feat(3rdparty): add eigen and ceres

3rdparty/eigen3/Eigen/src/SparseCore/AmbiVector.h

@@ -0,0 +1,373 @@
+// 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_AMBIVECTOR_H
+#define EIGEN_AMBIVECTOR_H
+
+namespace Eigen { 
+
+namespace internal {
+
+/** \internal
+  * Hybrid sparse/dense vector class designed for intensive read-write operations.
+  *
+  * See BasicSparseLLT and SparseProduct for usage examples.
+  */
+template<typename _Scalar, typename _Index>
+class AmbiVector
+{
+  public:
+    typedef _Scalar Scalar;
+    typedef _Index Index;
+    typedef typename NumTraits<Scalar>::Real RealScalar;
+
+    AmbiVector(Index size)
+      : m_buffer(0), m_zero(0), m_size(0), m_allocatedSize(0), m_allocatedElements(0), m_mode(-1)
+    {
+      resize(size);
+    }
+
+    void init(double estimatedDensity);
+    void init(int mode);
+
+    Index nonZeros() const;
+
+    /** Specifies a sub-vector to work on */
+    void setBounds(Index start, Index end) { m_start = start; m_end = end; }
+
+    void setZero();
+
+    void restart();
+    Scalar& coeffRef(Index i);
+    Scalar& coeff(Index i);
+
+    class Iterator;
+
+    ~AmbiVector() { delete[] m_buffer; }
+
+    void resize(Index size)
+    {
+      if (m_allocatedSize < size)
+        reallocate(size);
+      m_size = size;
+    }
+
+    Index size() const { return m_size; }
+
+  protected:
+
+    void reallocate(Index size)
+    {
+      // if the size of the matrix is not too large, let's allocate a bit more than needed such
+      // that we can handle dense vector even in sparse mode.
+      delete[] m_buffer;
+      if (size<1000)
+      {
+        Index allocSize = (size * sizeof(ListEl) + sizeof(Scalar) - 1)/sizeof(Scalar);
+        m_allocatedElements = (allocSize*sizeof(Scalar))/sizeof(ListEl);
+        m_buffer = new Scalar[allocSize];
+      }
+      else
+      {
+        m_allocatedElements = (size*sizeof(Scalar))/sizeof(ListEl);
+        m_buffer = new Scalar[size];
+      }
+      m_size = size;
+      m_start = 0;
+      m_end = m_size;
+    }
+
+    void reallocateSparse()
+    {
+      Index copyElements = m_allocatedElements;
+      m_allocatedElements = (std::min)(Index(m_allocatedElements*1.5),m_size);
+      Index allocSize = m_allocatedElements * sizeof(ListEl);
+      allocSize = (allocSize + sizeof(Scalar) - 1)/sizeof(Scalar);
+      Scalar* newBuffer = new Scalar[allocSize];
+      memcpy(newBuffer,  m_buffer,  copyElements * sizeof(ListEl));
+      delete[] m_buffer;
+      m_buffer = newBuffer;
+    }
+
+  protected:
+    // element type of the linked list
+    struct ListEl
+    {
+      Index next;
+      Index index;
+      Scalar value;
+    };
+
+    // used to store data in both mode
+    Scalar* m_buffer;
+    Scalar m_zero;
+    Index m_size;
+    Index m_start;
+    Index m_end;
+    Index m_allocatedSize;
+    Index m_allocatedElements;
+    Index m_mode;
+
+    // linked list mode
+    Index m_llStart;
+    Index m_llCurrent;
+    Index m_llSize;
+};
+
+/** \returns the number of non zeros in the current sub vector */
+template<typename _Scalar,typename _Index>
+_Index AmbiVector<_Scalar,_Index>::nonZeros() const
+{
+  if (m_mode==IsSparse)
+    return m_llSize;
+  else
+    return m_end - m_start;
+}
+
+template<typename _Scalar,typename _Index>
+void AmbiVector<_Scalar,_Index>::init(double estimatedDensity)
+{
+  if (estimatedDensity>0.1)
+    init(IsDense);
+  else
+    init(IsSparse);
+}
+
+template<typename _Scalar,typename _Index>
+void AmbiVector<_Scalar,_Index>::init(int mode)
+{
+  m_mode = mode;
+  if (m_mode==IsSparse)
+  {
+    m_llSize = 0;
+    m_llStart = -1;
+  }
+}
+
+/** Must be called whenever we might perform a write access
+  * with an index smaller than the previous one.
+  *
+  * Don't worry, this function is extremely cheap.
+  */
+template<typename _Scalar,typename _Index>
+void AmbiVector<_Scalar,_Index>::restart()
+{
+  m_llCurrent = m_llStart;
+}
+
+/** Set all coefficients of current subvector to zero */
+template<typename _Scalar,typename _Index>
+void AmbiVector<_Scalar,_Index>::setZero()
+{
+  if (m_mode==IsDense)
+  {
+    for (Index i=m_start; i<m_end; ++i)
+      m_buffer[i] = Scalar(0);
+  }
+  else
+  {
+    eigen_assert(m_mode==IsSparse);
+    m_llSize = 0;
+    m_llStart = -1;
+  }
+}
+
+template<typename _Scalar,typename _Index>
+_Scalar& AmbiVector<_Scalar,_Index>::coeffRef(_Index i)
+{
+  if (m_mode==IsDense)
+    return m_buffer[i];
+  else
+  {
+    ListEl* EIGEN_RESTRICT llElements = reinterpret_cast<ListEl*>(m_buffer);
+    // TODO factorize the following code to reduce code generation
+    eigen_assert(m_mode==IsSparse);
+    if (m_llSize==0)
+    {
+      // this is the first element
+      m_llStart = 0;
+      m_llCurrent = 0;
+      ++m_llSize;
+      llElements[0].value = Scalar(0);
+      llElements[0].index = i;
+      llElements[0].next = -1;
+      return llElements[0].value;
+    }
+    else if (i<llElements[m_llStart].index)
+    {
+      // this is going to be the new first element of the list
+      ListEl& el = llElements[m_llSize];
+      el.value = Scalar(0);
+      el.index = i;
+      el.next = m_llStart;
+      m_llStart = m_llSize;
+      ++m_llSize;
+      m_llCurrent = m_llStart;
+      return el.value;
+    }
+    else
+    {
+      Index nextel = llElements[m_llCurrent].next;
+      eigen_assert(i>=llElements[m_llCurrent].index && "you must call restart() before inserting an element with lower or equal index");
+      while (nextel >= 0 && llElements[nextel].index<=i)
+      {
+        m_llCurrent = nextel;
+        nextel = llElements[nextel].next;
+      }
+
+      if (llElements[m_llCurrent].index==i)
+      {
+        // the coefficient already exists and we found it !
+        return llElements[m_llCurrent].value;
+      }
+      else
+      {
+        if (m_llSize>=m_allocatedElements)
+        {
+          reallocateSparse();
+          llElements = reinterpret_cast<ListEl*>(m_buffer);
+        }
+        eigen_internal_assert(m_llSize<m_allocatedElements && "internal error: overflow in sparse mode");
+        // let's insert a new coefficient
+        ListEl& el = llElements[m_llSize];
+        el.value = Scalar(0);
+        el.index = i;
+        el.next = llElements[m_llCurrent].next;
+        llElements[m_llCurrent].next = m_llSize;
+        ++m_llSize;
+        return el.value;
+      }
+    }
+  }
+}
+
+template<typename _Scalar,typename _Index>
+_Scalar& AmbiVector<_Scalar,_Index>::coeff(_Index i)
+{
+  if (m_mode==IsDense)
+    return m_buffer[i];
+  else
+  {
+    ListEl* EIGEN_RESTRICT llElements = reinterpret_cast<ListEl*>(m_buffer);
+    eigen_assert(m_mode==IsSparse);
+    if ((m_llSize==0) || (i<llElements[m_llStart].index))
+    {
+      return m_zero;
+    }
+    else
+    {
+      Index elid = m_llStart;
+      while (elid >= 0 && llElements[elid].index<i)
+        elid = llElements[elid].next;
+
+      if (llElements[elid].index==i)
+        return llElements[m_llCurrent].value;
+      else
+        return m_zero;
+    }
+  }
+}
+
+/** Iterator over the nonzero coefficients */
+template<typename _Scalar,typename _Index>
+class AmbiVector<_Scalar,_Index>::Iterator
+{
+  public:
+    typedef _Scalar Scalar;
+    typedef typename NumTraits<Scalar>::Real RealScalar;
+
+    /** Default constructor
+      * \param vec the vector on which we iterate
+      * \param epsilon the minimal value used to prune zero coefficients.
+      * In practice, all coefficients having a magnitude smaller than \a epsilon
+      * are skipped.
+      */
+    Iterator(const AmbiVector& vec, const RealScalar& epsilon = 0)
+      : m_vector(vec)
+    {
+      using std::abs;
+      m_epsilon = epsilon;
+      m_isDense = m_vector.m_mode==IsDense;
+      if (m_isDense)
+      {
+        m_currentEl = 0;   // this is to avoid a compilation warning
+        m_cachedValue = 0; // this is to avoid a compilation warning
+        m_cachedIndex = m_vector.m_start-1;
+        ++(*this);
+      }
+      else
+      {
+        ListEl* EIGEN_RESTRICT llElements = reinterpret_cast<ListEl*>(m_vector.m_buffer);
+        m_currentEl = m_vector.m_llStart;
+        while (m_currentEl>=0 && abs(llElements[m_currentEl].value)<=m_epsilon)
+          m_currentEl = llElements[m_currentEl].next;
+        if (m_currentEl<0)
+        {
+          m_cachedValue = 0; // this is to avoid a compilation warning
+          m_cachedIndex = -1;
+        }
+        else
+        {
+          m_cachedIndex = llElements[m_currentEl].index;
+          m_cachedValue = llElements[m_currentEl].value;
+        }
+      }
+    }
+
+    Index index() const { return m_cachedIndex; }
+    Scalar value() const { return m_cachedValue; }
+
+    operator bool() const { return m_cachedIndex>=0; }
+
+    Iterator& operator++()
+    {
+      using std::abs;
+      if (m_isDense)
+      {
+        do {
+          ++m_cachedIndex;
+        } while (m_cachedIndex<m_vector.m_end && abs(m_vector.m_buffer[m_cachedIndex])<m_epsilon);
+        if (m_cachedIndex<m_vector.m_end)
+          m_cachedValue = m_vector.m_buffer[m_cachedIndex];
+        else
+          m_cachedIndex=-1;
+      }
+      else
+      {
+        ListEl* EIGEN_RESTRICT llElements = reinterpret_cast<ListEl*>(m_vector.m_buffer);
+        do {
+          m_currentEl = llElements[m_currentEl].next;
+        } while (m_currentEl>=0 && abs(llElements[m_currentEl].value)<m_epsilon);
+        if (m_currentEl<0)
+        {
+          m_cachedIndex = -1;
+        }
+        else
+        {
+          m_cachedIndex = llElements[m_currentEl].index;
+          m_cachedValue = llElements[m_currentEl].value;
+        }
+      }
+      return *this;
+    }
+
+  protected:
+    const AmbiVector& m_vector; // the target vector
+    Index m_currentEl;            // the current element in sparse/linked-list mode
+    RealScalar m_epsilon;       // epsilon used to prune zero coefficients
+    Index m_cachedIndex;          // current coordinate
+    Scalar m_cachedValue;       // current value
+    bool m_isDense;             // mode of the vector
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_AMBIVECTOR_H

3rdparty/eigen3/Eigen/src/SparseCore/CompressedStorage.h

@@ -0,0 +1,240 @@
+// 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_COMPRESSED_STORAGE_H
+#define EIGEN_COMPRESSED_STORAGE_H
+
+namespace Eigen { 
+
+namespace internal {
+
+/** \internal
+  * Stores a sparse set of values as a list of values and a list of indices.
+  *
+  */
+template<typename _Scalar,typename _Index>
+class CompressedStorage
+{
+  public:
+
+    typedef _Scalar Scalar;
+    typedef _Index Index;
+
+  protected:
+
+    typedef typename NumTraits<Scalar>::Real RealScalar;
+
+  public:
+
+    CompressedStorage()
+      : m_values(0), m_indices(0), m_size(0), m_allocatedSize(0)
+    {}
+
+    CompressedStorage(size_t size)
+      : m_values(0), m_indices(0), m_size(0), m_allocatedSize(0)
+    {
+      resize(size);
+    }
+
+    CompressedStorage(const CompressedStorage& other)
+      : m_values(0), m_indices(0), m_size(0), m_allocatedSize(0)
+    {
+      *this = other;
+    }
+
+    CompressedStorage& operator=(const CompressedStorage& other)
+    {
+      resize(other.size());
+      internal::smart_copy(other.m_values,  other.m_values  + m_size, m_values);
+      internal::smart_copy(other.m_indices, other.m_indices + m_size, m_indices);
+      return *this;
+    }
+
+    void swap(CompressedStorage& other)
+    {
+      std::swap(m_values, other.m_values);
+      std::swap(m_indices, other.m_indices);
+      std::swap(m_size, other.m_size);
+      std::swap(m_allocatedSize, other.m_allocatedSize);
+    }
+
+    ~CompressedStorage()
+    {
+      delete[] m_values;
+      delete[] m_indices;
+    }
+
+    void reserve(size_t size)
+    {
+      size_t newAllocatedSize = m_size + size;
+      if (newAllocatedSize > m_allocatedSize)
+        reallocate(newAllocatedSize);
+    }
+
+    void squeeze()
+    {
+      if (m_allocatedSize>m_size)
+        reallocate(m_size);
+    }
+
+    void resize(size_t size, double reserveSizeFactor = 0)
+    {
+      if (m_allocatedSize<size)
+        reallocate(size + size_t(reserveSizeFactor*double(size)));
+      m_size = size;
+    }
+
+    void append(const Scalar& v, Index i)
+    {
+      Index id = static_cast<Index>(m_size);
+      resize(m_size+1, 1);
+      m_values[id] = v;
+      m_indices[id] = i;
+    }
+
+    inline size_t size() const { return m_size; }
+    inline size_t allocatedSize() const { return m_allocatedSize; }
+    inline void clear() { m_size = 0; }
+
+    const Scalar* valuePtr() const { return m_values; }
+    Scalar* valuePtr() { return m_values; }
+    const Index* indexPtr() const { return m_indices; }
+    Index* indexPtr() { return m_indices; }
+
+    inline Scalar& value(size_t i) { return m_values[i]; }
+    inline const Scalar& value(size_t i) const { return m_values[i]; }
+
+    inline Index& index(size_t i) { return m_indices[i]; }
+    inline const Index& index(size_t i) const { return m_indices[i]; }
+
+    static CompressedStorage Map(Index* indices, Scalar* values, size_t size)
+    {
+      CompressedStorage res;
+      res.m_indices = indices;
+      res.m_values = values;
+      res.m_allocatedSize = res.m_size = size;
+      return res;
+    }
+
+    /** \returns the largest \c k such that for all \c j in [0,k) index[\c j]\<\a key */
+    inline Index searchLowerIndex(Index key) const
+    {
+      return searchLowerIndex(0, m_size, key);
+    }
+
+    /** \returns the largest \c k in [start,end) such that for all \c j in [start,k) index[\c j]\<\a key */
+    inline Index searchLowerIndex(size_t start, size_t end, Index key) const
+    {
+      while(end>start)
+      {
+        size_t mid = (end+start)>>1;
+        if (m_indices[mid]<key)
+          start = mid+1;
+        else
+          end = mid;
+      }
+      return static_cast<Index>(start);
+    }
+
+    /** \returns the stored value at index \a key
+      * If the value does not exist, then the value \a defaultValue is returned without any insertion. */
+    inline Scalar at(Index key, const Scalar& defaultValue = Scalar(0)) const
+    {
+      if (m_size==0)
+        return defaultValue;
+      else if (key==m_indices[m_size-1])
+        return m_values[m_size-1];
+      // ^^  optimization: let's first check if it is the last coefficient
+      // (very common in high level algorithms)
+      const size_t id = searchLowerIndex(0,m_size-1,key);
+      return ((id<m_size) && (m_indices[id]==key)) ? m_values[id] : defaultValue;
+    }
+
+    /** Like at(), but the search is performed in the range [start,end) */
+    inline Scalar atInRange(size_t start, size_t end, Index key, const Scalar& defaultValue = Scalar(0)) const
+    {
+      if (start>=end)
+        return Scalar(0);
+      else if (end>start && key==m_indices[end-1])
+        return m_values[end-1];
+      // ^^  optimization: let's first check if it is the last coefficient
+      // (very common in high level algorithms)
+      const size_t id = searchLowerIndex(start,end-1,key);
+      return ((id<end) && (m_indices[id]==key)) ? m_values[id] : defaultValue;
+    }
+
+    /** \returns a reference to the value at index \a key
+      * If the value does not exist, then the value \a defaultValue is inserted
+      * such that the keys are sorted. */
+    inline Scalar& atWithInsertion(Index key, const Scalar& defaultValue = Scalar(0))
+    {
+      size_t id = searchLowerIndex(0,m_size,key);
+      if (id>=m_size || m_indices[id]!=key)
+      {
+        resize(m_size+1,1);
+        for (size_t j=m_size-1; j>id; --j)
+        {
+          m_indices[j] = m_indices[j-1];
+          m_values[j] = m_values[j-1];
+        }
+        m_indices[id] = key;
+        m_values[id] = defaultValue;
+      }
+      return m_values[id];
+    }
+
+    void prune(const Scalar& reference, const RealScalar& epsilon = NumTraits<RealScalar>::dummy_precision())
+    {
+      size_t k = 0;
+      size_t n = size();
+      for (size_t i=0; i<n; ++i)
+      {
+        if (!internal::isMuchSmallerThan(value(i), reference, epsilon))
+        {
+          value(k) = value(i);
+          index(k) = index(i);
+          ++k;
+        }
+      }
+      resize(k,0);
+    }
+
+  protected:
+
+    inline void reallocate(size_t size)
+    {
+      Scalar* newValues  = new Scalar[size];
+      Index* newIndices = new Index[size];
+      size_t copySize = (std::min)(size, m_size);
+      // copy
+      if (copySize>0) {
+        internal::smart_copy(m_values, m_values+copySize, newValues);
+        internal::smart_copy(m_indices, m_indices+copySize, newIndices);
+      }
+      // delete old stuff
+      delete[] m_values;
+      delete[] m_indices;
+      m_values = newValues;
+      m_indices = newIndices;
+      m_allocatedSize = size;
+    }
+
+  protected:
+    Scalar* m_values;
+    Index* m_indices;
+    size_t m_size;
+    size_t m_allocatedSize;
+
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_COMPRESSED_STORAGE_H

3rdparty/eigen3/Eigen/src/SparseCore/ConservativeSparseSparseProduct.h

@@ -0,0 +1,245 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2011 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_CONSERVATIVESPARSESPARSEPRODUCT_H
+#define EIGEN_CONSERVATIVESPARSESPARSEPRODUCT_H
+
+namespace Eigen { 
+
+namespace internal {
+
+template<typename Lhs, typename Rhs, typename ResultType>
+static void conservative_sparse_sparse_product_impl(const Lhs& lhs, const Rhs& rhs, ResultType& res)
+{
+  typedef typename remove_all<Lhs>::type::Scalar Scalar;
+  typedef typename remove_all<Lhs>::type::Index Index;
+
+  // make sure to call innerSize/outerSize since we fake the storage order.
+  Index rows = lhs.innerSize();
+  Index cols = rhs.outerSize();
+  eigen_assert(lhs.outerSize() == rhs.innerSize());
+
+  std::vector<bool> mask(rows,false);
+  Matrix<Scalar,Dynamic,1> values(rows);
+  Matrix<Index,Dynamic,1>  indices(rows);
+
+  // estimate the number of non zero entries
+  // given a rhs column containing Y non zeros, we assume that the respective Y columns
+  // of the lhs differs in average of one non zeros, thus the number of non zeros for
+  // the product of a rhs column with the lhs is X+Y where X is the average number of non zero
+  // per column of the lhs.
+  // Therefore, we have nnz(lhs*rhs) = nnz(lhs) + nnz(rhs)
+  Index estimated_nnz_prod = lhs.nonZeros() + rhs.nonZeros();
+
+  res.setZero();
+  res.reserve(Index(estimated_nnz_prod));
+  // we compute each column of the result, one after the other
+  for (Index j=0; j<cols; ++j)
+  {
+
+    res.startVec(j);
+    Index nnz = 0;
+    for (typename Rhs::InnerIterator rhsIt(rhs, j); rhsIt; ++rhsIt)
+    {
+      Scalar y = rhsIt.value();
+      Index k = rhsIt.index();
+      for (typename Lhs::InnerIterator lhsIt(lhs, k); lhsIt; ++lhsIt)
+      {
+        Index i = lhsIt.index();
+        Scalar x = lhsIt.value();
+        if(!mask[i])
+        {
+          mask[i] = true;
+          values[i] = x * y;
+          indices[nnz] = i;
+          ++nnz;
+        }
+        else
+          values[i] += x * y;
+      }
+    }
+
+    // unordered insertion
+    for(Index k=0; k<nnz; ++k)
+    {
+      Index i = indices[k];
+      res.insertBackByOuterInnerUnordered(j,i) = values[i];
+      mask[i] = false;
+    }
+
+#if 0
+    // alternative ordered insertion code:
+
+    Index t200 = rows/(log2(200)*1.39);
+    Index t = (rows*100)/139;
+
+    // FIXME reserve nnz non zeros
+    // FIXME implement fast sort algorithms for very small nnz
+    // if the result is sparse enough => use a quick sort
+    // otherwise => loop through the entire vector
+    // In order to avoid to perform an expensive log2 when the
+    // result is clearly very sparse we use a linear bound up to 200.
+    //if((nnz<200 && nnz<t200) || nnz * log2(nnz) < t)
+    //res.startVec(j);
+    if(true)
+    {
+      if(nnz>1) std::sort(indices.data(),indices.data()+nnz);
+      for(Index k=0; k<nnz; ++k)
+      {
+        Index i = indices[k];
+        res.insertBackByOuterInner(j,i) = values[i];
+        mask[i] = false;
+      }
+    }
+    else
+    {
+      // dense path
+      for(Index i=0; i<rows; ++i)
+      {
+        if(mask[i])
+        {
+          mask[i] = false;
+          res.insertBackByOuterInner(j,i) = values[i];
+        }
+      }
+    }
+#endif
+
+  }
+  res.finalize();
+}
+
+
+} // end namespace internal
+
+namespace internal {
+
+template<typename Lhs, typename Rhs, typename ResultType,
+  int LhsStorageOrder = (traits<Lhs>::Flags&RowMajorBit) ? RowMajor : ColMajor,
+  int RhsStorageOrder = (traits<Rhs>::Flags&RowMajorBit) ? RowMajor : ColMajor,
+  int ResStorageOrder = (traits<ResultType>::Flags&RowMajorBit) ? RowMajor : ColMajor>
+struct conservative_sparse_sparse_product_selector;
+
+template<typename Lhs, typename Rhs, typename ResultType>
+struct conservative_sparse_sparse_product_selector<Lhs,Rhs,ResultType,ColMajor,ColMajor,ColMajor>
+{
+  typedef typename remove_all<Lhs>::type LhsCleaned;
+  typedef typename LhsCleaned::Scalar Scalar;
+
+  static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res)
+  {
+    typedef SparseMatrix<typename ResultType::Scalar,RowMajor,typename ResultType::Index> RowMajorMatrix;
+    typedef SparseMatrix<typename ResultType::Scalar,ColMajor,typename ResultType::Index> ColMajorMatrix;
+    ColMajorMatrix resCol(lhs.rows(),rhs.cols());
+    internal::conservative_sparse_sparse_product_impl<Lhs,Rhs,ColMajorMatrix>(lhs, rhs, resCol);
+    // sort the non zeros:
+    RowMajorMatrix resRow(resCol);
+    res = resRow;
+  }
+};
+
+template<typename Lhs, typename Rhs, typename ResultType>
+struct conservative_sparse_sparse_product_selector<Lhs,Rhs,ResultType,RowMajor,ColMajor,ColMajor>
+{
+  static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res)
+  {
+     typedef SparseMatrix<typename ResultType::Scalar,RowMajor,typename ResultType::Index> RowMajorMatrix;
+     RowMajorMatrix rhsRow = rhs;
+     RowMajorMatrix resRow(lhs.rows(), rhs.cols());
+     internal::conservative_sparse_sparse_product_impl<RowMajorMatrix,Lhs,RowMajorMatrix>(rhsRow, lhs, resRow);
+     res = resRow;
+  }
+};
+
+template<typename Lhs, typename Rhs, typename ResultType>
+struct conservative_sparse_sparse_product_selector<Lhs,Rhs,ResultType,ColMajor,RowMajor,ColMajor>
+{
+  static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res)
+  {
+    typedef SparseMatrix<typename ResultType::Scalar,RowMajor,typename ResultType::Index> RowMajorMatrix;
+    RowMajorMatrix lhsRow = lhs;
+    RowMajorMatrix resRow(lhs.rows(), rhs.cols());
+    internal::conservative_sparse_sparse_product_impl<Rhs,RowMajorMatrix,RowMajorMatrix>(rhs, lhsRow, resRow);
+    res = resRow;
+  }
+};
+
+template<typename Lhs, typename Rhs, typename ResultType>
+struct conservative_sparse_sparse_product_selector<Lhs,Rhs,ResultType,RowMajor,RowMajor,ColMajor>
+{
+  static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res)
+  {
+    typedef SparseMatrix<typename ResultType::Scalar,RowMajor,typename ResultType::Index> RowMajorMatrix;
+    RowMajorMatrix resRow(lhs.rows(), rhs.cols());
+    internal::conservative_sparse_sparse_product_impl<Rhs,Lhs,RowMajorMatrix>(rhs, lhs, resRow);
+    res = resRow;
+  }
+};
+
+
+template<typename Lhs, typename Rhs, typename ResultType>
+struct conservative_sparse_sparse_product_selector<Lhs,Rhs,ResultType,ColMajor,ColMajor,RowMajor>
+{
+  typedef typename traits<typename remove_all<Lhs>::type>::Scalar Scalar;
+
+  static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res)
+  {
+    typedef SparseMatrix<typename ResultType::Scalar,ColMajor,typename ResultType::Index> ColMajorMatrix;
+    ColMajorMatrix resCol(lhs.rows(), rhs.cols());
+    internal::conservative_sparse_sparse_product_impl<Lhs,Rhs,ColMajorMatrix>(lhs, rhs, resCol);
+    res = resCol;
+  }
+};
+
+template<typename Lhs, typename Rhs, typename ResultType>
+struct conservative_sparse_sparse_product_selector<Lhs,Rhs,ResultType,RowMajor,ColMajor,RowMajor>
+{
+  static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res)
+  {
+    typedef SparseMatrix<typename ResultType::Scalar,ColMajor,typename ResultType::Index> ColMajorMatrix;
+    ColMajorMatrix lhsCol = lhs;
+    ColMajorMatrix resCol(lhs.rows(), rhs.cols());
+    internal::conservative_sparse_sparse_product_impl<ColMajorMatrix,Rhs,ColMajorMatrix>(lhsCol, rhs, resCol);
+    res = resCol;
+  }
+};
+
+template<typename Lhs, typename Rhs, typename ResultType>
+struct conservative_sparse_sparse_product_selector<Lhs,Rhs,ResultType,ColMajor,RowMajor,RowMajor>
+{
+  static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res)
+  {
+    typedef SparseMatrix<typename ResultType::Scalar,ColMajor,typename ResultType::Index> ColMajorMatrix;
+    ColMajorMatrix rhsCol = rhs;
+    ColMajorMatrix resCol(lhs.rows(), rhs.cols());
+    internal::conservative_sparse_sparse_product_impl<Lhs,ColMajorMatrix,ColMajorMatrix>(lhs, rhsCol, resCol);
+    res = resCol;
+  }
+};
+
+template<typename Lhs, typename Rhs, typename ResultType>
+struct conservative_sparse_sparse_product_selector<Lhs,Rhs,ResultType,RowMajor,RowMajor,RowMajor>
+{
+  static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res)
+  {
+    typedef SparseMatrix<typename ResultType::Scalar,RowMajor,typename ResultType::Index> RowMajorMatrix;
+    typedef SparseMatrix<typename ResultType::Scalar,ColMajor,typename ResultType::Index> ColMajorMatrix;
+    RowMajorMatrix resRow(lhs.rows(),rhs.cols());
+    internal::conservative_sparse_sparse_product_impl<Rhs,Lhs,RowMajorMatrix>(rhs, lhs, resRow);
+    // sort the non zeros:
+    ColMajorMatrix resCol(resRow);
+    res = resCol;
+  }
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_CONSERVATIVESPARSESPARSEPRODUCT_H

