scalar>::minimize(FVectorType  &x)
+{
+    LevenbergMarquardtSpace::Status status = minimizeInit(x);
+    if (status==LevenbergMarquardtSpace::ImproperInputParameters)
+        return status;
+    do {
+        status = minimizeOneStep(x);
+    } while (status==LevenbergMarquardtSpace::Running);
+    return status;
+}
+
+template<typename FunctorType, typename Scalar>
+LevenbergMarquardtSpace::Status
+LevenbergMarquardt<FunctorType,Scalar>::minimizeInit(FVectorType  &x)
+{
+    n = x.size();
+    m = functor.values();
+
+    wa1.resize(n); wa2.resize(n); wa3.resize(n);
+    wa4.resize(m);
+    fvec.resize(m);
+    fjac.resize(m, n);
+    if (!useExternalScaling)
+        diag.resize(n);
+    eigen_assert( (!useExternalScaling || diag.size()==n) || "When useExternalScaling is set, the caller must provide a valid 'diag'");
+    qtf.resize(n);
+
+    /* Function Body */
+    nfev = 0;
+    njev = 0;
+
+    /*     check the input parameters for errors. */
+    if (n <= 0 || m < n || parameters.ftol < 0. || parameters.xtol < 0. || parameters.gtol < 0. || parameters.maxfev <= 0 || parameters.factor <= 0.)
+        return LevenbergMarquardtSpace::ImproperInputParameters;
+
+    if (useExternalScaling)
+        for (Index j = 0; j < n; ++j)
+            if (diag[j] <= 0.)
+                return LevenbergMarquardtSpace::ImproperInputParameters;
+
+    /*     evaluate the function at the starting point */
+    /*     and calculate its norm. */
+    nfev = 1;
+    if ( functor(x, fvec) < 0)
+        return LevenbergMarquardtSpace::UserAsked;
+    fnorm = fvec.stableNorm();
+
+    /*     initialize levenberg-marquardt parameter and iteration counter. */
+    par = 0.;
+    iter = 1;
+
+    return LevenbergMarquardtSpace::NotStarted;
+}
+
+template<typename FunctorType, typename Scalar>
+LevenbergMarquardtSpace::Status
+LevenbergMarquardt<FunctorType,Scalar>::minimizeOneStep(FVectorType  &x)
+{
+    using std::abs;
+    using std::sqrt;
+    
+    eigen_assert(x.size()==n); // check the caller is not cheating us
+
+    /* calculate the jacobian matrix. */
+    Index df_ret = functor.df(x, fjac);
+    if (df_ret<0)
+        return LevenbergMarquardtSpace::UserAsked;
+    if (df_ret>0)
+        // numerical diff, we evaluated the function df_ret times
+        nfev += df_ret;
+    else njev++;
+
+    /* compute the qr factorization of the jacobian. */
+    wa2 = fjac.colwise().blueNorm();
+    ColPivHouseholderQR<JacobianType> qrfac(fjac);
+    fjac = qrfac.matrixQR();
+    permutation = qrfac.colsPermutation();
+
+    /* on the first iteration and if external scaling is not used, scale according */
+    /* to the norms of the columns of the initial jacobian. */
+    if (iter == 1) {
+        if (!useExternalScaling)
+            for (Index j = 0; j < n; ++j)
+                diag[j] = (wa2[j]==0.)? 1. : wa2[j];
+
+        /* on the first iteration, calculate the norm of the scaled x */
+        /* and initialize the step bound delta. */
+        xnorm = diag.cwiseProduct(x).stableNorm();
+        delta = parameters.factor * xnorm;
+        if (delta == 0.)
+            delta = parameters.factor;
+    }
+
+    /* form (q transpose)*fvec and store the first n components in */
+    /* qtf. */
+    wa4 = fvec;
+    wa4.applyOnTheLeft(qrfac.householderQ().adjoint());
+    qtf = wa4.head(n);
+
+    /* compute the norm of the scaled gradient. */
+    gnorm = 0.;
+    if (fnorm != 0.)
+        for (Index j = 0; j < n; ++j)
+            if (wa2[permutation.indices()[j]] != 0.)
+                gnorm = (std::max)(gnorm, abs( fjac.col(j).head(j+1).dot(qtf.head(j+1)/fnorm) / wa2[permutation.indices()[j]]));
+
+    /* test for convergence of the gradient norm. */
+    if (gnorm <= parameters.gtol)
+        return LevenbergMarquardtSpace::CosinusTooSmall;
+
+    /* rescale if necessary. */
+    if (!useExternalScaling)
+        diag = diag.cwiseMax(wa2);
+
+    do {
+
+        /* determine the levenberg-marquardt parameter. */
+        internal::lmpar2<Scalar>(qrfac, diag, qtf, delta, par, wa1);
+
+        /* store the direction p and x + p. calculate the norm of p. */
+        wa1 = -wa1;
+        wa2 = x + wa1;
+        pnorm = diag.cwiseProduct(wa1).stableNorm();
+
+        /* on the first iteration, adjust the initial step bound. */
+        if (iter == 1)
+            delta = (std::min)(delta,pnorm);
+
+        /* evaluate the function at x + p and calculate its norm. */
+        if ( functor(wa2, wa4) < 0)
+            return LevenbergMarquardtSpace::UserAsked;
+        ++nfev;
+        fnorm1 = wa4.stableNorm();
+
+        /* compute the scaled actual reduction. */
+        actred = -1.;
+        if (Scalar(.1) * fnorm1 < fnorm)
+            actred = 1. - numext::abs2(fnorm1 / fnorm);
+
+        /* compute the scaled predicted reduction and */
+        /* the scaled directional derivative. */
+        wa3 = fjac.template triangularView<Upper>() * (qrfac.colsPermutation().inverse() *wa1);
+        temp1 = numext::abs2(wa3.stableNorm() / fnorm);
+        temp2 = numext::abs2(sqrt(par) * pnorm / fnorm);
+        prered = temp1 + temp2 / Scalar(.5);
+        dirder = -(temp1 + temp2);
+
+        /* compute the ratio of the actual to the predicted */
+        /* reduction. */
+        ratio = 0.;
+        if (prered != 0.)
+            ratio = actred / prered;
+
+        /* update the step bound. */
+        if (ratio <= Scalar(.25)) {
+            if (actred >= 0.)
+                temp = Scalar(.5);
+            if (actred < 0.)
+                temp = Scalar(.5) * dirder / (dirder + Scalar(.5) * actred);
+            if (Scalar(.1) * fnorm1 >= fnorm || temp < Scalar(.1))
+                temp = Scalar(.1);
+            /* Computing MIN */
+            delta = temp * (std::min)(delta, pnorm / Scalar(.1));
+            par /= temp;
+        } else if (!(par != 0. && ratio < Scalar(.75))) {
+            delta = pnorm / Scalar(.5);
+            par = Scalar(.5) * par;
+        }
+
+        /* test for successful iteration. */
+        if (ratio >= Scalar(1e-4)) {
+            /* successful iteration. update x, fvec, and their norms. */
+            x = wa2;
+            wa2 = diag.cwiseProduct(x);
+            fvec = wa4;
+            xnorm = wa2.stableNorm();
+            fnorm = fnorm1;
+            ++iter;
+        }
+
+        /* tests for convergence. */
+        if (abs(actred) <= parameters.ftol && prered <= parameters.ftol && Scalar(.5) * ratio <= 1. && delta <= parameters.xtol * xnorm)
+            return LevenbergMarquardtSpace::RelativeErrorAndReductionTooSmall;
+        if (abs(actred) <= parameters.ftol && prered <= parameters.ftol && Scalar(.5) * ratio <= 1.)
+            return LevenbergMarquardtSpace::RelativeReductionTooSmall;
+        if (delta <= parameters.xtol * xnorm)
+            return LevenbergMarquardtSpace::RelativeErrorTooSmall;
+
+        /* tests for termination and stringent tolerances. */
+        if (nfev >= parameters.maxfev)
+            return LevenbergMarquardtSpace::TooManyFunctionEvaluation;
+        if (abs(actred) <= NumTraits<Scalar>::epsilon() && prered <= NumTraits<Scalar>::epsilon() && Scalar(.5) * ratio <= 1.)
+            return LevenbergMarquardtSpace::FtolTooSmall;
+        if (delta <= NumTraits<Scalar>::epsilon() * xnorm)
+            return LevenbergMarquardtSpace::XtolTooSmall;
+        if (gnorm <= NumTraits<Scalar>::epsilon())
+            return LevenbergMarquardtSpace::GtolTooSmall;
+
+    } while (ratio < Scalar(1e-4));
+
+    return LevenbergMarquardtSpace::Running;
+}
+
+template<typename FunctorType, typename Scalar>
+LevenbergMarquardtSpace::Status
+LevenbergMarquardt<FunctorType,Scalar>::lmstr1(
+        FVectorType  &x,
+        const Scalar tol
+        )
+{
+    n = x.size();
+    m = functor.values();
+
+    /* check the input parameters for errors. */
+    if (n <= 0 || m < n || tol < 0.)
+        return LevenbergMarquardtSpace::ImproperInputParameters;
+
+    resetParameters();
+    parameters.ftol = tol;
+    parameters.xtol = tol;
+    parameters.maxfev = 100*(n+1);
+
+    return minimizeOptimumStorage(x);
+}
+
+template<typename FunctorType, typename Scalar>
+LevenbergMarquardtSpace::Status
+LevenbergMarquardt<FunctorType,Scalar>::minimizeOptimumStorageInit(FVectorType  &x)
+{
+    n = x.size();
+    m = functor.values();
+
+    wa1.resize(n); wa2.resize(n); wa3.resize(n);
+    wa4.resize(m);
+    fvec.resize(m);
+    // Only R is stored in fjac. Q is only used to compute 'qtf', which is
+    // Q.transpose()*rhs. qtf will be updated using givens rotation,
+    // instead of storing them in Q.
+    // The purpose it to only use a nxn matrix, instead of mxn here, so
+    // that we can handle cases where m>>n :
+    fjac.resize(n, n);
+    if (!useExternalScaling)
+        diag.resize(n);
+    eigen_assert( (!useExternalScaling || diag.size()==n) || "When useExternalScaling is set, the caller must provide a valid 'diag'");
+    qtf.resize(n);
+
+    /* Function Body */
+    nfev = 0;
+    njev = 0;
+
+    /*     check the input parameters for errors. */
+    if (n <= 0 || m < n || parameters.ftol < 0. || parameters.xtol < 0. || parameters.gtol < 0. || parameters.maxfev <= 0 || parameters.factor <= 0.)
+        return LevenbergMarquardtSpace::ImproperInputParameters;
+
+    if (useExternalScaling)
+        for (Index j = 0; j < n; ++j)
+            if (diag[j] <= 0.)
+                return LevenbergMarquardtSpace::ImproperInputParameters;
+
+    /*     evaluate the function at the starting point */
+    /*     and calculate its norm. */
+    nfev = 1;
+    if ( functor(x, fvec) < 0)
+        return LevenbergMarquardtSpace::UserAsked;
+    fnorm = fvec.stableNorm();
+
+    /*     initialize levenberg-marquardt parameter and iteration counter. */
+    par = 0.;
+    iter = 1;
+
+    return LevenbergMarquardtSpace::NotStarted;
+}
+
+
+template<typename FunctorType, typename Scalar>
+LevenbergMarquardtSpace::Status
+LevenbergMarquardt<FunctorType,Scalar>::minimizeOptimumStorageOneStep(FVectorType  &x)
+{
+    using std::abs;
+    using std::sqrt;
+    
+    eigen_assert(x.size()==n); // check the caller is not cheating us
+
+    Index i, j;
+    bool sing;
+
+    /* compute the qr factorization of the jacobian matrix */
+    /* calculated one row at a time, while simultaneously */
+    /* forming (q transpose)*fvec and storing the first */
+    /* n components in qtf. */
+    qtf.fill(0.);
+    fjac.fill(0.);
+    Index rownb = 2;
+    for (i = 0; i < m; ++i) {
+        if (functor.df(x, wa3, rownb) < 0) return LevenbergMarquardtSpace::UserAsked;
+        internal::rwupdt<Scalar>(fjac, wa3, qtf, fvec[i]);
+        ++rownb;
+    }
+    ++njev;
+
+    /* if the jacobian is rank deficient, call qrfac to */
+    /* reorder its columns and update the components of qtf. */
+    sing = false;
+    for (j = 0; j < n; ++j) {
+        if (fjac(j,j) == 0.)
+            sing = true;
+        wa2[j] = fjac.col(j).head(j).stableNorm();
+    }
+    permutation.setIdentity(n);
+    if (sing) {
+        wa2 = fjac.colwise().blueNorm();
+        // TODO We have no unit test covering this code path, do not modify
+        // until it is carefully tested
+        ColPivHouseholderQR<JacobianType> qrfac(fjac);
+        fjac = qrfac.matrixQR();
+        wa1 = fjac.diagonal();
+        fjac.diagonal() = qrfac.hCoeffs();
+        permutation = qrfac.colsPermutation();
+        // TODO : avoid this:
+        for(Index ii=0; ii< fjac.cols(); ii++) fjac.col(ii).segment(ii+1, fjac.rows()-ii-1) *= fjac(ii,ii); // rescale vectors
+
+        for (j = 0; j < n; ++j) {
+            if (fjac(j,j) != 0.) {
+                sum = 0.;
+                for (i = j; i < n; ++i)
+                    sum += fjac(i,j) * qtf[i];
+                temp = -sum / fjac(j,j);
+                for (i = j; i < n; ++i)
+                    qtf[i] += fjac(i,j) * temp;
+            }
+            fjac(j,j) = wa1[j];
+        }
+    }
+
+    /* on the first iteration and if external scaling is not used, scale according */
+    /* to the norms of the columns of the initial jacobian. */
+    if (iter == 1) {
+        if (!useExternalScaling)
+            for (j = 0; j < n; ++j)
+                diag[j] = (wa2[j]==0.)? 1. : wa2[j];
+
+        /* on the first iteration, calculate the norm of the scaled x */
+        /* and initialize the step bound delta. */
+        xnorm = diag.cwiseProduct(x).stableNorm();
+        delta = parameters.factor * xnorm;
+        if (delta == 0.)
+            delta = parameters.factor;
+    }
+
+    /* compute the norm of the scaled gradient. */
+    gnorm = 0.;
+    if (fnorm != 0.)
+        for (j = 0; j < n; ++j)
+            if (wa2[permutation.indices()[j]] != 0.)
+                gnorm = (std::max)(gnorm, abs( fjac.col(j).head(j+1).dot(qtf.head(j+1)/fnorm) / wa2[permutation.indices()[j]]));
+
+    /* test for convergence of the gradient norm. */
+    if (gnorm <= parameters.gtol)
+        return LevenbergMarquardtSpace::CosinusTooSmall;
+
+    /* rescale if necessary. */
+    if (!useExternalScaling)
+        diag = diag.cwiseMax(wa2);
+
+    do {
+
+        /* determine the levenberg-marquardt parameter. */
+        internal::lmpar<Scalar>(fjac, permutation.indices(), diag, qtf, delta, par, wa1);
+
+        /* store the direction p and x + p. calculate the norm of p. */
+        wa1 = -wa1;
+        wa2 = x + wa1;
+        pnorm = diag.cwiseProduct(wa1).stableNorm();
+
+        /* on the first iteration, adjust the initial step bound. */
+        if (iter == 1)
+            delta = (std::min)(delta,pnorm);
+
+        /* evaluate the function at x + p and calculate its norm. */
+        if ( functor(wa2, wa4) < 0)
+            return LevenbergMarquardtSpace::UserAsked;
+        ++nfev;
+        fnorm1 = wa4.stableNorm();
+
+        /* compute the scaled actual reduction. */
+        actred = -1.;
+        if (Scalar(.1) * fnorm1 < fnorm)
+            actred = 1. - numext::abs2(fnorm1 / fnorm);
+
+        /* compute the scaled predicted reduction and */
+        /* the scaled directional derivative. */
+        wa3 = fjac.topLeftCorner(n,n).template triangularView<Upper>() * (permutation.inverse() * wa1);
+        temp1 = numext::abs2(wa3.stableNorm() / fnorm);
+        temp2 = numext::abs2(sqrt(par) * pnorm / fnorm);
+        prered = temp1 + temp2 / Scalar(.5);
+        dirder = -(temp1 + temp2);
+
+        /* compute the ratio of the actual to the predicted */
+        /* reduction. */
+        ratio = 0.;
+        if (prered != 0.)
+            ratio = actred / prered;
+
+        /* update the step bound. */
+        if (ratio <= Scalar(.25)) {
+            if (actred >= 0.)
+                temp = Scalar(.5);
+            if (actred < 0.)
+                temp = Scalar(.5) * dirder / (dirder + Scalar(.5) * actred);
+            if (Scalar(.1) * fnorm1 >= fnorm || temp < Scalar(.1))
+                temp = Scalar(.1);
+            /* Computing MIN */
+            delta = temp * (std::min)(delta, pnorm / Scalar(.1));
+            par /= temp;
+        } else if (!(par != 0. && ratio < Scalar(.75))) {
+            delta = pnorm / Scalar(.5);
+            par = Scalar(.5) * par;
+        }
+
+        /* test for successful iteration. */
+        if (ratio >= Scalar(1e-4)) {
+            /* successful iteration. update x, fvec, and their norms. */
+            x = wa2;
+            wa2 = diag.cwiseProduct(x);
+            fvec = wa4;
+            xnorm = wa2.stableNorm();
+            fnorm = fnorm1;
+            ++iter;
+        }
+
+        /* tests for convergence. */
+        if (abs(actred) <= parameters.ftol && prered <= parameters.ftol && Scalar(.5) * ratio <= 1. && delta <= parameters.xtol * xnorm)
+            return LevenbergMarquardtSpace::RelativeErrorAndReductionTooSmall;
+        if (abs(actred) <= parameters.ftol && prered <= parameters.ftol && Scalar(.5) * ratio <= 1.)
+            return LevenbergMarquardtSpace::RelativeReductionTooSmall;
+        if (delta <= parameters.xtol * xnorm)
+            return LevenbergMarquardtSpace::RelativeErrorTooSmall;
+
+        /* tests for termination and stringent tolerances. */
+        if (nfev >= parameters.maxfev)
+            return LevenbergMarquardtSpace::TooManyFunctionEvaluation;
+        if (abs(actred) <= NumTraits<Scalar>::epsilon() && prered <= NumTraits<Scalar>::epsilon() && Scalar(.5) * ratio <= 1.)
+            return LevenbergMarquardtSpace::FtolTooSmall;
+        if (delta <= NumTraits<Scalar>::epsilon() * xnorm)
+            return LevenbergMarquardtSpace::XtolTooSmall;
+        if (gnorm <= NumTraits<Scalar>::epsilon())
+            return LevenbergMarquardtSpace::GtolTooSmall;
+
+    } while (ratio < Scalar(1e-4));
+
+    return LevenbergMarquardtSpace::Running;
+}
+
+template<typename FunctorType, typename Scalar>
+LevenbergMarquardtSpace::Status
+LevenbergMarquardt<FunctorType,Scalar>::minimizeOptimumStorage(FVectorType  &x)
+{
+    LevenbergMarquardtSpace::Status status = minimizeOptimumStorageInit(x);
+    if (status==LevenbergMarquardtSpace::ImproperInputParameters)
+        return status;
+    do {
+        status = minimizeOptimumStorageOneStep(x);
+    } while (status==LevenbergMarquardtSpace::Running);
+    return status;
+}
+
+template<typename FunctorType, typename Scalar>
+LevenbergMarquardtSpace::Status
+LevenbergMarquardt<FunctorType,Scalar>::lmdif1(
+        FunctorType &functor,
+        FVectorType  &x,
+        Index *nfev,
+        const Scalar tol
+        )
+{
+    Index n = x.size();
+    Index m = functor.values();
+
+    /* check the input parameters for errors. */
+    if (n <= 0 || m < n || tol < 0.)
+        return LevenbergMarquardtSpace::ImproperInputParameters;
+
+    NumericalDiff<FunctorType> numDiff(functor);
+    // embedded LevenbergMarquardt
+    LevenbergMarquardt<NumericalDiff<FunctorType>, Scalar > lm(numDiff);
+    lm.parameters.ftol = tol;
+    lm.parameters.xtol = tol;
+    lm.parameters.maxfev = 200*(n+1);
+
+    LevenbergMarquardtSpace::Status info = LevenbergMarquardtSpace::Status(lm.minimize(x));
+    if (nfev)
+        * nfev = lm.nfev;
+    return info;
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_LEVENBERGMARQUARDT__H
+
+//vim: ai ts=4 sts=4 et sw=4

extern/Eigen3/unsupported/Eigen/src/NonLinearOptimization/chkder.h

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

extern/Eigen3/unsupported/Eigen/src/NonLinearOptimization/covar.h

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

extern/Eigen3/unsupported/Eigen/src/NonLinearOptimization/dogleg.h

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

extern/Eigen3/unsupported/Eigen/src/NonLinearOptimization/fdjac1.h

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

extern/Eigen3/unsupported/Eigen/src/NonLinearOptimization/lmpar.h

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

extern/Eigen3/unsupported/Eigen/src/NonLinearOptimization/qrsolv.h

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

extern/Eigen3/unsupported/Eigen/src/NonLinearOptimization/r1mpyq.h

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

extern/Eigen3/unsupported/Eigen/src/NonLinearOptimization/r1updt.h

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

extern/Eigen3/unsupported/Eigen/src/NonLinearOptimization/rwupdt.h

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

extern/Eigen3/unsupported/Eigen/src/NumericalDiff/CMakeLists.txt

@@ -0,0 +1,6 @@
+FILE(GLOB Eigen_NumericalDiff_SRCS "*.h")
+
+INSTALL(FILES
+  ${Eigen_NumericalDiff_SRCS}
+  DESTINATION ${INCLUDE_INSTALL_DIR}/unsupported/Eigen/src/NumericalDiff COMPONENT Devel
+  )

extern/Eigen3/unsupported/Eigen/src/NumericalDiff/NumericalDiff.h

@@ -0,0 +1,130 @@
+// -*- coding: utf-8
+// vim: set fileencoding=utf-8
+
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Thomas Capricelli <orzel@freehackers.org>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_NUMERICAL_DIFF_H
+#define EIGEN_NUMERICAL_DIFF_H
+
+namespace Eigen { 
+
+enum NumericalDiffMode {
+    Forward,
+    Central
+};
+
+
+/**
+  * This class allows you to add a method df() to your functor, which will 
+  * use numerical differentiation to compute an approximate of the
+  * derivative for the functor. Of course, if you have an analytical form
+  * for the derivative, you should rather implement df() by yourself.
+  *
+  * More information on
+  * http://en.wikipedia.org/wiki/Numerical_differentiation
+  *
+  * Currently only "Forward" and "Central" scheme are implemented.
+  */
+template<typename _Functor, NumericalDiffMode mode=Forward>
+class NumericalDiff : public _Functor
+{
+public:
+    typedef _Functor Functor;
+    typedef typename Functor::Scalar Scalar;
+    typedef typename Functor::InputType InputType;
+    typedef typename Functor::ValueType ValueType;
+    typedef typename Functor::JacobianType JacobianType;
+
+    NumericalDiff(Scalar _epsfcn=0.) : Functor(), epsfcn(_epsfcn) {}
+    NumericalDiff(const Functor& f, Scalar _epsfcn=0.) : Functor(f), epsfcn(_epsfcn) {}
+
+    // forward constructors
+    template<typename T0>
+        NumericalDiff(const T0& a0) : Functor(a0), epsfcn(0) {}
+    template<typename T0, typename T1>
+        NumericalDiff(const T0& a0, const T1& a1) : Functor(a0, a1), epsfcn(0) {}
+    template<typename T0, typename T1, typename T2>
+        NumericalDiff(const T0& a0, const T1& a1, const T2& a2) : Functor(a0, a1, a2), epsfcn(0) {}
+
+    enum {
+        InputsAtCompileTime = Functor::InputsAtCompileTime,
+        ValuesAtCompileTime = Functor::ValuesAtCompileTime
+    };
+
+    /**
+      * return the number of evaluation of functor
+     */
+    int df(const InputType& _x, JacobianType &jac) const
+    {
+        using std::sqrt;
+        using std::abs;
+        /* Local variables */
+        Scalar h;
+        int nfev=0;
+        const typename InputType::Index n = _x.size();
+        const Scalar eps = sqrt(((std::max)(epsfcn,NumTraits<Scalar>::epsilon() )));
+        ValueType val1, val2;
+        InputType x = _x;
+        // TODO : we should do this only if the size is not already known
+        val1.resize(Functor::values());
+        val2.resize(Functor::values());
+
+        // initialization
+        switch(mode) {
+            case Forward:
+                // compute f(x)
+                Functor::operator()(x, val1); nfev++;
+                break;
+            case Central:
+                // do nothing
+                break;
+            default:
+                eigen_assert(false);
+        };
+
+        // Function Body
+        for (int j = 0; j < n; ++j) {
+            h = eps * abs(x[j]);
+            if (h == 0.) {
+                h = eps;
+            }
+            switch(mode) {
+                case Forward:
+                    x[j] += h;
+                    Functor::operator()(x, val2);
+                    nfev++;
+                    x[j] = _x[j];
+                    jac.col(j) = (val2-val1)/h;
+                    break;
+                case Central:
+                    x[j] += h;
+                    Functor::operator()(x, val2); nfev++;
+                    x[j] -= 2*h;
+                    Functor::operator()(x, val1); nfev++;
+                    x[j] = _x[j];
+                    jac.col(j) = (val2-val1)/(2*h);
+                    break;
+                default:
+                    eigen_assert(false);
+            };
+        }
+        return nfev;
+    }
+private:
+    Scalar epsfcn;
+
+    NumericalDiff& operator=(const NumericalDiff&);
+};
+
+} // end namespace Eigen
+
+//vim: ai ts=4 sts=4 et sw=4
+#endif // EIGEN_NUMERICAL_DIFF_H
+

extern/Eigen3/unsupported/Eigen/src/Polynomials/CMakeLists.txt

@@ -0,0 +1,6 @@
+FILE(GLOB Eigen_Polynomials_SRCS "*.h")
+
+INSTALL(FILES
+  ${Eigen_Polynomials_SRCS}
+  DESTINATION ${INCLUDE_INSTALL_DIR}/unsupported/Eigen/src/Polynomials COMPONENT Devel
+  )

extern/Eigen3/unsupported/Eigen/src/Polynomials/Companion.h

@@ -0,0 +1,276 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2010 Manuel Yguel <manuel.yguel@gmail.com>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_COMPANION_H
+#define EIGEN_COMPANION_H
+
+// This file requires the user to include
+// * Eigen/Core
+// * Eigen/src/PolynomialSolver.h
+
+namespace Eigen { 
+
+namespace internal {
+
+#ifndef EIGEN_PARSED_BY_DOXYGEN
+
+template <typename T>
+T radix(){ return 2; }
+
+template <typename T>
+T radix2(){ return radix<T>()*radix<T>(); }
+
+template<int Size>
+struct decrement_if_fixed_size
+{
+  enum {
+    ret = (Size == Dynamic) ? Dynamic : Size-1 };
+};
+
+#endif
+
+template< typename _Scalar, int _Deg >
+class companion
+{
+  public:
+    EIGEN_MAKE_ALIGNED_OPERATOR_NEW_IF_VECTORIZABLE_FIXED_SIZE(_Scalar,_Deg==Dynamic ? Dynamic : _Deg)
+
+    enum {
+      Deg = _Deg,
+      Deg_1=decrement_if_fixed_size<Deg>::ret
+    };
+
+    typedef _Scalar                                Scalar;
+    typedef typename NumTraits<Scalar>::Real       RealScalar;
+    typedef Matrix<Scalar, Deg, 1>                 RightColumn;
+    //typedef DiagonalMatrix< Scalar, Deg_1, Deg_1 > BottomLeftDiagonal;
+    typedef Matrix<Scalar, Deg_1, 1>               BottomLeftDiagonal;
+
+    typedef Matrix<Scalar, Deg, Deg>               DenseCompanionMatrixType;
+    typedef Matrix< Scalar, _Deg, Deg_1 >          LeftBlock;
+    typedef Matrix< Scalar, Deg_1, Deg_1 >         BottomLeftBlock;
+    typedef Matrix< Scalar, 1, Deg_1 >             LeftBlockFirstRow;
+
+    typedef DenseIndex Index;
+
+  public:
+    EIGEN_STRONG_INLINE const _Scalar operator()(Index row, Index col ) const
+    {
+      if( m_bl_diag.rows() > col )
+      {
+        if( 0 < row ){ return m_bl_diag[col]; }
+        else{ return 0; }
+      }
+      else{ return m_monic[row]; }
+    }
+
+  public:
+    template<typename VectorType>
+    void setPolynomial( const VectorType& poly )
+    {
+      const Index deg = poly.size()-1;
+      m_monic = -1/poly[deg] * poly.head(deg);
+      //m_bl_diag.setIdentity( deg-1 );
+      m_bl_diag.setOnes(deg-1);
+    }
+
+    template<typename VectorType>
+    companion( const VectorType& poly ){
+      setPolynomial( poly ); }
+
+  public:
+    DenseCompanionMatrixType denseMatrix() const
+    {
+      const Index deg   = m_monic.size();
+      const Index deg_1 = deg-1;
+      DenseCompanionMatrixType companion(deg,deg);
+      companion <<
+        ( LeftBlock(deg,deg_1)
+          << LeftBlockFirstRow::Zero(1,deg_1),
+          BottomLeftBlock::Identity(deg-1,deg-1)*m_bl_diag.asDiagonal() ).finished()
+        , m_monic;
+      return companion;
+    }
+
+
+
+  protected:
+    /** Helper function for the balancing algorithm.
+     * \returns true if the row and the column, having colNorm and rowNorm
+     * as norms, are balanced, false otherwise.
+     * colB and rowB are repectively the multipliers for
+     * the column and the row in order to balance them.
+     * */
+    bool balanced( Scalar colNorm, Scalar rowNorm,
+        bool& isBalanced, Scalar& colB, Scalar& rowB );
+
+    /** Helper function for the balancing algorithm.
+     * \returns true if the row and the column, having colNorm and rowNorm
+     * as norms, are balanced, false otherwise.
+     * colB and rowB are repectively the multipliers for
+     * the column and the row in order to balance them.
+     * */
+    bool balancedR( Scalar colNorm, Scalar rowNorm,
+        bool& isBalanced, Scalar& colB, Scalar& rowB );
+
+  public:
+    /**
+     * Balancing algorithm from B. N. PARLETT and C. REINSCH (1969)
+     * "Balancing a matrix for calculation of eigenvalues and eigenvectors"
+     * adapted to the case of companion matrices.
+     * A matrix with non zero row and non zero column is balanced
+     * for a certain norm if the i-th row and the i-th column
+     * have same norm for all i.
+     */
+    void balance();
+
+  protected:
+      RightColumn                m_monic;
+      BottomLeftDiagonal         m_bl_diag;
+};
+
+
+
+template< typename _Scalar, int _Deg >
+inline
+bool companion<_Scalar,_Deg>::balanced( Scalar colNorm, Scalar rowNorm,
+    bool& isBalanced, Scalar& colB, Scalar& rowB )
+{
+  if( Scalar(0) == colNorm || Scalar(0) == rowNorm ){ return true; }
+  else
+  {
+    //To find the balancing coefficients, if the radix is 2,
+    //one finds \f$ \sigma \f$ such that
+    // \f$ 2^{2\sigma-1} < rowNorm / colNorm \le 2^{2\sigma+1} \f$
+    // then the balancing coefficient for the row is \f$ 1/2^{\sigma} \f$
+    // and the balancing coefficient for the column is \f$ 2^{\sigma} \f$
+    rowB = rowNorm / radix<Scalar>();
+    colB = Scalar(1);
+    const Scalar s = colNorm + rowNorm;
+
+    while (colNorm < rowB)
+    {
+      colB *= radix<Scalar>();
+      colNorm *= radix2<Scalar>();
+    }
+
+    rowB = rowNorm * radix<Scalar>();
+
+    while (colNorm >= rowB)
+    {
+      colB /= radix<Scalar>();
+      colNorm /= radix2<Scalar>();
+    }
+
+    //This line is used to avoid insubstantial balancing
+    if ((rowNorm + colNorm) < Scalar(0.95) * s * colB)
+    {
+      isBalanced = false;
+      rowB = Scalar(1) / colB;
+      return false;
+    }
+    else{
+      return true; }
+  }
+}
+
+template< typename _Scalar, int _Deg >
+inline
+bool companion<_Scalar,_Deg>::balancedR( Scalar colNorm, Scalar rowNorm,
+    bool& isBalanced, Scalar& colB, Scalar& rowB )
+{
+  if( Scalar(0) == colNorm || Scalar(0) == rowNorm ){ return true; }
+  else
+  {
+    /**
+     * Set the norm of the column and the row to the geometric mean
+     * of the row and column norm
+     */
+    const _Scalar q = colNorm/rowNorm;
+    if( !isApprox( q, _Scalar(1) ) )
+    {
+      rowB = sqrt( colNorm/rowNorm );
+      colB = Scalar(1)/rowB;
+
+      isBalanced = false;
+      return false;
+    }
+    else{
+      return true; }
+  }
+}
+
+
+template< typename _Scalar, int _Deg >
+void companion<_Scalar,_Deg>::balance()
+{
+  using std::abs;
+  EIGEN_STATIC_ASSERT( Deg == Dynamic || 1 < Deg, YOU_MADE_A_PROGRAMMING_MISTAKE );
+  const Index deg   = m_monic.size();
+  const Index deg_1 = deg-1;
+
+  bool hasConverged=false;
+  while( !hasConverged )
+  {
+    hasConverged = true;
+    Scalar colNorm,rowNorm;
+    Scalar colB,rowB;
+
+    //First row, first column excluding the diagonal
+    //==============================================
+    colNorm = abs(m_bl_diag[0]);
+    rowNorm = abs(m_monic[0]);
+
+    //Compute balancing of the row and the column
+    if( !balanced( colNorm, rowNorm, hasConverged, colB, rowB ) )
+    {
+      m_bl_diag[0] *= colB;
+      m_monic[0] *= rowB;
+    }
+
+    //Middle rows and columns excluding the diagonal
+    //==============================================
+    for( Index i=1; i<deg_1; ++i )
+    {
+      // column norm, excluding the diagonal
+      colNorm = abs(m_bl_diag[i]);
+
+      // row norm, excluding the diagonal
+      rowNorm = abs(m_bl_diag[i-1]) + abs(m_monic[i]);
+
+      //Compute balancing of the row and the column
+      if( !balanced( colNorm, rowNorm, hasConverged, colB, rowB ) )
+      {
+        m_bl_diag[i]   *= colB;
+        m_bl_diag[i-1] *= rowB;
+        m_monic[i]     *= rowB;
+      }
+    }
+
+    //Last row, last column excluding the diagonal
+    //============================================
+    const Index ebl = m_bl_diag.size()-1;
+    VectorBlock<RightColumn,Deg_1> headMonic( m_monic, 0, deg_1 );
+    colNorm = headMonic.array().abs().sum();
+    rowNorm = abs( m_bl_diag[ebl] );
+
+    //Compute balancing of the row and the column
+    if( !balanced( colNorm, rowNorm, hasConverged, colB, rowB ) )
+    {
+      headMonic      *= colB;
+      m_bl_diag[ebl] *= rowB;
+    }
+  }
+}
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_COMPANION_H

