Upgrade Eigen to 3.3

thirdparty/Eigen/Eigen/CMakeLists.txt

@@ -1,31 +1,19 @@
-set(Eigen_HEADERS Core LU Cholesky QR Geometry
-                  Sparse Array SVD LeastSquares
-                  QtAlignedMalloc StdVector NewStdVector
-                  Eigen Dense)
+include(RegexUtils)
+test_escape_string_as_regex()
 
-if(EIGEN_BUILD_LIB)
-    set(Eigen_SRCS
-      src/Core/CoreInstantiations.cpp
-      src/Cholesky/CholeskyInstantiations.cpp
-      src/QR/QrInstantiations.cpp
-    )
+file(GLOB Eigen_directory_files "*")
 
-    add_library(Eigen2 SHARED ${Eigen_SRCS})
+escape_string_as_regex(ESCAPED_CMAKE_CURRENT_SOURCE_DIR "${CMAKE_CURRENT_SOURCE_DIR}")
 
-    install(TARGETS Eigen2
-            RUNTIME DESTINATION bin
-            LIBRARY DESTINATION lib
-            ARCHIVE DESTINATION lib)
-endif(EIGEN_BUILD_LIB)
-
-if(CMAKE_COMPILER_IS_GNUCXX)
-    set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -g1 -O2")
-    set(CMAKE_CXX_FLAGS_RELWITHDEBINFO "${CMAKE_CXX_FLAGS_RELWITHDEBINFO} -g1 -O2")
-endif(CMAKE_COMPILER_IS_GNUCXX)
+foreach(f ${Eigen_directory_files})
+  if(NOT f MATCHES "\\.txt" AND NOT f MATCHES "${ESCAPED_CMAKE_CURRENT_SOURCE_DIR}/[.].+" AND NOT f MATCHES "${ESCAPED_CMAKE_CURRENT_SOURCE_DIR}/src")
+    list(APPEND Eigen_directory_files_to_install ${f})
+  endif()
+endforeach(f ${Eigen_directory_files})
 
 install(FILES
-  ${Eigen_HEADERS}
-  DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen
+  ${Eigen_directory_files_to_install}
+  DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen COMPONENT Devel
   )
 
-add_subdirectory(src)
+install(DIRECTORY src DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen COMPONENT Devel FILES_MATCHING PATTERN "*.h")

thirdparty/Eigen/Eigen/Cholesky

@@ -1,65 +1,41 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
 #ifndef EIGEN_CHOLESKY_MODULE_H
 #define EIGEN_CHOLESKY_MODULE_H
 
 #include "Core"
 
-#include "src/Core/util/DisableMSVCWarnings.h"
-
-// 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
-
-namespace Eigen {
+#include "src/Core/util/DisableStupidWarnings.h"
 
 /** \defgroup Cholesky_Module Cholesky module
   *
-  * \nonstableyet
+  *
   *
   * This module provides two variants of the Cholesky decomposition for selfadjoint (hermitian) matrices.
-  * Those decompositions are accessible via the following MatrixBase methods:
-  *  - MatrixBase::llt(),
+  * Those decompositions are also accessible via the following methods:
+  *  - MatrixBase::llt()
   *  - MatrixBase::ldlt()
+  *  - SelfAdjointView::llt()
+  *  - SelfAdjointView::ldlt()
   *
   * \code
   * #include <Eigen/Cholesky>
   * \endcode
   */
 