3rdparty/eigen3/Eigen/src/SparseCore/MappedSparseMatrix.h

@@ -0,0 +1,181 @@
+// 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_MAPPED_SPARSEMATRIX_H
+#define EIGEN_MAPPED_SPARSEMATRIX_H
+
+namespace Eigen { 
+
+/** \class MappedSparseMatrix
+  *
+  * \brief Sparse matrix
+  *
+  * \param _Scalar the scalar type, i.e. the type of the coefficients
+  *
+  * See http://www.netlib.org/linalg/html_templates/node91.html for details on the storage scheme.
+  *
+  */
+namespace internal {
+template<typename _Scalar, int _Flags, typename _Index>
+struct traits<MappedSparseMatrix<_Scalar, _Flags, _Index> > : traits<SparseMatrix<_Scalar, _Flags, _Index> >
+{};
+}
+
+template<typename _Scalar, int _Flags, typename _Index>
+class MappedSparseMatrix
+  : public SparseMatrixBase<MappedSparseMatrix<_Scalar, _Flags, _Index> >
+{
+  public:
+    EIGEN_SPARSE_PUBLIC_INTERFACE(MappedSparseMatrix)
+    enum { IsRowMajor = Base::IsRowMajor };
+
+  protected:
+
+    Index   m_outerSize;
+    Index   m_innerSize;
+    Index   m_nnz;
+    Index*  m_outerIndex;
+    Index*  m_innerIndices;
+    Scalar* m_values;
+
+  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; }
+    
+    bool isCompressed() const { return true; }
+
+    //----------------------------------------
+    // direct access interface
+    inline const Scalar* valuePtr() const { return m_values; }
+    inline Scalar* valuePtr() { return m_values; }
+
+    inline const Index* innerIndexPtr() const { return m_innerIndices; }
+    inline Index* innerIndexPtr() { return m_innerIndices; }
+
+    inline const Index* outerIndexPtr() const { return m_outerIndex; }
+    inline Index* outerIndexPtr() { return m_outerIndex; }
+    //----------------------------------------
+
+    inline Scalar coeff(Index row, Index col) const
+    {
+      const Index outer = IsRowMajor ? row : col;
+      const Index inner = IsRowMajor ? col : row;
+
+      Index start = m_outerIndex[outer];
+      Index end = m_outerIndex[outer+1];
+      if (start==end)
+        return Scalar(0);
+      else if (end>0 && inner==m_innerIndices[end-1])
+        return m_values[end-1];
+      // ^^  optimization: let's first check if it is the last coefficient
+      // (very common in high level algorithms)
+
+      const Index* r = std::lower_bound(&m_innerIndices[start],&m_innerIndices[end-1],inner);
+      const Index id = r-&m_innerIndices[0];
+      return ((*r==inner) && (id<end)) ? m_values[id] : Scalar(0);
+    }
+
+    inline Scalar& coeffRef(Index row, Index col)
+    {
+      const Index outer = IsRowMajor ? row : col;
+      const Index inner = IsRowMajor ? col : row;
+
+      Index start = m_outerIndex[outer];
+      Index end = m_outerIndex[outer+1];
+      eigen_assert(end>=start && "you probably called coeffRef on a non finalized matrix");
+      eigen_assert(end>start && "coeffRef cannot be called on a zero coefficient");
+      Index* r = std::lower_bound(&m_innerIndices[start],&m_innerIndices[end],inner);
+      const Index id = r-&m_innerIndices[0];
+      eigen_assert((*r==inner) && (id<end) && "coeffRef cannot be called on a zero coefficient");
+      return m_values[id];
+    }
+
+    class InnerIterator;
+    class ReverseInnerIterator;
+
+    /** \returns the number of non zero coefficients */
+    inline Index nonZeros() const  { return m_nnz; }
+
+    inline MappedSparseMatrix(Index rows, Index cols, Index nnz, Index* outerIndexPtr, Index* innerIndexPtr, Scalar* valuePtr)
+      : m_outerSize(IsRowMajor?rows:cols), m_innerSize(IsRowMajor?cols:rows), m_nnz(nnz), m_outerIndex(outerIndexPtr),
+        m_innerIndices(innerIndexPtr), m_values(valuePtr)
+    {}
+
+    /** Empty destructor */
+    inline ~MappedSparseMatrix() {}
+};
+
+template<typename Scalar, int _Flags, typename _Index>
+class MappedSparseMatrix<Scalar,_Flags,_Index>::InnerIterator
+{
+  public:
+    InnerIterator(const MappedSparseMatrix& mat, Index outer)
+      : m_matrix(mat),
+        m_outer(outer),
+        m_id(mat.outerIndexPtr()[outer]),
+        m_start(m_id),
+        m_end(mat.outerIndexPtr()[outer+1])
+    {}
+
+    inline InnerIterator& operator++() { m_id++; return *this; }
+
+    inline Scalar value() const { return m_matrix.valuePtr()[m_id]; }
+    inline Scalar& valueRef() { return const_cast<Scalar&>(m_matrix.valuePtr()[m_id]); }
+
+    inline Index index() const { return m_matrix.innerIndexPtr()[m_id]; }
+    inline Index row() const { return IsRowMajor ? m_outer : index(); }
+    inline Index col() const { return IsRowMajor ? index() : m_outer; }
+
+    inline operator bool() const { return (m_id < m_end) && (m_id>=m_start); }
+
+  protected:
+    const MappedSparseMatrix& m_matrix;
+    const Index m_outer;
+    Index m_id;
+    const Index m_start;
+    const Index m_end;
+};
+
+template<typename Scalar, int _Flags, typename _Index>
+class MappedSparseMatrix<Scalar,_Flags,_Index>::ReverseInnerIterator
+{
+  public:
+    ReverseInnerIterator(const MappedSparseMatrix& mat, Index outer)
+      : m_matrix(mat),
+        m_outer(outer),
+        m_id(mat.outerIndexPtr()[outer+1]),
+        m_start(mat.outerIndexPtr()[outer]),
+        m_end(m_id)
+    {}
+
+    inline ReverseInnerIterator& operator--() { m_id--; return *this; }
+
+    inline Scalar value() const { return m_matrix.valuePtr()[m_id-1]; }
+    inline Scalar& valueRef() { return const_cast<Scalar&>(m_matrix.valuePtr()[m_id-1]); }
+
+    inline Index index() const { return m_matrix.innerIndexPtr()[m_id-1]; }
+    inline Index row() const { return IsRowMajor ? m_outer : index(); }
+    inline Index col() const { return IsRowMajor ? index() : m_outer; }
+
+    inline operator bool() const { return (m_id <= m_end) && (m_id>m_start); }
+
+  protected:
+    const MappedSparseMatrix& m_matrix;
+    const Index m_outer;
+    Index m_id;
+    const Index m_start;
+    const Index m_end;
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_MAPPED_SPARSEMATRIX_H

3rdparty/eigen3/Eigen/src/SparseCore/SparseBlock.h

@@ -0,0 +1,623 @@
+// 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_BLOCK_H
+#define EIGEN_SPARSE_BLOCK_H
+
+namespace Eigen { 
+
+template<typename XprType, int BlockRows, int BlockCols>
+class BlockImpl<XprType,BlockRows,BlockCols,true,Sparse>
+  : public SparseMatrixBase<Block<XprType,BlockRows,BlockCols,true> >
+{
+public:
+    typedef Block<XprType, BlockRows, BlockCols, true> BlockType;
+    enum { IsRowMajor = internal::traits<BlockType>::IsRowMajor };
+protected:
+  typedef typename internal::remove_all<typename XprType::Nested>::type _MatrixTypeNested;
+    enum { OuterSize = IsRowMajor ? BlockRows : BlockCols };
+public:
+    EIGEN_SPARSE_PUBLIC_INTERFACE(BlockType)
+    
+    class InnerIterator: public XprType::InnerIterator
+    {
+        typedef typename BlockImpl::Index Index;
+      public:
+        inline InnerIterator(const Block<XprType, BlockRows, BlockCols, true>& xpr, Index outer)
+          : XprType::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;
+    };
+    class ReverseInnerIterator: public XprType::ReverseInnerIterator
+    {
+        typedef typename BlockImpl::Index Index;
+      public:
+        inline ReverseInnerIterator(const BlockType& xpr, Index outer)
+          : XprType::ReverseInnerIterator(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 BlockImpl(const XprType& xpr, int i)
+      : m_matrix(xpr), m_outerStart(i), m_outerSize(OuterSize)
+    {}
+
+    inline BlockImpl(const XprType& xpr, int startRow, int startCol, int blockRows, int blockCols)
+      : m_matrix(xpr), m_outerStart(IsRowMajor ? startRow : startCol), m_outerSize(IsRowMajor ? blockRows : blockCols)
+    {}
+    
+    inline const Scalar coeff(int row, int col) const
+    {
+      return m_matrix.coeff(row + IsRowMajor ? m_outerStart : 0, col +IsRowMajor ? 0 :  m_outerStart);
+    }
+    
+    inline const Scalar coeff(int index) const
+    {
+      return m_matrix.coeff(IsRowMajor ? m_outerStart : index, IsRowMajor ? index :  m_outerStart);
+    }
+
+    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:
+
+    typename XprType::Nested m_matrix;
+    Index m_outerStart;
+    const internal::variable_if_dynamic<Index, OuterSize> m_outerSize;
+
+    EIGEN_INHERIT_ASSIGNMENT_OPERATORS(BlockImpl)
+  private:
+    Index nonZeros() const;
+};
+
+
+/***************************************************************************
+* specialisation for SparseMatrix
+***************************************************************************/
+
+template<typename _Scalar, int _Options, typename _Index, int BlockRows, int BlockCols>
+class BlockImpl<SparseMatrix<_Scalar, _Options, _Index>,BlockRows,BlockCols,true,Sparse>
+  : public SparseMatrixBase<Block<SparseMatrix<_Scalar, _Options, _Index>,BlockRows,BlockCols,true> >
+{
+    typedef SparseMatrix<_Scalar, _Options, _Index> SparseMatrixType;
+    typedef typename internal::remove_all<typename SparseMatrixType::Nested>::type _MatrixTypeNested;
+    typedef Block<const SparseMatrixType, BlockRows, BlockCols, true> ConstBlockType;
+public:
+  typedef Block<SparseMatrixType, BlockRows, BlockCols, true> BlockType;
+    enum { IsRowMajor = internal::traits<BlockType>::IsRowMajor };
+    EIGEN_SPARSE_PUBLIC_INTERFACE(BlockType)
+protected:
+    enum { OuterSize = IsRowMajor ? BlockRows : BlockCols };
+public:
+    
+    class InnerIterator: public SparseMatrixType::InnerIterator
+    {
+      public:
+        inline InnerIterator(const BlockType& xpr, Index outer)
+          : SparseMatrixType::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;
+    };
+    class ReverseInnerIterator: public SparseMatrixType::ReverseInnerIterator
+    {
+      public:
+        inline ReverseInnerIterator(const BlockType& xpr, Index outer)
+          : SparseMatrixType::ReverseInnerIterator(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 BlockImpl(const SparseMatrixType& xpr, int i)
+      : m_matrix(xpr), m_outerStart(i), m_outerSize(OuterSize)
+    {}
+
+    inline BlockImpl(const SparseMatrixType& xpr, int startRow, int startCol, int blockRows, int blockCols)
+      : m_matrix(xpr), m_outerStart(IsRowMajor ? startRow : startCol), m_outerSize(IsRowMajor ? blockRows : blockCols)
+    {}
+
+    template<typename OtherDerived>
+    inline BlockType& operator=(const SparseMatrixBase<OtherDerived>& other)
+    {
+      typedef typename internal::remove_all<typename SparseMatrixType::Nested>::type _NestedMatrixType;
+      _NestedMatrixType& matrix = const_cast<_NestedMatrixType&>(m_matrix);;
+      // This assignement is slow if this vector set is not empty
+      // and/or it is not at the end of the nonzeros of the underlying matrix.
+
+      // 1 - eval to a temporary to avoid transposition and/or aliasing issues
+      SparseMatrix<Scalar, IsRowMajor ? RowMajor : ColMajor, Index> tmp(other);
+
+      // 2 - let's check whether there is enough allocated memory
+      Index nnz           = tmp.nonZeros();
+      Index start         = m_outerStart==0 ? 0 : matrix.outerIndexPtr()[m_outerStart]; // starting position of the current block
+      Index end           = m_matrix.outerIndexPtr()[m_outerStart+m_outerSize.value()]; // ending posiiton of the current block
+      Index block_size    = end - start;                                                // available room in the current block
+      Index tail_size     = m_matrix.outerIndexPtr()[m_matrix.outerSize()] - end;
+      
+      Index free_size     = m_matrix.isCompressed()
+                          ? Index(matrix.data().allocatedSize()) + block_size
+                          : block_size;
+
+      if(nnz>free_size) 
+      {
+        // realloc manually to reduce copies
+        typename SparseMatrixType::Storage newdata(m_matrix.data().allocatedSize() - block_size + nnz);
+
+        std::memcpy(newdata.valuePtr(), m_matrix.data().valuePtr(), start*sizeof(Scalar));
+        std::memcpy(newdata.indexPtr(), m_matrix.data().indexPtr(), start*sizeof(Index));
+
+        std::memcpy(newdata.valuePtr() + start, tmp.data().valuePtr(), nnz*sizeof(Scalar));
+        std::memcpy(newdata.indexPtr() + start, tmp.data().indexPtr(), nnz*sizeof(Index));
+
+        std::memcpy(newdata.valuePtr()+start+nnz, matrix.data().valuePtr()+end, tail_size*sizeof(Scalar));
+        std::memcpy(newdata.indexPtr()+start+nnz, matrix.data().indexPtr()+end, tail_size*sizeof(Index));
+        
+        newdata.resize(m_matrix.outerIndexPtr()[m_matrix.outerSize()] - block_size + nnz);
+
+        matrix.data().swap(newdata);
+      }
+      else
+      {
+        // no need to realloc, simply copy the tail at its respective position and insert tmp
+        matrix.data().resize(start + nnz + tail_size);
+
+        std::memmove(matrix.data().valuePtr()+start+nnz, matrix.data().valuePtr()+end, tail_size*sizeof(Scalar));
+        std::memmove(matrix.data().indexPtr()+start+nnz, matrix.data().indexPtr()+end, tail_size*sizeof(Index));
+
+        std::memcpy(matrix.data().valuePtr()+start, tmp.data().valuePtr(), nnz*sizeof(Scalar));
+        std::memcpy(matrix.data().indexPtr()+start, tmp.data().indexPtr(), nnz*sizeof(Index));
+      }
+      
+      // update innerNonZeros
+      if(!m_matrix.isCompressed())
+        for(Index j=0; j<m_outerSize.value(); ++j)
+          matrix.innerNonZeroPtr()[m_outerStart+j] = tmp.innerVector(j).nonZeros();
+
+      // update outer index pointers
+      Index p = start;
+      for(Index k=0; k<m_outerSize.value(); ++k)
+      {
+        matrix.outerIndexPtr()[m_outerStart+k] = p;
+        p += tmp.innerVector(k).nonZeros();
+      }
+      std::ptrdiff_t offset = nnz - block_size;
+      for(Index k = m_outerStart + m_outerSize.value(); k<=matrix.outerSize(); ++k)
+      {
+        matrix.outerIndexPtr()[k] += offset;
+      }
+
+      return derived();
+    }
+
+    inline BlockType& operator=(const BlockType& other)
+    {
+      return operator=<BlockType>(other);
+    }
+
+    inline const Scalar* valuePtr() const
+    { return m_matrix.valuePtr() + m_matrix.outerIndexPtr()[m_outerStart]; }
+    inline Scalar* valuePtr()
+    { return m_matrix.const_cast_derived().valuePtr() + m_matrix.outerIndexPtr()[m_outerStart]; }
+
+    inline const Index* innerIndexPtr() const
+    { return m_matrix.innerIndexPtr() + m_matrix.outerIndexPtr()[m_outerStart]; }
+    inline Index* innerIndexPtr()
+    { return m_matrix.const_cast_derived().innerIndexPtr() + m_matrix.outerIndexPtr()[m_outerStart]; }
+
+    inline const Index* outerIndexPtr() const
+    { return m_matrix.outerIndexPtr() + m_outerStart; }
+    inline Index* outerIndexPtr()
+    { return m_matrix.const_cast_derived().outerIndexPtr() + m_outerStart; }
+
+    Index nonZeros() const
+    {
+      if(m_matrix.isCompressed())
+        return  std::size_t(m_matrix.outerIndexPtr()[m_outerStart+m_outerSize.value()])
+              - std::size_t(m_matrix.outerIndexPtr()[m_outerStart]);
+      else if(m_outerSize.value()==0)
+        return 0;
+      else
+        return Map<const Matrix<Index,OuterSize,1> >(m_matrix.innerNonZeroPtr()+m_outerStart, m_outerSize.value()).sum();
+    }
+    
+    inline Scalar& coeffRef(int row, int col)
+    {
+      return m_matrix.const_cast_derived().coeffRef(row + (IsRowMajor ? m_outerStart : 0), col + (IsRowMajor ? 0 :  m_outerStart));
+    }
+    
+    inline const Scalar coeff(int row, int col) const
+    {
+      return m_matrix.coeff(row + (IsRowMajor ? m_outerStart : 0), col + (IsRowMajor ? 0 :  m_outerStart));
+    }
+    
+    inline const Scalar coeff(int index) const
+    {
+      return m_matrix.coeff(IsRowMajor ? m_outerStart : index, IsRowMajor ? index :  m_outerStart);
+    }
+
+    const Scalar& lastCoeff() const
+    {
+      EIGEN_STATIC_ASSERT_VECTOR_ONLY(BlockImpl);
+      eigen_assert(nonZeros()>0);
+      if(m_matrix.isCompressed())
+        return m_matrix.valuePtr()[m_matrix.outerIndexPtr()[m_outerStart+1]-1];
+      else
+        return m_matrix.valuePtr()[m_matrix.outerIndexPtr()[m_outerStart]+m_matrix.innerNonZeroPtr()[m_outerStart]-1];
+    }
+
+    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:
+
+    typename SparseMatrixType::Nested m_matrix;
+    Index m_outerStart;
+    const internal::variable_if_dynamic<Index, OuterSize> m_outerSize;
+
+};
+
+
+template<typename _Scalar, int _Options, typename _Index, int BlockRows, int BlockCols>
+class BlockImpl<const SparseMatrix<_Scalar, _Options, _Index>,BlockRows,BlockCols,true,Sparse>
+  : public SparseMatrixBase<Block<const SparseMatrix<_Scalar, _Options, _Index>,BlockRows,BlockCols,true> >
+{
+    typedef SparseMatrix<_Scalar, _Options, _Index> SparseMatrixType;
+    typedef typename internal::remove_all<typename SparseMatrixType::Nested>::type _MatrixTypeNested;
+public:
+  typedef Block<const SparseMatrixType, BlockRows, BlockCols, true> BlockType;
+    enum { IsRowMajor = internal::traits<BlockType>::IsRowMajor };
+    EIGEN_SPARSE_PUBLIC_INTERFACE(BlockType)
+protected:
+    enum { OuterSize = IsRowMajor ? BlockRows : BlockCols };
+public:
+    
+    class InnerIterator: public SparseMatrixType::InnerIterator
+    {
+      public:
+        inline InnerIterator(const BlockType& xpr, Index outer)
+          : SparseMatrixType::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;
+    };
+    class ReverseInnerIterator: public SparseMatrixType::ReverseInnerIterator
+    {
+      public:
+        inline ReverseInnerIterator(const BlockType& xpr, Index outer)
+          : SparseMatrixType::ReverseInnerIterator(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 BlockImpl(const SparseMatrixType& xpr, int i)
+      : m_matrix(xpr), m_outerStart(i), m_outerSize(OuterSize)
+    {}
+
+    inline BlockImpl(const SparseMatrixType& xpr, int startRow, int startCol, int blockRows, int blockCols)
+      : m_matrix(xpr), m_outerStart(IsRowMajor ? startRow : startCol), m_outerSize(IsRowMajor ? blockRows : blockCols)
+    {}
+
+    inline const Scalar* valuePtr() const
+    { return m_matrix.valuePtr() + m_matrix.outerIndexPtr()[m_outerStart]; }
+
+    inline const Index* innerIndexPtr() const
+    { return m_matrix.innerIndexPtr() + m_matrix.outerIndexPtr()[m_outerStart]; }
+
+    inline const Index* outerIndexPtr() const
+    { return m_matrix.outerIndexPtr() + m_outerStart; }
+
+    Index nonZeros() const
+    {
+      if(m_matrix.isCompressed())
+        return  std::size_t(m_matrix.outerIndexPtr()[m_outerStart+m_outerSize.value()])
+              - std::size_t(m_matrix.outerIndexPtr()[m_outerStart]);
+      else if(m_outerSize.value()==0)
+        return 0;
+      else
+        return Map<const Matrix<Index,OuterSize,1> >(m_matrix.innerNonZeroPtr()+m_outerStart, m_outerSize.value()).sum();
+    }
+    
+    inline const Scalar coeff(int row, int col) const
+    {
+      return m_matrix.coeff(row + (IsRowMajor ? m_outerStart : 0), col + (IsRowMajor ? 0 :  m_outerStart));
+    }
+    
+    inline const Scalar coeff(int index) const
+    {
+      return m_matrix.coeff(IsRowMajor ? m_outerStart : index, IsRowMajor ? index :  m_outerStart);
+    }
+
+    const Scalar& lastCoeff() const
+    {
+      EIGEN_STATIC_ASSERT_VECTOR_ONLY(BlockImpl);
+      eigen_assert(nonZeros()>0);
+      if(m_matrix.isCompressed())
+        return m_matrix.valuePtr()[m_matrix.outerIndexPtr()[m_outerStart+1]-1];
+      else
+        return m_matrix.valuePtr()[m_matrix.outerIndexPtr()[m_outerStart]+m_matrix.innerNonZeroPtr()[m_outerStart]-1];
+    }
+
+    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:
+
+    EIGEN_INHERIT_ASSIGNMENT_OPERATORS(BlockImpl)
+
+    typename SparseMatrixType::Nested m_matrix;
+    Index m_outerStart;
+    const internal::variable_if_dynamic<Index, OuterSize> m_outerSize;
+};
+
+//----------
+
+/** \returns the \a outer -th column (resp. row) of the matrix \c *this if \c *this
+  * is col-major (resp. row-major).
+  */
+template<typename Derived>
+typename SparseMatrixBase<Derived>::InnerVectorReturnType SparseMatrixBase<Derived>::innerVector(Index outer)
+{ return InnerVectorReturnType(derived(), outer); }
+
+/** \returns the \a outer -th column (resp. row) of the matrix \c *this if \c *this
+  * is col-major (resp. row-major). Read-only.
+  */
+template<typename Derived>
+const typename SparseMatrixBase<Derived>::ConstInnerVectorReturnType SparseMatrixBase<Derived>::innerVector(Index outer) const
+{ return ConstInnerVectorReturnType(derived(), outer); }
+
+/** \returns the \a outer -th column (resp. row) of the matrix \c *this if \c *this
+  * is col-major (resp. row-major).
+  */
+template<typename Derived>
+typename SparseMatrixBase<Derived>::InnerVectorsReturnType
+SparseMatrixBase<Derived>::innerVectors(Index outerStart, Index outerSize)
+{
+  return Block<Derived,Dynamic,Dynamic,true>(derived(),
+                                             IsRowMajor ? outerStart : 0, IsRowMajor ? 0 : outerStart,
+                                             IsRowMajor ? outerSize : rows(), IsRowMajor ? cols() : outerSize);
+  
+}
+
+/** \returns the \a outer -th column (resp. row) of the matrix \c *this if \c *this
+  * is col-major (resp. row-major). Read-only.
+  */
+template<typename Derived>
+const typename SparseMatrixBase<Derived>::ConstInnerVectorsReturnType
+SparseMatrixBase<Derived>::innerVectors(Index outerStart, Index outerSize) const
+{
+  return Block<const Derived,Dynamic,Dynamic,true>(derived(),
+                                                  IsRowMajor ? outerStart : 0, IsRowMajor ? 0 : outerStart,
+                                                  IsRowMajor ? outerSize : rows(), IsRowMajor ? cols() : outerSize);
+  
+}
+
+namespace internal {
+  
+template< typename XprType, int BlockRows, int BlockCols, bool InnerPanel,
+          bool OuterVector =  (BlockCols==1 && XprType::IsRowMajor) || (BlockRows==1 && !XprType::IsRowMajor)>
+class GenericSparseBlockInnerIteratorImpl;
+
+}
+
+/** Generic implementation of sparse Block expression.
+  * Real-only. 
+  */
+template<typename XprType, int BlockRows, int BlockCols, bool InnerPanel>
+class BlockImpl<XprType,BlockRows,BlockCols,InnerPanel,Sparse>
+  : public SparseMatrixBase<Block<XprType,BlockRows,BlockCols,InnerPanel> >, internal::no_assignment_operator
+{
+    typedef typename internal::remove_all<typename XprType::Nested>::type _MatrixTypeNested;
+  public:
+    typedef Block<XprType, BlockRows, BlockCols, InnerPanel> BlockType;
+    enum { IsRowMajor = internal::traits<BlockType>::IsRowMajor };
+    EIGEN_SPARSE_PUBLIC_INTERFACE(BlockType)
+
+    /** Column or Row constructor
+      */
+    inline BlockImpl(const XprType& xpr, int i)
+      : m_matrix(xpr),
+        m_startRow( (BlockRows==1) && (BlockCols==XprType::ColsAtCompileTime) ? i : 0),
+        m_startCol( (BlockRows==XprType::RowsAtCompileTime) && (BlockCols==1) ? i : 0),
+        m_blockRows(BlockRows==1 ? 1 : xpr.rows()),
+        m_blockCols(BlockCols==1 ? 1 : xpr.cols())
+    {}
+
+    /** Dynamic-size constructor
+      */
+    inline BlockImpl(const XprType& xpr, int startRow, int startCol, int blockRows, int blockCols)
+      : m_matrix(xpr), m_startRow(startRow), m_startCol(startCol), m_blockRows(blockRows), m_blockCols(blockCols)
+    {}
+
+    inline int rows() const { return m_blockRows.value(); }
+    inline int cols() const { return m_blockCols.value(); }
+
+    inline Scalar& coeffRef(int row, int col)
+    {
+      return m_matrix.const_cast_derived()
+               .coeffRef(row + m_startRow.value(), col + m_startCol.value());
+    }
+
+    inline const Scalar coeff(int row, int col) const
+    {
+      return m_matrix.coeff(row + m_startRow.value(), col + m_startCol.value());
+    }
+
+    inline Scalar& coeffRef(int index)
+    {
+      return m_matrix.const_cast_derived()
+             .coeffRef(m_startRow.value() + (RowsAtCompileTime == 1 ? 0 : index),
+                       m_startCol.value() + (RowsAtCompileTime == 1 ? index : 0));
+    }
+
+    inline const Scalar coeff(int index) const
+    {
+      return m_matrix
+             .coeff(m_startRow.value() + (RowsAtCompileTime == 1 ? 0 : index),
+                    m_startCol.value() + (RowsAtCompileTime == 1 ? index : 0));
+    }
+    
+    inline const _MatrixTypeNested& nestedExpression() const { return m_matrix; }
+    
+    typedef internal::GenericSparseBlockInnerIteratorImpl<XprType,BlockRows,BlockCols,InnerPanel> InnerIterator;
+    
+    class ReverseInnerIterator : public _MatrixTypeNested::ReverseInnerIterator
+    {
+      typedef typename _MatrixTypeNested::ReverseInnerIterator Base;
+      const BlockType& m_block;
+      Index m_begin;
+    public:
+
+      EIGEN_STRONG_INLINE ReverseInnerIterator(const BlockType& block, Index outer)
+        : Base(block.derived().nestedExpression(), outer + (IsRowMajor ? block.m_startRow.value() : block.m_startCol.value())),
+          m_block(block),
+          m_begin(IsRowMajor ? block.m_startCol.value() : block.m_startRow.value())
+      {
+        while( (Base::operator bool()) && (Base::index() >= (IsRowMajor ? m_block.m_startCol.value()+block.m_blockCols.value() : m_block.m_startRow.value()+block.m_blockRows.value())) )
+          Base::operator--();
+      }
+
+      inline Index index()  const { return Base::index() - (IsRowMajor ? m_block.m_startCol.value() : m_block.m_startRow.value()); }
+      inline Index outer()  const { return Base::outer() - (IsRowMajor ? m_block.m_startRow.value() : m_block.m_startCol.value()); }
+      inline Index row()    const { return Base::row()   - m_block.m_startRow.value(); }
+      inline Index col()    const { return Base::col()   - m_block.m_startCol.value(); }
+      
+      inline operator bool() const { return Base::operator bool() && Base::index() >= m_begin; }
+    };
+  protected:
+    friend class internal::GenericSparseBlockInnerIteratorImpl<XprType,BlockRows,BlockCols,InnerPanel>;
+    friend class ReverseInnerIterator;
+    
+    EIGEN_INHERIT_ASSIGNMENT_OPERATORS(BlockImpl)
+
+    typename XprType::Nested m_matrix;
+    const internal::variable_if_dynamic<Index, XprType::RowsAtCompileTime == 1 ? 0 : Dynamic> m_startRow;
+    const internal::variable_if_dynamic<Index, XprType::ColsAtCompileTime == 1 ? 0 : Dynamic> m_startCol;
+    const internal::variable_if_dynamic<Index, RowsAtCompileTime> m_blockRows;
+    const internal::variable_if_dynamic<Index, ColsAtCompileTime> m_blockCols;
+  private:
+    Index nonZeros() const;
+};
+
+namespace internal {
+  template<typename XprType, int BlockRows, int BlockCols, bool InnerPanel>
+  class GenericSparseBlockInnerIteratorImpl<XprType,BlockRows,BlockCols,InnerPanel,false> : public internal::remove_all<typename XprType::Nested>::type::InnerIterator
+  {
+  public:
+    typedef Block<XprType, BlockRows, BlockCols, InnerPanel> BlockType;
+    enum {
+      IsRowMajor = BlockType::IsRowMajor
+    };
+    typedef typename BlockType::Index Index;
+  protected:
+    typedef typename internal::remove_all<typename XprType::Nested>::type _MatrixTypeNested;
+    typedef typename _MatrixTypeNested::InnerIterator Base;
+    const BlockType& m_block;
+    Index m_end;
+  public:
+
+    EIGEN_STRONG_INLINE GenericSparseBlockInnerIteratorImpl(const BlockType& block, Index outer)
+      : Base(block.derived().nestedExpression(), outer + (IsRowMajor ? block.m_startRow.value() : block.m_startCol.value())),
+        m_block(block),
+        m_end(IsRowMajor ? block.m_startCol.value()+block.m_blockCols.value() : block.m_startRow.value()+block.m_blockRows.value())
+    {
+      while( (Base::operator bool()) && (Base::index() < (IsRowMajor ? m_block.m_startCol.value() : m_block.m_startRow.value())) )
+        Base::operator++();
+    }
+    
+    inline Index index()  const { return Base::index() - (IsRowMajor ? m_block.m_startCol.value() : m_block.m_startRow.value()); }
+    inline Index outer()  const { return Base::outer() - (IsRowMajor ? m_block.m_startRow.value() : m_block.m_startCol.value()); }
+    inline Index row()    const { return Base::row()   - m_block.m_startRow.value(); }
+    inline Index col()    const { return Base::col()   - m_block.m_startCol.value(); }
+    
+    inline operator bool() const { return Base::operator bool() && Base::index() < m_end; }
+  };
+  
+  // Row vector of a column-major sparse matrix or column of a row-major one.
+  template<typename XprType, int BlockRows, int BlockCols, bool InnerPanel>
+  class GenericSparseBlockInnerIteratorImpl<XprType,BlockRows,BlockCols,InnerPanel,true>
+  {
+  public:
+    typedef Block<XprType, BlockRows, BlockCols, InnerPanel> BlockType;
+    enum {
+      IsRowMajor = BlockType::IsRowMajor
+    };
+    typedef typename BlockType::Index Index;
+    typedef typename BlockType::Scalar Scalar;
+  protected:
+    typedef typename internal::remove_all<typename XprType::Nested>::type _MatrixTypeNested;
+    const BlockType& m_block;
+    Index m_outerPos;
+    Index m_innerIndex;
+    Scalar m_value;
+    Index m_end;
+  public:
+
+    EIGEN_STRONG_INLINE GenericSparseBlockInnerIteratorImpl(const BlockType& block, Index outer = 0)
+      : 
+        m_block(block),
+        m_outerPos( (IsRowMajor ? block.m_startCol.value() : block.m_startRow.value()) - 1), // -1 so that operator++ finds the first non-zero entry
+        m_innerIndex(IsRowMajor ? block.m_startRow.value() : block.m_startCol.value()),
+        m_end(IsRowMajor ? block.m_startCol.value()+block.m_blockCols.value() : block.m_startRow.value()+block.m_blockRows.value())
+    {
+      EIGEN_UNUSED_VARIABLE(outer);
+      eigen_assert(outer==0);
+      
+      ++(*this);
+    }
+    
+    inline Index index()  const { return m_outerPos - (IsRowMajor ? m_block.m_startCol.value() : m_block.m_startRow.value()); }
+    inline Index outer()  const { return 0; }
+    inline Index row()    const { return IsRowMajor ? 0 : index(); }
+    inline Index col()    const { return IsRowMajor ? index() : 0; }
+    
+    inline Scalar value() const { return m_value; }
+    
+    inline GenericSparseBlockInnerIteratorImpl& operator++()
+    {
+      // search next non-zero entry
+      while(m_outerPos<m_end)
+      {
+        m_outerPos++;
+        typename XprType::InnerIterator it(m_block.m_matrix, m_outerPos);
+        // search for the key m_innerIndex in the current outer-vector
+        while(it && it.index() < m_innerIndex) ++it;
+        if(it && it.index()==m_innerIndex)
+        {
+          m_value = it.value();
+          break;
+        }
+      }
+      return *this;
+    }
+    
+    inline operator bool() const { return m_outerPos < m_end; }
+  };
+  
+} // end namespace internal
+
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPARSE_BLOCK_H