extern/Eigen3/unsupported/Eigen/src/Polynomials/PolynomialSolver.h

@@ -0,0 +1,389 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2010 Manuel Yguel <manuel.yguel@gmail.com>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_POLYNOMIAL_SOLVER_H
+#define EIGEN_POLYNOMIAL_SOLVER_H
+
+namespace Eigen { 
+
+/** \ingroup Polynomials_Module
+ *  \class PolynomialSolverBase.
+ *
+ * \brief Defined to be inherited by polynomial solvers: it provides
+ * convenient methods such as
+ *  - real roots,
+ *  - greatest, smallest complex roots,
+ *  - real roots with greatest, smallest absolute real value,
+ *  - greatest, smallest real roots.
+ *
+ * It stores the set of roots as a vector of complexes.
+ *
+ */
+template< typename _Scalar, int _Deg >
+class PolynomialSolverBase
+{
+  public:
+    EIGEN_MAKE_ALIGNED_OPERATOR_NEW_IF_VECTORIZABLE_FIXED_SIZE(_Scalar,_Deg==Dynamic ? Dynamic : _Deg)
+
+    typedef _Scalar                             Scalar;
+    typedef typename NumTraits<Scalar>::Real    RealScalar;
+    typedef std::complex<RealScalar>            RootType;
+    typedef Matrix<RootType,_Deg,1>             RootsType;
+
+    typedef DenseIndex Index;
+
+  protected:
+    template< typename OtherPolynomial >
+    inline void setPolynomial( const OtherPolynomial& poly ){
+      m_roots.resize(poly.size()); }
+
+  public:
+    template< typename OtherPolynomial >
+    inline PolynomialSolverBase( const OtherPolynomial& poly ){
+      setPolynomial( poly() ); }
+
+    inline PolynomialSolverBase(){}
+
+  public:
+    /** \returns the complex roots of the polynomial */
+    inline const RootsType& roots() const { return m_roots; }
+
+  public:
+    /** Clear and fills the back insertion sequence with the real roots of the polynomial
+     * i.e. the real part of the complex roots that have an imaginary part which
+     * absolute value is smaller than absImaginaryThreshold.
+     * absImaginaryThreshold takes the dummy_precision associated
+     * with the _Scalar template parameter of the PolynomialSolver class as the default value.
+     *
+     * \param[out] bi_seq : the back insertion sequence (stl concept)
+     * \param[in]  absImaginaryThreshold : the maximum bound of the imaginary part of a complex
+     *  number that is considered as real.
+     * */
+    template<typename Stl_back_insertion_sequence>
+    inline void realRoots( Stl_back_insertion_sequence& bi_seq,
+        const RealScalar& absImaginaryThreshold = NumTraits<Scalar>::dummy_precision() ) const
+    {
+      using std::abs;
+      bi_seq.clear();
+      for(Index i=0; i<m_roots.size(); ++i )
+      {
+        if( abs( m_roots[i].imag() ) < absImaginaryThreshold ){
+          bi_seq.push_back( m_roots[i].real() ); }
+      }
+    }
+
+  protected:
+    template<typename squaredNormBinaryPredicate>
+    inline const RootType& selectComplexRoot_withRespectToNorm( squaredNormBinaryPredicate& pred ) const
+    {
+      Index res=0;
+      RealScalar norm2 = numext::abs2( m_roots[0] );
+      for( Index i=1; i<m_roots.size(); ++i )
+      {
+        const RealScalar currNorm2 = numext::abs2( m_roots[i] );
+        if( pred( currNorm2, norm2 ) ){
+          res=i; norm2=currNorm2; }
+      }
+      return m_roots[res];
+    }
+
+  public:
+    /**
+     * \returns the complex root with greatest norm.
+     */
+    inline const RootType& greatestRoot() const
+    {
+      std::greater<Scalar> greater;
+      return selectComplexRoot_withRespectToNorm( greater );
+    }
+
+    /**
+     * \returns the complex root with smallest norm.
+     */
+    inline const RootType& smallestRoot() const
+    {
+      std::less<Scalar> less;
+      return selectComplexRoot_withRespectToNorm( less );
+    }
+
+  protected:
+    template<typename squaredRealPartBinaryPredicate>
+    inline const RealScalar& selectRealRoot_withRespectToAbsRealPart(
+        squaredRealPartBinaryPredicate& pred,
+        bool& hasArealRoot,
+        const RealScalar& absImaginaryThreshold = NumTraits<Scalar>::dummy_precision() ) const
+    {
+      using std::abs;
+      hasArealRoot = false;
+      Index res=0;
+      RealScalar abs2(0);
+
+      for( Index i=0; i<m_roots.size(); ++i )
+      {
+        if( abs( m_roots[i].imag() ) < absImaginaryThreshold )
+        {
+          if( !hasArealRoot )
+          {
+            hasArealRoot = true;
+            res = i;
+            abs2 = m_roots[i].real() * m_roots[i].real();
+          }
+          else
+          {
+            const RealScalar currAbs2 = m_roots[i].real() * m_roots[i].real();
+            if( pred( currAbs2, abs2 ) )
+            {
+              abs2 = currAbs2;
+              res = i;
+            }
+          }
+        }
+        else
+        {
+          if( abs( m_roots[i].imag() ) < abs( m_roots[res].imag() ) ){
+            res = i; }
+        }
+      }
+      return numext::real_ref(m_roots[res]);
+    }
+
+
+    template<typename RealPartBinaryPredicate>
+    inline const RealScalar& selectRealRoot_withRespectToRealPart(
+        RealPartBinaryPredicate& pred,
+        bool& hasArealRoot,
+        const RealScalar& absImaginaryThreshold = NumTraits<Scalar>::dummy_precision() ) const
+    {
+      using std::abs;
+      hasArealRoot = false;
+      Index res=0;
+      RealScalar val(0);
+
+      for( Index i=0; i<m_roots.size(); ++i )
+      {
+        if( abs( m_roots[i].imag() ) < absImaginaryThreshold )
+        {
+          if( !hasArealRoot )
+          {
+            hasArealRoot = true;
+            res = i;
+            val = m_roots[i].real();
+          }
+          else
+          {
+            const RealScalar curr = m_roots[i].real();
+            if( pred( curr, val ) )
+            {
+              val = curr;
+              res = i;
+            }
+          }
+        }
+        else
+        {
+          if( abs( m_roots[i].imag() ) < abs( m_roots[res].imag() ) ){
+            res = i; }
+        }
+      }
+      return numext::real_ref(m_roots[res]);
+    }
+
+  public:
+    /**
+     * \returns a real root with greatest absolute magnitude.
+     * A real root is defined as the real part of a complex root with absolute imaginary
+     * part smallest than absImaginaryThreshold.
+     * absImaginaryThreshold takes the dummy_precision associated
+     * with the _Scalar template parameter of the PolynomialSolver class as the default value.
+     * If no real root is found the boolean hasArealRoot is set to false and the real part of
+     * the root with smallest absolute imaginary part is returned instead.
+     *
+     * \param[out] hasArealRoot : boolean true if a real root is found according to the
+     *  absImaginaryThreshold criterion, false otherwise.
+     * \param[in] absImaginaryThreshold : threshold on the absolute imaginary part to decide
+     *  whether or not a root is real.
+     */
+    inline const RealScalar& absGreatestRealRoot(
+        bool& hasArealRoot,
+        const RealScalar& absImaginaryThreshold = NumTraits<Scalar>::dummy_precision() ) const
+    {
+      std::greater<Scalar> greater;
+      return selectRealRoot_withRespectToAbsRealPart( greater, hasArealRoot, absImaginaryThreshold );
+    }
+
+
+    /**
+     * \returns a real root with smallest absolute magnitude.
+     * A real root is defined as the real part of a complex root with absolute imaginary
+     * part smallest than absImaginaryThreshold.
+     * absImaginaryThreshold takes the dummy_precision associated
+     * with the _Scalar template parameter of the PolynomialSolver class as the default value.
+     * If no real root is found the boolean hasArealRoot is set to false and the real part of
+     * the root with smallest absolute imaginary part is returned instead.
+     *
+     * \param[out] hasArealRoot : boolean true if a real root is found according to the
+     *  absImaginaryThreshold criterion, false otherwise.
+     * \param[in] absImaginaryThreshold : threshold on the absolute imaginary part to decide
+     *  whether or not a root is real.
+     */
+    inline const RealScalar& absSmallestRealRoot(
+        bool& hasArealRoot,
+        const RealScalar& absImaginaryThreshold = NumTraits<Scalar>::dummy_precision() ) const
+    {
+      std::less<Scalar> less;
+      return selectRealRoot_withRespectToAbsRealPart( less, hasArealRoot, absImaginaryThreshold );
+    }
+
+
+    /**
+     * \returns the real root with greatest value.
+     * A real root is defined as the real part of a complex root with absolute imaginary
+     * part smallest than absImaginaryThreshold.
+     * absImaginaryThreshold takes the dummy_precision associated
+     * with the _Scalar template parameter of the PolynomialSolver class as the default value.
+     * If no real root is found the boolean hasArealRoot is set to false and the real part of
+     * the root with smallest absolute imaginary part is returned instead.
+     *
+     * \param[out] hasArealRoot : boolean true if a real root is found according to the
+     *  absImaginaryThreshold criterion, false otherwise.
+     * \param[in] absImaginaryThreshold : threshold on the absolute imaginary part to decide
+     *  whether or not a root is real.
+     */
+    inline const RealScalar& greatestRealRoot(
+        bool& hasArealRoot,
+        const RealScalar& absImaginaryThreshold = NumTraits<Scalar>::dummy_precision() ) const
+    {
+      std::greater<Scalar> greater;
+      return selectRealRoot_withRespectToRealPart( greater, hasArealRoot, absImaginaryThreshold );
+    }
+
+
+    /**
+     * \returns the real root with smallest value.
+     * A real root is defined as the real part of a complex root with absolute imaginary
+     * part smallest than absImaginaryThreshold.
+     * absImaginaryThreshold takes the dummy_precision associated
+     * with the _Scalar template parameter of the PolynomialSolver class as the default value.
+     * If no real root is found the boolean hasArealRoot is set to false and the real part of
+     * the root with smallest absolute imaginary part is returned instead.
+     *
+     * \param[out] hasArealRoot : boolean true if a real root is found according to the
+     *  absImaginaryThreshold criterion, false otherwise.
+     * \param[in] absImaginaryThreshold : threshold on the absolute imaginary part to decide
+     *  whether or not a root is real.
+     */
+    inline const RealScalar& smallestRealRoot(
+        bool& hasArealRoot,
+        const RealScalar& absImaginaryThreshold = NumTraits<Scalar>::dummy_precision() ) const
+    {
+      std::less<Scalar> less;
+      return selectRealRoot_withRespectToRealPart( less, hasArealRoot, absImaginaryThreshold );
+    }
+
+  protected:
+    RootsType               m_roots;
+};
+
+#define EIGEN_POLYNOMIAL_SOLVER_BASE_INHERITED_TYPES( BASE )  \
+  typedef typename BASE::Scalar                 Scalar;       \
+  typedef typename BASE::RealScalar             RealScalar;   \
+  typedef typename BASE::RootType               RootType;     \
+  typedef typename BASE::RootsType              RootsType;
+
+
+
+/** \ingroup Polynomials_Module
+  *
+  * \class PolynomialSolver
+  *
+  * \brief A polynomial solver
+  *
+  * Computes the complex roots of a real polynomial.
+  *
+  * \param _Scalar the scalar type, i.e., the type of the polynomial coefficients
+  * \param _Deg the degree of the polynomial, can be a compile time value or Dynamic.
+  *             Notice that the number of polynomial coefficients is _Deg+1.
+  *
+  * This class implements a polynomial solver and provides convenient methods such as
+  * - real roots,
+  * - greatest, smallest complex roots,
+  * - real roots with greatest, smallest absolute real value.
+  * - greatest, smallest real roots.
+  *
+  * WARNING: this polynomial solver is experimental, part of the unsuported Eigen modules.
+  *
+  *
+  * Currently a QR algorithm is used to compute the eigenvalues of the companion matrix of
+  * the polynomial to compute its roots.
+  * This supposes that the complex moduli of the roots are all distinct: e.g. there should
+  * be no multiple roots or conjugate roots for instance.
+  * With 32bit (float) floating types this problem shows up frequently.
+  * However, almost always, correct accuracy is reached even in these cases for 64bit
+  * (double) floating types and small polynomial degree (<20).
+  */
+template< typename _Scalar, int _Deg >
+class PolynomialSolver : public PolynomialSolverBase<_Scalar,_Deg>
+{
+  public:
+    EIGEN_MAKE_ALIGNED_OPERATOR_NEW_IF_VECTORIZABLE_FIXED_SIZE(_Scalar,_Deg==Dynamic ? Dynamic : _Deg)
+
+    typedef PolynomialSolverBase<_Scalar,_Deg>    PS_Base;
+    EIGEN_POLYNOMIAL_SOLVER_BASE_INHERITED_TYPES( PS_Base )
+
+    typedef Matrix<Scalar,_Deg,_Deg>                 CompanionMatrixType;
+    typedef EigenSolver<CompanionMatrixType>         EigenSolverType;
+
+  public:
+    /** Computes the complex roots of a new polynomial. */
+    template< typename OtherPolynomial >
+    void compute( const OtherPolynomial& poly )
+    {
+      eigen_assert( Scalar(0) != poly[poly.size()-1] );
+      internal::companion<Scalar,_Deg> companion( poly );
+      companion.balance();
+      m_eigenSolver.compute( companion.denseMatrix() );
+      m_roots = m_eigenSolver.eigenvalues();
+    }
+
+  public:
+    template< typename OtherPolynomial >
+    inline PolynomialSolver( const OtherPolynomial& poly ){
+      compute( poly ); }
+
+    inline PolynomialSolver(){}
+
+  protected:
+    using                   PS_Base::m_roots;
+    EigenSolverType         m_eigenSolver;
+};
+
+
+template< typename _Scalar >
+class PolynomialSolver<_Scalar,1> : public PolynomialSolverBase<_Scalar,1>
+{
+  public:
+    typedef PolynomialSolverBase<_Scalar,1>    PS_Base;
+    EIGEN_POLYNOMIAL_SOLVER_BASE_INHERITED_TYPES( PS_Base )
+
+  public:
+    /** Computes the complex roots of a new polynomial. */
+    template< typename OtherPolynomial >
+    void compute( const OtherPolynomial& poly )
+    {
+      eigen_assert( Scalar(0) != poly[poly.size()-1] );
+      m_roots[0] = -poly[0]/poly[poly.size()-1];
+    }
+
+  protected:
+    using                   PS_Base::m_roots;
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_POLYNOMIAL_SOLVER_H

extern/Eigen3/unsupported/Eigen/src/Polynomials/PolynomialUtils.h

@@ -0,0 +1,143 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2010 Manuel Yguel <manuel.yguel@gmail.com>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_POLYNOMIAL_UTILS_H
+#define EIGEN_POLYNOMIAL_UTILS_H
+
+namespace Eigen { 
+
+/** \ingroup Polynomials_Module
+ * \returns the evaluation of the polynomial at x using Horner algorithm.
+ *
+ * \param[in] poly : the vector of coefficients of the polynomial ordered
+ *  by degrees i.e. poly[i] is the coefficient of degree i of the polynomial
+ *  e.g. \f$ 1 + 3x^2 \f$ is stored as a vector \f$ [ 1, 0, 3 ] \f$.
+ * \param[in] x : the value to evaluate the polynomial at.
+ *
+ * <i><b>Note for stability:</b></i>
+ *  <dd> \f$ |x| \le 1 \f$ </dd>
+ */
+template <typename Polynomials, typename T>
+inline
+T poly_eval_horner( const Polynomials& poly, const T& x )
+{
+  T val=poly[poly.size()-1];
+  for(DenseIndex i=poly.size()-2; i>=0; --i ){
+    val = val*x + poly[i]; }
+  return val;
+}
+
+/** \ingroup Polynomials_Module
+ * \returns the evaluation of the polynomial at x using stabilized Horner algorithm.
+ *
+ * \param[in] poly : the vector of coefficients of the polynomial ordered
+ *  by degrees i.e. poly[i] is the coefficient of degree i of the polynomial
+ *  e.g. \f$ 1 + 3x^2 \f$ is stored as a vector \f$ [ 1, 0, 3 ] \f$.
+ * \param[in] x : the value to evaluate the polynomial at.
+ */
+template <typename Polynomials, typename T>
+inline
+T poly_eval( const Polynomials& poly, const T& x )
+{
+  typedef typename NumTraits<T>::Real Real;
+
+  if( numext::abs2( x ) <= Real(1) ){
+    return poly_eval_horner( poly, x ); }
+  else
+  {
+    T val=poly[0];
+    T inv_x = T(1)/x;
+    for( DenseIndex i=1; i<poly.size(); ++i ){
+      val = val*inv_x + poly[i]; }
+
+    return std::pow(x,(T)(poly.size()-1)) * val;
+  }
+}
+
+/** \ingroup Polynomials_Module
+ * \returns a maximum bound for the absolute value of any root of the polynomial.
+ *
+ * \param[in] poly : the vector of coefficients of the polynomial ordered
+ *  by degrees i.e. poly[i] is the coefficient of degree i of the polynomial
+ *  e.g. \f$ 1 + 3x^2 \f$ is stored as a vector \f$ [ 1, 0, 3 ] \f$.
+ *
+ *  <i><b>Precondition:</b></i>
+ *  <dd> the leading coefficient of the input polynomial poly must be non zero </dd>
+ */
+template <typename Polynomial>
+inline
+typename NumTraits<typename Polynomial::Scalar>::Real cauchy_max_bound( const Polynomial& poly )
+{
+  using std::abs;
+  typedef typename Polynomial::Scalar Scalar;
+  typedef typename NumTraits<Scalar>::Real Real;
+
+  eigen_assert( Scalar(0) != poly[poly.size()-1] );
+  const Scalar inv_leading_coeff = Scalar(1)/poly[poly.size()-1];
+  Real cb(0);
+
+  for( DenseIndex i=0; i<poly.size()-1; ++i ){
+    cb += abs(poly[i]*inv_leading_coeff); }
+  return cb + Real(1);
+}
+
+/** \ingroup Polynomials_Module
+ * \returns a minimum bound for the absolute value of any non zero root of the polynomial.
+ * \param[in] poly : the vector of coefficients of the polynomial ordered
+ *  by degrees i.e. poly[i] is the coefficient of degree i of the polynomial
+ *  e.g. \f$ 1 + 3x^2 \f$ is stored as a vector \f$ [ 1, 0, 3 ] \f$.
+ */
+template <typename Polynomial>
+inline
+typename NumTraits<typename Polynomial::Scalar>::Real cauchy_min_bound( const Polynomial& poly )
+{
+  using std::abs;
+  typedef typename Polynomial::Scalar Scalar;
+  typedef typename NumTraits<Scalar>::Real Real;
+
+  DenseIndex i=0;
+  while( i<poly.size()-1 && Scalar(0) == poly(i) ){ ++i; }
+  if( poly.size()-1 == i ){
+    return Real(1); }
+
+  const Scalar inv_min_coeff = Scalar(1)/poly[i];
+  Real cb(1);
+  for( DenseIndex j=i+1; j<poly.size(); ++j ){
+    cb += abs(poly[j]*inv_min_coeff); }
+  return Real(1)/cb;
+}
+
+/** \ingroup Polynomials_Module
+ * Given the roots of a polynomial compute the coefficients in the
+ * monomial basis of the monic polynomial with same roots and minimal degree.
+ * If RootVector is a vector of complexes, Polynomial should also be a vector
+ * of complexes.
+ * \param[in] rv : a vector containing the roots of a polynomial.
+ * \param[out] poly : the vector of coefficients of the polynomial ordered
+ *  by degrees i.e. poly[i] is the coefficient of degree i of the polynomial
+ *  e.g. \f$ 3 + x^2 \f$ is stored as a vector \f$ [ 3, 0, 1 ] \f$.
+ */
+template <typename RootVector, typename Polynomial>
+void roots_to_monicPolynomial( const RootVector& rv, Polynomial& poly )
+{
+
+  typedef typename Polynomial::Scalar Scalar;
+
+  poly.setZero( rv.size()+1 );
+  poly[0] = -rv[0]; poly[1] = Scalar(1);
+  for( DenseIndex i=1; i< rv.size(); ++i )
+  {
+    for( DenseIndex j=i+1; j>0; --j ){ poly[j] = poly[j-1] - rv[i]*poly[j]; }
+    poly[0] = -rv[i]*poly[0];
+  }
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_POLYNOMIAL_UTILS_H

