Update Eigen Version

Fixes for C++14 compatibility
Adds header files in Matrix project that were missing from previous commits

CMakeLists.txt

@@ -8,7 +8,7 @@ set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -g -O3 -fopenmp")
 
 include_directories(./lib/)
 include_directories(./lib/Eigen/)
-include_directories(./lib/GoogleTest/googletest/include/gtest)
+include_directories(./lib/GoogleTest/googletest/include/gtest/)
 
 add_subdirectory(./lib/)
 

lib/CMakeLists.txt

 include_directories(./Eigen/)
-#add_subdirectory(./Eigen/)
 
 include_directories(./GoogleTest/)
 add_subdirectory(./GoogleTest/)
\ No newline at end of file

lib/Eigen/Array

-#ifndef EIGEN_ARRAY_MODULE_H
-#define EIGEN_ARRAY_MODULE_H
-
-// include Core first to handle Eigen2 support macros
-#include "Core"
-
-#ifndef EIGEN2_SUPPORT
-  #error The Eigen/Array header does no longer exist in Eigen3. All that functionality has moved to Eigen/Core.
-#endif
-
-#endif // EIGEN_ARRAY_MODULE_H

lib/Eigen/CMakeLists.txt

@@ -16,4 +16,4 @@ install(FILES
   DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen COMPONENT Devel
   )
 
-add_subdirectory(src)
+install(DIRECTORY src DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen COMPONENT Devel FILES_MATCHING PATTERN "*.h")

lib/Eigen/Cholesky

+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
 #ifndef EIGEN_CHOLESKY_MODULE_H
 #define EIGEN_CHOLESKY_MODULE_H
 
@@ -10,20 +17,22 @@
   *
   *
   * This module provides two variants of the Cholesky decomposition for selfadjoint (hermitian) matrices.
-  * Those decompositions are accessible via the following MatrixBase methods:
-  *  - MatrixBase::llt(),
+  * Those decompositions are also accessible via the following methods:
+  *  - MatrixBase::llt()
   *  - MatrixBase::ldlt()
+  *  - SelfAdjointView::llt()
+  *  - SelfAdjointView::ldlt()
   *
   * \code
   * #include <Eigen/Cholesky>
   * \endcode
   */
 
-#include "src/misc/Solve.h"
 #include "src/Cholesky/LLT.h"
 #include "src/Cholesky/LDLT.h"
 #ifdef EIGEN_USE_LAPACKE
-#include "src/Cholesky/LLT_MKL.h"
+#include "src/misc/lapacke.h"
+#include "src/Cholesky/LLT_LAPACKE.h"
 #endif
 
 #include "src/Core/util/ReenableStupidWarnings.h"

lib/Eigen/CholmodSupport

+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
 #ifndef EIGEN_CHOLMODSUPPORT_MODULE_H
 #define EIGEN_CHOLMODSUPPORT_MODULE_H
 
@@ -33,12 +40,8 @@ extern "C" {
   *
   */
 
-#include "src/misc/Solve.h"
-#include "src/misc/SparseSolve.h"
-
 #include "src/CholmodSupport/CholmodSupport.h"
 
-
 #include "src/Core/util/ReenableStupidWarnings.h"
 
 #endif // EIGEN_CHOLMODSUPPORT_MODULE_H

lib/Eigen/Core

@@ -14,6 +14,58 @@
 // first thing Eigen does: stop the compiler from committing suicide
 #include "src/Core/util/DisableStupidWarnings.h"
 