3rdparty/eigen3/Eigen/src/SparseCore/SparseColEtree.h

@@ -0,0 +1,206 @@
+// 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/.
+
+
+/* 
+ 
+ * NOTE: This file is the modified version of sp_coletree.c file in SuperLU 
+ 
+ * -- SuperLU routine (version 3.1) --
+ * Univ. of California Berkeley, Xerox Palo Alto Research Center,
+ * and Lawrence Berkeley National Lab.
+ * August 1, 2008
+ *
+ * Copyright (c) 1994 by Xerox Corporation.  All rights reserved.
+ *
+ * THIS MATERIAL IS PROVIDED AS IS, WITH ABSOLUTELY NO WARRANTY
+ * EXPRESSED OR IMPLIED.  ANY USE IS AT YOUR OWN RISK.
+ *
+ * Permission is hereby granted to use or copy this program for any
+ * purpose, provided the above notices are retained on all copies.
+ * Permission to modify the code and to distribute modified code is
+ * granted, provided the above notices are retained, and a notice that
+ * the code was modified is included with the above copyright notice.
+ */
+#ifndef SPARSE_COLETREE_H
+#define SPARSE_COLETREE_H
+
+namespace Eigen {
+
+namespace internal {
+
+/** Find the root of the tree/set containing the vertex i : Use Path halving */ 
+template<typename Index, typename IndexVector>
+Index etree_find (Index i, IndexVector& pp)
+{
+  Index p = pp(i); // Parent 
+  Index gp = pp(p); // Grand parent 
+  while (gp != p) 
+  {
+    pp(i) = gp; // Parent pointer on find path is changed to former grand parent
+    i = gp; 
+    p = pp(i);
+    gp = pp(p);
+  }
+  return p; 
+}
+
+/** Compute the column elimination tree of a sparse matrix
+  * \param mat The matrix in column-major format. 
+  * \param parent The elimination tree
+  * \param firstRowElt The column index of the first element in each row
+  * \param perm The permutation to apply to the column of \b mat
+  */
+template <typename MatrixType, typename IndexVector>
+int coletree(const MatrixType& mat, IndexVector& parent, IndexVector& firstRowElt, typename MatrixType::Index *perm=0)
+{
+  typedef typename MatrixType::Index Index;
+  Index nc = mat.cols(); // Number of columns 
+  Index m = mat.rows();
+  Index diagSize = (std::min)(nc,m);
+  IndexVector root(nc); // root of subtree of etree 
+  root.setZero();
+  IndexVector pp(nc); // disjoint sets 
+  pp.setZero(); // Initialize disjoint sets 
+  parent.resize(mat.cols());
+  //Compute first nonzero column in each row 
+  Index row,col; 
+  firstRowElt.resize(m);
+  firstRowElt.setConstant(nc);
+  firstRowElt.segment(0, diagSize).setLinSpaced(diagSize, 0, diagSize-1);
+  bool found_diag;
+  for (col = 0; col < nc; col++)
+  {
+    Index pcol = col;
+    if(perm) pcol  = perm[col];
+    for (typename MatrixType::InnerIterator it(mat, pcol); it; ++it)
+    { 
+      row = it.row();
+      firstRowElt(row) = (std::min)(firstRowElt(row), col);
+    }
+  }
+  /* Compute etree by Liu's algorithm for symmetric matrices,
+          except use (firstRowElt[r],c) in place of an edge (r,c) of A.
+    Thus each row clique in A'*A is replaced by a star
+    centered at its first vertex, which has the same fill. */
+  Index rset, cset, rroot; 
+  for (col = 0; col < nc; col++) 
+  {
+    found_diag = col>=m;
+    pp(col) = col; 
+    cset = col; 
+    root(cset) = col; 
+    parent(col) = nc; 
+    /* The diagonal element is treated here even if it does not exist in the matrix
+     * hence the loop is executed once more */ 
+    Index pcol = col;
+    if(perm) pcol  = perm[col];
+    for (typename MatrixType::InnerIterator it(mat, pcol); it||!found_diag; ++it)
+    { //  A sequence of interleaved find and union is performed 
+      Index i = col;
+      if(it) i = it.index();
+      if (i == col) found_diag = true;
+      
+      row = firstRowElt(i);
+      if (row >= col) continue; 
+      rset = internal::etree_find(row, pp); // Find the name of the set containing row
+      rroot = root(rset);
+      if (rroot != col) 
+      {
+        parent(rroot) = col; 
+        pp(cset) = rset; 
+        cset = rset; 
+        root(cset) = col; 
+      }
+    }
+  }
+  return 0;  
+}
+
+/** 
+  * Depth-first search from vertex n.  No recursion.
+  * This routine was contributed by Cédric Doucet, CEDRAT Group, Meylan, France.
+*/
+template <typename Index, typename IndexVector>
+void nr_etdfs (Index n, IndexVector& parent, IndexVector& first_kid, IndexVector& next_kid, IndexVector& post, Index postnum)
+{
+  Index current = n, first, next;
+  while (postnum != n) 
+  {
+    // No kid for the current node
+    first = first_kid(current);
+    
+    // no kid for the current node
+    if (first == -1) 
+    {
+      // Numbering this node because it has no kid 
+      post(current) = postnum++;
+      
+      // looking for the next kid 
+      next = next_kid(current); 
+      while (next == -1) 
+      {
+        // No more kids : back to the parent node
+        current = parent(current); 
+        // numbering the parent node 
+        post(current) = postnum++;
+        
+        // Get the next kid 
+        next = next_kid(current); 
+      }
+      // stopping criterion 
+      if (postnum == n+1) return; 
+      
+      // Updating current node 
+      current = next; 
+    }
+    else 
+    {
+      current = first; 
+    }
+  }
+}
+
+
+/**
+  * \brief Post order a tree 
+  * \param n the number of nodes
+  * \param parent Input tree
+  * \param post postordered tree
+  */
+template <typename Index, typename IndexVector>
+void treePostorder(Index n, IndexVector& parent, IndexVector& post)
+{
+  IndexVector first_kid, next_kid; // Linked list of children 
+  Index postnum; 
+  // Allocate storage for working arrays and results 
+  first_kid.resize(n+1); 
+  next_kid.setZero(n+1);
+  post.setZero(n+1);
+  
+  // Set up structure describing children
+  Index v, dad; 
+  first_kid.setConstant(-1); 
+  for (v = n-1; v >= 0; v--) 
+  {
+    dad = parent(v);
+    next_kid(v) = first_kid(dad); 
+    first_kid(dad) = v; 
+  }
+  
+  // Depth-first search from dummy root vertex #n
+  postnum = 0; 
+  internal::nr_etdfs(n, parent, first_kid, next_kid, post, postnum);
+}
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // SPARSE_COLETREE_H

3rdparty/eigen3/Eigen/src/SparseCore/SparseCwiseBinaryOp.h

@@ -0,0 +1,324 @@
+// 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_SPARSE_CWISE_BINARY_OP_H
+#define EIGEN_SPARSE_CWISE_BINARY_OP_H
+
+namespace Eigen { 
+
+// Here we have to handle 3 cases:
+//  1 - sparse op dense
+//  2 - dense op sparse
+//  3 - sparse op sparse
+// We also need to implement a 4th iterator for:
+//  4 - dense op dense
+// Finally, we also need to distinguish between the product and other operations :
+//                configuration      returned mode
+//  1 - sparse op dense    product      sparse
+//                         generic      dense
+//  2 - dense op sparse    product      sparse
+//                         generic      dense
+//  3 - sparse op sparse   product      sparse
+//                         generic      sparse
+//  4 - dense op dense     product      dense
+//                         generic      dense
+
+namespace internal {
+
+template<> struct promote_storage_type<Dense,Sparse>
+{ typedef Sparse ret; };
+
+template<> struct promote_storage_type<Sparse,Dense>
+{ typedef Sparse ret; };
+
+template<typename BinaryOp, typename Lhs, typename Rhs, typename Derived,
+  typename _LhsStorageMode = typename traits<Lhs>::StorageKind,
+  typename _RhsStorageMode = typename traits<Rhs>::StorageKind>
+class sparse_cwise_binary_op_inner_iterator_selector;
+
+} // end namespace internal
+
+template<typename BinaryOp, typename Lhs, typename Rhs>
+class CwiseBinaryOpImpl<BinaryOp, Lhs, Rhs, Sparse>
+  : public SparseMatrixBase<CwiseBinaryOp<BinaryOp, Lhs, Rhs> >
+{
+  public:
+    class InnerIterator;
+    class ReverseInnerIterator;
+    typedef CwiseBinaryOp<BinaryOp, Lhs, Rhs> Derived;
+    EIGEN_SPARSE_PUBLIC_INTERFACE(Derived)
+    CwiseBinaryOpImpl()
+    {
+      EIGEN_STATIC_ASSERT((
+                (!internal::is_same<typename internal::traits<Lhs>::StorageKind,
+                                    typename internal::traits<Rhs>::StorageKind>::value)
+            ||  ((Lhs::Flags&RowMajorBit) == (Rhs::Flags&RowMajorBit))),
+            THE_STORAGE_ORDER_OF_BOTH_SIDES_MUST_MATCH);
+    }
+};
+
+template<typename BinaryOp, typename Lhs, typename Rhs>
+class CwiseBinaryOpImpl<BinaryOp,Lhs,Rhs,Sparse>::InnerIterator
+  : public internal::sparse_cwise_binary_op_inner_iterator_selector<BinaryOp,Lhs,Rhs,typename CwiseBinaryOpImpl<BinaryOp,Lhs,Rhs,Sparse>::InnerIterator>
+{
+  public:
+    typedef typename Lhs::Index Index;
+    typedef internal::sparse_cwise_binary_op_inner_iterator_selector<
+      BinaryOp,Lhs,Rhs, InnerIterator> Base;
+
+    // NOTE: we have to prefix Index by "typename Lhs::" to avoid an ICE with VC11
+    EIGEN_STRONG_INLINE InnerIterator(const CwiseBinaryOpImpl& binOp, typename Lhs::Index outer)
+      : Base(binOp.derived(),outer)
+    {}
+};
+
+/***************************************************************************
+* Implementation of inner-iterators
+***************************************************************************/
+
+// template<typename T> struct internal::func_is_conjunction { enum { ret = false }; };
+// template<typename T> struct internal::func_is_conjunction<internal::scalar_product_op<T> > { enum { ret = true }; };
+
+// TODO generalize the internal::scalar_product_op specialization to all conjunctions if any !
+
+namespace internal {
+
+// sparse - sparse  (generic)
+template<typename BinaryOp, typename Lhs, typename Rhs, typename Derived>
+class sparse_cwise_binary_op_inner_iterator_selector<BinaryOp, Lhs, Rhs, Derived, Sparse, Sparse>
+{
+    typedef CwiseBinaryOp<BinaryOp, Lhs, Rhs> CwiseBinaryXpr;
+    typedef typename traits<CwiseBinaryXpr>::Scalar Scalar;
+    typedef typename traits<CwiseBinaryXpr>::_LhsNested _LhsNested;
+    typedef typename traits<CwiseBinaryXpr>::_RhsNested _RhsNested;
+    typedef typename _LhsNested::InnerIterator LhsIterator;
+    typedef typename _RhsNested::InnerIterator RhsIterator;
+    typedef typename Lhs::Index Index;
+
+  public:
+
+    EIGEN_STRONG_INLINE sparse_cwise_binary_op_inner_iterator_selector(const CwiseBinaryXpr& xpr, Index outer)
+      : m_lhsIter(xpr.lhs(),outer), m_rhsIter(xpr.rhs(),outer), m_functor(xpr.functor())
+    {
+      this->operator++();
+    }
+
+    EIGEN_STRONG_INLINE Derived& operator++()
+    {
+      if (m_lhsIter && m_rhsIter && (m_lhsIter.index() == m_rhsIter.index()))
+      {
+        m_id = m_lhsIter.index();
+        m_value = m_functor(m_lhsIter.value(), m_rhsIter.value());
+        ++m_lhsIter;
+        ++m_rhsIter;
+      }
+      else if (m_lhsIter && (!m_rhsIter || (m_lhsIter.index() < m_rhsIter.index())))
+      {
+        m_id = m_lhsIter.index();
+        m_value = m_functor(m_lhsIter.value(), Scalar(0));
+        ++m_lhsIter;
+      }
+      else if (m_rhsIter && (!m_lhsIter || (m_lhsIter.index() > m_rhsIter.index())))
+      {
+        m_id = m_rhsIter.index();
+        m_value = m_functor(Scalar(0), m_rhsIter.value());
+        ++m_rhsIter;
+      }
+      else
+      {
+        m_value = 0; // this is to avoid a compilation warning
+        m_id = -1;
+      }
+      return *static_cast<Derived*>(this);
+    }
+
+    EIGEN_STRONG_INLINE Scalar value() const { return m_value; }
+
+    EIGEN_STRONG_INLINE Index index() const { return m_id; }
+    EIGEN_STRONG_INLINE Index row() const { return Lhs::IsRowMajor ? m_lhsIter.row() : index(); }
+    EIGEN_STRONG_INLINE Index col() const { return Lhs::IsRowMajor ? index() : m_lhsIter.col(); }
+
+    EIGEN_STRONG_INLINE operator bool() const { return m_id>=0; }
+
+  protected:
+    LhsIterator m_lhsIter;
+    RhsIterator m_rhsIter;
+    const BinaryOp& m_functor;
+    Scalar m_value;
+    Index m_id;
+};
+
+// sparse - sparse  (product)
+template<typename T, typename Lhs, typename Rhs, typename Derived>
+class sparse_cwise_binary_op_inner_iterator_selector<scalar_product_op<T>, Lhs, Rhs, Derived, Sparse, Sparse>
+{
+    typedef scalar_product_op<T> BinaryFunc;
+    typedef CwiseBinaryOp<BinaryFunc, Lhs, Rhs> CwiseBinaryXpr;
+    typedef typename CwiseBinaryXpr::Scalar Scalar;
+    typedef typename traits<CwiseBinaryXpr>::_LhsNested _LhsNested;
+    typedef typename _LhsNested::InnerIterator LhsIterator;
+    typedef typename traits<CwiseBinaryXpr>::_RhsNested _RhsNested;
+    typedef typename _RhsNested::InnerIterator RhsIterator;
+    typedef typename Lhs::Index Index;
+  public:
+
+    EIGEN_STRONG_INLINE sparse_cwise_binary_op_inner_iterator_selector(const CwiseBinaryXpr& xpr, Index outer)
+      : m_lhsIter(xpr.lhs(),outer), m_rhsIter(xpr.rhs(),outer), m_functor(xpr.functor())
+    {
+      while (m_lhsIter && m_rhsIter && (m_lhsIter.index() != m_rhsIter.index()))
+      {
+        if (m_lhsIter.index() < m_rhsIter.index())
+          ++m_lhsIter;
+        else
+          ++m_rhsIter;
+      }
+    }
+
+    EIGEN_STRONG_INLINE Derived& operator++()
+    {
+      ++m_lhsIter;
+      ++m_rhsIter;
+      while (m_lhsIter && m_rhsIter && (m_lhsIter.index() != m_rhsIter.index()))
+      {
+        if (m_lhsIter.index() < m_rhsIter.index())
+          ++m_lhsIter;
+        else
+          ++m_rhsIter;
+      }
+      return *static_cast<Derived*>(this);
+    }
+
+    EIGEN_STRONG_INLINE Scalar value() const { return m_functor(m_lhsIter.value(), m_rhsIter.value()); }
+
+    EIGEN_STRONG_INLINE Index index() const { return m_lhsIter.index(); }
+    EIGEN_STRONG_INLINE Index row() const { return m_lhsIter.row(); }
+    EIGEN_STRONG_INLINE Index col() const { return m_lhsIter.col(); }
+
+    EIGEN_STRONG_INLINE operator bool() const { return (m_lhsIter && m_rhsIter); }
+
+  protected:
+    LhsIterator m_lhsIter;
+    RhsIterator m_rhsIter;
+    const BinaryFunc& m_functor;
+};
+
+// sparse - dense  (product)
+template<typename T, typename Lhs, typename Rhs, typename Derived>
+class sparse_cwise_binary_op_inner_iterator_selector<scalar_product_op<T>, Lhs, Rhs, Derived, Sparse, Dense>
+{
+    typedef scalar_product_op<T> BinaryFunc;
+    typedef CwiseBinaryOp<BinaryFunc, Lhs, Rhs> CwiseBinaryXpr;
+    typedef typename CwiseBinaryXpr::Scalar Scalar;
+    typedef typename traits<CwiseBinaryXpr>::_LhsNested _LhsNested;
+    typedef typename traits<CwiseBinaryXpr>::RhsNested RhsNested;
+    typedef typename _LhsNested::InnerIterator LhsIterator;
+    typedef typename Lhs::Index Index;
+    enum { IsRowMajor = (int(Lhs::Flags)&RowMajorBit)==RowMajorBit };
+  public:
+
+    EIGEN_STRONG_INLINE sparse_cwise_binary_op_inner_iterator_selector(const CwiseBinaryXpr& xpr, Index outer)
+      : m_rhs(xpr.rhs()), m_lhsIter(xpr.lhs(),outer), m_functor(xpr.functor()), m_outer(outer)
+    {}
+
+    EIGEN_STRONG_INLINE Derived& operator++()
+    {
+      ++m_lhsIter;
+      return *static_cast<Derived*>(this);
+    }
+
+    EIGEN_STRONG_INLINE Scalar value() const
+    { return m_functor(m_lhsIter.value(),
+                       m_rhs.coeff(IsRowMajor?m_outer:m_lhsIter.index(),IsRowMajor?m_lhsIter.index():m_outer)); }
+
+    EIGEN_STRONG_INLINE Index index() const { return m_lhsIter.index(); }
+    EIGEN_STRONG_INLINE Index row() const { return m_lhsIter.row(); }
+    EIGEN_STRONG_INLINE Index col() const { return m_lhsIter.col(); }
+
+    EIGEN_STRONG_INLINE operator bool() const { return m_lhsIter; }
+
+  protected:
+    RhsNested m_rhs;
+    LhsIterator m_lhsIter;
+    const BinaryFunc m_functor;
+    const Index m_outer;
+};
+
+// sparse - dense  (product)
+template<typename T, typename Lhs, typename Rhs, typename Derived>
+class sparse_cwise_binary_op_inner_iterator_selector<scalar_product_op<T>, Lhs, Rhs, Derived, Dense, Sparse>
+{
+    typedef scalar_product_op<T> BinaryFunc;
+    typedef CwiseBinaryOp<BinaryFunc, Lhs, Rhs> CwiseBinaryXpr;
+    typedef typename CwiseBinaryXpr::Scalar Scalar;
+    typedef typename traits<CwiseBinaryXpr>::_RhsNested _RhsNested;
+    typedef typename _RhsNested::InnerIterator RhsIterator;
+    typedef typename Lhs::Index Index;
+
+    enum { IsRowMajor = (int(Rhs::Flags)&RowMajorBit)==RowMajorBit };
+  public:
+
+    EIGEN_STRONG_INLINE sparse_cwise_binary_op_inner_iterator_selector(const CwiseBinaryXpr& xpr, Index outer)
+      : m_xpr(xpr), m_rhsIter(xpr.rhs(),outer), m_functor(xpr.functor()), m_outer(outer)
+    {}
+
+    EIGEN_STRONG_INLINE Derived& operator++()
+    {
+      ++m_rhsIter;
+      return *static_cast<Derived*>(this);
+    }
+
+    EIGEN_STRONG_INLINE Scalar value() const
+    { return m_functor(m_xpr.lhs().coeff(IsRowMajor?m_outer:m_rhsIter.index(),IsRowMajor?m_rhsIter.index():m_outer), m_rhsIter.value()); }
+
+    EIGEN_STRONG_INLINE Index index() const { return m_rhsIter.index(); }
+    EIGEN_STRONG_INLINE Index row() const { return m_rhsIter.row(); }
+    EIGEN_STRONG_INLINE Index col() const { return m_rhsIter.col(); }
+
+    EIGEN_STRONG_INLINE operator bool() const { return m_rhsIter; }
+
+  protected:
+    const CwiseBinaryXpr& m_xpr;
+    RhsIterator m_rhsIter;
+    const BinaryFunc& m_functor;
+    const Index m_outer;
+};
+
+} // end namespace internal
+
+/***************************************************************************
+* Implementation of SparseMatrixBase and SparseCwise functions/operators
+***************************************************************************/
+
+template<typename Derived>
+template<typename OtherDerived>
+EIGEN_STRONG_INLINE Derived &
+SparseMatrixBase<Derived>::operator-=(const SparseMatrixBase<OtherDerived> &other)
+{
+  return derived() = derived() - other.derived();
+}
+
+template<typename Derived>
+template<typename OtherDerived>
+EIGEN_STRONG_INLINE Derived &
+SparseMatrixBase<Derived>::operator+=(const SparseMatrixBase<OtherDerived>& other)
+{
+  return derived() = derived() + other.derived();
+}
+
+template<typename Derived>
+template<typename OtherDerived>
+EIGEN_STRONG_INLINE const typename SparseMatrixBase<Derived>::template CwiseProductDenseReturnType<OtherDerived>::Type
+SparseMatrixBase<Derived>::cwiseProduct(const MatrixBase<OtherDerived> &other) const
+{
+  return typename CwiseProductDenseReturnType<OtherDerived>::Type(derived(), other.derived());
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPARSE_CWISE_BINARY_OP_H