extern/Eigen3/unsupported/Eigen/src/SVD/BDCSVD.h

@@ -0,0 +1,748 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+// 
+// We used the "A Divide-And-Conquer Algorithm for the Bidiagonal SVD"
+// research report written by Ming Gu and Stanley C.Eisenstat
+// The code variable names correspond to the names they used in their 
+// report
+//
+// Copyright (C) 2013 Gauthier Brun <brun.gauthier@gmail.com>
+// Copyright (C) 2013 Nicolas Carre <nicolas.carre@ensimag.fr>
+// Copyright (C) 2013 Jean Ceccato <jean.ceccato@ensimag.fr>
+// Copyright (C) 2013 Pierre Zoppitelli <pierre.zoppitelli@ensimag.fr>
+//
+// 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_BDCSVD_H
+#define EIGEN_BDCSVD_H
+
+#define EPSILON 0.0000000000000001
+
+#define ALGOSWAP 32
+
+namespace Eigen {
+/** \ingroup SVD_Module
+ *
+ *
+ * \class BDCSVD
+ *
+ * \brief class Bidiagonal Divide and Conquer SVD
+ *
+ * \param MatrixType the type of the matrix of which we are computing the SVD decomposition
+ * We plan to have a very similar interface to JacobiSVD on this class.
+ * It should be used to speed up the calcul of SVD for big matrices. 
+ */
+template<typename _MatrixType> 
+class BDCSVD : public SVDBase<_MatrixType>
+{
+  typedef SVDBase<_MatrixType> Base;
+    
+public:
+  using Base::rows;
+  using Base::cols;
+  
+  typedef _MatrixType MatrixType;
+  typedef typename MatrixType::Scalar Scalar;
+  typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar;
+  typedef typename MatrixType::Index Index;
+  enum {
+    RowsAtCompileTime = MatrixType::RowsAtCompileTime, 
+    ColsAtCompileTime = MatrixType::ColsAtCompileTime, 
+    DiagSizeAtCompileTime = EIGEN_SIZE_MIN_PREFER_DYNAMIC(RowsAtCompileTime, ColsAtCompileTime), 
+    MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime, 
+    MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime, 
+    MaxDiagSizeAtCompileTime = EIGEN_SIZE_MIN_PREFER_FIXED(MaxRowsAtCompileTime, MaxColsAtCompileTime), 
+    MatrixOptions = MatrixType::Options
+  };
+
+  typedef Matrix<Scalar, RowsAtCompileTime, RowsAtCompileTime, 
+		 MatrixOptions, MaxRowsAtCompileTime, MaxRowsAtCompileTime>
+  MatrixUType;
+  typedef Matrix<Scalar, ColsAtCompileTime, ColsAtCompileTime, 
+		 MatrixOptions, MaxColsAtCompileTime, MaxColsAtCompileTime>
+  MatrixVType;
+  typedef typename internal::plain_diag_type<MatrixType, RealScalar>::type SingularValuesType;
+  typedef typename internal::plain_row_type<MatrixType>::type RowType;
+  typedef typename internal::plain_col_type<MatrixType>::type ColType;
+  typedef Matrix<Scalar, Dynamic, Dynamic> MatrixX;
+  typedef Matrix<RealScalar, Dynamic, Dynamic> MatrixXr;
+  typedef Matrix<RealScalar, Dynamic, 1> VectorType;
+
+  /** \brief Default Constructor.
+   *
+   * The default constructor is useful in cases in which the user intends to
+   * perform decompositions via BDCSVD::compute(const MatrixType&).
+   */
+  BDCSVD()
+    : SVDBase<_MatrixType>::SVDBase(), 
+      algoswap(ALGOSWAP)
+  {}
+
+
+  /** \brief Default Constructor with memory preallocation
+   *
+   * Like the default constructor but with preallocation of the internal data
+   * according to the specified problem size.
+   * \sa BDCSVD()
+   */
+  BDCSVD(Index rows, Index cols, unsigned int computationOptions = 0)
+    : SVDBase<_MatrixType>::SVDBase(), 
+      algoswap(ALGOSWAP)
+  {
+    allocate(rows, cols, computationOptions);
+  }
+
+  /** \brief Constructor performing the decomposition of given matrix.
+   *
+   * \param matrix the matrix to decompose
+   * \param computationOptions optional parameter allowing to specify if you want full or thin U or V unitaries to be computed.
+   *                           By default, none is computed. This is a bit - field, the possible bits are #ComputeFullU, #ComputeThinU, 
+   *                           #ComputeFullV, #ComputeThinV.
+   *
+   * Thin unitaries are only available if your matrix type has a Dynamic number of columns (for example MatrixXf). They also are not
+   * available with the (non - default) FullPivHouseholderQR preconditioner.
+   */
+  BDCSVD(const MatrixType& matrix, unsigned int computationOptions = 0)
+    : SVDBase<_MatrixType>::SVDBase(), 
+      algoswap(ALGOSWAP)
+  {
+    compute(matrix, computationOptions);
+  }
+
+  ~BDCSVD() 
+  {
+  }
+  /** \brief Method performing the decomposition of given matrix using custom options.
+   *
+   * \param matrix the matrix to decompose
+   * \param computationOptions optional parameter allowing to specify if you want full or thin U or V unitaries to be computed.
+   *                           By default, none is computed. This is a bit - field, the possible bits are #ComputeFullU, #ComputeThinU, 
+   *                           #ComputeFullV, #ComputeThinV.
+   *
+   * Thin unitaries are only available if your matrix type has a Dynamic number of columns (for example MatrixXf). They also are not
+   * available with the (non - default) FullPivHouseholderQR preconditioner.
+   */
+  SVDBase<MatrixType>& compute(const MatrixType& matrix, unsigned int computationOptions);
+
+  /** \brief Method performing the decomposition of given matrix using current options.
+   *
+   * \param matrix the matrix to decompose
+   *
+   * This method uses the current \a computationOptions, as already passed to the constructor or to compute(const MatrixType&, unsigned int).
+   */
+  SVDBase<MatrixType>& compute(const MatrixType& matrix)
+  {
+    return compute(matrix, this->m_computationOptions);
+  }
+
+  void setSwitchSize(int s) 
+  {
+    eigen_assert(s>3 && "BDCSVD the size of the algo switch has to be greater than 4");
+    algoswap = s;
+  }
+
+
+  /** \returns a (least squares) solution of \f$ A x = b \f$ using the current SVD decomposition of A.
+   *
+   * \param b the right - hand - side of the equation to solve.
+   *
+   * \note Solving requires both U and V to be computed. Thin U and V are enough, there is no need for full U or V.
+   *
+   * \note SVD solving is implicitly least - squares. Thus, this method serves both purposes of exact solving and least - squares solving.
+   * In other words, the returned solution is guaranteed to minimize the Euclidean norm \f$ \Vert A x - b \Vert \f$.
+   */
+  template<typename Rhs>
+  inline const internal::solve_retval<BDCSVD, Rhs>
+  solve(const MatrixBase<Rhs>& b) const
+  {
+    eigen_assert(this->m_isInitialized && "BDCSVD is not initialized.");
+    eigen_assert(SVDBase<_MatrixType>::computeU() && SVDBase<_MatrixType>::computeV() && 
+		 "BDCSVD::solve() requires both unitaries U and V to be computed (thin unitaries suffice).");
+    return internal::solve_retval<BDCSVD, Rhs>(*this, b.derived());
+  }
+
+ 
+  const MatrixUType& matrixU() const
+  {
+    eigen_assert(this->m_isInitialized && "SVD is not initialized.");
+    if (isTranspose){
+      eigen_assert(this->computeV() && "This SVD decomposition didn't compute U. Did you ask for it?");
+      return this->m_matrixV;
+    }
+    else 
+    {
+      eigen_assert(this->computeU() && "This SVD decomposition didn't compute U. Did you ask for it?");
+      return this->m_matrixU;
+    }
+     
+  }
+
+
+  const MatrixVType& matrixV() const
+  {
+    eigen_assert(this->m_isInitialized && "SVD is not initialized.");
+    if (isTranspose){
+      eigen_assert(this->computeU() && "This SVD decomposition didn't compute V. Did you ask for it?");
+      return this->m_matrixU;
+    }
+    else
+    {
+      eigen_assert(this->computeV() && "This SVD decomposition didn't compute V. Did you ask for it?");
+      return this->m_matrixV;
+    }
+  }
+ 
+private:
+  void allocate(Index rows, Index cols, unsigned int computationOptions);
+  void divide (Index firstCol, Index lastCol, Index firstRowW, 
+	       Index firstColW, Index shift);
+  void deflation43(Index firstCol, Index shift, Index i, Index size);
+  void deflation44(Index firstColu , Index firstColm, Index firstRowW, Index firstColW, Index i, Index j, Index size);
+  void deflation(Index firstCol, Index lastCol, Index k, Index firstRowW, Index firstColW, Index shift);
+  void copyUV(MatrixXr naiveU, MatrixXr naiveV, MatrixX householderU, MatrixX houseHolderV);
+
+protected:
+  MatrixXr m_naiveU, m_naiveV;
+  MatrixXr m_computed;
+  Index nRec;
+  int algoswap;
+  bool isTranspose, compU, compV;
+  
+}; //end class BDCSVD
+
+
+// Methode to allocate ans initialize matrix and attributs
+template<typename MatrixType>
+void BDCSVD<MatrixType>::allocate(Index rows, Index cols, unsigned int computationOptions)
+{
+  isTranspose = (cols > rows);
+  if (SVDBase<MatrixType>::allocate(rows, cols, computationOptions)) return;
+  m_computed = MatrixXr::Zero(this->m_diagSize + 1, this->m_diagSize );
+  if (isTranspose){
+    compU = this->computeU();
+    compV = this->computeV();    
+  } 
+  else
+  {
+    compV = this->computeU();
+    compU = this->computeV();   
+  }
+  if (compU) m_naiveU = MatrixXr::Zero(this->m_diagSize + 1, this->m_diagSize + 1 );
+  else m_naiveU = MatrixXr::Zero(2, this->m_diagSize + 1 );
+  
+  if (compV) m_naiveV = MatrixXr::Zero(this->m_diagSize, this->m_diagSize);
+  
+
+  //should be changed for a cleaner implementation
+  if (isTranspose){
+    bool aux;
+    if (this->computeU()||this->computeV()){
+      aux = this->m_computeFullU;
+      this->m_computeFullU = this->m_computeFullV;
+      this->m_computeFullV = aux;
+      aux = this->m_computeThinU;
+      this->m_computeThinU = this->m_computeThinV;
+      this->m_computeThinV = aux;
+    } 
+  }
+}// end allocate
+
+// Methode which compute the BDCSVD for the int
+template<>
+SVDBase<Matrix<int, Dynamic, Dynamic> >&
+BDCSVD<Matrix<int, Dynamic, Dynamic> >::compute(const MatrixType& matrix, unsigned int computationOptions) {
+  allocate(matrix.rows(), matrix.cols(), computationOptions);
+  this->m_nonzeroSingularValues = 0;
+  m_computed = Matrix<int, Dynamic, Dynamic>::Zero(rows(), cols());
+  for (int i=0; i<this->m_diagSize; i++)   {
+    this->m_singularValues.coeffRef(i) = 0;
+  }
+  if (this->m_computeFullU) this->m_matrixU = Matrix<int, Dynamic, Dynamic>::Zero(rows(), rows());
+  if (this->m_computeFullV) this->m_matrixV = Matrix<int, Dynamic, Dynamic>::Zero(cols(), cols()); 
+  this->m_isInitialized = true;
+  return *this;
+}
+
+
+// Methode which compute the BDCSVD
+template<typename MatrixType>
+SVDBase<MatrixType>&
+BDCSVD<MatrixType>::compute(const MatrixType& matrix, unsigned int computationOptions) 
+{
+  allocate(matrix.rows(), matrix.cols(), computationOptions);
+  using std::abs;
+
+  //**** step 1 Bidiagonalization  isTranspose = (matrix.cols()>matrix.rows()) ;
+  MatrixType copy;
+  if (isTranspose) copy = matrix.adjoint();
+  else copy = matrix;
+  
+  internal::UpperBidiagonalization<MatrixX > bid(copy);
+
+  //**** step 2 Divide
+  // this is ugly and has to be redone (care of complex cast)
+  MatrixXr temp;
+  temp = bid.bidiagonal().toDenseMatrix().transpose();
+  m_computed.setZero();
+  for (int i=0; i<this->m_diagSize - 1; i++)   {
+    m_computed(i, i) = temp(i, i);
+    m_computed(i + 1, i) = temp(i + 1, i);
+  }
+  m_computed(this->m_diagSize - 1, this->m_diagSize - 1) = temp(this->m_diagSize - 1, this->m_diagSize - 1);
+  divide(0, this->m_diagSize - 1, 0, 0, 0);
+
+  //**** step 3 copy
+  for (int i=0; i<this->m_diagSize; i++)   {
+    RealScalar a = abs(m_computed.coeff(i, i));
+    this->m_singularValues.coeffRef(i) = a;
+    if (a == 0){
+      this->m_nonzeroSingularValues = i;
+      break;
+    }
+    else  if (i == this->m_diagSize - 1)
+    {
+      this->m_nonzeroSingularValues = i + 1;
+      break;
+    }
+  }
+  copyUV(m_naiveV, m_naiveU, bid.householderU(), bid.householderV());
+  this->m_isInitialized = true;
+  return *this;
+}// end compute
+
+
+template<typename MatrixType>
+void BDCSVD<MatrixType>::copyUV(MatrixXr naiveU, MatrixXr naiveV, MatrixX householderU, MatrixX householderV){
+  if (this->computeU()){
+    MatrixX temp = MatrixX::Zero(naiveU.rows(), naiveU.cols());
+    temp.real() = naiveU;
+    if (this->m_computeThinU){
+      this->m_matrixU = MatrixX::Identity(householderU.cols(), this->m_nonzeroSingularValues );
+      this->m_matrixU.block(0, 0, this->m_diagSize, this->m_nonzeroSingularValues) = 
+	temp.block(0, 0, this->m_diagSize, this->m_nonzeroSingularValues);
+      this->m_matrixU = householderU * this->m_matrixU ;
+    }
+    else
+    {
+      this->m_matrixU = MatrixX::Identity(householderU.cols(), householderU.cols());
+      this->m_matrixU.block(0, 0, this->m_diagSize, this->m_diagSize) = temp.block(0, 0, this->m_diagSize, this->m_diagSize);
+      this->m_matrixU = householderU * this->m_matrixU ;
+    }
+  }
+  if (this->computeV()){
+    MatrixX temp = MatrixX::Zero(naiveV.rows(), naiveV.cols());
+    temp.real() = naiveV;
+    if (this->m_computeThinV){
+      this->m_matrixV = MatrixX::Identity(householderV.cols(),this->m_nonzeroSingularValues );
+      this->m_matrixV.block(0, 0, this->m_nonzeroSingularValues, this->m_nonzeroSingularValues) = 
+	temp.block(0, 0, this->m_nonzeroSingularValues, this->m_nonzeroSingularValues);
+      this->m_matrixV = householderV * this->m_matrixV ;
+    }
+    else  
+    {
+      this->m_matrixV = MatrixX::Identity(householderV.cols(), householderV.cols());
+      this->m_matrixV.block(0, 0, this->m_diagSize, this->m_diagSize) = temp.block(0, 0, this->m_diagSize, this->m_diagSize);
+      this->m_matrixV = householderV * this->m_matrixV;
+    }
+  }
+}
+
+// The divide algorithm is done "in place", we are always working on subsets of the same matrix. The divide methods takes as argument the 
+// place of the submatrix we are currently working on.
+
+//@param firstCol : The Index of the first column of the submatrix of m_computed and for m_naiveU;
+//@param lastCol : The Index of the last column of the submatrix of m_computed and for m_naiveU; 
+// lastCol + 1 - firstCol is the size of the submatrix.
+//@param firstRowW : The Index of the first row of the matrix W that we are to change. (see the reference paper section 1 for more information on W)
+//@param firstRowW : Same as firstRowW with the column.
+//@param shift : Each time one takes the left submatrix, one must add 1 to the shift. Why? Because! We actually want the last column of the U submatrix 
+// to become the first column (*coeff) and to shift all the other columns to the right. There are more details on the reference paper.
+template<typename MatrixType>
+void BDCSVD<MatrixType>::divide (Index firstCol, Index lastCol, Index firstRowW, 
+				 Index firstColW, Index shift)
+{
+  // requires nbRows = nbCols + 1;
+  using std::pow;
+  using std::sqrt;
+  using std::abs;
+  const Index n = lastCol - firstCol + 1;
+  const Index k = n/2;
+  RealScalar alphaK;
+  RealScalar betaK; 
+  RealScalar r0; 
+  RealScalar lambda, phi, c0, s0;
+  MatrixXr l, f;
+  // We use the other algorithm which is more efficient for small 
+  // matrices.
+  if (n < algoswap){
+    JacobiSVD<MatrixXr> b(m_computed.block(firstCol, firstCol, n + 1, n), 
+			  ComputeFullU | (ComputeFullV * compV)) ;
+    if (compU) m_naiveU.block(firstCol, firstCol, n + 1, n + 1).real() << b.matrixU();
+    else 
+    {
+      m_naiveU.row(0).segment(firstCol, n + 1).real() << b.matrixU().row(0);
+      m_naiveU.row(1).segment(firstCol, n + 1).real() << b.matrixU().row(n);
+    }
+    if (compV) m_naiveV.block(firstRowW, firstColW, n, n).real() << b.matrixV();
+    m_computed.block(firstCol + shift, firstCol + shift, n + 1, n).setZero();
+    for (int i=0; i<n; i++)
+    {
+      m_computed(firstCol + shift + i, firstCol + shift +i) = b.singularValues().coeffRef(i);
+    }
+    return;
+  }
+  // We use the divide and conquer algorithm
+  alphaK =  m_computed(firstCol + k, firstCol + k);
+  betaK = m_computed(firstCol + k + 1, firstCol + k);
+  // The divide must be done in that order in order to have good results. Divide change the data inside the submatrices
+  // and the divide of the right submatrice reads one column of the left submatrice. That's why we need to treat the 
+  // right submatrix before the left one. 
+  divide(k + 1 + firstCol, lastCol, k + 1 + firstRowW, k + 1 + firstColW, shift);
+  divide(firstCol, k - 1 + firstCol, firstRowW, firstColW + 1, shift + 1);
+  if (compU)
+  {
+    lambda = m_naiveU(firstCol + k, firstCol + k);
+    phi = m_naiveU(firstCol + k + 1, lastCol + 1);
+  } 
+  else 
+  {
+    lambda = m_naiveU(1, firstCol + k);
+    phi = m_naiveU(0, lastCol + 1);
+  }
+  r0 = sqrt((abs(alphaK * lambda) * abs(alphaK * lambda))
+	    + abs(betaK * phi) * abs(betaK * phi));
+  if (compU)
+  {
+    l = m_naiveU.row(firstCol + k).segment(firstCol, k);
+    f = m_naiveU.row(firstCol + k + 1).segment(firstCol + k + 1, n - k - 1);
+  } 
+  else 
+  {
+    l = m_naiveU.row(1).segment(firstCol, k);
+    f = m_naiveU.row(0).segment(firstCol + k + 1, n - k - 1);
+  }
+  if (compV) m_naiveV(firstRowW+k, firstColW) = 1;
+  if (r0 == 0)
+  {
+    c0 = 1;
+    s0 = 0;
+  }
+  else
+  {
+    c0 = alphaK * lambda / r0;
+    s0 = betaK * phi / r0;
+  }
+  if (compU)
+  {
+    MatrixXr q1 (m_naiveU.col(firstCol + k).segment(firstCol, k + 1));     
+    // we shiftW Q1 to the right
+    for (Index i = firstCol + k - 1; i >= firstCol; i--) 
+    {
+      m_naiveU.col(i + 1).segment(firstCol, k + 1) << m_naiveU.col(i).segment(firstCol, k + 1);
+    }
+    // we shift q1 at the left with a factor c0
+    m_naiveU.col(firstCol).segment( firstCol, k + 1) << (q1 * c0);
+    // last column = q1 * - s0
+    m_naiveU.col(lastCol + 1).segment(firstCol, k + 1) << (q1 * ( - s0));
+    // first column = q2 * s0
+    m_naiveU.col(firstCol).segment(firstCol + k + 1, n - k) << 
+      m_naiveU.col(lastCol + 1).segment(firstCol + k + 1, n - k) *s0; 
+    // q2 *= c0
+    m_naiveU.col(lastCol + 1).segment(firstCol + k + 1, n - k) *= c0; 
+  } 
+  else 
+  {
+    RealScalar q1 = (m_naiveU(0, firstCol + k));
+    // we shift Q1 to the right
+    for (Index i = firstCol + k - 1; i >= firstCol; i--) 
+    {
+      m_naiveU(0, i + 1) = m_naiveU(0, i);
+    }
+    // we shift q1 at the left with a factor c0
+    m_naiveU(0, firstCol) = (q1 * c0);
+    // last column = q1 * - s0
+    m_naiveU(0, lastCol + 1) = (q1 * ( - s0));
+    // first column = q2 * s0
+    m_naiveU(1, firstCol) = m_naiveU(1, lastCol + 1) *s0; 
+    // q2 *= c0
+    m_naiveU(1, lastCol + 1) *= c0;
+    m_naiveU.row(1).segment(firstCol + 1, k).setZero();
+    m_naiveU.row(0).segment(firstCol + k + 1, n - k - 1).setZero();
+  }
+  m_computed(firstCol + shift, firstCol + shift) = r0;
+  m_computed.col(firstCol + shift).segment(firstCol + shift + 1, k) << alphaK * l.transpose().real();
+  m_computed.col(firstCol + shift).segment(firstCol + shift + k + 1, n - k - 1) << betaK * f.transpose().real();
+
+
+  // the line below do the deflation of the matrix for the third part of the algorithm
+  // Here the deflation is commented because the third part of the algorithm is not implemented
+  // the third part of the algorithm is a fast SVD on the matrix m_computed which works thanks to the deflation
+
+  deflation(firstCol, lastCol, k, firstRowW, firstColW, shift);
+
+  // Third part of the algorithm, since the real third part of the algorithm is not implemeted we use a JacobiSVD
+  JacobiSVD<MatrixXr> res= JacobiSVD<MatrixXr>(m_computed.block(firstCol + shift, firstCol +shift, n + 1, n), 
+					       ComputeFullU | (ComputeFullV * compV)) ;
+  if (compU) m_naiveU.block(firstCol, firstCol, n + 1, n + 1) *= res.matrixU();
+  else m_naiveU.block(0, firstCol, 2, n + 1) *= res.matrixU();
+  
+  if (compV) m_naiveV.block(firstRowW, firstColW, n, n) *= res.matrixV();
+  m_computed.block(firstCol + shift, firstCol + shift, n, n) << MatrixXr::Zero(n, n);
+  for (int i=0; i<n; i++)
+    m_computed(firstCol + shift + i, firstCol + shift +i) = res.singularValues().coeffRef(i);
+  // end of the third part
+
+
+}// end divide
+
+
+// page 12_13
+// i >= 1, di almost null and zi non null.
+// We use a rotation to zero out zi applied to the left of M
+template <typename MatrixType>
+void BDCSVD<MatrixType>::deflation43(Index firstCol, Index shift, Index i, Index size){
+  using std::abs;
+  using std::sqrt;
+  using std::pow;
+  RealScalar c = m_computed(firstCol + shift, firstCol + shift);
+  RealScalar s = m_computed(i, firstCol + shift);
+  RealScalar r = sqrt(pow(abs(c), 2) + pow(abs(s), 2));
+  if (r == 0){
+    m_computed(i, i)=0;
+    return;
+  }
+  c/=r;
+  s/=r;
+  m_computed(firstCol + shift, firstCol + shift) = r;  
+  m_computed(i, firstCol + shift) = 0;
+  m_computed(i, i) = 0;
+  if (compU){
+    m_naiveU.col(firstCol).segment(firstCol,size) = 
+      c * m_naiveU.col(firstCol).segment(firstCol, size) - 
+      s * m_naiveU.col(i).segment(firstCol, size) ;
+
+    m_naiveU.col(i).segment(firstCol, size) = 
+      (c + s*s/c) * m_naiveU.col(i).segment(firstCol, size) + 
+      (s/c) * m_naiveU.col(firstCol).segment(firstCol,size);
+  }
+}// end deflation 43
+
+
+// page 13
+// i,j >= 1, i != j and |di - dj| < epsilon * norm2(M)
+// We apply two rotations to have zj = 0;
+template <typename MatrixType>
+void BDCSVD<MatrixType>::deflation44(Index firstColu , Index firstColm, Index firstRowW, Index firstColW, Index i, Index j, Index size){
+  using std::abs;
+  using std::sqrt;
+  using std::conj;
+  using std::pow;
+  RealScalar c = m_computed(firstColm, firstColm + j - 1);
+  RealScalar s = m_computed(firstColm, firstColm + i - 1);
+  RealScalar r = sqrt(pow(abs(c), 2) + pow(abs(s), 2));
+  if (r==0){
+    m_computed(firstColm + i, firstColm + i) = m_computed(firstColm + j, firstColm + j);
+    return;
+  }
+  c/=r;
+  s/=r;
+  m_computed(firstColm + i, firstColm) = r;  
+  m_computed(firstColm + i, firstColm + i) = m_computed(firstColm + j, firstColm + j);
+  m_computed(firstColm + j, firstColm) = 0;
+  if (compU){
+    m_naiveU.col(firstColu + i).segment(firstColu, size) = 
+      c * m_naiveU.col(firstColu + i).segment(firstColu, size) - 
+      s * m_naiveU.col(firstColu + j).segment(firstColu, size) ;
+
+    m_naiveU.col(firstColu + j).segment(firstColu, size) = 
+      (c + s*s/c) *  m_naiveU.col(firstColu + j).segment(firstColu, size) + 
+      (s/c) * m_naiveU.col(firstColu + i).segment(firstColu, size);
+  } 
+  if (compV){
+    m_naiveV.col(firstColW + i).segment(firstRowW, size - 1) = 
+      c * m_naiveV.col(firstColW + i).segment(firstRowW, size - 1) + 
+      s * m_naiveV.col(firstColW + j).segment(firstRowW, size - 1) ;
+
+    m_naiveV.col(firstColW + j).segment(firstRowW, size - 1)  = 
+      (c + s*s/c) * m_naiveV.col(firstColW + j).segment(firstRowW, size - 1) - 
+      (s/c) * m_naiveV.col(firstColW + i).segment(firstRowW, size - 1);
+  }
+}// end deflation 44
+
+
+
+template <typename MatrixType>
+void BDCSVD<MatrixType>::deflation(Index firstCol, Index lastCol, Index k, Index firstRowW, Index firstColW, Index shift){
+  //condition 4.1
+  RealScalar EPS = EPSILON * (std::max<RealScalar>(m_computed(firstCol + shift + 1, firstCol + shift + 1), m_computed(firstCol + k, firstCol + k)));
+  const Index length = lastCol + 1 - firstCol;
+  if (m_computed(firstCol + shift, firstCol + shift) < EPS){
+    m_computed(firstCol + shift, firstCol + shift) = EPS;
+  }
+  //condition 4.2
+  for (Index i=firstCol + shift + 1;i<=lastCol + shift;i++){
+    if (std::abs(m_computed(i, firstCol + shift)) < EPS){
+      m_computed(i, firstCol + shift) = 0;
+    }
+  }
+
+  //condition 4.3
+  for (Index i=firstCol + shift + 1;i<=lastCol + shift; i++){
+    if (m_computed(i, i) < EPS){
+      deflation43(firstCol, shift, i, length);
+    }
+  }
+
+  //condition 4.4
+ 
+  Index i=firstCol + shift + 1, j=firstCol + shift + k + 1;
+  //we stock the final place of each line
+  Index *permutation = new Index[length];
+
+  for (Index p =1; p < length; p++) {
+    if (i> firstCol + shift + k){
+      permutation[p] = j;
+      j++;
+    } else if (j> lastCol + shift) 
+    {
+      permutation[p] = i;
+      i++;
+    }
+    else 
+    {
+      if (m_computed(i, i) < m_computed(j, j)){
+        permutation[p] = j;
+        j++;
+      } 
+      else
+      {
+        permutation[p] = i;
+        i++;
+      }
+    }
+  }
+  //we do the permutation
+  RealScalar aux;
+  //we stock the current index of each col
+  //and the column of each index
+  Index *realInd = new Index[length];
+  Index *realCol = new Index[length];
+  for (int pos = 0; pos< length; pos++){
+    realCol[pos] = pos + firstCol + shift;
+    realInd[pos] = pos;
+  }
+  const Index Zero = firstCol + shift;
+  VectorType temp;
+  for (int i = 1; i < length - 1; i++){
+    const Index I = i + Zero;
+    const Index realI = realInd[i];
+    const Index j  = permutation[length - i] - Zero;
+    const Index J = realCol[j];
+    
+    //diag displace
+    aux = m_computed(I, I); 
+    m_computed(I, I) = m_computed(J, J);
+    m_computed(J, J) = aux;
+    
+    //firstrow displace
+    aux = m_computed(I, Zero); 
+    m_computed(I, Zero) = m_computed(J, Zero);
+    m_computed(J, Zero) = aux;
+
+    // change columns
+    if (compU) {
+      temp = m_naiveU.col(I - shift).segment(firstCol, length + 1);
+      m_naiveU.col(I - shift).segment(firstCol, length + 1) << 
+        m_naiveU.col(J - shift).segment(firstCol, length + 1);
+      m_naiveU.col(J - shift).segment(firstCol, length + 1) << temp;
+    } 
+    else
+    {
+      temp = m_naiveU.col(I - shift).segment(0, 2);
+      m_naiveU.col(I - shift).segment(0, 2) << 
+        m_naiveU.col(J - shift).segment(0, 2);
+      m_naiveU.col(J - shift).segment(0, 2) << temp;      
+    }
+    if (compV) {
+      const Index CWI = I + firstColW - Zero;
+      const Index CWJ = J + firstColW - Zero;
+      temp = m_naiveV.col(CWI).segment(firstRowW, length);
+      m_naiveV.col(CWI).segment(firstRowW, length) << m_naiveV.col(CWJ).segment(firstRowW, length);
+      m_naiveV.col(CWJ).segment(firstRowW, length) << temp;
+    }
+
+    //update real pos
+    realCol[realI] = J;
+    realCol[j] = I;
+    realInd[J - Zero] = realI;
+    realInd[I - Zero] = j;
+  }
+  for (Index i = firstCol + shift + 1; i<lastCol + shift;i++){
+    if ((m_computed(i + 1, i + 1) - m_computed(i, i)) < EPS){
+      deflation44(firstCol , 
+		  firstCol + shift, 
+		  firstRowW, 
+		  firstColW, 
+		  i - Zero, 
+		  i + 1 - Zero, 
+		  length);
+    }
+  }
+  delete [] permutation;
+  delete [] realInd;
+  delete [] realCol;
+
+}//end deflation
+
+
+namespace internal{
+
+template<typename _MatrixType, typename Rhs>
+struct solve_retval<BDCSVD<_MatrixType>, Rhs>
+  : solve_retval_base<BDCSVD<_MatrixType>, Rhs>
+{
+  typedef BDCSVD<_MatrixType> BDCSVDType;
+  EIGEN_MAKE_SOLVE_HELPERS(BDCSVDType, Rhs)
+
+  template<typename Dest> void evalTo(Dest& dst) const
+  {
+    eigen_assert(rhs().rows() == dec().rows());
+    // A = U S V^*
+    // So A^{ - 1} = V S^{ - 1} U^*    
+    Index diagSize = (std::min)(dec().rows(), dec().cols());
+    typename BDCSVDType::SingularValuesType invertedSingVals(diagSize);
+    Index nonzeroSingVals = dec().nonzeroSingularValues();
+    invertedSingVals.head(nonzeroSingVals) = dec().singularValues().head(nonzeroSingVals).array().inverse();
+    invertedSingVals.tail(diagSize - nonzeroSingVals).setZero();
+    
+    dst = dec().matrixV().leftCols(diagSize)
+      * invertedSingVals.asDiagonal()
+      * dec().matrixU().leftCols(diagSize).adjoint()
+      * rhs();	
+    return;
+  }
+};
+
+} //end namespace internal
+
+  /** \svd_module
+   *
+   * \return the singular value decomposition of \c *this computed by 
+   *  BDC Algorithm
+   *
+   * \sa class BDCSVD
+   */
+/*
+template<typename Derived>
+BDCSVD<typename MatrixBase<Derived>::PlainObject>
+MatrixBase<Derived>::bdcSvd(unsigned int computationOptions) const
+{
+  return BDCSVD<PlainObject>(*this, computationOptions);
+}
+*/
+
+} // end namespace Eigen
+
+#endif

extern/Eigen3/unsupported/Eigen/src/SVD/CMakeLists.txt

@@ -0,0 +1,6 @@
+FILE(GLOB Eigen_SVD_SRCS "*.h")
+
+INSTALL(FILES
+  ${Eigen_SVD_SRCS}
+  DESTINATION ${INCLUDE_INSTALL_DIR}unsupported/Eigen/src/SVD COMPONENT Devel
+  )