+// Handle NVCC/CUDA/SYCL
+#if defined(__CUDACC__) || defined(__SYCL_DEVICE_ONLY__)
+  // Do not try asserts on CUDA and SYCL!
+  #ifndef EIGEN_NO_DEBUG
+  #define EIGEN_NO_DEBUG
+  #endif
+
+  #ifdef EIGEN_INTERNAL_DEBUGGING
+  #undef EIGEN_INTERNAL_DEBUGGING
+  #endif
+
+  #ifdef EIGEN_EXCEPTIONS
+  #undef EIGEN_EXCEPTIONS
+  #endif
+
+  // All functions callable from CUDA code must be qualified with __device__
+  #ifdef __CUDACC__
+    // Do not try to vectorize on CUDA and SYCL!
+    #ifndef EIGEN_DONT_VECTORIZE
+    #define EIGEN_DONT_VECTORIZE
+    #endif
+
+    #define EIGEN_DEVICE_FUNC __host__ __device__
+    // We need math_functions.hpp to ensure that that EIGEN_USING_STD_MATH macro
+    // works properly on the device side
+    #include <math_functions.hpp>
+  #else
+    #define EIGEN_DEVICE_FUNC
+  #endif
+
+#else
+  #define EIGEN_DEVICE_FUNC
+
+#endif
+
+// When compiling CUDA device code with NVCC, pull in math functions from the
+// global namespace.  In host mode, and when device doee with clang, use the
+// std versions.
+#if defined(__CUDA_ARCH__) && defined(__NVCC__)
+  #define EIGEN_USING_STD_MATH(FUNC) using ::FUNC;
+#else
+  #define EIGEN_USING_STD_MATH(FUNC) using std::FUNC;
+#endif
+
+#if (defined(_CPPUNWIND) || defined(__EXCEPTIONS)) && !defined(__CUDA_ARCH__) && !defined(EIGEN_EXCEPTIONS) && !defined(EIGEN_USE_SYCL)
+  #define EIGEN_EXCEPTIONS
+#endif
+
+#ifdef EIGEN_EXCEPTIONS
+  #include <new>
+#endif
+
 // then include this file where all our macros are defined. It's really important to do it first because
 // it's where we do all the alignment settings (platform detection and honoring the user's will if he
 // defined e.g. EIGEN_DONT_ALIGN) so it needs to be done before we do anything with vectorization.
@@ -21,7 +73,7 @@
 
 // Disable the ipa-cp-clone optimization flag with MinGW 6.x or newer (enabled by default with -O3)
 // See http://eigen.tuxfamily.org/bz/show_bug.cgi?id=556 for details.
-#if defined(__MINGW32__) && EIGEN_GNUC_AT_LEAST(4,6)
+#if EIGEN_COMP_MINGW && EIGEN_GNUC_AT_LEAST(4,6)
   #pragma GCC optimize ("-fno-ipa-cp-clone")
 #endif
 
@@ -31,26 +83,26 @@
 // and inclusion of their respective header files
 #include "src/Core/util/MKL_support.h"
 
-// if alignment is disabled, then disable vectorization. Note: EIGEN_ALIGN is the proper check, it takes into
-// account both the user's will (EIGEN_DONT_ALIGN) and our own platform checks
-#if !EIGEN_ALIGN
+// if alignment is disabled, then disable vectorization. Note: EIGEN_MAX_ALIGN_BYTES is the proper check, it takes into
+// account both the user's will (EIGEN_MAX_ALIGN_BYTES,EIGEN_DONT_ALIGN) and our own platform checks
+#if EIGEN_MAX_ALIGN_BYTES==0
   #ifndef EIGEN_DONT_VECTORIZE
     #define EIGEN_DONT_VECTORIZE
   #endif
 #endif
 
-#ifdef _MSC_VER
+#if EIGEN_COMP_MSVC
   #include <malloc.h> // for _aligned_malloc -- need it regardless of whether vectorization is enabled
-  #if (_MSC_VER >= 1500) // 2008 or later
+  #if (EIGEN_COMP_MSVC >= 1500) // 2008 or later
     // Remember that usage of defined() in a #define is undefined by the standard.
     // a user reported that in 64-bit mode, MSVC doesn't care to define _M_IX86_FP.
-    #if (defined(_M_IX86_FP) && (_M_IX86_FP >= 2)) || defined(_M_X64)
+    #if (defined(_M_IX86_FP) && (_M_IX86_FP >= 2)) || EIGEN_ARCH_x86_64
       #define EIGEN_SSE2_ON_MSVC_2008_OR_LATER
     #endif
   #endif
 #else
   // Remember that usage of defined() in a #define is undefined by the standard
-  #if (defined __SSE2__) && ( (!defined __GNUC__) || (defined __INTEL_COMPILER) || EIGEN_GNUC_AT_LEAST(4,2) )
+  #if (defined __SSE2__) && ( (!EIGEN_COMP_GNUC) || EIGEN_COMP_ICC || EIGEN_GNUC_AT_LEAST(4,2) )
     #define EIGEN_SSE2_ON_NON_MSVC_BUT_NOT_OLD_GCC
   #endif
 #endif
@@ -82,6 +134,28 @@
     #ifdef __SSE4_2__
       #define EIGEN_VECTORIZE_SSE4_2
     #endif
+    #ifdef __AVX__
+      #define EIGEN_VECTORIZE_AVX
+      #define EIGEN_VECTORIZE_SSE3
+      #define EIGEN_VECTORIZE_SSSE3
+      #define EIGEN_VECTORIZE_SSE4_1
+      #define EIGEN_VECTORIZE_SSE4_2
+    #endif
+    #ifdef __AVX2__
+      #define EIGEN_VECTORIZE_AVX2
+    #endif
+    #ifdef __FMA__
+      #define EIGEN_VECTORIZE_FMA
+    #endif
+    #if defined(__AVX512F__) && defined(EIGEN_ENABLE_AVX512)
+      #define EIGEN_VECTORIZE_AVX512
+      #define EIGEN_VECTORIZE_AVX2
+      #define EIGEN_VECTORIZE_AVX
+      #define EIGEN_VECTORIZE_FMA
+      #ifdef __AVX512DQ__
+        #define EIGEN_VECTORIZE_AVX512DQ
+      #endif
+    #endif
 
     // include files
 
@@ -95,9 +169,10 @@
     extern "C" {
       // In theory we should only include immintrin.h and not the other *mmintrin.h header files directly.
       // Doing so triggers some issues with ICC. However old gcc versions seems to not have this file, thus:
-      #if defined(__INTEL_COMPILER) && __INTEL_COMPILER >= 1110
+      #if EIGEN_COMP_ICC >= 1110
         #include <immintrin.h>
       #else
+        #include <mmintrin.h>
         #include <emmintrin.h>
         #include <xmmintrin.h>
         #ifdef  EIGEN_VECTORIZE_SSE3
@@ -112,8 +187,20 @@
         #ifdef EIGEN_VECTORIZE_SSE4_2
         #include <nmmintrin.h>
         #endif
+        #if defined(EIGEN_VECTORIZE_AVX) || defined(EIGEN_VECTORIZE_AVX512)
+        #include <immintrin.h>
+        #endif
       #endif
     } // end extern "C"
+  #elif defined __VSX__
+    #define EIGEN_VECTORIZE
+    #define EIGEN_VECTORIZE_VSX
+    #include <altivec.h>
+    // We need to #undef all these ugly tokens defined in <altivec.h>
+    // => use __vector instead of vector
+    #undef bool
+    #undef vector
+    #undef pixel
   #elif defined __ALTIVEC__
     #define EIGEN_VECTORIZE
     #define EIGEN_VECTORIZE_ALTIVEC
@@ -123,13 +210,35 @@
     #undef bool
     #undef vector
     #undef pixel
-  #elif defined  __ARM_NEON
+  #elif (defined  __ARM_NEON) || (defined __ARM_NEON__)
     #define EIGEN_VECTORIZE
     #define EIGEN_VECTORIZE_NEON
     #include <arm_neon.h>
+  #elif (defined __s390x__ && defined __VEC__)
+    #define EIGEN_VECTORIZE
+    #define EIGEN_VECTORIZE_ZVECTOR
+    #include <vecintrin.h>
   #endif
 #endif
 
