Update to Eigen 3.2.8 and fix UBSAN error

[yixuan]

This PR imports Eigen 3.2.8 and applies the upstream patch to solve UBSAN errors. All dependent packages except gpuR have passed the check.

[eddelbuettel]

Lovely work, as usual -- really appreciate it.

May run another rev.dep check for good measure and ship it then.

[yixuan]

Sounds good! Hope this version solves the problem.

[eddelbuettel]

Hope so too; it is in the queue at CRAN now. Take a look at this which was way overdue ...

[yixuan]

Wow, just noticed that. Thank you so much!

[yixuan]

Hmm, seems another one: http://www.stats.ox.ac.uk/pub/bdr/memtests/clang-UBSAN/RcppEigen/tests/doRUnit.Rout.
Let me see if we have any quick fix.

[eddelbuettel]

Ugggh. Thanks for looking into it!

[yixuan]

This should not affect dependent packages much, though. It appears in a sparse Cholesky decomposition, which is not so frequently used in reverse dependencies.

[eddelbuettel]

OTOH among the 50-ish packages using RcppEigen, quite a few do so because of sparse matrix algebra which RcppArmadillo is/was lacking...

[yixuan]

I've submitted a bug: http://eigen.tuxfamily.org/bz/show_bug.cgi?id=1172.
Sorry about that. I should have checked the package with UBSAN flags. :-\

[eddelbuettel]

👍 and no worries. We squash them one by one.

When you hear back we can fold that into a 0.3.2.8.1 release.