Commit 17eaf4a9 authored by Pierre Kraemer's avatar Pierre Kraemer

new version of Eigen library

parent 9801b6cd
#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
include(RegexUtils)
test_escape_string_as_regex()
file(GLOB Eigen_directory_files "*")
escape_string_as_regex(ESCAPED_CMAKE_CURRENT_SOURCE_DIR "${CMAKE_CURRENT_SOURCE_DIR}")
foreach(f ${Eigen_directory_files})
if(NOT f MATCHES "\\.txt" AND NOT f MATCHES "${ESCAPED_CMAKE_CURRENT_SOURCE_DIR}/[.].+" AND NOT f MATCHES "${ESCAPED_CMAKE_CURRENT_SOURCE_DIR}/src")
list(APPEND Eigen_directory_files_to_install ${f})
endif()
endforeach(f ${Eigen_directory_files})
install(FILES
${Eigen_directory_files_to_install}
DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen COMPONENT Devel
)
add_subdirectory(src)
#ifndef EIGEN_CHOLESKY_MODULE_H
#define EIGEN_CHOLESKY_MODULE_H
#include "Core"
#include "src/Core/util/DisableStupidWarnings.h"
/** \defgroup Cholesky_Module Cholesky module
*
*
*
* This module provides two variants of the Cholesky decomposition for selfadjoint (hermitian) matrices.
* Those decompositions are accessible via the following MatrixBase methods:
* - MatrixBase::llt(),
* - MatrixBase::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"
#endif
#include "src/Core/util/ReenableStupidWarnings.h"
#endif // EIGEN_CHOLESKY_MODULE_H
/* vim: set filetype=cpp et sw=2 ts=2 ai: */
#ifndef EIGEN_CHOLMODSUPPORT_MODULE_H
#define EIGEN_CHOLMODSUPPORT_MODULE_H
#include "SparseCore"
#include "src/Core/util/DisableStupidWarnings.h"
extern "C" {
#include <cholmod.h>
}
/** \ingroup Support_modules
* \defgroup CholmodSupport_Module CholmodSupport module
*
* This module provides an interface to the Cholmod library which is part of the <a href="http://www.cise.ufl.edu/research/sparse/SuiteSparse/">suitesparse</a> package.
* It provides the two following main factorization classes:
* - class CholmodSupernodalLLT: a supernodal LLT Cholesky factorization.
* - class CholmodDecomposiiton: a general L(D)LT Cholesky factorization with automatic or explicit runtime selection of the underlying factorization method (supernodal or simplicial).
*
* For the sake of completeness, this module also propose the two following classes:
* - class CholmodSimplicialLLT
* - class CholmodSimplicialLDLT
* Note that these classes does not bring any particular advantage compared to the built-in
* SimplicialLLT and SimplicialLDLT factorization classes.
*
* \code
* #include <Eigen/CholmodSupport>
* \endcode
*
* In order to use this module, the cholmod headers must be accessible from the include paths, and your binary must be linked to the cholmod library and its dependencies.
* The dependencies depend on how cholmod has been compiled.
* For a cmake based project, you can use our FindCholmod.cmake module to help you in this task.
*
*/
#include "src/misc/Solve.h"
#include "src/misc/SparseSolve.h"
#include "src/CholmodSupport/CholmodSupport.h"
#include "src/Core/util/ReenableStupidWarnings.h"
#endif // EIGEN_CHOLMODSUPPORT_MODULE_H
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#include "Core"
#include "LU"
#include "Cholesky"
#include "QR"
#include "SVD"
#include "Geometry"
#include "Eigenvalues"
#include "Dense"
//#include "Sparse"
// 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 EIGEN2SUPPORT_H
#define EIGEN2SUPPORT_H
#if (!defined(EIGEN2_SUPPORT)) || (!defined(EIGEN_CORE_H))
#error Eigen2 support must be enabled by defining EIGEN2_SUPPORT before including any Eigen header
#endif
#include "src/Core/util/DisableStupidWarnings.h"
/** \ingroup Support_modules
* \defgroup Eigen2Support_Module Eigen2 support module
* This module provides a couple of deprecated functions improving the compatibility with Eigen2.