+#if defined(__F16C__) && !defined(EIGEN_COMP_CLANG)
+  // We can use the optimized fp16 to float and float to fp16 conversion routines
+  #define EIGEN_HAS_FP16_C
+#endif
+
+#if defined __CUDACC__
+  #define EIGEN_VECTORIZE_CUDA
+  #include <vector_types.h>
+  #if defined __CUDACC_VER__ && __CUDACC_VER__ >= 70500
+    #define EIGEN_HAS_CUDA_FP16
+  #endif
+#endif
+
+#if defined EIGEN_HAS_CUDA_FP16
+  #include <host_defines.h>
+  #include <cuda_fp16.h>
+#endif
+
 #if (defined _OPENMP) && (!defined EIGEN_DONT_PARALLELIZE)
   #define EIGEN_HAS_OPENMP
 #endif
@@ -139,7 +248,7 @@
 #endif
 
 // MSVC for windows mobile does not have the errno.h file
-#if !(defined(_MSC_VER) && defined(_WIN32_WCE)) && !defined(__ARMCC_VERSION)
+#if !(EIGEN_COMP_MSVC && EIGEN_OS_WINCE) && !EIGEN_COMP_ARM
 #define EIGEN_HAS_ERRNO
 #endif
 
@@ -159,29 +268,30 @@
 // for min/max:
 #include <algorithm>
 
+// for std::is_nothrow_move_assignable
+#ifdef EIGEN_INCLUDE_TYPE_TRAITS
+#include <type_traits>
+#endif
+
 // for outputting debug info
 #ifdef EIGEN_DEBUG_ASSIGN
 #include <iostream>
 #endif
 
 // required for __cpuid, needs to be included after cmath
-#if defined(_MSC_VER) && (defined(_M_IX86)||defined(_M_X64)) && (!defined(_WIN32_WCE))
+#if EIGEN_COMP_MSVC && EIGEN_ARCH_i386_OR_x86_64 && !EIGEN_OS_WINCE
   #include <intrin.h>
 #endif
 
-#if defined(_CPPUNWIND) || defined(__EXCEPTIONS)
-  #define EIGEN_EXCEPTIONS
-#endif
-
-#ifdef EIGEN_EXCEPTIONS
-  #include <new>
-#endif
-
 /** \brief Namespace containing all symbols from the %Eigen library. */
 namespace Eigen {
 
 inline static const char *SimdInstructionSetsInUse(void) {
-#if defined(EIGEN_VECTORIZE_SSE4_2)
+#if defined(EIGEN_VECTORIZE_AVX512)
+  return "AVX512, FMA, AVX2, AVX, SSE, SSE2, SSE3, SSSE3, SSE4.1, SSE4.2";
+#elif defined(EIGEN_VECTORIZE_AVX)
+  return "AVX SSE, SSE2, SSE3, SSSE3, SSE4.1, SSE4.2";
+#elif defined(EIGEN_VECTORIZE_SSE4_2)
   return "SSE, SSE2, SSE3, SSSE3, SSE4.1, SSE4.2";
 #elif defined(EIGEN_VECTORIZE_SSE4_1)
   return "SSE, SSE2, SSE3, SSSE3, SSE4.1";
@@ -193,8 +303,12 @@ inline static const char *SimdInstructionSetsInUse(void) {
   return "SSE, SSE2";
 #elif defined(EIGEN_VECTORIZE_ALTIVEC)
   return "AltiVec";
+#elif defined(EIGEN_VECTORIZE_VSX)
+  return "VSX";
 #elif defined(EIGEN_VECTORIZE_NEON)
   return "ARM NEON";
+#elif defined(EIGEN_VECTORIZE_ZVECTOR)
+  return "S390X ZVECTOR";
 #else
   return "None";
 #endif
@@ -202,42 +316,21 @@ inline static const char *SimdInstructionSetsInUse(void) {
 
 } // end namespace Eigen
 
-#define STAGE10_FULL_EIGEN2_API             10
-#define STAGE20_RESOLVE_API_CONFLICTS       20
-#define STAGE30_FULL_EIGEN3_API             30
-#define STAGE40_FULL_EIGEN3_STRICTNESS      40
-#define STAGE99_NO_EIGEN2_SUPPORT           99
-
-#if   defined EIGEN2_SUPPORT_STAGE40_FULL_EIGEN3_STRICTNESS
-  #define EIGEN2_SUPPORT
-  #define EIGEN2_SUPPORT_STAGE STAGE40_FULL_EIGEN3_STRICTNESS
-#elif defined EIGEN2_SUPPORT_STAGE30_FULL_EIGEN3_API
-  #define EIGEN2_SUPPORT
-  #define EIGEN2_SUPPORT_STAGE STAGE30_FULL_EIGEN3_API
-#elif defined EIGEN2_SUPPORT_STAGE20_RESOLVE_API_CONFLICTS
-  #define EIGEN2_SUPPORT
-  #define EIGEN2_SUPPORT_STAGE STAGE20_RESOLVE_API_CONFLICTS
-#elif defined EIGEN2_SUPPORT_STAGE10_FULL_EIGEN2_API
-  #define EIGEN2_SUPPORT
-  #define EIGEN2_SUPPORT_STAGE STAGE10_FULL_EIGEN2_API
-#elif defined EIGEN2_SUPPORT
-  // default to stage 3, that's what it's always meant
-  #define EIGEN2_SUPPORT_STAGE30_FULL_EIGEN3_API
-  #define EIGEN2_SUPPORT_STAGE STAGE30_FULL_EIGEN3_API
-#else
-  #define EIGEN2_SUPPORT_STAGE STAGE99_NO_EIGEN2_SUPPORT
+#if defined EIGEN2_SUPPORT_STAGE40_FULL_EIGEN3_STRICTNESS || defined EIGEN2_SUPPORT_STAGE30_FULL_EIGEN3_API || defined EIGEN2_SUPPORT_STAGE20_RESOLVE_API_CONFLICTS || defined EIGEN2_SUPPORT_STAGE10_FULL_EIGEN2_API || defined EIGEN2_SUPPORT
+// This will generate an error message:
+#error Eigen2-support is only available up to version 3.2. Please go to "http://eigen.tuxfamily.org/index.php?title=Eigen2" for further information
 #endif
 
-#ifdef EIGEN2_SUPPORT
-#undef minor
-#endif
+namespace Eigen {
 
 // we use size_t frequently and we'll never remember to prepend it with std:: everytime just to
 // ensure QNX/QCC support
 using std::size_t;
-// gcc 4.6.0 wants std:: for ptrdiff_t 
+// gcc 4.6.0 wants std:: for ptrdiff_t
 using std::ptrdiff_t;
 
+}
+
 /** \defgroup Core_Module Core module
   * This is the main module of Eigen providing dense matrix and vector support
   * (both fixed and dynamic size) with all the features corresponding to a BLAS library
@@ -249,8 +342,8 @@ using std::ptrdiff_t;
   */
 
 #include "src/Core/util/Constants.h"
-#include "src/Core/util/ForwardDeclarations.h"
 #include "src/Core/util/Meta.h"
+#include "src/Core/util/ForwardDeclarations.h"
 #include "src/Core/util/StaticAssert.h"
 #include "src/Core/util/XprHelper.h"
 #include "src/Core/util/Memory.h"
@@ -258,41 +351,92 @@ using std::ptrdiff_t;
 #include "src/Core/NumTraits.h"
 #include "src/Core/MathFunctions.h"
 #include "src/Core/GenericPacketMath.h"
+#include "src/Core/MathFunctionsImpl.h"
 