extern/Eigen3/unsupported/Eigen/src/SVD/JacobiSVD.h

@@ -0,0 +1,782 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009-2010 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_JACOBISVD_H
+#define EIGEN_JACOBISVD_H
+
+namespace Eigen { 
+
+namespace internal {
+// forward declaration (needed by ICC)
+// the empty body is required by MSVC
+template<typename MatrixType, int QRPreconditioner,
+         bool IsComplex = NumTraits<typename MatrixType::Scalar>::IsComplex>
+struct svd_precondition_2x2_block_to_be_real {};
+
+/*** QR preconditioners (R-SVD)
+ ***
+ *** Their role is to reduce the problem of computing the SVD to the case of a square matrix.
+ *** This approach, known as R-SVD, is an optimization for rectangular-enough matrices, and is a requirement for
+ *** JacobiSVD which by itself is only able to work on square matrices.
+ ***/
+
+enum { PreconditionIfMoreColsThanRows, PreconditionIfMoreRowsThanCols };
+
+template<typename MatrixType, int QRPreconditioner, int Case>
+struct qr_preconditioner_should_do_anything
+{
+  enum { a = MatrixType::RowsAtCompileTime != Dynamic &&
+             MatrixType::ColsAtCompileTime != Dynamic &&
+             MatrixType::ColsAtCompileTime <= MatrixType::RowsAtCompileTime,
+         b = MatrixType::RowsAtCompileTime != Dynamic &&
+             MatrixType::ColsAtCompileTime != Dynamic &&
+             MatrixType::RowsAtCompileTime <= MatrixType::ColsAtCompileTime,
+         ret = !( (QRPreconditioner == NoQRPreconditioner) ||
+                  (Case == PreconditionIfMoreColsThanRows && bool(a)) ||
+                  (Case == PreconditionIfMoreRowsThanCols && bool(b)) )
+  };
+};
+
+template<typename MatrixType, int QRPreconditioner, int Case,
+         bool DoAnything = qr_preconditioner_should_do_anything<MatrixType, QRPreconditioner, Case>::ret
+> struct qr_preconditioner_impl {};
+
+template<typename MatrixType, int QRPreconditioner, int Case>
+class qr_preconditioner_impl<MatrixType, QRPreconditioner, Case, false>
+{
+public:
+  typedef typename MatrixType::Index Index;
+  void allocate(const JacobiSVD<MatrixType, QRPreconditioner>&) {}
+  bool run(JacobiSVD<MatrixType, QRPreconditioner>&, const MatrixType&)
+  {
+    return false;
+  }
+};
+
+/*** preconditioner using FullPivHouseholderQR ***/
+
+template<typename MatrixType>
+class qr_preconditioner_impl<MatrixType, FullPivHouseholderQRPreconditioner, PreconditionIfMoreRowsThanCols, true>
+{
+public:
+  typedef typename MatrixType::Index Index;
+  typedef typename MatrixType::Scalar Scalar;
+  enum
+  {
+    RowsAtCompileTime = MatrixType::RowsAtCompileTime,
+    MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime
+  };
+  typedef Matrix<Scalar, 1, RowsAtCompileTime, RowMajor, 1, MaxRowsAtCompileTime> WorkspaceType;
+
+  void allocate(const JacobiSVD<MatrixType, FullPivHouseholderQRPreconditioner>& svd)
+  {
+    if (svd.rows() != m_qr.rows() || svd.cols() != m_qr.cols())
+    {
+      m_qr.~QRType();
+      ::new (&m_qr) QRType(svd.rows(), svd.cols());
+    }
+    if (svd.m_computeFullU) m_workspace.resize(svd.rows());
+  }
+
+  bool run(JacobiSVD<MatrixType, FullPivHouseholderQRPreconditioner>& svd, const MatrixType& matrix)
+  {
+    if(matrix.rows() > matrix.cols())
+    {
+      m_qr.compute(matrix);
+      svd.m_workMatrix = m_qr.matrixQR().block(0,0,matrix.cols(),matrix.cols()).template triangularView<Upper>();
+      if(svd.m_computeFullU) m_qr.matrixQ().evalTo(svd.m_matrixU, m_workspace);
+      if(svd.computeV()) svd.m_matrixV = m_qr.colsPermutation();
+      return true;
+    }
+    return false;
+  }
+private:
+  typedef FullPivHouseholderQR<MatrixType> QRType;
+  QRType m_qr;
+  WorkspaceType m_workspace;
+};
+
+template<typename MatrixType>
+class qr_preconditioner_impl<MatrixType, FullPivHouseholderQRPreconditioner, PreconditionIfMoreColsThanRows, true>
+{
+public:
+  typedef typename MatrixType::Index Index;
+  typedef typename MatrixType::Scalar Scalar;
+  enum
+  {
+    RowsAtCompileTime = MatrixType::RowsAtCompileTime,
+    ColsAtCompileTime = MatrixType::ColsAtCompileTime,
+    MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
+    MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime,
+    Options = MatrixType::Options
+  };
+  typedef Matrix<Scalar, ColsAtCompileTime, RowsAtCompileTime, Options, MaxColsAtCompileTime, MaxRowsAtCompileTime>
+          TransposeTypeWithSameStorageOrder;
+
+  void allocate(const JacobiSVD<MatrixType, FullPivHouseholderQRPreconditioner>& svd)
+  {
+    if (svd.cols() != m_qr.rows() || svd.rows() != m_qr.cols())
+    {
+      m_qr.~QRType();
+      ::new (&m_qr) QRType(svd.cols(), svd.rows());
+    }
+    m_adjoint.resize(svd.cols(), svd.rows());
+    if (svd.m_computeFullV) m_workspace.resize(svd.cols());
+  }
+
+  bool run(JacobiSVD<MatrixType, FullPivHouseholderQRPreconditioner>& svd, const MatrixType& matrix)
+  {
+    if(matrix.cols() > matrix.rows())
+    {
+      m_adjoint = matrix.adjoint();
+      m_qr.compute(m_adjoint);
+      svd.m_workMatrix = m_qr.matrixQR().block(0,0,matrix.rows(),matrix.rows()).template triangularView<Upper>().adjoint();
+      if(svd.m_computeFullV) m_qr.matrixQ().evalTo(svd.m_matrixV, m_workspace);
+      if(svd.computeU()) svd.m_matrixU = m_qr.colsPermutation();
+      return true;
+    }
+    else return false;
+  }
+private:
+  typedef FullPivHouseholderQR<TransposeTypeWithSameStorageOrder> QRType;
+  QRType m_qr;
+  TransposeTypeWithSameStorageOrder m_adjoint;
+  typename internal::plain_row_type<MatrixType>::type m_workspace;
+};
+
+/*** preconditioner using ColPivHouseholderQR ***/
+
+template<typename MatrixType>
+class qr_preconditioner_impl<MatrixType, ColPivHouseholderQRPreconditioner, PreconditionIfMoreRowsThanCols, true>
+{
+public:
+  typedef typename MatrixType::Index Index;
+
+  void allocate(const JacobiSVD<MatrixType, ColPivHouseholderQRPreconditioner>& svd)
+  {
+    if (svd.rows() != m_qr.rows() || svd.cols() != m_qr.cols())
+    {
+      m_qr.~QRType();
+      ::new (&m_qr) QRType(svd.rows(), svd.cols());
+    }
+    if (svd.m_computeFullU) m_workspace.resize(svd.rows());
+    else if (svd.m_computeThinU) m_workspace.resize(svd.cols());
+  }
+
+  bool run(JacobiSVD<MatrixType, ColPivHouseholderQRPreconditioner>& svd, const MatrixType& matrix)
+  {
+    if(matrix.rows() > matrix.cols())
+    {
+      m_qr.compute(matrix);
+      svd.m_workMatrix = m_qr.matrixQR().block(0,0,matrix.cols(),matrix.cols()).template triangularView<Upper>();
+      if(svd.m_computeFullU) m_qr.householderQ().evalTo(svd.m_matrixU, m_workspace);
+      else if(svd.m_computeThinU)
+      {
+        svd.m_matrixU.setIdentity(matrix.rows(), matrix.cols());
+        m_qr.householderQ().applyThisOnTheLeft(svd.m_matrixU, m_workspace);
+      }
+      if(svd.computeV()) svd.m_matrixV = m_qr.colsPermutation();
+      return true;
+    }
+    return false;
+  }
+
+private:
+  typedef ColPivHouseholderQR<MatrixType> QRType;
+  QRType m_qr;
+  typename internal::plain_col_type<MatrixType>::type m_workspace;
+};
+
+template<typename MatrixType>
+class qr_preconditioner_impl<MatrixType, ColPivHouseholderQRPreconditioner, PreconditionIfMoreColsThanRows, true>
+{
+public:
+  typedef typename MatrixType::Index Index;
+  typedef typename MatrixType::Scalar Scalar;
+  enum
+  {
+    RowsAtCompileTime = MatrixType::RowsAtCompileTime,
+    ColsAtCompileTime = MatrixType::ColsAtCompileTime,
+    MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
+    MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime,
+    Options = MatrixType::Options
+  };
+
+  typedef Matrix<Scalar, ColsAtCompileTime, RowsAtCompileTime, Options, MaxColsAtCompileTime, MaxRowsAtCompileTime>
+          TransposeTypeWithSameStorageOrder;
+
+  void allocate(const JacobiSVD<MatrixType, ColPivHouseholderQRPreconditioner>& svd)
+  {
+    if (svd.cols() != m_qr.rows() || svd.rows() != m_qr.cols())
+    {
+      m_qr.~QRType();
+      ::new (&m_qr) QRType(svd.cols(), svd.rows());
+    }
+    if (svd.m_computeFullV) m_workspace.resize(svd.cols());
+    else if (svd.m_computeThinV) m_workspace.resize(svd.rows());
+    m_adjoint.resize(svd.cols(), svd.rows());
+  }
+
+  bool run(JacobiSVD<MatrixType, ColPivHouseholderQRPreconditioner>& svd, const MatrixType& matrix)
+  {
+    if(matrix.cols() > matrix.rows())
+    {
+      m_adjoint = matrix.adjoint();
+      m_qr.compute(m_adjoint);
+
+      svd.m_workMatrix = m_qr.matrixQR().block(0,0,matrix.rows(),matrix.rows()).template triangularView<Upper>().adjoint();
+      if(svd.m_computeFullV) m_qr.householderQ().evalTo(svd.m_matrixV, m_workspace);
+      else if(svd.m_computeThinV)
+      {
+        svd.m_matrixV.setIdentity(matrix.cols(), matrix.rows());
+        m_qr.householderQ().applyThisOnTheLeft(svd.m_matrixV, m_workspace);
+      }
+      if(svd.computeU()) svd.m_matrixU = m_qr.colsPermutation();
+      return true;
+    }
+    else return false;
+  }
+
+private:
+  typedef ColPivHouseholderQR<TransposeTypeWithSameStorageOrder> QRType;
+  QRType m_qr;
+  TransposeTypeWithSameStorageOrder m_adjoint;
+  typename internal::plain_row_type<MatrixType>::type m_workspace;
+};
+
+/*** preconditioner using HouseholderQR ***/
+
+template<typename MatrixType>
+class qr_preconditioner_impl<MatrixType, HouseholderQRPreconditioner, PreconditionIfMoreRowsThanCols, true>
+{
+public:
+  typedef typename MatrixType::Index Index;
+
+  void allocate(const JacobiSVD<MatrixType, HouseholderQRPreconditioner>& svd)
+  {
+    if (svd.rows() != m_qr.rows() || svd.cols() != m_qr.cols())
+    {
+      m_qr.~QRType();
+      ::new (&m_qr) QRType(svd.rows(), svd.cols());
+    }
+    if (svd.m_computeFullU) m_workspace.resize(svd.rows());
+    else if (svd.m_computeThinU) m_workspace.resize(svd.cols());
+  }
+
+  bool run(JacobiSVD<MatrixType, HouseholderQRPreconditioner>& svd, const MatrixType& matrix)
+  {
+    if(matrix.rows() > matrix.cols())
+    {
+      m_qr.compute(matrix);
+      svd.m_workMatrix = m_qr.matrixQR().block(0,0,matrix.cols(),matrix.cols()).template triangularView<Upper>();
+      if(svd.m_computeFullU) m_qr.householderQ().evalTo(svd.m_matrixU, m_workspace);
+      else if(svd.m_computeThinU)
+      {
+        svd.m_matrixU.setIdentity(matrix.rows(), matrix.cols());
+        m_qr.householderQ().applyThisOnTheLeft(svd.m_matrixU, m_workspace);
+      }
+      if(svd.computeV()) svd.m_matrixV.setIdentity(matrix.cols(), matrix.cols());
+      return true;
+    }
+    return false;
+  }
+private:
+  typedef HouseholderQR<MatrixType> QRType;
+  QRType m_qr;
+  typename internal::plain_col_type<MatrixType>::type m_workspace;
+};
+
+template<typename MatrixType>
+class qr_preconditioner_impl<MatrixType, HouseholderQRPreconditioner, PreconditionIfMoreColsThanRows, true>
+{
+public:
+  typedef typename MatrixType::Index Index;
+  typedef typename MatrixType::Scalar Scalar;
+  enum
+  {
+    RowsAtCompileTime = MatrixType::RowsAtCompileTime,
+    ColsAtCompileTime = MatrixType::ColsAtCompileTime,
+    MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
+    MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime,
+    Options = MatrixType::Options
+  };
+
+  typedef Matrix<Scalar, ColsAtCompileTime, RowsAtCompileTime, Options, MaxColsAtCompileTime, MaxRowsAtCompileTime>
+          TransposeTypeWithSameStorageOrder;
+
+  void allocate(const JacobiSVD<MatrixType, HouseholderQRPreconditioner>& svd)
+  {
+    if (svd.cols() != m_qr.rows() || svd.rows() != m_qr.cols())
+    {
+      m_qr.~QRType();
+      ::new (&m_qr) QRType(svd.cols(), svd.rows());
+    }
+    if (svd.m_computeFullV) m_workspace.resize(svd.cols());
+    else if (svd.m_computeThinV) m_workspace.resize(svd.rows());
+    m_adjoint.resize(svd.cols(), svd.rows());
+  }
+
+  bool run(JacobiSVD<MatrixType, HouseholderQRPreconditioner>& svd, const MatrixType& matrix)
+  {
+    if(matrix.cols() > matrix.rows())
+    {
+      m_adjoint = matrix.adjoint();
+      m_qr.compute(m_adjoint);
+
+      svd.m_workMatrix = m_qr.matrixQR().block(0,0,matrix.rows(),matrix.rows()).template triangularView<Upper>().adjoint();
+      if(svd.m_computeFullV) m_qr.householderQ().evalTo(svd.m_matrixV, m_workspace);
+      else if(svd.m_computeThinV)
+      {
+        svd.m_matrixV.setIdentity(matrix.cols(), matrix.rows());
+        m_qr.householderQ().applyThisOnTheLeft(svd.m_matrixV, m_workspace);
+      }
+      if(svd.computeU()) svd.m_matrixU.setIdentity(matrix.rows(), matrix.rows());
+      return true;
+    }
+    else return false;
+  }
+
+private:
+  typedef HouseholderQR<TransposeTypeWithSameStorageOrder> QRType;
+  QRType m_qr;
+  TransposeTypeWithSameStorageOrder m_adjoint;
+  typename internal::plain_row_type<MatrixType>::type m_workspace;
+};
+
+/*** 2x2 SVD implementation
+ ***
+ *** JacobiSVD consists in performing a series of 2x2 SVD subproblems
+ ***/
+
+template<typename MatrixType, int QRPreconditioner>
+struct svd_precondition_2x2_block_to_be_real<MatrixType, QRPreconditioner, false>
+{
+  typedef JacobiSVD<MatrixType, QRPreconditioner> SVD;
+  typedef typename SVD::Index Index;
+  static void run(typename SVD::WorkMatrixType&, SVD&, Index, Index) {}
+};
+
+template<typename MatrixType, int QRPreconditioner>
+struct svd_precondition_2x2_block_to_be_real<MatrixType, QRPreconditioner, true>
+{
+  typedef JacobiSVD<MatrixType, QRPreconditioner> SVD;
+  typedef typename MatrixType::Scalar Scalar;
+  typedef typename MatrixType::RealScalar RealScalar;
+  typedef typename SVD::Index Index;
+  static void run(typename SVD::WorkMatrixType& work_matrix, SVD& svd, Index p, Index q)
+  {
+    using std::sqrt;
+    Scalar z;
+    JacobiRotation<Scalar> rot;
+    RealScalar n = sqrt(numext::abs2(work_matrix.coeff(p,p)) + numext::abs2(work_matrix.coeff(q,p)));
+    if(n==0)
+    {
+      z = abs(work_matrix.coeff(p,q)) / work_matrix.coeff(p,q);
+      work_matrix.row(p) *= z;
+      if(svd.computeU()) svd.m_matrixU.col(p) *= conj(z);
+      z = abs(work_matrix.coeff(q,q)) / work_matrix.coeff(q,q);
+      work_matrix.row(q) *= z;
+      if(svd.computeU()) svd.m_matrixU.col(q) *= conj(z);
+    }
+    else
+    {
+      rot.c() = conj(work_matrix.coeff(p,p)) / n;
+      rot.s() = work_matrix.coeff(q,p) / n;
+      work_matrix.applyOnTheLeft(p,q,rot);
+      if(svd.computeU()) svd.m_matrixU.applyOnTheRight(p,q,rot.adjoint());
+      if(work_matrix.coeff(p,q) != Scalar(0))
+      {
+        Scalar z = abs(work_matrix.coeff(p,q)) / work_matrix.coeff(p,q);
+        work_matrix.col(q) *= z;
+        if(svd.computeV()) svd.m_matrixV.col(q) *= z;
+      }
+      if(work_matrix.coeff(q,q) != Scalar(0))
+      {
+        z = abs(work_matrix.coeff(q,q)) / work_matrix.coeff(q,q);
+        work_matrix.row(q) *= z;
+        if(svd.computeU()) svd.m_matrixU.col(q) *= conj(z);
+      }
+    }
+  }
+};
+
+template<typename MatrixType, typename RealScalar, typename Index>
+void real_2x2_jacobi_svd(const MatrixType& matrix, Index p, Index q,
+                            JacobiRotation<RealScalar> *j_left,
+                            JacobiRotation<RealScalar> *j_right)
+{
+  using std::sqrt;
+  Matrix<RealScalar,2,2> m;
+  m << numext::real(matrix.coeff(p,p)), numext::real(matrix.coeff(p,q)),
+       numext::real(matrix.coeff(q,p)), numext::real(matrix.coeff(q,q));
+  JacobiRotation<RealScalar> rot1;
+  RealScalar t = m.coeff(0,0) + m.coeff(1,1);
+  RealScalar d = m.coeff(1,0) - m.coeff(0,1);
+  if(t == RealScalar(0))
+  {
+    rot1.c() = RealScalar(0);
+    rot1.s() = d > RealScalar(0) ? RealScalar(1) : RealScalar(-1);
+  }
+  else
+  {
+    RealScalar u = d / t;
+    rot1.c() = RealScalar(1) / sqrt(RealScalar(1) + numext::abs2(u));
+    rot1.s() = rot1.c() * u;
+  }
+  m.applyOnTheLeft(0,1,rot1);
+  j_right->makeJacobi(m,0,1);
+  *j_left  = rot1 * j_right->transpose();
+}
+
+} // end namespace internal
+
+/** \ingroup SVD_Module
+  *
+  *
+  * \class JacobiSVD
+  *
+  * \brief Two-sided Jacobi SVD decomposition of a rectangular matrix
+  *
+  * \param MatrixType the type of the matrix of which we are computing the SVD decomposition
+  * \param QRPreconditioner this optional parameter allows to specify the type of QR decomposition that will be used internally
+  *                        for the R-SVD step for non-square matrices. See discussion of possible values below.
+  *
+  * SVD decomposition consists in decomposing any n-by-p matrix \a A as a product
+  *   \f[ A = U S V^* \f]
+  * where \a U is a n-by-n unitary, \a V is a p-by-p unitary, and \a S is a n-by-p real positive matrix which is zero outside of its main diagonal;
+  * the diagonal entries of S are known as the \em singular \em values of \a A and the columns of \a U and \a V are known as the left
+  * and right \em singular \em vectors of \a A respectively.
+  *
+  * Singular values are always sorted in decreasing order.
+  *
+  * This JacobiSVD decomposition computes only the singular values by default. If you want \a U or \a V, you need to ask for them explicitly.
+  *
+  * You can ask for only \em thin \a U or \a V to be computed, meaning the following. In case of a rectangular n-by-p matrix, letting \a m be the
+  * smaller value among \a n and \a p, there are only \a m singular vectors; the remaining columns of \a U and \a V do not correspond to actual
+  * singular vectors. Asking for \em thin \a U or \a V means asking for only their \a m first columns to be formed. So \a U is then a n-by-m matrix,
+  * and \a V is then a p-by-m matrix. Notice that thin \a U and \a V are all you need for (least squares) solving.
+  *
+  * Here's an example demonstrating basic usage:
+  * \include JacobiSVD_basic.cpp
+  * Output: \verbinclude JacobiSVD_basic.out
+  *
+  * This JacobiSVD class is a two-sided Jacobi R-SVD decomposition, ensuring optimal reliability and accuracy. The downside is that it's slower than
+  * bidiagonalizing SVD algorithms for large square matrices; however its complexity is still \f$ O(n^2p) \f$ where \a n is the smaller dimension and
+  * \a p is the greater dimension, meaning that it is still of the same order of complexity as the faster bidiagonalizing R-SVD algorithms.
+  * In particular, like any R-SVD, it takes advantage of non-squareness in that its complexity is only linear in the greater dimension.
+  *
+  * If the input matrix has inf or nan coefficients, the result of the computation is undefined, but the computation is guaranteed to
+  * terminate in finite (and reasonable) time.
+  *
+  * The possible values for QRPreconditioner are:
+  * \li ColPivHouseholderQRPreconditioner is the default. In practice it's very safe. It uses column-pivoting QR.
+  * \li FullPivHouseholderQRPreconditioner, is the safest and slowest. It uses full-pivoting QR.
+  *     Contrary to other QRs, it doesn't allow computing thin unitaries.
+  * \li HouseholderQRPreconditioner is the fastest, and less safe and accurate than the pivoting variants. It uses non-pivoting QR.
+  *     This is very similar in safety and accuracy to the bidiagonalization process used by bidiagonalizing SVD algorithms (since bidiagonalization
+  *     is inherently non-pivoting). However the resulting SVD is still more reliable than bidiagonalizing SVDs because the Jacobi-based iterarive
+  *     process is more reliable than the optimized bidiagonal SVD iterations.
+  * \li NoQRPreconditioner allows not to use a QR preconditioner at all. This is useful if you know that you will only be computing
+  *     JacobiSVD decompositions of square matrices. Non-square matrices require a QR preconditioner. Using this option will result in
+  *     faster compilation and smaller executable code. It won't significantly speed up computation, since JacobiSVD is always checking
+  *     if QR preconditioning is needed before applying it anyway.
+  *
+  * \sa MatrixBase::jacobiSvd()
+  */
+template<typename _MatrixType, int QRPreconditioner> 
+class JacobiSVD : public SVDBase<_MatrixType>
+{
+  public:
+
+    typedef _MatrixType MatrixType;
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar;
+    typedef typename MatrixType::Index Index;
+    enum {
+      RowsAtCompileTime = MatrixType::RowsAtCompileTime,
+      ColsAtCompileTime = MatrixType::ColsAtCompileTime,
+      DiagSizeAtCompileTime = EIGEN_SIZE_MIN_PREFER_DYNAMIC(RowsAtCompileTime,ColsAtCompileTime),
+      MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
+      MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime,
+      MaxDiagSizeAtCompileTime = EIGEN_SIZE_MIN_PREFER_FIXED(MaxRowsAtCompileTime,MaxColsAtCompileTime),
+      MatrixOptions = MatrixType::Options
+    };
+
+    typedef Matrix<Scalar, RowsAtCompileTime, RowsAtCompileTime,
+                   MatrixOptions, MaxRowsAtCompileTime, MaxRowsAtCompileTime>
+            MatrixUType;
+    typedef Matrix<Scalar, ColsAtCompileTime, ColsAtCompileTime,
+                   MatrixOptions, MaxColsAtCompileTime, MaxColsAtCompileTime>
+            MatrixVType;
+    typedef typename internal::plain_diag_type<MatrixType, RealScalar>::type SingularValuesType;
+    typedef typename internal::plain_row_type<MatrixType>::type RowType;
+    typedef typename internal::plain_col_type<MatrixType>::type ColType;
+    typedef Matrix<Scalar, DiagSizeAtCompileTime, DiagSizeAtCompileTime,
+                   MatrixOptions, MaxDiagSizeAtCompileTime, MaxDiagSizeAtCompileTime>
+            WorkMatrixType;
+
+    /** \brief Default Constructor.
+      *
+      * The default constructor is useful in cases in which the user intends to
+      * perform decompositions via JacobiSVD::compute(const MatrixType&).
+      */
+    JacobiSVD()
+      : SVDBase<_MatrixType>::SVDBase()
+    {}
+
+
+    /** \brief Default Constructor with memory preallocation
+      *
+      * Like the default constructor but with preallocation of the internal data
+      * according to the specified problem size.
+      * \sa JacobiSVD()
+      */
+    JacobiSVD(Index rows, Index cols, unsigned int computationOptions = 0)
+      : SVDBase<_MatrixType>::SVDBase() 
+    {
+      allocate(rows, cols, computationOptions);
+    }
+
+    /** \brief Constructor performing the decomposition of given matrix.
+     *
+     * \param matrix the matrix to decompose
+     * \param computationOptions optional parameter allowing to specify if you want full or thin U or V unitaries to be computed.
+     *                           By default, none is computed. This is a bit-field, the possible bits are #ComputeFullU, #ComputeThinU,
+     *                           #ComputeFullV, #ComputeThinV.
+     *
+     * Thin unitaries are only available if your matrix type has a Dynamic number of columns (for example MatrixXf). They also are not
+     * available with the (non-default) FullPivHouseholderQR preconditioner.
+     */
+    JacobiSVD(const MatrixType& matrix, unsigned int computationOptions = 0)
+      : SVDBase<_MatrixType>::SVDBase()
+    {
+      compute(matrix, computationOptions);
+    }
+
+    /** \brief Method performing the decomposition of given matrix using custom options.
+     *
+     * \param matrix the matrix to decompose
+     * \param computationOptions optional parameter allowing to specify if you want full or thin U or V unitaries to be computed.
+     *                           By default, none is computed. This is a bit-field, the possible bits are #ComputeFullU, #ComputeThinU,
+     *                           #ComputeFullV, #ComputeThinV.
+     *
+     * Thin unitaries are only available if your matrix type has a Dynamic number of columns (for example MatrixXf). They also are not
+     * available with the (non-default) FullPivHouseholderQR preconditioner.
+     */
+    SVDBase<MatrixType>& compute(const MatrixType& matrix, unsigned int computationOptions);
+
+    /** \brief Method performing the decomposition of given matrix using current options.
+     *
+     * \param matrix the matrix to decompose
+     *
+     * This method uses the current \a computationOptions, as already passed to the constructor or to compute(const MatrixType&, unsigned int).
+     */
+    SVDBase<MatrixType>& compute(const MatrixType& matrix)
+    {
+      return compute(matrix, this->m_computationOptions);
+    }
+    
+    /** \returns a (least squares) solution of \f$ A x = b \f$ using the current SVD decomposition of A.
+      *
+      * \param b the right-hand-side of the equation to solve.
+      *
+      * \note Solving requires both U and V to be computed. Thin U and V are enough, there is no need for full U or V.
+      *
+      * \note SVD solving is implicitly least-squares. Thus, this method serves both purposes of exact solving and least-squares solving.
+      * In other words, the returned solution is guaranteed to minimize the Euclidean norm \f$ \Vert A x - b \Vert \f$.
+      */
+    template<typename Rhs>
+    inline const internal::solve_retval<JacobiSVD, Rhs>
+    solve(const MatrixBase<Rhs>& b) const
+    {
+      eigen_assert(this->m_isInitialized && "JacobiSVD is not initialized.");
+      eigen_assert(SVDBase<MatrixType>::computeU() && SVDBase<MatrixType>::computeV() && "JacobiSVD::solve() requires both unitaries U and V to be computed (thin unitaries suffice).");
+      return internal::solve_retval<JacobiSVD, Rhs>(*this, b.derived());
+    }
+
+    
+
+  private:
+    void allocate(Index rows, Index cols, unsigned int computationOptions);
+
+  protected:
+    WorkMatrixType m_workMatrix;
+   
+    template<typename __MatrixType, int _QRPreconditioner, bool _IsComplex>
+    friend struct internal::svd_precondition_2x2_block_to_be_real;
+    template<typename __MatrixType, int _QRPreconditioner, int _Case, bool _DoAnything>
+    friend struct internal::qr_preconditioner_impl;
+
+    internal::qr_preconditioner_impl<MatrixType, QRPreconditioner, internal::PreconditionIfMoreColsThanRows> m_qr_precond_morecols;
+    internal::qr_preconditioner_impl<MatrixType, QRPreconditioner, internal::PreconditionIfMoreRowsThanCols> m_qr_precond_morerows;
+};
+
+template<typename MatrixType, int QRPreconditioner>
+void JacobiSVD<MatrixType, QRPreconditioner>::allocate(Index rows, Index cols, unsigned int computationOptions)
+{
+  if (SVDBase<MatrixType>::allocate(rows, cols, computationOptions)) return;
+
+  if (QRPreconditioner == FullPivHouseholderQRPreconditioner)
+  {
+      eigen_assert(!(this->m_computeThinU || this->m_computeThinV) &&
+              "JacobiSVD: can't compute thin U or thin V with the FullPivHouseholderQR preconditioner. "
+              "Use the ColPivHouseholderQR preconditioner instead.");
+  }
+
+  m_workMatrix.resize(this->m_diagSize, this->m_diagSize);
+  
+  if(this->m_cols>this->m_rows) m_qr_precond_morecols.allocate(*this);
+  if(this->m_rows>this->m_cols) m_qr_precond_morerows.allocate(*this);
+}
+
+template<typename MatrixType, int QRPreconditioner>
+SVDBase<MatrixType>&
+JacobiSVD<MatrixType, QRPreconditioner>::compute(const MatrixType& matrix, unsigned int computationOptions)
+{
+  using std::abs;
+  allocate(matrix.rows(), matrix.cols(), computationOptions);
+
+  // currently we stop when we reach precision 2*epsilon as the last bit of precision can require an unreasonable number of iterations,
+  // only worsening the precision of U and V as we accumulate more rotations
+  const RealScalar precision = RealScalar(2) * NumTraits<Scalar>::epsilon();
+
+  // limit for very small denormal numbers to be considered zero in order to avoid infinite loops (see bug 286)
+  const RealScalar considerAsZero = RealScalar(2) * std::numeric_limits<RealScalar>::denorm_min();
+
+  /*** step 1. The R-SVD step: we use a QR decomposition to reduce to the case of a square matrix */
+
+  if(!m_qr_precond_morecols.run(*this, matrix) && !m_qr_precond_morerows.run(*this, matrix))
+  {
+    m_workMatrix = matrix.block(0,0,this->m_diagSize,this->m_diagSize);
+    if(this->m_computeFullU) this->m_matrixU.setIdentity(this->m_rows,this->m_rows);
+    if(this->m_computeThinU) this->m_matrixU.setIdentity(this->m_rows,this->m_diagSize);
+    if(this->m_computeFullV) this->m_matrixV.setIdentity(this->m_cols,this->m_cols);
+    if(this->m_computeThinV) this->m_matrixV.setIdentity(this->m_cols, this->m_diagSize);
+  }
+
+  /*** step 2. The main Jacobi SVD iteration. ***/
+
+  bool finished = false;
+  while(!finished)
+  {
+    finished = true;
+
+    // do a sweep: for all index pairs (p,q), perform SVD of the corresponding 2x2 sub-matrix
+
+    for(Index p = 1; p < this->m_diagSize; ++p)
+    {
+      for(Index q = 0; q < p; ++q)
+      {
+        // if this 2x2 sub-matrix is not diagonal already...
+        // notice that this comparison will evaluate to false if any NaN is involved, ensuring that NaN's don't
+        // keep us iterating forever. Similarly, small denormal numbers are considered zero.
+        using std::max;
+        RealScalar threshold = (max)(considerAsZero, precision * (max)(abs(m_workMatrix.coeff(p,p)),
+                                                                       abs(m_workMatrix.coeff(q,q))));
+        if((max)(abs(m_workMatrix.coeff(p,q)),abs(m_workMatrix.coeff(q,p))) > threshold)
+        {
+          finished = false;
+
+          // perform SVD decomposition of 2x2 sub-matrix corresponding to indices p,q to make it diagonal
+          internal::svd_precondition_2x2_block_to_be_real<MatrixType, QRPreconditioner>::run(m_workMatrix, *this, p, q);
+          JacobiRotation<RealScalar> j_left, j_right;
+          internal::real_2x2_jacobi_svd(m_workMatrix, p, q, &j_left, &j_right);
+
+          // accumulate resulting Jacobi rotations
+          m_workMatrix.applyOnTheLeft(p,q,j_left);
+          if(SVDBase<MatrixType>::computeU()) this->m_matrixU.applyOnTheRight(p,q,j_left.transpose());
+
+          m_workMatrix.applyOnTheRight(p,q,j_right);
+          if(SVDBase<MatrixType>::computeV()) this->m_matrixV.applyOnTheRight(p,q,j_right);
+        }
+      }
+    }
+  }
+
+  /*** step 3. The work matrix is now diagonal, so ensure it's positive so its diagonal entries are the singular values ***/
+
+  for(Index i = 0; i < this->m_diagSize; ++i)
+  {
+    RealScalar a = abs(m_workMatrix.coeff(i,i));
+    this->m_singularValues.coeffRef(i) = a;
+    if(SVDBase<MatrixType>::computeU() && (a!=RealScalar(0))) this->m_matrixU.col(i) *= this->m_workMatrix.coeff(i,i)/a;
+  }
+
+  /*** step 4. Sort singular values in descending order and compute the number of nonzero singular values ***/
+
+  this->m_nonzeroSingularValues = this->m_diagSize;
+  for(Index i = 0; i < this->m_diagSize; i++)
+  {
+    Index pos;
+    RealScalar maxRemainingSingularValue = this->m_singularValues.tail(this->m_diagSize-i).maxCoeff(&pos);
+    if(maxRemainingSingularValue == RealScalar(0))
+    {
+      this->m_nonzeroSingularValues = i;
+      break;
+    }
+    if(pos)
+    {
+      pos += i;
+      std::swap(this->m_singularValues.coeffRef(i), this->m_singularValues.coeffRef(pos));
+      if(SVDBase<MatrixType>::computeU()) this->m_matrixU.col(pos).swap(this->m_matrixU.col(i));
+      if(SVDBase<MatrixType>::computeV()) this->m_matrixV.col(pos).swap(this->m_matrixV.col(i));
+    }
+  }
+
+  this->m_isInitialized = true;
+  return *this;
+}
+
+namespace internal {
+template<typename _MatrixType, int QRPreconditioner, typename Rhs>
+struct solve_retval<JacobiSVD<_MatrixType, QRPreconditioner>, Rhs>
+  : solve_retval_base<JacobiSVD<_MatrixType, QRPreconditioner>, Rhs>
+{
+  typedef JacobiSVD<_MatrixType, QRPreconditioner> JacobiSVDType;
+  EIGEN_MAKE_SOLVE_HELPERS(JacobiSVDType,Rhs)
+
+  template<typename Dest> void evalTo(Dest& dst) const
+  {
+    eigen_assert(rhs().rows() == dec().rows());
+
+    // A = U S V^*
+    // So A^{-1} = V S^{-1} U^*
+
+    Index diagSize = (std::min)(dec().rows(), dec().cols());
+    typename JacobiSVDType::SingularValuesType invertedSingVals(diagSize);
+
+    Index nonzeroSingVals = dec().nonzeroSingularValues();
+    invertedSingVals.head(nonzeroSingVals) = dec().singularValues().head(nonzeroSingVals).array().inverse();
+    invertedSingVals.tail(diagSize - nonzeroSingVals).setZero();
+
+    dst = dec().matrixV().leftCols(diagSize)
+        * invertedSingVals.asDiagonal()
+        * dec().matrixU().leftCols(diagSize).adjoint()
+        * rhs();
+  }
+};
+} // end namespace internal
+
+/** \svd_module
+  *
+  * \return the singular value decomposition of \c *this computed by two-sided
+  * Jacobi transformations.
+  *
+  * \sa class JacobiSVD
+  */
+template<typename Derived>
+JacobiSVD<typename MatrixBase<Derived>::PlainObject>
+MatrixBase<Derived>::jacobiSvd(unsigned int computationOptions) const
+{
+  return JacobiSVD<PlainObject>(*this, computationOptions);
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_JACOBISVD_H

extern/Eigen3/unsupported/Eigen/src/SVD/SVDBase.h

@@ -0,0 +1,236 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009-2010 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// Copyright (C) 2013 Gauthier Brun <brun.gauthier@gmail.com>
+// Copyright (C) 2013 Nicolas Carre <nicolas.carre@ensimag.fr>
+// Copyright (C) 2013 Jean Ceccato <jean.ceccato@ensimag.fr>
+// Copyright (C) 2013 Pierre Zoppitelli <pierre.zoppitelli@ensimag.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_SVD_H
+#define EIGEN_SVD_H
+
+namespace Eigen {
+/** \ingroup SVD_Module
+ *
+ *
+ * \class SVDBase
+ *
+ * \brief Mother class of SVD classes algorithms
+ *
+ * \param MatrixType the type of the matrix of which we are computing the SVD decomposition
+ * SVD decomposition consists in decomposing any n-by-p matrix \a A as a product
+ *   \f[ A = U S V^* \f]
+ * where \a U is a n-by-n unitary, \a V is a p-by-p unitary, and \a S is a n-by-p real positive matrix which is zero outside of its main diagonal;
+ * the diagonal entries of S are known as the \em singular \em values of \a A and the columns of \a U and \a V are known as the left
+ * and right \em singular \em vectors of \a A respectively.
+ *
+ * Singular values are always sorted in decreasing order.
+ *
+ * 
+ * You can ask for only \em thin \a U or \a V to be computed, meaning the following. In case of a rectangular n-by-p matrix, letting \a m be the
+ * smaller value among \a n and \a p, there are only \a m singular vectors; the remaining columns of \a U and \a V do not correspond to actual
+ * singular vectors. Asking for \em thin \a U or \a V means asking for only their \a m first columns to be formed. So \a U is then a n-by-m matrix,
+ * and \a V is then a p-by-m matrix. Notice that thin \a U and \a V are all you need for (least squares) solving.
+ *  
+ * If the input matrix has inf or nan coefficients, the result of the computation is undefined, but the computation is guaranteed to
+ * terminate in finite (and reasonable) time.
+ * \sa MatrixBase::genericSvd()
+ */
+template<typename _MatrixType> 
+class SVDBase
+{
+
+public:
+  typedef _MatrixType MatrixType;
+  typedef typename MatrixType::Scalar Scalar;
+  typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar;
+  typedef typename MatrixType::Index Index;
+  enum {
+    RowsAtCompileTime = MatrixType::RowsAtCompileTime,
+    ColsAtCompileTime = MatrixType::ColsAtCompileTime,
+    DiagSizeAtCompileTime = EIGEN_SIZE_MIN_PREFER_DYNAMIC(RowsAtCompileTime,ColsAtCompileTime),
+    MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
+    MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime,
+    MaxDiagSizeAtCompileTime = EIGEN_SIZE_MIN_PREFER_FIXED(MaxRowsAtCompileTime,MaxColsAtCompileTime),
+    MatrixOptions = MatrixType::Options
+  };
+
+  typedef Matrix<Scalar, RowsAtCompileTime, RowsAtCompileTime,
+		 MatrixOptions, MaxRowsAtCompileTime, MaxRowsAtCompileTime>
+  MatrixUType;
+  typedef Matrix<Scalar, ColsAtCompileTime, ColsAtCompileTime,
+		 MatrixOptions, MaxColsAtCompileTime, MaxColsAtCompileTime>
+  MatrixVType;
+  typedef typename internal::plain_diag_type<MatrixType, RealScalar>::type SingularValuesType;
+  typedef typename internal::plain_row_type<MatrixType>::type RowType;
+  typedef typename internal::plain_col_type<MatrixType>::type ColType;
+  typedef Matrix<Scalar, DiagSizeAtCompileTime, DiagSizeAtCompileTime,
+		 MatrixOptions, MaxDiagSizeAtCompileTime, MaxDiagSizeAtCompileTime>
+  WorkMatrixType;
+	
+
+
+
+  /** \brief Method performing the decomposition of given matrix using custom options.
+   *
+   * \param matrix the matrix to decompose
+   * \param computationOptions optional parameter allowing to specify if you want full or thin U or V unitaries to be computed.
+   *                           By default, none is computed. This is a bit-field, the possible bits are #ComputeFullU, #ComputeThinU,
+   *                           #ComputeFullV, #ComputeThinV.
+   *
+   * Thin unitaries are only available if your matrix type has a Dynamic number of columns (for example MatrixXf). They also are not
+   * available with the (non-default) FullPivHouseholderQR preconditioner.
+   */
+  SVDBase& compute(const MatrixType& matrix, unsigned int computationOptions);
+
+  /** \brief Method performing the decomposition of given matrix using current options.
+   *
+   * \param matrix the matrix to decompose
+   *
+   * This method uses the current \a computationOptions, as already passed to the constructor or to compute(const MatrixType&, unsigned int).
+   */
+  //virtual SVDBase& compute(const MatrixType& matrix) = 0;
+  SVDBase& compute(const MatrixType& matrix);
+
+  /** \returns the \a U matrix.
+   *
+   * For the SVDBase decomposition of a n-by-p matrix, letting \a m be the minimum of \a n and \a p,
+   * the U matrix is n-by-n if you asked for #ComputeFullU, and is n-by-m if you asked for #ComputeThinU.
+   *
+   * The \a m first columns of \a U are the left singular vectors of the matrix being decomposed.
+   *
+   * This method asserts that you asked for \a U to be computed.
+   */
+  const MatrixUType& matrixU() const
+  {
+    eigen_assert(m_isInitialized && "SVD is not initialized.");
+    eigen_assert(computeU() && "This SVD decomposition didn't compute U. Did you ask for it?");
+    return m_matrixU;
+  }
+
+  /** \returns the \a V matrix.
+   *
+   * For the SVD decomposition of a n-by-p matrix, letting \a m be the minimum of \a n and \a p,
+   * the V matrix is p-by-p if you asked for #ComputeFullV, and is p-by-m if you asked for ComputeThinV.
+   *
+   * The \a m first columns of \a V are the right singular vectors of the matrix being decomposed.
+   *
+   * This method asserts that you asked for \a V to be computed.
+   */
+  const MatrixVType& matrixV() const
+  {
+    eigen_assert(m_isInitialized && "SVD is not initialized.");
+    eigen_assert(computeV() && "This SVD decomposition didn't compute V. Did you ask for it?");
+    return m_matrixV;
+  }
+
+  /** \returns the vector of singular values.
+   *
+   * For the SVD decomposition of a n-by-p matrix, letting \a m be the minimum of \a n and \a p, the
+   * returned vector has size \a m.  Singular values are always sorted in decreasing order.
+   */
+  const SingularValuesType& singularValues() const
+  {
+    eigen_assert(m_isInitialized && "SVD is not initialized.");
+    return m_singularValues;
+  }
+
+  
+
+  /** \returns the number of singular values that are not exactly 0 */
+  Index nonzeroSingularValues() const
+  {
+    eigen_assert(m_isInitialized && "SVD is not initialized.");
+    return m_nonzeroSingularValues;
+  }
+
+
+  /** \returns true if \a U (full or thin) is asked for in this SVD decomposition */
+  inline bool computeU() const { return m_computeFullU || m_computeThinU; }
+  /** \returns true if \a V (full or thin) is asked for in this SVD decomposition */
+  inline bool computeV() const { return m_computeFullV || m_computeThinV; }
+
+
+  inline Index rows() const { return m_rows; }
+  inline Index cols() const { return m_cols; }
+
+
+protected:
+  // return true if already allocated
+  bool allocate(Index rows, Index cols, unsigned int computationOptions) ;
+
+  MatrixUType m_matrixU;
+  MatrixVType m_matrixV;
+  SingularValuesType m_singularValues;
+  bool m_isInitialized, m_isAllocated;
+  bool m_computeFullU, m_computeThinU;
+  bool m_computeFullV, m_computeThinV;
+  unsigned int m_computationOptions;
+  Index m_nonzeroSingularValues, m_rows, m_cols, m_diagSize;
+
+
+  /** \brief Default Constructor.
+   *
+   * Default constructor of SVDBase
+   */
+  SVDBase()
+    : m_isInitialized(false),
+      m_isAllocated(false),
+      m_computationOptions(0),
+      m_rows(-1), m_cols(-1)
+  {}
+
+
+};
+
+
+template<typename MatrixType>
+bool SVDBase<MatrixType>::allocate(Index rows, Index cols, unsigned int computationOptions)
+{
+  eigen_assert(rows >= 0 && cols >= 0);
+
+  if (m_isAllocated &&
+      rows == m_rows &&
+      cols == m_cols &&
+      computationOptions == m_computationOptions)
+  {
+    return true;
+  }
+
+  m_rows = rows;
+  m_cols = cols;
+  m_isInitialized = false;
+  m_isAllocated = true;
+  m_computationOptions = computationOptions;
+  m_computeFullU = (computationOptions & ComputeFullU) != 0;
+  m_computeThinU = (computationOptions & ComputeThinU) != 0;
+  m_computeFullV = (computationOptions & ComputeFullV) != 0;
+  m_computeThinV = (computationOptions & ComputeThinV) != 0;
+  eigen_assert(!(m_computeFullU && m_computeThinU) && "SVDBase: you can't ask for both full and thin U");
+  eigen_assert(!(m_computeFullV && m_computeThinV) && "SVDBase: you can't ask for both full and thin V");
+  eigen_assert(EIGEN_IMPLIES(m_computeThinU || m_computeThinV, MatrixType::ColsAtCompileTime==Dynamic) &&
+	       "SVDBase: thin U and V are only available when your matrix has a dynamic number of columns.");
+
+  m_diagSize = (std::min)(m_rows, m_cols);
+  m_singularValues.resize(m_diagSize);
+  if(RowsAtCompileTime==Dynamic)
+    m_matrixU.resize(m_rows, m_computeFullU ? m_rows
+		     : m_computeThinU ? m_diagSize
+		     : 0);
+  if(ColsAtCompileTime==Dynamic)
+    m_matrixV.resize(m_cols, m_computeFullV ? m_cols
+		     : m_computeThinV ? m_diagSize
+		     : 0);
+
+  return false;
+}
+
+}// end namespace
+
+#endif // EIGEN_SVD_H