*
* To use it, define EIGEN2_SUPPORT before including any Eigen header
* \code
* #define EIGEN2_SUPPORT
* \endcode
*
*/
#include "src/Eigen2Support/Macros.h"
#include "src/Eigen2Support/Memory.h"
#include "src/Eigen2Support/Meta.h"
#include "src/Eigen2Support/Lazy.h"
#include "src/Eigen2Support/Cwise.h"
#include "src/Eigen2Support/CwiseOperators.h"
#include "src/Eigen2Support/TriangularSolver.h"
#include "src/Eigen2Support/Block.h"
#include "src/Eigen2Support/VectorBlock.h"
#include "src/Eigen2Support/Minor.h"
#include "src/Eigen2Support/MathFunctions.h"
#include "src/Core/util/ReenableStupidWarnings.h"
// Eigen2 used to include iostream
#include<iostream>
#define EIGEN_USING_MATRIX_TYPEDEFS_FOR_TYPE_AND_SIZE(TypeSuffix, SizeSuffix) \
using Eigen::Matrix##SizeSuffix##TypeSuffix; \
using Eigen::Vector##SizeSuffix##TypeSuffix; \
using Eigen::RowVector##SizeSuffix##TypeSuffix;
#define EIGEN_USING_MATRIX_TYPEDEFS_FOR_TYPE(TypeSuffix) \
EIGEN_USING_MATRIX_TYPEDEFS_FOR_TYPE_AND_SIZE(TypeSuffix, 2) \
EIGEN_USING_MATRIX_TYPEDEFS_FOR_TYPE_AND_SIZE(TypeSuffix, 3) \
EIGEN_USING_MATRIX_TYPEDEFS_FOR_TYPE_AND_SIZE(TypeSuffix, 4) \
EIGEN_USING_MATRIX_TYPEDEFS_FOR_TYPE_AND_SIZE(TypeSuffix, X) \
#define EIGEN_USING_MATRIX_TYPEDEFS \
EIGEN_USING_MATRIX_TYPEDEFS_FOR_TYPE(i) \
EIGEN_USING_MATRIX_TYPEDEFS_FOR_TYPE(f) \
EIGEN_USING_MATRIX_TYPEDEFS_FOR_TYPE(d) \
EIGEN_USING_MATRIX_TYPEDEFS_FOR_TYPE(cf) \
EIGEN_USING_MATRIX_TYPEDEFS_FOR_TYPE(cd)
#define USING_PART_OF_NAMESPACE_EIGEN \
EIGEN_USING_MATRIX_TYPEDEFS \
using Eigen::Matrix; \
using Eigen::MatrixBase; \
using Eigen::ei_random; \
using Eigen::ei_real; \
using Eigen::ei_imag; \
using Eigen::ei_conj; \
using Eigen::ei_abs; \
using Eigen::ei_abs2; \
using Eigen::ei_sqrt; \
using Eigen::ei_exp; \
using Eigen::ei_log; \
using Eigen::ei_sin; \
using Eigen::ei_cos;
#endif // EIGEN2SUPPORT_H
#ifndef EIGEN_EIGENVALUES_MODULE_H
#define EIGEN_EIGENVALUES_MODULE_H
#include "Core"
#include "src/Core/util/DisableStupidWarnings.h"
#include "Cholesky"
#include "Jacobi"
#include "Householder"
#include "LU"
#include "Geometry"
/** \defgroup Eigenvalues_Module Eigenvalues module
*
*
*
* This module mainly provides various eigenvalue solvers.