-#if defined EIGEN_VECTORIZE_SSE
+#if defined EIGEN_VECTORIZE_AVX512
+  #include "src/Core/arch/SSE/PacketMath.h"
+  #include "src/Core/arch/AVX/PacketMath.h"
+  #include "src/Core/arch/AVX512/PacketMath.h"
+  #include "src/Core/arch/AVX512/MathFunctions.h"
+#elif defined EIGEN_VECTORIZE_AVX
+  // Use AVX for floats and doubles, SSE for integers
+  #include "src/Core/arch/SSE/PacketMath.h"
+  #include "src/Core/arch/SSE/Complex.h"
+  #include "src/Core/arch/SSE/MathFunctions.h"
+  #include "src/Core/arch/AVX/PacketMath.h"
+  #include "src/Core/arch/AVX/MathFunctions.h"
+  #include "src/Core/arch/AVX/Complex.h"
+  #include "src/Core/arch/AVX/TypeCasting.h"
+#elif defined EIGEN_VECTORIZE_SSE
   #include "src/Core/arch/SSE/PacketMath.h"
   #include "src/Core/arch/SSE/MathFunctions.h"
   #include "src/Core/arch/SSE/Complex.h"
-#elif defined EIGEN_VECTORIZE_ALTIVEC
+  #include "src/Core/arch/SSE/TypeCasting.h"
+#elif defined(EIGEN_VECTORIZE_ALTIVEC) || defined(EIGEN_VECTORIZE_VSX)
   #include "src/Core/arch/AltiVec/PacketMath.h"
+  #include "src/Core/arch/AltiVec/MathFunctions.h"
   #include "src/Core/arch/AltiVec/Complex.h"
 #elif defined EIGEN_VECTORIZE_NEON
   #include "src/Core/arch/NEON/PacketMath.h"
+  #include "src/Core/arch/NEON/MathFunctions.h"
   #include "src/Core/arch/NEON/Complex.h"
+#elif defined EIGEN_VECTORIZE_ZVECTOR
+  #include "src/Core/arch/ZVector/PacketMath.h"
+  #include "src/Core/arch/ZVector/MathFunctions.h"
+  #include "src/Core/arch/ZVector/Complex.h"
+#endif
+
+// Half float support
+#include "src/Core/arch/CUDA/Half.h"
+#include "src/Core/arch/CUDA/PacketMathHalf.h"
+#include "src/Core/arch/CUDA/TypeCasting.h"
+
+#if defined EIGEN_VECTORIZE_CUDA
+  #include "src/Core/arch/CUDA/PacketMath.h"
+  #include "src/Core/arch/CUDA/MathFunctions.h"
 #endif
 
 #include "src/Core/arch/Default/Settings.h"
 
-#include "src/Core/Functors.h"
+#include "src/Core/functors/TernaryFunctors.h"
+#include "src/Core/functors/BinaryFunctors.h"
+#include "src/Core/functors/UnaryFunctors.h"
+#include "src/Core/functors/NullaryFunctors.h"
+#include "src/Core/functors/StlFunctors.h"
+#include "src/Core/functors/AssignmentFunctors.h"
+
+// Specialized functors to enable the processing of complex numbers
+// on CUDA devices
+#include "src/Core/arch/CUDA/Complex.h"
+
+#include "src/Core/IO.h"
 #include "src/Core/DenseCoeffsBase.h"
 #include "src/Core/DenseBase.h"
 #include "src/Core/MatrixBase.h"
 #include "src/Core/EigenBase.h"
 
+#include "src/Core/Product.h"
+#include "src/Core/CoreEvaluators.h"
+#include "src/Core/AssignEvaluator.h"
+
 #ifndef EIGEN_PARSED_BY_DOXYGEN // work around Doxygen bug triggered by Assign.h r814874
                                 // at least confirmed with Doxygen 1.5.5 and 1.5.6
   #include "src/Core/Assign.h"
 #endif
 
+#include "src/Core/ArrayBase.h"
 #include "src/Core/util/BlasUtil.h"
 #include "src/Core/DenseStorage.h"
 #include "src/Core/NestByValue.h"
-#include "src/Core/ForceAlignedAccess.h"
+
+// #include "src/Core/ForceAlignedAccess.h"
+
 #include "src/Core/ReturnByValue.h"
 #include "src/Core/NoAlias.h"
 #include "src/Core/PlainObjectBase.h"
 #include "src/Core/Matrix.h"
 #include "src/Core/Array.h"
+#include "src/Core/CwiseTernaryOp.h"
 #include "src/Core/CwiseBinaryOp.h"
 #include "src/Core/CwiseUnaryOp.h"
 #include "src/Core/CwiseNullaryOp.h"
@@ -300,32 +444,32 @@ using std::ptrdiff_t;
 #include "src/Core/SelfCwiseBinaryOp.h"
 #include "src/Core/Dot.h"