Eigen is a C++ template library for linear algebra: matrices, vectors, numerical solvers, and related algorithms.
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rmlarsen Improve robustness of igamma and igammac to bad inputs.
Check for nan inputs and propagate them immediately. Limit the number of internal iterations to 2000 (same number as used by scipy.special.gammainc). This prevents an infinite loop when the function is called with nan or very large arguments.

Original change by mfirgunov@google.com
Latest commit 7cf1c01 Mar 19, 2018
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Eigen Add static assertion for fixed sizes Ref<> Mar 9, 2018
bench Fix cmake warning Dec 14, 2017
blas add cmake-option to enable/disable creation of tests Jan 2, 2017
cmake Handle PGI compiler Nov 17, 2017
debug refactor common row/column iteration code into its own class Dec 9, 2016
demos Fixed compilation error due to obsolete internal::abs and internal::s… Mar 27, 2014
doc Add possibility to overwrite EIGEN_STRONG_INLINE. Dec 14, 2017
failtest Add unit tests for bug 981: valid and invalid usage of ternary operator Sep 9, 2015
lapack Workaround "misleading-indentation" warnings May 11, 2016
scripts Make buildtests.in more robust Jun 12, 2017
test Add static assertion for fixed sizes Ref<> Mar 9, 2018
unsupported Improve robustness of igamma and igammac to bad inputs. Mar 19, 2018
.hgeol Added a pattern which forces LF line endings for *.sh files. Jul 31, 2013
.hgignore ignore all *build* sub directories Dec 14, 2017
.hgtags Added tag 3.3-rc2 for changeset 04ab5fa4b241 Nov 4, 2016
CMakeLists.txt Disable gcc-specific workaround for Clang to allow build with AVX512 Nov 16, 2017
COPYING.BSD Intel(R) MKL support added. Dec 5, 2011
COPYING.GPL there's no reason why we should follow the FSF's stupid recommendatio… Nov 15, 2009
COPYING.LGPL Replace COPYING.LGPL by a copy of the LGPL 2.1 (instead of LGPL 3). Sep 10, 2012
COPYING.MINPACK add COPYING.MINPACK Jul 15, 2012
COPYING.MPL2 add COPYING.MPL2 Jul 15, 2012
COPYING.README Replace COPYING.LGPL by a copy of the LGPL 2.1 (instead of LGPL 3). Sep 10, 2012
CTestConfig.cmake swap 3.2 <-> default CTestConfig.cmake file Mar 5, 2014
CTestCustom.cmake.in Reduce maximum number of warnings/errors. (they took GBs even for lim… Jun 20, 2013
INSTALL finally, the right fix: set CTEST_BUILD_TARGET. Oct 5, 2009
README.md Bug 1355: Fixed wrong line-endings on two files Dec 2, 2016
eigen3.pc.in Further fixes for CMAKE_INSTALL_PREFIX correctness Nov 8, 2015
signature_of_eigen3_matrix_library improve the scripts for building unit tests: Nov 26, 2009

README.md

Eigen is a C++ template library for linear algebra: matrices, vectors, numerical solvers, and related algorithms.

For more information go to http://eigen.tuxfamily.org/.