extern/Eigen3/unsupported/Eigen/src/SVD/TODOBdcsvd.txt

@@ -0,0 +1,29 @@
+TO DO LIST
+
+
+
+(optional optimization) - do all the allocations in the allocate part 
+                        - support static matrices
+                        - return a error at compilation time when using integer matrices (int, long, std::complex<int>, ...)
+
+to finish the algorithm :
+			-implement the last part of the algorithm as described on the reference paper. 
+			    You may find more information on that part on this paper
+
+			-to replace the call to JacobiSVD at the end of the divide algorithm, just after the call to 
+			    deflation.
+
+(suggested step by step resolution)
+                       0) comment the call to Jacobi in the last part of the divide method and everything right after
+                               until the end of the method. What is commented can be a guideline to steps 3) 4) and 6)
+                       1) solve the secular equation (Characteristic equation) on the values that are not null (zi!=0 and di!=0), after the deflation
+                               wich should be uncommented in the divide method
+                       2) remember the values of the singular values that are already computed (zi=0)
+                       3) assign the singular values found in m_computed at the right places (with the ones found in step 2) )
+                               in decreasing order
+                       4) set the firstcol to zero (except the first element) in m_computed
+                       5) compute all the singular vectors when CompV is set to true and only the left vectors when
+                               CompV is set to false
+                       6) multiply naiveU and naiveV to the right by the matrices found, only naiveU when CompV is set to
+                               false, /!\ if CompU is false NaiveU has only 2 rows
+                       7) delete everything commented in step 0)

extern/Eigen3/unsupported/Eigen/src/SVD/doneInBDCSVD.txt

@@ -0,0 +1,21 @@
+This unsupported package is about a divide and conquer algorithm to compute SVD.
+
+The implementation follows as closely as possible the following reference paper : 
+http://www.cs.yale.edu/publications/techreports/tr933.pdf
+
+The code documentation uses the same names for variables as the reference paper. The code, deflation included, is
+working  but there are a few things that could be optimised as explained in the TODOBdsvd. 
+
+In the code comments were put at the line where would be the third step of the algorithm so one could simply add the call 
+of a function doing the last part of the algorithm and that would not require any knowledge of the part we implemented.
+
+In the TODOBdcsvd we explain what is the main difficulty of the last part and suggest a reference paper to help solve it.
+
+The implemented has trouble with fixed size matrices. 
+
+In the actual implementation, it returns matrices of zero when ask to do a svd on an int matrix. 
+
+
+Paper for the third part:
+http://www.stat.uchicago.edu/~lekheng/courses/302/classics/greengard-rokhlin.pdf
+

extern/Eigen3/unsupported/Eigen/src/Skyline/CMakeLists.txt

@@ -0,0 +1,6 @@
+FILE(GLOB Eigen_Skyline_SRCS "*.h")
+
+INSTALL(FILES
+  ${Eigen_Skyline_SRCS}
+  DESTINATION ${INCLUDE_INSTALL_DIR}/unsupported/Eigen/src/Skyline COMPONENT Devel
+  )

extern/Eigen3/unsupported/Eigen/src/Skyline/SkylineInplaceLU.h

@@ -0,0 +1,352 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008 Guillaume Saupin <guillaume.saupin@cea.fr>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_SKYLINEINPLACELU_H
+#define EIGEN_SKYLINEINPLACELU_H
+
+namespace Eigen { 
+
+/** \ingroup Skyline_Module
+ *
+ * \class SkylineInplaceLU
+ *
+ * \brief Inplace LU decomposition of a skyline matrix and associated features
+ *
+ * \param MatrixType the type of the matrix of which we are computing the LU factorization
+ *
+ */
+template<typename MatrixType>
+class SkylineInplaceLU {
+protected:
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename MatrixType::Index Index;
+    
+    typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar;
+
+public:
+
+    /** Creates a LU object and compute the respective factorization of \a matrix using
+     * flags \a flags. */
+    SkylineInplaceLU(MatrixType& matrix, int flags = 0)
+    : /*m_matrix(matrix.rows(), matrix.cols()),*/ m_flags(flags), m_status(0), m_lu(matrix) {
+        m_precision = RealScalar(0.1) * Eigen::dummy_precision<RealScalar > ();
+        m_lu.IsRowMajor ? computeRowMajor() : compute();
+    }
+
+    /** Sets the relative threshold value used to prune zero coefficients during the decomposition.
+     *
+     * Setting a value greater than zero speeds up computation, and yields to an imcomplete
+     * factorization with fewer non zero coefficients. Such approximate factors are especially
+     * useful to initialize an iterative solver.
+     *
+     * Note that the exact meaning of this parameter might depends on the actual
+     * backend. Moreover, not all backends support this feature.
+     *
+     * \sa precision() */
+    void setPrecision(RealScalar v) {
+        m_precision = v;
+    }
+
+    /** \returns the current precision.
+     *
+     * \sa setPrecision() */
+    RealScalar precision() const {
+        return m_precision;
+    }
+
+    /** Sets the flags. Possible values are:
+     *  - CompleteFactorization
+     *  - IncompleteFactorization
+     *  - MemoryEfficient
+     *  - one of the ordering methods
+     *  - etc...
+     *
+     * \sa flags() */
+    void setFlags(int f) {
+        m_flags = f;
+    }
+
+    /** \returns the current flags */
+    int flags() const {
+        return m_flags;
+    }
+
+    void setOrderingMethod(int m) {
+        m_flags = m;
+    }
+
+    int orderingMethod() const {
+        return m_flags;
+    }
+
+    /** Computes/re-computes the LU factorization */
+    void compute();
+    void computeRowMajor();
+
+    /** \returns the lower triangular matrix L */
+    //inline const MatrixType& matrixL() const { return m_matrixL; }
+
+    /** \returns the upper triangular matrix U */
+    //inline const MatrixType& matrixU() const { return m_matrixU; }
+
+    template<typename BDerived, typename XDerived>
+    bool solve(const MatrixBase<BDerived> &b, MatrixBase<XDerived>* x,
+            const int transposed = 0) const;
+
+    /** \returns true if the factorization succeeded */
+    inline bool succeeded(void) const {
+        return m_succeeded;
+    }
+
+protected:
+    RealScalar m_precision;
+    int m_flags;
+    mutable int m_status;
+    bool m_succeeded;
+    MatrixType& m_lu;
+};
+
+/** Computes / recomputes the in place LU decomposition of the SkylineInplaceLU.
+ * using the default algorithm.
+ */
+template<typename MatrixType>
+//template<typename _Scalar>
+void SkylineInplaceLU<MatrixType>::compute() {
+    const size_t rows = m_lu.rows();
+    const size_t cols = m_lu.cols();
+
+    eigen_assert(rows == cols && "We do not (yet) support rectangular LU.");
+    eigen_assert(!m_lu.IsRowMajor && "LU decomposition does not work with rowMajor Storage");
+
+    for (Index row = 0; row < rows; row++) {
+        const double pivot = m_lu.coeffDiag(row);
+
+        //Lower matrix Columns update
+        const Index& col = row;
+        for (typename MatrixType::InnerLowerIterator lIt(m_lu, col); lIt; ++lIt) {
+            lIt.valueRef() /= pivot;
+        }
+
+        //Upper matrix update -> contiguous memory access
+        typename MatrixType::InnerLowerIterator lIt(m_lu, col);
+        for (Index rrow = row + 1; rrow < m_lu.rows(); rrow++) {
+            typename MatrixType::InnerUpperIterator uItPivot(m_lu, row);
+            typename MatrixType::InnerUpperIterator uIt(m_lu, rrow);
+            const double coef = lIt.value();
+
+            uItPivot += (rrow - row - 1);
+
+            //update upper part  -> contiguous memory access
+            for (++uItPivot; uIt && uItPivot;) {
+                uIt.valueRef() -= uItPivot.value() * coef;
+
+                ++uIt;
+                ++uItPivot;
+            }
+            ++lIt;
+        }
+
+        //Upper matrix update -> non contiguous memory access
+        typename MatrixType::InnerLowerIterator lIt3(m_lu, col);
+        for (Index rrow = row + 1; rrow < m_lu.rows(); rrow++) {
+            typename MatrixType::InnerUpperIterator uItPivot(m_lu, row);
+            const double coef = lIt3.value();
+
+            //update lower part ->  non contiguous memory access
+            for (Index i = 0; i < rrow - row - 1; i++) {
+                m_lu.coeffRefLower(rrow, row + i + 1) -= uItPivot.value() * coef;
+                ++uItPivot;
+            }
+            ++lIt3;
+        }
+        //update diag -> contiguous
+        typename MatrixType::InnerLowerIterator lIt2(m_lu, col);
+        for (Index rrow = row + 1; rrow < m_lu.rows(); rrow++) {
+
+            typename MatrixType::InnerUpperIterator uItPivot(m_lu, row);
+            typename MatrixType::InnerUpperIterator uIt(m_lu, rrow);
+            const double coef = lIt2.value();
+
+            uItPivot += (rrow - row - 1);
+            m_lu.coeffRefDiag(rrow) -= uItPivot.value() * coef;
+            ++lIt2;
+        }
+    }
+}
+
+template<typename MatrixType>
+void SkylineInplaceLU<MatrixType>::computeRowMajor() {
+    const size_t rows = m_lu.rows();
+    const size_t cols = m_lu.cols();
+
+    eigen_assert(rows == cols && "We do not (yet) support rectangular LU.");
+    eigen_assert(m_lu.IsRowMajor && "You're trying to apply rowMajor decomposition on a ColMajor matrix !");
+
+    for (Index row = 0; row < rows; row++) {
+        typename MatrixType::InnerLowerIterator llIt(m_lu, row);
+
+
+        for (Index col = llIt.col(); col < row; col++) {
+            if (m_lu.coeffExistLower(row, col)) {
+                const double diag = m_lu.coeffDiag(col);
+
+                typename MatrixType::InnerLowerIterator lIt(m_lu, row);
+                typename MatrixType::InnerUpperIterator uIt(m_lu, col);
+
+
+                const Index offset = lIt.col() - uIt.row();
+
+
+                Index stop = offset > 0 ? col - lIt.col() : col - uIt.row();
+
+                //#define VECTORIZE
+#ifdef VECTORIZE
+                Map<VectorXd > rowVal(lIt.valuePtr() + (offset > 0 ? 0 : -offset), stop);
+                Map<VectorXd > colVal(uIt.valuePtr() + (offset > 0 ? offset : 0), stop);
+
+
+                Scalar newCoeff = m_lu.coeffLower(row, col) - rowVal.dot(colVal);
+#else
+                if (offset > 0) //Skip zero value of lIt
+                    uIt += offset;
+                else //Skip zero values of uIt
+                    lIt += -offset;
+                Scalar newCoeff = m_lu.coeffLower(row, col);
+
+                for (Index k = 0; k < stop; ++k) {
+                    const Scalar tmp = newCoeff;
+                    newCoeff = tmp - lIt.value() * uIt.value();
+                    ++lIt;
+                    ++uIt;
+                }
+#endif
+
+                m_lu.coeffRefLower(row, col) = newCoeff / diag;
+            }
+        }
+
+        //Upper matrix update
+        const Index col = row;
+        typename MatrixType::InnerUpperIterator uuIt(m_lu, col);
+        for (Index rrow = uuIt.row(); rrow < col; rrow++) {
+
+            typename MatrixType::InnerLowerIterator lIt(m_lu, rrow);
+            typename MatrixType::InnerUpperIterator uIt(m_lu, col);
+            const Index offset = lIt.col() - uIt.row();
+
+            Index stop = offset > 0 ? rrow - lIt.col() : rrow - uIt.row();
+
+#ifdef VECTORIZE
+            Map<VectorXd > rowVal(lIt.valuePtr() + (offset > 0 ? 0 : -offset), stop);
+            Map<VectorXd > colVal(uIt.valuePtr() + (offset > 0 ? offset : 0), stop);
+
+            Scalar newCoeff = m_lu.coeffUpper(rrow, col) - rowVal.dot(colVal);
+#else
+            if (offset > 0) //Skip zero value of lIt
+                uIt += offset;
+            else //Skip zero values of uIt
+                lIt += -offset;
+            Scalar newCoeff = m_lu.coeffUpper(rrow, col);
+            for (Index k = 0; k < stop; ++k) {
+                const Scalar tmp = newCoeff;
+                newCoeff = tmp - lIt.value() * uIt.value();
+
+                ++lIt;
+                ++uIt;
+            }
+#endif
+            m_lu.coeffRefUpper(rrow, col) = newCoeff;
+        }
+
+
+        //Diag matrix update
+        typename MatrixType::InnerLowerIterator lIt(m_lu, row);
+        typename MatrixType::InnerUpperIterator uIt(m_lu, row);
+
+        const Index offset = lIt.col() - uIt.row();
+
+
+        Index stop = offset > 0 ? lIt.size() : uIt.size();
+#ifdef VECTORIZE
+        Map<VectorXd > rowVal(lIt.valuePtr() + (offset > 0 ? 0 : -offset), stop);
+        Map<VectorXd > colVal(uIt.valuePtr() + (offset > 0 ? offset : 0), stop);
+        Scalar newCoeff = m_lu.coeffDiag(row) - rowVal.dot(colVal);
+#else
+        if (offset > 0) //Skip zero value of lIt
+            uIt += offset;
+        else //Skip zero values of uIt
+            lIt += -offset;
+        Scalar newCoeff = m_lu.coeffDiag(row);
+        for (Index k = 0; k < stop; ++k) {
+            const Scalar tmp = newCoeff;
+            newCoeff = tmp - lIt.value() * uIt.value();
+            ++lIt;
+            ++uIt;
+        }
+#endif
+        m_lu.coeffRefDiag(row) = newCoeff;
+    }
+}
+
+/** Computes *x = U^-1 L^-1 b
+ *
+ * If \a transpose is set to SvTranspose or SvAdjoint, the solution
+ * of the transposed/adjoint system is computed instead.
+ *
+ * Not all backends implement the solution of the transposed or
+ * adjoint system.
+ */
+template<typename MatrixType>
+template<typename BDerived, typename XDerived>
+bool SkylineInplaceLU<MatrixType>::solve(const MatrixBase<BDerived> &b, MatrixBase<XDerived>* x, const int transposed) const {
+    const size_t rows = m_lu.rows();
+    const size_t cols = m_lu.cols();
+
+
+    for (Index row = 0; row < rows; row++) {
+        x->coeffRef(row) = b.coeff(row);
+        Scalar newVal = x->coeff(row);
+        typename MatrixType::InnerLowerIterator lIt(m_lu, row);
+
+        Index col = lIt.col();
+        while (lIt.col() < row) {
+
+            newVal -= x->coeff(col++) * lIt.value();
+            ++lIt;
+        }
+
+        x->coeffRef(row) = newVal;
+    }
+
+
+    for (Index col = rows - 1; col > 0; col--) {
+        x->coeffRef(col) = x->coeff(col) / m_lu.coeffDiag(col);
+
+        const Scalar x_col = x->coeff(col);
+
+        typename MatrixType::InnerUpperIterator uIt(m_lu, col);
+        uIt += uIt.size()-1;
+
+
+        while (uIt) {
+            x->coeffRef(uIt.row()) -= x_col * uIt.value();
+            //TODO : introduce --operator
+            uIt += -1;
+        }
+
+
+    }
+    x->coeffRef(0) = x->coeff(0) / m_lu.coeffDiag(0);
+
+    return true;
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_SKYLINELU_H