3rdparty/eigen3/Eigen/src/SparseCore/SparseCwiseUnaryOp.h

@@ -0,0 +1,163 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2010 Gael Guennebaud <gael.guennebaud@inria.fr>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_SPARSE_CWISE_UNARY_OP_H
+#define EIGEN_SPARSE_CWISE_UNARY_OP_H
+
+namespace Eigen { 
+
+template<typename UnaryOp, typename MatrixType>
+class CwiseUnaryOpImpl<UnaryOp,MatrixType,Sparse>
+  : public SparseMatrixBase<CwiseUnaryOp<UnaryOp, MatrixType> >
+{
+  public:
+
+    class InnerIterator;
+    class ReverseInnerIterator;
+
+    typedef CwiseUnaryOp<UnaryOp, MatrixType> Derived;
+    EIGEN_SPARSE_PUBLIC_INTERFACE(Derived)
+
+  protected:
+    typedef typename internal::traits<Derived>::_XprTypeNested _MatrixTypeNested;
+    typedef typename _MatrixTypeNested::InnerIterator MatrixTypeIterator;
+    typedef typename _MatrixTypeNested::ReverseInnerIterator MatrixTypeReverseIterator;
+};
+
+template<typename UnaryOp, typename MatrixType>
+class CwiseUnaryOpImpl<UnaryOp,MatrixType,Sparse>::InnerIterator
+    : public CwiseUnaryOpImpl<UnaryOp,MatrixType,Sparse>::MatrixTypeIterator
+{
+    typedef typename CwiseUnaryOpImpl::Scalar Scalar;
+    typedef typename CwiseUnaryOpImpl<UnaryOp,MatrixType,Sparse>::MatrixTypeIterator Base;
+  public:
+
+    EIGEN_STRONG_INLINE InnerIterator(const CwiseUnaryOpImpl& unaryOp, typename CwiseUnaryOpImpl::Index outer)
+      : Base(unaryOp.derived().nestedExpression(),outer), m_functor(unaryOp.derived().functor())
+    {}
+
+    EIGEN_STRONG_INLINE InnerIterator& operator++()
+    { Base::operator++(); return *this; }
+
+    EIGEN_STRONG_INLINE typename CwiseUnaryOpImpl::Scalar value() const { return m_functor(Base::value()); }
+
+  protected:
+    const UnaryOp m_functor;
+  private:
+    typename CwiseUnaryOpImpl::Scalar& valueRef();
+};
+
+template<typename UnaryOp, typename MatrixType>
+class CwiseUnaryOpImpl<UnaryOp,MatrixType,Sparse>::ReverseInnerIterator
+    : public CwiseUnaryOpImpl<UnaryOp,MatrixType,Sparse>::MatrixTypeReverseIterator
+{
+    typedef typename CwiseUnaryOpImpl::Scalar Scalar;
+    typedef typename CwiseUnaryOpImpl<UnaryOp,MatrixType,Sparse>::MatrixTypeReverseIterator Base;
+  public:
+
+    EIGEN_STRONG_INLINE ReverseInnerIterator(const CwiseUnaryOpImpl& unaryOp, typename CwiseUnaryOpImpl::Index outer)
+      : Base(unaryOp.derived().nestedExpression(),outer), m_functor(unaryOp.derived().functor())
+    {}
+
+    EIGEN_STRONG_INLINE ReverseInnerIterator& operator--()
+    { Base::operator--(); return *this; }
+
+    EIGEN_STRONG_INLINE typename CwiseUnaryOpImpl::Scalar value() const { return m_functor(Base::value()); }
+
+  protected:
+    const UnaryOp m_functor;
+  private:
+    typename CwiseUnaryOpImpl::Scalar& valueRef();
+};
+
+template<typename ViewOp, typename MatrixType>
+class CwiseUnaryViewImpl<ViewOp,MatrixType,Sparse>
+  : public SparseMatrixBase<CwiseUnaryView<ViewOp, MatrixType> >
+{
+  public:
+
+    class InnerIterator;
+    class ReverseInnerIterator;
+
+    typedef CwiseUnaryView<ViewOp, MatrixType> Derived;
+    EIGEN_SPARSE_PUBLIC_INTERFACE(Derived)
+
+  protected:
+    typedef typename internal::traits<Derived>::_MatrixTypeNested _MatrixTypeNested;
+    typedef typename _MatrixTypeNested::InnerIterator MatrixTypeIterator;
+    typedef typename _MatrixTypeNested::ReverseInnerIterator MatrixTypeReverseIterator;
+};
+
+template<typename ViewOp, typename MatrixType>
+class CwiseUnaryViewImpl<ViewOp,MatrixType,Sparse>::InnerIterator
+    : public CwiseUnaryViewImpl<ViewOp,MatrixType,Sparse>::MatrixTypeIterator
+{
+    typedef typename CwiseUnaryViewImpl::Scalar Scalar;
+    typedef typename CwiseUnaryViewImpl<ViewOp,MatrixType,Sparse>::MatrixTypeIterator Base;
+  public:
+
+    EIGEN_STRONG_INLINE InnerIterator(const CwiseUnaryViewImpl& unaryOp, typename CwiseUnaryViewImpl::Index outer)
+      : Base(unaryOp.derived().nestedExpression(),outer), m_functor(unaryOp.derived().functor())
+    {}
+
+    EIGEN_STRONG_INLINE InnerIterator& operator++()
+    { Base::operator++(); return *this; }
+
+    EIGEN_STRONG_INLINE typename CwiseUnaryViewImpl::Scalar value() const { return m_functor(Base::value()); }
+    EIGEN_STRONG_INLINE typename CwiseUnaryViewImpl::Scalar& valueRef() { return m_functor(Base::valueRef()); }
+
+  protected:
+    const ViewOp m_functor;
+};
+
+template<typename ViewOp, typename MatrixType>
+class CwiseUnaryViewImpl<ViewOp,MatrixType,Sparse>::ReverseInnerIterator
+    : public CwiseUnaryViewImpl<ViewOp,MatrixType,Sparse>::MatrixTypeReverseIterator
+{
+    typedef typename CwiseUnaryViewImpl::Scalar Scalar;
+    typedef typename CwiseUnaryViewImpl<ViewOp,MatrixType,Sparse>::MatrixTypeReverseIterator Base;
+  public:
+
+    EIGEN_STRONG_INLINE ReverseInnerIterator(const CwiseUnaryViewImpl& unaryOp, typename CwiseUnaryViewImpl::Index outer)
+      : Base(unaryOp.derived().nestedExpression(),outer), m_functor(unaryOp.derived().functor())
+    {}
+
+    EIGEN_STRONG_INLINE ReverseInnerIterator& operator--()
+    { Base::operator--(); return *this; }
+
+    EIGEN_STRONG_INLINE typename CwiseUnaryViewImpl::Scalar value() const { return m_functor(Base::value()); }
+    EIGEN_STRONG_INLINE typename CwiseUnaryViewImpl::Scalar& valueRef() { return m_functor(Base::valueRef()); }
+
+  protected:
+    const ViewOp m_functor;
+};
+
+template<typename Derived>
+EIGEN_STRONG_INLINE Derived&
+SparseMatrixBase<Derived>::operator*=(const Scalar& other)
+{
+  for (Index j=0; j<outerSize(); ++j)
+    for (typename Derived::InnerIterator i(derived(),j); i; ++i)
+      i.valueRef() *= other;
+  return derived();
+}
+
+template<typename Derived>
+EIGEN_STRONG_INLINE Derived&
+SparseMatrixBase<Derived>::operator/=(const Scalar& other)
+{
+  for (Index j=0; j<outerSize(); ++j)
+    for (typename Derived::InnerIterator i(derived(),j); i; ++i)
+      i.valueRef() /= other;
+  return derived();
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPARSE_CWISE_UNARY_OP_H

3rdparty/eigen3/Eigen/src/SparseCore/SparseDenseProduct.h

@@ -0,0 +1,311 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2010 Gael Guennebaud <gael.guennebaud@inria.fr>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_SPARSEDENSEPRODUCT_H
+#define EIGEN_SPARSEDENSEPRODUCT_H
+
+namespace Eigen { 
+
+template<typename Lhs, typename Rhs, int InnerSize> struct SparseDenseProductReturnType
+{
+  typedef SparseTimeDenseProduct<Lhs,Rhs> Type;
+};
+
+template<typename Lhs, typename Rhs> struct SparseDenseProductReturnType<Lhs,Rhs,1>
+{
+  typedef typename internal::conditional<
+    Lhs::IsRowMajor,
+    SparseDenseOuterProduct<Rhs,Lhs,true>,
+    SparseDenseOuterProduct<Lhs,Rhs,false> >::type Type;
+};
+
+template<typename Lhs, typename Rhs, int InnerSize> struct DenseSparseProductReturnType
+{
+  typedef DenseTimeSparseProduct<Lhs,Rhs> Type;
+};
+
+template<typename Lhs, typename Rhs> struct DenseSparseProductReturnType<Lhs,Rhs,1>
+{
+  typedef typename internal::conditional<
+    Rhs::IsRowMajor,
+    SparseDenseOuterProduct<Rhs,Lhs,true>,
+    SparseDenseOuterProduct<Lhs,Rhs,false> >::type Type;
+};
+
+namespace internal {
+
+template<typename Lhs, typename Rhs, bool Tr>
+struct traits<SparseDenseOuterProduct<Lhs,Rhs,Tr> >
+{
+  typedef Sparse StorageKind;
+  typedef typename scalar_product_traits<typename traits<Lhs>::Scalar,
+                                         typename traits<Rhs>::Scalar>::ReturnType Scalar;
+  typedef typename Lhs::Index Index;
+  typedef typename Lhs::Nested LhsNested;
+  typedef typename Rhs::Nested RhsNested;
+  typedef typename remove_all<LhsNested>::type _LhsNested;
+  typedef typename remove_all<RhsNested>::type _RhsNested;
+
+  enum {
+    LhsCoeffReadCost = traits<_LhsNested>::CoeffReadCost,
+    RhsCoeffReadCost = traits<_RhsNested>::CoeffReadCost,
+
+    RowsAtCompileTime    = Tr ? int(traits<Rhs>::RowsAtCompileTime)     : int(traits<Lhs>::RowsAtCompileTime),
+    ColsAtCompileTime    = Tr ? int(traits<Lhs>::ColsAtCompileTime)     : int(traits<Rhs>::ColsAtCompileTime),
+    MaxRowsAtCompileTime = Tr ? int(traits<Rhs>::MaxRowsAtCompileTime)  : int(traits<Lhs>::MaxRowsAtCompileTime),
+    MaxColsAtCompileTime = Tr ? int(traits<Lhs>::MaxColsAtCompileTime)  : int(traits<Rhs>::MaxColsAtCompileTime),
+
+    Flags = Tr ? RowMajorBit : 0,
+
+    CoeffReadCost = LhsCoeffReadCost + RhsCoeffReadCost + NumTraits<Scalar>::MulCost
+  };
+};
+
+} // end namespace internal
+
+template<typename Lhs, typename Rhs, bool Tr>
+class SparseDenseOuterProduct
+ : public SparseMatrixBase<SparseDenseOuterProduct<Lhs,Rhs,Tr> >
+{
+  public:
+
+    typedef SparseMatrixBase<SparseDenseOuterProduct> Base;
+    EIGEN_DENSE_PUBLIC_INTERFACE(SparseDenseOuterProduct)
+    typedef internal::traits<SparseDenseOuterProduct> Traits;
+
+  private:
+
+    typedef typename Traits::LhsNested LhsNested;
+    typedef typename Traits::RhsNested RhsNested;
+    typedef typename Traits::_LhsNested _LhsNested;
+    typedef typename Traits::_RhsNested _RhsNested;
+
+  public:
+
+    class InnerIterator;
+
+    EIGEN_STRONG_INLINE SparseDenseOuterProduct(const Lhs& lhs, const Rhs& rhs)
+      : m_lhs(lhs), m_rhs(rhs)
+    {
+      EIGEN_STATIC_ASSERT(!Tr,YOU_MADE_A_PROGRAMMING_MISTAKE);
+    }
+
+    EIGEN_STRONG_INLINE SparseDenseOuterProduct(const Rhs& rhs, const Lhs& lhs)
+      : m_lhs(lhs), m_rhs(rhs)
+    {
+      EIGEN_STATIC_ASSERT(Tr,YOU_MADE_A_PROGRAMMING_MISTAKE);
+    }
+
+    EIGEN_STRONG_INLINE Index rows() const { return Tr ? m_rhs.rows() : m_lhs.rows(); }
+    EIGEN_STRONG_INLINE Index cols() const { return Tr ? m_lhs.cols() : 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;
+};
+
+template<typename Lhs, typename Rhs, bool Transpose>
+class SparseDenseOuterProduct<Lhs,Rhs,Transpose>::InnerIterator : public _LhsNested::InnerIterator
+{
+    typedef typename _LhsNested::InnerIterator Base;
+    typedef typename SparseDenseOuterProduct::Index Index;
+  public:
+    EIGEN_STRONG_INLINE InnerIterator(const SparseDenseOuterProduct& prod, Index outer)
+      : Base(prod.lhs(), 0), m_outer(outer), m_factor(get(prod.rhs(), outer, typename internal::traits<Rhs>::StorageKind() ))
+    { }
+
+    inline Index outer() const { return m_outer; }
+    inline Index row() const { return Transpose ? m_outer : Base::index(); }
+    inline Index col() const { return Transpose ? Base::index() : m_outer; }
+
+    inline Scalar value() const { return Base::value() * m_factor; }
+
+  protected:
+    static Scalar get(const _RhsNested &rhs, Index outer, Dense = Dense())
+    {
+      return rhs.coeff(outer);
+    }
+    
+    static Scalar get(const _RhsNested &rhs, Index outer, Sparse = Sparse())
+    {
+      typename Traits::_RhsNested::InnerIterator it(rhs, outer);
+      if (it && it.index()==0)
+        return it.value();
+      
+      return Scalar(0);
+    }
+    
+    Index m_outer;
+    Scalar m_factor;
+};
+
+namespace internal {
+template<typename Lhs, typename Rhs>
+struct traits<SparseTimeDenseProduct<Lhs,Rhs> >
+ : traits<ProductBase<SparseTimeDenseProduct<Lhs,Rhs>, Lhs, Rhs> >
+{
+  typedef Dense StorageKind;
+  typedef MatrixXpr XprKind;
+};
+
+template<typename SparseLhsType, typename DenseRhsType, typename DenseResType,
+         int LhsStorageOrder = ((SparseLhsType::Flags&RowMajorBit)==RowMajorBit) ? RowMajor : ColMajor,
+         bool ColPerCol = ((DenseRhsType::Flags&RowMajorBit)==0) || DenseRhsType::ColsAtCompileTime==1>
+struct sparse_time_dense_product_impl;
+
+template<typename SparseLhsType, typename DenseRhsType, typename DenseResType>
+struct sparse_time_dense_product_impl<SparseLhsType,DenseRhsType,DenseResType, RowMajor, true>
+{
+  typedef typename internal::remove_all<SparseLhsType>::type Lhs;
+  typedef typename internal::remove_all<DenseRhsType>::type Rhs;
+  typedef typename internal::remove_all<DenseResType>::type Res;
+  typedef typename Lhs::Index Index;
+  typedef typename Lhs::InnerIterator LhsInnerIterator;
+  static void run(const SparseLhsType& lhs, const DenseRhsType& rhs, DenseResType& res, const typename Res::Scalar& alpha)
+  {
+    for(Index c=0; c<rhs.cols(); ++c)
+    {
+      Index n = lhs.outerSize();
+      for(Index j=0; j<n; ++j)
+      {
+        typename Res::Scalar tmp(0);
+        for(LhsInnerIterator it(lhs,j); it ;++it)
+          tmp += it.value() * rhs.coeff(it.index(),c);
+        res.coeffRef(j,c) += alpha * tmp;
+      }
+    }
+  }
+};
+
+template<typename SparseLhsType, typename DenseRhsType, typename DenseResType>
+struct sparse_time_dense_product_impl<SparseLhsType,DenseRhsType,DenseResType, ColMajor, true>
+{
+  typedef typename internal::remove_all<SparseLhsType>::type Lhs;
+  typedef typename internal::remove_all<DenseRhsType>::type Rhs;
+  typedef typename internal::remove_all<DenseResType>::type Res;
+  typedef typename Lhs::InnerIterator LhsInnerIterator;
+  typedef typename Lhs::Index Index;
+  static void run(const SparseLhsType& lhs, const DenseRhsType& rhs, DenseResType& res, const typename Res::Scalar& alpha)
+  {
+    for(Index c=0; c<rhs.cols(); ++c)
+    {
+      for(Index j=0; j<lhs.outerSize(); ++j)
+      {
+        typename Res::Scalar rhs_j = alpha * rhs.coeff(j,c);
+        for(LhsInnerIterator it(lhs,j); it ;++it)
+          res.coeffRef(it.index(),c) += it.value() * rhs_j;
+      }
+    }
+  }
+};
+
+template<typename SparseLhsType, typename DenseRhsType, typename DenseResType>
+struct sparse_time_dense_product_impl<SparseLhsType,DenseRhsType,DenseResType, RowMajor, false>
+{
+  typedef typename internal::remove_all<SparseLhsType>::type Lhs;
+  typedef typename internal::remove_all<DenseRhsType>::type Rhs;
+  typedef typename internal::remove_all<DenseResType>::type Res;
+  typedef typename Lhs::InnerIterator LhsInnerIterator;
+  typedef typename Lhs::Index Index;
+  static void run(const SparseLhsType& lhs, const DenseRhsType& rhs, DenseResType& res, const typename Res::Scalar& alpha)
+  {
+    for(Index j=0; j<lhs.outerSize(); ++j)
+    {
+      typename Res::RowXpr res_j(res.row(j));
+      for(LhsInnerIterator it(lhs,j); it ;++it)
+        res_j += (alpha*it.value()) * rhs.row(it.index());
+    }
+  }
+};
+
+template<typename SparseLhsType, typename DenseRhsType, typename DenseResType>
+struct sparse_time_dense_product_impl<SparseLhsType,DenseRhsType,DenseResType, ColMajor, false>
+{
+  typedef typename internal::remove_all<SparseLhsType>::type Lhs;
+  typedef typename internal::remove_all<DenseRhsType>::type Rhs;
+  typedef typename internal::remove_all<DenseResType>::type Res;
+  typedef typename Lhs::InnerIterator LhsInnerIterator;
+  typedef typename Lhs::Index Index;
+  static void run(const SparseLhsType& lhs, const DenseRhsType& rhs, DenseResType& res, const typename Res::Scalar& alpha)
+  {
+    for(Index j=0; j<lhs.outerSize(); ++j)
+    {
+      typename Rhs::ConstRowXpr rhs_j(rhs.row(j));
+      for(LhsInnerIterator it(lhs,j); it ;++it)
+        res.row(it.index()) += (alpha*it.value()) * rhs_j;
+    }
+  }
+};
+
+template<typename SparseLhsType, typename DenseRhsType, typename DenseResType,typename AlphaType>
+inline void sparse_time_dense_product(const SparseLhsType& lhs, const DenseRhsType& rhs, DenseResType& res, const AlphaType& alpha)
+{
+  sparse_time_dense_product_impl<SparseLhsType,DenseRhsType,DenseResType>::run(lhs, rhs, res, alpha);
+}
+
+} // end namespace internal
+
+template<typename Lhs, typename Rhs>
+class SparseTimeDenseProduct
+  : public ProductBase<SparseTimeDenseProduct<Lhs,Rhs>, Lhs, Rhs>
+{
+  public:
+    EIGEN_PRODUCT_PUBLIC_INTERFACE(SparseTimeDenseProduct)
+
+    SparseTimeDenseProduct(const Lhs& lhs, const Rhs& rhs) : Base(lhs,rhs)
+    {}
+
+    template<typename Dest> void scaleAndAddTo(Dest& dest, const Scalar& alpha) const
+    {
+      internal::sparse_time_dense_product(m_lhs, m_rhs, dest, alpha);
+    }
+
+  private:
+    SparseTimeDenseProduct& operator=(const SparseTimeDenseProduct&);
+};
+
+
+// dense = dense * sparse
+namespace internal {
+template<typename Lhs, typename Rhs>
+struct traits<DenseTimeSparseProduct<Lhs,Rhs> >
+ : traits<ProductBase<DenseTimeSparseProduct<Lhs,Rhs>, Lhs, Rhs> >
+{
+  typedef Dense StorageKind;
+};
+} // end namespace internal
+
+template<typename Lhs, typename Rhs>
+class DenseTimeSparseProduct
+  : public ProductBase<DenseTimeSparseProduct<Lhs,Rhs>, Lhs, Rhs>
+{
+  public:
+    EIGEN_PRODUCT_PUBLIC_INTERFACE(DenseTimeSparseProduct)
+
+    DenseTimeSparseProduct(const Lhs& lhs, const Rhs& rhs) : Base(lhs,rhs)
+    {}
+
+    template<typename Dest> void scaleAndAddTo(Dest& dest, const Scalar& alpha) const
+    {
+      Transpose<const _LhsNested> lhs_t(m_lhs);
+      Transpose<const _RhsNested> rhs_t(m_rhs);
+      Transpose<Dest> dest_t(dest);
+      internal::sparse_time_dense_product(rhs_t, lhs_t, dest_t, alpha);
+    }
+
+  private:
+    DenseTimeSparseProduct& operator=(const DenseTimeSparseProduct&);
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPARSEDENSEPRODUCT_H

3rdparty/eigen3/Eigen/src/SparseCore/SparseDiagonalProduct.h

@@ -0,0 +1,196 @@
+// 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_SPARSE_DIAGONAL_PRODUCT_H
+#define EIGEN_SPARSE_DIAGONAL_PRODUCT_H
+
+namespace Eigen { 
+
+// The product of a diagonal matrix with a sparse matrix can be easily
+// implemented using expression template.
+// We have two consider very different cases:
+// 1 - diag * row-major sparse
+//     => each inner vector <=> scalar * sparse vector product
+//     => so we can reuse CwiseUnaryOp::InnerIterator
+// 2 - diag * col-major sparse
+//     => each inner vector <=> densevector * sparse vector cwise product
+//     => again, we can reuse specialization of CwiseBinaryOp::InnerIterator
+//        for that particular case
+// The two other cases are symmetric.
+
+namespace internal {
+
+template<typename Lhs, typename Rhs>
+struct traits<SparseDiagonalProduct<Lhs, Rhs> >
+{
+  typedef typename remove_all<Lhs>::type _Lhs;
+  typedef typename remove_all<Rhs>::type _Rhs;
+  typedef typename _Lhs::Scalar Scalar;
+  typedef typename promote_index_type<typename traits<Lhs>::Index,
+                                         typename traits<Rhs>::Index>::type Index;
+  typedef Sparse StorageKind;
+  typedef MatrixXpr XprKind;
+  enum {
+    RowsAtCompileTime = _Lhs::RowsAtCompileTime,
+    ColsAtCompileTime = _Rhs::ColsAtCompileTime,
+
+    MaxRowsAtCompileTime = _Lhs::MaxRowsAtCompileTime,
+    MaxColsAtCompileTime = _Rhs::MaxColsAtCompileTime,
+
+    SparseFlags = is_diagonal<_Lhs>::ret ? int(_Rhs::Flags) : int(_Lhs::Flags),
+    Flags = (SparseFlags&RowMajorBit),
+    CoeffReadCost = Dynamic
+  };
+};
+
+enum {SDP_IsDiagonal, SDP_IsSparseRowMajor, SDP_IsSparseColMajor};
+template<typename Lhs, typename Rhs, typename SparseDiagonalProductType, int RhsMode, int LhsMode>
+class sparse_diagonal_product_inner_iterator_selector;
+
+} // end namespace internal
+
+template<typename Lhs, typename Rhs>
+class SparseDiagonalProduct
+  : public SparseMatrixBase<SparseDiagonalProduct<Lhs,Rhs> >,
+    internal::no_assignment_operator
+{
+    typedef typename Lhs::Nested LhsNested;
+    typedef typename Rhs::Nested RhsNested;
+
+    typedef typename internal::remove_all<LhsNested>::type _LhsNested;
+    typedef typename internal::remove_all<RhsNested>::type _RhsNested;
+
+    enum {
+      LhsMode = internal::is_diagonal<_LhsNested>::ret ? internal::SDP_IsDiagonal
+              : (_LhsNested::Flags&RowMajorBit) ? internal::SDP_IsSparseRowMajor : internal::SDP_IsSparseColMajor,
+      RhsMode = internal::is_diagonal<_RhsNested>::ret ? internal::SDP_IsDiagonal
+              : (_RhsNested::Flags&RowMajorBit) ? internal::SDP_IsSparseRowMajor : internal::SDP_IsSparseColMajor
+    };
+
+  public:
+
+    EIGEN_SPARSE_PUBLIC_INTERFACE(SparseDiagonalProduct)
+
+    typedef internal::sparse_diagonal_product_inner_iterator_selector
+                      <_LhsNested,_RhsNested,SparseDiagonalProduct,LhsMode,RhsMode> InnerIterator;
+    
+    // We do not want ReverseInnerIterator for diagonal-sparse products,
+    // but this dummy declaration is needed to make diag * sparse * diag compile.
+    class ReverseInnerIterator;
+
+    EIGEN_STRONG_INLINE SparseDiagonalProduct(const Lhs& lhs, const Rhs& rhs)
+      : m_lhs(lhs), m_rhs(rhs)
+    {
+      eigen_assert(lhs.cols() == rhs.rows() && "invalid sparse matrix * diagonal 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;
+};
+
+namespace internal {
+
+template<typename Lhs, typename Rhs, typename SparseDiagonalProductType>
+class sparse_diagonal_product_inner_iterator_selector
+<Lhs,Rhs,SparseDiagonalProductType,SDP_IsDiagonal,SDP_IsSparseRowMajor>
+  : public CwiseUnaryOp<scalar_multiple_op<typename Lhs::Scalar>,const Rhs>::InnerIterator
+{
+    typedef typename CwiseUnaryOp<scalar_multiple_op<typename Lhs::Scalar>,const Rhs>::InnerIterator Base;
+    typedef typename Lhs::Index Index;
+  public:
+    inline sparse_diagonal_product_inner_iterator_selector(
+              const SparseDiagonalProductType& expr, Index outer)
+      : Base(expr.rhs()*(expr.lhs().diagonal().coeff(outer)), outer)
+    {}
+};
+
+template<typename Lhs, typename Rhs, typename SparseDiagonalProductType>
+class sparse_diagonal_product_inner_iterator_selector
+<Lhs,Rhs,SparseDiagonalProductType,SDP_IsDiagonal,SDP_IsSparseColMajor>
+  : public CwiseBinaryOp<
+      scalar_product_op<typename Lhs::Scalar>,
+      const typename Rhs::ConstInnerVectorReturnType,
+      const typename Lhs::DiagonalVectorType>::InnerIterator
+{
+    typedef typename CwiseBinaryOp<
+      scalar_product_op<typename Lhs::Scalar>,
+      const typename Rhs::ConstInnerVectorReturnType,
+      const typename Lhs::DiagonalVectorType>::InnerIterator Base;
+    typedef typename Lhs::Index Index;
+    Index m_outer;
+  public:
+    inline sparse_diagonal_product_inner_iterator_selector(
+              const SparseDiagonalProductType& expr, Index outer)
+      : Base(expr.rhs().innerVector(outer) .cwiseProduct(expr.lhs().diagonal()), 0), m_outer(outer)
+    {}
+    
+    inline Index outer() const { return m_outer; }
+    inline Index col() const { return m_outer; }
+};
+
+template<typename Lhs, typename Rhs, typename SparseDiagonalProductType>
+class sparse_diagonal_product_inner_iterator_selector
+<Lhs,Rhs,SparseDiagonalProductType,SDP_IsSparseColMajor,SDP_IsDiagonal>
+  : public CwiseUnaryOp<scalar_multiple_op<typename Rhs::Scalar>,const Lhs>::InnerIterator
+{
+    typedef typename CwiseUnaryOp<scalar_multiple_op<typename Rhs::Scalar>,const Lhs>::InnerIterator Base;
+    typedef typename Lhs::Index Index;
+  public:
+    inline sparse_diagonal_product_inner_iterator_selector(
+              const SparseDiagonalProductType& expr, Index outer)
+      : Base(expr.lhs()*expr.rhs().diagonal().coeff(outer), outer)
+    {}
+};
+
+template<typename Lhs, typename Rhs, typename SparseDiagonalProductType>
+class sparse_diagonal_product_inner_iterator_selector
+<Lhs,Rhs,SparseDiagonalProductType,SDP_IsSparseRowMajor,SDP_IsDiagonal>
+  : public CwiseBinaryOp<
+      scalar_product_op<typename Rhs::Scalar>,
+      const typename Lhs::ConstInnerVectorReturnType,
+      const Transpose<const typename Rhs::DiagonalVectorType> >::InnerIterator
+{
+    typedef typename CwiseBinaryOp<
+      scalar_product_op<typename Rhs::Scalar>,
+      const typename Lhs::ConstInnerVectorReturnType,
+      const Transpose<const typename Rhs::DiagonalVectorType> >::InnerIterator Base;
+    typedef typename Lhs::Index Index;
+    Index m_outer;
+  public:
+    inline sparse_diagonal_product_inner_iterator_selector(
+              const SparseDiagonalProductType& expr, Index outer)
+      : Base(expr.lhs().innerVector(outer) .cwiseProduct(expr.rhs().diagonal().transpose()), 0), m_outer(outer)
+    {}
+    
+    inline Index outer() const { return m_outer; }
+    inline Index row() const { return m_outer; }
+};
+
+} // end namespace internal
+
+// SparseMatrixBase functions
+
+template<typename Derived>
+template<typename OtherDerived>
+const SparseDiagonalProduct<Derived,OtherDerived>
+SparseMatrixBase<Derived>::operator*(const DiagonalBase<OtherDerived> &other) const
+{
+  return SparseDiagonalProduct<Derived,OtherDerived>(this->derived(), other.derived());
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPARSE_DIAGONAL_PRODUCT_H