-#include "src/Array/CwiseOperators.h"
-#include "src/Array/Functors.h"
 #include "src/Cholesky/LLT.h"
 #include "src/Cholesky/LDLT.h"
-
-} // namespace Eigen
-
-#define EIGEN_CHOLESKY_MODULE_INSTANTIATE_TYPE(MATRIXTYPE,PREFIX) \
-  PREFIX template class LLT<MATRIXTYPE>; \
-  PREFIX template class LDLT<MATRIXTYPE>
-
-#define EIGEN_CHOLESKY_MODULE_INSTANTIATE(PREFIX) \
-  EIGEN_CHOLESKY_MODULE_INSTANTIATE_TYPE(Matrix2f,PREFIX); \
-  EIGEN_CHOLESKY_MODULE_INSTANTIATE_TYPE(Matrix2d,PREFIX); \
-  EIGEN_CHOLESKY_MODULE_INSTANTIATE_TYPE(Matrix3f,PREFIX); \
-  EIGEN_CHOLESKY_MODULE_INSTANTIATE_TYPE(Matrix3d,PREFIX); \
-  EIGEN_CHOLESKY_MODULE_INSTANTIATE_TYPE(Matrix4f,PREFIX); \
-  EIGEN_CHOLESKY_MODULE_INSTANTIATE_TYPE(Matrix4d,PREFIX); \
-  EIGEN_CHOLESKY_MODULE_INSTANTIATE_TYPE(MatrixXf,PREFIX); \
-  EIGEN_CHOLESKY_MODULE_INSTANTIATE_TYPE(MatrixXd,PREFIX); \
-  EIGEN_CHOLESKY_MODULE_INSTANTIATE_TYPE(MatrixXcf,PREFIX); \
-  EIGEN_CHOLESKY_MODULE_INSTANTIATE_TYPE(MatrixXcd,PREFIX)
-
-#ifdef EIGEN_EXTERN_INSTANTIATIONS
-
-namespace Eigen {
-  EIGEN_CHOLESKY_MODULE_INSTANTIATE(extern);
-} // namespace Eigen
+#ifdef EIGEN_USE_LAPACKE
+#include "src/misc/lapacke.h"
+#include "src/Cholesky/LLT_LAPACKE.h"
 #endif
 
-#include "src/Core/util/EnableMSVCWarnings.h"
+#include "src/Core/util/ReenableStupidWarnings.h"
 
 #endif // EIGEN_CHOLESKY_MODULE_H
+/* vim: set filetype=cpp et sw=2 ts=2 ai: */

thirdparty/Eigen/Eigen/CholmodSupport

@@ -0,0 +1,48 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_CHOLMODSUPPORT_MODULE_H
+#define EIGEN_CHOLMODSUPPORT_MODULE_H
+
+#include "SparseCore"
+
+#include "src/Core/util/DisableStupidWarnings.h"
+
+extern "C" {
+  #include <cholmod.h>
+}
+
+/** \ingroup Support_modules
+  * \defgroup CholmodSupport_Module CholmodSupport module
+  *
+  * This module provides an interface to the Cholmod library which is part of the <a href="http://www.suitesparse.com">suitesparse</a> package.
+  * It provides the two following main factorization classes:
+  * - class CholmodSupernodalLLT: a supernodal LLT Cholesky factorization.
+  * - class CholmodDecomposiiton: a general L(D)LT Cholesky factorization with automatic or explicit runtime selection of the underlying factorization method (supernodal or simplicial).
+  *
+  * For the sake of completeness, this module also propose the two following classes:
+  * - class CholmodSimplicialLLT
+  * - class CholmodSimplicialLDLT
+  * Note that these classes does not bring any particular advantage compared to the built-in
+  * SimplicialLLT and SimplicialLDLT factorization classes.
+  *
+  * \code
+  * #include <Eigen/CholmodSupport>
+  * \endcode
+  *
+  * In order to use this module, the cholmod headers must be accessible from the include paths, and your binary must be linked to the cholmod library and its dependencies.
+  * The dependencies depend on how cholmod has been compiled.
+  * For a cmake based project, you can use our FindCholmod.cmake module to help you in this task.
+  *
+  */
+
+#include "src/CholmodSupport/CholmodSupport.h"
+
+#include "src/Core/util/ReenableStupidWarnings.h"
+
+#endif // EIGEN_CHOLMODSUPPORT_MODULE_H
+