* This module also provides some MatrixBase methods, including:
* - MatrixBase::eigenvalues(),
* - MatrixBase::operatorNorm()
*
* \code
* #include <Eigen/Eigenvalues>
* \endcode
*/
#include "src/Eigenvalues/Tridiagonalization.h"
#include "src/Eigenvalues/RealSchur.h"
#include "src/Eigenvalues/EigenSolver.h"
#include "src/Eigenvalues/SelfAdjointEigenSolver.h"
#include "src/Eigenvalues/GeneralizedSelfAdjointEigenSolver.h"
#include "src/Eigenvalues/HessenbergDecomposition.h"
#include "src/Eigenvalues/ComplexSchur.h"
#include "src/Eigenvalues/ComplexEigenSolver.h"
#include "src/Eigenvalues/MatrixBaseEigenvalues.h"
#ifdef EIGEN_USE_LAPACKE
#include "src/Eigenvalues/RealSchur_MKL.h"
#include "src/Eigenvalues/ComplexSchur_MKL.h"
#include "src/Eigenvalues/SelfAdjointEigenSolver_MKL.h"
#endif
#include "src/Core/util/ReenableStupidWarnings.h"
#endif // EIGEN_EIGENVALUES_MODULE_H
/* vim: set filetype=cpp et sw=2 ts=2 ai: */
#ifndef EIGEN_GEOMETRY_MODULE_H
#define EIGEN_GEOMETRY_MODULE_H
#include "Core"
#include "src/Core/util/DisableStupidWarnings.h"
#include "SVD"
#include "LU"
#include <limits>
#ifndef M_PI
#define M_PI 3.14159265358979323846
#endif
/** \defgroup Geometry_Module Geometry module
*
*
*
* This module provides support for:
* - fixed-size homogeneous transformations
* - translation, scaling, 2D and 3D rotations
* - quaternions
* - \ref MatrixBase::cross() "cross product"
* - \ref MatrixBase::unitOrthogonal() "orthognal vector generation"
* - some linear components: parametrized-lines and hyperplanes
*
* \code
* #include <Eigen/Geometry>
* \endcode
*/
#include "src/Geometry/OrthoMethods.h"
#include "src/Geometry/EulerAngles.h"
#if EIGEN2_SUPPORT_STAGE > STAGE20_RESOLVE_API_CONFLICTS
#include "src/Geometry/Homogeneous.h"
#include "src/Geometry/RotationBase.h"
#include "src/Geometry/Rotation2D.h"
#include "src/Geometry/Quaternion.h"
#include "src/Geometry/AngleAxis.h"
#include "src/Geometry/Transform.h"
#include "src/Geometry/Translation.h"
#include "src/Geometry/Scaling.h"
#include "src/Geometry/Hyperplane.h"
#include "src/Geometry/ParametrizedLine.h"
#include "src/Geometry/AlignedBox.h"
#include "src/Geometry/Umeyama.h"
#if defined EIGEN_VECTORIZE_SSE
#include "src/Geometry/arch/Geometry_SSE.h"
#endif
#endif
#ifdef EIGEN2_SUPPORT
#include "src/Eigen2Support/Geometry/All.h"
#endif
#include "src/Core/util/ReenableStupidWarnings.h"
#endif // EIGEN_GEOMETRY_MODULE_H
/* vim: set filetype=cpp et sw=2 ts=2 ai: */
#ifndef EIGEN_HOUSEHOLDER_MODULE_H
#define EIGEN_HOUSEHOLDER_MODULE_H
#include "Core"
#include "src/Core/util/DisableStupidWarnings.h"
/** \defgroup Householder_Module Householder module
* This module provides Householder transformations.
*
* \code
* #include <Eigen/Householder>
* \endcode
*/
#include "src/Householder/Householder.h"
#include "src/Householder/HouseholderSequence.h"
#include "src/Householder/BlockHouseholder.h"
#include "src/Core/util/ReenableStupidWarnings.h"
#endif // EIGEN_HOUSEHOLDER_MODULE_H
/* vim: set filetype=cpp et sw=2 ts=2 ai: */
#ifndef EIGEN_ITERATIVELINEARSOLVERS_MODULE_H
#define EIGEN_ITERATIVELINEARSOLVERS_MODULE_H
#include "SparseCore"
#include "OrderingMethods"
#include "src/Core/util/DisableStupidWarnings.h"
/** \ingroup Sparse_modules
* \defgroup IterativeLinearSolvers_Module IterativeLinearSolvers module
*
* This module currently provides iterative methods to solve problems of the form \c A \c x = \c b, where \c A is a squared matrix, usually very large and sparse.