extern/Eigen3/unsupported/Eigen/src/Skyline/SkylineMatrix.h

@@ -0,0 +1,862 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2009 Guillaume Saupin <guillaume.saupin@cea.fr>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_SKYLINEMATRIX_H
+#define EIGEN_SKYLINEMATRIX_H
+
+#include "SkylineStorage.h"
+#include "SkylineMatrixBase.h"
+
+namespace Eigen { 
+
+/** \ingroup Skyline_Module
+ *
+ * \class SkylineMatrix
+ *
+ * \brief The main skyline matrix class
+ *
+ * This class implements a skyline matrix using the very uncommon storage
+ * scheme.
+ *
+ * \param _Scalar the scalar type, i.e. the type of the coefficients
+ * \param _Options Union of bit flags controlling the storage scheme. Currently the only possibility
+ *                 is RowMajor. The default is 0 which means column-major.
+ *
+ *
+ */
+namespace internal {
+template<typename _Scalar, int _Options>
+struct traits<SkylineMatrix<_Scalar, _Options> > {
+    typedef _Scalar Scalar;
+    typedef Sparse StorageKind;
+
+    enum {
+        RowsAtCompileTime = Dynamic,
+        ColsAtCompileTime = Dynamic,
+        MaxRowsAtCompileTime = Dynamic,
+        MaxColsAtCompileTime = Dynamic,
+        Flags = SkylineBit | _Options,
+        CoeffReadCost = NumTraits<Scalar>::ReadCost,
+    };
+};
+}
+
+template<typename _Scalar, int _Options>
+class SkylineMatrix
+: public SkylineMatrixBase<SkylineMatrix<_Scalar, _Options> > {
+public:
+    EIGEN_SKYLINE_GENERIC_PUBLIC_INTERFACE(SkylineMatrix)
+    EIGEN_SKYLINE_INHERIT_ASSIGNMENT_OPERATOR(SkylineMatrix, +=)
+    EIGEN_SKYLINE_INHERIT_ASSIGNMENT_OPERATOR(SkylineMatrix, -=)
+
+    using Base::IsRowMajor;
+
+protected:
+
+    typedef SkylineMatrix<Scalar, (Flags&~RowMajorBit) | (IsRowMajor ? RowMajorBit : 0) > TransposedSkylineMatrix;
+
+    Index m_outerSize;
+    Index m_innerSize;
+
+public:
+    Index* m_colStartIndex;
+    Index* m_rowStartIndex;
+    SkylineStorage<Scalar> m_data;
+
+public:
+
+    inline Index rows() const {
+        return IsRowMajor ? m_outerSize : m_innerSize;
+    }
+
+    inline Index cols() const {
+        return IsRowMajor ? m_innerSize : m_outerSize;
+    }
+
+    inline Index innerSize() const {
+        return m_innerSize;
+    }
+
+    inline Index outerSize() const {
+        return m_outerSize;
+    }
+
+    inline Index upperNonZeros() const {
+        return m_data.upperSize();
+    }
+
+    inline Index lowerNonZeros() const {
+        return m_data.lowerSize();
+    }
+
+    inline Index upperNonZeros(Index j) const {
+        return m_colStartIndex[j + 1] - m_colStartIndex[j];
+    }
+
+    inline Index lowerNonZeros(Index j) const {
+        return m_rowStartIndex[j + 1] - m_rowStartIndex[j];
+    }
+
+    inline const Scalar* _diagPtr() const {
+        return &m_data.diag(0);
+    }
+
+    inline Scalar* _diagPtr() {
+        return &m_data.diag(0);
+    }
+
+    inline const Scalar* _upperPtr() const {
+        return &m_data.upper(0);
+    }
+
+    inline Scalar* _upperPtr() {
+        return &m_data.upper(0);
+    }
+
+    inline const Scalar* _lowerPtr() const {
+        return &m_data.lower(0);
+    }
+
+    inline Scalar* _lowerPtr() {
+        return &m_data.lower(0);
+    }
+
+    inline const Index* _upperProfilePtr() const {
+        return &m_data.upperProfile(0);
+    }
+
+    inline Index* _upperProfilePtr() {
+        return &m_data.upperProfile(0);
+    }
+
+    inline const Index* _lowerProfilePtr() const {
+        return &m_data.lowerProfile(0);
+    }
+
+    inline Index* _lowerProfilePtr() {
+        return &m_data.lowerProfile(0);
+    }
+
+    inline Scalar coeff(Index row, Index col) const {
+        const Index outer = IsRowMajor ? row : col;
+        const Index inner = IsRowMajor ? col : row;
+
+        eigen_assert(outer < outerSize());
+        eigen_assert(inner < innerSize());
+
+        if (outer == inner)
+            return this->m_data.diag(outer);
+
+        if (IsRowMajor) {
+            if (inner > outer) //upper matrix
+            {
+                const Index minOuterIndex = inner - m_data.upperProfile(inner);
+                if (outer >= minOuterIndex)
+                    return this->m_data.upper(m_colStartIndex[inner] + outer - (inner - m_data.upperProfile(inner)));
+                else
+                    return Scalar(0);
+            }
+            if (inner < outer) //lower matrix
+            {
+                const Index minInnerIndex = outer - m_data.lowerProfile(outer);
+                if (inner >= minInnerIndex)
+                    return this->m_data.lower(m_rowStartIndex[outer] + inner - (outer - m_data.lowerProfile(outer)));
+                else
+                    return Scalar(0);
+            }
+            return m_data.upper(m_colStartIndex[inner] + outer - inner);
+        } else {
+            if (outer > inner) //upper matrix
+            {
+                const Index maxOuterIndex = inner + m_data.upperProfile(inner);
+                if (outer <= maxOuterIndex)
+                    return this->m_data.upper(m_colStartIndex[inner] + (outer - inner));
+                else
+                    return Scalar(0);
+            }
+            if (outer < inner) //lower matrix
+            {
+                const Index maxInnerIndex = outer + m_data.lowerProfile(outer);
+
+                if (inner <= maxInnerIndex)
+                    return this->m_data.lower(m_rowStartIndex[outer] + (inner - outer));
+                else
+                    return Scalar(0);
+            }
+        }
+    }
+
+    inline Scalar& coeffRef(Index row, Index col) {
+        const Index outer = IsRowMajor ? row : col;
+        const Index inner = IsRowMajor ? col : row;
+
+        eigen_assert(outer < outerSize());
+        eigen_assert(inner < innerSize());
+
+        if (outer == inner)
+            return this->m_data.diag(outer);
+
+        if (IsRowMajor) {
+            if (col > row) //upper matrix
+            {
+                const Index minOuterIndex = inner - m_data.upperProfile(inner);
+                eigen_assert(outer >= minOuterIndex && "you try to acces a coeff that do not exist in the storage");
+                return this->m_data.upper(m_colStartIndex[inner] + outer - (inner - m_data.upperProfile(inner)));
+            }
+            if (col < row) //lower matrix
+            {
+                const Index minInnerIndex = outer - m_data.lowerProfile(outer);
+                eigen_assert(inner >= minInnerIndex && "you try to acces a coeff that do not exist in the storage");
+                return this->m_data.lower(m_rowStartIndex[outer] + inner - (outer - m_data.lowerProfile(outer)));
+            }
+        } else {
+            if (outer > inner) //upper matrix
+            {
+                const Index maxOuterIndex = inner + m_data.upperProfile(inner);
+                eigen_assert(outer <= maxOuterIndex && "you try to acces a coeff that do not exist in the storage");
+                return this->m_data.upper(m_colStartIndex[inner] + (outer - inner));
+            }
+            if (outer < inner) //lower matrix
+            {
+                const Index maxInnerIndex = outer + m_data.lowerProfile(outer);
+                eigen_assert(inner <= maxInnerIndex && "you try to acces a coeff that do not exist in the storage");
+                return this->m_data.lower(m_rowStartIndex[outer] + (inner - outer));
+            }
+        }
+    }
+
+    inline Scalar coeffDiag(Index idx) const {
+        eigen_assert(idx < outerSize());
+        eigen_assert(idx < innerSize());
+        return this->m_data.diag(idx);
+    }
+
+    inline Scalar coeffLower(Index row, Index col) const {
+        const Index outer = IsRowMajor ? row : col;
+        const Index inner = IsRowMajor ? col : row;
+
+        eigen_assert(outer < outerSize());
+        eigen_assert(inner < innerSize());
+        eigen_assert(inner != outer);
+
+        if (IsRowMajor) {
+            const Index minInnerIndex = outer - m_data.lowerProfile(outer);
+            if (inner >= minInnerIndex)
+                return this->m_data.lower(m_rowStartIndex[outer] + inner - (outer - m_data.lowerProfile(outer)));
+            else
+                return Scalar(0);
+
+        } else {
+            const Index maxInnerIndex = outer + m_data.lowerProfile(outer);
+            if (inner <= maxInnerIndex)
+                return this->m_data.lower(m_rowStartIndex[outer] + (inner - outer));
+            else
+                return Scalar(0);
+        }
+    }
+
+    inline Scalar coeffUpper(Index row, Index col) const {
+        const Index outer = IsRowMajor ? row : col;
+        const Index inner = IsRowMajor ? col : row;
+
+        eigen_assert(outer < outerSize());
+        eigen_assert(inner < innerSize());
+        eigen_assert(inner != outer);
+
+        if (IsRowMajor) {
+            const Index minOuterIndex = inner - m_data.upperProfile(inner);
+            if (outer >= minOuterIndex)
+                return this->m_data.upper(m_colStartIndex[inner] + outer - (inner - m_data.upperProfile(inner)));
+            else
+                return Scalar(0);
+        } else {
+            const Index maxOuterIndex = inner + m_data.upperProfile(inner);
+            if (outer <= maxOuterIndex)
+                return this->m_data.upper(m_colStartIndex[inner] + (outer - inner));
+            else
+                return Scalar(0);
+        }
+    }
+
+    inline Scalar& coeffRefDiag(Index idx) {
+        eigen_assert(idx < outerSize());
+        eigen_assert(idx < innerSize());
+        return this->m_data.diag(idx);
+    }
+
+    inline Scalar& coeffRefLower(Index row, Index col) {
+        const Index outer = IsRowMajor ? row : col;
+        const Index inner = IsRowMajor ? col : row;
+
+        eigen_assert(outer < outerSize());
+        eigen_assert(inner < innerSize());
+        eigen_assert(inner != outer);
+
+        if (IsRowMajor) {
+            const Index minInnerIndex = outer - m_data.lowerProfile(outer);
+            eigen_assert(inner >= minInnerIndex && "you try to acces a coeff that do not exist in the storage");
+            return this->m_data.lower(m_rowStartIndex[outer] + inner - (outer - m_data.lowerProfile(outer)));
+        } else {
+            const Index maxInnerIndex = outer + m_data.lowerProfile(outer);
+            eigen_assert(inner <= maxInnerIndex && "you try to acces a coeff that do not exist in the storage");
+            return this->m_data.lower(m_rowStartIndex[outer] + (inner - outer));
+        }
+    }
+
+    inline bool coeffExistLower(Index row, Index col) {
+        const Index outer = IsRowMajor ? row : col;
+        const Index inner = IsRowMajor ? col : row;
+
+        eigen_assert(outer < outerSize());
+        eigen_assert(inner < innerSize());
+        eigen_assert(inner != outer);
+
+        if (IsRowMajor) {
+            const Index minInnerIndex = outer - m_data.lowerProfile(outer);
+            return inner >= minInnerIndex;
+        } else {
+            const Index maxInnerIndex = outer + m_data.lowerProfile(outer);
+            return inner <= maxInnerIndex;
+        }
+    }
+
+    inline Scalar& coeffRefUpper(Index row, Index col) {
+        const Index outer = IsRowMajor ? row : col;
+        const Index inner = IsRowMajor ? col : row;
+
+        eigen_assert(outer < outerSize());
+        eigen_assert(inner < innerSize());
+        eigen_assert(inner != outer);
+
+        if (IsRowMajor) {
+            const Index minOuterIndex = inner - m_data.upperProfile(inner);
+            eigen_assert(outer >= minOuterIndex && "you try to acces a coeff that do not exist in the storage");
+            return this->m_data.upper(m_colStartIndex[inner] + outer - (inner - m_data.upperProfile(inner)));
+        } else {
+            const Index maxOuterIndex = inner + m_data.upperProfile(inner);
+            eigen_assert(outer <= maxOuterIndex && "you try to acces a coeff that do not exist in the storage");
+            return this->m_data.upper(m_colStartIndex[inner] + (outer - inner));
+        }
+    }
+
+    inline bool coeffExistUpper(Index row, Index col) {
+        const Index outer = IsRowMajor ? row : col;
+        const Index inner = IsRowMajor ? col : row;
+
+        eigen_assert(outer < outerSize());
+        eigen_assert(inner < innerSize());
+        eigen_assert(inner != outer);
+
+        if (IsRowMajor) {
+            const Index minOuterIndex = inner - m_data.upperProfile(inner);
+            return outer >= minOuterIndex;
+        } else {
+            const Index maxOuterIndex = inner + m_data.upperProfile(inner);
+            return outer <= maxOuterIndex;
+        }
+    }
+
+
+protected:
+
+public:
+    class InnerUpperIterator;
+    class InnerLowerIterator;
+
+    class OuterUpperIterator;
+    class OuterLowerIterator;
+
+    /** Removes all non zeros */
+    inline void setZero() {
+        m_data.clear();
+        memset(m_colStartIndex, 0, (m_outerSize + 1) * sizeof (Index));
+        memset(m_rowStartIndex, 0, (m_outerSize + 1) * sizeof (Index));
+    }
+
+    /** \returns the number of non zero coefficients */
+    inline Index nonZeros() const {
+        return m_data.diagSize() + m_data.upperSize() + m_data.lowerSize();
+    }
+
+    /** Preallocates \a reserveSize non zeros */
+    inline void reserve(Index reserveSize, Index reserveUpperSize, Index reserveLowerSize) {
+        m_data.reserve(reserveSize, reserveUpperSize, reserveLowerSize);
+    }
+
+    /** \returns a reference to a novel non zero coefficient with coordinates \a row x \a col.
+
+     *
+     * \warning This function can be extremely slow if the non zero coefficients
+     * are not inserted in a coherent order.
+     *
+     * After an insertion session, you should call the finalize() function.
+     */
+    EIGEN_DONT_INLINE Scalar & insert(Index row, Index col) {
+        const Index outer = IsRowMajor ? row : col;
+        const Index inner = IsRowMajor ? col : row;
+
+        eigen_assert(outer < outerSize());
+        eigen_assert(inner < innerSize());
+
+        if (outer == inner)
+            return m_data.diag(col);
+
+        if (IsRowMajor) {
+            if (outer < inner) //upper matrix
+            {
+                Index minOuterIndex = 0;
+                minOuterIndex = inner - m_data.upperProfile(inner);
+
+                if (outer < minOuterIndex) //The value does not yet exist
+                {
+                    const Index previousProfile = m_data.upperProfile(inner);
+
+                    m_data.upperProfile(inner) = inner - outer;
+
+
+                    const Index bandIncrement = m_data.upperProfile(inner) - previousProfile;
+                    //shift data stored after this new one
+                    const Index stop = m_colStartIndex[cols()];
+                    const Index start = m_colStartIndex[inner];
+
+
+                    for (Index innerIdx = stop; innerIdx >= start; innerIdx--) {
+                        m_data.upper(innerIdx + bandIncrement) = m_data.upper(innerIdx);
+                    }
+
+                    for (Index innerIdx = cols(); innerIdx > inner; innerIdx--) {
+                        m_colStartIndex[innerIdx] += bandIncrement;
+                    }
+
+                    //zeros new data
+                    memset(this->_upperPtr() + start, 0, (bandIncrement - 1) * sizeof (Scalar));
+
+                    return m_data.upper(m_colStartIndex[inner]);
+                } else {
+                    return m_data.upper(m_colStartIndex[inner] + outer - (inner - m_data.upperProfile(inner)));
+                }
+            }
+
+            if (outer > inner) //lower matrix
+            {
+                const Index minInnerIndex = outer - m_data.lowerProfile(outer);
+                if (inner < minInnerIndex) //The value does not yet exist
+                {
+                    const Index previousProfile = m_data.lowerProfile(outer);
+                    m_data.lowerProfile(outer) = outer - inner;
+
+                    const Index bandIncrement = m_data.lowerProfile(outer) - previousProfile;
+                    //shift data stored after this new one
+                    const Index stop = m_rowStartIndex[rows()];
+                    const Index start = m_rowStartIndex[outer];
+
+
+                    for (Index innerIdx = stop; innerIdx >= start; innerIdx--) {
+                        m_data.lower(innerIdx + bandIncrement) = m_data.lower(innerIdx);
+                    }
+
+                    for (Index innerIdx = rows(); innerIdx > outer; innerIdx--) {
+                        m_rowStartIndex[innerIdx] += bandIncrement;
+                    }
+
+                    //zeros new data
+                    memset(this->_lowerPtr() + start, 0, (bandIncrement - 1) * sizeof (Scalar));
+                    return m_data.lower(m_rowStartIndex[outer]);
+                } else {
+                    return m_data.lower(m_rowStartIndex[outer] + inner - (outer - m_data.lowerProfile(outer)));
+                }
+            }
+        } else {
+            if (outer > inner) //upper matrix
+            {
+                const Index maxOuterIndex = inner + m_data.upperProfile(inner);
+                if (outer > maxOuterIndex) //The value does not yet exist
+                {
+                    const Index previousProfile = m_data.upperProfile(inner);
+                    m_data.upperProfile(inner) = outer - inner;
+
+                    const Index bandIncrement = m_data.upperProfile(inner) - previousProfile;
+                    //shift data stored after this new one
+                    const Index stop = m_rowStartIndex[rows()];
+                    const Index start = m_rowStartIndex[inner + 1];
+
+                    for (Index innerIdx = stop; innerIdx >= start; innerIdx--) {
+                        m_data.upper(innerIdx + bandIncrement) = m_data.upper(innerIdx);
+                    }
+
+                    for (Index innerIdx = inner + 1; innerIdx < outerSize() + 1; innerIdx++) {
+                        m_rowStartIndex[innerIdx] += bandIncrement;
+                    }
+                    memset(this->_upperPtr() + m_rowStartIndex[inner] + previousProfile + 1, 0, (bandIncrement - 1) * sizeof (Scalar));
+                    return m_data.upper(m_rowStartIndex[inner] + m_data.upperProfile(inner));
+                } else {
+                    return m_data.upper(m_rowStartIndex[inner] + (outer - inner));
+                }
+            }
+
+            if (outer < inner) //lower matrix
+            {
+                const Index maxInnerIndex = outer + m_data.lowerProfile(outer);
+                if (inner > maxInnerIndex) //The value does not yet exist
+                {
+                    const Index previousProfile = m_data.lowerProfile(outer);
+                    m_data.lowerProfile(outer) = inner - outer;
+
+                    const Index bandIncrement = m_data.lowerProfile(outer) - previousProfile;
+                    //shift data stored after this new one
+                    const Index stop = m_colStartIndex[cols()];
+                    const Index start = m_colStartIndex[outer + 1];
+
+                    for (Index innerIdx = stop; innerIdx >= start; innerIdx--) {
+                        m_data.lower(innerIdx + bandIncrement) = m_data.lower(innerIdx);
+                    }
+
+                    for (Index innerIdx = outer + 1; innerIdx < outerSize() + 1; innerIdx++) {
+                        m_colStartIndex[innerIdx] += bandIncrement;
+                    }
+                    memset(this->_lowerPtr() + m_colStartIndex[outer] + previousProfile + 1, 0, (bandIncrement - 1) * sizeof (Scalar));
+                    return m_data.lower(m_colStartIndex[outer] + m_data.lowerProfile(outer));
+                } else {
+                    return m_data.lower(m_colStartIndex[outer] + (inner - outer));
+                }
+            }
+        }
+    }
+
+    /** Must be called after inserting a set of non zero entries.
+     */
+    inline void finalize() {
+        if (IsRowMajor) {
+            if (rows() > cols())
+                m_data.resize(cols(), cols(), rows(), m_colStartIndex[cols()] + 1, m_rowStartIndex[rows()] + 1);
+            else
+                m_data.resize(rows(), cols(), rows(), m_colStartIndex[cols()] + 1, m_rowStartIndex[rows()] + 1);
+
+            //            eigen_assert(rows() == cols() && "memory reorganisatrion only works with suare matrix");
+            //
+            //            Scalar* newArray = new Scalar[m_colStartIndex[cols()] + 1 + m_rowStartIndex[rows()] + 1];
+            //            Index dataIdx = 0;
+            //            for (Index row = 0; row < rows(); row++) {
+            //
+            //                const Index nbLowerElts = m_rowStartIndex[row + 1] - m_rowStartIndex[row];
+            //                //                std::cout << "nbLowerElts" << nbLowerElts << std::endl;
+            //                memcpy(newArray + dataIdx, m_data.m_lower + m_rowStartIndex[row], nbLowerElts * sizeof (Scalar));
+            //                m_rowStartIndex[row] = dataIdx;
+            //                dataIdx += nbLowerElts;
+            //
+            //                const Index nbUpperElts = m_colStartIndex[row + 1] - m_colStartIndex[row];
+            //                memcpy(newArray + dataIdx, m_data.m_upper + m_colStartIndex[row], nbUpperElts * sizeof (Scalar));
+            //                m_colStartIndex[row] = dataIdx;
+            //                dataIdx += nbUpperElts;
+            //
+            //
+            //            }
+            //            //todo : don't access m_data profile directly : add an accessor from SkylineMatrix
+            //            m_rowStartIndex[rows()] = m_rowStartIndex[rows()-1] + m_data.lowerProfile(rows()-1);
+            //            m_colStartIndex[cols()] = m_colStartIndex[cols()-1] + m_data.upperProfile(cols()-1);
+            //
+            //            delete[] m_data.m_lower;
+            //            delete[] m_data.m_upper;
+            //
+            //            m_data.m_lower = newArray;
+            //            m_data.m_upper = newArray;
+        } else {
+            if (rows() > cols())
+                m_data.resize(cols(), rows(), cols(), m_rowStartIndex[cols()] + 1, m_colStartIndex[cols()] + 1);
+            else
+                m_data.resize(rows(), rows(), cols(), m_rowStartIndex[rows()] + 1, m_colStartIndex[rows()] + 1);
+        }
+    }
+
+    inline void squeeze() {
+        finalize();
+        m_data.squeeze();
+    }
+
+    void prune(Scalar reference, RealScalar epsilon = dummy_precision<RealScalar > ()) {
+        //TODO
+    }
+
+    /** Resizes the matrix to a \a rows x \a cols matrix and initializes it to zero
+     * \sa resizeNonZeros(Index), reserve(), setZero()
+     */
+    void resize(size_t rows, size_t cols) {
+        const Index diagSize = rows > cols ? cols : rows;
+        m_innerSize = IsRowMajor ? cols : rows;
+
+        eigen_assert(rows == cols && "Skyline matrix must be square matrix");
+
+        if (diagSize % 2) { // diagSize is odd
+            const Index k = (diagSize - 1) / 2;
+
+            m_data.resize(diagSize, IsRowMajor ? cols : rows, IsRowMajor ? rows : cols,
+                    2 * k * k + k + 1,
+                    2 * k * k + k + 1);
+
+        } else // diagSize is even
+        {
+            const Index k = diagSize / 2;
+            m_data.resize(diagSize, IsRowMajor ? cols : rows, IsRowMajor ? rows : cols,
+                    2 * k * k - k + 1,
+                    2 * k * k - k + 1);
+        }
+
+        if (m_colStartIndex && m_rowStartIndex) {
+            delete[] m_colStartIndex;
+            delete[] m_rowStartIndex;
+        }
+        m_colStartIndex = new Index [cols + 1];
+        m_rowStartIndex = new Index [rows + 1];
+        m_outerSize = diagSize;
+
+        m_data.reset();
+        m_data.clear();
+
+        m_outerSize = diagSize;
+        memset(m_colStartIndex, 0, (cols + 1) * sizeof (Index));
+        memset(m_rowStartIndex, 0, (rows + 1) * sizeof (Index));
+    }
+
+    void resizeNonZeros(Index size) {
+        m_data.resize(size);
+    }
+
+    inline SkylineMatrix()
+    : m_outerSize(-1), m_innerSize(0), m_colStartIndex(0), m_rowStartIndex(0) {
+        resize(0, 0);
+    }
+
+    inline SkylineMatrix(size_t rows, size_t cols)
+    : m_outerSize(0), m_innerSize(0), m_colStartIndex(0), m_rowStartIndex(0) {
+        resize(rows, cols);
+    }
+
+    template<typename OtherDerived>
+    inline SkylineMatrix(const SkylineMatrixBase<OtherDerived>& other)
+    : m_outerSize(0), m_innerSize(0), m_colStartIndex(0), m_rowStartIndex(0) {
+        *this = other.derived();
+    }
+
+    inline SkylineMatrix(const SkylineMatrix & other)
+    : Base(), m_outerSize(0), m_innerSize(0), m_colStartIndex(0), m_rowStartIndex(0) {
+        *this = other.derived();
+    }
+
+    inline void swap(SkylineMatrix & other) {
+        //EIGEN_DBG_SKYLINE(std::cout << "SkylineMatrix:: swap\n");
+        std::swap(m_colStartIndex, other.m_colStartIndex);
+        std::swap(m_rowStartIndex, other.m_rowStartIndex);
+        std::swap(m_innerSize, other.m_innerSize);
+        std::swap(m_outerSize, other.m_outerSize);
+        m_data.swap(other.m_data);
+    }
+
+    inline SkylineMatrix & operator=(const SkylineMatrix & other) {
+        std::cout << "SkylineMatrix& operator=(const SkylineMatrix& other)\n";
+        if (other.isRValue()) {
+            swap(other.const_cast_derived());
+        } else {
+            resize(other.rows(), other.cols());
+            memcpy(m_colStartIndex, other.m_colStartIndex, (m_outerSize + 1) * sizeof (Index));
+            memcpy(m_rowStartIndex, other.m_rowStartIndex, (m_outerSize + 1) * sizeof (Index));
+            m_data = other.m_data;
+        }
+        return *this;
+    }
+
+    template<typename OtherDerived>
+            inline SkylineMatrix & operator=(const SkylineMatrixBase<OtherDerived>& other) {
+        const bool needToTranspose = (Flags & RowMajorBit) != (OtherDerived::Flags & RowMajorBit);
+        if (needToTranspose) {
+            //         TODO
+            //            return *this;
+        } else {
+            // there is no special optimization
+            return SkylineMatrixBase<SkylineMatrix>::operator=(other.derived());
+        }
+    }
+
+    friend std::ostream & operator <<(std::ostream & s, const SkylineMatrix & m) {
+
+        EIGEN_DBG_SKYLINE(
+        std::cout << "upper elements : " << std::endl;
+        for (Index i = 0; i < m.m_data.upperSize(); i++)
+            std::cout << m.m_data.upper(i) << "\t";
+        std::cout << std::endl;
+        std::cout << "upper profile : " << std::endl;
+        for (Index i = 0; i < m.m_data.upperProfileSize(); i++)
+            std::cout << m.m_data.upperProfile(i) << "\t";
+        std::cout << std::endl;
+        std::cout << "lower startIdx : " << std::endl;
+        for (Index i = 0; i < m.m_data.upperProfileSize(); i++)
+            std::cout << (IsRowMajor ? m.m_colStartIndex[i] : m.m_rowStartIndex[i]) << "\t";
+        std::cout << std::endl;
+
+
+        std::cout << "lower elements : " << std::endl;
+        for (Index i = 0; i < m.m_data.lowerSize(); i++)
+            std::cout << m.m_data.lower(i) << "\t";
+        std::cout << std::endl;
+        std::cout << "lower profile : " << std::endl;
+        for (Index i = 0; i < m.m_data.lowerProfileSize(); i++)
+            std::cout << m.m_data.lowerProfile(i) << "\t";
+        std::cout << std::endl;
+        std::cout << "lower startIdx : " << std::endl;
+        for (Index i = 0; i < m.m_data.lowerProfileSize(); i++)
+            std::cout << (IsRowMajor ? m.m_rowStartIndex[i] : m.m_colStartIndex[i]) << "\t";
+        std::cout << std::endl;
+        );
+        for (Index rowIdx = 0; rowIdx < m.rows(); rowIdx++) {
+            for (Index colIdx = 0; colIdx < m.cols(); colIdx++) {
+                s << m.coeff(rowIdx, colIdx) << "\t";
+            }
+            s << std::endl;
+        }
+        return s;
+    }
+
+    /** Destructor */
+    inline ~SkylineMatrix() {
+        delete[] m_colStartIndex;
+        delete[] m_rowStartIndex;
+    }
+
+    /** Overloaded for performance */
+    Scalar sum() const;
+};
+
+template<typename Scalar, int _Options>
+class SkylineMatrix<Scalar, _Options>::InnerUpperIterator {
+public:
+
+    InnerUpperIterator(const SkylineMatrix& mat, Index outer)
+    : m_matrix(mat), m_outer(outer),
+    m_id(_Options == RowMajor ? mat.m_colStartIndex[outer] : mat.m_rowStartIndex[outer] + 1),
+    m_start(m_id),
+    m_end(_Options == RowMajor ? mat.m_colStartIndex[outer + 1] : mat.m_rowStartIndex[outer + 1] + 1) {
+    }
+
+    inline InnerUpperIterator & operator++() {
+        m_id++;
+        return *this;
+    }
+
+    inline InnerUpperIterator & operator+=(Index shift) {
+        m_id += shift;
+        return *this;
+    }
+
+    inline Scalar value() const {
+        return m_matrix.m_data.upper(m_id);
+    }
+
+    inline Scalar* valuePtr() {
+        return const_cast<Scalar*> (&(m_matrix.m_data.upper(m_id)));
+    }
+
+    inline Scalar& valueRef() {
+        return const_cast<Scalar&> (m_matrix.m_data.upper(m_id));
+    }
+
+    inline Index index() const {
+        return IsRowMajor ? m_outer - m_matrix.m_data.upperProfile(m_outer) + (m_id - m_start) :
+                m_outer + (m_id - m_start) + 1;
+    }
+
+    inline Index row() const {
+        return IsRowMajor ? index() : m_outer;
+    }
+
+    inline Index col() const {
+        return IsRowMajor ? m_outer : index();
+    }
+
+    inline size_t size() const {
+        return m_matrix.m_data.upperProfile(m_outer);
+    }
+
+    inline operator bool() const {
+        return (m_id < m_end) && (m_id >= m_start);
+    }
+
+protected:
+    const SkylineMatrix& m_matrix;
+    const Index m_outer;
+    Index m_id;
+    const Index m_start;
+    const Index m_end;
+};
+
+template<typename Scalar, int _Options>
+class SkylineMatrix<Scalar, _Options>::InnerLowerIterator {
+public:
+
+    InnerLowerIterator(const SkylineMatrix& mat, Index outer)
+    : m_matrix(mat),
+    m_outer(outer),
+    m_id(_Options == RowMajor ? mat.m_rowStartIndex[outer] : mat.m_colStartIndex[outer] + 1),
+    m_start(m_id),
+    m_end(_Options == RowMajor ? mat.m_rowStartIndex[outer + 1] : mat.m_colStartIndex[outer + 1] + 1) {
+    }
+
+    inline InnerLowerIterator & operator++() {
+        m_id++;
+        return *this;
+    }
+
+    inline InnerLowerIterator & operator+=(Index shift) {
+        m_id += shift;
+        return *this;
+    }
+
+    inline Scalar value() const {
+        return m_matrix.m_data.lower(m_id);
+    }
+
+    inline Scalar* valuePtr() {
+        return const_cast<Scalar*> (&(m_matrix.m_data.lower(m_id)));
+    }
+
+    inline Scalar& valueRef() {
+        return const_cast<Scalar&> (m_matrix.m_data.lower(m_id));
+    }
+
+    inline Index index() const {
+        return IsRowMajor ? m_outer - m_matrix.m_data.lowerProfile(m_outer) + (m_id - m_start) :
+                m_outer + (m_id - m_start) + 1;
+        ;
+    }
+
+    inline Index row() const {
+        return IsRowMajor ? m_outer : index();
+    }
+
+    inline Index col() const {
+        return IsRowMajor ? index() : m_outer;
+    }
+
+    inline size_t size() const {
+        return m_matrix.m_data.lowerProfile(m_outer);
+    }
+
+    inline operator bool() const {
+        return (m_id < m_end) && (m_id >= m_start);
+    }
+
+protected:
+    const SkylineMatrix& m_matrix;
+    const Index m_outer;
+    Index m_id;
+    const Index m_start;
+    const Index m_end;
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_SkylineMatrix_H

extern/Eigen3/unsupported/Eigen/src/Skyline/SkylineMatrixBase.h

@@ -0,0 +1,212 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2009 Guillaume Saupin <guillaume.saupin@cea.fr>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_SKYLINEMATRIXBASE_H
+#define EIGEN_SKYLINEMATRIXBASE_H
+
+#include "SkylineUtil.h"
+
+namespace Eigen { 
+
+/** \ingroup Skyline_Module
+ *
+ * \class SkylineMatrixBase
+ *
+ * \brief Base class of any skyline matrices or skyline expressions
+ *
+ * \param Derived
+ *
+ */
+template<typename Derived> class SkylineMatrixBase : public EigenBase<Derived> {
+public:
+
+    typedef typename internal::traits<Derived>::Scalar Scalar;
+    typedef typename internal::traits<Derived>::StorageKind StorageKind;
+    typedef typename internal::index<StorageKind>::type Index;
+
+    enum {
+        RowsAtCompileTime = internal::traits<Derived>::RowsAtCompileTime,
+        /**< The number of rows at compile-time. This is just a copy of the value provided
+         * by the \a Derived type. If a value is not known at compile-time,
+         * it is set to the \a Dynamic constant.
+         * \sa MatrixBase::rows(), MatrixBase::cols(), ColsAtCompileTime, SizeAtCompileTime */
+
+        ColsAtCompileTime = internal::traits<Derived>::ColsAtCompileTime,
+        /**< The number of columns at compile-time. This is just a copy of the value provided
+         * by the \a Derived type. If a value is not known at compile-time,
+         * it is set to the \a Dynamic constant.
+         * \sa MatrixBase::rows(), MatrixBase::cols(), RowsAtCompileTime, SizeAtCompileTime */
+
+
+        SizeAtCompileTime = (internal::size_at_compile_time<internal::traits<Derived>::RowsAtCompileTime,
+        internal::traits<Derived>::ColsAtCompileTime>::ret),
+        /**< This is equal to the number of coefficients, i.e. the number of
+         * rows times the number of columns, or to \a Dynamic if this is not
+         * known at compile-time. \sa RowsAtCompileTime, ColsAtCompileTime */
+
+        MaxRowsAtCompileTime = RowsAtCompileTime,
+        MaxColsAtCompileTime = ColsAtCompileTime,
+
+        MaxSizeAtCompileTime = (internal::size_at_compile_time<MaxRowsAtCompileTime,
+        MaxColsAtCompileTime>::ret),
+
+        IsVectorAtCompileTime = RowsAtCompileTime == 1 || ColsAtCompileTime == 1,
+        /**< This is set to true if either the number of rows or the number of
+         * columns is known at compile-time to be equal to 1. Indeed, in that case,
+         * we are dealing with a column-vector (if there is only one column) or with
+         * a row-vector (if there is only one row). */
+
+        Flags = internal::traits<Derived>::Flags,
+        /**< This stores expression \ref flags flags which may or may not be inherited by new expressions
+         * constructed from this one. See the \ref flags "list of flags".
+         */
+
+        CoeffReadCost = internal::traits<Derived>::CoeffReadCost,
+        /**< This is a rough measure of how expensive it is to read one coefficient from
+         * this expression.
+         */
+
+        IsRowMajor = Flags & RowMajorBit ? 1 : 0
+    };
+
+#ifndef EIGEN_PARSED_BY_DOXYGEN
+    /** This is the "real scalar" type; if the \a Scalar type is already real numbers
+     * (e.g. int, float or double) then \a RealScalar is just the same as \a Scalar. If
+     * \a Scalar is \a std::complex<T> then RealScalar is \a T.
+     *
+     * \sa class NumTraits
+     */
+    typedef typename NumTraits<Scalar>::Real RealScalar;
+
+    /** type of the equivalent square matrix */
+    typedef Matrix<Scalar, EIGEN_SIZE_MAX(RowsAtCompileTime, ColsAtCompileTime),
+                           EIGEN_SIZE_MAX(RowsAtCompileTime, ColsAtCompileTime) > SquareMatrixType;
+
+    inline const Derived& derived() const {
+        return *static_cast<const Derived*> (this);
+    }
+
+    inline Derived& derived() {
+        return *static_cast<Derived*> (this);
+    }
+
+    inline Derived& const_cast_derived() const {
+        return *static_cast<Derived*> (const_cast<SkylineMatrixBase*> (this));
+    }
+#endif // not EIGEN_PARSED_BY_DOXYGEN
+
+    /** \returns the number of rows. \sa cols(), RowsAtCompileTime */
+    inline Index rows() const {
+        return derived().rows();
+    }
+
+    /** \returns the number of columns. \sa rows(), ColsAtCompileTime*/
+    inline Index cols() const {
+        return derived().cols();
+    }
+
+    /** \returns the number of coefficients, which is \a rows()*cols().
+     * \sa rows(), cols(), SizeAtCompileTime. */
+    inline Index size() const {
+        return rows() * cols();
+    }
+
+    /** \returns the number of nonzero coefficients which is in practice the number
+     * of stored coefficients. */
+    inline Index nonZeros() const {
+        return derived().nonZeros();
+    }
+
+    /** \returns the size of the storage major dimension,
+     * i.e., the number of columns for a columns major matrix, and the number of rows otherwise */
+    Index outerSize() const {
+        return (int(Flags) & RowMajorBit) ? this->rows() : this->cols();
+    }
+
+    /** \returns the size of the inner dimension according to the storage order,
+     * i.e., the number of rows for a columns major matrix, and the number of cols otherwise */
+    Index innerSize() const {
+        return (int(Flags) & RowMajorBit) ? this->cols() : this->rows();
+    }
+
+    bool isRValue() const {
+        return m_isRValue;
+    }
+
+    Derived& markAsRValue() {
+        m_isRValue = true;
+        return derived();
+    }
+
+    SkylineMatrixBase() : m_isRValue(false) {
+        /* TODO check flags */
+    }
+
+    inline Derived & operator=(const Derived& other) {
+        this->operator=<Derived > (other);
+        return derived();
+    }
+
+    template<typename OtherDerived>
+    inline void assignGeneric(const OtherDerived& other) {
+        derived().resize(other.rows(), other.cols());
+        for (Index row = 0; row < rows(); row++)
+            for (Index col = 0; col < cols(); col++) {
+                if (other.coeff(row, col) != Scalar(0))
+                    derived().insert(row, col) = other.coeff(row, col);
+            }
+        derived().finalize();
+    }
+
+    template<typename OtherDerived>
+            inline Derived & operator=(const SkylineMatrixBase<OtherDerived>& other) {
+        //TODO
+    }
+
+    template<typename Lhs, typename Rhs>
+            inline Derived & operator=(const SkylineProduct<Lhs, Rhs, SkylineTimeSkylineProduct>& product);
+
+    friend std::ostream & operator <<(std::ostream & s, const SkylineMatrixBase& m) {
+        s << m.derived();
+        return s;
+    }
+
+    template<typename OtherDerived>
+    const typename SkylineProductReturnType<Derived, OtherDerived>::Type
+    operator*(const MatrixBase<OtherDerived> &other) const;
+
+    /** \internal use operator= */
+    template<typename DenseDerived>
+    void evalTo(MatrixBase<DenseDerived>& dst) const {
+        dst.setZero();
+        for (Index i = 0; i < rows(); i++)
+            for (Index j = 0; j < rows(); j++)
+                dst(i, j) = derived().coeff(i, j);
+    }
+
+    Matrix<Scalar, RowsAtCompileTime, ColsAtCompileTime> toDense() const {
+        return derived();
+    }
+
+    /** \returns the matrix or vector obtained by evaluating this expression.
+     *
+     * Notice that in the case of a plain matrix or vector (not an expression) this function just returns
+     * a const reference, in order to avoid a useless copy.
+     */
+    EIGEN_STRONG_INLINE const typename internal::eval<Derived, IsSkyline>::type eval() const {
+        return typename internal::eval<Derived>::type(derived());
+    }
+
+protected:
+    bool m_isRValue;
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_SkylineMatrixBase_H

extern/Eigen3/unsupported/Eigen/src/Skyline/SkylineProduct.h

@@ -0,0 +1,295 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2009 Guillaume Saupin <guillaume.saupin@cea.fr>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_SKYLINEPRODUCT_H
+#define EIGEN_SKYLINEPRODUCT_H
+
+namespace Eigen { 
+
+template<typename Lhs, typename Rhs, int ProductMode>
+struct SkylineProductReturnType {
+    typedef const typename internal::nested<Lhs, Rhs::RowsAtCompileTime>::type LhsNested;
+    typedef const typename internal::nested<Rhs, Lhs::RowsAtCompileTime>::type RhsNested;
+
+    typedef SkylineProduct<LhsNested, RhsNested, ProductMode> Type;
+};
+
+template<typename LhsNested, typename RhsNested, int ProductMode>
+struct internal::traits<SkylineProduct<LhsNested, RhsNested, ProductMode> > {
+    // clean the nested types:
+    typedef typename internal::remove_all<LhsNested>::type _LhsNested;
+    typedef typename internal::remove_all<RhsNested>::type _RhsNested;
+    typedef typename _LhsNested::Scalar Scalar;
+
+    enum {
+        LhsCoeffReadCost = _LhsNested::CoeffReadCost,
+        RhsCoeffReadCost = _RhsNested::CoeffReadCost,
+        LhsFlags = _LhsNested::Flags,
+        RhsFlags = _RhsNested::Flags,
+
+        RowsAtCompileTime = _LhsNested::RowsAtCompileTime,
+        ColsAtCompileTime = _RhsNested::ColsAtCompileTime,
+        InnerSize = EIGEN_SIZE_MIN_PREFER_FIXED(_LhsNested::ColsAtCompileTime, _RhsNested::RowsAtCompileTime),
+
+        MaxRowsAtCompileTime = _LhsNested::MaxRowsAtCompileTime,
+        MaxColsAtCompileTime = _RhsNested::MaxColsAtCompileTime,
+
+        EvalToRowMajor = (RhsFlags & LhsFlags & RowMajorBit),
+        ResultIsSkyline = ProductMode == SkylineTimeSkylineProduct,
+
+        RemovedBits = ~((EvalToRowMajor ? 0 : RowMajorBit) | (ResultIsSkyline ? 0 : SkylineBit)),
+
+        Flags = (int(LhsFlags | RhsFlags) & HereditaryBits & RemovedBits)
+        | EvalBeforeAssigningBit
+        | EvalBeforeNestingBit,
+
+        CoeffReadCost = Dynamic
+    };
+
+    typedef typename internal::conditional<ResultIsSkyline,
+            SkylineMatrixBase<SkylineProduct<LhsNested, RhsNested, ProductMode> >,
+            MatrixBase<SkylineProduct<LhsNested, RhsNested, ProductMode> > >::type Base;
+};
+
+namespace internal {
+template<typename LhsNested, typename RhsNested, int ProductMode>
+class SkylineProduct : no_assignment_operator,
+public traits<SkylineProduct<LhsNested, RhsNested, ProductMode> >::Base {
+public:
+
+    EIGEN_GENERIC_PUBLIC_INTERFACE(SkylineProduct)
+
+private:
+
+    typedef typename traits<SkylineProduct>::_LhsNested _LhsNested;
+    typedef typename traits<SkylineProduct>::_RhsNested _RhsNested;
+
+public:
+
+    template<typename Lhs, typename Rhs>
+    EIGEN_STRONG_INLINE SkylineProduct(const Lhs& lhs, const Rhs& rhs)
+    : m_lhs(lhs), m_rhs(rhs) {
+        eigen_assert(lhs.cols() == rhs.rows());
+
+        enum {
+            ProductIsValid = _LhsNested::ColsAtCompileTime == Dynamic
+            || _RhsNested::RowsAtCompileTime == Dynamic
+            || int(_LhsNested::ColsAtCompileTime) == int(_RhsNested::RowsAtCompileTime),
+            AreVectors = _LhsNested::IsVectorAtCompileTime && _RhsNested::IsVectorAtCompileTime,
+            SameSizes = EIGEN_PREDICATE_SAME_MATRIX_SIZE(_LhsNested, _RhsNested)
+        };
+        // note to the lost user:
+        //    * for a dot product use: v1.dot(v2)
+        //    * for a coeff-wise product use: v1.cwise()*v2
+        EIGEN_STATIC_ASSERT(ProductIsValid || !(AreVectors && SameSizes),
+                INVALID_VECTOR_VECTOR_PRODUCT__IF_YOU_WANTED_A_DOT_OR_COEFF_WISE_PRODUCT_YOU_MUST_USE_THE_EXPLICIT_FUNCTIONS)
+                EIGEN_STATIC_ASSERT(ProductIsValid || !(SameSizes && !AreVectors),
+                INVALID_MATRIX_PRODUCT__IF_YOU_WANTED_A_COEFF_WISE_PRODUCT_YOU_MUST_USE_THE_EXPLICIT_FUNCTION)
+                EIGEN_STATIC_ASSERT(ProductIsValid || SameSizes, INVALID_MATRIX_PRODUCT)
+    }
+
+    EIGEN_STRONG_INLINE Index rows() const {
+        return m_lhs.rows();
+    }
+
+    EIGEN_STRONG_INLINE Index cols() const {
+        return m_rhs.cols();
+    }
+
+    EIGEN_STRONG_INLINE const _LhsNested& lhs() const {
+        return m_lhs;
+    }
+
+    EIGEN_STRONG_INLINE const _RhsNested& rhs() const {
+        return m_rhs;
+    }
+
+protected:
+    LhsNested m_lhs;
+    RhsNested m_rhs;
+};
+
+// dense = skyline * dense
+// Note that here we force no inlining and separate the setZero() because GCC messes up otherwise
+
+template<typename Lhs, typename Rhs, typename Dest>
+EIGEN_DONT_INLINE void skyline_row_major_time_dense_product(const Lhs& lhs, const Rhs& rhs, Dest& dst) {
+    typedef typename remove_all<Lhs>::type _Lhs;
+    typedef typename remove_all<Rhs>::type _Rhs;
+    typedef typename traits<Lhs>::Scalar Scalar;
+
+    enum {
+        LhsIsRowMajor = (_Lhs::Flags & RowMajorBit) == RowMajorBit,
+        LhsIsSelfAdjoint = (_Lhs::Flags & SelfAdjointBit) == SelfAdjointBit,
+        ProcessFirstHalf = LhsIsSelfAdjoint
+        && (((_Lhs::Flags & (UpperTriangularBit | LowerTriangularBit)) == 0)
+        || ((_Lhs::Flags & UpperTriangularBit) && !LhsIsRowMajor)
+        || ((_Lhs::Flags & LowerTriangularBit) && LhsIsRowMajor)),
+        ProcessSecondHalf = LhsIsSelfAdjoint && (!ProcessFirstHalf)
+    };
+
+    //Use matrix diagonal part <- Improvement : use inner iterator on dense matrix.
+    for (Index col = 0; col < rhs.cols(); col++) {
+        for (Index row = 0; row < lhs.rows(); row++) {
+            dst(row, col) = lhs.coeffDiag(row) * rhs(row, col);
+        }
+    }
+    //Use matrix lower triangular part
+    for (Index row = 0; row < lhs.rows(); row++) {
+        typename _Lhs::InnerLowerIterator lIt(lhs, row);
+        const Index stop = lIt.col() + lIt.size();
+        for (Index col = 0; col < rhs.cols(); col++) {
+
+            Index k = lIt.col();
+            Scalar tmp = 0;
+            while (k < stop) {
+                tmp +=
+                        lIt.value() *
+                        rhs(k++, col);
+                ++lIt;
+            }
+            dst(row, col) += tmp;
+            lIt += -lIt.size();
+        }
+
+    }
+
+    //Use matrix upper triangular part
+    for (Index lhscol = 0; lhscol < lhs.cols(); lhscol++) {
+        typename _Lhs::InnerUpperIterator uIt(lhs, lhscol);
+        const Index stop = uIt.size() + uIt.row();
+        for (Index rhscol = 0; rhscol < rhs.cols(); rhscol++) {
+
+
+            const Scalar rhsCoeff = rhs.coeff(lhscol, rhscol);
+            Index k = uIt.row();
+            while (k < stop) {
+                dst(k++, rhscol) +=
+                        uIt.value() *
+                        rhsCoeff;
+                ++uIt;
+            }
+            uIt += -uIt.size();
+        }
+    }
+
+}
+
+template<typename Lhs, typename Rhs, typename Dest>
+EIGEN_DONT_INLINE void skyline_col_major_time_dense_product(const Lhs& lhs, const Rhs& rhs, Dest& dst) {
+    typedef typename remove_all<Lhs>::type _Lhs;
+    typedef typename remove_all<Rhs>::type _Rhs;
+    typedef typename traits<Lhs>::Scalar Scalar;
+
+    enum {
+        LhsIsRowMajor = (_Lhs::Flags & RowMajorBit) == RowMajorBit,
+        LhsIsSelfAdjoint = (_Lhs::Flags & SelfAdjointBit) == SelfAdjointBit,
+        ProcessFirstHalf = LhsIsSelfAdjoint
+        && (((_Lhs::Flags & (UpperTriangularBit | LowerTriangularBit)) == 0)
+        || ((_Lhs::Flags & UpperTriangularBit) && !LhsIsRowMajor)
+        || ((_Lhs::Flags & LowerTriangularBit) && LhsIsRowMajor)),
+        ProcessSecondHalf = LhsIsSelfAdjoint && (!ProcessFirstHalf)
+    };
+
+    //Use matrix diagonal part <- Improvement : use inner iterator on dense matrix.
+    for (Index col = 0; col < rhs.cols(); col++) {
+        for (Index row = 0; row < lhs.rows(); row++) {
+            dst(row, col) = lhs.coeffDiag(row) * rhs(row, col);
+        }
+    }
+
+    //Use matrix upper triangular part
+    for (Index row = 0; row < lhs.rows(); row++) {
+        typename _Lhs::InnerUpperIterator uIt(lhs, row);
+        const Index stop = uIt.col() + uIt.size();
+        for (Index col = 0; col < rhs.cols(); col++) {
+
+            Index k = uIt.col();
+            Scalar tmp = 0;
+            while (k < stop) {
+                tmp +=
+                        uIt.value() *
+                        rhs(k++, col);
+                ++uIt;
+            }
+
+
+            dst(row, col) += tmp;
+            uIt += -uIt.size();
+        }
+    }
+
+    //Use matrix lower triangular part
+    for (Index lhscol = 0; lhscol < lhs.cols(); lhscol++) {
+        typename _Lhs::InnerLowerIterator lIt(lhs, lhscol);
+        const Index stop = lIt.size() + lIt.row();
+        for (Index rhscol = 0; rhscol < rhs.cols(); rhscol++) {
+
+            const Scalar rhsCoeff = rhs.coeff(lhscol, rhscol);
+            Index k = lIt.row();
+            while (k < stop) {
+                dst(k++, rhscol) +=
+                        lIt.value() *
+                        rhsCoeff;
+                ++lIt;
+            }
+            lIt += -lIt.size();
+        }
+    }
+
+}
+
+template<typename Lhs, typename Rhs, typename ResultType,
+        int LhsStorageOrder = traits<Lhs>::Flags&RowMajorBit>
+        struct skyline_product_selector;
+
+template<typename Lhs, typename Rhs, typename ResultType>
+struct skyline_product_selector<Lhs, Rhs, ResultType, RowMajor> {
+    typedef typename traits<typename remove_all<Lhs>::type>::Scalar Scalar;
+
+    static void run(const Lhs& lhs, const Rhs& rhs, ResultType & res) {
+        skyline_row_major_time_dense_product<Lhs, Rhs, ResultType > (lhs, rhs, res);
+    }
+};
+
+template<typename Lhs, typename Rhs, typename ResultType>
+struct skyline_product_selector<Lhs, Rhs, ResultType, ColMajor> {
+    typedef typename traits<typename remove_all<Lhs>::type>::Scalar Scalar;
+
+    static void run(const Lhs& lhs, const Rhs& rhs, ResultType & res) {
+        skyline_col_major_time_dense_product<Lhs, Rhs, ResultType > (lhs, rhs, res);
+    }
+};
+
+} // end namespace internal
+
+// template<typename Derived>
+// template<typename Lhs, typename Rhs >
+// Derived & MatrixBase<Derived>::lazyAssign(const SkylineProduct<Lhs, Rhs, SkylineTimeDenseProduct>& product) {
+//     typedef typename internal::remove_all<Lhs>::type _Lhs;
+//     internal::skyline_product_selector<typename internal::remove_all<Lhs>::type,
+//             typename internal::remove_all<Rhs>::type,
+//             Derived>::run(product.lhs(), product.rhs(), derived());
+// 
+//     return derived();
+// }
+
+// skyline * dense
+
+template<typename Derived>
+template<typename OtherDerived >
+EIGEN_STRONG_INLINE const typename SkylineProductReturnType<Derived, OtherDerived>::Type
+SkylineMatrixBase<Derived>::operator*(const MatrixBase<OtherDerived> &other) const {
+
+    return typename SkylineProductReturnType<Derived, OtherDerived>::Type(derived(), other.derived());
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_SKYLINEPRODUCT_H

extern/Eigen3/unsupported/Eigen/src/Skyline/SkylineStorage.h

@@ -0,0 +1,259 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2009 Guillaume Saupin <guillaume.saupin@cea.fr>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_SKYLINE_STORAGE_H
+#define EIGEN_SKYLINE_STORAGE_H
+
+namespace Eigen { 
+
+/** Stores a skyline set of values in three structures :
+ * The diagonal elements
+ * The upper elements
+ * The lower elements
+ *
+ */
+template<typename Scalar>
+class SkylineStorage {
+    typedef typename NumTraits<Scalar>::Real RealScalar;
+    typedef SparseIndex Index;
+public:
+
+    SkylineStorage()
+    : m_diag(0),
+    m_lower(0),
+    m_upper(0),
+    m_lowerProfile(0),
+    m_upperProfile(0),
+    m_diagSize(0),
+    m_upperSize(0),
+    m_lowerSize(0),
+    m_upperProfileSize(0),
+    m_lowerProfileSize(0),
+    m_allocatedSize(0) {
+    }
+
+    SkylineStorage(const SkylineStorage& other)
+    : m_diag(0),
+    m_lower(0),
+    m_upper(0),
+    m_lowerProfile(0),
+    m_upperProfile(0),
+    m_diagSize(0),
+    m_upperSize(0),
+    m_lowerSize(0),
+    m_upperProfileSize(0),
+    m_lowerProfileSize(0),
+    m_allocatedSize(0) {
+        *this = other;
+    }
+
+    SkylineStorage & operator=(const SkylineStorage& other) {
+        resize(other.diagSize(), other.m_upperProfileSize, other.m_lowerProfileSize, other.upperSize(), other.lowerSize());
+        memcpy(m_diag, other.m_diag, m_diagSize * sizeof (Scalar));
+        memcpy(m_upper, other.m_upper, other.upperSize() * sizeof (Scalar));
+        memcpy(m_lower, other.m_lower, other.lowerSize() * sizeof (Scalar));
+        memcpy(m_upperProfile, other.m_upperProfile, m_upperProfileSize * sizeof (Index));
+        memcpy(m_lowerProfile, other.m_lowerProfile, m_lowerProfileSize * sizeof (Index));
+        return *this;
+    }
+
+    void swap(SkylineStorage& other) {
+        std::swap(m_diag, other.m_diag);
+        std::swap(m_upper, other.m_upper);
+        std::swap(m_lower, other.m_lower);
+        std::swap(m_upperProfile, other.m_upperProfile);
+        std::swap(m_lowerProfile, other.m_lowerProfile);
+        std::swap(m_diagSize, other.m_diagSize);
+        std::swap(m_upperSize, other.m_upperSize);
+        std::swap(m_lowerSize, other.m_lowerSize);
+        std::swap(m_allocatedSize, other.m_allocatedSize);
+    }
+
+    ~SkylineStorage() {
+        delete[] m_diag;
+        delete[] m_upper;
+        if (m_upper != m_lower)
+            delete[] m_lower;
+        delete[] m_upperProfile;
+        delete[] m_lowerProfile;
+    }
+
+    void reserve(Index size, Index upperProfileSize, Index lowerProfileSize, Index upperSize, Index lowerSize) {
+        Index newAllocatedSize = size + upperSize + lowerSize;
+        if (newAllocatedSize > m_allocatedSize)
+            reallocate(size, upperProfileSize, lowerProfileSize, upperSize, lowerSize);
+    }
+
+    void squeeze() {
+        if (m_allocatedSize > m_diagSize + m_upperSize + m_lowerSize)
+            reallocate(m_diagSize, m_upperProfileSize, m_lowerProfileSize, m_upperSize, m_lowerSize);
+    }
+
+    void resize(Index diagSize, Index upperProfileSize, Index lowerProfileSize, Index upperSize, Index lowerSize, float reserveSizeFactor = 0) {
+        if (m_allocatedSize < diagSize + upperSize + lowerSize)
+            reallocate(diagSize, upperProfileSize, lowerProfileSize, upperSize + Index(reserveSizeFactor * upperSize), lowerSize + Index(reserveSizeFactor * lowerSize));
+        m_diagSize = diagSize;
+        m_upperSize = upperSize;
+        m_lowerSize = lowerSize;
+        m_upperProfileSize = upperProfileSize;
+        m_lowerProfileSize = lowerProfileSize;
+    }
+
+    inline Index diagSize() const {
+        return m_diagSize;
+    }
+
+    inline Index upperSize() const {
+        return m_upperSize;
+    }
+
+    inline Index lowerSize() const {
+        return m_lowerSize;
+    }
+
+    inline Index upperProfileSize() const {
+        return m_upperProfileSize;
+    }
+
+    inline Index lowerProfileSize() const {
+        return m_lowerProfileSize;
+    }
+
+    inline Index allocatedSize() const {
+        return m_allocatedSize;
+    }
+
+    inline void clear() {
+        m_diagSize = 0;
+    }
+
+    inline Scalar& diag(Index i) {
+        return m_diag[i];
+    }
+
+    inline const Scalar& diag(Index i) const {
+        return m_diag[i];
+    }
+
+    inline Scalar& upper(Index i) {
+        return m_upper[i];
+    }
+
+    inline const Scalar& upper(Index i) const {
+        return m_upper[i];
+    }
+
+    inline Scalar& lower(Index i) {
+        return m_lower[i];
+    }
+
+    inline const Scalar& lower(Index i) const {
+        return m_lower[i];
+    }
+
+    inline Index& upperProfile(Index i) {
+        return m_upperProfile[i];
+    }
+
+    inline const Index& upperProfile(Index i) const {
+        return m_upperProfile[i];
+    }
+
+    inline Index& lowerProfile(Index i) {
+        return m_lowerProfile[i];
+    }
+
+    inline const Index& lowerProfile(Index i) const {
+        return m_lowerProfile[i];
+    }
+
+    static SkylineStorage Map(Index* upperProfile, Index* lowerProfile, Scalar* diag, Scalar* upper, Scalar* lower, Index size, Index upperSize, Index lowerSize) {
+        SkylineStorage res;
+        res.m_upperProfile = upperProfile;
+        res.m_lowerProfile = lowerProfile;
+        res.m_diag = diag;
+        res.m_upper = upper;
+        res.m_lower = lower;
+        res.m_allocatedSize = res.m_diagSize = size;
+        res.m_upperSize = upperSize;
+        res.m_lowerSize = lowerSize;
+        return res;
+    }
+
+    inline void reset() {
+        memset(m_diag, 0, m_diagSize * sizeof (Scalar));
+        memset(m_upper, 0, m_upperSize * sizeof (Scalar));
+        memset(m_lower, 0, m_lowerSize * sizeof (Scalar));
+        memset(m_upperProfile, 0, m_diagSize * sizeof (Index));
+        memset(m_lowerProfile, 0, m_diagSize * sizeof (Index));
+    }
+
+    void prune(Scalar reference, RealScalar epsilon = dummy_precision<RealScalar>()) {
+        //TODO
+    }
+
+protected:
+
+    inline void reallocate(Index diagSize, Index upperProfileSize, Index lowerProfileSize, Index upperSize, Index lowerSize) {
+
+        Scalar* diag = new Scalar[diagSize];
+        Scalar* upper = new Scalar[upperSize];
+        Scalar* lower = new Scalar[lowerSize];
+        Index* upperProfile = new Index[upperProfileSize];
+        Index* lowerProfile = new Index[lowerProfileSize];
+
+        Index copyDiagSize = (std::min)(diagSize, m_diagSize);
+        Index copyUpperSize = (std::min)(upperSize, m_upperSize);
+        Index copyLowerSize = (std::min)(lowerSize, m_lowerSize);
+        Index copyUpperProfileSize = (std::min)(upperProfileSize, m_upperProfileSize);
+        Index copyLowerProfileSize = (std::min)(lowerProfileSize, m_lowerProfileSize);
+
+        // copy
+        memcpy(diag, m_diag, copyDiagSize * sizeof (Scalar));
+        memcpy(upper, m_upper, copyUpperSize * sizeof (Scalar));
+        memcpy(lower, m_lower, copyLowerSize * sizeof (Scalar));
+        memcpy(upperProfile, m_upperProfile, copyUpperProfileSize * sizeof (Index));
+        memcpy(lowerProfile, m_lowerProfile, copyLowerProfileSize * sizeof (Index));
+
+
+
+        // delete old stuff
+        delete[] m_diag;
+        delete[] m_upper;
+        delete[] m_lower;
+        delete[] m_upperProfile;
+        delete[] m_lowerProfile;
+        m_diag = diag;
+        m_upper = upper;
+        m_lower = lower;
+        m_upperProfile = upperProfile;
+        m_lowerProfile = lowerProfile;
+        m_allocatedSize = diagSize + upperSize + lowerSize;
+        m_upperSize = upperSize;
+        m_lowerSize = lowerSize;
+    }
+
+public:
+    Scalar* m_diag;
+    Scalar* m_upper;
+    Scalar* m_lower;
+    Index* m_upperProfile;
+    Index* m_lowerProfile;
+    Index m_diagSize;
+    Index m_upperSize;
+    Index m_lowerSize;
+    Index m_upperProfileSize;
+    Index m_lowerProfileSize;
+    Index m_allocatedSize;
+
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_COMPRESSED_STORAGE_H

extern/Eigen3/unsupported/Eigen/src/Skyline/SkylineUtil.h

@@ -0,0 +1,89 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Guillaume Saupin <guillaume.saupin@cea.fr>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_SKYLINEUTIL_H
+#define EIGEN_SKYLINEUTIL_H
+
+namespace Eigen { 
+
+#ifdef NDEBUG
+#define EIGEN_DBG_SKYLINE(X)
+#else
+#define EIGEN_DBG_SKYLINE(X) X
+#endif
+
+const unsigned int SkylineBit = 0x1200;
+template<typename Lhs, typename Rhs, int ProductMode> class SkylineProduct;
+enum AdditionalProductEvaluationMode {SkylineTimeDenseProduct, SkylineTimeSkylineProduct, DenseTimeSkylineProduct};
+enum {IsSkyline = SkylineBit};
+
+
+#define EIGEN_SKYLINE_INHERIT_ASSIGNMENT_OPERATOR(Derived, Op) \
+template<typename OtherDerived> \
+EIGEN_STRONG_INLINE Derived& operator Op(const Eigen::SkylineMatrixBase<OtherDerived>& other) \
+{ \
+  return Base::operator Op(other.derived()); \
+} \
+EIGEN_STRONG_INLINE Derived& operator Op(const Derived& other) \
+{ \
+  return Base::operator Op(other); \
+}
+
+#define EIGEN_SKYLINE_INHERIT_SCALAR_ASSIGNMENT_OPERATOR(Derived, Op) \
+template<typename Other> \
+EIGEN_STRONG_INLINE Derived& operator Op(const Other& scalar) \
+{ \
+  return Base::operator Op(scalar); \
+}
+
+#define EIGEN_SKYLINE_INHERIT_ASSIGNMENT_OPERATORS(Derived) \
+  EIGEN_SKYLINE_INHERIT_ASSIGNMENT_OPERATOR(Derived, =) \
+  EIGEN_SKYLINE_INHERIT_ASSIGNMENT_OPERATOR(Derived, +=) \
+  EIGEN_SKYLINE_INHERIT_ASSIGNMENT_OPERATOR(Derived, -=) \
+  EIGEN_SKYLINE_INHERIT_SCALAR_ASSIGNMENT_OPERATOR(Derived, *=) \
+  EIGEN_SKYLINE_INHERIT_SCALAR_ASSIGNMENT_OPERATOR(Derived, /=)
+
+#define _EIGEN_SKYLINE_GENERIC_PUBLIC_INTERFACE(Derived, BaseClass) \
+  typedef BaseClass Base; \
+  typedef typename Eigen::internal::traits<Derived>::Scalar Scalar; \
+  typedef typename Eigen::NumTraits<Scalar>::Real RealScalar; \
+  typedef typename Eigen::internal::traits<Derived>::StorageKind StorageKind; \
+  typedef typename Eigen::internal::index<StorageKind>::type Index; \
+  enum {  Flags = Eigen::internal::traits<Derived>::Flags, };
+
+#define EIGEN_SKYLINE_GENERIC_PUBLIC_INTERFACE(Derived) \
+  _EIGEN_SKYLINE_GENERIC_PUBLIC_INTERFACE(Derived, Eigen::SkylineMatrixBase<Derived>)
+
+template<typename Derived> class SkylineMatrixBase;
+template<typename _Scalar, int _Flags = 0> class SkylineMatrix;
+template<typename _Scalar, int _Flags = 0> class DynamicSkylineMatrix;
+template<typename _Scalar, int _Flags = 0> class SkylineVector;
+template<typename _Scalar, int _Flags = 0> class MappedSkylineMatrix;
+
+namespace internal {
+
+template<typename Lhs, typename Rhs> struct skyline_product_mode;
+template<typename Lhs, typename Rhs, int ProductMode = skyline_product_mode<Lhs,Rhs>::value> struct SkylineProductReturnType;
+
+template<typename T> class eval<T,IsSkyline>
+{
+    typedef typename traits<T>::Scalar _Scalar;
+    enum {
+          _Flags = traits<T>::Flags
+    };
+
+  public:
+    typedef SkylineMatrix<_Scalar, _Flags> type;
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_SKYLINEUTIL_H

extern/Eigen3/unsupported/Eigen/src/SparseExtra/BlockOfDynamicSparseMatrix.h

@@ -0,0 +1,122 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_SPARSE_BLOCKFORDYNAMICMATRIX_H
+#define EIGEN_SPARSE_BLOCKFORDYNAMICMATRIX_H
+
+namespace Eigen { 
+
+#if 0
+
+// NOTE Have to be reimplemented as a specialization of BlockImpl< DynamicSparseMatrix<_Scalar, _Options, _Index>, ... >
+// See SparseBlock.h for an example
+
+
+/***************************************************************************
+* specialisation for DynamicSparseMatrix
+***************************************************************************/
+
+template<typename _Scalar, int _Options, typename _Index, int Size>
+class SparseInnerVectorSet<DynamicSparseMatrix<_Scalar, _Options, _Index>, Size>
+  : public SparseMatrixBase<SparseInnerVectorSet<DynamicSparseMatrix<_Scalar, _Options, _Index>, Size> >
+{
+    typedef DynamicSparseMatrix<_Scalar, _Options, _Index> MatrixType;
+  public:
+
+    enum { IsRowMajor = internal::traits<SparseInnerVectorSet>::IsRowMajor };
+
+    EIGEN_SPARSE_PUBLIC_INTERFACE(SparseInnerVectorSet)
+    class InnerIterator: public MatrixType::InnerIterator
+    {
+      public:
+        inline InnerIterator(const SparseInnerVectorSet& xpr, Index outer)
+          : MatrixType::InnerIterator(xpr.m_matrix, xpr.m_outerStart + outer), m_outer(outer)
+        {}
+        inline Index row() const { return IsRowMajor ? m_outer : this->index(); }
+        inline Index col() const { return IsRowMajor ? this->index() : m_outer; }
+      protected:
+        Index m_outer;
+    };
+
+    inline SparseInnerVectorSet(const MatrixType& matrix, Index outerStart, Index outerSize)
+      : m_matrix(matrix), m_outerStart(outerStart), m_outerSize(outerSize)
+    {
+      eigen_assert( (outerStart>=0) && ((outerStart+outerSize)<=matrix.outerSize()) );
+    }
+
+    inline SparseInnerVectorSet(const MatrixType& matrix, Index outer)
+      : m_matrix(matrix), m_outerStart(outer), m_outerSize(Size)
+    {
+      eigen_assert(Size!=Dynamic);
+      eigen_assert( (outer>=0) && (outer<matrix.outerSize()) );
+    }
+
+    template<typename OtherDerived>
+    inline SparseInnerVectorSet& operator=(const SparseMatrixBase<OtherDerived>& other)
+    {
+      if (IsRowMajor != ((OtherDerived::Flags&RowMajorBit)==RowMajorBit))
+      {
+        // need to transpose => perform a block evaluation followed by a big swap
+        DynamicSparseMatrix<Scalar,IsRowMajor?RowMajorBit:0> aux(other);
+        *this = aux.markAsRValue();
+      }
+      else
+      {
+        // evaluate/copy vector per vector
+        for (Index j=0; j<m_outerSize.value(); ++j)
+        {
+          SparseVector<Scalar,IsRowMajor ? RowMajorBit : 0> aux(other.innerVector(j));
+          m_matrix.const_cast_derived()._data()[m_outerStart+j].swap(aux._data());
+        }
+      }
+      return *this;
+    }
+
+    inline SparseInnerVectorSet& operator=(const SparseInnerVectorSet& other)
+    {
+      return operator=<SparseInnerVectorSet>(other);
+    }
+
+    Index nonZeros() const
+    {
+      Index count = 0;
+      for (Index j=0; j<m_outerSize.value(); ++j)
+        count += m_matrix._data()[m_outerStart+j].size();
+      return count;
+    }
+
+    const Scalar& lastCoeff() const
+    {
+      EIGEN_STATIC_ASSERT_VECTOR_ONLY(SparseInnerVectorSet);
+      eigen_assert(m_matrix.data()[m_outerStart].size()>0);
+      return m_matrix.data()[m_outerStart].vale(m_matrix.data()[m_outerStart].size()-1);
+    }
+
+//     template<typename Sparse>
+//     inline SparseInnerVectorSet& operator=(const SparseMatrixBase<OtherDerived>& other)
+//     {
+//       return *this;
+//     }
+
+    EIGEN_STRONG_INLINE Index rows() const { return IsRowMajor ? m_outerSize.value() : m_matrix.rows(); }
+    EIGEN_STRONG_INLINE Index cols() const { return IsRowMajor ? m_matrix.cols() : m_outerSize.value(); }
+
+  protected:
+
+    const typename MatrixType::Nested m_matrix;
+    Index m_outerStart;
+    const internal::variable_if_dynamic<Index, Size> m_outerSize;
+
+};
+
+#endif
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPARSE_BLOCKFORDYNAMICMATRIX_H

extern/Eigen3/unsupported/Eigen/src/SparseExtra/CMakeLists.txt

@@ -0,0 +1,6 @@
+FILE(GLOB Eigen_SparseExtra_SRCS "*.h")
+
+INSTALL(FILES
+  ${Eigen_SparseExtra_SRCS}
+  DESTINATION ${INCLUDE_INSTALL_DIR}/unsupported/Eigen/src/SparseExtra COMPONENT Devel
+  )

extern/Eigen3/unsupported/Eigen/src/SparseExtra/DynamicSparseMatrix.h

@@ -0,0 +1,357 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2009 Gael Guennebaud <gael.guennebaud@inria.fr>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_DYNAMIC_SPARSEMATRIX_H
+#define EIGEN_DYNAMIC_SPARSEMATRIX_H
+
+namespace Eigen { 
+
+/** \deprecated use a SparseMatrix in an uncompressed mode
+  *
+  * \class DynamicSparseMatrix
+  *
+  * \brief A sparse matrix class designed for matrix assembly purpose
+  *
+  * \param _Scalar the scalar type, i.e. the type of the coefficients
+  *
+  * Unlike SparseMatrix, this class provides a much higher degree of flexibility. In particular, it allows
+  * random read/write accesses in log(rho*outer_size) where \c rho is the probability that a coefficient is
+  * nonzero and outer_size is the number of columns if the matrix is column-major and the number of rows
+  * otherwise.
+  *
+  * Internally, the data are stored as a std::vector of compressed vector. The performances of random writes might
+  * decrease as the number of nonzeros per inner-vector increase. In practice, we observed very good performance
+  * till about 100 nonzeros/vector, and the performance remains relatively good till 500 nonzeros/vectors.
+  *
+  * \see SparseMatrix
+  */
+
+namespace internal {
+template<typename _Scalar, int _Options, typename _Index>
+struct traits<DynamicSparseMatrix<_Scalar, _Options, _Index> >
+{
+  typedef _Scalar Scalar;
+  typedef _Index Index;
+  typedef Sparse StorageKind;
+  typedef MatrixXpr XprKind;
+  enum {
+    RowsAtCompileTime = Dynamic,
+    ColsAtCompileTime = Dynamic,
+    MaxRowsAtCompileTime = Dynamic,
+    MaxColsAtCompileTime = Dynamic,
+    Flags = _Options | NestByRefBit | LvalueBit,
+    CoeffReadCost = NumTraits<Scalar>::ReadCost,
+    SupportedAccessPatterns = OuterRandomAccessPattern
+  };
+};
+}
+
+template<typename _Scalar, int _Options, typename _Index>
+ class  DynamicSparseMatrix
+  : public SparseMatrixBase<DynamicSparseMatrix<_Scalar, _Options, _Index> >
+{
+  public:
+    EIGEN_SPARSE_PUBLIC_INTERFACE(DynamicSparseMatrix)
+    // FIXME: why are these operator already alvailable ???
+    // EIGEN_SPARSE_INHERIT_ASSIGNMENT_OPERATOR(DynamicSparseMatrix, +=)
+    // EIGEN_SPARSE_INHERIT_ASSIGNMENT_OPERATOR(DynamicSparseMatrix, -=)
+    typedef MappedSparseMatrix<Scalar,Flags> Map;
+    using Base::IsRowMajor;
+    using Base::operator=;
+    enum {
+      Options = _Options
+    };
+
+  protected:
+
+    typedef DynamicSparseMatrix<Scalar,(Flags&~RowMajorBit)|(IsRowMajor?RowMajorBit:0)> TransposedSparseMatrix;
+
+    Index m_innerSize;
+    std::vector<internal::CompressedStorage<Scalar,Index> > m_data;
+
+  public:
+
+    inline Index rows() const { return IsRowMajor ? outerSize() : m_innerSize; }
+    inline Index cols() const { return IsRowMajor ? m_innerSize : outerSize(); }
+    inline Index innerSize() const { return m_innerSize; }
+    inline Index outerSize() const { return static_cast<Index>(m_data.size()); }
+    inline Index innerNonZeros(Index j) const { return m_data[j].size(); }
+
+    std::vector<internal::CompressedStorage<Scalar,Index> >& _data() { return m_data; }
+    const std::vector<internal::CompressedStorage<Scalar,Index> >& _data() const { return m_data; }
+
+    /** \returns the coefficient value at given position \a row, \a col
+      * This operation involes a log(rho*outer_size) binary search.
+      */
+    inline Scalar coeff(Index row, Index col) const
+    {
+      const Index outer = IsRowMajor ? row : col;
+      const Index inner = IsRowMajor ? col : row;
+      return m_data[outer].at(inner);
+    }
+
+    /** \returns a reference to the coefficient value at given position \a row, \a col
+      * This operation involes a log(rho*outer_size) binary search. If the coefficient does not
+      * exist yet, then a sorted insertion into a sequential buffer is performed.
+      */
+    inline Scalar& coeffRef(Index row, Index col)
+    {
+      const Index outer = IsRowMajor ? row : col;
+      const Index inner = IsRowMajor ? col : row;
+      return m_data[outer].atWithInsertion(inner);
+    }
+
+    class InnerIterator;
+    class ReverseInnerIterator;
+
+    void setZero()
+    {
+      for (Index j=0; j<outerSize(); ++j)
+        m_data[j].clear();
+    }
+
+    /** \returns the number of non zero coefficients */
+    Index nonZeros() const
+    {
+      Index res = 0;
+      for (Index j=0; j<outerSize(); ++j)
+        res += static_cast<Index>(m_data[j].size());
+      return res;
+    }
+
+
+
+    void reserve(Index reserveSize = 1000)
+    {
+      if (outerSize()>0)
+      {
+        Index reserveSizePerVector = (std::max)(reserveSize/outerSize(),Index(4));
+        for (Index j=0; j<outerSize(); ++j)
+        {
+          m_data[j].reserve(reserveSizePerVector);
+        }
+      }
+    }
+
+    /** Does nothing: provided for compatibility with SparseMatrix */
+    inline void startVec(Index /*outer*/) {}
+
+    /** \returns a reference to the non zero coefficient at position \a row, \a col assuming that:
+      * - the nonzero does not already exist
+      * - the new coefficient is the last one of the given inner vector.
+      *
+      * \sa insert, insertBackByOuterInner */
+    inline Scalar& insertBack(Index row, Index col)
+    {
+      return insertBackByOuterInner(IsRowMajor?row:col, IsRowMajor?col:row);
+    }
+
+    /** \sa insertBack */
+    inline Scalar& insertBackByOuterInner(Index outer, Index inner)
+    {
+      eigen_assert(outer<Index(m_data.size()) && inner<m_innerSize && "out of range");
+      eigen_assert(((m_data[outer].size()==0) || (m_data[outer].index(m_data[outer].size()-1)<inner))
+                && "wrong sorted insertion");
+      m_data[outer].append(0, inner);
+      return m_data[outer].value(m_data[outer].size()-1);
+    }
+
+    inline Scalar& insert(Index row, Index col)
+    {
+      const Index outer = IsRowMajor ? row : col;
+      const Index inner = IsRowMajor ? col : row;
+
+      Index startId = 0;
+      Index id = static_cast<Index>(m_data[outer].size()) - 1;
+      m_data[outer].resize(id+2,1);
+
+      while ( (id >= startId) && (m_data[outer].index(id) > inner) )
+      {
+        m_data[outer].index(id+1) = m_data[outer].index(id);
+        m_data[outer].value(id+1) = m_data[outer].value(id);
+        --id;
+      }
+      m_data[outer].index(id+1) = inner;
+      m_data[outer].value(id+1) = 0;
+      return m_data[outer].value(id+1);
+    }
+
+    /** Does nothing: provided for compatibility with SparseMatrix */
+    inline void finalize() {}
+
+    /** Suppress all nonzeros which are smaller than \a reference under the tolerence \a epsilon */
+    void prune(Scalar reference, RealScalar epsilon = NumTraits<RealScalar>::dummy_precision())
+    {
+      for (Index j=0; j<outerSize(); ++j)
+        m_data[j].prune(reference,epsilon);
+    }
+
+    /** Resize the matrix without preserving the data (the matrix is set to zero)
+      */
+    void resize(Index rows, Index cols)
+    {
+      const Index outerSize = IsRowMajor ? rows : cols;
+      m_innerSize = IsRowMajor ? cols : rows;
+      setZero();
+      if (Index(m_data.size()) != outerSize)
+      {
+        m_data.resize(outerSize);
+      }
+    }
+
+    void resizeAndKeepData(Index rows, Index cols)
+    {
+      const Index outerSize = IsRowMajor ? rows : cols;
+      const Index innerSize = IsRowMajor ? cols : rows;
+      if (m_innerSize>innerSize)
+      {
+        // remove all coefficients with innerCoord>=innerSize
+        // TODO
+        //std::cerr << "not implemented yet\n";
+        exit(2);
+      }
+      if (m_data.size() != outerSize)
+      {
+        m_data.resize(outerSize);
+      }
+    }
+
+    /** The class DynamicSparseMatrix is deprectaed */
+    EIGEN_DEPRECATED inline DynamicSparseMatrix()
+      : m_innerSize(0), m_data(0)
+    {
+      eigen_assert(innerSize()==0 && outerSize()==0);
+    }
+
+    /** The class DynamicSparseMatrix is deprectaed */
+    EIGEN_DEPRECATED inline DynamicSparseMatrix(Index rows, Index cols)
+      : m_innerSize(0)
+    {
+      resize(rows, cols);
+    }
+
+    /** The class DynamicSparseMatrix is deprectaed */
+    template<typename OtherDerived>
+    EIGEN_DEPRECATED explicit inline DynamicSparseMatrix(const SparseMatrixBase<OtherDerived>& other)
+      : m_innerSize(0)
+    {
+    Base::operator=(other.derived());
+    }
+
+    inline DynamicSparseMatrix(const DynamicSparseMatrix& other)
+      : Base(), m_innerSize(0)
+    {
+      *this = other.derived();
+    }
+
+    inline void swap(DynamicSparseMatrix& other)
+    {
+      //EIGEN_DBG_SPARSE(std::cout << "SparseMatrix:: swap\n");
+      std::swap(m_innerSize, other.m_innerSize);
+      //std::swap(m_outerSize, other.m_outerSize);
+      m_data.swap(other.m_data);
+    }
+
+    inline DynamicSparseMatrix& operator=(const DynamicSparseMatrix& other)
+    {
+      if (other.isRValue())
+      {
+        swap(other.const_cast_derived());
+      }
+      else
+      {
+        resize(other.rows(), other.cols());
+        m_data = other.m_data;
+      }
+      return *this;
+    }
+
+    /** Destructor */
+    inline ~DynamicSparseMatrix() {}
+
+  public:
+
+    /** \deprecated
+      * Set the matrix to zero and reserve the memory for \a reserveSize nonzero coefficients. */
+    EIGEN_DEPRECATED void startFill(Index reserveSize = 1000)
+    {
+      setZero();
+      reserve(reserveSize);
+    }
+
+    /** \deprecated use insert()
+      * inserts a nonzero coefficient at given coordinates \a row, \a col and returns its reference assuming that:
+      *  1 - the coefficient does not exist yet
+      *  2 - this the coefficient with greater inner coordinate for the given outer coordinate.
+      * In other words, assuming \c *this is column-major, then there must not exists any nonzero coefficient of coordinates
+      * \c i \c x \a col such that \c i >= \a row. Otherwise the matrix is invalid.
+      *
+      * \see fillrand(), coeffRef()
+      */
+    EIGEN_DEPRECATED Scalar& fill(Index row, Index col)
+    {
+      const Index outer = IsRowMajor ? row : col;
+      const Index inner = IsRowMajor ? col : row;
+      return insertBack(outer,inner);
+    }
+
+    /** \deprecated use insert()
+      * Like fill() but with random inner coordinates.
+      * Compared to the generic coeffRef(), the unique limitation is that we assume
+      * the coefficient does not exist yet.
+      */
+    EIGEN_DEPRECATED Scalar& fillrand(Index row, Index col)
+    {
+      return insert(row,col);
+    }
+
+    /** \deprecated use finalize()
+      * Does nothing. Provided for compatibility with SparseMatrix. */
+    EIGEN_DEPRECATED void endFill() {}
+    
+#   ifdef EIGEN_DYNAMICSPARSEMATRIX_PLUGIN
+#     include EIGEN_DYNAMICSPARSEMATRIX_PLUGIN
+#   endif
+ };
+
+template<typename Scalar, int _Options, typename _Index>
+class DynamicSparseMatrix<Scalar,_Options,_Index>::InnerIterator : public SparseVector<Scalar,_Options,_Index>::InnerIterator
+{
+    typedef typename SparseVector<Scalar,_Options,_Index>::InnerIterator Base;
+  public:
+    InnerIterator(const DynamicSparseMatrix& mat, Index outer)
+      : Base(mat.m_data[outer]), m_outer(outer)
+    {}
+
+    inline Index row() const { return IsRowMajor ? m_outer : Base::index(); }
+    inline Index col() const { return IsRowMajor ? Base::index() : m_outer; }
+
+  protected:
+    const Index m_outer;
+};
+
+template<typename Scalar, int _Options, typename _Index>
+class DynamicSparseMatrix<Scalar,_Options,_Index>::ReverseInnerIterator : public SparseVector<Scalar,_Options,_Index>::ReverseInnerIterator
+{
+    typedef typename SparseVector<Scalar,_Options,_Index>::ReverseInnerIterator Base;
+  public:
+    ReverseInnerIterator(const DynamicSparseMatrix& mat, Index outer)
+      : Base(mat.m_data[outer]), m_outer(outer)
+    {}
+
+    inline Index row() const { return IsRowMajor ? m_outer : Base::index(); }
+    inline Index col() const { return IsRowMajor ? Base::index() : m_outer; }
+
+  protected:
+    const Index m_outer;
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_DYNAMIC_SPARSEMATRIX_H

extern/Eigen3/unsupported/Eigen/src/SparseExtra/MarketIO.h

@@ -0,0 +1,273 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2011 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2012 Desire NUENTSA WAKAM <desire.nuentsa_wakam@inria.fr>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_SPARSE_MARKET_IO_H
+#define EIGEN_SPARSE_MARKET_IO_H
+
+#include <iostream>
+
+namespace Eigen { 
+
+namespace internal 
+{
+  template <typename Scalar>
+  inline bool GetMarketLine (std::stringstream& line, int& M, int& N, int& i, int& j, Scalar& value)
+  {
+    line >> i >> j >> value;
+    i--;
+    j--;
+    if(i>=0 && j>=0 && i<M && j<N)
+    {
+      return true; 
+    }
+    else
+      return false;
+  }
+  template <typename Scalar>
+  inline bool GetMarketLine (std::stringstream& line, int& M, int& N, int& i, int& j, std::complex<Scalar>& value)
+  {
+    Scalar valR, valI;
+    line >> i >> j >> valR >> valI;
+    i--;
+    j--;
+    if(i>=0 && j>=0 && i<M && j<N)
+    {
+      value = std::complex<Scalar>(valR, valI);
+      return true; 
+    }
+    else
+      return false;
+  }
+
+  template <typename RealScalar>
+  inline void  GetVectorElt (const std::string& line, RealScalar& val)
+  {
+    std::istringstream newline(line);
+    newline >> val;  
+  }
+
+  template <typename RealScalar>
+  inline void GetVectorElt (const std::string& line, std::complex<RealScalar>& val)
+  {
+    RealScalar valR, valI; 
+    std::istringstream newline(line);
+    newline >> valR >> valI; 
+    val = std::complex<RealScalar>(valR, valI);
+  }
+  
+  template<typename Scalar>
+  inline void putMarketHeader(std::string& header,int sym)
+  {
+    header= "%%MatrixMarket matrix coordinate ";
+    if(internal::is_same<Scalar, std::complex<float> >::value || internal::is_same<Scalar, std::complex<double> >::value)
+    {
+      header += " complex"; 
+      if(sym == Symmetric) header += " symmetric";
+      else if (sym == SelfAdjoint) header += " Hermitian";
+      else header += " general";
+    }
+    else
+    {
+      header += " real"; 
+      if(sym == Symmetric) header += " symmetric";
+      else header += " general";
+    }
+  }
+
+  template<typename Scalar>
+  inline void PutMatrixElt(Scalar value, int row, int col, std::ofstream& out)
+  {
+    out << row << " "<< col << " " << value << "\n";
+  }
+  template<typename Scalar>
+  inline void PutMatrixElt(std::complex<Scalar> value, int row, int col, std::ofstream& out)
+  {
+    out << row << " " << col << " " << value.real() << " " << value.imag() << "\n";
+  }
+
+
+  template<typename Scalar>
+  inline void putVectorElt(Scalar value, std::ofstream& out)
+  {
+    out << value << "\n"; 
+  }
+  template<typename Scalar>
+  inline void putVectorElt(std::complex<Scalar> value, std::ofstream& out)
+  {
+    out << value.real << " " << value.imag()<< "\n"; 
+  }
+
+} // end namepsace internal
+
+inline bool getMarketHeader(const std::string& filename, int& sym, bool& iscomplex, bool& isvector)
+{
+  sym = 0; 
+  isvector = false;
+  std::ifstream in(filename.c_str(),std::ios::in);
+  if(!in)
+    return false;
+  
+  std::string line; 
+  // The matrix header is always the first line in the file 
+  std::getline(in, line); eigen_assert(in.good());
+  
+  std::stringstream fmtline(line); 
+  std::string substr[5];
+  fmtline>> substr[0] >> substr[1] >> substr[2] >> substr[3] >> substr[4];
+  if(substr[2].compare("array") == 0) isvector = true;
+  if(substr[3].compare("complex") == 0) iscomplex = true;
+  if(substr[4].compare("symmetric") == 0) sym = Symmetric;
+  else if (substr[4].compare("Hermitian") == 0) sym = SelfAdjoint;
+  
+  return true;
+}
+  
+template<typename SparseMatrixType>
+bool loadMarket(SparseMatrixType& mat, const std::string& filename)
+{
+  typedef typename SparseMatrixType::Scalar Scalar;
+  std::ifstream input(filename.c_str(),std::ios::in);
+  if(!input)
+    return false;
+  
+  const int maxBuffersize = 2048;
+  char buffer[maxBuffersize];
+  
+  bool readsizes = false;
+
+  typedef Triplet<Scalar,int> T;
+  std::vector<T> elements;
+  
+  int M(-1), N(-1), NNZ(-1);
+  int count = 0;
+  while(input.getline(buffer, maxBuffersize))
+  {
+    // skip comments   
+    //NOTE An appropriate test should be done on the header to get the  symmetry
+    if(buffer[0]=='%')
+      continue;
+    
+    std::stringstream line(buffer);
+    
+    if(!readsizes)
+    {
+      line >> M >> N >> NNZ;
+      if(M > 0 && N > 0 && NNZ > 0) 
+      {
+        readsizes = true;
+        std::cout << "sizes: " << M << "," << N << "," << NNZ << "\n";
+        mat.resize(M,N);
+        mat.reserve(NNZ);
+      }
+    }
+    else
+    { 
+      int i(-1), j(-1);
+      Scalar value; 
+      if( internal::GetMarketLine(line, M, N, i, j, value) ) 
+      {
+        ++ count;
+        elements.push_back(T(i,j,value));
+      }
+      else 
+        std::cerr << "Invalid read: " << i << "," << j << "\n";        
+    }
+  }
+  mat.setFromTriplets(elements.begin(), elements.end());
+  if(count!=NNZ)
+    std::cerr << count << "!=" << NNZ << "\n";
+  
+  input.close();
+  return true;
+}
+
+template<typename VectorType>
+bool loadMarketVector(VectorType& vec, const std::string& filename)
+{
+   typedef typename VectorType::Scalar Scalar;
+  std::ifstream in(filename.c_str(), std::ios::in);
+  if(!in)
+    return false;
+  
+  std::string line; 
+  int n(0), col(0); 
+  do 
+  { // Skip comments
+    std::getline(in, line); eigen_assert(in.good());
+  } while (line[0] == '%');
+  std::istringstream newline(line);
+  newline  >> n >> col; 
+  eigen_assert(n>0 && col>0);
+  vec.resize(n);
+  int i = 0; 
+  Scalar value; 
+  while ( std::getline(in, line) && (i < n) ){
+    internal::GetVectorElt(line, value); 
+    vec(i++) = value; 
+  }
+  in.close();
+  if (i!=n){
+    std::cerr<< "Unable to read all elements from file " << filename << "\n";
+    return false;
+  }
+  return true;
+}
+
+template<typename SparseMatrixType>
+bool saveMarket(const SparseMatrixType& mat, const std::string& filename, int sym = 0)
+{
+  typedef typename SparseMatrixType::Scalar Scalar;
+  std::ofstream out(filename.c_str(),std::ios::out);
+  if(!out)
+    return false;
+  
+  out.flags(std::ios_base::scientific);
+  out.precision(64);
+  std::string header; 
+  internal::putMarketHeader<Scalar>(header, sym); 
+  out << header << std::endl; 
+  out << mat.rows() << " " << mat.cols() << " " << mat.nonZeros() << "\n";
+  int count = 0;
+  for(int j=0; j<mat.outerSize(); ++j)
+    for(typename SparseMatrixType::InnerIterator it(mat,j); it; ++it)
+    {
+	++ count;
+	internal::PutMatrixElt(it.value(), it.row()+1, it.col()+1, out);
+	// out << it.row()+1 << " " << it.col()+1 << " " << it.value() << "\n";
+    }
+  out.close();
+  return true;
+}
+
+template<typename VectorType>
+bool saveMarketVector (const VectorType& vec, const std::string& filename)
+{
+ typedef typename VectorType::Scalar Scalar; 
+ std::ofstream out(filename.c_str(),std::ios::out);
+  if(!out)
+    return false;
+  
+  out.flags(std::ios_base::scientific);
+  out.precision(64);
+  if(internal::is_same<Scalar, std::complex<float> >::value || internal::is_same<Scalar, std::complex<double> >::value)
+      out << "%%MatrixMarket matrix array complex general\n"; 
+  else
+    out << "%%MatrixMarket matrix array real general\n"; 
+  out << vec.size() << " "<< 1 << "\n";
+  for (int i=0; i < vec.size(); i++){
+    internal::putVectorElt(vec(i), out); 
+  }
+  out.close();
+  return true; 
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPARSE_MARKET_IO_H

extern/Eigen3/unsupported/Eigen/src/SparseExtra/MatrixMarketIterator.h

@@ -0,0 +1,232 @@
+
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2012 Desire NUENTSA WAKAM <desire.nuentsa_wakam@inria.fr>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_BROWSE_MATRICES_H
+#define EIGEN_BROWSE_MATRICES_H
+
+namespace Eigen {
+
+enum {
+  SPD = 0x100,
+  NonSymmetric = 0x0
+}; 
+
+/** 
+ * @brief Iterator to browse matrices from a specified folder
+ * 
+ * This is used to load all the matrices from a folder. 
+ * The matrices should be in Matrix Market format
+ * It is assumed that the matrices are named as matname.mtx
+ * and matname_SPD.mtx if the matrix is Symmetric and positive definite (or Hermitian)
+ * The right hand side vectors are loaded as well, if they exist.
+ * They should be named as matname_b.mtx. 
+ * Note that the right hand side for a SPD matrix is named as matname_SPD_b.mtx
+ * 
+ * Sometimes a reference solution is available. In this case, it should be named as matname_x.mtx
+ * 
+ * Sample code
+ * \code
+ * 
+ * \endcode
+ * 
+ * \tparam Scalar The scalar type 
+ */
+template <typename Scalar>
+class MatrixMarketIterator 
+{
+  public:
+    typedef Matrix<Scalar,Dynamic,1> VectorType; 
+    typedef SparseMatrix<Scalar,ColMajor> MatrixType; 
+  
+  public:
+    MatrixMarketIterator(const std::string folder):m_sym(0),m_isvalid(false),m_matIsLoaded(false),m_hasRhs(false),m_hasrefX(false),m_folder(folder)
+    {
+      m_folder_id = opendir(folder.c_str());
+      if (!m_folder_id){
+        m_isvalid = false;
+        std::cerr << "The provided Matrix folder could not be opened \n\n";
+        abort();
+      }
+      Getnextvalidmatrix();
+    }
+    
+    ~MatrixMarketIterator()
+    {
+      if (m_folder_id) closedir(m_folder_id); 
+    }
+    
+    inline MatrixMarketIterator& operator++()
+    {
+      m_matIsLoaded = false;
+      m_hasrefX = false;
+      m_hasRhs = false;
+      Getnextvalidmatrix();
+      return *this;
+    }
+    inline operator bool() const { return m_isvalid;}
+    
+    /** Return the sparse matrix corresponding to the current file */
+    inline MatrixType& matrix() 
+    { 
+      // Read the matrix
+      if (m_matIsLoaded) return m_mat;
+      
+      std::string matrix_file = m_folder + "/" + m_matname + ".mtx";
+      if ( !loadMarket(m_mat, matrix_file)) 
+      {
+        m_matIsLoaded = false;
+        return m_mat;
+      }
+      m_matIsLoaded = true; 
+      
+      if (m_sym != NonSymmetric) 
+      { // Store the upper part of the matrix. It is needed by the solvers dealing with nonsymmetric matrices ??
+        MatrixType B; 
+        B = m_mat;
+        m_mat = B.template selfadjointView<Lower>();
+      }
+      return m_mat; 
+    }
+    
+    /** Return the right hand side corresponding to the current matrix. 
+     * If the rhs file is not provided, a random rhs is generated
+     */
+    inline VectorType& rhs() 
+    { 
+       // Get the right hand side
+      if (m_hasRhs) return m_rhs;
+      
+      std::string rhs_file;
+      rhs_file = m_folder + "/" + m_matname + "_b.mtx"; // The pattern is matname_b.mtx
+      m_hasRhs = Fileexists(rhs_file);
+      if (m_hasRhs)
+      {
+        m_rhs.resize(m_mat.cols());
+        m_hasRhs = loadMarketVector(m_rhs, rhs_file);
+      }
+      if (!m_hasRhs)
+      {
+        // Generate a random right hand side
+        if (!m_matIsLoaded) this->matrix(); 
+        m_refX.resize(m_mat.cols());
+        m_refX.setRandom();
+        m_rhs = m_mat * m_refX;
+        m_hasrefX = true;
+        m_hasRhs = true;
+      }
+      return m_rhs; 
+    }
+    
+    /** Return a reference solution
+     * If it is not provided and if the right hand side is not available
+     * then refX is randomly generated such that A*refX = b 
+     * where A and b are the matrix and the rhs. 
+     * Note that when a rhs is provided, refX is not available 
+     */
+    inline VectorType& refX() 
+    { 
+      // Check if a reference solution is provided
+      if (m_hasrefX) return m_refX;
+      
+      std::string lhs_file;
+      lhs_file = m_folder + "/" + m_matname + "_x.mtx"; 
+      m_hasrefX = Fileexists(lhs_file);
+      if (m_hasrefX)
+      {
+        m_refX.resize(m_mat.cols());
+        m_hasrefX = loadMarketVector(m_refX, lhs_file);
+      }
+      return m_refX; 
+    }
+    
+    inline std::string& matname() { return m_matname; }
+    
+    inline int sym() { return m_sym; }
+    
+    inline bool hasRhs() {return m_hasRhs; }
+    inline bool hasrefX() {return m_hasrefX; }
+    
+  protected:
+    
+    inline bool Fileexists(std::string file)
+    {
+      std::ifstream file_id(file.c_str());
+      if (!file_id.good() ) 
+      {
+        return false;
+      }
+      else 
+      {
+        file_id.close();
+        return true;
+      }
+    }
+    
+    void Getnextvalidmatrix( )
+    {
+      m_isvalid = false;
+      // Here, we return with the next valid matrix in the folder
+      while ( (m_curs_id = readdir(m_folder_id)) != NULL) {
+        m_isvalid = false;
+        std::string curfile;
+        curfile = m_folder + "/" + m_curs_id->d_name;
+        // Discard if it is a folder
+        if (m_curs_id->d_type == DT_DIR) continue; //FIXME This may not be available on non BSD systems
+//         struct stat st_buf; 
+//         stat (curfile.c_str(), &st_buf);
+//         if (S_ISDIR(st_buf.st_mode)) continue;
+        
+        // Determine from the header if it is a matrix or a right hand side 
+        bool isvector,iscomplex=false;
+        if(!getMarketHeader(curfile,m_sym,iscomplex,isvector)) continue;
+        if(isvector) continue;
+        if (!iscomplex)
+        {
+          if(internal::is_same<Scalar, std::complex<float> >::value || internal::is_same<Scalar, std::complex<double> >::value)
+            continue; 
+        }
+        if (iscomplex)
+        {
+          if(internal::is_same<Scalar, float>::value || internal::is_same<Scalar, double>::value)
+            continue; 
+        }
+        
+        
+        // Get the matrix name
+        std::string filename = m_curs_id->d_name;
+        m_matname = filename.substr(0, filename.length()-4); 
+        
+        // Find if the matrix is SPD 
+        size_t found = m_matname.find("SPD");
+        if( (found!=std::string::npos) && (m_sym != NonSymmetric) )
+          m_sym = SPD;
+       
+        m_isvalid = true;
+        break; 
+      }
+    }
+    int m_sym; // Symmetry of the matrix
+    MatrixType m_mat; // Current matrix  
+    VectorType m_rhs;  // Current vector
+    VectorType m_refX; // The reference solution, if exists
+    std::string m_matname; // Matrix Name
+    bool m_isvalid; 
+    bool m_matIsLoaded; // Determine if the matrix has already been loaded from the file
+    bool m_hasRhs; // The right hand side exists
+    bool m_hasrefX; // A reference solution is provided
+    std::string m_folder;
+    DIR * m_folder_id;
+    struct dirent *m_curs_id; 
+    
+};
+
+} // end namespace Eigen
+
+#endif

extern/Eigen3/unsupported/Eigen/src/SparseExtra/RandomSetter.h

@@ -0,0 +1,327 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_RANDOMSETTER_H
+#define EIGEN_RANDOMSETTER_H
+
+namespace Eigen { 
+
+/** Represents a std::map
+  *
+  * \see RandomSetter
+  */
+template<typename Scalar> struct StdMapTraits
+{
+  typedef int KeyType;
+  typedef std::map<KeyType,Scalar> Type;
+  enum {
+    IsSorted = 1
+  };
+
+  static void setInvalidKey(Type&, const KeyType&) {}
+};
+
+#ifdef EIGEN_UNORDERED_MAP_SUPPORT
+/** Represents a std::unordered_map
+  *
+  * To use it you need to both define EIGEN_UNORDERED_MAP_SUPPORT and include the unordered_map header file
+  * yourself making sure that unordered_map is defined in the std namespace.
+  *
+  * For instance, with current version of gcc you can either enable C++0x standard (-std=c++0x) or do:
+  * \code
+  * #include <tr1/unordered_map>
+  * #define EIGEN_UNORDERED_MAP_SUPPORT
+  * namespace std {
+  *   using std::tr1::unordered_map;
+  * }
+  * \endcode
+  *
+  * \see RandomSetter
+  */
+template<typename Scalar> struct StdUnorderedMapTraits
+{
+  typedef int KeyType;
+  typedef std::unordered_map<KeyType,Scalar> Type;
+  enum {
+    IsSorted = 0
+  };
+
+  static void setInvalidKey(Type&, const KeyType&) {}
+};
+#endif // EIGEN_UNORDERED_MAP_SUPPORT
+
+#ifdef _DENSE_HASH_MAP_H_
+/** Represents a google::dense_hash_map
+  *
+  * \see RandomSetter
+  */
+template<typename Scalar> struct GoogleDenseHashMapTraits
+{
+  typedef int KeyType;
+  typedef google::dense_hash_map<KeyType,Scalar> Type;
+  enum {
+    IsSorted = 0
+  };
+
+  static void setInvalidKey(Type& map, const KeyType& k)
+  { map.set_empty_key(k); }
+};
+#endif
+
+#ifdef _SPARSE_HASH_MAP_H_
+/** Represents a google::sparse_hash_map
+  *
+  * \see RandomSetter
+  */
+template<typename Scalar> struct GoogleSparseHashMapTraits
+{
+  typedef int KeyType;
+  typedef google::sparse_hash_map<KeyType,Scalar> Type;
+  enum {
+    IsSorted = 0
+  };
+
+  static void setInvalidKey(Type&, const KeyType&) {}
+};
+#endif
+
+/** \class RandomSetter
+  *
+  * \brief The RandomSetter is a wrapper object allowing to set/update a sparse matrix with random access
+  *
+  * \param SparseMatrixType the type of the sparse matrix we are updating
+  * \param MapTraits a traits class representing the map implementation used for the temporary sparse storage.
+  *                  Its default value depends on the system.
+  * \param OuterPacketBits defines the number of rows (or columns) manage by a single map object
+  *                        as a power of two exponent.
+  *
+  * This class temporarily represents a sparse matrix object using a generic map implementation allowing for
+  * efficient random access. The conversion from the compressed representation to a hash_map object is performed
+  * in the RandomSetter constructor, while the sparse matrix is updated back at destruction time. This strategy
+  * suggest the use of nested blocks as in this example:
+  *
+  * \code
+  * SparseMatrix<double> m(rows,cols);
+  * {
+  *   RandomSetter<SparseMatrix<double> > w(m);
+  *   // don't use m but w instead with read/write random access to the coefficients:
+  *   for(;;)
+  *     w(rand(),rand()) = rand;
+  * }
+  * // when w is deleted, the data are copied back to m
+  * // and m is ready to use.
+  * \endcode
+  *
+  * Since hash_map objects are not fully sorted, representing a full matrix as a single hash_map would
+  * involve a big and costly sort to update the compressed matrix back. To overcome this issue, a RandomSetter
+  * use multiple hash_map, each representing 2^OuterPacketBits columns or rows according to the storage order.
+  * To reach optimal performance, this value should be adjusted according to the average number of nonzeros
+  * per rows/columns.
+  *
+  * The possible values for the template parameter MapTraits are:
+  *  - \b StdMapTraits: corresponds to std::map. (does not perform very well)
+  *  - \b GnuHashMapTraits: corresponds to __gnu_cxx::hash_map (available only with GCC)
+  *  - \b GoogleDenseHashMapTraits: corresponds to google::dense_hash_map (best efficiency, reasonable memory consumption)
+  *  - \b GoogleSparseHashMapTraits: corresponds to google::sparse_hash_map (best memory consumption, relatively good performance)
+  *
+  * The default map implementation depends on the availability, and the preferred order is:
+  * GoogleSparseHashMapTraits, GnuHashMapTraits, and finally StdMapTraits.
+  *
+  * For performance and memory consumption reasons it is highly recommended to use one of
+  * the Google's hash_map implementation. To enable the support for them, you have two options:
+  *  - \#include <google/dense_hash_map> yourself \b before Eigen/Sparse header
+  *  - define EIGEN_GOOGLEHASH_SUPPORT
+  * In the later case the inclusion of <google/dense_hash_map> is made for you.
+  *
+  * \see http://code.google.com/p/google-sparsehash/
+  */
+template<typename SparseMatrixType,
+         template <typename T> class MapTraits =
+#if defined _DENSE_HASH_MAP_H_
+          GoogleDenseHashMapTraits
+#elif defined _HASH_MAP
+          GnuHashMapTraits
+#else
+          StdMapTraits
+#endif
+         ,int OuterPacketBits = 6>
+class RandomSetter
+{
+    typedef typename SparseMatrixType::Scalar Scalar;
+    typedef typename SparseMatrixType::Index Index;
+
+    struct ScalarWrapper
+    {
+      ScalarWrapper() : value(0) {}
+      Scalar value;
+    };
+    typedef typename MapTraits<ScalarWrapper>::KeyType KeyType;
+    typedef typename MapTraits<ScalarWrapper>::Type HashMapType;
+    static const int OuterPacketMask = (1 << OuterPacketBits) - 1;
+    enum {
+      SwapStorage = 1 - MapTraits<ScalarWrapper>::IsSorted,
+      TargetRowMajor = (SparseMatrixType::Flags & RowMajorBit) ? 1 : 0,
+      SetterRowMajor = SwapStorage ? 1-TargetRowMajor : TargetRowMajor
+    };
+
+  public:
+
+    /** Constructs a random setter object from the sparse matrix \a target
+      *
+      * Note that the initial value of \a target are imported. If you want to re-set
+      * a sparse matrix from scratch, then you must set it to zero first using the
+      * setZero() function.
+      */
+    inline RandomSetter(SparseMatrixType& target)
+      : mp_target(&target)
+    {
+      const Index outerSize = SwapStorage ? target.innerSize() : target.outerSize();
+      const Index innerSize = SwapStorage ? target.outerSize() : target.innerSize();
+      m_outerPackets = outerSize >> OuterPacketBits;
+      if (outerSize&OuterPacketMask)
+        m_outerPackets += 1;
+      m_hashmaps = new HashMapType[m_outerPackets];
+      // compute number of bits needed to store inner indices
+      Index aux = innerSize - 1;
+      m_keyBitsOffset = 0;
+      while (aux)
+      {
+        ++m_keyBitsOffset;
+        aux = aux >> 1;
+      }
+      KeyType ik = (1<<(OuterPacketBits+m_keyBitsOffset));
+      for (Index k=0; k<m_outerPackets; ++k)
+        MapTraits<ScalarWrapper>::setInvalidKey(m_hashmaps[k],ik);
+
+      // insert current coeffs
+      for (Index j=0; j<mp_target->outerSize(); ++j)
+        for (typename SparseMatrixType::InnerIterator it(*mp_target,j); it; ++it)
+          (*this)(TargetRowMajor?j:it.index(), TargetRowMajor?it.index():j) = it.value();
+    }
+
+    /** Destructor updating back the sparse matrix target */
+    ~RandomSetter()
+    {
+      KeyType keyBitsMask = (1<<m_keyBitsOffset)-1;
+      if (!SwapStorage) // also means the map is sorted
+      {
+        mp_target->setZero();
+        mp_target->makeCompressed();
+        mp_target->reserve(nonZeros());
+        Index prevOuter = -1;
+        for (Index k=0; k<m_outerPackets; ++k)
+        {
+          const Index outerOffset = (1<<OuterPacketBits) * k;
+          typename HashMapType::iterator end = m_hashmaps[k].end();
+          for (typename HashMapType::iterator it = m_hashmaps[k].begin(); it!=end; ++it)
+          {
+            const Index outer = (it->first >> m_keyBitsOffset) + outerOffset;
+            const Index inner = it->first & keyBitsMask;
+            if (prevOuter!=outer)
+            {
+              for (Index j=prevOuter+1;j<=outer;++j)
+                mp_target->startVec(j);
+              prevOuter = outer;
+            }
+            mp_target->insertBackByOuterInner(outer, inner) = it->second.value;
+          }
+        }
+        mp_target->finalize();
+      }
+      else
+      {
+        VectorXi positions(mp_target->outerSize());
+        positions.setZero();
+        // pass 1
+        for (Index k=0; k<m_outerPackets; ++k)
+        {
+          typename HashMapType::iterator end = m_hashmaps[k].end();
+          for (typename HashMapType::iterator it = m_hashmaps[k].begin(); it!=end; ++it)
+          {
+            const Index outer = it->first & keyBitsMask;
+            ++positions[outer];
+          }
+        }
+        // prefix sum
+        Index count = 0;
+        for (Index j=0; j<mp_target->outerSize(); ++j)
+        {
+          Index tmp = positions[j];
+          mp_target->outerIndexPtr()[j] = count;
+          positions[j] = count;
+          count += tmp;
+        }
+        mp_target->makeCompressed();
+        mp_target->outerIndexPtr()[mp_target->outerSize()] = count;
+        mp_target->resizeNonZeros(count);
+        // pass 2
+        for (Index k=0; k<m_outerPackets; ++k)
+        {
+          const Index outerOffset = (1<<OuterPacketBits) * k;
+          typename HashMapType::iterator end = m_hashmaps[k].end();
+          for (typename HashMapType::iterator it = m_hashmaps[k].begin(); it!=end; ++it)
+          {
+            const Index inner = (it->first >> m_keyBitsOffset) + outerOffset;
+            const Index outer = it->first & keyBitsMask;
+            // sorted insertion
+            // Note that we have to deal with at most 2^OuterPacketBits unsorted coefficients,
+            // moreover those 2^OuterPacketBits coeffs are likely to be sparse, an so only a
+            // small fraction of them have to be sorted, whence the following simple procedure:
+            Index posStart = mp_target->outerIndexPtr()[outer];
+            Index i = (positions[outer]++) - 1;
+            while ( (i >= posStart) && (mp_target->innerIndexPtr()[i] > inner) )
+            {
+              mp_target->valuePtr()[i+1] = mp_target->valuePtr()[i];
+              mp_target->innerIndexPtr()[i+1] = mp_target->innerIndexPtr()[i];
+              --i;
+            }
+            mp_target->innerIndexPtr()[i+1] = inner;
+            mp_target->valuePtr()[i+1] = it->second.value;
+          }
+        }
+      }
+      delete[] m_hashmaps;
+    }
+
+    /** \returns a reference to the coefficient at given coordinates \a row, \a col */
+    Scalar& operator() (Index row, Index col)
+    {
+      const Index outer = SetterRowMajor ? row : col;
+      const Index inner = SetterRowMajor ? col : row;
+      const Index outerMajor = outer >> OuterPacketBits; // index of the packet/map
+      const Index outerMinor = outer & OuterPacketMask;  // index of the inner vector in the packet
+      const KeyType key = (KeyType(outerMinor)<<m_keyBitsOffset) | inner;
+      return m_hashmaps[outerMajor][key].value;
+    }
+
+    /** \returns the number of non zero coefficients
+      *
+      * \note According to the underlying map/hash_map implementation,
+      * this function might be quite expensive.
+      */
+    Index nonZeros() const
+    {
+      Index nz = 0;
+      for (Index k=0; k<m_outerPackets; ++k)
+        nz += static_cast<Index>(m_hashmaps[k].size());
+      return nz;
+    }
+
+
+  protected:
+
+    HashMapType* m_hashmaps;
+    SparseMatrixType* mp_target;
+    Index m_outerPackets;
+    unsigned char m_keyBitsOffset;
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_RANDOMSETTER_H

extern/Eigen3/unsupported/Eigen/src/Splines/CMakeLists.txt

@@ -0,0 +1,6 @@
+FILE(GLOB Eigen_Splines_SRCS "*.h")
+
+INSTALL(FILES
+  ${Eigen_Splines_SRCS}
+  DESTINATION ${INCLUDE_INSTALL_DIR}/unsupported/Eigen/src/Splines COMPONENT Devel
+  )