3rdparty/eigen3/Eigen/src/SparseCore/SparseDot.h

@@ -0,0 +1,101 @@
+// 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_SPARSE_DOT_H
+#define EIGEN_SPARSE_DOT_H
+
+namespace Eigen { 
+
+template<typename Derived>
+template<typename OtherDerived>
+typename internal::traits<Derived>::Scalar
+SparseMatrixBase<Derived>::dot(const MatrixBase<OtherDerived>& other) const
+{
+  EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived)
+  EIGEN_STATIC_ASSERT_VECTOR_ONLY(OtherDerived)
+  EIGEN_STATIC_ASSERT_SAME_VECTOR_SIZE(Derived,OtherDerived)
+  EIGEN_STATIC_ASSERT((internal::is_same<Scalar, typename OtherDerived::Scalar>::value),
+    YOU_MIXED_DIFFERENT_NUMERIC_TYPES__YOU_NEED_TO_USE_THE_CAST_METHOD_OF_MATRIXBASE_TO_CAST_NUMERIC_TYPES_EXPLICITLY)
+
+  eigen_assert(size() == other.size());
+  eigen_assert(other.size()>0 && "you are using a non initialized vector");
+
+  typename Derived::InnerIterator i(derived(),0);
+  Scalar res(0);
+  while (i)
+  {
+    res += numext::conj(i.value()) * other.coeff(i.index());
+    ++i;
+  }
+  return res;
+}
+
+template<typename Derived>
+template<typename OtherDerived>
+typename internal::traits<Derived>::Scalar
+SparseMatrixBase<Derived>::dot(const SparseMatrixBase<OtherDerived>& other) const
+{
+  EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived)
+  EIGEN_STATIC_ASSERT_VECTOR_ONLY(OtherDerived)
+  EIGEN_STATIC_ASSERT_SAME_VECTOR_SIZE(Derived,OtherDerived)
+  EIGEN_STATIC_ASSERT((internal::is_same<Scalar, typename OtherDerived::Scalar>::value),
+    YOU_MIXED_DIFFERENT_NUMERIC_TYPES__YOU_NEED_TO_USE_THE_CAST_METHOD_OF_MATRIXBASE_TO_CAST_NUMERIC_TYPES_EXPLICITLY)
+
+  eigen_assert(size() == other.size());
+
+  typedef typename Derived::Nested  Nested;
+  typedef typename OtherDerived::Nested  OtherNested;
+  typedef typename internal::remove_all<Nested>::type  NestedCleaned;
+  typedef typename internal::remove_all<OtherNested>::type  OtherNestedCleaned;
+
+  Nested nthis(derived());
+  OtherNested nother(other.derived());
+
+  typename NestedCleaned::InnerIterator i(nthis,0);
+  typename OtherNestedCleaned::InnerIterator j(nother,0);
+  Scalar res(0);
+  while (i && j)
+  {
+    if (i.index()==j.index())
+    {
+      res += numext::conj(i.value()) * j.value();
+      ++i; ++j;
+    }
+    else if (i.index()<j.index())
+      ++i;
+    else
+      ++j;
+  }
+  return res;
+}
+
+template<typename Derived>
+inline typename NumTraits<typename internal::traits<Derived>::Scalar>::Real
+SparseMatrixBase<Derived>::squaredNorm() const
+{
+  return numext::real((*this).cwiseAbs2().sum());
+}
+
+template<typename Derived>
+inline typename NumTraits<typename internal::traits<Derived>::Scalar>::Real
+SparseMatrixBase<Derived>::norm() const
+{
+  using std::sqrt;
+  return sqrt(squaredNorm());
+}
+
+template<typename Derived>
+inline typename NumTraits<typename internal::traits<Derived>::Scalar>::Real
+SparseMatrixBase<Derived>::blueNorm() const
+{
+  return internal::blueNorm_impl(*this);
+}
+} // end namespace Eigen
+
+#endif // EIGEN_SPARSE_DOT_H

3rdparty/eigen3/Eigen/src/SparseCore/SparseFuzzy.h

@@ -0,0 +1,26 @@
+// 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_SPARSE_FUZZY_H
+#define EIGEN_SPARSE_FUZZY_H
+
+// template<typename Derived>
+// template<typename OtherDerived>
+// bool SparseMatrixBase<Derived>::isApprox(
+//   const OtherDerived& other,
+//   typename NumTraits<Scalar>::Real prec
+// ) const
+// {
+//   const typename internal::nested<Derived,2>::type nested(derived());
+//   const typename internal::nested<OtherDerived,2>::type otherNested(other.derived());
+//   return    (nested - otherNested).cwise().abs2().sum()
+//          <= prec * prec * (std::min)(nested.cwise().abs2().sum(), otherNested.cwise().abs2().sum());
+// }
+
+#endif // EIGEN_SPARSE_FUZZY_H

3rdparty/eigen3/Eigen/src/SparseCore/SparseMatrixBase.h

@@ -0,0 +1,462 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2011 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_SPARSEMATRIXBASE_H
+#define EIGEN_SPARSEMATRIXBASE_H
+
+namespace Eigen { 
+
+/** \ingroup SparseCore_Module
+  *
+  * \class SparseMatrixBase
+  *
+  * \brief Base class of any sparse matrices or sparse expressions
+  *
+  * \tparam Derived
+  *
+  * This class can be extended with the help of the plugin mechanism described on the page
+  * \ref TopicCustomizingEigen by defining the preprocessor symbol \c EIGEN_SPARSEMATRIXBASE_PLUGIN.
+  */
+template<typename Derived> class SparseMatrixBase
+#ifndef EIGEN_PARSED_BY_DOXYGEN
+  : public internal::special_scalar_op_base<Derived,typename internal::traits<Derived>::Scalar,
+                                            typename NumTraits<typename internal::traits<Derived>::Scalar>::Real,
+                                            EigenBase<Derived> >
+#else
+  : public EigenBase<Derived>
+#endif // not EIGEN_PARSED_BY_DOXYGEN
+{
+  public:
+
+    typedef typename internal::traits<Derived>::Scalar Scalar;
+    typedef typename internal::packet_traits<Scalar>::type PacketScalar;
+    typedef typename internal::traits<Derived>::StorageKind StorageKind;
+    typedef typename internal::traits<Derived>::Index Index;
+    typedef typename internal::traits<Derived>::Index StorageIndex;
+    typedef typename internal::add_const_on_value_type_if_arithmetic<
+                         typename internal::packet_traits<Scalar>::type
+                     >::type PacketReturnType;
+
+    typedef SparseMatrixBase StorageBaseType;
+    
+    template<typename OtherDerived>
+    Derived& operator=(const EigenBase<OtherDerived> &other)
+    {
+      other.derived().evalTo(derived());
+      return derived();
+    }
+
+    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,
+      
+      InnerSizeAtCompileTime = int(IsVectorAtCompileTime) ? int(SizeAtCompileTime)
+                             : int(IsRowMajor) ? int(ColsAtCompileTime) : int(RowsAtCompileTime),
+
+      #ifndef EIGEN_PARSED_BY_DOXYGEN
+      _HasDirectAccess = (int(Flags)&DirectAccessBit) ? 1 : 0 // workaround sunCC
+      #endif
+    };
+
+    /** \internal the return type of MatrixBase::adjoint() */
+    typedef typename internal::conditional<NumTraits<Scalar>::IsComplex,
+                        CwiseUnaryOp<internal::scalar_conjugate_op<Scalar>, Eigen::Transpose<const Derived> >,
+                        Transpose<const Derived>
+                     >::type AdjointReturnType;
+
+
+    typedef SparseMatrix<Scalar, Flags&RowMajorBit ? RowMajor : ColMajor, Index> PlainObject;
+
+
+#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;
+
+    /** \internal the return type of coeff()
+      */
+    typedef typename internal::conditional<_HasDirectAccess, const Scalar&, Scalar>::type CoeffReturnType;
+
+    /** \internal Represents a matrix with all coefficients equal to one another*/
+    typedef CwiseNullaryOp<internal::scalar_constant_op<Scalar>,Matrix<Scalar,Dynamic,Dynamic> > ConstantReturnType;
+
+    /** 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<SparseMatrixBase*>(this)); }
+
+    typedef internal::special_scalar_op_base<Derived, Scalar, RealScalar, EigenBase<Derived> > Base;
+    using Base::operator*;
+#endif // not EIGEN_PARSED_BY_DOXYGEN
+
+#define EIGEN_CURRENT_STORAGE_BASE_CLASS Eigen::SparseMatrixBase
+#   include "../plugins/CommonCwiseUnaryOps.h"
+#   include "../plugins/CommonCwiseBinaryOps.h"
+#   include "../plugins/MatrixCwiseUnaryOps.h"
+#   include "../plugins/MatrixCwiseBinaryOps.h"
+#   include "../plugins/BlockMethods.h"
+#   ifdef EIGEN_SPARSEMATRIXBASE_PLUGIN
+#     include EIGEN_SPARSEMATRIXBASE_PLUGIN
+#   endif
+#   undef EIGEN_CURRENT_STORAGE_BASE_CLASS
+#undef EIGEN_CURRENT_STORAGE_BASE_CLASS
+
+    /** \returns the number of rows. \sa cols() */
+    inline Index rows() const { return derived().rows(); }
+    /** \returns the number of columns. \sa rows() */
+    inline Index cols() const { return derived().cols(); }
+    /** \returns the number of coefficients, which is \a rows()*cols().
+      * \sa rows(), cols(). */
+    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 true if either the number of rows or the number of columns is equal to 1.
+      * In other words, this function returns
+      * \code rows()==1 || cols()==1 \endcode
+      * \sa rows(), cols(), IsVectorAtCompileTime. */
+    inline bool isVector() const { return rows()==1 || cols()==1; }
+    /** \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(); }
+
+    SparseMatrixBase() : m_isRValue(false) { /* TODO check flags */ }
+
+    
+    template<typename OtherDerived>
+    Derived& operator=(const ReturnByValue<OtherDerived>& other)
+    {
+      other.evalTo(derived());
+      return derived();
+    }
+
+
+    template<typename OtherDerived>
+    inline Derived& operator=(const SparseMatrixBase<OtherDerived>& other)
+    {
+      return assign(other.derived());
+    }
+
+    inline Derived& operator=(const Derived& other)
+    {
+//       if (other.isRValue())
+//         derived().swap(other.const_cast_derived());
+//       else
+      return assign(other.derived());
+    }
+
+  protected:
+
+    template<typename OtherDerived>
+    inline Derived& assign(const OtherDerived& other)
+    {
+      const bool transpose = (Flags & RowMajorBit) != (OtherDerived::Flags & RowMajorBit);
+      const Index outerSize = (int(OtherDerived::Flags) & RowMajorBit) ? other.rows() : other.cols();
+      if ((!transpose) && other.isRValue())
+      {
+        // eval without temporary
+        derived().resize(other.rows(), other.cols());
+        derived().setZero();
+        derived().reserve((std::max)(this->rows(),this->cols())*2);
+        for (Index j=0; j<outerSize; ++j)
+        {
+          derived().startVec(j);
+          for (typename OtherDerived::InnerIterator it(other, j); it; ++it)
+          {
+            Scalar v = it.value();
+            derived().insertBackByOuterInner(j,it.index()) = v;
+          }
+        }
+        derived().finalize();
+      }
+      else
+      {
+        assignGeneric(other);
+      }
+      return derived();
+    }
+
+    template<typename OtherDerived>
+    inline void assignGeneric(const OtherDerived& other)
+    {
+      //const bool transpose = (Flags & RowMajorBit) != (OtherDerived::Flags & RowMajorBit);
+      eigen_assert(( ((internal::traits<Derived>::SupportedAccessPatterns&OuterRandomAccessPattern)==OuterRandomAccessPattern) ||
+                  (!((Flags & RowMajorBit) != (OtherDerived::Flags & RowMajorBit)))) &&
+                  "the transpose operation is supposed to be handled in SparseMatrix::operator=");
+
+      enum { Flip = (Flags & RowMajorBit) != (OtherDerived::Flags & RowMajorBit) };
+
+      const Index outerSize = other.outerSize();
+      //typedef typename internal::conditional<transpose, LinkedVectorMatrix<Scalar,Flags&RowMajorBit>, Derived>::type TempType;
+      // thanks to shallow copies, we always eval to a tempary
+      Derived temp(other.rows(), other.cols());
+
+      temp.reserve((std::max)(this->rows(),this->cols())*2);
+      for (Index j=0; j<outerSize; ++j)
+      {
+        temp.startVec(j);
+        for (typename OtherDerived::InnerIterator it(other.derived(), j); it; ++it)
+        {
+          Scalar v = it.value();
+          temp.insertBackByOuterInner(Flip?it.index():j,Flip?j:it.index()) = v;
+        }
+      }
+      temp.finalize();
+
+      derived() = temp.markAsRValue();
+    }
+
+  public:
+
+    template<typename Lhs, typename Rhs>
+    inline Derived& operator=(const SparseSparseProduct<Lhs,Rhs>& product);
+
+    friend std::ostream & operator << (std::ostream & s, const SparseMatrixBase& m)
+    {
+      typedef typename Derived::Nested Nested;
+      typedef typename internal::remove_all<Nested>::type NestedCleaned;
+
+      if (Flags&RowMajorBit)
+      {
+        const Nested nm(m.derived());
+        for (Index row=0; row<nm.outerSize(); ++row)
+        {
+          Index col = 0;
+          for (typename NestedCleaned::InnerIterator it(nm.derived(), row); it; ++it)
+          {
+            for ( ; col<it.index(); ++col)
+              s << "0 ";
+            s << it.value() << " ";
+            ++col;
+          }
+          for ( ; col<m.cols(); ++col)
+            s << "0 ";
+          s << std::endl;
+        }
+      }
+      else
+      {
+        const Nested nm(m.derived());
+        if (m.cols() == 1) {
+          Index row = 0;
+          for (typename NestedCleaned::InnerIterator it(nm.derived(), 0); it; ++it)
+          {
+            for ( ; row<it.index(); ++row)
+              s << "0" << std::endl;
+            s << it.value() << std::endl;
+            ++row;
+          }
+          for ( ; row<m.rows(); ++row)
+            s << "0" << std::endl;
+        }
+        else
+        {
+          SparseMatrix<Scalar, RowMajorBit, Index> trans = m;
+          s << static_cast<const SparseMatrixBase<SparseMatrix<Scalar, RowMajorBit, Index> >&>(trans);
+        }
+      }
+      return s;
+    }
+
+    template<typename OtherDerived>
+    Derived& operator+=(const SparseMatrixBase<OtherDerived>& other);
+    template<typename OtherDerived>
+    Derived& operator-=(const SparseMatrixBase<OtherDerived>& other);
+
+    Derived& operator*=(const Scalar& other);
+    Derived& operator/=(const Scalar& other);
+
+    template<typename OtherDerived> struct CwiseProductDenseReturnType {
+      typedef CwiseBinaryOp<internal::scalar_product_op<typename internal::scalar_product_traits<
+                                                          typename internal::traits<Derived>::Scalar,
+                                                          typename internal::traits<OtherDerived>::Scalar
+                                                        >::ReturnType>,
+                            const Derived,
+                            const OtherDerived
+                          > Type;
+    };
+
+    template<typename OtherDerived>
+    EIGEN_STRONG_INLINE const typename CwiseProductDenseReturnType<OtherDerived>::Type
+    cwiseProduct(const MatrixBase<OtherDerived> &other) const;
+
+    // sparse * sparse
+    template<typename OtherDerived>
+    const typename SparseSparseProductReturnType<Derived,OtherDerived>::Type
+    operator*(const SparseMatrixBase<OtherDerived> &other) const;
+
+    // sparse * diagonal
+    template<typename OtherDerived>
+    const SparseDiagonalProduct<Derived,OtherDerived>
+    operator*(const DiagonalBase<OtherDerived> &other) const;
+
+    // diagonal * sparse
+    template<typename OtherDerived> friend
+    const SparseDiagonalProduct<OtherDerived,Derived>
+    operator*(const DiagonalBase<OtherDerived> &lhs, const SparseMatrixBase& rhs)
+    { return SparseDiagonalProduct<OtherDerived,Derived>(lhs.derived(), rhs.derived()); }
+
+    /** dense * sparse (return a dense object unless it is an outer product) */
+    template<typename OtherDerived> friend
+    const typename DenseSparseProductReturnType<OtherDerived,Derived>::Type
+    operator*(const MatrixBase<OtherDerived>& lhs, const Derived& rhs)
+    { return typename DenseSparseProductReturnType<OtherDerived,Derived>::Type(lhs.derived(),rhs); }
+
+    /** sparse * dense (returns a dense object unless it is an outer product) */
+    template<typename OtherDerived>
+    const typename SparseDenseProductReturnType<Derived,OtherDerived>::Type
+    operator*(const MatrixBase<OtherDerived> &other) const
+    { return typename SparseDenseProductReturnType<Derived,OtherDerived>::Type(derived(), other.derived()); }
+    
+     /** \returns an expression of P H P^-1 where H is the matrix represented by \c *this */
+    SparseSymmetricPermutationProduct<Derived,Upper|Lower> twistedBy(const PermutationMatrix<Dynamic,Dynamic,Index>& perm) const
+    {
+      return SparseSymmetricPermutationProduct<Derived,Upper|Lower>(derived(), perm);
+    }
+
+    template<typename OtherDerived>
+    Derived& operator*=(const SparseMatrixBase<OtherDerived>& other);
+
+    #ifdef EIGEN2_SUPPORT
+    // deprecated
+    template<typename OtherDerived>
+    typename internal::plain_matrix_type_column_major<OtherDerived>::type
+    solveTriangular(const MatrixBase<OtherDerived>& other) const;
+
+    // deprecated
+    template<typename OtherDerived>
+    void solveTriangularInPlace(MatrixBase<OtherDerived>& other) const;
+    #endif // EIGEN2_SUPPORT
+
+    template<int Mode>
+    inline const SparseTriangularView<Derived, Mode> triangularView() const;
+
+    template<unsigned int UpLo> inline const SparseSelfAdjointView<Derived, UpLo> selfadjointView() const;
+    template<unsigned int UpLo> inline SparseSelfAdjointView<Derived, UpLo> selfadjointView();
+
+    template<typename OtherDerived> Scalar dot(const MatrixBase<OtherDerived>& other) const;
+    template<typename OtherDerived> Scalar dot(const SparseMatrixBase<OtherDerived>& other) const;
+    RealScalar squaredNorm() const;
+    RealScalar norm()  const;
+    RealScalar blueNorm() const;
+
+    Transpose<Derived> transpose() { return derived(); }
+    const Transpose<const Derived> transpose() const { return derived(); }
+    const AdjointReturnType adjoint() const { return transpose(); }
+
+    // inner-vector
+    typedef Block<Derived,IsRowMajor?1:Dynamic,IsRowMajor?Dynamic:1,true>       InnerVectorReturnType;
+    typedef Block<const Derived,IsRowMajor?1:Dynamic,IsRowMajor?Dynamic:1,true> ConstInnerVectorReturnType;
+    InnerVectorReturnType innerVector(Index outer);
+    const ConstInnerVectorReturnType innerVector(Index outer) const;
+
+    // set of inner-vectors
+    typedef Block<Derived,Dynamic,Dynamic,true> InnerVectorsReturnType;
+    typedef Block<const Derived,Dynamic,Dynamic,true> ConstInnerVectorsReturnType;
+    InnerVectorsReturnType innerVectors(Index outerStart, Index outerSize);
+    const ConstInnerVectorsReturnType innerVectors(Index outerStart, Index outerSize) const;
+
+    /** \internal use operator= */
+    template<typename DenseDerived>
+    void evalTo(MatrixBase<DenseDerived>& dst) const
+    {
+      dst.setZero();
+      for (Index j=0; j<outerSize(); ++j)
+        for (typename Derived::InnerIterator i(derived(),j); i; ++i)
+          dst.coeffRef(i.row(),i.col()) = i.value();
+    }
+
+    Matrix<Scalar,RowsAtCompileTime,ColsAtCompileTime> toDense() const
+    {
+      return derived();
+    }
+
+    template<typename OtherDerived>
+    bool isApprox(const SparseMatrixBase<OtherDerived>& other,
+                  const RealScalar& prec = NumTraits<Scalar>::dummy_precision()) const
+    { return toDense().isApprox(other.toDense(),prec); }
+
+    template<typename OtherDerived>
+    bool isApprox(const MatrixBase<OtherDerived>& other,
+                  const RealScalar& prec = NumTraits<Scalar>::dummy_precision()) const
+    { return toDense().isApprox(other,prec); }
+
+    /** \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.
+      */
+    inline const typename internal::eval<Derived>::type eval() const
+    { return typename internal::eval<Derived>::type(derived()); }
+
+    Scalar sum() const;
+
+  protected:
+
+    bool m_isRValue;
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPARSEMATRIXBASE_H

3rdparty/eigen3/Eigen/src/SparseCore/SparsePermutation.h

@@ -0,0 +1,148 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2012 Gael Guennebaud <gael.guennebaud@inria.fr>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_SPARSE_PERMUTATION_H
+#define EIGEN_SPARSE_PERMUTATION_H
+
+// This file implements sparse * permutation products
+
+namespace Eigen { 
+
+namespace internal {
+
+template<typename PermutationType, typename MatrixType, int Side, bool Transposed>
+struct traits<permut_sparsematrix_product_retval<PermutationType, MatrixType, Side, Transposed> >
+{
+  typedef typename remove_all<typename MatrixType::Nested>::type MatrixTypeNestedCleaned;
+  typedef typename MatrixTypeNestedCleaned::Scalar Scalar;
+  typedef typename MatrixTypeNestedCleaned::Index Index;
+  enum {
+    SrcStorageOrder = MatrixTypeNestedCleaned::Flags&RowMajorBit ? RowMajor : ColMajor,
+    MoveOuter = SrcStorageOrder==RowMajor ? Side==OnTheLeft : Side==OnTheRight
+  };
+
+  typedef typename internal::conditional<MoveOuter,
+        SparseMatrix<Scalar,SrcStorageOrder,Index>,
+        SparseMatrix<Scalar,int(SrcStorageOrder)==RowMajor?ColMajor:RowMajor,Index> >::type ReturnType;
+};
+
+template<typename PermutationType, typename MatrixType, int Side, bool Transposed>
+struct permut_sparsematrix_product_retval
+ : public ReturnByValue<permut_sparsematrix_product_retval<PermutationType, MatrixType, Side, Transposed> >
+{
+    typedef typename remove_all<typename MatrixType::Nested>::type MatrixTypeNestedCleaned;
+    typedef typename MatrixTypeNestedCleaned::Scalar Scalar;
+    typedef typename MatrixTypeNestedCleaned::Index Index;
+
+    enum {
+      SrcStorageOrder = MatrixTypeNestedCleaned::Flags&RowMajorBit ? RowMajor : ColMajor,
+      MoveOuter = SrcStorageOrder==RowMajor ? Side==OnTheLeft : Side==OnTheRight
+    };
+
+    permut_sparsematrix_product_retval(const PermutationType& perm, const MatrixType& matrix)
+      : m_permutation(perm), m_matrix(matrix)
+    {}
+
+    inline int rows() const { return m_matrix.rows(); }
+    inline int cols() const { return m_matrix.cols(); }
+
+    template<typename Dest> inline void evalTo(Dest& dst) const
+    {
+      if(MoveOuter)
+      {
+        SparseMatrix<Scalar,SrcStorageOrder,Index> tmp(m_matrix.rows(), m_matrix.cols());
+        Matrix<Index,Dynamic,1> sizes(m_matrix.outerSize());
+        for(Index j=0; j<m_matrix.outerSize(); ++j)
+        {
+          Index jp = m_permutation.indices().coeff(j);
+          sizes[((Side==OnTheLeft) ^ Transposed) ? jp : j] = m_matrix.innerVector(((Side==OnTheRight) ^ Transposed) ? jp : j).nonZeros();
+        }
+        tmp.reserve(sizes);
+        for(Index j=0; j<m_matrix.outerSize(); ++j)
+        {
+          Index jp = m_permutation.indices().coeff(j);
+          Index jsrc = ((Side==OnTheRight) ^ Transposed) ? jp : j;
+          Index jdst = ((Side==OnTheLeft) ^ Transposed) ? jp : j;
+          for(typename MatrixTypeNestedCleaned::InnerIterator it(m_matrix,jsrc); it; ++it)
+            tmp.insertByOuterInner(jdst,it.index()) = it.value();
+        }
+        dst = tmp;
+      }
+      else
+      {
+        SparseMatrix<Scalar,int(SrcStorageOrder)==RowMajor?ColMajor:RowMajor,Index> tmp(m_matrix.rows(), m_matrix.cols());
+        Matrix<Index,Dynamic,1> sizes(tmp.outerSize());
+        sizes.setZero();
+        PermutationMatrix<Dynamic,Dynamic,Index> perm;
+        if((Side==OnTheLeft) ^ Transposed)
+          perm = m_permutation;
+        else
+          perm = m_permutation.transpose();
+
+        for(Index j=0; j<m_matrix.outerSize(); ++j)
+          for(typename MatrixTypeNestedCleaned::InnerIterator it(m_matrix,j); it; ++it)
+            sizes[perm.indices().coeff(it.index())]++;
+        tmp.reserve(sizes);
+        for(Index j=0; j<m_matrix.outerSize(); ++j)
+          for(typename MatrixTypeNestedCleaned::InnerIterator it(m_matrix,j); it; ++it)
+            tmp.insertByOuterInner(perm.indices().coeff(it.index()),j) = it.value();
+        dst = tmp;
+      }
+    }
+
+  protected:
+    const PermutationType& m_permutation;
+    typename MatrixType::Nested m_matrix;
+};
+
+}
+
+
+
+/** \returns the matrix with the permutation applied to the columns
+  */
+template<typename SparseDerived, typename PermDerived>
+inline const internal::permut_sparsematrix_product_retval<PermutationBase<PermDerived>, SparseDerived, OnTheRight, false>
+operator*(const SparseMatrixBase<SparseDerived>& matrix, const PermutationBase<PermDerived>& perm)
+{
+  return internal::permut_sparsematrix_product_retval<PermutationBase<PermDerived>, SparseDerived, OnTheRight, false>(perm, matrix.derived());
+}
+
+/** \returns the matrix with the permutation applied to the rows
+  */
+template<typename SparseDerived, typename PermDerived>
+inline const internal::permut_sparsematrix_product_retval<PermutationBase<PermDerived>, SparseDerived, OnTheLeft, false>
+operator*( const PermutationBase<PermDerived>& perm, const SparseMatrixBase<SparseDerived>& matrix)
+{
+  return internal::permut_sparsematrix_product_retval<PermutationBase<PermDerived>, SparseDerived, OnTheLeft, false>(perm, matrix.derived());
+}
+
+
+
+/** \returns the matrix with the inverse permutation applied to the columns.
+  */
+template<typename SparseDerived, typename PermDerived>
+inline const internal::permut_sparsematrix_product_retval<PermutationBase<PermDerived>, SparseDerived, OnTheRight, true>
+operator*(const SparseMatrixBase<SparseDerived>& matrix, const Transpose<PermutationBase<PermDerived> >& tperm)
+{
+  return internal::permut_sparsematrix_product_retval<PermutationBase<PermDerived>, SparseDerived, OnTheRight, true>(tperm.nestedPermutation(), matrix.derived());
+}
+
+/** \returns the matrix with the inverse permutation applied to the rows.
+  */
+template<typename SparseDerived, typename PermDerived>
+inline const internal::permut_sparsematrix_product_retval<PermutationBase<PermDerived>, SparseDerived, OnTheLeft, true>
+operator*(const Transpose<PermutationBase<PermDerived> >& tperm, const SparseMatrixBase<SparseDerived>& matrix)
+{
+  return internal::permut_sparsematrix_product_retval<PermutationBase<PermDerived>, SparseDerived, OnTheLeft, true>(tperm.nestedPermutation(), matrix.derived());
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPARSE_SELFADJOINTVIEW_H