* Those solvers are accessible via the following classes:
* - ConjugateGradient for selfadjoint (hermitian) matrices,
* - BiCGSTAB for general square matrices.
*
* These iterative solvers are associated with some preconditioners:
* - IdentityPreconditioner - not really useful
* - DiagonalPreconditioner - also called JAcobi preconditioner, work very well on diagonal dominant matrices.
* - IncompleteILUT - incomplete LU factorization with dual thresholding
*
* Such problems can also be solved using the direct sparse decomposition modules: SparseCholesky, CholmodSupport, UmfPackSupport, SuperLUSupport.
*
* \code
* #include <Eigen/IterativeLinearSolvers>
* \endcode
*/
#include "src/misc/Solve.h"
#include "src/misc/SparseSolve.h"
#include "src/IterativeLinearSolvers/IterativeSolverBase.h"
#include "src/IterativeLinearSolvers/BasicPreconditioners.h"
#include "src/IterativeLinearSolvers/ConjugateGradient.h"
#include "src/IterativeLinearSolvers/BiCGSTAB.h"
#include "src/IterativeLinearSolvers/IncompleteLUT.h"
#include "src/Core/util/ReenableStupidWarnings.h"
#endif // EIGEN_ITERATIVELINEARSOLVERS_MODULE_H
#ifndef EIGEN_JACOBI_MODULE_H
#define EIGEN_JACOBI_MODULE_H
#include "Core"
#include "src/Core/util/DisableStupidWarnings.h"
/** \defgroup Jacobi_Module Jacobi module
* This module provides Jacobi and Givens rotations.
*
* \code
* #include <Eigen/Jacobi>
* \endcode
*
* In addition to listed classes, it defines the two following MatrixBase methods to apply a Jacobi or Givens rotation:
* - MatrixBase::applyOnTheLeft()
* - MatrixBase::applyOnTheRight().
*/
#include "src/Jacobi/Jacobi.h"
#include "src/Core/util/ReenableStupidWarnings.h"
#endif // EIGEN_JACOBI_MODULE_H
/* vim: set filetype=cpp et sw=2 ts=2 ai: */
#ifndef EIGEN_LU_MODULE_H
#define EIGEN_LU_MODULE_H
#include "Core"
#include "src/Core/util/DisableStupidWarnings.h"
/** \defgroup LU_Module LU module
* This module includes %LU decomposition and related notions such as matrix inversion and determinant.
* This module defines the following MatrixBase methods:
* - MatrixBase::inverse()
* - MatrixBase::determinant()
*
* \code
* #include <Eigen/LU>
* \endcode
*/
#include "src/misc/Solve.h"
#include "src/misc/Kernel.h"
#include "src/misc/Image.h"
#include "src/LU/FullPivLU.h"
#include "src/LU/PartialPivLU.h"
#ifdef EIGEN_USE_LAPACKE
#include "src/LU/PartialPivLU_MKL.h"
#endif
#include "src/LU/Determinant.h"
#include "src/LU/Inverse.h"
#if defined EIGEN_VECTORIZE_SSE
#include "src/LU/arch/Inverse_SSE.h"
#endif
#ifdef EIGEN2_SUPPORT
#include "src/Eigen2Support/LU.h"
#endif
#include "src/Core/util/ReenableStupidWarnings.h"
#endif // EIGEN_LU_MODULE_H
/* vim: set filetype=cpp et sw=2 ts=2 ai: */
#ifndef EIGEN_REGRESSION_MODULE_H
#define EIGEN_REGRESSION_MODULE_H
#ifndef EIGEN2_SUPPORT
#error LeastSquares is only available in Eigen2 support mode (define EIGEN2_SUPPORT)
#endif
// exclude from normal eigen3-only documentation
#ifdef EIGEN2_SUPPORT
#include "Core"
#include "src/Core/util/DisableStupidWarnings.h"
#include "Eigenvalues"
#include "Geometry"
/** \defgroup LeastSquares_Module LeastSquares module
* This module provides linear regression and related features.
*
* \code
* #include <Eigen/LeastSquares>
* \endcode
*/
#include "src/Eigen2Support/LeastSquares.h"
#include "src/Core/util/ReenableStupidWarnings.h"
#endif // EIGEN2_SUPPORT
#endif // EIGEN_REGRESSION_MODULE_H
#ifndef EIGEN_ORDERINGMETHODS_MODULE_H
#define EIGEN_ORDERINGMETHODS_MODULE_H
#include "SparseCore"
#include "src/Core/util/DisableStupidWarnings.h"
/** \ingroup Sparse_modules
* \defgroup OrderingMethods_Module OrderingMethods module
*
* This module is currently for internal use only.
*
*
* \code
* #include <Eigen/OrderingMethods>
* \endcode
*/
#include "src/OrderingMethods/Amd.h"
#include "src/Core/util/ReenableStupidWarnings.h"
#endif // EIGEN_ORDERINGMETHODS_MODULE_H
#ifndef EIGEN_PASTIXSUPPORT_MODULE_H
#define EIGEN_PASTIXSUPPORT_MODULE_H
#include "SparseCore"
#include "src/Core/util/DisableStupidWarnings.h"
#include <complex.h>
extern "C" {
#include <pastix_nompi.h>
#include <pastix.h>
}
#ifdef complex
#undef complex
#endif
/** \ingroup Support_modules
* \defgroup PaStiXSupport_Module PaStiXSupport module
*
* This module provides an interface to the <a href="http://pastix.gforge.inria.fr/">PaSTiX</a> library.
* PaSTiX is a general \b supernodal, \b parallel and \b opensource sparse solver.
* It provides the two following main factorization classes:
* - class PastixLLT : a supernodal, parallel LLt Cholesky factorization.
* - class PastixLDLT: a supernodal, parallel LDLt Cholesky factorization.
* - class PastixLU : a supernodal, parallel LU factorization (optimized for a symmetric pattern).
*
* \code
* #include <Eigen/PaStiXSupport>
* \endcode
*
* In order to use this module, the PaSTiX headers must be accessible from the include paths, and your binary must be linked to the PaSTiX library and its dependencies.
* The dependencies depend on how PaSTiX has been compiled.
* For a cmake based project, you can use our FindPaSTiX.cmake module to help you in this task.
*
*/
#include "src/misc/Solve.h"
#include "src/misc/SparseSolve.h"
#include "src/PaStiXSupport/PaStiXSupport.h"
#include "src/Core/util/ReenableStupidWarnings.h"
#endif // EIGEN_PASTIXSUPPORT_MODULE_H
#ifndef EIGEN_PARDISOSUPPORT_MODULE_H
#define EIGEN_PARDISOSUPPORT_MODULE_H
#include "SparseCore"
#include "src/Core/util/DisableStupidWarnings.h"
#include <mkl_pardiso.h>
#include <unsupported/Eigen/SparseExtra>
/** \ingroup Support_modules
* \defgroup PardisoSupport_Module PardisoSupport module
*
* This module brings support for the Intel(R) MKL PARDISO direct sparse solvers.
*
* \code
* #include <Eigen/PardisoSupport>
* \endcode
*
* In order to use this module, the MKL headers must be accessible from the include paths, and your binary must be linked to the MKL library and its dependencies.
* See this \ref TopicUsingIntelMKL "page" for more information on MKL-Eigen integration.
*
*/
#include "src/PardisoSupport/PardisoSupport.h"
#include "src/Core/util/ReenableStupidWarnings.h"
#endif // EIGEN_PARDISOSUPPORT_MODULE_H
#ifndef EIGEN_QR_MODULE_H
#define EIGEN_QR_MODULE_H
#include "Core"
#include "src/Core/util/DisableStupidWarnings.h"
#include "Cholesky"
#include "Jacobi"
#include "Householder"
/** \defgroup QR_Module QR module
*
*
*
* This module provides various QR decompositions