3rdparty/eigen3/Eigen/src/SparseCore/SparseProduct.h

@@ -0,0 +1,188 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2010 Gael Guennebaud <gael.guennebaud@inria.fr>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_SPARSEPRODUCT_H
+#define EIGEN_SPARSEPRODUCT_H
+
+namespace Eigen { 
+
+template<typename Lhs, typename Rhs>
+struct SparseSparseProductReturnType
+{
+  typedef typename internal::traits<Lhs>::Scalar Scalar;
+  typedef typename internal::traits<Lhs>::Index Index;
+  enum {
+    LhsRowMajor = internal::traits<Lhs>::Flags & RowMajorBit,
+    RhsRowMajor = internal::traits<Rhs>::Flags & RowMajorBit,
+    TransposeRhs = (!LhsRowMajor) && RhsRowMajor,
+    TransposeLhs = LhsRowMajor && (!RhsRowMajor)
+  };
+
+  typedef typename internal::conditional<TransposeLhs,
+    SparseMatrix<Scalar,0,Index>,
+    typename internal::nested<Lhs,Rhs::RowsAtCompileTime>::type>::type LhsNested;
+
+  typedef typename internal::conditional<TransposeRhs,
+    SparseMatrix<Scalar,0,Index>,
+    typename internal::nested<Rhs,Lhs::RowsAtCompileTime>::type>::type RhsNested;
+
+  typedef SparseSparseProduct<LhsNested, RhsNested> Type;
+};
+
+namespace internal {
+template<typename LhsNested, typename RhsNested>
+struct traits<SparseSparseProduct<LhsNested, RhsNested> >
+{
+  typedef MatrixXpr XprKind;
+  // clean the nested types:
+  typedef typename remove_all<LhsNested>::type _LhsNested;
+  typedef typename remove_all<RhsNested>::type _RhsNested;
+  typedef typename _LhsNested::Scalar Scalar;
+  typedef typename promote_index_type<typename traits<_LhsNested>::Index,
+                                         typename traits<_RhsNested>::Index>::type Index;
+
+  enum {
+    LhsCoeffReadCost = _LhsNested::CoeffReadCost,
+    RhsCoeffReadCost = _RhsNested::CoeffReadCost,
+    LhsFlags = _LhsNested::Flags,
+    RhsFlags = _RhsNested::Flags,
+
+    RowsAtCompileTime    = _LhsNested::RowsAtCompileTime,
+    ColsAtCompileTime    = _RhsNested::ColsAtCompileTime,
+    MaxRowsAtCompileTime = _LhsNested::MaxRowsAtCompileTime,
+    MaxColsAtCompileTime = _RhsNested::MaxColsAtCompileTime,
+
+    InnerSize = EIGEN_SIZE_MIN_PREFER_FIXED(_LhsNested::ColsAtCompileTime, _RhsNested::RowsAtCompileTime),
+
+    EvalToRowMajor = (RhsFlags & LhsFlags & RowMajorBit),
+
+    RemovedBits = ~(EvalToRowMajor ? 0 : RowMajorBit),
+
+    Flags = (int(LhsFlags | RhsFlags) & HereditaryBits & RemovedBits)
+          | EvalBeforeAssigningBit
+          | EvalBeforeNestingBit,
+
+    CoeffReadCost = Dynamic
+  };
+
+  typedef Sparse StorageKind;
+};
+
+} // end namespace internal
+
+template<typename LhsNested, typename RhsNested>
+class SparseSparseProduct : internal::no_assignment_operator,
+  public SparseMatrixBase<SparseSparseProduct<LhsNested, RhsNested> >
+{
+  public:
+
+    typedef SparseMatrixBase<SparseSparseProduct> Base;
+    EIGEN_DENSE_PUBLIC_INTERFACE(SparseSparseProduct)
+
+  private:
+
+    typedef typename internal::traits<SparseSparseProduct>::_LhsNested _LhsNested;
+    typedef typename internal::traits<SparseSparseProduct>::_RhsNested _RhsNested;
+
+  public:
+
+    template<typename Lhs, typename Rhs>
+    EIGEN_STRONG_INLINE SparseSparseProduct(const Lhs& lhs, const Rhs& rhs)
+      : m_lhs(lhs), m_rhs(rhs), m_tolerance(0), m_conservative(true)
+    {
+      init();
+    }
+
+    template<typename Lhs, typename Rhs>
+    EIGEN_STRONG_INLINE SparseSparseProduct(const Lhs& lhs, const Rhs& rhs, const RealScalar& tolerance)
+      : m_lhs(lhs), m_rhs(rhs), m_tolerance(tolerance), m_conservative(false)
+    {
+      init();
+    }
+
+    SparseSparseProduct pruned(const Scalar& reference = 0, const RealScalar& epsilon = NumTraits<RealScalar>::dummy_precision()) const
+    {
+      using std::abs;
+      return SparseSparseProduct(m_lhs,m_rhs,abs(reference)*epsilon);
+    }
+
+    template<typename Dest>
+    void evalTo(Dest& result) const
+    {
+      if(m_conservative)
+        internal::conservative_sparse_sparse_product_selector<_LhsNested, _RhsNested, Dest>::run(lhs(),rhs(),result);
+      else
+        internal::sparse_sparse_product_with_pruning_selector<_LhsNested, _RhsNested, Dest>::run(lhs(),rhs(),result,m_tolerance);
+    }
+
+    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:
+    void init()
+    {
+      eigen_assert(m_lhs.cols() == m_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)
+    }
+
+    LhsNested m_lhs;
+    RhsNested m_rhs;
+    RealScalar m_tolerance;
+    bool m_conservative;
+};
+
+// sparse = sparse * sparse
+template<typename Derived>
+template<typename Lhs, typename Rhs>
+inline Derived& SparseMatrixBase<Derived>::operator=(const SparseSparseProduct<Lhs,Rhs>& product)
+{
+  product.evalTo(derived());
+  return derived();
+}
+
+/** \returns an expression of the product of two sparse matrices.
+  * By default a conservative product preserving the symbolic non zeros is performed.
+  * The automatic pruning of the small values can be achieved by calling the pruned() function
+  * in which case a totally different product algorithm is employed:
+  * \code
+  * C = (A*B).pruned();             // supress numerical zeros (exact)
+  * C = (A*B).pruned(ref);
+  * C = (A*B).pruned(ref,epsilon);
+  * \endcode
+  * where \c ref is a meaningful non zero reference value.
+  * */
+template<typename Derived>
+template<typename OtherDerived>
+inline const typename SparseSparseProductReturnType<Derived,OtherDerived>::Type
+SparseMatrixBase<Derived>::operator*(const SparseMatrixBase<OtherDerived> &other) const
+{
+  return typename SparseSparseProductReturnType<Derived,OtherDerived>::Type(derived(), other.derived());
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPARSEPRODUCT_H

3rdparty/eigen3/Eigen/src/SparseCore/SparseRedux.h

@@ -0,0 +1,48 @@
+// 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_SPARSEREDUX_H
+#define EIGEN_SPARSEREDUX_H
+
+namespace Eigen { 
+
+template<typename Derived>
+typename internal::traits<Derived>::Scalar
+SparseMatrixBase<Derived>::sum() const
+{
+  eigen_assert(rows()>0 && cols()>0 && "you are using a non initialized matrix");
+  Scalar res(0);
+  for (Index j=0; j<outerSize(); ++j)
+    for (typename Derived::InnerIterator iter(derived(),j); iter; ++iter)
+      res += iter.value();
+  return res;
+}
+
+template<typename _Scalar, int _Options, typename _Index>
+typename internal::traits<SparseMatrix<_Scalar,_Options,_Index> >::Scalar
+SparseMatrix<_Scalar,_Options,_Index>::sum() const
+{
+  eigen_assert(rows()>0 && cols()>0 && "you are using a non initialized matrix");
+  if(this->isCompressed())
+    return Matrix<Scalar,1,Dynamic>::Map(m_data.valuePtr(), m_data.size()).sum();
+  else
+    return Base::sum();
+}
+
+template<typename _Scalar, int _Options, typename _Index>
+typename internal::traits<SparseVector<_Scalar,_Options, _Index> >::Scalar
+SparseVector<_Scalar,_Options,_Index>::sum() const
+{
+  eigen_assert(rows()>0 && cols()>0 && "you are using a non initialized matrix");
+  return Matrix<Scalar,1,Dynamic>::Map(m_data.valuePtr(), m_data.size()).sum();
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPARSEREDUX_H

3rdparty/eigen3/Eigen/src/SparseCore/SparseSelfAdjointView.h

@@ -0,0 +1,507 @@
+// 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_SPARSE_SELFADJOINTVIEW_H
+#define EIGEN_SPARSE_SELFADJOINTVIEW_H
+
+namespace Eigen { 
+
+/** \ingroup SparseCore_Module
+  * \class SparseSelfAdjointView
+  *
+  * \brief Pseudo expression to manipulate a triangular sparse matrix as a selfadjoint matrix.
+  *
+  * \param MatrixType the type of the dense matrix storing the coefficients
+  * \param UpLo can be either \c #Lower or \c #Upper
+  *
+  * This class is an expression of a sefladjoint matrix from a triangular part of a matrix
+  * with given dense storage of the coefficients. It is the return type of MatrixBase::selfadjointView()
+  * and most of the time this is the only way that it is used.
+  *
+  * \sa SparseMatrixBase::selfadjointView()
+  */
+template<typename Lhs, typename Rhs, int UpLo>
+class SparseSelfAdjointTimeDenseProduct;
+
+template<typename Lhs, typename Rhs, int UpLo>
+class DenseTimeSparseSelfAdjointProduct;
+
+namespace internal {
+  
+template<typename MatrixType, unsigned int UpLo>
+struct traits<SparseSelfAdjointView<MatrixType,UpLo> > : traits<MatrixType> {
+};
+
+template<int SrcUpLo,int DstUpLo,typename MatrixType,int DestOrder>
+void permute_symm_to_symm(const MatrixType& mat, SparseMatrix<typename MatrixType::Scalar,DestOrder,typename MatrixType::Index>& _dest, const typename MatrixType::Index* perm = 0);
+
+template<int UpLo,typename MatrixType,int DestOrder>
+void permute_symm_to_fullsymm(const MatrixType& mat, SparseMatrix<typename MatrixType::Scalar,DestOrder,typename MatrixType::Index>& _dest, const typename MatrixType::Index* perm = 0);
+
+}
+
+template<typename MatrixType, unsigned int UpLo> class SparseSelfAdjointView
+  : public EigenBase<SparseSelfAdjointView<MatrixType,UpLo> >
+{
+  public:
+
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename MatrixType::Index Index;
+    typedef Matrix<Index,Dynamic,1> VectorI;
+    typedef typename MatrixType::Nested MatrixTypeNested;
+    typedef typename internal::remove_all<MatrixTypeNested>::type _MatrixTypeNested;
+
+    inline SparseSelfAdjointView(const MatrixType& matrix) : m_matrix(matrix)
+    {
+      eigen_assert(rows()==cols() && "SelfAdjointView is only for squared matrices");
+    }
+
+    inline Index rows() const { return m_matrix.rows(); }
+    inline Index cols() const { return m_matrix.cols(); }
+
+    /** \internal \returns a reference to the nested matrix */
+    const _MatrixTypeNested& matrix() const { return m_matrix; }
+    _MatrixTypeNested& matrix() { return m_matrix.const_cast_derived(); }
+
+    /** \returns an expression of the matrix product between a sparse self-adjoint matrix \c *this and a sparse matrix \a rhs.
+      *
+      * Note that there is no algorithmic advantage of performing such a product compared to a general sparse-sparse matrix product.
+      * Indeed, the SparseSelfadjointView operand is first copied into a temporary SparseMatrix before computing the product.
+      */
+    template<typename OtherDerived>
+    SparseSparseProduct<typename OtherDerived::PlainObject, OtherDerived>
+    operator*(const SparseMatrixBase<OtherDerived>& rhs) const
+    {
+      return SparseSparseProduct<typename OtherDerived::PlainObject, OtherDerived>(*this, rhs.derived());
+    }
+
+    /** \returns an expression of the matrix product between a sparse matrix \a lhs and a sparse self-adjoint matrix \a rhs.
+      *
+      * Note that there is no algorithmic advantage of performing such a product compared to a general sparse-sparse matrix product.
+      * Indeed, the SparseSelfadjointView operand is first copied into a temporary SparseMatrix before computing the product.
+      */
+    template<typename OtherDerived> friend
+    SparseSparseProduct<OtherDerived, typename OtherDerived::PlainObject >
+    operator*(const SparseMatrixBase<OtherDerived>& lhs, const SparseSelfAdjointView& rhs)
+    {
+      return SparseSparseProduct<OtherDerived, typename OtherDerived::PlainObject>(lhs.derived(), rhs);
+    }
+    
+    /** Efficient sparse self-adjoint matrix times dense vector/matrix product */
+    template<typename OtherDerived>
+    SparseSelfAdjointTimeDenseProduct<MatrixType,OtherDerived,UpLo>
+    operator*(const MatrixBase<OtherDerived>& rhs) const
+    {
+      return SparseSelfAdjointTimeDenseProduct<MatrixType,OtherDerived,UpLo>(m_matrix, rhs.derived());
+    }
+
+    /** Efficient dense vector/matrix times sparse self-adjoint matrix product */
+    template<typename OtherDerived> friend
+    DenseTimeSparseSelfAdjointProduct<OtherDerived,MatrixType,UpLo>
+    operator*(const MatrixBase<OtherDerived>& lhs, const SparseSelfAdjointView& rhs)
+    {
+      return DenseTimeSparseSelfAdjointProduct<OtherDerived,_MatrixTypeNested,UpLo>(lhs.derived(), rhs.m_matrix);
+    }
+
+    /** Perform a symmetric rank K update of the selfadjoint matrix \c *this:
+      * \f$ this = this + \alpha ( u u^* ) \f$ where \a u is a vector or matrix.
+      *
+      * \returns a reference to \c *this
+      *
+      * To perform \f$ this = this + \alpha ( u^* u ) \f$ you can simply
+      * call this function with u.adjoint().
+      */
+    template<typename DerivedU>
+    SparseSelfAdjointView& rankUpdate(const SparseMatrixBase<DerivedU>& u, const Scalar& alpha = Scalar(1));
+    
+    /** \internal triggered by sparse_matrix = SparseSelfadjointView; */
+    template<typename DestScalar,int StorageOrder> void evalTo(SparseMatrix<DestScalar,StorageOrder,Index>& _dest) const
+    {
+      internal::permute_symm_to_fullsymm<UpLo>(m_matrix, _dest);
+    }
+    
+    template<typename DestScalar> void evalTo(DynamicSparseMatrix<DestScalar,ColMajor,Index>& _dest) const
+    {
+      // TODO directly evaluate into _dest;
+      SparseMatrix<DestScalar,ColMajor,Index> tmp(_dest.rows(),_dest.cols());
+      internal::permute_symm_to_fullsymm<UpLo>(m_matrix, tmp);
+      _dest = tmp;
+    }
+    
+    /** \returns an expression of P H P^-1 */
+    SparseSymmetricPermutationProduct<_MatrixTypeNested,UpLo> twistedBy(const PermutationMatrix<Dynamic,Dynamic,Index>& perm) const
+    {
+      return SparseSymmetricPermutationProduct<_MatrixTypeNested,UpLo>(m_matrix, perm);
+    }
+    
+    template<typename SrcMatrixType,int SrcUpLo>
+    SparseSelfAdjointView& operator=(const SparseSymmetricPermutationProduct<SrcMatrixType,SrcUpLo>& permutedMatrix)
+    {
+      permutedMatrix.evalTo(*this);
+      return *this;
+    }
+
+
+    SparseSelfAdjointView& operator=(const SparseSelfAdjointView& src)
+    {
+      PermutationMatrix<Dynamic> pnull;
+      return *this = src.twistedBy(pnull);
+    }
+
+    template<typename SrcMatrixType,unsigned int SrcUpLo>
+    SparseSelfAdjointView& operator=(const SparseSelfAdjointView<SrcMatrixType,SrcUpLo>& src)
+    {
+      PermutationMatrix<Dynamic> pnull;
+      return *this = src.twistedBy(pnull);
+    }
+    
+
+    // const SparseLLT<PlainObject, UpLo> llt() const;
+    // const SparseLDLT<PlainObject, UpLo> ldlt() const;
+
+  protected:
+
+    typename MatrixType::Nested m_matrix;
+    mutable VectorI m_countPerRow;
+    mutable VectorI m_countPerCol;
+};
+
+/***************************************************************************
+* Implementation of SparseMatrixBase methods
+***************************************************************************/
+
+template<typename Derived>
+template<unsigned int UpLo>
+const SparseSelfAdjointView<Derived, UpLo> SparseMatrixBase<Derived>::selfadjointView() const
+{
+  return derived();
+}
+
+template<typename Derived>
+template<unsigned int UpLo>
+SparseSelfAdjointView<Derived, UpLo> SparseMatrixBase<Derived>::selfadjointView()
+{
+  return derived();
+}
+
+/***************************************************************************
+* Implementation of SparseSelfAdjointView methods
+***************************************************************************/
+
+template<typename MatrixType, unsigned int UpLo>
+template<typename DerivedU>
+SparseSelfAdjointView<MatrixType,UpLo>&
+SparseSelfAdjointView<MatrixType,UpLo>::rankUpdate(const SparseMatrixBase<DerivedU>& u, const Scalar& alpha)
+{
+  SparseMatrix<Scalar,MatrixType::Flags&RowMajorBit?RowMajor:ColMajor> tmp = u * u.adjoint();
+  if(alpha==Scalar(0))
+    m_matrix.const_cast_derived() = tmp.template triangularView<UpLo>();
+  else
+    m_matrix.const_cast_derived() += alpha * tmp.template triangularView<UpLo>();
+
+  return *this;
+}
+
+/***************************************************************************
+* Implementation of sparse self-adjoint time dense matrix
+***************************************************************************/
+
+namespace internal {
+template<typename Lhs, typename Rhs, int UpLo>
+struct traits<SparseSelfAdjointTimeDenseProduct<Lhs,Rhs,UpLo> >
+ : traits<ProductBase<SparseSelfAdjointTimeDenseProduct<Lhs,Rhs,UpLo>, Lhs, Rhs> >
+{
+  typedef Dense StorageKind;
+};
+}
+
+template<typename Lhs, typename Rhs, int UpLo>
+class SparseSelfAdjointTimeDenseProduct
+  : public ProductBase<SparseSelfAdjointTimeDenseProduct<Lhs,Rhs,UpLo>, Lhs, Rhs>
+{
+  public:
+    EIGEN_PRODUCT_PUBLIC_INTERFACE(SparseSelfAdjointTimeDenseProduct)
+
+    SparseSelfAdjointTimeDenseProduct(const Lhs& lhs, const Rhs& rhs) : Base(lhs,rhs)
+    {}
+
+    template<typename Dest> void scaleAndAddTo(Dest& dest, const Scalar& alpha) const
+    {
+      EIGEN_ONLY_USED_FOR_DEBUG(alpha);
+      // TODO use alpha
+      eigen_assert(alpha==Scalar(1) && "alpha != 1 is not implemented yet, sorry");
+      typedef typename internal::remove_all<Lhs>::type _Lhs;
+      typedef typename _Lhs::InnerIterator LhsInnerIterator;
+      enum {
+        LhsIsRowMajor = (_Lhs::Flags&RowMajorBit)==RowMajorBit,
+        ProcessFirstHalf =
+                 ((UpLo&(Upper|Lower))==(Upper|Lower))
+              || ( (UpLo&Upper) && !LhsIsRowMajor)
+              || ( (UpLo&Lower) && LhsIsRowMajor),
+        ProcessSecondHalf = !ProcessFirstHalf
+      };
+      for (Index j=0; j<m_lhs.outerSize(); ++j)
+      {
+        LhsInnerIterator i(m_lhs,j);
+        if (ProcessSecondHalf)
+        {
+          while (i && i.index()<j) ++i;
+          if(i && i.index()==j)
+          {
+            dest.row(j) += i.value() * m_rhs.row(j);
+            ++i;
+          }
+        }
+        for(; (ProcessFirstHalf ? i && i.index() < j : i) ; ++i)
+        {
+          Index a = LhsIsRowMajor ? j : i.index();
+          Index b = LhsIsRowMajor ? i.index() : j;
+          typename Lhs::Scalar v = i.value();
+          dest.row(a) += (v) * m_rhs.row(b);
+          dest.row(b) += numext::conj(v) * m_rhs.row(a);
+        }
+        if (ProcessFirstHalf && i && (i.index()==j))
+          dest.row(j) += i.value() * m_rhs.row(j);
+      }
+    }
+
+  private:
+    SparseSelfAdjointTimeDenseProduct& operator=(const SparseSelfAdjointTimeDenseProduct&);
+};
+
+namespace internal {
+template<typename Lhs, typename Rhs, int UpLo>
+struct traits<DenseTimeSparseSelfAdjointProduct<Lhs,Rhs,UpLo> >
+ : traits<ProductBase<DenseTimeSparseSelfAdjointProduct<Lhs,Rhs,UpLo>, Lhs, Rhs> >
+{};
+}
+
+template<typename Lhs, typename Rhs, int UpLo>
+class DenseTimeSparseSelfAdjointProduct
+  : public ProductBase<DenseTimeSparseSelfAdjointProduct<Lhs,Rhs,UpLo>, Lhs, Rhs>
+{
+  public:
+    EIGEN_PRODUCT_PUBLIC_INTERFACE(DenseTimeSparseSelfAdjointProduct)
+
+    DenseTimeSparseSelfAdjointProduct(const Lhs& lhs, const Rhs& rhs) : Base(lhs,rhs)
+    {}
+
+    template<typename Dest> void scaleAndAddTo(Dest& /*dest*/, const Scalar& /*alpha*/) const
+    {
+      // TODO
+    }
+
+  private:
+    DenseTimeSparseSelfAdjointProduct& operator=(const DenseTimeSparseSelfAdjointProduct&);
+};
+
+/***************************************************************************
+* Implementation of symmetric copies and permutations
+***************************************************************************/
+namespace internal {
+  
+template<typename MatrixType, int UpLo>
+struct traits<SparseSymmetricPermutationProduct<MatrixType,UpLo> > : traits<MatrixType> {
+};
+
+template<int UpLo,typename MatrixType,int DestOrder>
+void permute_symm_to_fullsymm(const MatrixType& mat, SparseMatrix<typename MatrixType::Scalar,DestOrder,typename MatrixType::Index>& _dest, const typename MatrixType::Index* perm)
+{
+  typedef typename MatrixType::Index Index;
+  typedef typename MatrixType::Scalar Scalar;
+  typedef SparseMatrix<Scalar,DestOrder,Index> Dest;
+  typedef Matrix<Index,Dynamic,1> VectorI;
+  
+  Dest& dest(_dest.derived());
+  enum {
+    StorageOrderMatch = int(Dest::IsRowMajor) == int(MatrixType::IsRowMajor)
+  };
+  
+  Index size = mat.rows();
+  VectorI count;
+  count.resize(size);
+  count.setZero();
+  dest.resize(size,size);
+  for(Index j = 0; j<size; ++j)
+  {
+    Index jp = perm ? perm[j] : j;
+    for(typename MatrixType::InnerIterator it(mat,j); it; ++it)
+    {
+      Index i = it.index();
+      Index r = it.row();
+      Index c = it.col();
+      Index ip = perm ? perm[i] : i;
+      if(UpLo==(Upper|Lower))
+        count[StorageOrderMatch ? jp : ip]++;
+      else if(r==c)
+        count[ip]++;
+      else if(( UpLo==Lower && r>c) || ( UpLo==Upper && r<c))
+      {
+        count[ip]++;
+        count[jp]++;
+      }
+    }
+  }
+  Index nnz = count.sum();
+  
+  // reserve space
+  dest.resizeNonZeros(nnz);
+  dest.outerIndexPtr()[0] = 0;
+  for(Index j=0; j<size; ++j)
+    dest.outerIndexPtr()[j+1] = dest.outerIndexPtr()[j] + count[j];
+  for(Index j=0; j<size; ++j)
+    count[j] = dest.outerIndexPtr()[j];
+  
+  // copy data
+  for(Index j = 0; j<size; ++j)
+  {
+    for(typename MatrixType::InnerIterator it(mat,j); it; ++it)
+    {
+      Index i = it.index();
+      Index r = it.row();
+      Index c = it.col();
+      
+      Index jp = perm ? perm[j] : j;
+      Index ip = perm ? perm[i] : i;
+      
+      if(UpLo==(Upper|Lower))
+      {
+        Index k = count[StorageOrderMatch ? jp : ip]++;
+        dest.innerIndexPtr()[k] = StorageOrderMatch ? ip : jp;
+        dest.valuePtr()[k] = it.value();
+      }
+      else if(r==c)
+      {
+        Index k = count[ip]++;
+        dest.innerIndexPtr()[k] = ip;
+        dest.valuePtr()[k] = it.value();
+      }
+      else if(( (UpLo&Lower)==Lower && r>c) || ( (UpLo&Upper)==Upper && r<c))
+      {
+        if(!StorageOrderMatch)
+          std::swap(ip,jp);
+        Index k = count[jp]++;
+        dest.innerIndexPtr()[k] = ip;
+        dest.valuePtr()[k] = it.value();
+        k = count[ip]++;
+        dest.innerIndexPtr()[k] = jp;
+        dest.valuePtr()[k] = numext::conj(it.value());
+      }
+    }
+  }
+}
+
+template<int _SrcUpLo,int _DstUpLo,typename MatrixType,int DstOrder>
+void permute_symm_to_symm(const MatrixType& mat, SparseMatrix<typename MatrixType::Scalar,DstOrder,typename MatrixType::Index>& _dest, const typename MatrixType::Index* perm)
+{
+  typedef typename MatrixType::Index Index;
+  typedef typename MatrixType::Scalar Scalar;
+  SparseMatrix<Scalar,DstOrder,Index>& dest(_dest.derived());
+  typedef Matrix<Index,Dynamic,1> VectorI;
+  enum {
+    SrcOrder = MatrixType::IsRowMajor ? RowMajor : ColMajor,
+    StorageOrderMatch = int(SrcOrder) == int(DstOrder),
+    DstUpLo = DstOrder==RowMajor ? (_DstUpLo==Upper ? Lower : Upper) : _DstUpLo,
+    SrcUpLo = SrcOrder==RowMajor ? (_SrcUpLo==Upper ? Lower : Upper) : _SrcUpLo
+  };
+  
+  Index size = mat.rows();
+  VectorI count(size);
+  count.setZero();
+  dest.resize(size,size);
+  for(Index j = 0; j<size; ++j)
+  {
+    Index jp = perm ? perm[j] : j;
+    for(typename MatrixType::InnerIterator it(mat,j); it; ++it)
+    {
+      Index i = it.index();
+      if((int(SrcUpLo)==int(Lower) && i<j) || (int(SrcUpLo)==int(Upper) && i>j))
+        continue;
+                  
+      Index ip = perm ? perm[i] : i;
+      count[int(DstUpLo)==int(Lower) ? (std::min)(ip,jp) : (std::max)(ip,jp)]++;
+    }
+  }
+  dest.outerIndexPtr()[0] = 0;
+  for(Index j=0; j<size; ++j)
+    dest.outerIndexPtr()[j+1] = dest.outerIndexPtr()[j] + count[j];
+  dest.resizeNonZeros(dest.outerIndexPtr()[size]);
+  for(Index j=0; j<size; ++j)
+    count[j] = dest.outerIndexPtr()[j];
+  
+  for(Index j = 0; j<size; ++j)
+  {
+    
+    for(typename MatrixType::InnerIterator it(mat,j); it; ++it)
+    {
+      Index i = it.index();
+      if((int(SrcUpLo)==int(Lower) && i<j) || (int(SrcUpLo)==int(Upper) && i>j))
+        continue;
+                  
+      Index jp = perm ? perm[j] : j;
+      Index ip = perm? perm[i] : i;
+      
+      Index k = count[int(DstUpLo)==int(Lower) ? (std::min)(ip,jp) : (std::max)(ip,jp)]++;
+      dest.innerIndexPtr()[k] = int(DstUpLo)==int(Lower) ? (std::max)(ip,jp) : (std::min)(ip,jp);
+      
+      if(!StorageOrderMatch) std::swap(ip,jp);
+      if( ((int(DstUpLo)==int(Lower) && ip<jp) || (int(DstUpLo)==int(Upper) && ip>jp)))
+        dest.valuePtr()[k] = numext::conj(it.value());
+      else
+        dest.valuePtr()[k] = it.value();
+    }
+  }
+}
+
+}
+
+template<typename MatrixType,int UpLo>
+class SparseSymmetricPermutationProduct
+  : public EigenBase<SparseSymmetricPermutationProduct<MatrixType,UpLo> >
+{
+  public:
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename MatrixType::Index Index;
+  protected:
+    typedef PermutationMatrix<Dynamic,Dynamic,Index> Perm;
+  public:
+    typedef Matrix<Index,Dynamic,1> VectorI;
+    typedef typename MatrixType::Nested MatrixTypeNested;
+    typedef typename internal::remove_all<MatrixTypeNested>::type _MatrixTypeNested;
+    
+    SparseSymmetricPermutationProduct(const MatrixType& mat, const Perm& perm)
+      : m_matrix(mat), m_perm(perm)
+    {}
+    
+    inline Index rows() const { return m_matrix.rows(); }
+    inline Index cols() const { return m_matrix.cols(); }
+    
+    template<typename DestScalar, int Options, typename DstIndex>
+    void evalTo(SparseMatrix<DestScalar,Options,DstIndex>& _dest) const
+    {
+//       internal::permute_symm_to_fullsymm<UpLo>(m_matrix,_dest,m_perm.indices().data());
+      SparseMatrix<DestScalar,(Options&RowMajor)==RowMajor ? ColMajor : RowMajor, DstIndex> tmp;
+      internal::permute_symm_to_fullsymm<UpLo>(m_matrix,tmp,m_perm.indices().data());
+      _dest = tmp;
+    }
+    
+    template<typename DestType,unsigned int DestUpLo> void evalTo(SparseSelfAdjointView<DestType,DestUpLo>& dest) const
+    {
+      internal::permute_symm_to_symm<UpLo,DestUpLo>(m_matrix,dest.matrix(),m_perm.indices().data());
+    }
+    
+  protected:
+    MatrixTypeNested m_matrix;
+    const Perm& m_perm;
+
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPARSE_SELFADJOINTVIEW_H

3rdparty/eigen3/Eigen/src/SparseCore/SparseSparseProductWithPruning.h

@@ -0,0 +1,150 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2011 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_SPARSESPARSEPRODUCTWITHPRUNING_H
+#define EIGEN_SPARSESPARSEPRODUCTWITHPRUNING_H
+
+namespace Eigen { 
+
+namespace internal {
+
+
+// perform a pseudo in-place sparse * sparse product assuming all matrices are col major
+template<typename Lhs, typename Rhs, typename ResultType>
+static void sparse_sparse_product_with_pruning_impl(const Lhs& lhs, const Rhs& rhs, ResultType& res, const typename ResultType::RealScalar& tolerance)
+{
+  // return sparse_sparse_product_with_pruning_impl2(lhs,rhs,res);
+
+  typedef typename remove_all<Lhs>::type::Scalar Scalar;
+  typedef typename remove_all<Lhs>::type::Index Index;
+
+  // make sure to call innerSize/outerSize since we fake the storage order.
+  Index rows = lhs.innerSize();
+  Index cols = rhs.outerSize();
+  //Index size = lhs.outerSize();
+  eigen_assert(lhs.outerSize() == rhs.innerSize());
+
+  // allocate a temporary buffer
+  AmbiVector<Scalar,Index> tempVector(rows);
+
+  // estimate the number of non zero entries
+  // given a rhs column containing Y non zeros, we assume that the respective Y columns
+  // of the lhs differs in average of one non zeros, thus the number of non zeros for
+  // the product of a rhs column with the lhs is X+Y where X is the average number of non zero
+  // per column of the lhs.
+  // Therefore, we have nnz(lhs*rhs) = nnz(lhs) + nnz(rhs)
+  Index estimated_nnz_prod = lhs.nonZeros() + rhs.nonZeros();
+
+  // mimics a resizeByInnerOuter:
+  if(ResultType::IsRowMajor)
+    res.resize(cols, rows);
+  else
+    res.resize(rows, cols);
+
+  res.reserve(estimated_nnz_prod);
+  double ratioColRes = double(estimated_nnz_prod)/(double(lhs.rows())*double(rhs.cols()));
+  for (Index j=0; j<cols; ++j)
+  {
+    // FIXME:
+    //double ratioColRes = (double(rhs.innerVector(j).nonZeros()) + double(lhs.nonZeros())/double(lhs.cols()))/double(lhs.rows());
+    // let's do a more accurate determination of the nnz ratio for the current column j of res
+    tempVector.init(ratioColRes);
+    tempVector.setZero();
+    for (typename Rhs::InnerIterator rhsIt(rhs, j); rhsIt; ++rhsIt)
+    {
+      // FIXME should be written like this: tmp += rhsIt.value() * lhs.col(rhsIt.index())
+      tempVector.restart();
+      Scalar x = rhsIt.value();
+      for (typename Lhs::InnerIterator lhsIt(lhs, rhsIt.index()); lhsIt; ++lhsIt)
+      {
+        tempVector.coeffRef(lhsIt.index()) += lhsIt.value() * x;
+      }
+    }
+    res.startVec(j);
+    for (typename AmbiVector<Scalar,Index>::Iterator it(tempVector,tolerance); it; ++it)
+      res.insertBackByOuterInner(j,it.index()) = it.value();
+  }
+  res.finalize();
+}
+
+template<typename Lhs, typename Rhs, typename ResultType,
+  int LhsStorageOrder = traits<Lhs>::Flags&RowMajorBit,
+  int RhsStorageOrder = traits<Rhs>::Flags&RowMajorBit,
+  int ResStorageOrder = traits<ResultType>::Flags&RowMajorBit>
+struct sparse_sparse_product_with_pruning_selector;
+
+template<typename Lhs, typename Rhs, typename ResultType>
+struct sparse_sparse_product_with_pruning_selector<Lhs,Rhs,ResultType,ColMajor,ColMajor,ColMajor>
+{
+  typedef typename traits<typename remove_all<Lhs>::type>::Scalar Scalar;
+  typedef typename ResultType::RealScalar RealScalar;
+
+  static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res, const RealScalar& tolerance)
+  {
+    typename remove_all<ResultType>::type _res(res.rows(), res.cols());
+    internal::sparse_sparse_product_with_pruning_impl<Lhs,Rhs,ResultType>(lhs, rhs, _res, tolerance);
+    res.swap(_res);
+  }
+};
+
+template<typename Lhs, typename Rhs, typename ResultType>
+struct sparse_sparse_product_with_pruning_selector<Lhs,Rhs,ResultType,ColMajor,ColMajor,RowMajor>
+{
+  typedef typename ResultType::RealScalar RealScalar;
+  static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res, const RealScalar& tolerance)
+  {
+    // we need a col-major matrix to hold the result
+    typedef SparseMatrix<typename ResultType::Scalar,ColMajor,typename ResultType::Index> SparseTemporaryType;
+    SparseTemporaryType _res(res.rows(), res.cols());
+    internal::sparse_sparse_product_with_pruning_impl<Lhs,Rhs,SparseTemporaryType>(lhs, rhs, _res, tolerance);
+    res = _res;
+  }
+};
+
+template<typename Lhs, typename Rhs, typename ResultType>
+struct sparse_sparse_product_with_pruning_selector<Lhs,Rhs,ResultType,RowMajor,RowMajor,RowMajor>
+{
+  typedef typename ResultType::RealScalar RealScalar;
+  static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res, const RealScalar& tolerance)
+  {
+    // let's transpose the product to get a column x column product
+    typename remove_all<ResultType>::type _res(res.rows(), res.cols());
+    internal::sparse_sparse_product_with_pruning_impl<Rhs,Lhs,ResultType>(rhs, lhs, _res, tolerance);
+    res.swap(_res);
+  }
+};
+
+template<typename Lhs, typename Rhs, typename ResultType>
+struct sparse_sparse_product_with_pruning_selector<Lhs,Rhs,ResultType,RowMajor,RowMajor,ColMajor>
+{
+  typedef typename ResultType::RealScalar RealScalar;
+  static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res, const RealScalar& tolerance)
+  {
+    typedef SparseMatrix<typename ResultType::Scalar,ColMajor,typename Lhs::Index> ColMajorMatrixLhs;
+    typedef SparseMatrix<typename ResultType::Scalar,ColMajor,typename Lhs::Index> ColMajorMatrixRhs;
+    ColMajorMatrixLhs colLhs(lhs);
+    ColMajorMatrixRhs colRhs(rhs);
+    internal::sparse_sparse_product_with_pruning_impl<ColMajorMatrixLhs,ColMajorMatrixRhs,ResultType>(colLhs, colRhs, res, tolerance);
+
+    // let's transpose the product to get a column x column product
+//     typedef SparseMatrix<typename ResultType::Scalar> SparseTemporaryType;
+//     SparseTemporaryType _res(res.cols(), res.rows());
+//     sparse_sparse_product_with_pruning_impl<Rhs,Lhs,SparseTemporaryType>(rhs, lhs, _res);
+//     res = _res.transpose();
+  }
+};
+
+// NOTE the 2 others cases (col row *) must never occur since they are caught
+// by ProductReturnType which transforms it to (col col *) by evaluating rhs.
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPARSESPARSEPRODUCTWITHPRUNING_H

3rdparty/eigen3/Eigen/src/SparseCore/SparseTranspose.h

@@ -0,0 +1,63 @@
+// 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_SPARSETRANSPOSE_H
+#define EIGEN_SPARSETRANSPOSE_H
+
+namespace Eigen { 
+
+template<typename MatrixType> class TransposeImpl<MatrixType,Sparse>
+  : public SparseMatrixBase<Transpose<MatrixType> >
+{
+    typedef typename internal::remove_all<typename MatrixType::Nested>::type _MatrixTypeNested;
+  public:
+
+    EIGEN_SPARSE_PUBLIC_INTERFACE(Transpose<MatrixType> )
+
+    class InnerIterator;
+    class ReverseInnerIterator;
+
+    inline Index nonZeros() const { return derived().nestedExpression().nonZeros(); }
+};
+
+// NOTE: VC10 and VC11 trigger an ICE if don't put typename TransposeImpl<MatrixType,Sparse>:: in front of Index,
+// a typedef typename TransposeImpl<MatrixType,Sparse>::Index Index;
+// does not fix the issue.
+// An alternative is to define the nested class in the parent class itself.
+template<typename MatrixType> class TransposeImpl<MatrixType,Sparse>::InnerIterator
+  : public _MatrixTypeNested::InnerIterator
+{
+    typedef typename _MatrixTypeNested::InnerIterator Base;
+    typedef typename TransposeImpl::Index Index;
+  public:
+
+    EIGEN_STRONG_INLINE InnerIterator(const TransposeImpl& trans, typename TransposeImpl<MatrixType,Sparse>::Index outer)
+      : Base(trans.derived().nestedExpression(), outer)
+    {}
+    typename TransposeImpl<MatrixType,Sparse>::Index row() const { return Base::col(); }
+    typename TransposeImpl<MatrixType,Sparse>::Index col() const { return Base::row(); }
+};
+
+template<typename MatrixType> class TransposeImpl<MatrixType,Sparse>::ReverseInnerIterator
+  : public _MatrixTypeNested::ReverseInnerIterator
+{
+    typedef typename _MatrixTypeNested::ReverseInnerIterator Base;
+    typedef typename TransposeImpl::Index Index;
+  public:
+
+    EIGEN_STRONG_INLINE ReverseInnerIterator(const TransposeImpl& xpr, typename TransposeImpl<MatrixType,Sparse>::Index outer)
+      : Base(xpr.derived().nestedExpression(), outer)
+    {}
+    typename TransposeImpl<MatrixType,Sparse>::Index row() const { return Base::col(); }
+    typename TransposeImpl<MatrixType,Sparse>::Index col() const { return Base::row(); }
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPARSETRANSPOSE_H

3rdparty/eigen3/Eigen/src/SparseCore/SparseTriangularView.h

@@ -0,0 +1,179 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 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_SPARSE_TRIANGULARVIEW_H
+#define EIGEN_SPARSE_TRIANGULARVIEW_H
+
+namespace Eigen { 
+
+namespace internal {
+  
+template<typename MatrixType, int Mode>
+struct traits<SparseTriangularView<MatrixType,Mode> >
+: public traits<MatrixType>
+{};
+
+} // namespace internal
+
+template<typename MatrixType, int Mode> class SparseTriangularView
+  : public SparseMatrixBase<SparseTriangularView<MatrixType,Mode> >
+{
+    enum { SkipFirst = ((Mode&Lower) && !(MatrixType::Flags&RowMajorBit))
+                    || ((Mode&Upper) &&  (MatrixType::Flags&RowMajorBit)),
+           SkipLast = !SkipFirst,
+           SkipDiag = (Mode&ZeroDiag) ? 1 : 0,
+           HasUnitDiag = (Mode&UnitDiag) ? 1 : 0
+    };
+
+  public:
+    
+    EIGEN_SPARSE_PUBLIC_INTERFACE(SparseTriangularView)
+
+    class InnerIterator;
+    class ReverseInnerIterator;
+
+    inline Index rows() const { return m_matrix.rows(); }
+    inline Index cols() const { return m_matrix.cols(); }
+
+    typedef typename MatrixType::Nested MatrixTypeNested;
+    typedef typename internal::remove_reference<MatrixTypeNested>::type MatrixTypeNestedNonRef;
+    typedef typename internal::remove_all<MatrixTypeNested>::type MatrixTypeNestedCleaned;
+
+    inline SparseTriangularView(const MatrixType& matrix) : m_matrix(matrix) {}
+
+    /** \internal */
+    inline const MatrixTypeNestedCleaned& nestedExpression() const { return m_matrix; }
+
+    template<typename OtherDerived>
+    typename internal::plain_matrix_type_column_major<OtherDerived>::type
+    solve(const MatrixBase<OtherDerived>& other) const;
+
+    template<typename OtherDerived> void solveInPlace(MatrixBase<OtherDerived>& other) const;
+    template<typename OtherDerived> void solveInPlace(SparseMatrixBase<OtherDerived>& other) const;
+
+  protected:
+    MatrixTypeNested m_matrix;
+};
+
+template<typename MatrixType, int Mode>
+class SparseTriangularView<MatrixType,Mode>::InnerIterator : public MatrixTypeNestedCleaned::InnerIterator
+{
+    typedef typename MatrixTypeNestedCleaned::InnerIterator Base;
+    typedef typename SparseTriangularView::Index Index;
+  public:
+
+    EIGEN_STRONG_INLINE InnerIterator(const SparseTriangularView& view, Index outer)
+      : Base(view.nestedExpression(), outer), m_returnOne(false)
+    {
+      if(SkipFirst)
+      {
+        while((*this) && ((HasUnitDiag||SkipDiag)  ? this->index()<=outer : this->index()<outer))
+          Base::operator++();
+        if(HasUnitDiag)
+          m_returnOne = true;
+      }
+      else if(HasUnitDiag && ((!Base::operator bool()) || Base::index()>=Base::outer()))
+      {
+        if((!SkipFirst) && Base::operator bool())
+          Base::operator++();
+        m_returnOne = true;
+      }
+    }
+
+    EIGEN_STRONG_INLINE InnerIterator& operator++()
+    {
+      if(HasUnitDiag && m_returnOne)
+        m_returnOne = false;
+      else
+      {
+        Base::operator++();
+        if(HasUnitDiag && (!SkipFirst) && ((!Base::operator bool()) || Base::index()>=Base::outer()))
+        {
+          if((!SkipFirst) && Base::operator bool())
+            Base::operator++();
+          m_returnOne = true;
+        }
+      }
+      return *this;
+    }
+
+    inline Index row() const { return (MatrixType::Flags&RowMajorBit ? Base::outer() : this->index()); }
+    inline Index col() const { return (MatrixType::Flags&RowMajorBit ? this->index() : Base::outer()); }
+    inline Index index() const
+    {
+      if(HasUnitDiag && m_returnOne)  return Base::outer();
+      else                            return Base::index();
+    }
+    inline Scalar value() const
+    {
+      if(HasUnitDiag && m_returnOne)  return Scalar(1);
+      else                            return Base::value();
+    }
+
+    EIGEN_STRONG_INLINE operator bool() const
+    {
+      if(HasUnitDiag && m_returnOne)
+        return true;
+      if(SkipFirst) return  Base::operator bool();
+      else
+      {
+        if (SkipDiag) return (Base::operator bool() && this->index() < this->outer());
+        else return (Base::operator bool() && this->index() <= this->outer());
+      }
+    }
+  protected:
+    bool m_returnOne;
+};
+
+template<typename MatrixType, int Mode>
+class SparseTriangularView<MatrixType,Mode>::ReverseInnerIterator : public MatrixTypeNestedCleaned::ReverseInnerIterator
+{
+    typedef typename MatrixTypeNestedCleaned::ReverseInnerIterator Base;
+    typedef typename SparseTriangularView::Index Index;
+  public:
+
+    EIGEN_STRONG_INLINE ReverseInnerIterator(const SparseTriangularView& view, Index outer)
+      : Base(view.nestedExpression(), outer)
+    {
+      eigen_assert((!HasUnitDiag) && "ReverseInnerIterator does not support yet triangular views with a unit diagonal");
+      if(SkipLast) {
+        while((*this) && (SkipDiag ? this->index()>=outer : this->index()>outer))
+          --(*this);
+      }
+    }
+
+    EIGEN_STRONG_INLINE ReverseInnerIterator& operator--()
+    { Base::operator--(); return *this; }
+
+    inline Index row() const { return Base::row(); }
+    inline Index col() const { return Base::col(); }
+
+    EIGEN_STRONG_INLINE operator bool() const
+    {
+      if (SkipLast) return Base::operator bool() ;
+      else
+      {
+        if(SkipDiag) return (Base::operator bool() && this->index() > this->outer());
+        else return (Base::operator bool() && this->index() >= this->outer());
+      }
+    }
+};
+
+template<typename Derived>
+template<int Mode>
+inline const SparseTriangularView<Derived, Mode>
+SparseMatrixBase<Derived>::triangularView() const
+{
+  return derived();
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPARSE_TRIANGULARVIEW_H

3rdparty/eigen3/Eigen/src/SparseCore/SparseUtil.h

@@ -0,0 +1,172 @@
+// 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_SPARSEUTIL_H
+#define EIGEN_SPARSEUTIL_H
+
+namespace Eigen { 
+
+#ifdef NDEBUG
+#define EIGEN_DBG_SPARSE(X)
+#else
+#define EIGEN_DBG_SPARSE(X) X
+#endif
+
+#define EIGEN_SPARSE_INHERIT_ASSIGNMENT_OPERATOR(Derived, Op) \
+template<typename OtherDerived> \
+EIGEN_STRONG_INLINE Derived& operator Op(const Eigen::SparseMatrixBase<OtherDerived>& other) \
+{ \
+  return Base::operator Op(other.derived()); \
+} \
+EIGEN_STRONG_INLINE Derived& operator Op(const Derived& other) \
+{ \
+  return Base::operator Op(other); \
+}
+
+#define EIGEN_SPARSE_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_SPARSE_INHERIT_ASSIGNMENT_OPERATORS(Derived) \
+EIGEN_SPARSE_INHERIT_ASSIGNMENT_OPERATOR(Derived, =) \
+EIGEN_SPARSE_INHERIT_ASSIGNMENT_OPERATOR(Derived, +=) \
+EIGEN_SPARSE_INHERIT_ASSIGNMENT_OPERATOR(Derived, -=) \
+EIGEN_SPARSE_INHERIT_SCALAR_ASSIGNMENT_OPERATOR(Derived, *=) \
+EIGEN_SPARSE_INHERIT_SCALAR_ASSIGNMENT_OPERATOR(Derived, /=)
+
+#define _EIGEN_SPARSE_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::nested<Derived >::type Nested; \
+  typedef typename Eigen::internal::traits<Derived >::StorageKind StorageKind; \
+  typedef typename Eigen::internal::traits<Derived >::Index Index; \
+  enum { RowsAtCompileTime = Eigen::internal::traits<Derived >::RowsAtCompileTime, \
+        ColsAtCompileTime = Eigen::internal::traits<Derived >::ColsAtCompileTime, \
+        Flags = Eigen::internal::traits<Derived >::Flags, \
+        CoeffReadCost = Eigen::internal::traits<Derived >::CoeffReadCost, \
+        SizeAtCompileTime = Base::SizeAtCompileTime, \
+        IsVectorAtCompileTime = Base::IsVectorAtCompileTime }; \
+  using Base::derived; \
+  using Base::const_cast_derived;
+
+#define EIGEN_SPARSE_PUBLIC_INTERFACE(Derived) \
+  _EIGEN_SPARSE_PUBLIC_INTERFACE(Derived, Eigen::SparseMatrixBase<Derived >)
+
+const int CoherentAccessPattern     = 0x1;
+const int InnerRandomAccessPattern  = 0x2 | CoherentAccessPattern;
+const int OuterRandomAccessPattern  = 0x4 | CoherentAccessPattern;
+const int RandomAccessPattern       = 0x8 | OuterRandomAccessPattern | InnerRandomAccessPattern;
+
+template<typename _Scalar, int _Flags = 0, typename _Index = int>  class SparseMatrix;
+template<typename _Scalar, int _Flags = 0, typename _Index = int>  class DynamicSparseMatrix;
+template<typename _Scalar, int _Flags = 0, typename _Index = int>  class SparseVector;
+template<typename _Scalar, int _Flags = 0, typename _Index = int>  class MappedSparseMatrix;
+
+template<typename MatrixType, int Mode>           class SparseTriangularView;
+template<typename MatrixType, unsigned int UpLo>  class SparseSelfAdjointView;
+template<typename Lhs, typename Rhs>              class SparseDiagonalProduct;
+template<typename MatrixType> class SparseView;
+
+template<typename Lhs, typename Rhs>        class SparseSparseProduct;
+template<typename Lhs, typename Rhs>        class SparseTimeDenseProduct;
+template<typename Lhs, typename Rhs>        class DenseTimeSparseProduct;
+template<typename Lhs, typename Rhs, bool Transpose> class SparseDenseOuterProduct;
+
+template<typename Lhs, typename Rhs> struct SparseSparseProductReturnType;
+template<typename Lhs, typename Rhs,
+         int InnerSize = EIGEN_SIZE_MIN_PREFER_FIXED(internal::traits<Lhs>::ColsAtCompileTime,internal::traits<Rhs>::RowsAtCompileTime)> struct DenseSparseProductReturnType;         
+template<typename Lhs, typename Rhs,
+         int InnerSize = EIGEN_SIZE_MIN_PREFER_FIXED(internal::traits<Lhs>::ColsAtCompileTime,internal::traits<Rhs>::RowsAtCompileTime)> struct SparseDenseProductReturnType;
+template<typename MatrixType,int UpLo> class SparseSymmetricPermutationProduct;
+
+namespace internal {
+
+template<typename T,int Rows,int Cols> struct sparse_eval;
+
+template<typename T> struct eval<T,Sparse>
+  : public sparse_eval<T, traits<T>::RowsAtCompileTime,traits<T>::ColsAtCompileTime>
+{};
+
+template<typename T,int Cols> struct sparse_eval<T,1,Cols> {
+    typedef typename traits<T>::Scalar _Scalar;
+    typedef typename traits<T>::Index _Index;
+  public:
+    typedef SparseVector<_Scalar, RowMajor, _Index> type;
+};
+
+template<typename T,int Rows> struct sparse_eval<T,Rows,1> {
+    typedef typename traits<T>::Scalar _Scalar;
+    typedef typename traits<T>::Index _Index;
+  public:
+    typedef SparseVector<_Scalar, ColMajor, _Index> type;
+};
+
+template<typename T,int Rows,int Cols> struct sparse_eval {
+    typedef typename traits<T>::Scalar _Scalar;
+    typedef typename traits<T>::Index _Index;
+    enum { _Options = ((traits<T>::Flags&RowMajorBit)==RowMajorBit) ? RowMajor : ColMajor };
+  public:
+    typedef SparseMatrix<_Scalar, _Options, _Index> type;
+};
+
+template<typename T> struct sparse_eval<T,1,1> {
+    typedef typename traits<T>::Scalar _Scalar;
+  public:
+    typedef Matrix<_Scalar, 1, 1> type;
+};
+
+template<typename T> struct plain_matrix_type<T,Sparse>
+{
+  typedef typename traits<T>::Scalar _Scalar;
+  typedef typename traits<T>::Index _Index;
+  enum { _Options = ((traits<T>::Flags&RowMajorBit)==RowMajorBit) ? RowMajor : ColMajor };
+  public:
+    typedef SparseMatrix<_Scalar, _Options, _Index> type;
+};
+
+} // end namespace internal
+
+/** \ingroup SparseCore_Module
+  *
+  * \class Triplet
+  *
+  * \brief A small structure to hold a non zero as a triplet (i,j,value).
+  *
+  * \sa SparseMatrix::setFromTriplets()
+  */
+template<typename Scalar, typename Index=typename SparseMatrix<Scalar>::Index >
+class Triplet
+{
+public:
+  Triplet() : m_row(0), m_col(0), m_value(0) {}
+
+  Triplet(const Index& i, const Index& j, const Scalar& v = Scalar(0))
+    : m_row(i), m_col(j), m_value(v)
+  {}
+
+  /** \returns the row index of the element */
+  const Index& row() const { return m_row; }
+
+  /** \returns the column index of the element */
+  const Index& col() const { return m_col; }
+
+  /** \returns the value of the element */
+  const Scalar& value() const { return m_value; }
+protected:
+  Index m_row, m_col;
+  Scalar m_value;
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPARSEUTIL_H

3rdparty/eigen3/Eigen/src/SparseCore/SparseVector.h

@@ -0,0 +1,448 @@
+// 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_SPARSEVECTOR_H
+#define EIGEN_SPARSEVECTOR_H
+
+namespace Eigen { 
+
+/** \ingroup SparseCore_Module
+  * \class SparseVector
+  *
+  * \brief a sparse vector class
+  *
+  * \tparam _Scalar the scalar type, i.e. the type of the coefficients
+  *
+  * See http://www.netlib.org/linalg/html_templates/node91.html for details on the storage scheme.
+  *
+  * This class can be extended with the help of the plugin mechanism described on the page
+  * \ref TopicCustomizingEigen by defining the preprocessor symbol \c EIGEN_SPARSEVECTOR_PLUGIN.
+  */
+
+namespace internal {
+template<typename _Scalar, int _Options, typename _Index>
+struct traits<SparseVector<_Scalar, _Options, _Index> >
+{
+  typedef _Scalar Scalar;
+  typedef _Index Index;
+  typedef Sparse StorageKind;
+  typedef MatrixXpr XprKind;
+  enum {
+    IsColVector = (_Options & RowMajorBit) ? 0 : 1,
+
+    RowsAtCompileTime = IsColVector ? Dynamic : 1,
+    ColsAtCompileTime = IsColVector ? 1 : Dynamic,
+    MaxRowsAtCompileTime = RowsAtCompileTime,
+    MaxColsAtCompileTime = ColsAtCompileTime,
+    Flags = _Options | NestByRefBit | LvalueBit | (IsColVector ? 0 : RowMajorBit),
+    CoeffReadCost = NumTraits<Scalar>::ReadCost,
+    SupportedAccessPatterns = InnerRandomAccessPattern
+  };
+};
+
+// Sparse-Vector-Assignment kinds:
+enum {
+  SVA_RuntimeSwitch,
+  SVA_Inner,
+  SVA_Outer
+};
+
+template< typename Dest, typename Src,
+          int AssignmentKind = !bool(Src::IsVectorAtCompileTime) ? SVA_RuntimeSwitch
+                             : Src::InnerSizeAtCompileTime==1 ? SVA_Outer
+                             : SVA_Inner>
+struct sparse_vector_assign_selector;
+
+}
+
+template<typename _Scalar, int _Options, typename _Index>
+class SparseVector
+  : public SparseMatrixBase<SparseVector<_Scalar, _Options, _Index> >
+{
+    typedef SparseMatrixBase<SparseVector> SparseBase;
+    
+  public:
+    EIGEN_SPARSE_PUBLIC_INTERFACE(SparseVector)
+    EIGEN_SPARSE_INHERIT_ASSIGNMENT_OPERATOR(SparseVector, +=)
+    EIGEN_SPARSE_INHERIT_ASSIGNMENT_OPERATOR(SparseVector, -=)
+    
+    typedef internal::CompressedStorage<Scalar,Index> Storage;
+    enum { IsColVector = internal::traits<SparseVector>::IsColVector };
+    
+    enum {
+      Options = _Options
+    };
+    
+    EIGEN_STRONG_INLINE Index rows() const { return IsColVector ? m_size : 1; }
+    EIGEN_STRONG_INLINE Index cols() const { return IsColVector ? 1 : m_size; }
+    EIGEN_STRONG_INLINE Index innerSize() const { return m_size; }
+    EIGEN_STRONG_INLINE Index outerSize() const { return 1; }
+
+    EIGEN_STRONG_INLINE const Scalar* valuePtr() const { return m_data.valuePtr(); }
+    EIGEN_STRONG_INLINE Scalar* valuePtr() { return m_data.valuePtr(); }
+
+    EIGEN_STRONG_INLINE const Index* innerIndexPtr() const { return m_data.indexPtr(); }
+    EIGEN_STRONG_INLINE Index* innerIndexPtr() { return m_data.indexPtr(); }
+
+    /** \internal */
+    inline Storage& data() { return m_data; }
+    /** \internal */
+    inline const Storage& data() const { return m_data; }
+
+    inline Scalar coeff(Index row, Index col) const
+    {
+      eigen_assert(IsColVector ? (col==0 && row>=0 && row<m_size) : (row==0 && col>=0 && col<m_size));
+      return coeff(IsColVector ? row : col);
+    }
+    inline Scalar coeff(Index i) const
+    {
+      eigen_assert(i>=0 && i<m_size);
+      return m_data.at(i);
+    }
+
+    inline Scalar& coeffRef(Index row, Index col)
+    {
+      eigen_assert(IsColVector ? (col==0 && row>=0 && row<m_size) : (row==0 && col>=0 && col<m_size));
+      return coeff(IsColVector ? row : col);
+    }
+
+    /** \returns a reference to the coefficient value at given index \a i
+      * This operation involes a log(rho*size) binary search. If the coefficient does not
+      * exist yet, then a sorted insertion into a sequential buffer is performed.
+      *
+      * This insertion might be very costly if the number of nonzeros above \a i is large.
+      */
+    inline Scalar& coeffRef(Index i)
+    {
+      eigen_assert(i>=0 && i<m_size);
+      return m_data.atWithInsertion(i);
+    }
+
+  public:
+
+    class InnerIterator;
+    class ReverseInnerIterator;
+
+    inline void setZero() { m_data.clear(); }
+
+    /** \returns the number of non zero coefficients */
+    inline Index nonZeros() const  { return static_cast<Index>(m_data.size()); }
+
+    inline void startVec(Index outer)
+    {
+      EIGEN_UNUSED_VARIABLE(outer);
+      eigen_assert(outer==0);
+    }
+
+    inline Scalar& insertBackByOuterInner(Index outer, Index inner)
+    {
+      EIGEN_UNUSED_VARIABLE(outer);
+      eigen_assert(outer==0);
+      return insertBack(inner);
+    }
+    inline Scalar& insertBack(Index i)
+    {
+      m_data.append(0, i);
+      return m_data.value(m_data.size()-1);
+    }
+
+    inline Scalar& insert(Index row, Index col)
+    {
+      eigen_assert(IsColVector ? (col==0 && row>=0 && row<m_size) : (row==0 && col>=0 && col<m_size));
+      
+      Index inner = IsColVector ? row : col;
+      Index outer = IsColVector ? col : row;
+      EIGEN_ONLY_USED_FOR_DEBUG(outer);
+      eigen_assert(outer==0);
+      return insert(inner);
+    }
+    Scalar& insert(Index i)
+    {
+      eigen_assert(i>=0 && i<m_size);
+      
+      Index startId = 0;
+      Index p = Index(m_data.size()) - 1;
+      // TODO smart realloc
+      m_data.resize(p+2,1);
+
+      while ( (p >= startId) && (m_data.index(p) > i) )
+      {
+        m_data.index(p+1) = m_data.index(p);
+        m_data.value(p+1) = m_data.value(p);
+        --p;
+      }
+      m_data.index(p+1) = i;
+      m_data.value(p+1) = 0;
+      return m_data.value(p+1);
+    }
+
+    /**
+      */
+    inline void reserve(Index reserveSize) { m_data.reserve(reserveSize); }
+
+
+    inline void finalize() {}
+
+    void prune(const Scalar& reference, const RealScalar& epsilon = NumTraits<RealScalar>::dummy_precision())
+    {
+      m_data.prune(reference,epsilon);
+    }
+
+    void resize(Index rows, Index cols)
+    {
+      eigen_assert(rows==1 || cols==1);
+      resize(IsColVector ? rows : cols);
+    }
+
+    void resize(Index newSize)
+    {
+      m_size = newSize;
+      m_data.clear();
+    }
+
+    void resizeNonZeros(Index size) { m_data.resize(size); }
+
+    inline SparseVector() : m_size(0) { check_template_parameters(); resize(0); }
+
+    inline SparseVector(Index size) : m_size(0) { check_template_parameters(); resize(size); }
+
+    inline SparseVector(Index rows, Index cols) : m_size(0) { check_template_parameters(); resize(rows,cols); }
+
+    template<typename OtherDerived>
+    inline SparseVector(const SparseMatrixBase<OtherDerived>& other)
+      : m_size(0)
+    {
+      check_template_parameters();
+      *this = other.derived();
+    }
+
+    inline SparseVector(const SparseVector& other)
+      : SparseBase(other), m_size(0)
+    {
+      check_template_parameters();
+      *this = other.derived();
+    }
+
+    /** Swaps the values of \c *this and \a other.
+      * Overloaded for performance: this version performs a \em shallow swap by swaping pointers and attributes only.
+      * \sa SparseMatrixBase::swap()
+      */
+    inline void swap(SparseVector& other)
+    {
+      std::swap(m_size, other.m_size);
+      m_data.swap(other.m_data);
+    }
+
+    inline SparseVector& operator=(const SparseVector& other)
+    {
+      if (other.isRValue())
+      {
+        swap(other.const_cast_derived());
+      }
+      else
+      {
+        resize(other.size());
+        m_data = other.m_data;
+      }
+      return *this;
+    }
+
+    template<typename OtherDerived>
+    inline SparseVector& operator=(const SparseMatrixBase<OtherDerived>& other)
+    {
+      SparseVector tmp(other.size());
+      internal::sparse_vector_assign_selector<SparseVector,OtherDerived>::run(tmp,other.derived());
+      this->swap(tmp);
+      return *this;
+    }
+
+    #ifndef EIGEN_PARSED_BY_DOXYGEN
+    template<typename Lhs, typename Rhs>
+    inline SparseVector& operator=(const SparseSparseProduct<Lhs,Rhs>& product)
+    {
+      return Base::operator=(product);
+    }
+    #endif
+
+    friend std::ostream & operator << (std::ostream & s, const SparseVector& m)
+    {
+      for (Index i=0; i<m.nonZeros(); ++i)
+        s << "(" << m.m_data.value(i) << "," << m.m_data.index(i) << ") ";
+      s << std::endl;
+      return s;
+    }
+
+    /** Destructor */
+    inline ~SparseVector() {}
+
+    /** Overloaded for performance */
+    Scalar sum() const;
+
+  public:
+
+    /** \internal \deprecated use setZero() and reserve() */
+    EIGEN_DEPRECATED void startFill(Index reserve)
+    {
+      setZero();
+      m_data.reserve(reserve);
+    }
+
+    /** \internal \deprecated use insertBack(Index,Index) */
+    EIGEN_DEPRECATED Scalar& fill(Index r, Index c)
+    {
+      eigen_assert(r==0 || c==0);
+      return fill(IsColVector ? r : c);
+    }
+
+    /** \internal \deprecated use insertBack(Index) */
+    EIGEN_DEPRECATED Scalar& fill(Index i)
+    {
+      m_data.append(0, i);
+      return m_data.value(m_data.size()-1);
+    }
+
+    /** \internal \deprecated use insert(Index,Index) */
+    EIGEN_DEPRECATED Scalar& fillrand(Index r, Index c)
+    {
+      eigen_assert(r==0 || c==0);
+      return fillrand(IsColVector ? r : c);
+    }
+
+    /** \internal \deprecated use insert(Index) */
+    EIGEN_DEPRECATED Scalar& fillrand(Index i)
+    {
+      return insert(i);
+    }
+
+    /** \internal \deprecated use finalize() */
+    EIGEN_DEPRECATED void endFill() {}
+    
+    // These two functions were here in the 3.1 release, so let's keep them in case some code rely on them.
+    /** \internal \deprecated use data() */
+    EIGEN_DEPRECATED Storage& _data() { return m_data; }
+    /** \internal \deprecated use data() */
+    EIGEN_DEPRECATED const Storage& _data() const { return m_data; }
+    
+#   ifdef EIGEN_SPARSEVECTOR_PLUGIN
+#     include EIGEN_SPARSEVECTOR_PLUGIN
+#   endif
+
+protected:
+  
+    static void check_template_parameters()
+    {
+      EIGEN_STATIC_ASSERT(NumTraits<Index>::IsSigned,THE_INDEX_TYPE_MUST_BE_A_SIGNED_TYPE);
+      EIGEN_STATIC_ASSERT((_Options&(ColMajor|RowMajor))==Options,INVALID_MATRIX_TEMPLATE_PARAMETERS);
+    }
+    
+    Storage m_data;
+    Index m_size;
+};
+
+template<typename Scalar, int _Options, typename _Index>
+class SparseVector<Scalar,_Options,_Index>::InnerIterator
+{
+  public:
+    InnerIterator(const SparseVector& vec, Index outer=0)
+      : m_data(vec.m_data), m_id(0), m_end(static_cast<Index>(m_data.size()))
+    {
+      EIGEN_UNUSED_VARIABLE(outer);
+      eigen_assert(outer==0);
+    }
+
+    InnerIterator(const internal::CompressedStorage<Scalar,Index>& data)
+      : m_data(data), m_id(0), m_end(static_cast<Index>(m_data.size()))
+    {}
+
+    inline InnerIterator& operator++() { m_id++; return *this; }
+
+    inline Scalar value() const { return m_data.value(m_id); }
+    inline Scalar& valueRef() { return const_cast<Scalar&>(m_data.value(m_id)); }
+
+    inline Index index() const { return m_data.index(m_id); }
+    inline Index row() const { return IsColVector ? index() : 0; }
+    inline Index col() const { return IsColVector ? 0 : index(); }
+
+    inline operator bool() const { return (m_id < m_end); }
+
+  protected:
+    const internal::CompressedStorage<Scalar,Index>& m_data;
+    Index m_id;
+    const Index m_end;
+};
+
+template<typename Scalar, int _Options, typename _Index>
+class SparseVector<Scalar,_Options,_Index>::ReverseInnerIterator
+{
+  public:
+    ReverseInnerIterator(const SparseVector& vec, Index outer=0)
+      : m_data(vec.m_data), m_id(static_cast<Index>(m_data.size())), m_start(0)
+    {
+      EIGEN_UNUSED_VARIABLE(outer);
+      eigen_assert(outer==0);
+    }
+
+    ReverseInnerIterator(const internal::CompressedStorage<Scalar,Index>& data)
+      : m_data(data), m_id(static_cast<Index>(m_data.size())), m_start(0)
+    {}
+
+    inline ReverseInnerIterator& operator--() { m_id--; return *this; }
+
+    inline Scalar value() const { return m_data.value(m_id-1); }
+    inline Scalar& valueRef() { return const_cast<Scalar&>(m_data.value(m_id-1)); }
+
+    inline Index index() const { return m_data.index(m_id-1); }
+    inline Index row() const { return IsColVector ? index() : 0; }
+    inline Index col() const { return IsColVector ? 0 : index(); }
+
+    inline operator bool() const { return (m_id > m_start); }
+
+  protected:
+    const internal::CompressedStorage<Scalar,Index>& m_data;
+    Index m_id;
+    const Index m_start;
+};
+
+namespace internal {
+
+template< typename Dest, typename Src>
+struct sparse_vector_assign_selector<Dest,Src,SVA_Inner> {
+  static void run(Dest& dst, const Src& src) {
+    eigen_internal_assert(src.innerSize()==src.size());
+    for(typename Src::InnerIterator it(src, 0); it; ++it)
+      dst.insert(it.index()) = it.value();
+  }
+};
+
+template< typename Dest, typename Src>
+struct sparse_vector_assign_selector<Dest,Src,SVA_Outer> {
+  static void run(Dest& dst, const Src& src) {
+    eigen_internal_assert(src.outerSize()==src.size());
+    for(typename Dest::Index i=0; i<src.size(); ++i)
+    {
+      typename Src::InnerIterator it(src, i);
+      if(it)
+        dst.insert(i) = it.value();
+    }
+  }
+};
+
+template< typename Dest, typename Src>
+struct sparse_vector_assign_selector<Dest,Src,SVA_RuntimeSwitch> {
+  static void run(Dest& dst, const Src& src) {
+    if(src.outerSize()==1)  sparse_vector_assign_selector<Dest,Src,SVA_Inner>::run(dst, src);
+    else                    sparse_vector_assign_selector<Dest,Src,SVA_Outer>::run(dst, src);
+  }
+};
+
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPARSEVECTOR_H

3rdparty/eigen3/Eigen/src/SparseCore/SparseView.h

@@ -0,0 +1,99 @@
+// 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) 2010 Daniel Lowengrub <lowdanie@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_SPARSEVIEW_H
+#define EIGEN_SPARSEVIEW_H
+
+namespace Eigen { 
+
+namespace internal {
+
+template<typename MatrixType>
+struct traits<SparseView<MatrixType> > : traits<MatrixType>
+{
+  typedef typename MatrixType::Index Index;
+  typedef Sparse StorageKind;
+  enum {
+    Flags = int(traits<MatrixType>::Flags) & (RowMajorBit)
+  };
+};
+
+} // end namespace internal
+
+template<typename MatrixType>
+class SparseView : public SparseMatrixBase<SparseView<MatrixType> >
+{
+  typedef typename MatrixType::Nested MatrixTypeNested;
+  typedef typename internal::remove_all<MatrixTypeNested>::type _MatrixTypeNested;
+public:
+  EIGEN_SPARSE_PUBLIC_INTERFACE(SparseView)
+
+  explicit SparseView(const MatrixType& mat, const Scalar& reference = Scalar(0),
+                      const RealScalar &epsilon = NumTraits<Scalar>::dummy_precision())
+    : m_matrix(mat), m_reference(reference), m_epsilon(epsilon) {}
+
+  class InnerIterator;
+
+  inline Index rows() const { return m_matrix.rows(); }
+  inline Index cols() const { return m_matrix.cols(); }
+
+  inline Index innerSize() const { return m_matrix.innerSize(); }
+  inline Index outerSize() const { return m_matrix.outerSize(); }
+
+protected:
+  MatrixTypeNested m_matrix;
+  Scalar m_reference;
+  typename NumTraits<Scalar>::Real m_epsilon;
+};
+
+template<typename MatrixType>
+class SparseView<MatrixType>::InnerIterator : public _MatrixTypeNested::InnerIterator
+{
+  typedef typename SparseView::Index Index;
+public:
+  typedef typename _MatrixTypeNested::InnerIterator IterBase;
+  InnerIterator(const SparseView& view, Index outer) :
+  IterBase(view.m_matrix, outer), m_view(view)
+  {
+    incrementToNonZero();
+  }
+
+  EIGEN_STRONG_INLINE InnerIterator& operator++()
+  {
+    IterBase::operator++();
+    incrementToNonZero();
+    return *this;
+  }
+
+  using IterBase::value;
+
+protected:
+  const SparseView& m_view;
+
+private:
+  void incrementToNonZero()
+  {
+    while((bool(*this)) && internal::isMuchSmallerThan(value(), m_view.m_reference, m_view.m_epsilon))
+    {
+      IterBase::operator++();
+    }
+  }
+};
+
+template<typename Derived>
+const SparseView<Derived> MatrixBase<Derived>::sparseView(const Scalar& m_reference,
+                                                          const typename NumTraits<Scalar>::Real& m_epsilon) const
+{
+  return SparseView<Derived>(derived(), m_reference, m_epsilon);
+}
+
+} // end namespace Eigen
+
+#endif

3rdparty/eigen3/Eigen/src/SparseCore/TriangularSolver.h

@@ -0,0 +1,334 @@
+// 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_SPARSETRIANGULARSOLVER_H
+#define EIGEN_SPARSETRIANGULARSOLVER_H
+
+namespace Eigen { 
+
+namespace internal {
+
+template<typename Lhs, typename Rhs, int Mode,
+  int UpLo = (Mode & Lower)
+           ? Lower
+           : (Mode & Upper)
+           ? Upper
+           : -1,
+  int StorageOrder = int(traits<Lhs>::Flags) & RowMajorBit>
+struct sparse_solve_triangular_selector;
+
+// forward substitution, row-major
+template<typename Lhs, typename Rhs, int Mode>
+struct sparse_solve_triangular_selector<Lhs,Rhs,Mode,Lower,RowMajor>
+{
+  typedef typename Rhs::Scalar Scalar;
+  static void run(const Lhs& lhs, Rhs& other)
+  {
+    for(int col=0 ; col<other.cols() ; ++col)
+    {
+      for(int i=0; i<lhs.rows(); ++i)
+      {
+        Scalar tmp = other.coeff(i,col);
+        Scalar lastVal(0);
+        int lastIndex = 0;
+        for(typename Lhs::InnerIterator it(lhs, i); it; ++it)
+        {
+          lastVal = it.value();
+          lastIndex = it.index();
+          if(lastIndex==i)
+            break;
+          tmp -= lastVal * other.coeff(lastIndex,col);
+        }
+        if (Mode & UnitDiag)
+          other.coeffRef(i,col) = tmp;
+        else
+        {
+          eigen_assert(lastIndex==i);
+          other.coeffRef(i,col) = tmp/lastVal;
+        }
+      }
+    }
+  }
+};
+
+// backward substitution, row-major
+template<typename Lhs, typename Rhs, int Mode>
+struct sparse_solve_triangular_selector<Lhs,Rhs,Mode,Upper,RowMajor>
+{
+  typedef typename Rhs::Scalar Scalar;
+  static void run(const Lhs& lhs, Rhs& other)
+  {
+    for(int col=0 ; col<other.cols() ; ++col)
+    {
+      for(int i=lhs.rows()-1 ; i>=0 ; --i)
+      {
+        Scalar tmp = other.coeff(i,col);
+        Scalar l_ii(0);
+        typename Lhs::InnerIterator it(lhs, i);
+        while(it && it.index()<i)
+          ++it;
+        if(!(Mode & UnitDiag))
+        {
+          eigen_assert(it && it.index()==i);
+          l_ii = it.value();
+          ++it;
+        }
+        else if (it && it.index() == i)
+          ++it;
+        for(; it; ++it)
+        {
+          tmp -= it.value() * other.coeff(it.index(),col);
+        }
+
+        if (Mode & UnitDiag)
+          other.coeffRef(i,col) = tmp;
+        else
+          other.coeffRef(i,col) = tmp/l_ii;
+      }
+    }
+  }
+};
+
+// forward substitution, col-major
+template<typename Lhs, typename Rhs, int Mode>
+struct sparse_solve_triangular_selector<Lhs,Rhs,Mode,Lower,ColMajor>
+{
+  typedef typename Rhs::Scalar Scalar;
+  static void run(const Lhs& lhs, Rhs& other)
+  {
+    for(int col=0 ; col<other.cols() ; ++col)
+    {
+      for(int i=0; i<lhs.cols(); ++i)
+      {
+        Scalar& tmp = other.coeffRef(i,col);
+        if (tmp!=Scalar(0)) // optimization when other is actually sparse
+        {
+          typename Lhs::InnerIterator it(lhs, i);
+          while(it && it.index()<i)
+            ++it;
+          if(!(Mode & UnitDiag))
+          {
+            eigen_assert(it && it.index()==i);
+            tmp /= it.value();
+          }
+          if (it && it.index()==i)
+            ++it;
+          for(; it; ++it)
+            other.coeffRef(it.index(), col) -= tmp * it.value();
+        }
+      }
+    }
+  }
+};
+
+// backward substitution, col-major
+template<typename Lhs, typename Rhs, int Mode>
+struct sparse_solve_triangular_selector<Lhs,Rhs,Mode,Upper,ColMajor>
+{
+  typedef typename Rhs::Scalar Scalar;
+  static void run(const Lhs& lhs, Rhs& other)
+  {
+    for(int col=0 ; col<other.cols() ; ++col)
+    {
+      for(int i=lhs.cols()-1; i>=0; --i)
+      {
+        Scalar& tmp = other.coeffRef(i,col);
+        if (tmp!=Scalar(0)) // optimization when other is actually sparse
+        {
+          if(!(Mode & UnitDiag))
+          {
+            // TODO replace this by a binary search. make sure the binary search is safe for partially sorted elements
+            typename Lhs::ReverseInnerIterator it(lhs, i);
+            while(it && it.index()!=i)
+              --it;
+            eigen_assert(it && it.index()==i);
+            other.coeffRef(i,col) /= it.value();
+          }
+          typename Lhs::InnerIterator it(lhs, i);
+          for(; it && it.index()<i; ++it)
+            other.coeffRef(it.index(), col) -= tmp * it.value();
+        }
+      }
+    }
+  }
+};
+
+} // end namespace internal
+
+template<typename ExpressionType,int Mode>
+template<typename OtherDerived>
+void SparseTriangularView<ExpressionType,Mode>::solveInPlace(MatrixBase<OtherDerived>& other) const
+{
+  eigen_assert(m_matrix.cols() == m_matrix.rows() && m_matrix.cols() == other.rows());
+  eigen_assert((!(Mode & ZeroDiag)) && bool(Mode & (Upper|Lower)));
+
+  enum { copy = internal::traits<OtherDerived>::Flags & RowMajorBit };
+
+  typedef typename internal::conditional<copy,
+    typename internal::plain_matrix_type_column_major<OtherDerived>::type, OtherDerived&>::type OtherCopy;
+  OtherCopy otherCopy(other.derived());
+
+  internal::sparse_solve_triangular_selector<ExpressionType, typename internal::remove_reference<OtherCopy>::type, Mode>::run(m_matrix, otherCopy);
+
+  if (copy)
+    other = otherCopy;
+}
+
+template<typename ExpressionType,int Mode>
+template<typename OtherDerived>
+typename internal::plain_matrix_type_column_major<OtherDerived>::type
+SparseTriangularView<ExpressionType,Mode>::solve(const MatrixBase<OtherDerived>& other) const
+{
+  typename internal::plain_matrix_type_column_major<OtherDerived>::type res(other);
+  solveInPlace(res);
+  return res;
+}
+
+// pure sparse path
+
+namespace internal {
+
+template<typename Lhs, typename Rhs, int Mode,
+  int UpLo = (Mode & Lower)
+           ? Lower
+           : (Mode & Upper)
+           ? Upper
+           : -1,
+  int StorageOrder = int(Lhs::Flags) & (RowMajorBit)>
+struct sparse_solve_triangular_sparse_selector;
+
+// forward substitution, col-major
+template<typename Lhs, typename Rhs, int Mode, int UpLo>
+struct sparse_solve_triangular_sparse_selector<Lhs,Rhs,Mode,UpLo,ColMajor>
+{
+  typedef typename Rhs::Scalar Scalar;
+  typedef typename promote_index_type<typename traits<Lhs>::Index,
+                                         typename traits<Rhs>::Index>::type Index;
+  static void run(const Lhs& lhs, Rhs& other)
+  {
+    const bool IsLower = (UpLo==Lower);
+    AmbiVector<Scalar,Index> tempVector(other.rows()*2);
+    tempVector.setBounds(0,other.rows());
+
+    Rhs res(other.rows(), other.cols());
+    res.reserve(other.nonZeros());
+
+    for(int col=0 ; col<other.cols() ; ++col)
+    {
+      // FIXME estimate number of non zeros
+      tempVector.init(.99/*float(other.col(col).nonZeros())/float(other.rows())*/);
+      tempVector.setZero();
+      tempVector.restart();
+      for (typename Rhs::InnerIterator rhsIt(other, col); rhsIt; ++rhsIt)
+      {
+        tempVector.coeffRef(rhsIt.index()) = rhsIt.value();
+      }
+
+      for(int i=IsLower?0:lhs.cols()-1;
+          IsLower?i<lhs.cols():i>=0;
+          i+=IsLower?1:-1)
+      {
+        tempVector.restart();
+        Scalar& ci = tempVector.coeffRef(i);
+        if (ci!=Scalar(0))
+        {
+          // find
+          typename Lhs::InnerIterator it(lhs, i);
+          if(!(Mode & UnitDiag))
+          {
+            if (IsLower)
+            {
+              eigen_assert(it.index()==i);
+              ci /= it.value();
+            }
+            else
+              ci /= lhs.coeff(i,i);
+          }
+          tempVector.restart();
+          if (IsLower)
+          {
+            if (it.index()==i)
+              ++it;
+            for(; it; ++it)
+              tempVector.coeffRef(it.index()) -= ci * it.value();
+          }
+          else
+          {
+            for(; it && it.index()<i; ++it)
+              tempVector.coeffRef(it.index()) -= ci * it.value();
+          }
+        }
+      }
+
+
+      int count = 0;
+      // FIXME compute a reference value to filter zeros
+      for (typename AmbiVector<Scalar,Index>::Iterator it(tempVector/*,1e-12*/); it; ++it)
+      {
+        ++ count;
+//         std::cerr << "fill " << it.index() << ", " << col << "\n";
+//         std::cout << it.value() << "  ";
+        // FIXME use insertBack
+        res.insert(it.index(), col) = it.value();
+      }
+//       std::cout << "tempVector.nonZeros() == " << int(count) << " / " << (other.rows()) << "\n";
+    }
+    res.finalize();
+    other = res.markAsRValue();
+  }
+};
+
+} // end namespace internal
+
+template<typename ExpressionType,int Mode>
+template<typename OtherDerived>
+void SparseTriangularView<ExpressionType,Mode>::solveInPlace(SparseMatrixBase<OtherDerived>& other) const
+{
+  eigen_assert(m_matrix.cols() == m_matrix.rows() && m_matrix.cols() == other.rows());
+  eigen_assert( (!(Mode & ZeroDiag)) && bool(Mode & (Upper|Lower)));
+
+//   enum { copy = internal::traits<OtherDerived>::Flags & RowMajorBit };
+
+//   typedef typename internal::conditional<copy,
+//     typename internal::plain_matrix_type_column_major<OtherDerived>::type, OtherDerived&>::type OtherCopy;
+//   OtherCopy otherCopy(other.derived());
+
+  internal::sparse_solve_triangular_sparse_selector<ExpressionType, OtherDerived, Mode>::run(m_matrix, other.derived());
+
+//   if (copy)
+//     other = otherCopy;
+}
+
+#ifdef EIGEN2_SUPPORT
+
+// deprecated stuff:
+
+/** \deprecated */
+template<typename Derived>
+template<typename OtherDerived>
+void SparseMatrixBase<Derived>::solveTriangularInPlace(MatrixBase<OtherDerived>& other) const
+{
+  this->template triangular<Flags&(Upper|Lower)>().solveInPlace(other);
+}
+
+/** \deprecated */
+template<typename Derived>
+template<typename OtherDerived>
+typename internal::plain_matrix_type_column_major<OtherDerived>::type
+SparseMatrixBase<Derived>::solveTriangular(const MatrixBase<OtherDerived>& other) const
+{
+  typename internal::plain_matrix_type_column_major<OtherDerived>::type res(other);
+  derived().solveTriangularInPlace(res);
+  return res;
+}
+#endif // EIGEN2_SUPPORT
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPARSETRIANGULARSOLVER_H