init repo.

3party/eigen/Eigen/src/SparseCore/AmbiVector.h

@@ -0,0 +1,378 @@
+// 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 _StorageIndex>
+class AmbiVector
+{
+  public:
+    typedef _Scalar Scalar;
+    typedef _StorageIndex StorageIndex;
+    typedef typename NumTraits<Scalar>::Real RealScalar;
+
+    explicit AmbiVector(Index size)
+      : m_buffer(0), m_zero(0), m_size(0), m_end(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 = convert_index(start); m_end = convert_index(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 = convert_index(size);
+    }
+
+    StorageIndex size() const { return m_size; }
+
+  protected:
+    StorageIndex convert_index(Index idx)
+    {
+      return internal::convert_index<StorageIndex>(idx);
+    }
+
+    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 = convert_index((allocSize*sizeof(Scalar))/sizeof(ListEl));
+        m_buffer = new Scalar[allocSize];
+      }
+      else
+      {
+        m_allocatedElements = convert_index((size*sizeof(Scalar))/sizeof(ListEl));
+        m_buffer = new Scalar[size];
+      }
+      m_size = convert_index(size);
+      m_start = 0;
+      m_end = m_size;
+    }
+
+    void reallocateSparse()
+    {
+      Index copyElements = m_allocatedElements;
+      m_allocatedElements = (std::min)(StorageIndex(m_allocatedElements*1.5),m_size);
+      Index allocSize = m_allocatedElements * sizeof(ListEl);
+      allocSize = (allocSize + sizeof(Scalar) - 1)/sizeof(Scalar);
+      Scalar* newBuffer = new Scalar[allocSize];
+      std::memcpy(newBuffer,  m_buffer,  copyElements * sizeof(ListEl));
+      delete[] m_buffer;
+      m_buffer = newBuffer;
+    }
+
+  protected:
+    // element type of the linked list
+    struct ListEl
+    {
+      StorageIndex next;
+      StorageIndex index;
+      Scalar value;
+    };
+
+    // used to store data in both mode
+    Scalar* m_buffer;
+    Scalar m_zero;
+    StorageIndex m_size;
+    StorageIndex m_start;
+    StorageIndex m_end;
+    StorageIndex m_allocatedSize;
+    StorageIndex m_allocatedElements;
+    StorageIndex m_mode;
+
+    // linked list mode
+    StorageIndex m_llStart;
+    StorageIndex m_llCurrent;
+    StorageIndex m_llSize;
+};
+
+/** \returns the number of non zeros in the current sub vector */
+template<typename _Scalar,typename _StorageIndex>
+Index AmbiVector<_Scalar,_StorageIndex>::nonZeros() const
+{
+  if (m_mode==IsSparse)
+    return m_llSize;
+  else
+    return m_end - m_start;
+}
+
+template<typename _Scalar,typename _StorageIndex>
+void AmbiVector<_Scalar,_StorageIndex>::init(double estimatedDensity)
+{
+  if (estimatedDensity>0.1)
+    init(IsDense);
+  else
+    init(IsSparse);
+}
+
+template<typename _Scalar,typename _StorageIndex>
+void AmbiVector<_Scalar,_StorageIndex>::init(int mode)
+{
+  m_mode = mode;
+  // This is only necessary in sparse mode, but we set these unconditionally to avoid some maybe-uninitialized warnings
+  // 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 _StorageIndex>
+void AmbiVector<_Scalar,_StorageIndex>::restart()
+{
+  m_llCurrent = m_llStart;
+}
+
+/** Set all coefficients of current subvector to zero */
+template<typename _Scalar,typename _StorageIndex>
+void AmbiVector<_Scalar,_StorageIndex>::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 _StorageIndex>
+_Scalar& AmbiVector<_Scalar,_StorageIndex>::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 = convert_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 = convert_index(i);
+      el.next = m_llStart;
+      m_llStart = m_llSize;
+      ++m_llSize;
+      m_llCurrent = m_llStart;
+      return el.value;
+    }
+    else
+    {
+      StorageIndex 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 = convert_index(i);
+        el.next = llElements[m_llCurrent].next;
+        llElements[m_llCurrent].next = m_llSize;
+        ++m_llSize;
+        return el.value;
+      }
+    }
+  }
+}
+
+template<typename _Scalar,typename _StorageIndex>
+_Scalar& AmbiVector<_Scalar,_StorageIndex>::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 _StorageIndex>
+class AmbiVector<_Scalar,_StorageIndex>::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.
+      */
+    explicit 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;
+        }
+      }
+    }
+
+    StorageIndex 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
+    StorageIndex m_currentEl;   // the current element in sparse/linked-list mode
+    RealScalar m_epsilon;       // epsilon used to prune zero coefficients
+    StorageIndex 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

3party/eigen/Eigen/src/SparseCore/CompressedStorage.h

@@ -0,0 +1,274 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2014 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 _StorageIndex>
+class CompressedStorage
+{
+  public:
+
+    typedef _Scalar Scalar;
+    typedef _StorageIndex StorageIndex;
+
+  protected:
+
+    typedef typename NumTraits<Scalar>::Real RealScalar;
+
+  public:
+
+    CompressedStorage()
+      : m_values(0), m_indices(0), m_size(0), m_allocatedSize(0)
+    {}
+
+    explicit CompressedStorage(Index 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());
+      if(other.size()>0)
+      {
+        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(Index size)
+    {
+      Index newAllocatedSize = m_size + size;
+      if (newAllocatedSize > m_allocatedSize)
+        reallocate(newAllocatedSize);
+    }
+
+    void squeeze()
+    {
+      if (m_allocatedSize>m_size)
+        reallocate(m_size);
+    }
+
+    void resize(Index size, double reserveSizeFactor = 0)
+    {
+      if (m_allocatedSize<size)
+      {
+        Index realloc_size = (std::min<Index>)(NumTraits<StorageIndex>::highest(),  size + Index(reserveSizeFactor*double(size)));
+        if(realloc_size<size)
+          internal::throw_std_bad_alloc();
+        reallocate(realloc_size);
+      }
+      m_size = size;
+    }
+
+    void append(const Scalar& v, Index i)
+    {
+      Index id = m_size;
+      resize(m_size+1, 1);
+      m_values[id] = v;
+      m_indices[id] = internal::convert_index<StorageIndex>(i);
+    }
+
+    inline Index size() const { return m_size; }
+    inline Index allocatedSize() const { return m_allocatedSize; }
+    inline void clear() { m_size = 0; }
+
+    const Scalar* valuePtr() const { return m_values; }
+    Scalar* valuePtr() { return m_values; }
+    const StorageIndex* indexPtr() const { return m_indices; }
+    StorageIndex* indexPtr() { return m_indices; }
+
+    inline Scalar& value(Index i) { eigen_internal_assert(m_values!=0); return m_values[i]; }
+    inline const Scalar& value(Index i) const { eigen_internal_assert(m_values!=0); return m_values[i]; }
+
+    inline StorageIndex& index(Index i) { eigen_internal_assert(m_indices!=0); return m_indices[i]; }
+    inline const StorageIndex& index(Index i) const { eigen_internal_assert(m_indices!=0); return m_indices[i]; }
+
+    /** \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(Index start, Index end, Index key) const
+    {
+      while(end>start)
+      {
+        Index mid = (end+start)>>1;
+        if (m_indices[mid]<key)
+          start = mid+1;
+        else
+          end = mid;
+      }
+      return 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 Index 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(Index start, Index end, Index key, const Scalar &defaultValue = Scalar(0)) const
+    {
+      if (start>=end)
+        return defaultValue;
+      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 Index 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))
+    {
+      Index id = searchLowerIndex(0,m_size,key);
+      if (id>=m_size || m_indices[id]!=key)
+      {
+        if (m_allocatedSize<m_size+1)
+        {
+          m_allocatedSize = 2*(m_size+1);
+          internal::scoped_array<Scalar> newValues(m_allocatedSize);
+          internal::scoped_array<StorageIndex> newIndices(m_allocatedSize);
+
+          // copy first chunk
+          internal::smart_copy(m_values,  m_values +id, newValues.ptr());
+          internal::smart_copy(m_indices, m_indices+id, newIndices.ptr());
+
+          // copy the rest
+          if(m_size>id)
+          {
+            internal::smart_copy(m_values +id,  m_values +m_size, newValues.ptr() +id+1);
+            internal::smart_copy(m_indices+id,  m_indices+m_size, newIndices.ptr()+id+1);
+          }
+          std::swap(m_values,newValues.ptr());
+          std::swap(m_indices,newIndices.ptr());
+        }
+        else if(m_size>id)
+        {
+          internal::smart_memmove(m_values +id, m_values +m_size, m_values +id+1);
+          internal::smart_memmove(m_indices+id, m_indices+m_size, m_indices+id+1);
+        }
+        m_size++;
+        m_indices[id] = internal::convert_index<StorageIndex>(key);
+        m_values[id] = defaultValue;
+      }
+      return m_values[id];
+    }
+
+    void moveChunk(Index from, Index to, Index chunkSize)
+    {
+      eigen_internal_assert(to+chunkSize <= m_size);
+      if(to>from && from+chunkSize>to)
+      {
+        // move backward
+        internal::smart_memmove(m_values+from,  m_values+from+chunkSize,  m_values+to);
+        internal::smart_memmove(m_indices+from, m_indices+from+chunkSize, m_indices+to);
+      }
+      else
+      {
+        internal::smart_copy(m_values+from,  m_values+from+chunkSize,  m_values+to);
+        internal::smart_copy(m_indices+from, m_indices+from+chunkSize, m_indices+to);
+      }
+    }
+
+    void prune(const Scalar& reference, const RealScalar& epsilon = NumTraits<RealScalar>::dummy_precision())
+    {
+      Index k = 0;
+      Index n = size();
+      for (Index 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(Index size)
+    {
+      #ifdef EIGEN_SPARSE_COMPRESSED_STORAGE_REALLOCATE_PLUGIN
+        EIGEN_SPARSE_COMPRESSED_STORAGE_REALLOCATE_PLUGIN
+      #endif
+      eigen_internal_assert(size!=m_allocatedSize);
+      internal::scoped_array<Scalar> newValues(size);
+      internal::scoped_array<StorageIndex> newIndices(size);
+      Index copySize = (std::min)(size, m_size);
+      if (copySize>0) {
+        internal::smart_copy(m_values, m_values+copySize, newValues.ptr());
+        internal::smart_copy(m_indices, m_indices+copySize, newIndices.ptr());
+      }
+      std::swap(m_values,newValues.ptr());
+      std::swap(m_indices,newIndices.ptr());
+      m_allocatedSize = size;
+    }
+
+  protected:
+    Scalar* m_values;
+    StorageIndex* m_indices;
+    Index m_size;
+    Index m_allocatedSize;
+
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_COMPRESSED_STORAGE_H

3party/eigen/Eigen/src/SparseCore/ConservativeSparseSparseProduct.h

@@ -0,0 +1,352 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2015 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, bool sortedInsertion = false)
+{
+  typedef typename remove_all<Lhs>::type::Scalar LhsScalar;
+  typedef typename remove_all<Rhs>::type::Scalar RhsScalar;
+  typedef typename remove_all<ResultType>::type::Scalar ResScalar;
+
+  // 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());
+
+  ei_declare_aligned_stack_constructed_variable(bool,   mask,     rows, 0);
+  ei_declare_aligned_stack_constructed_variable(ResScalar, values,   rows, 0);
+  ei_declare_aligned_stack_constructed_variable(Index,  indices,  rows, 0);
+
+  std::memset(mask,0,sizeof(bool)*rows);
+
+  evaluator<Lhs> lhsEval(lhs);
+  evaluator<Rhs> rhsEval(rhs);
+
+  // 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 = lhsEval.nonZerosEstimate() + rhsEval.nonZerosEstimate();
+
+  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 evaluator<Rhs>::InnerIterator rhsIt(rhsEval, j); rhsIt; ++rhsIt)
+    {
+      RhsScalar y = rhsIt.value();
+      Index k = rhsIt.index();
+      for (typename evaluator<Lhs>::InnerIterator lhsIt(lhsEval, k); lhsIt; ++lhsIt)
+      {
+        Index i = lhsIt.index();
+        LhsScalar x = lhsIt.value();
+        if(!mask[i])
+        {
+          mask[i] = true;
+          values[i] = x * y;
+          indices[nnz] = i;
+          ++nnz;
+        }
+        else
+          values[i] += x * y;
+      }
+    }
+    if(!sortedInsertion)
+    {
+      // unordered insertion
+      for(Index k=0; k<nnz; ++k)
+      {
+        Index i = indices[k];
+        res.insertBackByOuterInnerUnordered(j,i) = values[i];
+        mask[i] = false;
+      }
+    }
+    else
+    {
+      // alternative ordered insertion code:
+      const Index t200 = rows/11; // 11 == (log2(200)*1.39)
+      const Index t = (rows*100)/139;
+
+      // FIXME reserve nnz non zeros
+      // FIXME implement faster sorting 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 * numext::log2(int(nnz)) < t)
+      {
+        if(nnz>1) std::sort(indices,indices+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];
+          }
+        }
+      }
+    }
+  }
+  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::StorageIndex> RowMajorMatrix;
+    typedef SparseMatrix<typename ResultType::Scalar,ColMajor,typename ResultType::StorageIndex> ColMajorMatrixAux;
+    typedef typename sparse_eval<ColMajorMatrixAux,ResultType::RowsAtCompileTime,ResultType::ColsAtCompileTime,ColMajorMatrixAux::Flags>::type ColMajorMatrix;
+
+    // If the result is tall and thin (in the extreme case a column vector)
+    // then it is faster to sort the coefficients inplace instead of transposing twice.
+    // FIXME, the following heuristic is probably not very good.
+    if(lhs.rows()>rhs.cols())
+    {
+      ColMajorMatrix resCol(lhs.rows(),rhs.cols());
+      // perform sorted insertion
+      internal::conservative_sparse_sparse_product_impl<Lhs,Rhs,ColMajorMatrix>(lhs, rhs, resCol, true);
+      res = resCol.markAsRValue();
+    }
+    else
+    {
+      ColMajorMatrixAux resCol(lhs.rows(),rhs.cols());
+      // resort to transpose to sort the entries
+      internal::conservative_sparse_sparse_product_impl<Lhs,Rhs,ColMajorMatrixAux>(lhs, rhs, resCol, false);
+      RowMajorMatrix resRow(resCol);
+      res = resRow.markAsRValue();
+    }
+  }
+};
+
+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 Rhs::Scalar,RowMajor,typename ResultType::StorageIndex> RowMajorRhs;
+    typedef SparseMatrix<typename ResultType::Scalar,RowMajor,typename ResultType::StorageIndex> RowMajorRes;
+    RowMajorRhs rhsRow = rhs;
+    RowMajorRes resRow(lhs.rows(), rhs.cols());
+    internal::conservative_sparse_sparse_product_impl<RowMajorRhs,Lhs,RowMajorRes>(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 Lhs::Scalar,RowMajor,typename ResultType::StorageIndex> RowMajorLhs;
+    typedef SparseMatrix<typename ResultType::Scalar,RowMajor,typename ResultType::StorageIndex> RowMajorRes;
+    RowMajorLhs lhsRow = lhs;
+    RowMajorRes resRow(lhs.rows(), rhs.cols());
+    internal::conservative_sparse_sparse_product_impl<Rhs,RowMajorLhs,RowMajorRes>(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::StorageIndex> 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::StorageIndex> 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 Lhs::Scalar,ColMajor,typename ResultType::StorageIndex> ColMajorLhs;
+    typedef SparseMatrix<typename ResultType::Scalar,ColMajor,typename ResultType::StorageIndex> ColMajorRes;
+    ColMajorLhs lhsCol = lhs;
+    ColMajorRes resCol(lhs.rows(), rhs.cols());
+    internal::conservative_sparse_sparse_product_impl<ColMajorLhs,Rhs,ColMajorRes>(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 Rhs::Scalar,ColMajor,typename ResultType::StorageIndex> ColMajorRhs;
+    typedef SparseMatrix<typename ResultType::Scalar,ColMajor,typename ResultType::StorageIndex> ColMajorRes;
+    ColMajorRhs rhsCol = rhs;
+    ColMajorRes resCol(lhs.rows(), rhs.cols());
+    internal::conservative_sparse_sparse_product_impl<Lhs,ColMajorRhs,ColMajorRes>(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::StorageIndex> RowMajorMatrix;
+    typedef SparseMatrix<typename ResultType::Scalar,ColMajor,typename ResultType::StorageIndex> 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
+
+
+namespace internal {
+
+template<typename Lhs, typename Rhs, typename ResultType>
+static void sparse_sparse_to_dense_product_impl(const Lhs& lhs, const Rhs& rhs, ResultType& res)
+{
+  typedef typename remove_all<Lhs>::type::Scalar LhsScalar;
+  typedef typename remove_all<Rhs>::type::Scalar RhsScalar;
+  Index cols = rhs.outerSize();
+  eigen_assert(lhs.outerSize() == rhs.innerSize());
+
+  evaluator<Lhs> lhsEval(lhs);
+  evaluator<Rhs> rhsEval(rhs);
+
+  for (Index j=0; j<cols; ++j)
+  {
+    for (typename evaluator<Rhs>::InnerIterator rhsIt(rhsEval, j); rhsIt; ++rhsIt)
+    {
+      RhsScalar y = rhsIt.value();
+      Index k = rhsIt.index();
+      for (typename evaluator<Lhs>::InnerIterator lhsIt(lhsEval, k); lhsIt; ++lhsIt)
+      {
+        Index i = lhsIt.index();
+        LhsScalar x = lhsIt.value();
+        res.coeffRef(i,j) += x * y;
+      }
+    }
+  }
+}
+
+
+} // 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>
+struct sparse_sparse_to_dense_product_selector;
+
+template<typename Lhs, typename Rhs, typename ResultType>
+struct sparse_sparse_to_dense_product_selector<Lhs,Rhs,ResultType,ColMajor,ColMajor>
+{
+  static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res)
+  {
+    internal::sparse_sparse_to_dense_product_impl<Lhs,Rhs,ResultType>(lhs, rhs, res);
+  }
+};
+
+template<typename Lhs, typename Rhs, typename ResultType>
+struct sparse_sparse_to_dense_product_selector<Lhs,Rhs,ResultType,RowMajor,ColMajor>
+{
+  static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res)
+  {
+    typedef SparseMatrix<typename Lhs::Scalar,ColMajor,typename ResultType::StorageIndex> ColMajorLhs;
+    ColMajorLhs lhsCol(lhs);
+    internal::sparse_sparse_to_dense_product_impl<ColMajorLhs,Rhs,ResultType>(lhsCol, rhs, res);
+  }
+};
+
+template<typename Lhs, typename Rhs, typename ResultType>
+struct sparse_sparse_to_dense_product_selector<Lhs,Rhs,ResultType,ColMajor,RowMajor>
+{
+  static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res)
+  {
+    typedef SparseMatrix<typename Rhs::Scalar,ColMajor,typename ResultType::StorageIndex> ColMajorRhs;
+    ColMajorRhs rhsCol(rhs);
+    internal::sparse_sparse_to_dense_product_impl<Lhs,ColMajorRhs,ResultType>(lhs, rhsCol, res);
+  }
+};
+
+template<typename Lhs, typename Rhs, typename ResultType>
+struct sparse_sparse_to_dense_product_selector<Lhs,Rhs,ResultType,RowMajor,RowMajor>
+{
+  static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res)
+  {
+    Transpose<ResultType> trRes(res);
+    internal::sparse_sparse_to_dense_product_impl<Rhs,Lhs,Transpose<ResultType> >(rhs, lhs, trRes);
+  }
+};
+
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_CONSERVATIVESPARSESPARSEPRODUCT_H

3party/eigen/Eigen/src/SparseCore/MappedSparseMatrix.h

@@ -0,0 +1,67 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2014 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 {
+
+/** \deprecated Use Map<SparseMatrix<> >
+  * \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 _StorageIndex>
+struct traits<MappedSparseMatrix<_Scalar, _Flags, _StorageIndex> > : traits<SparseMatrix<_Scalar, _Flags, _StorageIndex> >
+{};
+} // end namespace internal
+
+template<typename _Scalar, int _Flags, typename _StorageIndex>
+class MappedSparseMatrix
+  : public Map<SparseMatrix<_Scalar, _Flags, _StorageIndex> >
+{
+    typedef Map<SparseMatrix<_Scalar, _Flags, _StorageIndex> > Base;
+
+  public:
+    
+    typedef typename Base::StorageIndex StorageIndex;
+    typedef typename Base::Scalar Scalar;
+
+    inline MappedSparseMatrix(Index rows, Index cols, Index nnz, StorageIndex* outerIndexPtr, StorageIndex* innerIndexPtr, Scalar* valuePtr, StorageIndex* innerNonZeroPtr = 0)
+      : Base(rows, cols, nnz, outerIndexPtr, innerIndexPtr, valuePtr, innerNonZeroPtr)
+    {}
+
+    /** Empty destructor */
+    inline ~MappedSparseMatrix() {}
+};
+
+namespace internal {
+
+template<typename _Scalar, int _Options, typename _StorageIndex>
+struct evaluator<MappedSparseMatrix<_Scalar,_Options,_StorageIndex> >
+  : evaluator<SparseCompressedBase<MappedSparseMatrix<_Scalar,_Options,_StorageIndex> > >
+{
+  typedef MappedSparseMatrix<_Scalar,_Options,_StorageIndex> XprType;
+  typedef evaluator<SparseCompressedBase<XprType> > Base;
+  
+  evaluator() : Base() {}
+  explicit evaluator(const XprType &mat) : Base(mat) {}
+};
+
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_MAPPED_SPARSEMATRIX_H

3party/eigen/Eigen/src/SparseCore/SparseAssign.h

@@ -0,0 +1,270 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2014 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_SPARSEASSIGN_H
+#define EIGEN_SPARSEASSIGN_H
+
+namespace Eigen { 
+
+template<typename Derived>    
+template<typename OtherDerived>
+Derived& SparseMatrixBase<Derived>::operator=(const EigenBase<OtherDerived> &other)
+{
+  internal::call_assignment_no_alias(derived(), other.derived());
+  return derived();
+}
+
+template<typename Derived>
+template<typename OtherDerived>
+Derived& SparseMatrixBase<Derived>::operator=(const ReturnByValue<OtherDerived>& other)
+{
+  // TODO use the evaluator mechanism
+  other.evalTo(derived());
+  return derived();
+}
+
+template<typename Derived>
+template<typename OtherDerived>
+inline Derived& SparseMatrixBase<Derived>::operator=(const SparseMatrixBase<OtherDerived>& other)
+{
+  // by default sparse evaluation do not alias, so we can safely bypass the generic call_assignment routine
+  internal::Assignment<Derived,OtherDerived,internal::assign_op<Scalar,typename OtherDerived::Scalar> >
+          ::run(derived(), other.derived(), internal::assign_op<Scalar,typename OtherDerived::Scalar>());
+  return derived();
+}
+
+template<typename Derived>
+inline Derived& SparseMatrixBase<Derived>::operator=(const Derived& other)
+{
+  internal::call_assignment_no_alias(derived(), other.derived());
+  return derived();
+}
+
+namespace internal {
+
+template<>
+struct storage_kind_to_evaluator_kind<Sparse> {
+  typedef IteratorBased Kind;
+};
+
+template<>
+struct storage_kind_to_shape<Sparse> {
+  typedef SparseShape Shape;
+};
+
+struct Sparse2Sparse {};
+struct Sparse2Dense  {};
+
+template<> struct AssignmentKind<SparseShape, SparseShape>           { typedef Sparse2Sparse Kind; };
+template<> struct AssignmentKind<SparseShape, SparseTriangularShape> { typedef Sparse2Sparse Kind; };
+template<> struct AssignmentKind<DenseShape,  SparseShape>           { typedef Sparse2Dense  Kind; };
+template<> struct AssignmentKind<DenseShape,  SparseTriangularShape> { typedef Sparse2Dense  Kind; };
+
+
+template<typename DstXprType, typename SrcXprType>
+void assign_sparse_to_sparse(DstXprType &dst, const SrcXprType &src)
+{
+  typedef typename DstXprType::Scalar Scalar;
+  typedef internal::evaluator<DstXprType> DstEvaluatorType;
+  typedef internal::evaluator<SrcXprType> SrcEvaluatorType;
+
+  SrcEvaluatorType srcEvaluator(src);
+
+  const bool transpose = (DstEvaluatorType::Flags & RowMajorBit) != (SrcEvaluatorType::Flags & RowMajorBit);
+  const Index outerEvaluationSize = (SrcEvaluatorType::Flags&RowMajorBit) ? src.rows() : src.cols();
+  if ((!transpose) && src.isRValue())
+  {
+    // eval without temporary
+    dst.resize(src.rows(), src.cols());
+    dst.setZero();
+    dst.reserve((std::min)(src.rows()*src.cols(), (std::max)(src.rows(),src.cols())*2));
+    for (Index j=0; j<outerEvaluationSize; ++j)
+    {
+      dst.startVec(j);
+      for (typename SrcEvaluatorType::InnerIterator it(srcEvaluator, j); it; ++it)
+      {
+        Scalar v = it.value();
+        dst.insertBackByOuterInner(j,it.index()) = v;
+      }
+    }
+    dst.finalize();
+  }
+  else
+  {
+    // eval through a temporary
+    eigen_assert(( ((internal::traits<DstXprType>::SupportedAccessPatterns & OuterRandomAccessPattern)==OuterRandomAccessPattern) ||
+              (!((DstEvaluatorType::Flags & RowMajorBit) != (SrcEvaluatorType::Flags & RowMajorBit)))) &&
+              "the transpose operation is supposed to be handled in SparseMatrix::operator=");
+
+    enum { Flip = (DstEvaluatorType::Flags & RowMajorBit) != (SrcEvaluatorType::Flags & RowMajorBit) };
+
+    
+    DstXprType temp(src.rows(), src.cols());
+
+    temp.reserve((std::min)(src.rows()*src.cols(), (std::max)(src.rows(),src.cols())*2));
+    for (Index j=0; j<outerEvaluationSize; ++j)
+    {
+      temp.startVec(j);
+      for (typename SrcEvaluatorType::InnerIterator it(srcEvaluator, j); it; ++it)
+      {
+        Scalar v = it.value();
+        temp.insertBackByOuterInner(Flip?it.index():j,Flip?j:it.index()) = v;
+      }
+    }
+    temp.finalize();
+
+    dst = temp.markAsRValue();
+  }
+}
+
+// Generic Sparse to Sparse assignment
+template< typename DstXprType, typename SrcXprType, typename Functor>
+struct Assignment<DstXprType, SrcXprType, Functor, Sparse2Sparse>
+{
+  static void run(DstXprType &dst, const SrcXprType &src, const internal::assign_op<typename DstXprType::Scalar,typename SrcXprType::Scalar> &/*func*/)
+  {
+    assign_sparse_to_sparse(dst.derived(), src.derived());
+  }
+};
+
+// Generic Sparse to Dense assignment
+template< typename DstXprType, typename SrcXprType, typename Functor, typename Weak>
+struct Assignment<DstXprType, SrcXprType, Functor, Sparse2Dense, Weak>
+{
+  static void run(DstXprType &dst, const SrcXprType &src, const Functor &func)
+  {
+    if(internal::is_same<Functor,internal::assign_op<typename DstXprType::Scalar,typename SrcXprType::Scalar> >::value)
+      dst.setZero();
+    
+    internal::evaluator<SrcXprType> srcEval(src);
+    resize_if_allowed(dst, src, func);
+    internal::evaluator<DstXprType> dstEval(dst);
+    
+    const Index outerEvaluationSize = (internal::evaluator<SrcXprType>::Flags&RowMajorBit) ? src.rows() : src.cols();
+    for (Index j=0; j<outerEvaluationSize; ++j)
+      for (typename internal::evaluator<SrcXprType>::InnerIterator i(srcEval,j); i; ++i)
+        func.assignCoeff(dstEval.coeffRef(i.row(),i.col()), i.value());
+  }
+};
+
+// Specialization for dense ?= dense +/- sparse and dense ?= sparse +/- dense
+template<typename DstXprType, typename Func1, typename Func2>
+struct assignment_from_dense_op_sparse
+{
+  template<typename SrcXprType, typename InitialFunc>
+  static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  void run(DstXprType &dst, const SrcXprType &src, const InitialFunc& /*func*/)
+  {
+    #ifdef EIGEN_SPARSE_ASSIGNMENT_FROM_DENSE_OP_SPARSE_PLUGIN
+    EIGEN_SPARSE_ASSIGNMENT_FROM_DENSE_OP_SPARSE_PLUGIN
+    #endif
+
+    call_assignment_no_alias(dst, src.lhs(), Func1());
+    call_assignment_no_alias(dst, src.rhs(), Func2());
+  }
+
+  // Specialization for dense1 = sparse + dense2; -> dense1 = dense2; dense1 += sparse;
+  template<typename Lhs, typename Rhs, typename Scalar>
+  static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  typename internal::enable_if<internal::is_same<typename internal::evaluator_traits<Rhs>::Shape,DenseShape>::value>::type
+  run(DstXprType &dst, const CwiseBinaryOp<internal::scalar_sum_op<Scalar,Scalar>, const Lhs, const Rhs> &src,
+      const internal::assign_op<typename DstXprType::Scalar,Scalar>& /*func*/)
+  {
+    #ifdef EIGEN_SPARSE_ASSIGNMENT_FROM_SPARSE_ADD_DENSE_PLUGIN
+    EIGEN_SPARSE_ASSIGNMENT_FROM_SPARSE_ADD_DENSE_PLUGIN
+    #endif
+
+    // Apply the dense matrix first, then the sparse one.
+    call_assignment_no_alias(dst, src.rhs(), Func1());
+    call_assignment_no_alias(dst, src.lhs(), Func2());
+  }
+
+  // Specialization for dense1 = sparse - dense2; -> dense1 = -dense2; dense1 += sparse;
+  template<typename Lhs, typename Rhs, typename Scalar>
+  static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  typename internal::enable_if<internal::is_same<typename internal::evaluator_traits<Rhs>::Shape,DenseShape>::value>::type
+  run(DstXprType &dst, const CwiseBinaryOp<internal::scalar_difference_op<Scalar,Scalar>, const Lhs, const Rhs> &src,
+      const internal::assign_op<typename DstXprType::Scalar,Scalar>& /*func*/)
+  {
+    #ifdef EIGEN_SPARSE_ASSIGNMENT_FROM_SPARSE_SUB_DENSE_PLUGIN
+    EIGEN_SPARSE_ASSIGNMENT_FROM_SPARSE_SUB_DENSE_PLUGIN
+    #endif
+
+    // Apply the dense matrix first, then the sparse one.
+    call_assignment_no_alias(dst, -src.rhs(), Func1());
+    call_assignment_no_alias(dst,  src.lhs(), add_assign_op<typename DstXprType::Scalar,typename Lhs::Scalar>());
+  }
+};
+
+#define EIGEN_CATCH_ASSIGN_DENSE_OP_SPARSE(ASSIGN_OP,BINOP,ASSIGN_OP2) \
+  template< typename DstXprType, typename Lhs, typename Rhs, typename Scalar> \
+  struct Assignment<DstXprType, CwiseBinaryOp<internal::BINOP<Scalar,Scalar>, const Lhs, const Rhs>, internal::ASSIGN_OP<typename DstXprType::Scalar,Scalar>, \
+                    Sparse2Dense, \
+                    typename internal::enable_if<   internal::is_same<typename internal::evaluator_traits<Lhs>::Shape,DenseShape>::value \
+                                                 || internal::is_same<typename internal::evaluator_traits<Rhs>::Shape,DenseShape>::value>::type> \
+    : assignment_from_dense_op_sparse<DstXprType, internal::ASSIGN_OP<typename DstXprType::Scalar,typename Lhs::Scalar>, internal::ASSIGN_OP2<typename DstXprType::Scalar,typename Rhs::Scalar> > \
+  {}
+
+EIGEN_CATCH_ASSIGN_DENSE_OP_SPARSE(assign_op,    scalar_sum_op,add_assign_op);
+EIGEN_CATCH_ASSIGN_DENSE_OP_SPARSE(add_assign_op,scalar_sum_op,add_assign_op);
+EIGEN_CATCH_ASSIGN_DENSE_OP_SPARSE(sub_assign_op,scalar_sum_op,sub_assign_op);
+
+EIGEN_CATCH_ASSIGN_DENSE_OP_SPARSE(assign_op,    scalar_difference_op,sub_assign_op);
+EIGEN_CATCH_ASSIGN_DENSE_OP_SPARSE(add_assign_op,scalar_difference_op,sub_assign_op);
+EIGEN_CATCH_ASSIGN_DENSE_OP_SPARSE(sub_assign_op,scalar_difference_op,add_assign_op);
+
+
+// Specialization for "dst = dec.solve(rhs)"
+// NOTE we need to specialize it for Sparse2Sparse to avoid ambiguous specialization error
+template<typename DstXprType, typename DecType, typename RhsType, typename Scalar>
+struct Assignment<DstXprType, Solve<DecType,RhsType>, internal::assign_op<Scalar,Scalar>, Sparse2Sparse>
+{
+  typedef Solve<DecType,RhsType> SrcXprType;
+  static void run(DstXprType &dst, const SrcXprType &src, const internal::assign_op<Scalar,Scalar> &)
+  {
+    Index dstRows = src.rows();
+    Index dstCols = src.cols();
+    if((dst.rows()!=dstRows) || (dst.cols()!=dstCols))
+      dst.resize(dstRows, dstCols);
+
+    src.dec()._solve_impl(src.rhs(), dst);
+  }
+};
+
+struct Diagonal2Sparse {};
+
+template<> struct AssignmentKind<SparseShape,DiagonalShape> { typedef Diagonal2Sparse Kind; };
+
+template< typename DstXprType, typename SrcXprType, typename Functor>
+struct Assignment<DstXprType, SrcXprType, Functor, Diagonal2Sparse>
+{
+  typedef typename DstXprType::StorageIndex StorageIndex;
+  typedef typename DstXprType::Scalar Scalar;
+
+  template<int Options, typename AssignFunc>
+  static void run(SparseMatrix<Scalar,Options,StorageIndex> &dst, const SrcXprType &src, const AssignFunc &func)
+  { dst.assignDiagonal(src.diagonal(), func); }
+  
+  template<typename DstDerived>
+  static void run(SparseMatrixBase<DstDerived> &dst, const SrcXprType &src, const internal::assign_op<typename DstXprType::Scalar,typename SrcXprType::Scalar> &/*func*/)
+  { dst.derived().diagonal() = src.diagonal(); }
+  
+  template<typename DstDerived>
+  static void run(SparseMatrixBase<DstDerived> &dst, const SrcXprType &src, const internal::add_assign_op<typename DstXprType::Scalar,typename SrcXprType::Scalar> &/*func*/)
+  { dst.derived().diagonal() += src.diagonal(); }
+  
+  template<typename DstDerived>
+  static void run(SparseMatrixBase<DstDerived> &dst, const SrcXprType &src, const internal::sub_assign_op<typename DstXprType::Scalar,typename SrcXprType::Scalar> &/*func*/)
+  { dst.derived().diagonal() -= src.diagonal(); }
+};
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPARSEASSIGN_H

3party/eigen/Eigen/src/SparseCore/SparseBlock.h

@@ -0,0 +1,571 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2014 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 {
+
+// Subset of columns or rows
+template<typename XprType, int BlockRows, int BlockCols>
+class BlockImpl<XprType,BlockRows,BlockCols,true,Sparse>
+  : public SparseMatrixBase<Block<XprType,BlockRows,BlockCols,true> >
+{
+    typedef typename internal::remove_all<typename XprType::Nested>::type _MatrixTypeNested;
+    typedef Block<XprType, BlockRows, BlockCols, true> BlockType;
+public:
+    enum { IsRowMajor = internal::traits<BlockType>::IsRowMajor };
+protected:
+    enum { OuterSize = IsRowMajor ? BlockRows : BlockCols };
+    typedef SparseMatrixBase<BlockType> Base;
+    using Base::convert_index;
+public:
+    EIGEN_SPARSE_PUBLIC_INTERFACE(BlockType)
+
+    inline BlockImpl(XprType& xpr, Index i)
+      : m_matrix(xpr), m_outerStart(convert_index(i)), m_outerSize(OuterSize)
+    {}
+
+    inline BlockImpl(XprType& xpr, Index startRow, Index startCol, Index blockRows, Index blockCols)
+      : m_matrix(xpr), m_outerStart(convert_index(IsRowMajor ? startRow : startCol)), m_outerSize(convert_index(IsRowMajor ? blockRows : blockCols))
+    {}
+
+    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(); }
+
+    Index nonZeros() const
+    {
+      typedef internal::evaluator<XprType> EvaluatorType;
+      EvaluatorType matEval(m_matrix);
+      Index nnz = 0;
+      Index end = m_outerStart + m_outerSize.value();
+      for(Index j=m_outerStart; j<end; ++j)
+        for(typename EvaluatorType::InnerIterator it(matEval, j); it; ++it)
+          ++nnz;
+      return nnz;
+    }
+
+    inline const Scalar coeff(Index row, Index col) const
+    {
+      return m_matrix.coeff(row + (IsRowMajor ? m_outerStart : 0), col + (IsRowMajor ? 0 :  m_outerStart));
+    }
+
+    inline const Scalar coeff(Index index) const
+    {
+      return m_matrix.coeff(IsRowMajor ? m_outerStart : index, IsRowMajor ? index :  m_outerStart);
+    }
+
+    inline const XprType& nestedExpression() const { return m_matrix; }
+    inline XprType& nestedExpression() { return m_matrix; }
+    Index startRow() const { return IsRowMajor ? m_outerStart : 0; }
+    Index startCol() const { return IsRowMajor ? 0 : m_outerStart; }
+    Index blockRows() const { return IsRowMajor ? m_outerSize.value() : m_matrix.rows(); }
+    Index blockCols() const { return IsRowMajor ? m_matrix.cols() : m_outerSize.value(); }
+
+  protected:
+
+    typename internal::ref_selector<XprType>::non_const_type m_matrix;
+    Index m_outerStart;
+    const internal::variable_if_dynamic<Index, OuterSize> m_outerSize;
+
+  protected:
+    // Disable assignment with clear error message.
+    // Note that simply removing operator= yields compilation errors with ICC+MSVC
+    template<typename T>
+    BlockImpl& operator=(const T&)
+    {
+      EIGEN_STATIC_ASSERT(sizeof(T)==0, THIS_SPARSE_BLOCK_SUBEXPRESSION_IS_READ_ONLY);
+      return *this;
+    }
+};
+
+
+/***************************************************************************
+* specialization for SparseMatrix
+***************************************************************************/
+
+namespace internal {
+
+template<typename SparseMatrixType, int BlockRows, int BlockCols>
+class sparse_matrix_block_impl
+  : public SparseCompressedBase<Block<SparseMatrixType,BlockRows,BlockCols,true> >
+{
+    typedef typename internal::remove_all<typename SparseMatrixType::Nested>::type _MatrixTypeNested;
+    typedef Block<SparseMatrixType, BlockRows, BlockCols, true> BlockType;
+    typedef SparseCompressedBase<Block<SparseMatrixType,BlockRows,BlockCols,true> > Base;
+    using Base::convert_index;
+public:
+    enum { IsRowMajor = internal::traits<BlockType>::IsRowMajor };
+    EIGEN_SPARSE_PUBLIC_INTERFACE(BlockType)
+protected:
+    typedef typename Base::IndexVector IndexVector;
+    enum { OuterSize = IsRowMajor ? BlockRows : BlockCols };
+public:
+
+    inline sparse_matrix_block_impl(SparseMatrixType& xpr, Index i)
+      : m_matrix(xpr), m_outerStart(convert_index(i)), m_outerSize(OuterSize)
+    {}
+
+    inline sparse_matrix_block_impl(SparseMatrixType& xpr, Index startRow, Index startCol, Index blockRows, Index blockCols)
+      : m_matrix(xpr), m_outerStart(convert_index(IsRowMajor ? startRow : startCol)), m_outerSize(convert_index(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 = m_matrix;
+      // This assignment 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
+      Ref<const SparseMatrix<Scalar, IsRowMajor ? RowMajor : ColMajor, StorageIndex> > tmp(other.derived());
+      eigen_internal_assert(tmp.outerSize()==m_outerSize.value());
+
+      // 2 - let's check whether there is enough allocated memory
+      Index nnz           = tmp.nonZeros();
+      Index start         = m_outerStart==0 ? 0 : m_matrix.outerIndexPtr()[m_outerStart]; // starting position of the current block
+      Index end           = m_matrix.outerIndexPtr()[m_outerStart+m_outerSize.value()]; // ending position 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;
+
+      Index tmp_start = tmp.outerIndexPtr()[0];
+
+      bool update_trailing_pointers = false;
+      if(nnz>free_size)
+      {
+        // realloc manually to reduce copies
+        typename SparseMatrixType::Storage newdata(m_matrix.data().allocatedSize() - block_size + nnz);
+
+        internal::smart_copy(m_matrix.valuePtr(),       m_matrix.valuePtr() + start,      newdata.valuePtr());
+        internal::smart_copy(m_matrix.innerIndexPtr(),  m_matrix.innerIndexPtr() + start, newdata.indexPtr());
+
+        internal::smart_copy(tmp.valuePtr() + tmp_start,      tmp.valuePtr() + tmp_start + nnz,       newdata.valuePtr() + start);
+        internal::smart_copy(tmp.innerIndexPtr() + tmp_start, tmp.innerIndexPtr() + tmp_start + nnz,  newdata.indexPtr() + start);
+
+        internal::smart_copy(matrix.valuePtr()+end,       matrix.valuePtr()+end + tail_size,      newdata.valuePtr()+start+nnz);
+        internal::smart_copy(matrix.innerIndexPtr()+end,  matrix.innerIndexPtr()+end + tail_size, newdata.indexPtr()+start+nnz);
+
+        newdata.resize(m_matrix.outerIndexPtr()[m_matrix.outerSize()] - block_size + nnz);
+
+        matrix.data().swap(newdata);
+
+        update_trailing_pointers = true;
+      }
+      else
+      {
+        if(m_matrix.isCompressed() && nnz!=block_size)
+        {
+          // no need to realloc, simply copy the tail at its respective position and insert tmp
+          matrix.data().resize(start + nnz + tail_size);
+
+          internal::smart_memmove(matrix.valuePtr()+end,      matrix.valuePtr() + end+tail_size,      matrix.valuePtr() + start+nnz);
+          internal::smart_memmove(matrix.innerIndexPtr()+end, matrix.innerIndexPtr() + end+tail_size, matrix.innerIndexPtr() + start+nnz);
+
+          update_trailing_pointers = true;
+        }
+
+        internal::smart_copy(tmp.valuePtr() + tmp_start,      tmp.valuePtr() + tmp_start + nnz,       matrix.valuePtr() + start);
+        internal::smart_copy(tmp.innerIndexPtr() + tmp_start, tmp.innerIndexPtr() + tmp_start + nnz,  matrix.innerIndexPtr() + start);
+      }
+
+      // update outer index pointers and innerNonZeros
+      if(IsVectorAtCompileTime)
+      {
+        if(!m_matrix.isCompressed())
+          matrix.innerNonZeroPtr()[m_outerStart] = StorageIndex(nnz);
+        matrix.outerIndexPtr()[m_outerStart] = StorageIndex(start);
+      }
+      else
+      {
+        StorageIndex p = StorageIndex(start);
+        for(Index k=0; k<m_outerSize.value(); ++k)
+        {
+          StorageIndex nnz_k = internal::convert_index<StorageIndex>(tmp.innerVector(k).nonZeros());
+          if(!m_matrix.isCompressed())
+            matrix.innerNonZeroPtr()[m_outerStart+k] = nnz_k;
+          matrix.outerIndexPtr()[m_outerStart+k] = p;
+          p += nnz_k;
+        }
+      }
+
+      if(update_trailing_pointers)
+      {
+        StorageIndex offset = internal::convert_index<StorageIndex>(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(); }
+    inline Scalar* valuePtr()
+    { return m_matrix.valuePtr(); }
+
+    inline const StorageIndex* innerIndexPtr() const
+    { return m_matrix.innerIndexPtr(); }
+    inline StorageIndex* innerIndexPtr()
+    { return m_matrix.innerIndexPtr(); }
+
+    inline const StorageIndex* outerIndexPtr() const
+    { return m_matrix.outerIndexPtr() + m_outerStart; }
+    inline StorageIndex* outerIndexPtr()
+    { return m_matrix.outerIndexPtr() + m_outerStart; }
+
+    inline const StorageIndex* innerNonZeroPtr() const
+    { return isCompressed() ? 0 : (m_matrix.innerNonZeroPtr()+m_outerStart); }
+    inline StorageIndex* innerNonZeroPtr()
+    { return isCompressed() ? 0 : (m_matrix.innerNonZeroPtr()+m_outerStart); }
+
+    bool isCompressed() const { return m_matrix.innerNonZeroPtr()==0; }
+
+    inline Scalar& coeffRef(Index row, Index col)
+    {
+      return m_matrix.coeffRef(row + (IsRowMajor ? m_outerStart : 0), col + (IsRowMajor ? 0 :  m_outerStart));
+    }
+
+    inline const Scalar coeff(Index row, Index col) const
+    {
+      return m_matrix.coeff(row + (IsRowMajor ? m_outerStart : 0), col + (IsRowMajor ? 0 :  m_outerStart));
+    }
+
+    inline const Scalar coeff(Index index) const
+    {
+      return m_matrix.coeff(IsRowMajor ? m_outerStart : index, IsRowMajor ? index :  m_outerStart);
+    }
+
+    const Scalar& lastCoeff() const
+    {
+      EIGEN_STATIC_ASSERT_VECTOR_ONLY(sparse_matrix_block_impl);
+      eigen_assert(Base::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(); }
+
+    inline const SparseMatrixType& nestedExpression() const { return m_matrix; }
+    inline SparseMatrixType& nestedExpression() { return m_matrix; }
+    Index startRow() const { return IsRowMajor ? m_outerStart : 0; }
+    Index startCol() const { return IsRowMajor ? 0 : m_outerStart; }
+    Index blockRows() const { return IsRowMajor ? m_outerSize.value() : m_matrix.rows(); }
+    Index blockCols() const { return IsRowMajor ? m_matrix.cols() : m_outerSize.value(); }
+
+  protected:
+
+    typename internal::ref_selector<SparseMatrixType>::non_const_type m_matrix;
+    Index m_outerStart;
+    const internal::variable_if_dynamic<Index, OuterSize> m_outerSize;
+
+};
+
+} // namespace internal
+
+template<typename _Scalar, int _Options, typename _StorageIndex, int BlockRows, int BlockCols>
+class BlockImpl<SparseMatrix<_Scalar, _Options, _StorageIndex>,BlockRows,BlockCols,true,Sparse>
+  : public internal::sparse_matrix_block_impl<SparseMatrix<_Scalar, _Options, _StorageIndex>,BlockRows,BlockCols>
+{
+public:
+  typedef _StorageIndex StorageIndex;
+  typedef SparseMatrix<_Scalar, _Options, _StorageIndex> SparseMatrixType;
+  typedef internal::sparse_matrix_block_impl<SparseMatrixType,BlockRows,BlockCols> Base;
+  inline BlockImpl(SparseMatrixType& xpr, Index i)
+    : Base(xpr, i)
+  {}
+
+  inline BlockImpl(SparseMatrixType& xpr, Index startRow, Index startCol, Index blockRows, Index blockCols)
+    : Base(xpr, startRow, startCol, blockRows, blockCols)
+  {}
+
+  using Base::operator=;
+};
+
+template<typename _Scalar, int _Options, typename _StorageIndex, int BlockRows, int BlockCols>
+class BlockImpl<const SparseMatrix<_Scalar, _Options, _StorageIndex>,BlockRows,BlockCols,true,Sparse>
+  : public internal::sparse_matrix_block_impl<const SparseMatrix<_Scalar, _Options, _StorageIndex>,BlockRows,BlockCols>
+{
+public:
+  typedef _StorageIndex StorageIndex;
+  typedef const SparseMatrix<_Scalar, _Options, _StorageIndex> SparseMatrixType;
+  typedef internal::sparse_matrix_block_impl<SparseMatrixType,BlockRows,BlockCols> Base;
+  inline BlockImpl(SparseMatrixType& xpr, Index i)
+    : Base(xpr, i)
+  {}
+
+  inline BlockImpl(SparseMatrixType& xpr, Index startRow, Index startCol, Index blockRows, Index blockCols)
+    : Base(xpr, startRow, startCol, blockRows, blockCols)
+  {}
+
+  using Base::operator=;
+private:
+  template<typename Derived> BlockImpl(const SparseMatrixBase<Derived>& xpr, Index i);
+  template<typename Derived> BlockImpl(const SparseMatrixBase<Derived>& xpr);
+};
+
+//----------
+
+/** 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 Block<XprType, BlockRows, BlockCols, InnerPanel> BlockType;
+    typedef SparseMatrixBase<BlockType> Base;
+    using Base::convert_index;
+public:
+    enum { IsRowMajor = internal::traits<BlockType>::IsRowMajor };
+    EIGEN_SPARSE_PUBLIC_INTERFACE(BlockType)
+
+    typedef typename internal::remove_all<typename XprType::Nested>::type _MatrixTypeNested;
+
+    /** Column or Row constructor
+      */
+    inline BlockImpl(XprType& xpr, Index i)
+      : m_matrix(xpr),
+        m_startRow( (BlockRows==1) && (BlockCols==XprType::ColsAtCompileTime) ? convert_index(i) : 0),
+        m_startCol( (BlockRows==XprType::RowsAtCompileTime) && (BlockCols==1) ? convert_index(i) : 0),
+        m_blockRows(BlockRows==1 ? 1 : xpr.rows()),
+        m_blockCols(BlockCols==1 ? 1 : xpr.cols())
+    {}
+
+    /** Dynamic-size constructor
+      */
+    inline BlockImpl(XprType& xpr, Index startRow, Index startCol, Index blockRows, Index blockCols)
+      : m_matrix(xpr), m_startRow(convert_index(startRow)), m_startCol(convert_index(startCol)), m_blockRows(convert_index(blockRows)), m_blockCols(convert_index(blockCols))
+    {}
+
+    inline Index rows() const { return m_blockRows.value(); }
+    inline Index cols() const { return m_blockCols.value(); }
+
+    inline Scalar& coeffRef(Index row, Index col)
+    {
+      return m_matrix.coeffRef(row + m_startRow.value(), col + m_startCol.value());
+    }
+
+    inline const Scalar coeff(Index row, Index col) const
+    {
+      return m_matrix.coeff(row + m_startRow.value(), col + m_startCol.value());
+    }
+
+    inline Scalar& coeffRef(Index index)
+    {
+      return m_matrix.coeffRef(m_startRow.value() + (RowsAtCompileTime == 1 ? 0 : index),
+                               m_startCol.value() + (RowsAtCompileTime == 1 ? index : 0));
+    }
+
+    inline const Scalar coeff(Index index) const
+    {
+      return m_matrix.coeff(m_startRow.value() + (RowsAtCompileTime == 1 ? 0 : index),
+                            m_startCol.value() + (RowsAtCompileTime == 1 ? index : 0));
+    }
+
+    inline const XprType& nestedExpression() const { return m_matrix; }
+    inline XprType& nestedExpression() { return m_matrix; }
+    Index startRow() const { return m_startRow.value(); }
+    Index startCol() const { return m_startCol.value(); }
+    Index blockRows() const { return m_blockRows.value(); }
+    Index blockCols() const { return m_blockCols.value(); }
+
+  protected:
+//     friend class internal::GenericSparseBlockInnerIteratorImpl<XprType,BlockRows,BlockCols,InnerPanel>;
+    friend struct internal::unary_evaluator<Block<XprType,BlockRows,BlockCols,InnerPanel>, internal::IteratorBased, Scalar >;
+
+    Index nonZeros() const { return Dynamic; }
+
+    typename internal::ref_selector<XprType>::non_const_type 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;
+
+  protected:
+    // Disable assignment with clear error message.
+    // Note that simply removing operator= yields compilation errors with ICC+MSVC
+    template<typename T>
+    BlockImpl& operator=(const T&)
+    {
+      EIGEN_STATIC_ASSERT(sizeof(T)==0, THIS_SPARSE_BLOCK_SUBEXPRESSION_IS_READ_ONLY);
+      return *this;
+    }
+
+};
+
+namespace internal {
+
+template<typename ArgType, int BlockRows, int BlockCols, bool InnerPanel>
+struct unary_evaluator<Block<ArgType,BlockRows,BlockCols,InnerPanel>, IteratorBased >
+ : public evaluator_base<Block<ArgType,BlockRows,BlockCols,InnerPanel> >
+{
+    class InnerVectorInnerIterator;
+    class OuterVectorInnerIterator;
+  public:
+    typedef Block<ArgType,BlockRows,BlockCols,InnerPanel> XprType;
+    typedef typename XprType::StorageIndex StorageIndex;
+    typedef typename XprType::Scalar Scalar;
+
+    enum {
+      IsRowMajor = XprType::IsRowMajor,
+
+      OuterVector =  (BlockCols==1 && ArgType::IsRowMajor)
+                    | // FIXME | instead of || to please GCC 4.4.0 stupid warning "suggest parentheses around &&".
+                      // revert to || as soon as not needed anymore.
+                     (BlockRows==1 && !ArgType::IsRowMajor),
+
+      CoeffReadCost = evaluator<ArgType>::CoeffReadCost,
+      Flags = XprType::Flags
+    };
+
+    typedef typename internal::conditional<OuterVector,OuterVectorInnerIterator,InnerVectorInnerIterator>::type InnerIterator;
+
+    explicit unary_evaluator(const XprType& op)
+      : m_argImpl(op.nestedExpression()), m_block(op)
+    {}
+
+    inline Index nonZerosEstimate() const {
+      const Index nnz = m_block.nonZeros();
+      if(nnz < 0) {
+        // Scale the non-zero estimate for the underlying expression linearly with block size.
+        // Return zero if the underlying block is empty.
+        const Index nested_sz = m_block.nestedExpression().size();        
+        return nested_sz == 0 ? 0 : m_argImpl.nonZerosEstimate() * m_block.size() / nested_sz;
+      }
+      return nnz;
+    }
+
+  protected:
+    typedef typename evaluator<ArgType>::InnerIterator EvalIterator;
+
+    evaluator<ArgType> m_argImpl;
+    const XprType &m_block;
+};
+
+template<typename ArgType, int BlockRows, int BlockCols, bool InnerPanel>
+class unary_evaluator<Block<ArgType,BlockRows,BlockCols,InnerPanel>, IteratorBased>::InnerVectorInnerIterator
+ : public EvalIterator
+{
+  // NOTE MSVC fails to compile if we don't explicitely "import" IsRowMajor from unary_evaluator
+  //      because the base class EvalIterator has a private IsRowMajor enum too. (bug #1786)
+  // NOTE We cannot call it IsRowMajor because it would shadow unary_evaluator::IsRowMajor
+  enum { XprIsRowMajor = unary_evaluator::IsRowMajor };
+  const XprType& m_block;
+  Index m_end;
+public:
+
+  EIGEN_STRONG_INLINE InnerVectorInnerIterator(const unary_evaluator& aEval, Index outer)
+    : EvalIterator(aEval.m_argImpl, outer + (XprIsRowMajor ? aEval.m_block.startRow() : aEval.m_block.startCol())),
+      m_block(aEval.m_block),
+      m_end(XprIsRowMajor ? aEval.m_block.startCol()+aEval.m_block.blockCols() : aEval.m_block.startRow()+aEval.m_block.blockRows())
+  {
+    while( (EvalIterator::operator bool()) && (EvalIterator::index() < (XprIsRowMajor ? m_block.startCol() : m_block.startRow())) )
+      EvalIterator::operator++();
+  }
+
+  inline StorageIndex index() const { return EvalIterator::index() - convert_index<StorageIndex>(XprIsRowMajor ? m_block.startCol() : m_block.startRow()); }
+  inline Index outer()  const { return EvalIterator::outer() - (XprIsRowMajor ? m_block.startRow() : m_block.startCol()); }
+  inline Index row()    const { return EvalIterator::row()   - m_block.startRow(); }
+  inline Index col()    const { return EvalIterator::col()   - m_block.startCol(); }
+
+  inline operator bool() const { return EvalIterator::operator bool() && EvalIterator::index() < m_end; }
+};
+
+template<typename ArgType, int BlockRows, int BlockCols, bool InnerPanel>
+class unary_evaluator<Block<ArgType,BlockRows,BlockCols,InnerPanel>, IteratorBased>::OuterVectorInnerIterator
+{
+  // NOTE see above
+  enum { XprIsRowMajor = unary_evaluator::IsRowMajor };
+  const unary_evaluator& m_eval;
+  Index m_outerPos;
+  const Index m_innerIndex;
+  Index m_end;
+  EvalIterator m_it;
+public:
+
+  EIGEN_STRONG_INLINE OuterVectorInnerIterator(const unary_evaluator& aEval, Index outer)
+    : m_eval(aEval),
+      m_outerPos( (XprIsRowMajor ? aEval.m_block.startCol() : aEval.m_block.startRow()) ),
+      m_innerIndex(XprIsRowMajor ? aEval.m_block.startRow() : aEval.m_block.startCol()),
+      m_end(XprIsRowMajor ? aEval.m_block.startCol()+aEval.m_block.blockCols() : aEval.m_block.startRow()+aEval.m_block.blockRows()),
+      m_it(m_eval.m_argImpl, m_outerPos)
+  {
+    EIGEN_UNUSED_VARIABLE(outer);
+    eigen_assert(outer==0);
+
+    while(m_it && m_it.index() < m_innerIndex) ++m_it;
+    if((!m_it) || (m_it.index()!=m_innerIndex))
+      ++(*this);
+  }
+
+  inline StorageIndex index() const { return convert_index<StorageIndex>(m_outerPos - (XprIsRowMajor ? m_eval.m_block.startCol() : m_eval.m_block.startRow())); }
+  inline Index outer()  const { return 0; }
+  inline Index row()    const { return XprIsRowMajor ? 0 : index(); }
+  inline Index col()    const { return XprIsRowMajor ? index() : 0; }
+
+  inline Scalar value() const { return m_it.value(); }
+  inline Scalar& valueRef() { return m_it.valueRef(); }
+
+  inline OuterVectorInnerIterator& operator++()
+  {
+    // search next non-zero entry
+    while(++m_outerPos<m_end)
+    {
+      // Restart iterator at the next inner-vector:
+      m_it.~EvalIterator();
+      ::new (&m_it) EvalIterator(m_eval.m_argImpl, m_outerPos);
+      // search for the key m_innerIndex in the current outer-vector
+      while(m_it && m_it.index() < m_innerIndex) ++m_it;
+      if(m_it && m_it.index()==m_innerIndex) break;
+    }
+    return *this;
+  }
+
+  inline operator bool() const { return m_outerPos < m_end; }
+};
+
+template<typename _Scalar, int _Options, typename _StorageIndex, int BlockRows, int BlockCols>
+struct unary_evaluator<Block<SparseMatrix<_Scalar, _Options, _StorageIndex>,BlockRows,BlockCols,true>, IteratorBased>
+  : evaluator<SparseCompressedBase<Block<SparseMatrix<_Scalar, _Options, _StorageIndex>,BlockRows,BlockCols,true> > >
+{
+  typedef Block<SparseMatrix<_Scalar, _Options, _StorageIndex>,BlockRows,BlockCols,true> XprType;
+  typedef evaluator<SparseCompressedBase<XprType> > Base;
+  explicit unary_evaluator(const XprType &xpr) : Base(xpr) {}
+};
+
+template<typename _Scalar, int _Options, typename _StorageIndex, int BlockRows, int BlockCols>
+struct unary_evaluator<Block<const SparseMatrix<_Scalar, _Options, _StorageIndex>,BlockRows,BlockCols,true>, IteratorBased>
+  : evaluator<SparseCompressedBase<Block<const SparseMatrix<_Scalar, _Options, _StorageIndex>,BlockRows,BlockCols,true> > >
+{
+  typedef Block<const SparseMatrix<_Scalar, _Options, _StorageIndex>,BlockRows,BlockCols,true> XprType;
+  typedef evaluator<SparseCompressedBase<XprType> > Base;
+  explicit unary_evaluator(const XprType &xpr) : Base(xpr) {}
+};
+
+} // end namespace internal
+
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPARSE_BLOCK_H

3party/eigen/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::StorageIndex *perm=0)
+{
+  typedef typename MatrixType::StorageIndex StorageIndex;
+  StorageIndex nc = convert_index<StorageIndex>(mat.cols()); // Number of columns
+  StorageIndex m = convert_index<StorageIndex>(mat.rows());
+  StorageIndex 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 
+  firstRowElt.resize(m);
+  firstRowElt.setConstant(nc);
+  firstRowElt.segment(0, diagSize).setLinSpaced(diagSize, 0, diagSize-1);
+  bool found_diag;
+  for (StorageIndex col = 0; col < nc; col++)
+  {
+    StorageIndex pcol = col;
+    if(perm) pcol  = perm[col];
+    for (typename MatrixType::InnerIterator it(mat, pcol); it; ++it)
+    { 
+      Index 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. */
+  StorageIndex rset, cset, rroot;
+  for (StorageIndex 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 */ 
+    StorageIndex 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;
+      
+      StorageIndex 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 IndexVector>
+void nr_etdfs (typename IndexVector::Scalar n, IndexVector& parent, IndexVector& first_kid, IndexVector& next_kid, IndexVector& post, typename IndexVector::Scalar postnum)
+{
+  typedef typename IndexVector::Scalar StorageIndex;
+  StorageIndex 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 IndexVector>
+void treePostorder(typename IndexVector::Scalar n, IndexVector& parent, IndexVector& post)
+{
+  typedef typename IndexVector::Scalar StorageIndex;
+  IndexVector first_kid, next_kid; // Linked list of children 
+  StorageIndex 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
+  first_kid.setConstant(-1); 
+  for (StorageIndex v = n-1; v >= 0; v--) 
+  {
+    StorageIndex 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

3party/eigen/Eigen/src/SparseCore/SparseCompressedBase.h

@@ -0,0 +1,370 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2015 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_COMPRESSED_BASE_H
+#define EIGEN_SPARSE_COMPRESSED_BASE_H
+
+namespace Eigen { 
+
+template<typename Derived> class SparseCompressedBase;
+  
+namespace internal {
+
+template<typename Derived>
+struct traits<SparseCompressedBase<Derived> > : traits<Derived>
+{};
+
+} // end namespace internal
+
+/** \ingroup SparseCore_Module
+  * \class SparseCompressedBase
+  * \brief Common base class for sparse [compressed]-{row|column}-storage format.
+  *
+  * This class defines the common interface for all derived classes implementing the compressed sparse storage format, such as:
+  *  - SparseMatrix
+  *  - Ref<SparseMatrixType,Options>
+  *  - Map<SparseMatrixType>
+  *
+  */
+template<typename Derived>
+class SparseCompressedBase
+  : public SparseMatrixBase<Derived>
+{
+  public:
+    typedef SparseMatrixBase<Derived> Base;
+    EIGEN_SPARSE_PUBLIC_INTERFACE(SparseCompressedBase)
+    using Base::operator=;
+    using Base::IsRowMajor;
+    
+    class InnerIterator;
+    class ReverseInnerIterator;
+    
+  protected:
+    typedef typename Base::IndexVector IndexVector;
+    Eigen::Map<IndexVector> innerNonZeros() { return Eigen::Map<IndexVector>(innerNonZeroPtr(), isCompressed()?0:derived().outerSize()); }
+    const  Eigen::Map<const IndexVector> innerNonZeros() const { return Eigen::Map<const IndexVector>(innerNonZeroPtr(), isCompressed()?0:derived().outerSize()); }
+        
+  public:
+    
+    /** \returns the number of non zero coefficients */
+    inline Index nonZeros() const
+    {
+      if(Derived::IsVectorAtCompileTime && outerIndexPtr()==0)
+        return derived().nonZeros();
+      else if(isCompressed())
+        return outerIndexPtr()[derived().outerSize()]-outerIndexPtr()[0];
+      else if(derived().outerSize()==0)
+        return 0;
+      else
+        return innerNonZeros().sum();
+    }
+    
+    /** \returns a const pointer to the array of values.
+      * This function is aimed at interoperability with other libraries.
+      * \sa innerIndexPtr(), outerIndexPtr() */
+    inline const Scalar* valuePtr() const { return derived().valuePtr(); }
+    /** \returns a non-const pointer to the array of values.
+      * This function is aimed at interoperability with other libraries.
+      * \sa innerIndexPtr(), outerIndexPtr() */
+    inline Scalar* valuePtr() { return derived().valuePtr(); }
+
+    /** \returns a const pointer to the array of inner indices.
+      * This function is aimed at interoperability with other libraries.
+      * \sa valuePtr(), outerIndexPtr() */
+    inline const StorageIndex* innerIndexPtr() const { return derived().innerIndexPtr(); }
+    /** \returns a non-const pointer to the array of inner indices.
+      * This function is aimed at interoperability with other libraries.
+      * \sa valuePtr(), outerIndexPtr() */
+    inline StorageIndex* innerIndexPtr() { return derived().innerIndexPtr(); }
+
+    /** \returns a const pointer to the array of the starting positions of the inner vectors.
+      * This function is aimed at interoperability with other libraries.
+      * \warning it returns the null pointer 0 for SparseVector
+      * \sa valuePtr(), innerIndexPtr() */
+    inline const StorageIndex* outerIndexPtr() const { return derived().outerIndexPtr(); }
+    /** \returns a non-const pointer to the array of the starting positions of the inner vectors.
+      * This function is aimed at interoperability with other libraries.
+      * \warning it returns the null pointer 0 for SparseVector
+      * \sa valuePtr(), innerIndexPtr() */
+    inline StorageIndex* outerIndexPtr() { return derived().outerIndexPtr(); }
+
+    /** \returns a const pointer to the array of the number of non zeros of the inner vectors.
+      * This function is aimed at interoperability with other libraries.
+      * \warning it returns the null pointer 0 in compressed mode */
+    inline const StorageIndex* innerNonZeroPtr() const { return derived().innerNonZeroPtr(); }
+    /** \returns a non-const pointer to the array of the number of non zeros of the inner vectors.
+      * This function is aimed at interoperability with other libraries.
+      * \warning it returns the null pointer 0 in compressed mode */
+    inline StorageIndex* innerNonZeroPtr() { return derived().innerNonZeroPtr(); }
+    
+    /** \returns whether \c *this is in compressed form. */
+    inline bool isCompressed() const { return innerNonZeroPtr()==0; }
+
+    /** \returns a read-only view of the stored coefficients as a 1D array expression.
+      *
+      * \warning this method is for \b compressed \b storage \b only, and it will trigger an assertion otherwise.
+      *
+      * \sa valuePtr(), isCompressed() */
+    const Map<const Array<Scalar,Dynamic,1> > coeffs() const { eigen_assert(isCompressed()); return Array<Scalar,Dynamic,1>::Map(valuePtr(),nonZeros()); }
+
+    /** \returns a read-write view of the stored coefficients as a 1D array expression
+      *
+      * \warning this method is for \b compressed \b storage \b only, and it will trigger an assertion otherwise.
+      *
+      * Here is an example:
+      * \include SparseMatrix_coeffs.cpp
+      * and the output is:
+      * \include SparseMatrix_coeffs.out
+      *
+      * \sa valuePtr(), isCompressed() */
+    Map<Array<Scalar,Dynamic,1> > coeffs() { eigen_assert(isCompressed()); return Array<Scalar,Dynamic,1>::Map(valuePtr(),nonZeros()); }
+
+  protected:
+    /** Default constructor. Do nothing. */
+    SparseCompressedBase() {}
+
+    /** \internal return the index of the coeff at (row,col) or just before if it does not exist.
+      * This is an analogue of std::lower_bound.
+      */
+    internal::LowerBoundIndex lower_bound(Index row, Index col) const
+    {
+      eigen_internal_assert(row>=0 && row<this->rows() && col>=0 && col<this->cols());
+
+      const Index outer = Derived::IsRowMajor ? row : col;
+      const Index inner = Derived::IsRowMajor ? col : row;
+
+      Index start = this->outerIndexPtr()[outer];
+      Index end = this->isCompressed() ? this->outerIndexPtr()[outer+1] : this->outerIndexPtr()[outer] + this->innerNonZeroPtr()[outer];
+      eigen_assert(end>=start && "you are using a non finalized sparse matrix or written coefficient does not exist");
+      internal::LowerBoundIndex p;
+      p.value = std::lower_bound(this->innerIndexPtr()+start, this->innerIndexPtr()+end,inner) - this->innerIndexPtr();
+      p.found = (p.value<end) && (this->innerIndexPtr()[p.value]==inner);
+      return p;
+    }
+
+    friend struct internal::evaluator<SparseCompressedBase<Derived> >;
+
+  private:
+    template<typename OtherDerived> explicit SparseCompressedBase(const SparseCompressedBase<OtherDerived>&);
+};
+
+template<typename Derived>
+class SparseCompressedBase<Derived>::InnerIterator
+{
+  public:
+    InnerIterator()
+      : m_values(0), m_indices(0), m_outer(0), m_id(0), m_end(0)
+    {}
+
+    InnerIterator(const InnerIterator& other)
+      : m_values(other.m_values), m_indices(other.m_indices), m_outer(other.m_outer), m_id(other.m_id), m_end(other.m_end)
+    {}
+
+    InnerIterator& operator=(const InnerIterator& other)
+    {
+      m_values = other.m_values;
+      m_indices = other.m_indices;
+      const_cast<OuterType&>(m_outer).setValue(other.m_outer.value());
+      m_id = other.m_id;
+      m_end = other.m_end;
+      return *this;
+    }
+
+    InnerIterator(const SparseCompressedBase& mat, Index outer)
+      : m_values(mat.valuePtr()), m_indices(mat.innerIndexPtr()), m_outer(outer)
+    {
+      if(Derived::IsVectorAtCompileTime && mat.outerIndexPtr()==0)
+      {
+        m_id = 0;
+        m_end = mat.nonZeros();
+      }
+      else
+      {
+        m_id = mat.outerIndexPtr()[outer];
+        if(mat.isCompressed())
+          m_end = mat.outerIndexPtr()[outer+1];
+        else
+          m_end = m_id + mat.innerNonZeroPtr()[outer];
+      }
+    }
+
+    explicit InnerIterator(const SparseCompressedBase& mat)
+      : m_values(mat.valuePtr()), m_indices(mat.innerIndexPtr()), m_outer(0), m_id(0), m_end(mat.nonZeros())
+    {
+      EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived);
+    }
+
+    explicit InnerIterator(const internal::CompressedStorage<Scalar,StorageIndex>& data)
+      : m_values(data.valuePtr()), m_indices(data.indexPtr()), m_outer(0), m_id(0), m_end(data.size())
+    {
+      EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived);
+    }
+
+    inline InnerIterator& operator++() { m_id++; return *this; }
+    inline InnerIterator& operator+=(Index i) { m_id += i ; return *this; }
+
+    inline InnerIterator operator+(Index i) 
+    { 
+        InnerIterator result = *this;
+        result += i;
+        return result;
+    }
+
+    inline const Scalar& value() const { return m_values[m_id]; }
+    inline Scalar& valueRef() { return const_cast<Scalar&>(m_values[m_id]); }
+
+    inline StorageIndex index() const { return m_indices[m_id]; }
+    inline Index outer() const { return m_outer.value(); }
+    inline Index row() const { return IsRowMajor ? m_outer.value() : index(); }
+    inline Index col() const { return IsRowMajor ? index() : m_outer.value(); }
+
+    inline operator bool() const { return (m_id < m_end); }
+
+  protected:
+    const Scalar* m_values;
+    const StorageIndex* m_indices;
+    typedef internal::variable_if_dynamic<Index,Derived::IsVectorAtCompileTime?0:Dynamic> OuterType;
+    const OuterType m_outer;
+    Index m_id;
+    Index m_end;
+  private:
+    // If you get here, then you're not using the right InnerIterator type, e.g.:
+    //   SparseMatrix<double,RowMajor> A;
+    //   SparseMatrix<double>::InnerIterator it(A,0);
+    template<typename T> InnerIterator(const SparseMatrixBase<T>&, Index outer);
+};
+
+template<typename Derived>
+class SparseCompressedBase<Derived>::ReverseInnerIterator
+{
+  public:
+    ReverseInnerIterator(const SparseCompressedBase& mat, Index outer)
+      : m_values(mat.valuePtr()), m_indices(mat.innerIndexPtr()), m_outer(outer)
+    {
+      if(Derived::IsVectorAtCompileTime && mat.outerIndexPtr()==0)
+      {
+        m_start = 0;
+        m_id = mat.nonZeros();
+      }
+      else
+      {
+        m_start = mat.outerIndexPtr()[outer];
+        if(mat.isCompressed())
+          m_id = mat.outerIndexPtr()[outer+1];
+        else
+          m_id = m_start + mat.innerNonZeroPtr()[outer];
+      }
+    }
+
+    explicit ReverseInnerIterator(const SparseCompressedBase& mat)
+      : m_values(mat.valuePtr()), m_indices(mat.innerIndexPtr()), m_outer(0), m_start(0), m_id(mat.nonZeros())
+    {
+      EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived);
+    }
+
+    explicit ReverseInnerIterator(const internal::CompressedStorage<Scalar,StorageIndex>& data)
+      : m_values(data.valuePtr()), m_indices(data.indexPtr()), m_outer(0), m_start(0), m_id(data.size())
+    {
+      EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived);
+    }
+
+    inline ReverseInnerIterator& operator--() { --m_id; return *this; }
+    inline ReverseInnerIterator& operator-=(Index i) { m_id -= i; return *this; }
+
+    inline ReverseInnerIterator operator-(Index i) 
+    {
+        ReverseInnerIterator result = *this;
+        result -= i;
+        return result;
+    }
+
+    inline const Scalar& value() const { return m_values[m_id-1]; }
+    inline Scalar& valueRef() { return const_cast<Scalar&>(m_values[m_id-1]); }
+
+    inline StorageIndex index() const { return m_indices[m_id-1]; }
+    inline Index outer() const { return m_outer.value(); }
+    inline Index row() const { return IsRowMajor ? m_outer.value() : index(); }
+    inline Index col() const { return IsRowMajor ? index() : m_outer.value(); }
+
+    inline operator bool() const { return (m_id > m_start); }
+
+  protected:
+    const Scalar* m_values;
+    const StorageIndex* m_indices;
+    typedef internal::variable_if_dynamic<Index,Derived::IsVectorAtCompileTime?0:Dynamic> OuterType;
+    const OuterType m_outer;
+    Index m_start;
+    Index m_id;
+};
+
+namespace internal {
+
+template<typename Derived>
+struct evaluator<SparseCompressedBase<Derived> >
+  : evaluator_base<Derived>
+{
+  typedef typename Derived::Scalar Scalar;
+  typedef typename Derived::InnerIterator InnerIterator;
+  
+  enum {
+    CoeffReadCost = NumTraits<Scalar>::ReadCost,
+    Flags = Derived::Flags
+  };
+  
+  evaluator() : m_matrix(0), m_zero(0)
+  {
+    EIGEN_INTERNAL_CHECK_COST_VALUE(CoeffReadCost);
+  }
+  explicit evaluator(const Derived &mat) : m_matrix(&mat), m_zero(0)
+  {
+    EIGEN_INTERNAL_CHECK_COST_VALUE(CoeffReadCost);
+  }
+  
+  inline Index nonZerosEstimate() const {
+    return m_matrix->nonZeros();
+  }
+  
+  operator Derived&() { return m_matrix->const_cast_derived(); }
+  operator const Derived&() const { return *m_matrix; }
+  
+  typedef typename DenseCoeffsBase<Derived,ReadOnlyAccessors>::CoeffReturnType CoeffReturnType;
+  const Scalar& coeff(Index row, Index col) const
+  {
+    Index p = find(row,col);
+
+    if(p==Dynamic)
+      return m_zero;
+    else
+      return m_matrix->const_cast_derived().valuePtr()[p];
+  }
+
+  Scalar& coeffRef(Index row, Index col)
+  {
+    Index p = find(row,col);
+    eigen_assert(p!=Dynamic && "written coefficient does not exist");
+    return m_matrix->const_cast_derived().valuePtr()[p];
+  }
+
+protected:
+
+  Index find(Index row, Index col) const
+  {
+    internal::LowerBoundIndex p = m_matrix->lower_bound(row,col);
+    return p.found ? p.value : Dynamic;
+  }
+
+  const Derived *m_matrix;
+  const Scalar m_zero;
+};
+
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPARSE_COMPRESSED_BASE_H

3party/eigen/Eigen/src/SparseCore/SparseCwiseBinaryOp.h

@@ -0,0 +1,722 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2014 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
+//
+// TODO to ease compiler job, we could specialize product/quotient with a scalar
+//      and fallback to cwise-unary evaluator using bind1st_op and bind2nd_op.
+
+template<typename BinaryOp, typename Lhs, typename Rhs>
+class CwiseBinaryOpImpl<BinaryOp, Lhs, Rhs, Sparse>
+  : public SparseMatrixBase<CwiseBinaryOp<BinaryOp, Lhs, Rhs> >
+{
+  public:
+    typedef CwiseBinaryOp<BinaryOp, Lhs, Rhs> Derived;
+    typedef SparseMatrixBase<Derived> Base;
+    EIGEN_SPARSE_PUBLIC_INTERFACE(Derived)
+    CwiseBinaryOpImpl()
+    {
+      EIGEN_STATIC_ASSERT((
+                (!internal::is_same<typename internal::traits<Lhs>::StorageKind,
+                                    typename internal::traits<Rhs>::StorageKind>::value)
+            ||  ((internal::evaluator<Lhs>::Flags&RowMajorBit) == (internal::evaluator<Rhs>::Flags&RowMajorBit))),
+            THE_STORAGE_ORDER_OF_BOTH_SIDES_MUST_MATCH);
+    }
+};
+
+namespace internal {
+
+  
+// Generic "sparse OP sparse"
+template<typename XprType> struct binary_sparse_evaluator;
+
+template<typename BinaryOp, typename Lhs, typename Rhs>
+struct binary_evaluator<CwiseBinaryOp<BinaryOp, Lhs, Rhs>, IteratorBased, IteratorBased>
+  : evaluator_base<CwiseBinaryOp<BinaryOp, Lhs, Rhs> >
+{
+protected:
+  typedef typename evaluator<Lhs>::InnerIterator  LhsIterator;
+  typedef typename evaluator<Rhs>::InnerIterator  RhsIterator;
+  typedef CwiseBinaryOp<BinaryOp, Lhs, Rhs> XprType;
+  typedef typename traits<XprType>::Scalar Scalar;
+  typedef typename XprType::StorageIndex StorageIndex;
+public:
+
+  class InnerIterator
+  {
+  public:
+    
+    EIGEN_STRONG_INLINE InnerIterator(const binary_evaluator& aEval, Index outer)
+      : m_lhsIter(aEval.m_lhsImpl,outer), m_rhsIter(aEval.m_rhsImpl,outer), m_functor(aEval.m_functor)
+    {
+      this->operator++();
+    }
+
+    EIGEN_STRONG_INLINE InnerIterator& 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 = Scalar(0); // this is to avoid a compilation warning
+        m_id = -1;
+      }
+      return *this;
+    }
+
+    EIGEN_STRONG_INLINE Scalar value() const { return m_value; }
+
+    EIGEN_STRONG_INLINE StorageIndex index() const { return m_id; }
+    EIGEN_STRONG_INLINE Index outer() const { return m_lhsIter.outer(); }
+    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;
+    StorageIndex m_id;
+  };
+  
+  
+  enum {
+    CoeffReadCost = int(evaluator<Lhs>::CoeffReadCost) + int(evaluator<Rhs>::CoeffReadCost) + int(functor_traits<BinaryOp>::Cost),
+    Flags = XprType::Flags
+  };
+  
+  explicit binary_evaluator(const XprType& xpr)
+    : m_functor(xpr.functor()),
+      m_lhsImpl(xpr.lhs()), 
+      m_rhsImpl(xpr.rhs())  
+  {
+    EIGEN_INTERNAL_CHECK_COST_VALUE(functor_traits<BinaryOp>::Cost);
+    EIGEN_INTERNAL_CHECK_COST_VALUE(CoeffReadCost);
+  }
+  
+  inline Index nonZerosEstimate() const {
+    return m_lhsImpl.nonZerosEstimate() + m_rhsImpl.nonZerosEstimate();
+  }
+
+protected:
+  const BinaryOp m_functor;
+  evaluator<Lhs> m_lhsImpl;
+  evaluator<Rhs> m_rhsImpl;
+};
+
+// dense op sparse
+template<typename BinaryOp, typename Lhs, typename Rhs>
+struct binary_evaluator<CwiseBinaryOp<BinaryOp, Lhs, Rhs>, IndexBased, IteratorBased>
+  : evaluator_base<CwiseBinaryOp<BinaryOp, Lhs, Rhs> >
+{
+protected:
+  typedef typename evaluator<Rhs>::InnerIterator  RhsIterator;
+  typedef CwiseBinaryOp<BinaryOp, Lhs, Rhs> XprType;
+  typedef typename traits<XprType>::Scalar Scalar;
+  typedef typename XprType::StorageIndex StorageIndex;
+public:
+
+  class InnerIterator
+  {
+    enum { IsRowMajor = (int(Rhs::Flags)&RowMajorBit)==RowMajorBit };
+  public:
+
+    EIGEN_STRONG_INLINE InnerIterator(const binary_evaluator& aEval, Index outer)
+      : m_lhsEval(aEval.m_lhsImpl), m_rhsIter(aEval.m_rhsImpl,outer), m_functor(aEval.m_functor), m_value(0), m_id(-1), m_innerSize(aEval.m_expr.rhs().innerSize())
+    {
+      this->operator++();
+    }
+
+    EIGEN_STRONG_INLINE InnerIterator& operator++()
+    {
+      ++m_id;
+      if(m_id<m_innerSize)
+      {
+        Scalar lhsVal = m_lhsEval.coeff(IsRowMajor?m_rhsIter.outer():m_id,
+                                        IsRowMajor?m_id:m_rhsIter.outer());
+        if(m_rhsIter && m_rhsIter.index()==m_id)
+        {
+          m_value = m_functor(lhsVal, m_rhsIter.value());
+          ++m_rhsIter;
+        }
+        else
+          m_value = m_functor(lhsVal, Scalar(0));
+      }
+
+      return *this;
+    }
+
+    EIGEN_STRONG_INLINE Scalar value() const { eigen_internal_assert(m_id<m_innerSize); return m_value; }
+
+    EIGEN_STRONG_INLINE StorageIndex index() const { return m_id; }
+    EIGEN_STRONG_INLINE Index outer() const { return m_rhsIter.outer(); }
+    EIGEN_STRONG_INLINE Index row() const { return IsRowMajor ? m_rhsIter.outer() : m_id; }
+    EIGEN_STRONG_INLINE Index col() const { return IsRowMajor ? m_id : m_rhsIter.outer(); }
+
+    EIGEN_STRONG_INLINE operator bool() const { return m_id<m_innerSize; }
+
+  protected:
+    const evaluator<Lhs> &m_lhsEval;
+    RhsIterator m_rhsIter;
+    const BinaryOp& m_functor;
+    Scalar m_value;
+    StorageIndex m_id;
+    StorageIndex m_innerSize;
+  };
+
+
+  enum {
+    CoeffReadCost = int(evaluator<Lhs>::CoeffReadCost) + int(evaluator<Rhs>::CoeffReadCost) + int(functor_traits<BinaryOp>::Cost),
+    Flags = XprType::Flags
+  };
+
+  explicit binary_evaluator(const XprType& xpr)
+    : m_functor(xpr.functor()),
+      m_lhsImpl(xpr.lhs()),
+      m_rhsImpl(xpr.rhs()),
+      m_expr(xpr)
+  {
+    EIGEN_INTERNAL_CHECK_COST_VALUE(functor_traits<BinaryOp>::Cost);
+    EIGEN_INTERNAL_CHECK_COST_VALUE(CoeffReadCost);
+  }
+
+  inline Index nonZerosEstimate() const {
+    return m_expr.size();
+  }
+
+protected:
+  const BinaryOp m_functor;
+  evaluator<Lhs> m_lhsImpl;
+  evaluator<Rhs> m_rhsImpl;
+  const XprType &m_expr;
+};
+
+// sparse op dense
+template<typename BinaryOp, typename Lhs, typename Rhs>
+struct binary_evaluator<CwiseBinaryOp<BinaryOp, Lhs, Rhs>, IteratorBased, IndexBased>
+  : evaluator_base<CwiseBinaryOp<BinaryOp, Lhs, Rhs> >
+{
+protected:
+  typedef typename evaluator<Lhs>::InnerIterator  LhsIterator;
+  typedef CwiseBinaryOp<BinaryOp, Lhs, Rhs> XprType;
+  typedef typename traits<XprType>::Scalar Scalar;
+  typedef typename XprType::StorageIndex StorageIndex;
+public:
+
+  class InnerIterator
+  {
+    enum { IsRowMajor = (int(Lhs::Flags)&RowMajorBit)==RowMajorBit };
+  public:
+
+    EIGEN_STRONG_INLINE InnerIterator(const binary_evaluator& aEval, Index outer)
+      : m_lhsIter(aEval.m_lhsImpl,outer), m_rhsEval(aEval.m_rhsImpl), m_functor(aEval.m_functor), m_value(0), m_id(-1), m_innerSize(aEval.m_expr.lhs().innerSize())
+    {
+      this->operator++();
+    }
+
+    EIGEN_STRONG_INLINE InnerIterator& operator++()
+    {
+      ++m_id;
+      if(m_id<m_innerSize)
+      {
+        Scalar rhsVal = m_rhsEval.coeff(IsRowMajor?m_lhsIter.outer():m_id,
+                                        IsRowMajor?m_id:m_lhsIter.outer());
+        if(m_lhsIter && m_lhsIter.index()==m_id)
+        {
+          m_value = m_functor(m_lhsIter.value(), rhsVal);
+          ++m_lhsIter;
+        }
+        else
+          m_value = m_functor(Scalar(0),rhsVal);
+      }
+
+      return *this;
+    }
+
+    EIGEN_STRONG_INLINE Scalar value() const { eigen_internal_assert(m_id<m_innerSize); return m_value; }
+
+    EIGEN_STRONG_INLINE StorageIndex index() const { return m_id; }
+    EIGEN_STRONG_INLINE Index outer() const { return m_lhsIter.outer(); }
+    EIGEN_STRONG_INLINE Index row() const { return IsRowMajor ? m_lhsIter.outer() : m_id; }
+    EIGEN_STRONG_INLINE Index col() const { return IsRowMajor ? m_id : m_lhsIter.outer(); }
+
+    EIGEN_STRONG_INLINE operator bool() const { return m_id<m_innerSize; }
+
+  protected:
+    LhsIterator m_lhsIter;
+    const evaluator<Rhs> &m_rhsEval;
+    const BinaryOp& m_functor;
+    Scalar m_value;
+    StorageIndex m_id;
+    StorageIndex m_innerSize;
+  };
+
+
+  enum {
+    CoeffReadCost = int(evaluator<Lhs>::CoeffReadCost) + int(evaluator<Rhs>::CoeffReadCost) + int(functor_traits<BinaryOp>::Cost),
+    Flags = XprType::Flags
+  };
+
+  explicit binary_evaluator(const XprType& xpr)
+    : m_functor(xpr.functor()),
+      m_lhsImpl(xpr.lhs()),
+      m_rhsImpl(xpr.rhs()),
+      m_expr(xpr)
+  {
+    EIGEN_INTERNAL_CHECK_COST_VALUE(functor_traits<BinaryOp>::Cost);
+    EIGEN_INTERNAL_CHECK_COST_VALUE(CoeffReadCost);
+  }
+
+  inline Index nonZerosEstimate() const {
+    return m_expr.size();
+  }
+
+protected:
+  const BinaryOp m_functor;
+  evaluator<Lhs> m_lhsImpl;
+  evaluator<Rhs> m_rhsImpl;
+  const XprType &m_expr;
+};
+
+template<typename T,
+         typename LhsKind   = typename evaluator_traits<typename T::Lhs>::Kind,
+         typename RhsKind   = typename evaluator_traits<typename T::Rhs>::Kind,
+         typename LhsScalar = typename traits<typename T::Lhs>::Scalar,
+         typename RhsScalar = typename traits<typename T::Rhs>::Scalar> struct sparse_conjunction_evaluator;
+
+// "sparse .* sparse"
+template<typename T1, typename T2, typename Lhs, typename Rhs>
+struct binary_evaluator<CwiseBinaryOp<scalar_product_op<T1,T2>, Lhs, Rhs>, IteratorBased, IteratorBased>
+  : sparse_conjunction_evaluator<CwiseBinaryOp<scalar_product_op<T1,T2>, Lhs, Rhs> >
+{
+  typedef CwiseBinaryOp<scalar_product_op<T1,T2>, Lhs, Rhs> XprType;
+  typedef sparse_conjunction_evaluator<XprType> Base;
+  explicit binary_evaluator(const XprType& xpr) : Base(xpr) {}
+};
+// "dense .* sparse"
+template<typename T1, typename T2, typename Lhs, typename Rhs>
+struct binary_evaluator<CwiseBinaryOp<scalar_product_op<T1,T2>, Lhs, Rhs>, IndexBased, IteratorBased>
+  : sparse_conjunction_evaluator<CwiseBinaryOp<scalar_product_op<T1,T2>, Lhs, Rhs> >
+{
+  typedef CwiseBinaryOp<scalar_product_op<T1,T2>, Lhs, Rhs> XprType;
+  typedef sparse_conjunction_evaluator<XprType> Base;
+  explicit binary_evaluator(const XprType& xpr) : Base(xpr) {}
+};
+// "sparse .* dense"
+template<typename T1, typename T2, typename Lhs, typename Rhs>
+struct binary_evaluator<CwiseBinaryOp<scalar_product_op<T1,T2>, Lhs, Rhs>, IteratorBased, IndexBased>
+  : sparse_conjunction_evaluator<CwiseBinaryOp<scalar_product_op<T1,T2>, Lhs, Rhs> >
+{
+  typedef CwiseBinaryOp<scalar_product_op<T1,T2>, Lhs, Rhs> XprType;
+  typedef sparse_conjunction_evaluator<XprType> Base;
+  explicit binary_evaluator(const XprType& xpr) : Base(xpr) {}
+};
+
+// "sparse ./ dense"
+template<typename T1, typename T2, typename Lhs, typename Rhs>
+struct binary_evaluator<CwiseBinaryOp<scalar_quotient_op<T1,T2>, Lhs, Rhs>, IteratorBased, IndexBased>
+  : sparse_conjunction_evaluator<CwiseBinaryOp<scalar_quotient_op<T1,T2>, Lhs, Rhs> >
+{
+  typedef CwiseBinaryOp<scalar_quotient_op<T1,T2>, Lhs, Rhs> XprType;
+  typedef sparse_conjunction_evaluator<XprType> Base;
+  explicit binary_evaluator(const XprType& xpr) : Base(xpr) {}
+};
+
+// "sparse && sparse"
+template<typename Lhs, typename Rhs>
+struct binary_evaluator<CwiseBinaryOp<scalar_boolean_and_op, Lhs, Rhs>, IteratorBased, IteratorBased>
+  : sparse_conjunction_evaluator<CwiseBinaryOp<scalar_boolean_and_op, Lhs, Rhs> >
+{
+  typedef CwiseBinaryOp<scalar_boolean_and_op, Lhs, Rhs> XprType;
+  typedef sparse_conjunction_evaluator<XprType> Base;
+  explicit binary_evaluator(const XprType& xpr) : Base(xpr) {}
+};
+// "dense && sparse"
+template<typename Lhs, typename Rhs>
+struct binary_evaluator<CwiseBinaryOp<scalar_boolean_and_op, Lhs, Rhs>, IndexBased, IteratorBased>
+  : sparse_conjunction_evaluator<CwiseBinaryOp<scalar_boolean_and_op, Lhs, Rhs> >
+{
+  typedef CwiseBinaryOp<scalar_boolean_and_op, Lhs, Rhs> XprType;
+  typedef sparse_conjunction_evaluator<XprType> Base;
+  explicit binary_evaluator(const XprType& xpr) : Base(xpr) {}
+};
+// "sparse && dense"
+template<typename Lhs, typename Rhs>
+struct binary_evaluator<CwiseBinaryOp<scalar_boolean_and_op, Lhs, Rhs>, IteratorBased, IndexBased>
+  : sparse_conjunction_evaluator<CwiseBinaryOp<scalar_boolean_and_op, Lhs, Rhs> >
+{
+  typedef CwiseBinaryOp<scalar_boolean_and_op, Lhs, Rhs> XprType;
+  typedef sparse_conjunction_evaluator<XprType> Base;
+  explicit binary_evaluator(const XprType& xpr) : Base(xpr) {}
+};
+
+// "sparse ^ sparse"
+template<typename XprType>
+struct sparse_conjunction_evaluator<XprType, IteratorBased, IteratorBased>
+  : evaluator_base<XprType>
+{
+protected:
+  typedef typename XprType::Functor BinaryOp;
+  typedef typename XprType::Lhs LhsArg;
+  typedef typename XprType::Rhs RhsArg;
+  typedef typename evaluator<LhsArg>::InnerIterator  LhsIterator;
+  typedef typename evaluator<RhsArg>::InnerIterator  RhsIterator;
+  typedef typename XprType::StorageIndex StorageIndex;
+  typedef typename traits<XprType>::Scalar Scalar;
+public:
+
+  class InnerIterator
+  {
+  public:
+    
+    EIGEN_STRONG_INLINE InnerIterator(const sparse_conjunction_evaluator& aEval, Index outer)
+      : m_lhsIter(aEval.m_lhsImpl,outer), m_rhsIter(aEval.m_rhsImpl,outer), m_functor(aEval.m_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 InnerIterator& 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 *this;
+    }
+    
+    EIGEN_STRONG_INLINE Scalar value() const { return m_functor(m_lhsIter.value(), m_rhsIter.value()); }
+
+    EIGEN_STRONG_INLINE StorageIndex index() const { return m_lhsIter.index(); }
+    EIGEN_STRONG_INLINE Index outer() const { return m_lhsIter.outer(); }
+    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 BinaryOp& m_functor;
+  };
+  
+  
+  enum {
+    CoeffReadCost = int(evaluator<LhsArg>::CoeffReadCost) + int(evaluator<RhsArg>::CoeffReadCost) + int(functor_traits<BinaryOp>::Cost),
+    Flags = XprType::Flags
+  };
+  
+  explicit sparse_conjunction_evaluator(const XprType& xpr)
+    : m_functor(xpr.functor()),
+      m_lhsImpl(xpr.lhs()), 
+      m_rhsImpl(xpr.rhs())  
+  {
+    EIGEN_INTERNAL_CHECK_COST_VALUE(functor_traits<BinaryOp>::Cost);
+    EIGEN_INTERNAL_CHECK_COST_VALUE(CoeffReadCost);
+  }
+  
+  inline Index nonZerosEstimate() const {
+    return (std::min)(m_lhsImpl.nonZerosEstimate(), m_rhsImpl.nonZerosEstimate());
+  }
+
+protected:
+  const BinaryOp m_functor;
+  evaluator<LhsArg> m_lhsImpl;
+  evaluator<RhsArg> m_rhsImpl;
+};
+
+// "dense ^ sparse"
+template<typename XprType>
+struct sparse_conjunction_evaluator<XprType, IndexBased, IteratorBased>
+  : evaluator_base<XprType>
+{
+protected:
+  typedef typename XprType::Functor BinaryOp;
+  typedef typename XprType::Lhs LhsArg;
+  typedef typename XprType::Rhs RhsArg;
+  typedef evaluator<LhsArg> LhsEvaluator;
+  typedef typename evaluator<RhsArg>::InnerIterator  RhsIterator;
+  typedef typename XprType::StorageIndex StorageIndex;
+  typedef typename traits<XprType>::Scalar Scalar;
+public:
+
+  class InnerIterator
+  {
+    enum { IsRowMajor = (int(RhsArg::Flags)&RowMajorBit)==RowMajorBit };
+
+  public:
+    
+    EIGEN_STRONG_INLINE InnerIterator(const sparse_conjunction_evaluator& aEval, Index outer)
+      : m_lhsEval(aEval.m_lhsImpl), m_rhsIter(aEval.m_rhsImpl,outer), m_functor(aEval.m_functor), m_outer(outer)
+    {}
+
+    EIGEN_STRONG_INLINE InnerIterator& operator++()
+    {
+      ++m_rhsIter;
+      return *this;
+    }
+
+    EIGEN_STRONG_INLINE Scalar value() const
+    { return m_functor(m_lhsEval.coeff(IsRowMajor?m_outer:m_rhsIter.index(),IsRowMajor?m_rhsIter.index():m_outer), m_rhsIter.value()); }
+
+    EIGEN_STRONG_INLINE StorageIndex index() const { return m_rhsIter.index(); }
+    EIGEN_STRONG_INLINE Index outer() const { return m_rhsIter.outer(); }
+    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 LhsEvaluator &m_lhsEval;
+    RhsIterator m_rhsIter;
+    const BinaryOp& m_functor;
+    const Index m_outer;
+  };
+  
+  
+  enum {
+    CoeffReadCost = int(evaluator<LhsArg>::CoeffReadCost) + int(evaluator<RhsArg>::CoeffReadCost) + int(functor_traits<BinaryOp>::Cost),
+    Flags = XprType::Flags
+  };
+  
+  explicit sparse_conjunction_evaluator(const XprType& xpr)
+    : m_functor(xpr.functor()),
+      m_lhsImpl(xpr.lhs()), 
+      m_rhsImpl(xpr.rhs())  
+  {
+    EIGEN_INTERNAL_CHECK_COST_VALUE(functor_traits<BinaryOp>::Cost);
+    EIGEN_INTERNAL_CHECK_COST_VALUE(CoeffReadCost);
+  }
+  
+  inline Index nonZerosEstimate() const {
+    return m_rhsImpl.nonZerosEstimate();
+  }
+
+protected:
+  const BinaryOp m_functor;
+  evaluator<LhsArg> m_lhsImpl;
+  evaluator<RhsArg> m_rhsImpl;
+};
+
+// "sparse ^ dense"
+template<typename XprType>
+struct sparse_conjunction_evaluator<XprType, IteratorBased, IndexBased>
+  : evaluator_base<XprType>
+{
+protected:
+  typedef typename XprType::Functor BinaryOp;
+  typedef typename XprType::Lhs LhsArg;
+  typedef typename XprType::Rhs RhsArg;
+  typedef typename evaluator<LhsArg>::InnerIterator LhsIterator;
+  typedef evaluator<RhsArg> RhsEvaluator;
+  typedef typename XprType::StorageIndex StorageIndex;
+  typedef typename traits<XprType>::Scalar Scalar;
+public:
+
+  class InnerIterator
+  {
+    enum { IsRowMajor = (int(LhsArg::Flags)&RowMajorBit)==RowMajorBit };
+
+  public:
+    
+    EIGEN_STRONG_INLINE InnerIterator(const sparse_conjunction_evaluator& aEval, Index outer)
+      : m_lhsIter(aEval.m_lhsImpl,outer), m_rhsEval(aEval.m_rhsImpl), m_functor(aEval.m_functor), m_outer(outer)
+    {}
+
+    EIGEN_STRONG_INLINE InnerIterator& operator++()
+    {
+      ++m_lhsIter;
+      return *this;
+    }
+
+    EIGEN_STRONG_INLINE Scalar value() const
+    { return m_functor(m_lhsIter.value(),
+                       m_rhsEval.coeff(IsRowMajor?m_outer:m_lhsIter.index(),IsRowMajor?m_lhsIter.index():m_outer)); }
+
+    EIGEN_STRONG_INLINE StorageIndex index() const { return m_lhsIter.index(); }
+    EIGEN_STRONG_INLINE Index outer() const { return m_lhsIter.outer(); }
+    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:
+    LhsIterator m_lhsIter;
+    const evaluator<RhsArg> &m_rhsEval;
+    const BinaryOp& m_functor;
+    const Index m_outer;
+  };
+  
+  
+  enum {
+    CoeffReadCost = int(evaluator<LhsArg>::CoeffReadCost) + int(evaluator<RhsArg>::CoeffReadCost) + int(functor_traits<BinaryOp>::Cost),
+    Flags = XprType::Flags
+  };
+  
+  explicit sparse_conjunction_evaluator(const XprType& xpr)
+    : m_functor(xpr.functor()),
+      m_lhsImpl(xpr.lhs()), 
+      m_rhsImpl(xpr.rhs())  
+  {
+    EIGEN_INTERNAL_CHECK_COST_VALUE(functor_traits<BinaryOp>::Cost);
+    EIGEN_INTERNAL_CHECK_COST_VALUE(CoeffReadCost);
+  }
+  
+  inline Index nonZerosEstimate() const {
+    return m_lhsImpl.nonZerosEstimate();
+  }
+
+protected:
+  const BinaryOp m_functor;
+  evaluator<LhsArg> m_lhsImpl;
+  evaluator<RhsArg> m_rhsImpl;
+};
+
+}
+
+/***************************************************************************
+* Implementation of SparseMatrixBase and SparseCwise functions/operators
+***************************************************************************/
+
+template<typename Derived>
+template<typename OtherDerived>
+Derived& SparseMatrixBase<Derived>::operator+=(const EigenBase<OtherDerived> &other)
+{
+  call_assignment(derived(), other.derived(), internal::add_assign_op<Scalar,typename OtherDerived::Scalar>());
+  return derived();
+}
+
+template<typename Derived>
+template<typename OtherDerived>
+Derived& SparseMatrixBase<Derived>::operator-=(const EigenBase<OtherDerived> &other)
+{
+  call_assignment(derived(), other.derived(), internal::assign_op<Scalar,typename OtherDerived::Scalar>());
+  return 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 Derived &
+SparseMatrixBase<Derived>::operator+=(const SparseMatrixBase<OtherDerived>& other)
+{
+  return derived() = derived() + other.derived();
+}
+
+template<typename Derived>
+template<typename OtherDerived>
+Derived& SparseMatrixBase<Derived>::operator+=(const DiagonalBase<OtherDerived>& other)
+{
+  call_assignment_no_alias(derived(), other.derived(), internal::add_assign_op<Scalar,typename OtherDerived::Scalar>());
+  return derived();
+}
+
+template<typename Derived>
+template<typename OtherDerived>
+Derived& SparseMatrixBase<Derived>::operator-=(const DiagonalBase<OtherDerived>& other)
+{
+  call_assignment_no_alias(derived(), other.derived(), internal::sub_assign_op<Scalar,typename OtherDerived::Scalar>());
+  return 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());
+}
+
+template<typename DenseDerived, typename SparseDerived>
+EIGEN_STRONG_INLINE const CwiseBinaryOp<internal::scalar_sum_op<typename DenseDerived::Scalar,typename SparseDerived::Scalar>, const DenseDerived, const SparseDerived>
+operator+(const MatrixBase<DenseDerived> &a, const SparseMatrixBase<SparseDerived> &b)
+{
+  return CwiseBinaryOp<internal::scalar_sum_op<typename DenseDerived::Scalar,typename SparseDerived::Scalar>, const DenseDerived, const SparseDerived>(a.derived(), b.derived());
+}
+
+template<typename SparseDerived, typename DenseDerived>
+EIGEN_STRONG_INLINE const CwiseBinaryOp<internal::scalar_sum_op<typename SparseDerived::Scalar,typename DenseDerived::Scalar>, const SparseDerived, const DenseDerived>
+operator+(const SparseMatrixBase<SparseDerived> &a, const MatrixBase<DenseDerived> &b)
+{
+  return CwiseBinaryOp<internal::scalar_sum_op<typename SparseDerived::Scalar,typename DenseDerived::Scalar>, const SparseDerived, const DenseDerived>(a.derived(), b.derived());
+}
+
+template<typename DenseDerived, typename SparseDerived>
+EIGEN_STRONG_INLINE const CwiseBinaryOp<internal::scalar_difference_op<typename DenseDerived::Scalar,typename SparseDerived::Scalar>, const DenseDerived, const SparseDerived>
+operator-(const MatrixBase<DenseDerived> &a, const SparseMatrixBase<SparseDerived> &b)
+{
+  return CwiseBinaryOp<internal::scalar_difference_op<typename DenseDerived::Scalar,typename SparseDerived::Scalar>, const DenseDerived, const SparseDerived>(a.derived(), b.derived());
+}
+
+template<typename SparseDerived, typename DenseDerived>
+EIGEN_STRONG_INLINE const CwiseBinaryOp<internal::scalar_difference_op<typename SparseDerived::Scalar,typename DenseDerived::Scalar>, const SparseDerived, const DenseDerived>
+operator-(const SparseMatrixBase<SparseDerived> &a, const MatrixBase<DenseDerived> &b)
+{
+  return CwiseBinaryOp<internal::scalar_difference_op<typename SparseDerived::Scalar,typename DenseDerived::Scalar>, const SparseDerived, const DenseDerived>(a.derived(), b.derived());
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPARSE_CWISE_BINARY_OP_H

3party/eigen/Eigen/src/SparseCore/SparseCwiseUnaryOp.h

@@ -0,0 +1,150 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2015 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 { 
+
+namespace internal {
+  
+template<typename UnaryOp, typename ArgType>
+struct unary_evaluator<CwiseUnaryOp<UnaryOp,ArgType>, IteratorBased>
+  : public evaluator_base<CwiseUnaryOp<UnaryOp,ArgType> >
+{
+  public:
+    typedef CwiseUnaryOp<UnaryOp, ArgType> XprType;
+
+    class InnerIterator;
+    
+    enum {
+      CoeffReadCost = int(evaluator<ArgType>::CoeffReadCost) + int(functor_traits<UnaryOp>::Cost),
+      Flags = XprType::Flags
+    };
+    
+    explicit unary_evaluator(const XprType& op) : m_functor(op.functor()), m_argImpl(op.nestedExpression())
+    {
+      EIGEN_INTERNAL_CHECK_COST_VALUE(functor_traits<UnaryOp>::Cost);
+      EIGEN_INTERNAL_CHECK_COST_VALUE(CoeffReadCost);
+    }
+    
+    inline Index nonZerosEstimate() const {
+      return m_argImpl.nonZerosEstimate();
+    }
+
+  protected:
+    typedef typename evaluator<ArgType>::InnerIterator        EvalIterator;
+    
+    const UnaryOp m_functor;
+    evaluator<ArgType> m_argImpl;
+};
+
+template<typename UnaryOp, typename ArgType>
+class unary_evaluator<CwiseUnaryOp<UnaryOp,ArgType>, IteratorBased>::InnerIterator
+    : public unary_evaluator<CwiseUnaryOp<UnaryOp,ArgType>, IteratorBased>::EvalIterator
+{
+  protected:
+    typedef typename XprType::Scalar Scalar;
+    typedef typename unary_evaluator<CwiseUnaryOp<UnaryOp,ArgType>, IteratorBased>::EvalIterator Base;
+  public:
+
+    EIGEN_STRONG_INLINE InnerIterator(const unary_evaluator& unaryOp, Index outer)
+      : Base(unaryOp.m_argImpl,outer), m_functor(unaryOp.m_functor)
+    {}
+
+    EIGEN_STRONG_INLINE InnerIterator& operator++()
+    { Base::operator++(); return *this; }
+
+    EIGEN_STRONG_INLINE Scalar value() const { return m_functor(Base::value()); }
+
+  protected:
+    const UnaryOp m_functor;
+  private:
+    Scalar& valueRef();
+};
+
+template<typename ViewOp, typename ArgType>
+struct unary_evaluator<CwiseUnaryView<ViewOp,ArgType>, IteratorBased>
+  : public evaluator_base<CwiseUnaryView<ViewOp,ArgType> >
+{
+  public:
+    typedef CwiseUnaryView<ViewOp, ArgType> XprType;
+
+    class InnerIterator;
+    
+    enum {
+      CoeffReadCost = int(evaluator<ArgType>::CoeffReadCost) + int(functor_traits<ViewOp>::Cost),
+      Flags = XprType::Flags
+    };
+    
+    explicit unary_evaluator(const XprType& op) : m_functor(op.functor()), m_argImpl(op.nestedExpression())
+    {
+      EIGEN_INTERNAL_CHECK_COST_VALUE(functor_traits<ViewOp>::Cost);
+      EIGEN_INTERNAL_CHECK_COST_VALUE(CoeffReadCost);
+    }
+
+  protected:
+    typedef typename evaluator<ArgType>::InnerIterator        EvalIterator;
+    
+    const ViewOp m_functor;
+    evaluator<ArgType> m_argImpl;
+};
+
+template<typename ViewOp, typename ArgType>
+class unary_evaluator<CwiseUnaryView<ViewOp,ArgType>, IteratorBased>::InnerIterator
+    : public unary_evaluator<CwiseUnaryView<ViewOp,ArgType>, IteratorBased>::EvalIterator
+{
+  protected:
+    typedef typename XprType::Scalar Scalar;
+    typedef typename unary_evaluator<CwiseUnaryView<ViewOp,ArgType>, IteratorBased>::EvalIterator Base;
+  public:
+
+    EIGEN_STRONG_INLINE InnerIterator(const unary_evaluator& unaryOp, Index outer)
+      : Base(unaryOp.m_argImpl,outer), m_functor(unaryOp.m_functor)
+    {}
+
+    EIGEN_STRONG_INLINE InnerIterator& operator++()
+    { Base::operator++(); return *this; }
+
+    EIGEN_STRONG_INLINE Scalar value() const { return m_functor(Base::value()); }
+    EIGEN_STRONG_INLINE Scalar& valueRef() { return m_functor(Base::valueRef()); }
+
+  protected:
+    const ViewOp m_functor;
+};
+
+} // end namespace internal
+
+template<typename Derived>
+EIGEN_STRONG_INLINE Derived&
+SparseMatrixBase<Derived>::operator*=(const Scalar& other)
+{
+  typedef typename internal::evaluator<Derived>::InnerIterator EvalIterator;
+  internal::evaluator<Derived> thisEval(derived());
+  for (Index j=0; j<outerSize(); ++j)
+    for (EvalIterator i(thisEval,j); i; ++i)
+      i.valueRef() *= other;
+  return derived();
+}
+
+template<typename Derived>
+EIGEN_STRONG_INLINE Derived&
+SparseMatrixBase<Derived>::operator/=(const Scalar& other)
+{
+  typedef typename internal::evaluator<Derived>::InnerIterator EvalIterator;
+  internal::evaluator<Derived> thisEval(derived());
+  for (Index j=0; j<outerSize(); ++j)
+    for (EvalIterator i(thisEval,j); i; ++i)
+      i.valueRef() /= other;
+  return derived();
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPARSE_CWISE_UNARY_OP_H

3party/eigen/Eigen/src/SparseCore/SparseDenseProduct.h

@@ -0,0 +1,342 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2015 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 { 
+
+namespace internal {
+
+template <> struct product_promote_storage_type<Sparse,Dense, OuterProduct> { typedef Sparse ret; };
+template <> struct product_promote_storage_type<Dense,Sparse, OuterProduct> { typedef Sparse ret; };
+
+template<typename SparseLhsType, typename DenseRhsType, typename DenseResType,
+         typename AlphaType,
+         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, typename DenseResType::Scalar, 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 evaluator<Lhs>::InnerIterator LhsInnerIterator;
+  typedef evaluator<Lhs> LhsEval;
+  static void run(const SparseLhsType& lhs, const DenseRhsType& rhs, DenseResType& res, const typename Res::Scalar& alpha)
+  {
+    LhsEval lhsEval(lhs);
+    
+    Index n = lhs.outerSize();
+#ifdef EIGEN_HAS_OPENMP
+    Eigen::initParallel();
+    Index threads = Eigen::nbThreads();
+#endif
+    
+    for(Index c=0; c<rhs.cols(); ++c)
+    {
+#ifdef EIGEN_HAS_OPENMP
+      // This 20000 threshold has been found experimentally on 2D and 3D Poisson problems.
+      // It basically represents the minimal amount of work to be done to be worth it.
+      if(threads>1 && lhsEval.nonZerosEstimate() > 20000)
+      {
+        #pragma omp parallel for schedule(dynamic,(n+threads*4-1)/(threads*4)) num_threads(threads)
+        for(Index i=0; i<n; ++i)
+          processRow(lhsEval,rhs,res,alpha,i,c);
+      }
+      else
+#endif
+      {
+        for(Index i=0; i<n; ++i)
+          processRow(lhsEval,rhs,res,alpha,i,c);
+      }
+    }
+  }
+  
+  static void processRow(const LhsEval& lhsEval, const DenseRhsType& rhs, DenseResType& res, const typename Res::Scalar& alpha, Index i, Index col)
+  {
+    typename Res::Scalar tmp(0);
+    for(LhsInnerIterator it(lhsEval,i); it ;++it)
+      tmp += it.value() * rhs.coeff(it.index(),col);
+    res.coeffRef(i,col) += alpha * tmp;
+  }
+  
+};
+
+// FIXME: what is the purpose of the following specialization? Is it for the BlockedSparse format?
+// -> let's disable it for now as it is conflicting with generic scalar*matrix and matrix*scalar operators
+// template<typename T1, typename T2/*, int _Options, typename _StrideType*/>
+// struct ScalarBinaryOpTraits<T1, Ref<T2/*, _Options, _StrideType*/> >
+// {
+//   enum {
+//     Defined = 1
+//   };
+//   typedef typename CwiseUnaryOp<scalar_multiple2_op<T1, typename T2::Scalar>, T2>::PlainObject ReturnType;
+// };
+
+template<typename SparseLhsType, typename DenseRhsType, typename DenseResType, typename AlphaType>
+struct sparse_time_dense_product_impl<SparseLhsType,DenseRhsType,DenseResType, AlphaType, 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 evaluator<Lhs> LhsEval;
+  typedef typename LhsEval::InnerIterator LhsInnerIterator;
+  static void run(const SparseLhsType& lhs, const DenseRhsType& rhs, DenseResType& res, const AlphaType& alpha)
+  {
+    LhsEval lhsEval(lhs);
+    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);
+        typename ScalarBinaryOpTraits<AlphaType, typename Rhs::Scalar>::ReturnType rhs_j(alpha * rhs.coeff(j,c));
+        for(LhsInnerIterator it(lhsEval,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, typename DenseResType::Scalar, 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 evaluator<Lhs> LhsEval;
+  typedef typename LhsEval::InnerIterator LhsInnerIterator;
+  static void run(const SparseLhsType& lhs, const DenseRhsType& rhs, DenseResType& res, const typename Res::Scalar& alpha)
+  {
+    Index n = lhs.rows();
+    LhsEval lhsEval(lhs);
+
+#ifdef EIGEN_HAS_OPENMP
+    Eigen::initParallel();
+    Index threads = Eigen::nbThreads();
+    // This 20000 threshold has been found experimentally on 2D and 3D Poisson problems.
+    // It basically represents the minimal amount of work to be done to be worth it.
+    if(threads>1 && lhsEval.nonZerosEstimate()*rhs.cols() > 20000)
+    {
+      #pragma omp parallel for schedule(dynamic,(n+threads*4-1)/(threads*4)) num_threads(threads)
+      for(Index i=0; i<n; ++i)
+        processRow(lhsEval,rhs,res,alpha,i);
+    }
+    else
+#endif
+    {
+      for(Index i=0; i<n; ++i)
+        processRow(lhsEval, rhs, res, alpha, i);
+    }
+  }
+
+  static void processRow(const LhsEval& lhsEval, const DenseRhsType& rhs, Res& res, const typename Res::Scalar& alpha, Index i)
+  {
+    typename Res::RowXpr res_i(res.row(i));
+    for(LhsInnerIterator it(lhsEval,i); it ;++it)
+      res_i += (alpha*it.value()) * rhs.row(it.index());
+  }
+};
+
+template<typename SparseLhsType, typename DenseRhsType, typename DenseResType>
+struct sparse_time_dense_product_impl<SparseLhsType,DenseRhsType,DenseResType, typename DenseResType::Scalar, 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 evaluator<Lhs>::InnerIterator LhsInnerIterator;
+  static void run(const SparseLhsType& lhs, const DenseRhsType& rhs, DenseResType& res, const typename Res::Scalar& alpha)
+  {
+    evaluator<Lhs> lhsEval(lhs);
+    for(Index j=0; j<lhs.outerSize(); ++j)
+    {
+      typename Rhs::ConstRowXpr rhs_j(rhs.row(j));
+      for(LhsInnerIterator it(lhsEval,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, AlphaType>::run(lhs, rhs, res, alpha);
+}
+
+} // end namespace internal
+
+namespace internal {
+
+template<typename Lhs, typename Rhs, int ProductType>
+struct generic_product_impl<Lhs, Rhs, SparseShape, DenseShape, ProductType>
+ : generic_product_impl_base<Lhs,Rhs,generic_product_impl<Lhs,Rhs,SparseShape,DenseShape,ProductType> >
+{
+  typedef typename Product<Lhs,Rhs>::Scalar Scalar;
+  
+  template<typename Dest>
+  static void scaleAndAddTo(Dest& dst, const Lhs& lhs, const Rhs& rhs, const Scalar& alpha)
+  {
+    typedef typename nested_eval<Lhs,((Rhs::Flags&RowMajorBit)==0) ? 1 : Rhs::ColsAtCompileTime>::type LhsNested;
+    typedef typename nested_eval<Rhs,((Lhs::Flags&RowMajorBit)==0) ? 1 : Dynamic>::type RhsNested;
+    LhsNested lhsNested(lhs);
+    RhsNested rhsNested(rhs);
+    internal::sparse_time_dense_product(lhsNested, rhsNested, dst, alpha);
+  }
+};
+
+template<typename Lhs, typename Rhs, int ProductType>
+struct generic_product_impl<Lhs, Rhs, SparseTriangularShape, DenseShape, ProductType>
+  : generic_product_impl<Lhs, Rhs, SparseShape, DenseShape, ProductType>
+{};
+
+template<typename Lhs, typename Rhs, int ProductType>
+struct generic_product_impl<Lhs, Rhs, DenseShape, SparseShape, ProductType>
+  : generic_product_impl_base<Lhs,Rhs,generic_product_impl<Lhs,Rhs,DenseShape,SparseShape,ProductType> >
+{
+  typedef typename Product<Lhs,Rhs>::Scalar Scalar;
+  
+  template<typename Dst>
+  static void scaleAndAddTo(Dst& dst, const Lhs& lhs, const Rhs& rhs, const Scalar& alpha)
+  {
+    typedef typename nested_eval<Lhs,((Rhs::Flags&RowMajorBit)==0) ? Dynamic : 1>::type LhsNested;
+    typedef typename nested_eval<Rhs,((Lhs::Flags&RowMajorBit)==RowMajorBit) ? 1 : Lhs::RowsAtCompileTime>::type RhsNested;
+    LhsNested lhsNested(lhs);
+    RhsNested rhsNested(rhs);
+    
+    // transpose everything
+    Transpose<Dst> dstT(dst);
+    internal::sparse_time_dense_product(rhsNested.transpose(), lhsNested.transpose(), dstT, alpha);
+  }
+};
+
+template<typename Lhs, typename Rhs, int ProductType>
+struct generic_product_impl<Lhs, Rhs, DenseShape, SparseTriangularShape, ProductType>
+  : generic_product_impl<Lhs, Rhs, DenseShape, SparseShape, ProductType>
+{};
+
+template<typename LhsT, typename RhsT, bool NeedToTranspose>
+struct sparse_dense_outer_product_evaluator
+{
+protected:
+  typedef typename conditional<NeedToTranspose,RhsT,LhsT>::type Lhs1;
+  typedef typename conditional<NeedToTranspose,LhsT,RhsT>::type ActualRhs;
+  typedef Product<LhsT,RhsT,DefaultProduct> ProdXprType;
+  
+  // if the actual left-hand side is a dense vector,
+  // then build a sparse-view so that we can seamlessly iterate over it.
+  typedef typename conditional<is_same<typename internal::traits<Lhs1>::StorageKind,Sparse>::value,
+            Lhs1, SparseView<Lhs1> >::type ActualLhs;
+  typedef typename conditional<is_same<typename internal::traits<Lhs1>::StorageKind,Sparse>::value,
+            Lhs1 const&, SparseView<Lhs1> >::type LhsArg;
+            
+  typedef evaluator<ActualLhs> LhsEval;
+  typedef evaluator<ActualRhs> RhsEval;
+  typedef typename evaluator<ActualLhs>::InnerIterator LhsIterator;
+  typedef typename ProdXprType::Scalar Scalar;
+  
+public:
+  enum {
+    Flags = NeedToTranspose ? RowMajorBit : 0,
+    CoeffReadCost = HugeCost
+  };
+  
+  class InnerIterator : public LhsIterator
+  {
+  public:
+    InnerIterator(const sparse_dense_outer_product_evaluator &xprEval, Index outer)
+      : LhsIterator(xprEval.m_lhsXprImpl, 0),
+        m_outer(outer),
+        m_empty(false),
+        m_factor(get(xprEval.m_rhsXprImpl, outer, typename internal::traits<ActualRhs>::StorageKind() ))
+    {}
+    
+    EIGEN_STRONG_INLINE Index outer() const { return m_outer; }
+    EIGEN_STRONG_INLINE Index row()   const { return NeedToTranspose ? m_outer : LhsIterator::index(); }
+    EIGEN_STRONG_INLINE Index col()   const { return NeedToTranspose ? LhsIterator::index() : m_outer; }
+
+    EIGEN_STRONG_INLINE Scalar value() const { return LhsIterator::value() * m_factor; }
+    EIGEN_STRONG_INLINE operator bool() const { return LhsIterator::operator bool() && (!m_empty); }
+    
+  protected:
+    Scalar get(const RhsEval &rhs, Index outer, Dense = Dense()) const
+    {
+      return rhs.coeff(outer);
+    }
+    
+    Scalar get(const RhsEval &rhs, Index outer, Sparse = Sparse())
+    {
+      typename RhsEval::InnerIterator it(rhs, outer);
+      if (it && it.index()==0 && it.value()!=Scalar(0))
+        return it.value();
+      m_empty = true;
+      return Scalar(0);
+    }
+    
+    Index m_outer;
+    bool m_empty;
+    Scalar m_factor;
+  };
+  
+  sparse_dense_outer_product_evaluator(const Lhs1 &lhs, const ActualRhs &rhs)
+     : m_lhs(lhs), m_lhsXprImpl(m_lhs), m_rhsXprImpl(rhs)
+  {
+    EIGEN_INTERNAL_CHECK_COST_VALUE(CoeffReadCost);
+  }
+  
+  // transpose case
+  sparse_dense_outer_product_evaluator(const ActualRhs &rhs, const Lhs1 &lhs)
+     : m_lhs(lhs), m_lhsXprImpl(m_lhs), m_rhsXprImpl(rhs)
+  {
+    EIGEN_INTERNAL_CHECK_COST_VALUE(CoeffReadCost);
+  }
+    
+protected:
+  const LhsArg m_lhs;
+  evaluator<ActualLhs> m_lhsXprImpl;
+  evaluator<ActualRhs> m_rhsXprImpl;
+};
+
+// sparse * dense outer product
+template<typename Lhs, typename Rhs>
+struct product_evaluator<Product<Lhs, Rhs, DefaultProduct>, OuterProduct, SparseShape, DenseShape>
+  : sparse_dense_outer_product_evaluator<Lhs,Rhs, Lhs::IsRowMajor>
+{
+  typedef sparse_dense_outer_product_evaluator<Lhs,Rhs, Lhs::IsRowMajor> Base;
+  
+  typedef Product<Lhs, Rhs> XprType;
+  typedef typename XprType::PlainObject PlainObject;
+
+  explicit product_evaluator(const XprType& xpr)
+    : Base(xpr.lhs(), xpr.rhs())
+  {}
+  
+};
+
+template<typename Lhs, typename Rhs>
+struct product_evaluator<Product<Lhs, Rhs, DefaultProduct>, OuterProduct, DenseShape, SparseShape>
+  : sparse_dense_outer_product_evaluator<Lhs,Rhs, Rhs::IsRowMajor>
+{
+  typedef sparse_dense_outer_product_evaluator<Lhs,Rhs, Rhs::IsRowMajor> Base;
+  
+  typedef Product<Lhs, Rhs> XprType;
+  typedef typename XprType::PlainObject PlainObject;
+
+  explicit product_evaluator(const XprType& xpr)
+    : Base(xpr.lhs(), xpr.rhs())
+  {}
+  
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPARSEDENSEPRODUCT_H

3party/eigen/Eigen/src/SparseCore/SparseDiagonalProduct.h

@@ -0,0 +1,138 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009-2015 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 {
+
+enum {
+  SDP_AsScalarProduct,
+  SDP_AsCwiseProduct
+};
+  
+template<typename SparseXprType, typename DiagonalCoeffType, int SDP_Tag>
+struct sparse_diagonal_product_evaluator;
+
+template<typename Lhs, typename Rhs, int ProductTag>
+struct product_evaluator<Product<Lhs, Rhs, DefaultProduct>, ProductTag, DiagonalShape, SparseShape>
+  : public sparse_diagonal_product_evaluator<Rhs, typename Lhs::DiagonalVectorType, Rhs::Flags&RowMajorBit?SDP_AsScalarProduct:SDP_AsCwiseProduct>
+{
+  typedef Product<Lhs, Rhs, DefaultProduct> XprType;
+  enum { CoeffReadCost = HugeCost, Flags = Rhs::Flags&RowMajorBit, Alignment = 0 }; // FIXME CoeffReadCost & Flags
+  
+  typedef sparse_diagonal_product_evaluator<Rhs, typename Lhs::DiagonalVectorType, Rhs::Flags&RowMajorBit?SDP_AsScalarProduct:SDP_AsCwiseProduct> Base;
+  explicit product_evaluator(const XprType& xpr) : Base(xpr.rhs(), xpr.lhs().diagonal()) {}
+};
+
+template<typename Lhs, typename Rhs, int ProductTag>
+struct product_evaluator<Product<Lhs, Rhs, DefaultProduct>, ProductTag, SparseShape, DiagonalShape>
+  : public sparse_diagonal_product_evaluator<Lhs, Transpose<const typename Rhs::DiagonalVectorType>, Lhs::Flags&RowMajorBit?SDP_AsCwiseProduct:SDP_AsScalarProduct>
+{
+  typedef Product<Lhs, Rhs, DefaultProduct> XprType;
+  enum { CoeffReadCost = HugeCost, Flags = Lhs::Flags&RowMajorBit, Alignment = 0 }; // FIXME CoeffReadCost & Flags
+  
+  typedef sparse_diagonal_product_evaluator<Lhs, Transpose<const typename Rhs::DiagonalVectorType>, Lhs::Flags&RowMajorBit?SDP_AsCwiseProduct:SDP_AsScalarProduct> Base;
+  explicit product_evaluator(const XprType& xpr) : Base(xpr.lhs(), xpr.rhs().diagonal().transpose()) {}
+};
+
+template<typename SparseXprType, typename DiagonalCoeffType>
+struct sparse_diagonal_product_evaluator<SparseXprType, DiagonalCoeffType, SDP_AsScalarProduct>
+{
+protected:
+  typedef typename evaluator<SparseXprType>::InnerIterator SparseXprInnerIterator;
+  typedef typename SparseXprType::Scalar Scalar;
+  
+public:
+  class InnerIterator : public SparseXprInnerIterator
+  {
+  public:
+    InnerIterator(const sparse_diagonal_product_evaluator &xprEval, Index outer)
+      : SparseXprInnerIterator(xprEval.m_sparseXprImpl, outer),
+        m_coeff(xprEval.m_diagCoeffImpl.coeff(outer))
+    {}
+    
+    EIGEN_STRONG_INLINE Scalar value() const { return m_coeff * SparseXprInnerIterator::value(); }
+  protected:
+    typename DiagonalCoeffType::Scalar m_coeff;
+  };
+  
+  sparse_diagonal_product_evaluator(const SparseXprType &sparseXpr, const DiagonalCoeffType &diagCoeff)
+    : m_sparseXprImpl(sparseXpr), m_diagCoeffImpl(diagCoeff)
+  {}
+
+  Index nonZerosEstimate() const { return m_sparseXprImpl.nonZerosEstimate(); }
+    
+protected:
+  evaluator<SparseXprType> m_sparseXprImpl;
+  evaluator<DiagonalCoeffType> m_diagCoeffImpl;
+};
+
+
+template<typename SparseXprType, typename DiagCoeffType>
+struct sparse_diagonal_product_evaluator<SparseXprType, DiagCoeffType, SDP_AsCwiseProduct>
+{
+  typedef typename SparseXprType::Scalar Scalar;
+  typedef typename SparseXprType::StorageIndex StorageIndex;
+  
+  typedef typename nested_eval<DiagCoeffType,SparseXprType::IsRowMajor ? SparseXprType::RowsAtCompileTime
+                                                                       : SparseXprType::ColsAtCompileTime>::type DiagCoeffNested;
+  
+  class InnerIterator
+  {
+    typedef typename evaluator<SparseXprType>::InnerIterator SparseXprIter;
+  public:
+    InnerIterator(const sparse_diagonal_product_evaluator &xprEval, Index outer)
+      : m_sparseIter(xprEval.m_sparseXprEval, outer), m_diagCoeffNested(xprEval.m_diagCoeffNested)
+    {}
+    
+    inline Scalar value() const { return m_sparseIter.value() * m_diagCoeffNested.coeff(index()); }
+    inline StorageIndex index() const  { return m_sparseIter.index(); }
+    inline Index outer() const  { return m_sparseIter.outer(); }
+    inline Index col() const    { return SparseXprType::IsRowMajor ? m_sparseIter.index() : m_sparseIter.outer(); }
+    inline Index row() const    { return SparseXprType::IsRowMajor ? m_sparseIter.outer() : m_sparseIter.index(); }
+    
+    EIGEN_STRONG_INLINE InnerIterator& operator++() { ++m_sparseIter; return *this; }
+    inline operator bool() const  { return m_sparseIter; }
+    
+  protected:
+    SparseXprIter m_sparseIter;
+    DiagCoeffNested m_diagCoeffNested;
+  };
+  
+  sparse_diagonal_product_evaluator(const SparseXprType &sparseXpr, const DiagCoeffType &diagCoeff)
+    : m_sparseXprEval(sparseXpr), m_diagCoeffNested(diagCoeff)
+  {}
+
+  Index nonZerosEstimate() const { return m_sparseXprEval.nonZerosEstimate(); }
+    
+protected:
+  evaluator<SparseXprType> m_sparseXprEval;
+  DiagCoeffNested m_diagCoeffNested;
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPARSE_DIAGONAL_PRODUCT_H

3party/eigen/Eigen/src/SparseCore/SparseDot.h

@@ -0,0 +1,98 @@
+// 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");
+
+  internal::evaluator<Derived> thisEval(derived());
+  typename internal::evaluator<Derived>::InnerIterator i(thisEval, 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());
+
+  internal::evaluator<Derived> thisEval(derived());
+  typename internal::evaluator<Derived>::InnerIterator i(thisEval, 0);
+  
+  internal::evaluator<OtherDerived>  otherEval(other.derived());
+  typename internal::evaluator<OtherDerived>::InnerIterator j(otherEval, 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

3party/eigen/Eigen/src/SparseCore/SparseFuzzy.h

@@ -0,0 +1,29 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2014 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
+
+namespace Eigen {
+  
+template<typename Derived>
+template<typename OtherDerived>
+bool SparseMatrixBase<Derived>::isApprox(const SparseMatrixBase<OtherDerived>& other, const RealScalar &prec) const
+{
+  const typename internal::nested_eval<Derived,2,PlainObject>::type actualA(derived());
+  typename internal::conditional<bool(IsRowMajor)==bool(OtherDerived::IsRowMajor),
+    const typename internal::nested_eval<OtherDerived,2,PlainObject>::type,
+    const PlainObject>::type actualB(other.derived());
+
+  return (actualA - actualB).squaredNorm() <= prec * prec * numext::mini(actualA.squaredNorm(), actualB.squaredNorm());
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPARSE_FUZZY_H

3party/eigen/Eigen/src/SparseCore/SparseMap.h

@@ -0,0 +1,305 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2015 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_MAP_H
+#define EIGEN_SPARSE_MAP_H
+
+namespace Eigen {
+
+namespace internal {
+
+template<typename MatScalar, int MatOptions, typename MatIndex, int Options, typename StrideType>
+struct traits<Map<SparseMatrix<MatScalar,MatOptions,MatIndex>, Options, StrideType> >
+  : public traits<SparseMatrix<MatScalar,MatOptions,MatIndex> >
+{
+  typedef SparseMatrix<MatScalar,MatOptions,MatIndex> PlainObjectType;
+  typedef traits<PlainObjectType> TraitsBase;
+  enum {
+    Flags = TraitsBase::Flags & (~NestByRefBit)
+  };
+};
+
+template<typename MatScalar, int MatOptions, typename MatIndex, int Options, typename StrideType>
+struct traits<Map<const SparseMatrix<MatScalar,MatOptions,MatIndex>, Options, StrideType> >
+  : public traits<SparseMatrix<MatScalar,MatOptions,MatIndex> >
+{
+  typedef SparseMatrix<MatScalar,MatOptions,MatIndex> PlainObjectType;
+  typedef traits<PlainObjectType> TraitsBase;
+  enum {
+    Flags = TraitsBase::Flags & (~ (NestByRefBit | LvalueBit))
+  };
+};
+
+} // end namespace internal
+
+template<typename Derived,
+         int Level = internal::accessors_level<Derived>::has_write_access ? WriteAccessors : ReadOnlyAccessors
+> class SparseMapBase;
+
+/** \ingroup SparseCore_Module
+  * class SparseMapBase
+  * \brief Common base class for Map and Ref instance of sparse matrix and vector.
+  */
+template<typename Derived>
+class SparseMapBase<Derived,ReadOnlyAccessors>
+  : public SparseCompressedBase<Derived>
+{
+  public:
+    typedef SparseCompressedBase<Derived> Base;
+    typedef typename Base::Scalar Scalar;
+    typedef typename Base::StorageIndex StorageIndex;
+    enum { IsRowMajor = Base::IsRowMajor };
+    using Base::operator=;
+  protected:
+    
+    typedef typename internal::conditional<
+                         bool(internal::is_lvalue<Derived>::value),
+                         Scalar *, const Scalar *>::type ScalarPointer;
+    typedef typename internal::conditional<
+                         bool(internal::is_lvalue<Derived>::value),
+                         StorageIndex *, const StorageIndex *>::type IndexPointer;
+
+    Index   m_outerSize;
+    Index   m_innerSize;
+    Array<StorageIndex,2,1>  m_zero_nnz;
+    IndexPointer  m_outerIndex;
+    IndexPointer  m_innerIndices;
+    ScalarPointer m_values;
+    IndexPointer  m_innerNonZeros;
+
+  public:
+
+    /** \copydoc SparseMatrixBase::rows() */
+    inline Index rows() const { return IsRowMajor ? m_outerSize : m_innerSize; }
+    /** \copydoc SparseMatrixBase::cols() */
+    inline Index cols() const { return IsRowMajor ? m_innerSize : m_outerSize; }
+    /** \copydoc SparseMatrixBase::innerSize() */
+    inline Index innerSize() const { return m_innerSize; }
+    /** \copydoc SparseMatrixBase::outerSize() */
+    inline Index outerSize() const { return m_outerSize; }
+    /** \copydoc SparseCompressedBase::nonZeros */
+    inline Index nonZeros() const { return m_zero_nnz[1]; }
+    
+    /** \copydoc SparseCompressedBase::isCompressed */
+    bool isCompressed() const { return m_innerNonZeros==0; }
+
+    //----------------------------------------
+    // direct access interface
+    /** \copydoc SparseMatrix::valuePtr */
+    inline const Scalar* valuePtr() const { return m_values; }
+    /** \copydoc SparseMatrix::innerIndexPtr */
+    inline const StorageIndex* innerIndexPtr() const { return m_innerIndices; }
+    /** \copydoc SparseMatrix::outerIndexPtr */
+    inline const StorageIndex* outerIndexPtr() const { return m_outerIndex; }
+    /** \copydoc SparseMatrix::innerNonZeroPtr */
+    inline const StorageIndex* innerNonZeroPtr() const { return m_innerNonZeros; }
+    //----------------------------------------
+
+    /** \copydoc SparseMatrix::coeff */
+    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 = isCompressed() ? m_outerIndex[outer+1] : start + m_innerNonZeros[outer];
+      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 StorageIndex* 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 SparseMapBase(Index rows, Index cols, Index nnz, IndexPointer outerIndexPtr, IndexPointer innerIndexPtr,
+                              ScalarPointer valuePtr, IndexPointer innerNonZerosPtr = 0)
+      : m_outerSize(IsRowMajor?rows:cols), m_innerSize(IsRowMajor?cols:rows), m_zero_nnz(0,internal::convert_index<StorageIndex>(nnz)), m_outerIndex(outerIndexPtr),
+        m_innerIndices(innerIndexPtr), m_values(valuePtr), m_innerNonZeros(innerNonZerosPtr)
+    {}
+
+    // for vectors
+    inline SparseMapBase(Index size, Index nnz, IndexPointer innerIndexPtr, ScalarPointer valuePtr)
+      : m_outerSize(1), m_innerSize(size), m_zero_nnz(0,internal::convert_index<StorageIndex>(nnz)), m_outerIndex(m_zero_nnz.data()),
+        m_innerIndices(innerIndexPtr), m_values(valuePtr), m_innerNonZeros(0)
+    {}
+
+    /** Empty destructor */
+    inline ~SparseMapBase() {}
+
+  protected:
+    inline SparseMapBase() {}
+};
+
+/** \ingroup SparseCore_Module
+  * class SparseMapBase
+  * \brief Common base class for writable Map and Ref instance of sparse matrix and vector.
+  */
+template<typename Derived>
+class SparseMapBase<Derived,WriteAccessors>
+  : public SparseMapBase<Derived,ReadOnlyAccessors>
+{
+    typedef MapBase<Derived, ReadOnlyAccessors> ReadOnlyMapBase;
+    
+  public:
+    typedef SparseMapBase<Derived, ReadOnlyAccessors> Base;
+    typedef typename Base::Scalar Scalar;
+    typedef typename Base::StorageIndex StorageIndex;
+    enum { IsRowMajor = Base::IsRowMajor };
+    
+    using Base::operator=;
+
+  public:
+    
+    //----------------------------------------
+    // direct access interface
+    using Base::valuePtr;
+    using Base::innerIndexPtr;
+    using Base::outerIndexPtr;
+    using Base::innerNonZeroPtr;
+    /** \copydoc SparseMatrix::valuePtr */
+    inline Scalar* valuePtr()              { return Base::m_values; }
+    /** \copydoc SparseMatrix::innerIndexPtr */
+    inline StorageIndex* innerIndexPtr()   { return Base::m_innerIndices; }
+    /** \copydoc SparseMatrix::outerIndexPtr */
+    inline StorageIndex* outerIndexPtr()   { return Base::m_outerIndex; }
+    /** \copydoc SparseMatrix::innerNonZeroPtr */
+    inline StorageIndex* innerNonZeroPtr() { return Base::m_innerNonZeros; }
+    //----------------------------------------
+
+    /** \copydoc SparseMatrix::coeffRef */
+    inline Scalar& coeffRef(Index row, Index col)
+    {
+      const Index outer = IsRowMajor ? row : col;
+      const Index inner = IsRowMajor ? col : row;
+
+      Index start = Base::m_outerIndex[outer];
+      Index end = Base::isCompressed() ? Base::m_outerIndex[outer+1] : start + Base::m_innerNonZeros[outer];
+      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");
+      StorageIndex* r = std::lower_bound(&Base::m_innerIndices[start],&Base::m_innerIndices[end],inner);
+      const Index id = r - &Base::m_innerIndices[0];
+      eigen_assert((*r==inner) && (id<end) && "coeffRef cannot be called on a zero coefficient");
+      return const_cast<Scalar*>(Base::m_values)[id];
+    }
+    
+    inline SparseMapBase(Index rows, Index cols, Index nnz, StorageIndex* outerIndexPtr, StorageIndex* innerIndexPtr,
+                         Scalar* valuePtr, StorageIndex* innerNonZerosPtr = 0)
+      : Base(rows, cols, nnz, outerIndexPtr, innerIndexPtr, valuePtr, innerNonZerosPtr)
+    {}
+
+    // for vectors
+    inline SparseMapBase(Index size, Index nnz, StorageIndex* innerIndexPtr, Scalar* valuePtr)
+      : Base(size, nnz, innerIndexPtr, valuePtr)
+    {}
+
+    /** Empty destructor */
+    inline ~SparseMapBase() {}
+
+  protected:
+    inline SparseMapBase() {}
+};
+
+/** \ingroup SparseCore_Module
+  *
+  * \brief Specialization of class Map for SparseMatrix-like storage.
+  *
+  * \tparam SparseMatrixType the equivalent sparse matrix type of the referenced data, it must be a template instance of class SparseMatrix.
+  *
+  * \sa class Map, class SparseMatrix, class Ref<SparseMatrixType,Options>
+  */
+#ifndef EIGEN_PARSED_BY_DOXYGEN
+template<typename MatScalar, int MatOptions, typename MatIndex, int Options, typename StrideType>
+class Map<SparseMatrix<MatScalar,MatOptions,MatIndex>, Options, StrideType>
+  : public SparseMapBase<Map<SparseMatrix<MatScalar,MatOptions,MatIndex>, Options, StrideType> >
+#else
+template<typename SparseMatrixType>
+class Map<SparseMatrixType>
+  : public SparseMapBase<Derived,WriteAccessors>
+#endif
+{
+  public:
+    typedef SparseMapBase<Map> Base;
+    EIGEN_SPARSE_PUBLIC_INTERFACE(Map)
+    enum { IsRowMajor = Base::IsRowMajor };
+
+  public:
+
+    /** Constructs a read-write Map to a sparse matrix of size \a rows x \a cols, containing \a nnz non-zero coefficients,
+      * stored as a sparse format as defined by the pointers \a outerIndexPtr, \a innerIndexPtr, and \a valuePtr.
+      * If the optional parameter \a innerNonZerosPtr is the null pointer, then a standard compressed format is assumed.
+      *
+      * This constructor is available only if \c SparseMatrixType is non-const.
+      *
+      * More details on the expected storage schemes are given in the \ref TutorialSparse "manual pages".
+      */
+    inline Map(Index rows, Index cols, Index nnz, StorageIndex* outerIndexPtr,
+               StorageIndex* innerIndexPtr, Scalar* valuePtr, StorageIndex* innerNonZerosPtr = 0)
+      : Base(rows, cols, nnz, outerIndexPtr, innerIndexPtr, valuePtr, innerNonZerosPtr)
+    {}
+#ifndef EIGEN_PARSED_BY_DOXYGEN
+    /** Empty destructor */
+    inline ~Map() {}
+};
+
+template<typename MatScalar, int MatOptions, typename MatIndex, int Options, typename StrideType>
+class Map<const SparseMatrix<MatScalar,MatOptions,MatIndex>, Options, StrideType>
+  : public SparseMapBase<Map<const SparseMatrix<MatScalar,MatOptions,MatIndex>, Options, StrideType> >
+{
+  public:
+    typedef SparseMapBase<Map> Base;
+    EIGEN_SPARSE_PUBLIC_INTERFACE(Map)
+    enum { IsRowMajor = Base::IsRowMajor };
+
+  public:
+#endif
+    /** This is the const version of the above constructor.
+      *
+      * This constructor is available only if \c SparseMatrixType is const, e.g.:
+      * \code Map<const SparseMatrix<double> >  \endcode
+      */
+    inline Map(Index rows, Index cols, Index nnz, const StorageIndex* outerIndexPtr,
+               const StorageIndex* innerIndexPtr, const Scalar* valuePtr, const StorageIndex* innerNonZerosPtr = 0)
+      : Base(rows, cols, nnz, outerIndexPtr, innerIndexPtr, valuePtr, innerNonZerosPtr)
+    {}
+
+    /** Empty destructor */
+    inline ~Map() {}
+};
+
+namespace internal {
+
+template<typename MatScalar, int MatOptions, typename MatIndex, int Options, typename StrideType>
+struct evaluator<Map<SparseMatrix<MatScalar,MatOptions,MatIndex>, Options, StrideType> >
+  : evaluator<SparseCompressedBase<Map<SparseMatrix<MatScalar,MatOptions,MatIndex>, Options, StrideType> > >
+{
+  typedef evaluator<SparseCompressedBase<Map<SparseMatrix<MatScalar,MatOptions,MatIndex>, Options, StrideType> > > Base;
+  typedef Map<SparseMatrix<MatScalar,MatOptions,MatIndex>, Options, StrideType> XprType;  
+  evaluator() : Base() {}
+  explicit evaluator(const XprType &mat) : Base(mat) {}
+};
+
+template<typename MatScalar, int MatOptions, typename MatIndex, int Options, typename StrideType>
+struct evaluator<Map<const SparseMatrix<MatScalar,MatOptions,MatIndex>, Options, StrideType> >
+  : evaluator<SparseCompressedBase<Map<const SparseMatrix<MatScalar,MatOptions,MatIndex>, Options, StrideType> > >
+{
+  typedef evaluator<SparseCompressedBase<Map<const SparseMatrix<MatScalar,MatOptions,MatIndex>, Options, StrideType> > > Base;
+  typedef Map<const SparseMatrix<MatScalar,MatOptions,MatIndex>, Options, StrideType> XprType;  
+  evaluator() : Base() {}
+  explicit evaluator(const XprType &mat) : Base(mat) {}
+};
+
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPARSE_MAP_H

3party/eigen/Eigen/src/SparseCore/SparseMatrixBase.h

@@ -0,0 +1,398 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2014 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 is the derived type, e.g. a sparse matrix type, or an expression, etc.
+  *
+  * This class can be extended with the help of the plugin mechanism described on the page
+  * \ref TopicCustomizing_Plugins by defining the preprocessor symbol \c EIGEN_SPARSEMATRIXBASE_PLUGIN.
+  */
+template<typename Derived> class SparseMatrixBase
+  : public EigenBase<Derived>
+{
+  public:
+
+    typedef typename internal::traits<Derived>::Scalar Scalar;
+    
+    /** The numeric type of the expression' coefficients, e.g. float, double, int or std::complex<float>, etc.
+      *
+      * It is an alias for the Scalar type */
+    typedef Scalar value_type;
+    
+    typedef typename internal::packet_traits<Scalar>::type PacketScalar;
+    typedef typename internal::traits<Derived>::StorageKind StorageKind;
+
+    /** The integer type used to \b store indices within a SparseMatrix.
+      * For a \c SparseMatrix<Scalar,Options,IndexType> it an alias of the third template parameter \c IndexType. */
+    typedef typename internal::traits<Derived>::StorageIndex StorageIndex;
+
+    typedef typename internal::add_const_on_value_type_if_arithmetic<
+                         typename internal::packet_traits<Scalar>::type
+                     >::type PacketReturnType;
+
+    typedef SparseMatrixBase StorageBaseType;
+
+    typedef Matrix<StorageIndex,Dynamic,1> IndexVector;
+    typedef Matrix<Scalar,Dynamic,1> ScalarVector;
+    
+    template<typename OtherDerived>
+    Derived& operator=(const EigenBase<OtherDerived> &other);
+
+    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). */
+
+      NumDimensions = int(MaxSizeAtCompileTime) == 1 ? 0 : bool(IsVectorAtCompileTime) ? 1 : 2,
+        /**< This value is equal to Tensor::NumDimensions, i.e. 0 for scalars, 1 for vectors,
+         * and 2 for matrices.
+         */
+
+      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".
+          */
+
+      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 Transpose<Derived> TransposeReturnType;
+    typedef typename internal::add_const<Transpose<const Derived> >::type ConstTransposeReturnType;
+
+    // FIXME storage order do not match evaluator storage order
+    typedef SparseMatrix<Scalar, Flags&RowMajorBit ? RowMajor : ColMajor, StorageIndex> 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 dense matrix */
+    typedef Matrix<Scalar,RowsAtCompileTime,ColsAtCompileTime> DenseMatrixType;
+    /** 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 EigenBase<Derived> Base;
+
+#endif // not EIGEN_PARSED_BY_DOXYGEN
+
+#define EIGEN_CURRENT_STORAGE_BASE_CLASS Eigen::SparseMatrixBase
+#ifdef EIGEN_PARSED_BY_DOXYGEN
+#define EIGEN_DOC_UNARY_ADDONS(METHOD,OP)           /** <p>This method does not change the sparsity of \c *this: the OP is applied to explicitly stored coefficients only. \sa SparseCompressedBase::coeffs() </p> */
+#define EIGEN_DOC_BLOCK_ADDONS_NOT_INNER_PANEL      /** <p> \warning This method returns a read-only expression for any sparse matrices. \sa \ref TutorialSparse_SubMatrices "Sparse block operations" </p> */
+#define EIGEN_DOC_BLOCK_ADDONS_INNER_PANEL_IF(COND) /** <p> \warning This method returns a read-write expression for COND sparse matrices only. Otherwise, the returned expression is read-only. \sa \ref TutorialSparse_SubMatrices "Sparse block operations" </p> */
+#else
+#define EIGEN_DOC_UNARY_ADDONS(X,Y)
+#define EIGEN_DOC_BLOCK_ADDONS_NOT_INNER_PANEL
+#define EIGEN_DOC_BLOCK_ADDONS_INNER_PANEL_IF(COND)
+#endif
+#   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_DOC_UNARY_ADDONS
+#undef EIGEN_DOC_BLOCK_ADDONS_NOT_INNER_PANEL
+#undef EIGEN_DOC_BLOCK_ADDONS_INNER_PANEL_IF
+
+    /** \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 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);
+
+    template<typename OtherDerived>
+    inline Derived& operator=(const SparseMatrixBase<OtherDerived>& other);
+
+    inline Derived& operator=(const Derived& other);
+
+  protected:
+
+    template<typename OtherDerived>
+    inline Derived& assign(const OtherDerived& other);
+
+    template<typename OtherDerived>
+    inline void assignGeneric(const OtherDerived& other);
+
+  public:
+
+    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)
+      {
+        Nested nm(m.derived());
+        internal::evaluator<NestedCleaned> thisEval(nm);
+        for (Index row=0; row<nm.outerSize(); ++row)
+        {
+          Index col = 0;
+          for (typename internal::evaluator<NestedCleaned>::InnerIterator it(thisEval, 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
+      {
+        Nested nm(m.derived());
+        internal::evaluator<NestedCleaned> thisEval(nm);
+        if (m.cols() == 1) {
+          Index row = 0;
+          for (typename internal::evaluator<NestedCleaned>::InnerIterator it(thisEval, 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, StorageIndex> trans = m;
+          s << static_cast<const SparseMatrixBase<SparseMatrix<Scalar, RowMajorBit, StorageIndex> >&>(trans);
+        }
+      }
+      return s;
+    }
+
+    template<typename OtherDerived>
+    Derived& operator+=(const SparseMatrixBase<OtherDerived>& other);
+    template<typename OtherDerived>
+    Derived& operator-=(const SparseMatrixBase<OtherDerived>& other);
+    
+    template<typename OtherDerived>
+    Derived& operator+=(const DiagonalBase<OtherDerived>& other);
+    template<typename OtherDerived>
+    Derived& operator-=(const DiagonalBase<OtherDerived>& other);
+
+    template<typename OtherDerived>
+    Derived& operator+=(const EigenBase<OtherDerived> &other);
+    template<typename OtherDerived>
+    Derived& operator-=(const EigenBase<OtherDerived> &other);
+
+    Derived& operator*=(const Scalar& other);
+    Derived& operator/=(const Scalar& other);
+
+    template<typename OtherDerived> struct CwiseProductDenseReturnType {
+      typedef CwiseBinaryOp<internal::scalar_product_op<typename ScalarBinaryOpTraits<
+                                                          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 * diagonal
+    template<typename OtherDerived>
+    const Product<Derived,OtherDerived>
+    operator*(const DiagonalBase<OtherDerived> &other) const
+    { return Product<Derived,OtherDerived>(derived(), other.derived()); }
+
+    // diagonal * sparse
+    template<typename OtherDerived> friend
+    const Product<OtherDerived,Derived>
+    operator*(const DiagonalBase<OtherDerived> &lhs, const SparseMatrixBase& rhs)
+    { return Product<OtherDerived,Derived>(lhs.derived(), rhs.derived()); }
+    
+    // sparse * sparse
+    template<typename OtherDerived>
+    const Product<Derived,OtherDerived,AliasFreeProduct>
+    operator*(const SparseMatrixBase<OtherDerived> &other) const;
+    
+    // sparse * dense
+    template<typename OtherDerived>
+    const Product<Derived,OtherDerived>
+    operator*(const MatrixBase<OtherDerived> &other) const
+    { return Product<Derived,OtherDerived>(derived(), other.derived()); }
+    
+    // dense * sparse
+    template<typename OtherDerived> friend
+    const Product<OtherDerived,Derived>
+    operator*(const MatrixBase<OtherDerived> &lhs, const SparseMatrixBase& rhs)
+    { return Product<OtherDerived,Derived>(lhs.derived(), rhs.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,StorageIndex>& perm) const
+    {
+      return SparseSymmetricPermutationProduct<Derived,Upper|Lower>(derived(), perm);
+    }
+
+    template<typename OtherDerived>
+    Derived& operator*=(const SparseMatrixBase<OtherDerived>& other);
+
+    template<int Mode>
+    inline const TriangularView<const Derived, Mode> triangularView() const;
+    
+    template<unsigned int UpLo> struct SelfAdjointViewReturnType { typedef SparseSelfAdjointView<Derived, UpLo> Type; };
+    template<unsigned int UpLo> struct ConstSelfAdjointViewReturnType { typedef const SparseSelfAdjointView<const Derived, UpLo> Type; };
+
+    template<unsigned int UpLo> inline 
+    typename ConstSelfAdjointViewReturnType<UpLo>::Type selfadjointView() const;
+    template<unsigned int UpLo> inline
+    typename SelfAdjointViewReturnType<UpLo>::Type 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;
+
+    TransposeReturnType transpose() { return TransposeReturnType(derived()); }
+    const ConstTransposeReturnType transpose() const { return ConstTransposeReturnType(derived()); }
+    const AdjointReturnType adjoint() const { return AdjointReturnType(transpose()); }
+
+    DenseMatrixType toDense() const
+    {
+      return DenseMatrixType(derived());
+    }
+
+    template<typename OtherDerived>
+    bool isApprox(const SparseMatrixBase<OtherDerived>& other,
+                  const RealScalar& prec = NumTraits<Scalar>::dummy_precision()) const;
+
+    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;
+    
+    inline const SparseView<Derived>
+    pruned(const Scalar& reference = Scalar(0), const RealScalar& epsilon = NumTraits<Scalar>::dummy_precision()) const;
+
+  protected:
+
+    bool m_isRValue;
+
+    static inline StorageIndex convert_index(const Index idx) {
+      return internal::convert_index<StorageIndex>(idx);
+    }
+  private:
+    template<typename Dest> void evalTo(Dest &) const;
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPARSEMATRIXBASE_H

3party/eigen/Eigen/src/SparseCore/SparsePermutation.h

@@ -0,0 +1,178 @@
+// 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 ExpressionType, int Side, bool Transposed>
+struct permutation_matrix_product<ExpressionType, Side, Transposed, SparseShape>
+{
+    typedef typename nested_eval<ExpressionType, 1>::type MatrixType;
+    typedef typename remove_all<MatrixType>::type MatrixTypeCleaned;
+
+    typedef typename MatrixTypeCleaned::Scalar Scalar;
+    typedef typename MatrixTypeCleaned::StorageIndex StorageIndex;
+
+    enum {
+      SrcStorageOrder = MatrixTypeCleaned::Flags&RowMajorBit ? RowMajor : ColMajor,
+      MoveOuter = SrcStorageOrder==RowMajor ? Side==OnTheLeft : Side==OnTheRight
+    };
+    
+    typedef typename internal::conditional<MoveOuter,
+        SparseMatrix<Scalar,SrcStorageOrder,StorageIndex>,
+        SparseMatrix<Scalar,int(SrcStorageOrder)==RowMajor?ColMajor:RowMajor,StorageIndex> >::type ReturnType;
+
+    template<typename Dest,typename PermutationType>
+    static inline void run(Dest& dst, const PermutationType& perm, const ExpressionType& xpr)
+    {
+      MatrixType mat(xpr);
+      if(MoveOuter)
+      {
+        SparseMatrix<Scalar,SrcStorageOrder,StorageIndex> tmp(mat.rows(), mat.cols());
+        Matrix<StorageIndex,Dynamic,1> sizes(mat.outerSize());
+        for(Index j=0; j<mat.outerSize(); ++j)
+        {
+          Index jp = perm.indices().coeff(j);
+          sizes[((Side==OnTheLeft) ^ Transposed) ? jp : j] = StorageIndex(mat.innerVector(((Side==OnTheRight) ^ Transposed) ? jp : j).nonZeros());
+        }
+        tmp.reserve(sizes);
+        for(Index j=0; j<mat.outerSize(); ++j)
+        {
+          Index jp = perm.indices().coeff(j);
+          Index jsrc = ((Side==OnTheRight) ^ Transposed) ? jp : j;
+          Index jdst = ((Side==OnTheLeft) ^ Transposed) ? jp : j;
+          for(typename MatrixTypeCleaned::InnerIterator it(mat,jsrc); it; ++it)
+            tmp.insertByOuterInner(jdst,it.index()) = it.value();
+        }
+        dst = tmp;
+      }
+      else
+      {
+        SparseMatrix<Scalar,int(SrcStorageOrder)==RowMajor?ColMajor:RowMajor,StorageIndex> tmp(mat.rows(), mat.cols());
+        Matrix<StorageIndex,Dynamic,1> sizes(tmp.outerSize());
+        sizes.setZero();
+        PermutationMatrix<Dynamic,Dynamic,StorageIndex> perm_cpy;
+        if((Side==OnTheLeft) ^ Transposed)
+          perm_cpy = perm;
+        else
+          perm_cpy = perm.transpose();
+
+        for(Index j=0; j<mat.outerSize(); ++j)
+          for(typename MatrixTypeCleaned::InnerIterator it(mat,j); it; ++it)
+            sizes[perm_cpy.indices().coeff(it.index())]++;
+        tmp.reserve(sizes);
+        for(Index j=0; j<mat.outerSize(); ++j)
+          for(typename MatrixTypeCleaned::InnerIterator it(mat,j); it; ++it)
+            tmp.insertByOuterInner(perm_cpy.indices().coeff(it.index()),j) = it.value();
+        dst = tmp;
+      }
+    }
+};
+
+}
+
+namespace internal {
+
+template <int ProductTag> struct product_promote_storage_type<Sparse,             PermutationStorage, ProductTag> { typedef Sparse ret; };
+template <int ProductTag> struct product_promote_storage_type<PermutationStorage, Sparse,             ProductTag> { typedef Sparse ret; };
+
+// TODO, the following two overloads are only needed to define the right temporary type through 
+// typename traits<permutation_sparse_matrix_product<Rhs,Lhs,OnTheRight,false> >::ReturnType
+// whereas it should be correctly handled by traits<Product<> >::PlainObject
+
+template<typename Lhs, typename Rhs, int ProductTag>
+struct product_evaluator<Product<Lhs, Rhs, AliasFreeProduct>, ProductTag, PermutationShape, SparseShape>
+  : public evaluator<typename permutation_matrix_product<Rhs,OnTheLeft,false,SparseShape>::ReturnType>
+{
+  typedef Product<Lhs, Rhs, AliasFreeProduct> XprType;
+  typedef typename permutation_matrix_product<Rhs,OnTheLeft,false,SparseShape>::ReturnType PlainObject;
+  typedef evaluator<PlainObject> Base;
+
+  enum {
+    Flags = Base::Flags | EvalBeforeNestingBit
+  };
+
+  explicit product_evaluator(const XprType& xpr)
+    : m_result(xpr.rows(), xpr.cols())
+  {
+    ::new (static_cast<Base*>(this)) Base(m_result);
+    generic_product_impl<Lhs, Rhs, PermutationShape, SparseShape, ProductTag>::evalTo(m_result, xpr.lhs(), xpr.rhs());
+  }
+
+protected:
+  PlainObject m_result;
+};
+
+template<typename Lhs, typename Rhs, int ProductTag>
+struct product_evaluator<Product<Lhs, Rhs, AliasFreeProduct>, ProductTag, SparseShape, PermutationShape >
+  : public evaluator<typename permutation_matrix_product<Lhs,OnTheRight,false,SparseShape>::ReturnType>
+{
+  typedef Product<Lhs, Rhs, AliasFreeProduct> XprType;
+  typedef typename permutation_matrix_product<Lhs,OnTheRight,false,SparseShape>::ReturnType PlainObject;
+  typedef evaluator<PlainObject> Base;
+
+  enum {
+    Flags = Base::Flags | EvalBeforeNestingBit
+  };
+
+  explicit product_evaluator(const XprType& xpr)
+    : m_result(xpr.rows(), xpr.cols())
+  {
+    ::new (static_cast<Base*>(this)) Base(m_result);
+    generic_product_impl<Lhs, Rhs, SparseShape, PermutationShape, ProductTag>::evalTo(m_result, xpr.lhs(), xpr.rhs());
+  }
+
+protected:
+  PlainObject m_result;
+};
+
+} // end namespace internal
+
+/** \returns the matrix with the permutation applied to the columns
+  */
+template<typename SparseDerived, typename PermDerived>
+inline const Product<SparseDerived, PermDerived, AliasFreeProduct>
+operator*(const SparseMatrixBase<SparseDerived>& matrix, const PermutationBase<PermDerived>& perm)
+{ return Product<SparseDerived, PermDerived, AliasFreeProduct>(matrix.derived(), perm.derived()); }
+
+/** \returns the matrix with the permutation applied to the rows
+  */
+template<typename SparseDerived, typename PermDerived>
+inline const Product<PermDerived, SparseDerived, AliasFreeProduct>
+operator*( const PermutationBase<PermDerived>& perm, const SparseMatrixBase<SparseDerived>& matrix)
+{ return  Product<PermDerived, SparseDerived, AliasFreeProduct>(perm.derived(), matrix.derived()); }
+
+
+/** \returns the matrix with the inverse permutation applied to the columns.
+  */
+template<typename SparseDerived, typename PermutationType>
+inline const Product<SparseDerived, Inverse<PermutationType>, AliasFreeProduct>
+operator*(const SparseMatrixBase<SparseDerived>& matrix, const InverseImpl<PermutationType, PermutationStorage>& tperm)
+{
+  return Product<SparseDerived, Inverse<PermutationType>, AliasFreeProduct>(matrix.derived(), tperm.derived());
+}
+
+/** \returns the matrix with the inverse permutation applied to the rows.
+  */
+template<typename SparseDerived, typename PermutationType>
+inline const Product<Inverse<PermutationType>, SparseDerived, AliasFreeProduct>
+operator*(const InverseImpl<PermutationType,PermutationStorage>& tperm, const SparseMatrixBase<SparseDerived>& matrix)
+{
+  return Product<Inverse<PermutationType>, SparseDerived, AliasFreeProduct>(tperm.derived(), matrix.derived());
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPARSE_SELFADJOINTVIEW_H

3party/eigen/Eigen/src/SparseCore/SparseProduct.h

@@ -0,0 +1,181 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2015 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 { 
+
+/** \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();             // suppress 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 Product<Derived,OtherDerived,AliasFreeProduct>
+SparseMatrixBase<Derived>::operator*(const SparseMatrixBase<OtherDerived> &other) const
+{
+  return Product<Derived,OtherDerived,AliasFreeProduct>(derived(), other.derived());
+}
+
+namespace internal {
+
+// sparse * sparse
+template<typename Lhs, typename Rhs, int ProductType>
+struct generic_product_impl<Lhs, Rhs, SparseShape, SparseShape, ProductType>
+{
+  template<typename Dest>
+  static void evalTo(Dest& dst, const Lhs& lhs, const Rhs& rhs)
+  {
+    evalTo(dst, lhs, rhs, typename evaluator_traits<Dest>::Shape());
+  }
+
+  // dense += sparse * sparse
+  template<typename Dest,typename ActualLhs>
+  static void addTo(Dest& dst, const ActualLhs& lhs, const Rhs& rhs, typename enable_if<is_same<typename evaluator_traits<Dest>::Shape,DenseShape>::value,int*>::type* = 0)
+  {
+    typedef typename nested_eval<ActualLhs,Dynamic>::type LhsNested;
+    typedef typename nested_eval<Rhs,Dynamic>::type RhsNested;
+    LhsNested lhsNested(lhs);
+    RhsNested rhsNested(rhs);
+    internal::sparse_sparse_to_dense_product_selector<typename remove_all<LhsNested>::type,
+                                                      typename remove_all<RhsNested>::type, Dest>::run(lhsNested,rhsNested,dst);
+  }
+
+  // dense -= sparse * sparse
+  template<typename Dest>
+  static void subTo(Dest& dst, const Lhs& lhs, const Rhs& rhs, typename enable_if<is_same<typename evaluator_traits<Dest>::Shape,DenseShape>::value,int*>::type* = 0)
+  {
+    addTo(dst, -lhs, rhs);
+  }
+
+protected:
+
+  // sparse = sparse * sparse
+  template<typename Dest>
+  static void evalTo(Dest& dst, const Lhs& lhs, const Rhs& rhs, SparseShape)
+  {
+    typedef typename nested_eval<Lhs,Dynamic>::type LhsNested;
+    typedef typename nested_eval<Rhs,Dynamic>::type RhsNested;
+    LhsNested lhsNested(lhs);
+    RhsNested rhsNested(rhs);
+    internal::conservative_sparse_sparse_product_selector<typename remove_all<LhsNested>::type,
+                                                          typename remove_all<RhsNested>::type, Dest>::run(lhsNested,rhsNested,dst);
+  }
+
+  // dense = sparse * sparse
+  template<typename Dest>
+  static void evalTo(Dest& dst, const Lhs& lhs, const Rhs& rhs, DenseShape)
+  {
+    dst.setZero();
+    addTo(dst, lhs, rhs);
+  }
+};
+
+// sparse * sparse-triangular
+template<typename Lhs, typename Rhs, int ProductType>
+struct generic_product_impl<Lhs, Rhs, SparseShape, SparseTriangularShape, ProductType>
+ : public generic_product_impl<Lhs, Rhs, SparseShape, SparseShape, ProductType>
+{};
+
+// sparse-triangular * sparse
+template<typename Lhs, typename Rhs, int ProductType>
+struct generic_product_impl<Lhs, Rhs, SparseTriangularShape, SparseShape, ProductType>
+ : public generic_product_impl<Lhs, Rhs, SparseShape, SparseShape, ProductType>
+{};
+
+// dense = sparse-product (can be sparse*sparse, sparse*perm, etc.)
+template< typename DstXprType, typename Lhs, typename Rhs>
+struct Assignment<DstXprType, Product<Lhs,Rhs,AliasFreeProduct>, internal::assign_op<typename DstXprType::Scalar,typename Product<Lhs,Rhs,AliasFreeProduct>::Scalar>, Sparse2Dense>
+{
+  typedef Product<Lhs,Rhs,AliasFreeProduct> SrcXprType;
+  static void run(DstXprType &dst, const SrcXprType &src, const internal::assign_op<typename DstXprType::Scalar,typename SrcXprType::Scalar> &)
+  {
+    Index dstRows = src.rows();
+    Index dstCols = src.cols();
+    if((dst.rows()!=dstRows) || (dst.cols()!=dstCols))
+      dst.resize(dstRows, dstCols);
+    
+    generic_product_impl<Lhs, Rhs>::evalTo(dst,src.lhs(),src.rhs());
+  }
+};
+
+// dense += sparse-product (can be sparse*sparse, sparse*perm, etc.)
+template< typename DstXprType, typename Lhs, typename Rhs>
+struct Assignment<DstXprType, Product<Lhs,Rhs,AliasFreeProduct>, internal::add_assign_op<typename DstXprType::Scalar,typename Product<Lhs,Rhs,AliasFreeProduct>::Scalar>, Sparse2Dense>
+{
+  typedef Product<Lhs,Rhs,AliasFreeProduct> SrcXprType;
+  static void run(DstXprType &dst, const SrcXprType &src, const internal::add_assign_op<typename DstXprType::Scalar,typename SrcXprType::Scalar> &)
+  {
+    generic_product_impl<Lhs, Rhs>::addTo(dst,src.lhs(),src.rhs());
+  }
+};
+
+// dense -= sparse-product (can be sparse*sparse, sparse*perm, etc.)
+template< typename DstXprType, typename Lhs, typename Rhs>
+struct Assignment<DstXprType, Product<Lhs,Rhs,AliasFreeProduct>, internal::sub_assign_op<typename DstXprType::Scalar,typename Product<Lhs,Rhs,AliasFreeProduct>::Scalar>, Sparse2Dense>
+{
+  typedef Product<Lhs,Rhs,AliasFreeProduct> SrcXprType;
+  static void run(DstXprType &dst, const SrcXprType &src, const internal::sub_assign_op<typename DstXprType::Scalar,typename SrcXprType::Scalar> &)
+  {
+    generic_product_impl<Lhs, Rhs>::subTo(dst,src.lhs(),src.rhs());
+  }
+};
+
+template<typename Lhs, typename Rhs, int Options>
+struct unary_evaluator<SparseView<Product<Lhs, Rhs, Options> >, IteratorBased>
+ : public evaluator<typename Product<Lhs, Rhs, DefaultProduct>::PlainObject>
+{
+  typedef SparseView<Product<Lhs, Rhs, Options> > XprType;
+  typedef typename XprType::PlainObject PlainObject;
+  typedef evaluator<PlainObject> Base;
+
+  explicit unary_evaluator(const XprType& xpr)
+    : m_result(xpr.rows(), xpr.cols())
+  {
+    using std::abs;
+    ::new (static_cast<Base*>(this)) Base(m_result);
+    typedef typename nested_eval<Lhs,Dynamic>::type LhsNested;
+    typedef typename nested_eval<Rhs,Dynamic>::type RhsNested;
+    LhsNested lhsNested(xpr.nestedExpression().lhs());
+    RhsNested rhsNested(xpr.nestedExpression().rhs());
+
+    internal::sparse_sparse_product_with_pruning_selector<typename remove_all<LhsNested>::type,
+                                                          typename remove_all<RhsNested>::type, PlainObject>::run(lhsNested,rhsNested,m_result,
+                                                                                                                  abs(xpr.reference())*xpr.epsilon());
+  }
+
+protected:
+  PlainObject m_result;
+};
+
+} // end namespace internal
+
+// sparse matrix = sparse-product (can be sparse*sparse, sparse*perm, etc.)
+template<typename Scalar, int _Options, typename _StorageIndex>
+template<typename Lhs, typename Rhs>
+SparseMatrix<Scalar,_Options,_StorageIndex>& SparseMatrix<Scalar,_Options,_StorageIndex>::operator=(const Product<Lhs,Rhs,AliasFreeProduct>& src)
+{
+  // std::cout << "in Assignment : " << DstOptions << "\n";
+  SparseMatrix dst(src.rows(),src.cols());
+  internal::generic_product_impl<Lhs, Rhs>::evalTo(dst,src.lhs(),src.rhs());
+  this->swap(dst);
+  return *this;
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPARSEPRODUCT_H

3party/eigen/Eigen/src/SparseCore/SparseRedux.h

@@ -0,0 +1,49 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2014 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);
+  internal::evaluator<Derived> thisEval(derived());
+  for (Index j=0; j<outerSize(); ++j)
+    for (typename internal::evaluator<Derived>::InnerIterator iter(thisEval,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

3party/eigen/Eigen/src/SparseCore/SparseRef.h

@@ -0,0 +1,397 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2015 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_REF_H
+#define EIGEN_SPARSE_REF_H
+
+namespace Eigen {
+
+enum {
+  StandardCompressedFormat = 2 /**< used by Ref<SparseMatrix> to specify whether the input storage must be in standard compressed form */
+};
+  
+namespace internal {
+
+template<typename Derived> class SparseRefBase;
+
+template<typename MatScalar, int MatOptions, typename MatIndex, int _Options, typename _StrideType>
+struct traits<Ref<SparseMatrix<MatScalar,MatOptions,MatIndex>, _Options, _StrideType> >
+  : public traits<SparseMatrix<MatScalar,MatOptions,MatIndex> >
+{
+  typedef SparseMatrix<MatScalar,MatOptions,MatIndex> PlainObjectType;
+  enum {
+    Options = _Options,
+    Flags = traits<PlainObjectType>::Flags | CompressedAccessBit | NestByRefBit
+  };
+
+  template<typename Derived> struct match {
+    enum {
+      StorageOrderMatch = PlainObjectType::IsVectorAtCompileTime || Derived::IsVectorAtCompileTime || ((PlainObjectType::Flags&RowMajorBit)==(Derived::Flags&RowMajorBit)),
+      MatchAtCompileTime = (Derived::Flags&CompressedAccessBit) && StorageOrderMatch
+    };
+    typedef typename internal::conditional<MatchAtCompileTime,internal::true_type,internal::false_type>::type type;
+  };
+  
+};
+
+template<typename MatScalar, int MatOptions, typename MatIndex, int _Options, typename _StrideType>
+struct traits<Ref<const SparseMatrix<MatScalar,MatOptions,MatIndex>, _Options, _StrideType> >
+  : public traits<Ref<SparseMatrix<MatScalar,MatOptions,MatIndex>, _Options, _StrideType> >
+{
+  enum {
+    Flags = (traits<SparseMatrix<MatScalar,MatOptions,MatIndex> >::Flags | CompressedAccessBit | NestByRefBit) & ~LvalueBit
+  };
+};
+
+template<typename MatScalar, int MatOptions, typename MatIndex, int _Options, typename _StrideType>
+struct traits<Ref<SparseVector<MatScalar,MatOptions,MatIndex>, _Options, _StrideType> >
+  : public traits<SparseVector<MatScalar,MatOptions,MatIndex> >
+{
+  typedef SparseVector<MatScalar,MatOptions,MatIndex> PlainObjectType;
+  enum {
+    Options = _Options,
+    Flags = traits<PlainObjectType>::Flags | CompressedAccessBit | NestByRefBit
+  };
+
+  template<typename Derived> struct match {
+    enum {
+      MatchAtCompileTime = (Derived::Flags&CompressedAccessBit) && Derived::IsVectorAtCompileTime
+    };
+    typedef typename internal::conditional<MatchAtCompileTime,internal::true_type,internal::false_type>::type type;
+  };
+
+};
+
+template<typename MatScalar, int MatOptions, typename MatIndex, int _Options, typename _StrideType>
+struct traits<Ref<const SparseVector<MatScalar,MatOptions,MatIndex>, _Options, _StrideType> >
+  : public traits<Ref<SparseVector<MatScalar,MatOptions,MatIndex>, _Options, _StrideType> >
+{
+  enum {
+    Flags = (traits<SparseVector<MatScalar,MatOptions,MatIndex> >::Flags | CompressedAccessBit | NestByRefBit) & ~LvalueBit
+  };
+};
+
+template<typename Derived>
+struct traits<SparseRefBase<Derived> > : public traits<Derived> {};
+
+template<typename Derived> class SparseRefBase
+  : public SparseMapBase<Derived>
+{
+public:
+
+  typedef SparseMapBase<Derived> Base;
+  EIGEN_SPARSE_PUBLIC_INTERFACE(SparseRefBase)
+
+  SparseRefBase()
+    : Base(RowsAtCompileTime==Dynamic?0:RowsAtCompileTime,ColsAtCompileTime==Dynamic?0:ColsAtCompileTime, 0, 0, 0, 0, 0)
+  {}
+  
+protected:
+
+  template<typename Expression>
+  void construct(Expression& expr)
+  {
+    if(expr.outerIndexPtr()==0)
+      ::new (static_cast<Base*>(this)) Base(expr.size(), expr.nonZeros(), expr.innerIndexPtr(), expr.valuePtr());
+    else
+      ::new (static_cast<Base*>(this)) Base(expr.rows(), expr.cols(), expr.nonZeros(), expr.outerIndexPtr(), expr.innerIndexPtr(), expr.valuePtr(), expr.innerNonZeroPtr());
+  }
+};
+
+} // namespace internal
+
+
+/** 
+  * \ingroup SparseCore_Module
+  *
+  * \brief A sparse matrix expression referencing an existing sparse expression
+  *
+  * \tparam SparseMatrixType the equivalent sparse matrix type of the referenced data, it must be a template instance of class SparseMatrix.
+  * \tparam Options specifies whether the a standard compressed format is required \c Options is  \c #StandardCompressedFormat, or \c 0.
+  *                The default is \c 0.
+  *
+  * \sa class Ref
+  */
+#ifndef EIGEN_PARSED_BY_DOXYGEN
+template<typename MatScalar, int MatOptions, typename MatIndex, int Options, typename StrideType>
+class Ref<SparseMatrix<MatScalar,MatOptions,MatIndex>, Options, StrideType >
+  : public internal::SparseRefBase<Ref<SparseMatrix<MatScalar,MatOptions,MatIndex>, Options, StrideType > >
+#else
+template<typename SparseMatrixType, int Options>
+class Ref<SparseMatrixType, Options>
+  : public SparseMapBase<Derived,WriteAccessors> // yes, that's weird to use Derived here, but that works!
+#endif
+{
+    typedef SparseMatrix<MatScalar,MatOptions,MatIndex> PlainObjectType;
+    typedef internal::traits<Ref> Traits;
+    template<int OtherOptions>
+    inline Ref(const SparseMatrix<MatScalar,OtherOptions,MatIndex>& expr);
+    template<int OtherOptions>
+    inline Ref(const MappedSparseMatrix<MatScalar,OtherOptions,MatIndex>& expr);
+  public:
+
+    typedef internal::SparseRefBase<Ref> Base;
+    EIGEN_SPARSE_PUBLIC_INTERFACE(Ref)
+
+
+    #ifndef EIGEN_PARSED_BY_DOXYGEN
+    template<int OtherOptions>
+    inline Ref(SparseMatrix<MatScalar,OtherOptions,MatIndex>& expr)
+    {
+      EIGEN_STATIC_ASSERT(bool(Traits::template match<SparseMatrix<MatScalar,OtherOptions,MatIndex> >::MatchAtCompileTime), STORAGE_LAYOUT_DOES_NOT_MATCH);
+      eigen_assert( ((Options & int(StandardCompressedFormat))==0) || (expr.isCompressed()) );
+      Base::construct(expr.derived());
+    }
+    
+    template<int OtherOptions>
+    inline Ref(MappedSparseMatrix<MatScalar,OtherOptions,MatIndex>& expr)
+    {
+      EIGEN_STATIC_ASSERT(bool(Traits::template match<SparseMatrix<MatScalar,OtherOptions,MatIndex> >::MatchAtCompileTime), STORAGE_LAYOUT_DOES_NOT_MATCH);
+      eigen_assert( ((Options & int(StandardCompressedFormat))==0) || (expr.isCompressed()) );
+      Base::construct(expr.derived());
+    }
+    
+    template<typename Derived>
+    inline Ref(const SparseCompressedBase<Derived>& expr)
+    #else
+    /** Implicit constructor from any sparse expression (2D matrix or 1D vector) */
+    template<typename Derived>
+    inline Ref(SparseCompressedBase<Derived>& expr)
+    #endif
+    {
+      EIGEN_STATIC_ASSERT(bool(internal::is_lvalue<Derived>::value), THIS_EXPRESSION_IS_NOT_A_LVALUE__IT_IS_READ_ONLY);
+      EIGEN_STATIC_ASSERT(bool(Traits::template match<Derived>::MatchAtCompileTime), STORAGE_LAYOUT_DOES_NOT_MATCH);
+      eigen_assert( ((Options & int(StandardCompressedFormat))==0) || (expr.isCompressed()) );
+      Base::construct(expr.const_cast_derived());
+    }
+};
+
+// this is the const ref version
+template<typename MatScalar, int MatOptions, typename MatIndex, int Options, typename StrideType>
+class Ref<const SparseMatrix<MatScalar,MatOptions,MatIndex>, Options, StrideType>
+  : public internal::SparseRefBase<Ref<const SparseMatrix<MatScalar,MatOptions,MatIndex>, Options, StrideType> >
+{
+    typedef SparseMatrix<MatScalar,MatOptions,MatIndex> TPlainObjectType;
+    typedef internal::traits<Ref> Traits;
+  public:
+
+    typedef internal::SparseRefBase<Ref> Base;
+    EIGEN_SPARSE_PUBLIC_INTERFACE(Ref)
+
+    template<typename Derived>
+    inline Ref(const SparseMatrixBase<Derived>& expr) : m_hasCopy(false)
+    {
+      construct(expr.derived(), typename Traits::template match<Derived>::type());
+    }
+
+    inline Ref(const Ref& other) : Base(other), m_hasCopy(false) {
+      // copy constructor shall not copy the m_object, to avoid unnecessary malloc and copy
+    }
+
+    template<typename OtherRef>
+    inline Ref(const RefBase<OtherRef>& other) : m_hasCopy(false) {
+      construct(other.derived(), typename Traits::template match<OtherRef>::type());
+    }
+
+    ~Ref() {
+      if(m_hasCopy) {
+        TPlainObjectType* obj = reinterpret_cast<TPlainObjectType*>(&m_storage);
+        obj->~TPlainObjectType();
+      }
+    }
+
+  protected:
+
+    template<typename Expression>
+    void construct(const Expression& expr,internal::true_type)
+    {
+      if((Options & int(StandardCompressedFormat)) && (!expr.isCompressed()))
+      {
+        TPlainObjectType* obj = reinterpret_cast<TPlainObjectType*>(&m_storage);
+        ::new (obj) TPlainObjectType(expr);
+        m_hasCopy = true;
+        Base::construct(*obj);
+      }
+      else
+      {
+        Base::construct(expr);
+      }
+    }
+
+    template<typename Expression>
+    void construct(const Expression& expr, internal::false_type)
+    {
+      TPlainObjectType* obj = reinterpret_cast<TPlainObjectType*>(&m_storage);
+      ::new (obj) TPlainObjectType(expr);
+      m_hasCopy = true;
+      Base::construct(*obj);
+    }
+
+  protected:
+    typename internal::aligned_storage<sizeof(TPlainObjectType), EIGEN_ALIGNOF(TPlainObjectType)>::type m_storage;
+    bool m_hasCopy;
+};
+
+
+
+/**
+  * \ingroup SparseCore_Module
+  *
+  * \brief A sparse vector expression referencing an existing sparse vector expression
+  *
+  * \tparam SparseVectorType the equivalent sparse vector type of the referenced data, it must be a template instance of class SparseVector.
+  *
+  * \sa class Ref
+  */
+#ifndef EIGEN_PARSED_BY_DOXYGEN
+template<typename MatScalar, int MatOptions, typename MatIndex, int Options, typename StrideType>
+class Ref<SparseVector<MatScalar,MatOptions,MatIndex>, Options, StrideType >
+  : public internal::SparseRefBase<Ref<SparseVector<MatScalar,MatOptions,MatIndex>, Options, StrideType > >
+#else
+template<typename SparseVectorType>
+class Ref<SparseVectorType>
+  : public SparseMapBase<Derived,WriteAccessors>
+#endif
+{
+    typedef SparseVector<MatScalar,MatOptions,MatIndex> PlainObjectType;
+    typedef internal::traits<Ref> Traits;
+    template<int OtherOptions>
+    inline Ref(const SparseVector<MatScalar,OtherOptions,MatIndex>& expr);
+  public:
+
+    typedef internal::SparseRefBase<Ref> Base;
+    EIGEN_SPARSE_PUBLIC_INTERFACE(Ref)
+
+    #ifndef EIGEN_PARSED_BY_DOXYGEN
+    template<int OtherOptions>
+    inline Ref(SparseVector<MatScalar,OtherOptions,MatIndex>& expr)
+    {
+      EIGEN_STATIC_ASSERT(bool(Traits::template match<SparseVector<MatScalar,OtherOptions,MatIndex> >::MatchAtCompileTime), STORAGE_LAYOUT_DOES_NOT_MATCH);
+      Base::construct(expr.derived());
+    }
+
+    template<typename Derived>
+    inline Ref(const SparseCompressedBase<Derived>& expr)
+    #else
+    /** Implicit constructor from any 1D sparse vector expression */
+    template<typename Derived>
+    inline Ref(SparseCompressedBase<Derived>& expr)
+    #endif
+    {
+      EIGEN_STATIC_ASSERT(bool(internal::is_lvalue<Derived>::value), THIS_EXPRESSION_IS_NOT_A_LVALUE__IT_IS_READ_ONLY);
+      EIGEN_STATIC_ASSERT(bool(Traits::template match<Derived>::MatchAtCompileTime), STORAGE_LAYOUT_DOES_NOT_MATCH);
+      Base::construct(expr.const_cast_derived());
+    }
+};
+
+// this is the const ref version
+template<typename MatScalar, int MatOptions, typename MatIndex, int Options, typename StrideType>
+class Ref<const SparseVector<MatScalar,MatOptions,MatIndex>, Options, StrideType>
+  : public internal::SparseRefBase<Ref<const SparseVector<MatScalar,MatOptions,MatIndex>, Options, StrideType> >
+{
+    typedef SparseVector<MatScalar,MatOptions,MatIndex> TPlainObjectType;
+    typedef internal::traits<Ref> Traits;
+  public:
+
+    typedef internal::SparseRefBase<Ref> Base;
+    EIGEN_SPARSE_PUBLIC_INTERFACE(Ref)
+
+    template<typename Derived>
+    inline Ref(const SparseMatrixBase<Derived>& expr) : m_hasCopy(false)
+    {
+      construct(expr.derived(), typename Traits::template match<Derived>::type());
+    }
+
+    inline Ref(const Ref& other) : Base(other), m_hasCopy(false) {
+      // copy constructor shall not copy the m_object, to avoid unnecessary malloc and copy
+    }
+
+    template<typename OtherRef>
+    inline Ref(const RefBase<OtherRef>& other) : m_hasCopy(false) {
+      construct(other.derived(), typename Traits::template match<OtherRef>::type());
+    }
+
+    ~Ref() {
+      if(m_hasCopy) {
+        TPlainObjectType* obj = reinterpret_cast<TPlainObjectType*>(&m_storage);
+        obj->~TPlainObjectType();
+      }
+    }
+
+  protected:
+
+    template<typename Expression>
+    void construct(const Expression& expr,internal::true_type)
+    {
+      Base::construct(expr);
+    }
+
+    template<typename Expression>
+    void construct(const Expression& expr, internal::false_type)
+    {
+      TPlainObjectType* obj = reinterpret_cast<TPlainObjectType*>(&m_storage);
+      ::new (obj) TPlainObjectType(expr);
+      m_hasCopy = true;
+      Base::construct(*obj);
+    }
+
+  protected:
+    typename internal::aligned_storage<sizeof(TPlainObjectType), EIGEN_ALIGNOF(TPlainObjectType)>::type m_storage;
+    bool m_hasCopy;
+};
+
+namespace internal {
+
+// FIXME shall we introduce a general evaluatior_ref that we can specialize for any sparse object once, and thus remove this copy-pasta thing...
+
+template<typename MatScalar, int MatOptions, typename MatIndex, int Options, typename StrideType>
+struct evaluator<Ref<SparseMatrix<MatScalar,MatOptions,MatIndex>, Options, StrideType> >
+  : evaluator<SparseCompressedBase<Ref<SparseMatrix<MatScalar,MatOptions,MatIndex>, Options, StrideType> > >
+{
+  typedef evaluator<SparseCompressedBase<Ref<SparseMatrix<MatScalar,MatOptions,MatIndex>, Options, StrideType> > > Base;
+  typedef Ref<SparseMatrix<MatScalar,MatOptions,MatIndex>, Options, StrideType> XprType;  
+  evaluator() : Base() {}
+  explicit evaluator(const XprType &mat) : Base(mat) {}
+};
+
+template<typename MatScalar, int MatOptions, typename MatIndex, int Options, typename StrideType>
+struct evaluator<Ref<const SparseMatrix<MatScalar,MatOptions,MatIndex>, Options, StrideType> >
+  : evaluator<SparseCompressedBase<Ref<const SparseMatrix<MatScalar,MatOptions,MatIndex>, Options, StrideType> > >
+{
+  typedef evaluator<SparseCompressedBase<Ref<const SparseMatrix<MatScalar,MatOptions,MatIndex>, Options, StrideType> > > Base;
+  typedef Ref<const SparseMatrix<MatScalar,MatOptions,MatIndex>, Options, StrideType> XprType;  
+  evaluator() : Base() {}
+  explicit evaluator(const XprType &mat) : Base(mat) {}
+};
+
+template<typename MatScalar, int MatOptions, typename MatIndex, int Options, typename StrideType>
+struct evaluator<Ref<SparseVector<MatScalar,MatOptions,MatIndex>, Options, StrideType> >
+  : evaluator<SparseCompressedBase<Ref<SparseVector<MatScalar,MatOptions,MatIndex>, Options, StrideType> > >
+{
+  typedef evaluator<SparseCompressedBase<Ref<SparseVector<MatScalar,MatOptions,MatIndex>, Options, StrideType> > > Base;
+  typedef Ref<SparseVector<MatScalar,MatOptions,MatIndex>, Options, StrideType> XprType;
+  evaluator() : Base() {}
+  explicit evaluator(const XprType &mat) : Base(mat) {}
+};
+
+template<typename MatScalar, int MatOptions, typename MatIndex, int Options, typename StrideType>
+struct evaluator<Ref<const SparseVector<MatScalar,MatOptions,MatIndex>, Options, StrideType> >
+  : evaluator<SparseCompressedBase<Ref<const SparseVector<MatScalar,MatOptions,MatIndex>, Options, StrideType> > >
+{
+  typedef evaluator<SparseCompressedBase<Ref<const SparseVector<MatScalar,MatOptions,MatIndex>, Options, StrideType> > > Base;
+  typedef Ref<const SparseVector<MatScalar,MatOptions,MatIndex>, Options, StrideType> XprType;
+  evaluator() : Base() {}
+  explicit evaluator(const XprType &mat) : Base(mat) {}
+};
+
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPARSE_REF_H

3party/eigen/Eigen/src/SparseCore/SparseSelfAdjointView.h

@@ -0,0 +1,659 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009-2014 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 Mode 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()
+  */
+namespace internal {
+  
+template<typename MatrixType, unsigned int Mode>
+struct traits<SparseSelfAdjointView<MatrixType,Mode> > : traits<MatrixType> {
+};
+
+template<int SrcMode,int DstMode,typename MatrixType,int DestOrder>
+void permute_symm_to_symm(const MatrixType& mat, SparseMatrix<typename MatrixType::Scalar,DestOrder,typename MatrixType::StorageIndex>& _dest, const typename MatrixType::StorageIndex* perm = 0);
+
+template<int Mode,typename MatrixType,int DestOrder>
+void permute_symm_to_fullsymm(const MatrixType& mat, SparseMatrix<typename MatrixType::Scalar,DestOrder,typename MatrixType::StorageIndex>& _dest, const typename MatrixType::StorageIndex* perm = 0);
+
+}
+
+template<typename MatrixType, unsigned int _Mode> class SparseSelfAdjointView
+  : public EigenBase<SparseSelfAdjointView<MatrixType,_Mode> >
+{
+  public:
+    
+    enum {
+      Mode = _Mode,
+      TransposeMode = ((Mode & Upper) ? Lower : 0) | ((Mode & Lower) ? Upper : 0),
+      RowsAtCompileTime = internal::traits<SparseSelfAdjointView>::RowsAtCompileTime,
+      ColsAtCompileTime = internal::traits<SparseSelfAdjointView>::ColsAtCompileTime
+    };
+
+    typedef EigenBase<SparseSelfAdjointView> Base;
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename MatrixType::StorageIndex StorageIndex;
+    typedef Matrix<StorageIndex,Dynamic,1> VectorI;
+    typedef typename internal::ref_selector<MatrixType>::non_const_type MatrixTypeNested;
+    typedef typename internal::remove_all<MatrixTypeNested>::type _MatrixTypeNested;
+    
+    explicit inline SparseSelfAdjointView(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; }
+    typename internal::remove_reference<MatrixTypeNested>::type& matrix() { return m_matrix; }
+
+    /** \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>
+    Product<SparseSelfAdjointView, OtherDerived>
+    operator*(const SparseMatrixBase<OtherDerived>& rhs) const
+    {
+      return Product<SparseSelfAdjointView, 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
+    Product<OtherDerived, SparseSelfAdjointView>
+    operator*(const SparseMatrixBase<OtherDerived>& lhs, const SparseSelfAdjointView& rhs)
+    {
+      return Product<OtherDerived, SparseSelfAdjointView>(lhs.derived(), rhs);
+    }
+    
+    /** Efficient sparse self-adjoint matrix times dense vector/matrix product */
+    template<typename OtherDerived>
+    Product<SparseSelfAdjointView,OtherDerived>
+    operator*(const MatrixBase<OtherDerived>& rhs) const
+    {
+      return Product<SparseSelfAdjointView,OtherDerived>(*this, rhs.derived());
+    }
+
+    /** Efficient dense vector/matrix times sparse self-adjoint matrix product */
+    template<typename OtherDerived> friend
+    Product<OtherDerived,SparseSelfAdjointView>
+    operator*(const MatrixBase<OtherDerived>& lhs, const SparseSelfAdjointView& rhs)
+    {
+      return Product<OtherDerived,SparseSelfAdjointView>(lhs.derived(), rhs);
+    }
+
+    /** 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));
+    
+    /** \returns an expression of P H P^-1 */
+    // TODO implement twists in a more evaluator friendly fashion
+    SparseSymmetricPermutationProduct<_MatrixTypeNested,Mode> twistedBy(const PermutationMatrix<Dynamic,Dynamic,StorageIndex>& perm) const
+    {
+      return SparseSymmetricPermutationProduct<_MatrixTypeNested,Mode>(m_matrix, perm);
+    }
+
+    template<typename SrcMatrixType,int SrcMode>
+    SparseSelfAdjointView& operator=(const SparseSymmetricPermutationProduct<SrcMatrixType,SrcMode>& permutedMatrix)
+    {
+      internal::call_assignment_no_alias_no_transpose(*this, permutedMatrix);
+      return *this;
+    }
+
+    SparseSelfAdjointView& operator=(const SparseSelfAdjointView& src)
+    {
+      PermutationMatrix<Dynamic,Dynamic,StorageIndex> pnull;
+      return *this = src.twistedBy(pnull);
+    }
+
+    // Since we override the copy-assignment operator, we need to explicitly re-declare the copy-constructor
+    EIGEN_DEFAULT_COPY_CONSTRUCTOR(SparseSelfAdjointView)
+
+    template<typename SrcMatrixType,unsigned int SrcMode>
+    SparseSelfAdjointView& operator=(const SparseSelfAdjointView<SrcMatrixType,SrcMode>& src)
+    {
+      PermutationMatrix<Dynamic,Dynamic,StorageIndex> pnull;
+      return *this = src.twistedBy(pnull);
+    }
+    
+    void resize(Index rows, Index cols)
+    {
+      EIGEN_ONLY_USED_FOR_DEBUG(rows);
+      EIGEN_ONLY_USED_FOR_DEBUG(cols);
+      eigen_assert(rows == this->rows() && cols == this->cols()
+                && "SparseSelfadjointView::resize() does not actually allow to resize.");
+    }
+    
+  protected:
+
+    MatrixTypeNested m_matrix;
+    //mutable VectorI m_countPerRow;
+    //mutable VectorI m_countPerCol;
+  private:
+    template<typename Dest> void evalTo(Dest &) const;
+};
+
+/***************************************************************************
+* Implementation of SparseMatrixBase methods
+***************************************************************************/
+
+template<typename Derived>
+template<unsigned int UpLo>
+typename SparseMatrixBase<Derived>::template ConstSelfAdjointViewReturnType<UpLo>::Type SparseMatrixBase<Derived>::selfadjointView() const
+{
+  return SparseSelfAdjointView<const Derived, UpLo>(derived());
+}
+
+template<typename Derived>
+template<unsigned int UpLo>
+typename SparseMatrixBase<Derived>::template SelfAdjointViewReturnType<UpLo>::Type SparseMatrixBase<Derived>::selfadjointView()
+{
+  return SparseSelfAdjointView<Derived, UpLo>(derived());
+}
+
+/***************************************************************************
+* Implementation of SparseSelfAdjointView methods
+***************************************************************************/
+
+template<typename MatrixType, unsigned int Mode>
+template<typename DerivedU>
+SparseSelfAdjointView<MatrixType,Mode>&
+SparseSelfAdjointView<MatrixType,Mode>::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 = tmp.template triangularView<Mode>();
+  else
+    m_matrix += alpha * tmp.template triangularView<Mode>();
+
+  return *this;
+}
+
+namespace internal {
+  
+// TODO currently a selfadjoint expression has the form SelfAdjointView<.,.>
+//      in the future selfadjoint-ness should be defined by the expression traits
+//      such that Transpose<SelfAdjointView<.,.> > is valid. (currently TriangularBase::transpose() is overloaded to make it work)
+template<typename MatrixType, unsigned int Mode>
+struct evaluator_traits<SparseSelfAdjointView<MatrixType,Mode> >
+{
+  typedef typename storage_kind_to_evaluator_kind<typename MatrixType::StorageKind>::Kind Kind;
+  typedef SparseSelfAdjointShape Shape;
+};
+
+struct SparseSelfAdjoint2Sparse {};
+
+template<> struct AssignmentKind<SparseShape,SparseSelfAdjointShape> { typedef SparseSelfAdjoint2Sparse Kind; };
+template<> struct AssignmentKind<SparseSelfAdjointShape,SparseShape> { typedef Sparse2Sparse Kind; };
+
+template< typename DstXprType, typename SrcXprType, typename Functor>
+struct Assignment<DstXprType, SrcXprType, Functor, SparseSelfAdjoint2Sparse>
+{
+  typedef typename DstXprType::StorageIndex StorageIndex;
+  typedef internal::assign_op<typename DstXprType::Scalar,typename SrcXprType::Scalar> AssignOpType;
+
+  template<typename DestScalar,int StorageOrder>
+  static void run(SparseMatrix<DestScalar,StorageOrder,StorageIndex> &dst, const SrcXprType &src, const AssignOpType&/*func*/)
+  {
+    internal::permute_symm_to_fullsymm<SrcXprType::Mode>(src.matrix(), dst);
+  }
+
+  // FIXME: the handling of += and -= in sparse matrices should be cleanup so that next two overloads could be reduced to:
+  template<typename DestScalar,int StorageOrder,typename AssignFunc>
+  static void run(SparseMatrix<DestScalar,StorageOrder,StorageIndex> &dst, const SrcXprType &src, const AssignFunc& func)
+  {
+    SparseMatrix<DestScalar,StorageOrder,StorageIndex> tmp(src.rows(),src.cols());
+    run(tmp, src, AssignOpType());
+    call_assignment_no_alias_no_transpose(dst, tmp, func);
+  }
+
+  template<typename DestScalar,int StorageOrder>
+  static void run(SparseMatrix<DestScalar,StorageOrder,StorageIndex> &dst, const SrcXprType &src,
+                  const internal::add_assign_op<typename DstXprType::Scalar,typename SrcXprType::Scalar>& /* func */)
+  {
+    SparseMatrix<DestScalar,StorageOrder,StorageIndex> tmp(src.rows(),src.cols());
+    run(tmp, src, AssignOpType());
+    dst += tmp;
+  }
+
+  template<typename DestScalar,int StorageOrder>
+  static void run(SparseMatrix<DestScalar,StorageOrder,StorageIndex> &dst, const SrcXprType &src,
+                  const internal::sub_assign_op<typename DstXprType::Scalar,typename SrcXprType::Scalar>& /* func */)
+  {
+    SparseMatrix<DestScalar,StorageOrder,StorageIndex> tmp(src.rows(),src.cols());
+    run(tmp, src, AssignOpType());
+    dst -= tmp;
+  }
+  
+  template<typename DestScalar>
+  static void run(DynamicSparseMatrix<DestScalar,ColMajor,StorageIndex>& dst, const SrcXprType &src, const AssignOpType&/*func*/)
+  {
+    // TODO directly evaluate into dst;
+    SparseMatrix<DestScalar,ColMajor,StorageIndex> tmp(dst.rows(),dst.cols());
+    internal::permute_symm_to_fullsymm<SrcXprType::Mode>(src.matrix(), tmp);
+    dst = tmp;
+  }
+};
+
+} // end namespace internal
+
+/***************************************************************************
+* Implementation of sparse self-adjoint time dense matrix
+***************************************************************************/
+
+namespace internal {
+
+template<int Mode, typename SparseLhsType, typename DenseRhsType, typename DenseResType, typename AlphaType>
+inline void sparse_selfadjoint_time_dense_product(const SparseLhsType& lhs, const DenseRhsType& rhs, DenseResType& res, const AlphaType& alpha)
+{
+  EIGEN_ONLY_USED_FOR_DEBUG(alpha);
+  
+  typedef typename internal::nested_eval<SparseLhsType,DenseRhsType::MaxColsAtCompileTime>::type SparseLhsTypeNested;
+  typedef typename internal::remove_all<SparseLhsTypeNested>::type SparseLhsTypeNestedCleaned;
+  typedef evaluator<SparseLhsTypeNestedCleaned> LhsEval;
+  typedef typename LhsEval::InnerIterator LhsIterator;
+  typedef typename SparseLhsType::Scalar LhsScalar;
+  
+  enum {
+    LhsIsRowMajor = (LhsEval::Flags&RowMajorBit)==RowMajorBit,
+    ProcessFirstHalf =
+              ((Mode&(Upper|Lower))==(Upper|Lower))
+          || ( (Mode&Upper) && !LhsIsRowMajor)
+          || ( (Mode&Lower) && LhsIsRowMajor),
+    ProcessSecondHalf = !ProcessFirstHalf
+  };
+  
+  SparseLhsTypeNested lhs_nested(lhs);
+  LhsEval lhsEval(lhs_nested);
+
+  // work on one column at once
+  for (Index k=0; k<rhs.cols(); ++k)
+  {
+    for (Index j=0; j<lhs.outerSize(); ++j)
+    {
+      LhsIterator i(lhsEval,j);
+      // handle diagonal coeff
+      if (ProcessSecondHalf)
+      {
+        while (i && i.index()<j) ++i;
+        if(i && i.index()==j)
+        {
+          res.coeffRef(j,k) += alpha * i.value() * rhs.coeff(j,k);
+          ++i;
+        }
+      }
+
+      // premultiplied rhs for scatters
+      typename ScalarBinaryOpTraits<AlphaType, typename DenseRhsType::Scalar>::ReturnType rhs_j(alpha*rhs(j,k));
+      // accumulator for partial scalar product
+      typename DenseResType::Scalar res_j(0);
+      for(; (ProcessFirstHalf ? i && i.index() < j : i) ; ++i)
+      {
+        LhsScalar lhs_ij = i.value();
+        if(!LhsIsRowMajor) lhs_ij = numext::conj(lhs_ij);
+        res_j += lhs_ij * rhs.coeff(i.index(),k);
+        res(i.index(),k) += numext::conj(lhs_ij) * rhs_j;
+      }
+      res.coeffRef(j,k) += alpha * res_j;
+
+      // handle diagonal coeff
+      if (ProcessFirstHalf && i && (i.index()==j))
+        res.coeffRef(j,k) += alpha * i.value() * rhs.coeff(j,k);
+    }
+  }
+}
+
+
+template<typename LhsView, typename Rhs, int ProductType>
+struct generic_product_impl<LhsView, Rhs, SparseSelfAdjointShape, DenseShape, ProductType>
+: generic_product_impl_base<LhsView, Rhs, generic_product_impl<LhsView, Rhs, SparseSelfAdjointShape, DenseShape, ProductType> >
+{
+  template<typename Dest>
+  static void scaleAndAddTo(Dest& dst, const LhsView& lhsView, const Rhs& rhs, const typename Dest::Scalar& alpha)
+  {
+    typedef typename LhsView::_MatrixTypeNested Lhs;
+    typedef typename nested_eval<Lhs,Dynamic>::type LhsNested;
+    typedef typename nested_eval<Rhs,Dynamic>::type RhsNested;
+    LhsNested lhsNested(lhsView.matrix());
+    RhsNested rhsNested(rhs);
+    
+    internal::sparse_selfadjoint_time_dense_product<LhsView::Mode>(lhsNested, rhsNested, dst, alpha);
+  }
+};
+
+template<typename Lhs, typename RhsView, int ProductType>
+struct generic_product_impl<Lhs, RhsView, DenseShape, SparseSelfAdjointShape, ProductType>
+: generic_product_impl_base<Lhs, RhsView, generic_product_impl<Lhs, RhsView, DenseShape, SparseSelfAdjointShape, ProductType> >
+{
+  template<typename Dest>
+  static void scaleAndAddTo(Dest& dst, const Lhs& lhs, const RhsView& rhsView, const typename Dest::Scalar& alpha)
+  {
+    typedef typename RhsView::_MatrixTypeNested Rhs;
+    typedef typename nested_eval<Lhs,Dynamic>::type LhsNested;
+    typedef typename nested_eval<Rhs,Dynamic>::type RhsNested;
+    LhsNested lhsNested(lhs);
+    RhsNested rhsNested(rhsView.matrix());
+    
+    // transpose everything
+    Transpose<Dest> dstT(dst);
+    internal::sparse_selfadjoint_time_dense_product<RhsView::TransposeMode>(rhsNested.transpose(), lhsNested.transpose(), dstT, alpha);
+  }
+};
+
+// NOTE: these two overloads are needed to evaluate the sparse selfadjoint view into a full sparse matrix
+// TODO: maybe the copy could be handled by generic_product_impl so that these overloads would not be needed anymore
+
+template<typename LhsView, typename Rhs, int ProductTag>
+struct product_evaluator<Product<LhsView, Rhs, DefaultProduct>, ProductTag, SparseSelfAdjointShape, SparseShape>
+  : public evaluator<typename Product<typename Rhs::PlainObject, Rhs, DefaultProduct>::PlainObject>
+{
+  typedef Product<LhsView, Rhs, DefaultProduct> XprType;
+  typedef typename XprType::PlainObject PlainObject;
+  typedef evaluator<PlainObject> Base;
+
+  product_evaluator(const XprType& xpr)
+    : m_lhs(xpr.lhs()), m_result(xpr.rows(), xpr.cols())
+  {
+    ::new (static_cast<Base*>(this)) Base(m_result);
+    generic_product_impl<typename Rhs::PlainObject, Rhs, SparseShape, SparseShape, ProductTag>::evalTo(m_result, m_lhs, xpr.rhs());
+  }
+  
+protected:
+  typename Rhs::PlainObject m_lhs;
+  PlainObject m_result;
+};
+
+template<typename Lhs, typename RhsView, int ProductTag>
+struct product_evaluator<Product<Lhs, RhsView, DefaultProduct>, ProductTag, SparseShape, SparseSelfAdjointShape>
+  : public evaluator<typename Product<Lhs, typename Lhs::PlainObject, DefaultProduct>::PlainObject>
+{
+  typedef Product<Lhs, RhsView, DefaultProduct> XprType;
+  typedef typename XprType::PlainObject PlainObject;
+  typedef evaluator<PlainObject> Base;
+
+  product_evaluator(const XprType& xpr)
+    : m_rhs(xpr.rhs()), m_result(xpr.rows(), xpr.cols())
+  {
+    ::new (static_cast<Base*>(this)) Base(m_result);
+    generic_product_impl<Lhs, typename Lhs::PlainObject, SparseShape, SparseShape, ProductTag>::evalTo(m_result, xpr.lhs(), m_rhs);
+  }
+  
+protected:
+  typename Lhs::PlainObject m_rhs;
+  PlainObject m_result;
+};
+
+} // namespace internal
+
+/***************************************************************************
+* Implementation of symmetric copies and permutations
+***************************************************************************/
+namespace internal {
+
+template<int Mode,typename MatrixType,int DestOrder>
+void permute_symm_to_fullsymm(const MatrixType& mat, SparseMatrix<typename MatrixType::Scalar,DestOrder,typename MatrixType::StorageIndex>& _dest, const typename MatrixType::StorageIndex* perm)
+{
+  typedef typename MatrixType::StorageIndex StorageIndex;
+  typedef typename MatrixType::Scalar Scalar;
+  typedef SparseMatrix<Scalar,DestOrder,StorageIndex> Dest;
+  typedef Matrix<StorageIndex,Dynamic,1> VectorI;
+  typedef evaluator<MatrixType> MatEval;
+  typedef typename evaluator<MatrixType>::InnerIterator MatIterator;
+  
+  MatEval matEval(mat);
+  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(MatIterator it(matEval,j); it; ++it)
+    {
+      Index i = it.index();
+      Index r = it.row();
+      Index c = it.col();
+      Index ip = perm ? perm[i] : i;
+      if(Mode==int(Upper|Lower))
+        count[StorageOrderMatch ? jp : ip]++;
+      else if(r==c)
+        count[ip]++;
+      else if(( Mode==Lower && r>c) || ( Mode==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(StorageIndex j = 0; j<size; ++j)
+  {
+    for(MatIterator it(matEval,j); it; ++it)
+    {
+      StorageIndex i = internal::convert_index<StorageIndex>(it.index());
+      Index r = it.row();
+      Index c = it.col();
+      
+      StorageIndex jp = perm ? perm[j] : j;
+      StorageIndex ip = perm ? perm[i] : i;
+      
+      if(Mode==int(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(( (Mode&Lower)==Lower && r>c) || ( (Mode&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 _SrcMode,int _DstMode,typename MatrixType,int DstOrder>
+void permute_symm_to_symm(const MatrixType& mat, SparseMatrix<typename MatrixType::Scalar,DstOrder,typename MatrixType::StorageIndex>& _dest, const typename MatrixType::StorageIndex* perm)
+{
+  typedef typename MatrixType::StorageIndex StorageIndex;
+  typedef typename MatrixType::Scalar Scalar;
+  SparseMatrix<Scalar,DstOrder,StorageIndex>& dest(_dest.derived());
+  typedef Matrix<StorageIndex,Dynamic,1> VectorI;
+  typedef evaluator<MatrixType> MatEval;
+  typedef typename evaluator<MatrixType>::InnerIterator MatIterator;
+
+  enum {
+    SrcOrder = MatrixType::IsRowMajor ? RowMajor : ColMajor,
+    StorageOrderMatch = int(SrcOrder) == int(DstOrder),
+    DstMode = DstOrder==RowMajor ? (_DstMode==Upper ? Lower : Upper) : _DstMode,
+    SrcMode = SrcOrder==RowMajor ? (_SrcMode==Upper ? Lower : Upper) : _SrcMode
+  };
+
+  MatEval matEval(mat);
+  
+  Index size = mat.rows();
+  VectorI count(size);
+  count.setZero();
+  dest.resize(size,size);
+  for(StorageIndex j = 0; j<size; ++j)
+  {
+    StorageIndex jp = perm ? perm[j] : j;
+    for(MatIterator it(matEval,j); it; ++it)
+    {
+      StorageIndex i = it.index();
+      if((int(SrcMode)==int(Lower) && i<j) || (int(SrcMode)==int(Upper) && i>j))
+        continue;
+                  
+      StorageIndex ip = perm ? perm[i] : i;
+      count[int(DstMode)==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(StorageIndex j = 0; j<size; ++j)
+  {
+    
+    for(MatIterator it(matEval,j); it; ++it)
+    {
+      StorageIndex i = it.index();
+      if((int(SrcMode)==int(Lower) && i<j) || (int(SrcMode)==int(Upper) && i>j))
+        continue;
+                  
+      StorageIndex jp = perm ? perm[j] : j;
+      StorageIndex ip = perm? perm[i] : i;
+      
+      Index k = count[int(DstMode)==int(Lower) ? (std::min)(ip,jp) : (std::max)(ip,jp)]++;
+      dest.innerIndexPtr()[k] = int(DstMode)==int(Lower) ? (std::max)(ip,jp) : (std::min)(ip,jp);
+      
+      if(!StorageOrderMatch) std::swap(ip,jp);
+      if( ((int(DstMode)==int(Lower) && ip<jp) || (int(DstMode)==int(Upper) && ip>jp)))
+        dest.valuePtr()[k] = numext::conj(it.value());
+      else
+        dest.valuePtr()[k] = it.value();
+    }
+  }
+}
+
+}
+
+// TODO implement twists in a more evaluator friendly fashion
+
+namespace internal {
+
+template<typename MatrixType, int Mode>
+struct traits<SparseSymmetricPermutationProduct<MatrixType,Mode> > : traits<MatrixType> {
+};
+
+}
+
+template<typename MatrixType,int Mode>
+class SparseSymmetricPermutationProduct
+  : public EigenBase<SparseSymmetricPermutationProduct<MatrixType,Mode> >
+{
+  public:
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename MatrixType::StorageIndex StorageIndex;
+    enum {
+      RowsAtCompileTime = internal::traits<SparseSymmetricPermutationProduct>::RowsAtCompileTime,
+      ColsAtCompileTime = internal::traits<SparseSymmetricPermutationProduct>::ColsAtCompileTime
+    };
+  protected:
+    typedef PermutationMatrix<Dynamic,Dynamic,StorageIndex> Perm;
+  public:
+    typedef Matrix<StorageIndex,Dynamic,1> VectorI;
+    typedef typename MatrixType::Nested MatrixTypeNested;
+    typedef typename internal::remove_all<MatrixTypeNested>::type NestedExpression;
+    
+    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(); }
+        
+    const NestedExpression& matrix() const { return m_matrix; }
+    const Perm& perm() const { return m_perm; }
+    
+  protected:
+    MatrixTypeNested m_matrix;
+    const Perm& m_perm;
+
+};
+
+namespace internal {
+  
+template<typename DstXprType, typename MatrixType, int Mode, typename Scalar>
+struct Assignment<DstXprType, SparseSymmetricPermutationProduct<MatrixType,Mode>, internal::assign_op<Scalar,typename MatrixType::Scalar>, Sparse2Sparse>
+{
+  typedef SparseSymmetricPermutationProduct<MatrixType,Mode> SrcXprType;
+  typedef typename DstXprType::StorageIndex DstIndex;
+  template<int Options>
+  static void run(SparseMatrix<Scalar,Options,DstIndex> &dst, const SrcXprType &src, const internal::assign_op<Scalar,typename MatrixType::Scalar> &)
+  {
+    // internal::permute_symm_to_fullsymm<Mode>(m_matrix,_dest,m_perm.indices().data());
+    SparseMatrix<Scalar,(Options&RowMajor)==RowMajor ? ColMajor : RowMajor, DstIndex> tmp;
+    internal::permute_symm_to_fullsymm<Mode>(src.matrix(),tmp,src.perm().indices().data());
+    dst = tmp;
+  }
+  
+  template<typename DestType,unsigned int DestMode>
+  static void run(SparseSelfAdjointView<DestType,DestMode>& dst, const SrcXprType &src, const internal::assign_op<Scalar,typename MatrixType::Scalar> &)
+  {
+    internal::permute_symm_to_symm<Mode,DestMode>(src.matrix(),dst.matrix(),src.perm().indices().data());
+  }
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPARSE_SELFADJOINTVIEW_H

3party/eigen/Eigen/src/SparseCore/SparseSolverBase.h

@@ -0,0 +1,124 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2014 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_SPARSESOLVERBASE_H
+#define EIGEN_SPARSESOLVERBASE_H
+
+namespace Eigen { 
+
+namespace internal {
+
+  /** \internal
+  * Helper functions to solve with a sparse right-hand-side and result.
+  * The rhs is decomposed into small vertical panels which are solved through dense temporaries.
+  */
+template<typename Decomposition, typename Rhs, typename Dest>
+typename enable_if<Rhs::ColsAtCompileTime!=1 && Dest::ColsAtCompileTime!=1>::type
+solve_sparse_through_dense_panels(const Decomposition &dec, const Rhs& rhs, Dest &dest)
+{
+  EIGEN_STATIC_ASSERT((Dest::Flags&RowMajorBit)==0,THIS_METHOD_IS_ONLY_FOR_COLUMN_MAJOR_MATRICES);
+  typedef typename Dest::Scalar DestScalar;
+  // we process the sparse rhs per block of NbColsAtOnce columns temporarily stored into a dense matrix.
+  static const Index NbColsAtOnce = 4;
+  Index rhsCols = rhs.cols();
+  Index size = rhs.rows();
+  // the temporary matrices do not need more columns than NbColsAtOnce:
+  Index tmpCols = (std::min)(rhsCols, NbColsAtOnce); 
+  Eigen::Matrix<DestScalar,Dynamic,Dynamic> tmp(size,tmpCols);
+  Eigen::Matrix<DestScalar,Dynamic,Dynamic> tmpX(size,tmpCols);
+  for(Index k=0; k<rhsCols; k+=NbColsAtOnce)
+  {
+    Index actualCols = std::min<Index>(rhsCols-k, NbColsAtOnce);
+    tmp.leftCols(actualCols) = rhs.middleCols(k,actualCols);
+    tmpX.leftCols(actualCols) = dec.solve(tmp.leftCols(actualCols));
+    dest.middleCols(k,actualCols) = tmpX.leftCols(actualCols).sparseView();
+  }
+}
+
+// Overload for vector as rhs
+template<typename Decomposition, typename Rhs, typename Dest>
+typename enable_if<Rhs::ColsAtCompileTime==1 || Dest::ColsAtCompileTime==1>::type
+solve_sparse_through_dense_panels(const Decomposition &dec, const Rhs& rhs, Dest &dest)
+{
+  typedef typename Dest::Scalar DestScalar;
+  Index size = rhs.rows();
+  Eigen::Matrix<DestScalar,Dynamic,1> rhs_dense(rhs);
+  Eigen::Matrix<DestScalar,Dynamic,1> dest_dense(size);
+  dest_dense = dec.solve(rhs_dense);
+  dest = dest_dense.sparseView();
+}
+
+} // end namespace internal
+
+/** \class SparseSolverBase
+  * \ingroup SparseCore_Module
+  * \brief A base class for sparse solvers
+  *
+  * \tparam Derived the actual type of the solver.
+  *
+  */
+template<typename Derived>
+class SparseSolverBase : internal::noncopyable
+{
+  public:
+
+    /** Default constructor */
+    SparseSolverBase()
+      : m_isInitialized(false)
+    {}
+
+    ~SparseSolverBase()
+    {}
+
+    Derived& derived() { return *static_cast<Derived*>(this); }
+    const Derived& derived() const { return *static_cast<const Derived*>(this); }
+    
+    /** \returns an expression of the solution x of \f$ A x = b \f$ using the current decomposition of A.
+      *
+      * \sa compute()
+      */
+    template<typename Rhs>
+    inline const Solve<Derived, Rhs>
+    solve(const MatrixBase<Rhs>& b) const
+    {
+      eigen_assert(m_isInitialized && "Solver is not initialized.");
+      eigen_assert(derived().rows()==b.rows() && "solve(): invalid number of rows of the right hand side matrix b");
+      return Solve<Derived, Rhs>(derived(), b.derived());
+    }
+    
+    /** \returns an expression of the solution x of \f$ A x = b \f$ using the current decomposition of A.
+      *
+      * \sa compute()
+      */
+    template<typename Rhs>
+    inline const Solve<Derived, Rhs>
+    solve(const SparseMatrixBase<Rhs>& b) const
+    {
+      eigen_assert(m_isInitialized && "Solver is not initialized.");
+      eigen_assert(derived().rows()==b.rows() && "solve(): invalid number of rows of the right hand side matrix b");
+      return Solve<Derived, Rhs>(derived(), b.derived());
+    }
+    
+    #ifndef EIGEN_PARSED_BY_DOXYGEN
+    /** \internal default implementation of solving with a sparse rhs */
+    template<typename Rhs,typename Dest>
+    void _solve_impl(const SparseMatrixBase<Rhs> &b, SparseMatrixBase<Dest> &dest) const
+    {
+      internal::solve_sparse_through_dense_panels(derived(), b.derived(), dest.derived());
+    }
+    #endif // EIGEN_PARSED_BY_DOXYGEN
+
+  protected:
+    
+    mutable bool m_isInitialized;
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPARSESOLVERBASE_H

3party/eigen/Eigen/src/SparseCore/SparseSparseProductWithPruning.h

@@ -0,0 +1,198 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2014 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<Rhs>::type::Scalar RhsScalar;
+  typedef typename remove_all<ResultType>::type::Scalar ResScalar;
+  typedef typename remove_all<Lhs>::type::StorageIndex StorageIndex;
+
+  // 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<ResScalar,StorageIndex> tempVector(rows);
+
+  // mimics a resizeByInnerOuter:
+  if(ResultType::IsRowMajor)
+    res.resize(cols, rows);
+  else
+    res.resize(rows, cols);
+  
+  evaluator<Lhs> lhsEval(lhs);
+  evaluator<Rhs> rhsEval(rhs);
+  
+  // 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 = lhsEval.nonZerosEstimate() + rhsEval.nonZerosEstimate();
+
+  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 evaluator<Rhs>::InnerIterator rhsIt(rhsEval, j); rhsIt; ++rhsIt)
+    {
+      // FIXME should be written like this: tmp += rhsIt.value() * lhs.col(rhsIt.index())
+      tempVector.restart();
+      RhsScalar x = rhsIt.value();
+      for (typename evaluator<Lhs>::InnerIterator lhsIt(lhsEval, rhsIt.index()); lhsIt; ++lhsIt)
+      {
+        tempVector.coeffRef(lhsIt.index()) += lhsIt.value() * x;
+      }
+    }
+    res.startVec(j);
+    for (typename AmbiVector<ResScalar,StorageIndex>::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 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::StorageIndex> 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 Lhs::Scalar,ColMajor,typename Lhs::StorageIndex> ColMajorMatrixLhs;
+    typedef SparseMatrix<typename Rhs::Scalar,ColMajor,typename Lhs::StorageIndex> 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();
+  }
+};
+
+template<typename Lhs, typename Rhs, typename ResultType>
+struct sparse_sparse_product_with_pruning_selector<Lhs,Rhs,ResultType,ColMajor,RowMajor,RowMajor>
+{
+  typedef typename ResultType::RealScalar RealScalar;
+  static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res, const RealScalar& tolerance)
+  {
+    typedef SparseMatrix<typename Lhs::Scalar,RowMajor,typename Lhs::StorageIndex> RowMajorMatrixLhs;
+    RowMajorMatrixLhs rowLhs(lhs);
+    sparse_sparse_product_with_pruning_selector<RowMajorMatrixLhs,Rhs,ResultType,RowMajor,RowMajor>(rowLhs,rhs,res,tolerance);
+  }
+};
+
+template<typename Lhs, typename Rhs, typename ResultType>
+struct sparse_sparse_product_with_pruning_selector<Lhs,Rhs,ResultType,RowMajor,ColMajor,RowMajor>
+{
+  typedef typename ResultType::RealScalar RealScalar;
+  static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res, const RealScalar& tolerance)
+  {
+    typedef SparseMatrix<typename Rhs::Scalar,RowMajor,typename Lhs::StorageIndex> RowMajorMatrixRhs;
+    RowMajorMatrixRhs rowRhs(rhs);
+    sparse_sparse_product_with_pruning_selector<Lhs,RowMajorMatrixRhs,ResultType,RowMajor,RowMajor,RowMajor>(lhs,rowRhs,res,tolerance);
+  }
+};
+
+template<typename Lhs, typename Rhs, typename ResultType>
+struct sparse_sparse_product_with_pruning_selector<Lhs,Rhs,ResultType,ColMajor,RowMajor,ColMajor>
+{
+  typedef typename ResultType::RealScalar RealScalar;
+  static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res, const RealScalar& tolerance)
+  {
+    typedef SparseMatrix<typename Rhs::Scalar,ColMajor,typename Lhs::StorageIndex> ColMajorMatrixRhs;
+    ColMajorMatrixRhs colRhs(rhs);
+    internal::sparse_sparse_product_with_pruning_impl<Lhs,ColMajorMatrixRhs,ResultType>(lhs, colRhs, res, tolerance);
+  }
+};
+
+template<typename Lhs, typename Rhs, typename ResultType>
+struct sparse_sparse_product_with_pruning_selector<Lhs,Rhs,ResultType,RowMajor,ColMajor,ColMajor>
+{
+  typedef typename ResultType::RealScalar RealScalar;
+  static void run(const Lhs& lhs, const Rhs& rhs, ResultType& res, const RealScalar& tolerance)
+  {
+    typedef SparseMatrix<typename Lhs::Scalar,ColMajor,typename Lhs::StorageIndex> ColMajorMatrixLhs;
+    ColMajorMatrixLhs colLhs(lhs);
+    internal::sparse_sparse_product_with_pruning_impl<ColMajorMatrixLhs,Rhs,ResultType>(colLhs, rhs, res, tolerance);
+  }
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPARSESPARSEPRODUCTWITHPRUNING_H

3party/eigen/Eigen/src/SparseCore/SparseTranspose.h

@@ -0,0 +1,92 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2015 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 { 
+
+namespace internal {
+  template<typename MatrixType,int CompressedAccess=int(MatrixType::Flags&CompressedAccessBit)>
+  class SparseTransposeImpl
+    : public SparseMatrixBase<Transpose<MatrixType> >
+  {};
+  
+  template<typename MatrixType>
+  class SparseTransposeImpl<MatrixType,CompressedAccessBit>
+    : public SparseCompressedBase<Transpose<MatrixType> >
+  {
+    typedef SparseCompressedBase<Transpose<MatrixType> > Base;
+  public:
+    using Base::derived;
+    typedef typename Base::Scalar Scalar;
+    typedef typename Base::StorageIndex StorageIndex;
+
+    inline Index nonZeros() const { return derived().nestedExpression().nonZeros(); }
+    
+    inline const Scalar* valuePtr() const { return derived().nestedExpression().valuePtr(); }
+    inline const StorageIndex* innerIndexPtr() const { return derived().nestedExpression().innerIndexPtr(); }
+    inline const StorageIndex* outerIndexPtr() const { return derived().nestedExpression().outerIndexPtr(); }
+    inline const StorageIndex* innerNonZeroPtr() const { return derived().nestedExpression().innerNonZeroPtr(); }
+
+    inline Scalar* valuePtr() { return derived().nestedExpression().valuePtr(); }
+    inline StorageIndex* innerIndexPtr() { return derived().nestedExpression().innerIndexPtr(); }
+    inline StorageIndex* outerIndexPtr() { return derived().nestedExpression().outerIndexPtr(); }
+    inline StorageIndex* innerNonZeroPtr() { return derived().nestedExpression().innerNonZeroPtr(); }
+  };
+}
+  
+template<typename MatrixType> class TransposeImpl<MatrixType,Sparse>
+  : public internal::SparseTransposeImpl<MatrixType>
+{
+  protected:
+    typedef internal::SparseTransposeImpl<MatrixType> Base;
+};
+
+namespace internal {
+  
+template<typename ArgType>
+struct unary_evaluator<Transpose<ArgType>, IteratorBased>
+  : public evaluator_base<Transpose<ArgType> >
+{
+    typedef typename evaluator<ArgType>::InnerIterator        EvalIterator;
+  public:
+    typedef Transpose<ArgType> XprType;
+    
+    inline Index nonZerosEstimate() const {
+      return m_argImpl.nonZerosEstimate();
+    }
+
+    class InnerIterator : public EvalIterator
+    {
+    public:
+      EIGEN_STRONG_INLINE InnerIterator(const unary_evaluator& unaryOp, Index outer)
+        : EvalIterator(unaryOp.m_argImpl,outer)
+      {}
+      
+      Index row() const { return EvalIterator::col(); }
+      Index col() const { return EvalIterator::row(); }
+    };
+    
+    enum {
+      CoeffReadCost = evaluator<ArgType>::CoeffReadCost,
+      Flags = XprType::Flags
+    };
+    
+    explicit unary_evaluator(const XprType& op) :m_argImpl(op.nestedExpression()) {}
+
+  protected:
+    evaluator<ArgType> m_argImpl;
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPARSETRANSPOSE_H

3party/eigen/Eigen/src/SparseCore/SparseTriangularView.h

@@ -0,0 +1,189 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009-2015 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 {
+
+/** \ingroup SparseCore_Module
+  *
+  * \brief Base class for a triangular part in a \b sparse matrix
+  *
+  * This class is an abstract base class of class TriangularView, and objects of type TriangularViewImpl cannot be instantiated.
+  * It extends class TriangularView with additional methods which are available for sparse expressions only.
+  *
+  * \sa class TriangularView, SparseMatrixBase::triangularView()
+  */
+template<typename MatrixType, unsigned int Mode> class TriangularViewImpl<MatrixType,Mode,Sparse>
+  : public SparseMatrixBase<TriangularView<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
+    };
+    
+    typedef TriangularView<MatrixType,Mode> TriangularViewType;
+    
+  protected:
+    // dummy solve function to make TriangularView happy.
+    void solve() const;
+
+    typedef SparseMatrixBase<TriangularViewType> Base;
+  public:
+    
+    EIGEN_SPARSE_PUBLIC_INTERFACE(TriangularViewType)
+    
+    typedef typename MatrixType::Nested MatrixTypeNested;
+    typedef typename internal::remove_reference<MatrixTypeNested>::type MatrixTypeNestedNonRef;
+    typedef typename internal::remove_all<MatrixTypeNested>::type MatrixTypeNestedCleaned;
+
+    template<typename RhsType, typename DstType>
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE void _solve_impl(const RhsType &rhs, DstType &dst) const {
+      if(!(internal::is_same<RhsType,DstType>::value && internal::extract_data(dst) == internal::extract_data(rhs)))
+        dst = rhs;
+      this->solveInPlace(dst);
+    }
+
+    /** Applies the inverse of \c *this to the dense vector or matrix \a other, "in-place" */
+    template<typename OtherDerived> void solveInPlace(MatrixBase<OtherDerived>& other) const;
+
+    /** Applies the inverse of \c *this to the sparse vector or matrix \a other, "in-place" */
+    template<typename OtherDerived> void solveInPlace(SparseMatrixBase<OtherDerived>& other) const;
+  
+};
+
+namespace internal {
+
+template<typename ArgType, unsigned int Mode>
+struct unary_evaluator<TriangularView<ArgType,Mode>, IteratorBased>
+ : evaluator_base<TriangularView<ArgType,Mode> >
+{
+  typedef TriangularView<ArgType,Mode> XprType;
+  
+protected:
+  
+  typedef typename XprType::Scalar Scalar;
+  typedef typename XprType::StorageIndex StorageIndex;
+  typedef typename evaluator<ArgType>::InnerIterator EvalIterator;
+  
+  enum { SkipFirst = ((Mode&Lower) && !(ArgType::Flags&RowMajorBit))
+                    || ((Mode&Upper) &&  (ArgType::Flags&RowMajorBit)),
+         SkipLast = !SkipFirst,
+         SkipDiag = (Mode&ZeroDiag) ? 1 : 0,
+         HasUnitDiag = (Mode&UnitDiag) ? 1 : 0
+  };
+  
+public:
+  
+  enum {
+    CoeffReadCost = evaluator<ArgType>::CoeffReadCost,
+    Flags = XprType::Flags
+  };
+    
+  explicit unary_evaluator(const XprType &xpr) : m_argImpl(xpr.nestedExpression()), m_arg(xpr.nestedExpression()) {}
+  
+  inline Index nonZerosEstimate() const {
+    return m_argImpl.nonZerosEstimate();
+  }
+  
+  class InnerIterator : public EvalIterator
+  {
+      typedef EvalIterator Base;
+    public:
+
+      EIGEN_STRONG_INLINE InnerIterator(const unary_evaluator& xprEval, Index outer)
+        : Base(xprEval.m_argImpl,outer), m_returnOne(false), m_containsDiag(Base::outer()<xprEval.m_arg.innerSize())
+      {
+        if(SkipFirst)
+        {
+          while((*this) && ((HasUnitDiag||SkipDiag)  ? this->index()<=outer : this->index()<outer))
+            Base::operator++();
+          if(HasUnitDiag)
+            m_returnOne = m_containsDiag;
+        }
+        else if(HasUnitDiag && ((!Base::operator bool()) || Base::index()>=Base::outer()))
+        {
+          if((!SkipFirst) && Base::operator bool())
+            Base::operator++();
+          m_returnOne = m_containsDiag;
+        }
+      }
+
+      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 = m_containsDiag;
+          }
+        }
+        return *this;
+      }
+      
+      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());
+        }
+      }
+
+//       inline Index row() const { return (ArgType::Flags&RowMajorBit ? Base::outer() : this->index()); }
+//       inline Index col() const { return (ArgType::Flags&RowMajorBit ? this->index() : Base::outer()); }
+      inline StorageIndex index() const
+      {
+        if(HasUnitDiag && m_returnOne)  return internal::convert_index<StorageIndex>(Base::outer());
+        else                            return Base::index();
+      }
+      inline Scalar value() const
+      {
+        if(HasUnitDiag && m_returnOne)  return Scalar(1);
+        else                            return Base::value();
+      }
+
+    protected:
+      bool m_returnOne;
+      bool m_containsDiag;
+    private:
+      Scalar& valueRef();
+  };
+  
+protected:
+  evaluator<ArgType> m_argImpl;
+  const ArgType& m_arg;
+};
+
+} // end namespace internal
+
+template<typename Derived>
+template<int Mode>
+inline const TriangularView<const Derived, Mode>
+SparseMatrixBase<Derived>::triangularView() const
+{
+  return TriangularView<const Derived, Mode>(derived());
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPARSE_TRIANGULARVIEW_H

3party/eigen/Eigen/src/SparseCore/SparseUtil.h

@@ -0,0 +1,186 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2014 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, =)
+
+
+#define EIGEN_SPARSE_PUBLIC_INTERFACE(Derived) \
+  EIGEN_GENERIC_PUBLIC_INTERFACE(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 _StorageIndex = int>  class SparseMatrix;
+template<typename _Scalar, int _Flags = 0, typename _StorageIndex = int>  class DynamicSparseMatrix;
+template<typename _Scalar, int _Flags = 0, typename _StorageIndex = int>  class SparseVector;
+template<typename _Scalar, int _Flags = 0, typename _StorageIndex = int>  class MappedSparseMatrix;
+
+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,int Flags> struct sparse_eval;
+
+template<typename T> struct eval<T,Sparse>
+  : sparse_eval<T, traits<T>::RowsAtCompileTime,traits<T>::ColsAtCompileTime,traits<T>::Flags>
+{};
+
+template<typename T,int Cols,int Flags> struct sparse_eval<T,1,Cols,Flags> {
+    typedef typename traits<T>::Scalar _Scalar;
+    typedef typename traits<T>::StorageIndex _StorageIndex;
+  public:
+    typedef SparseVector<_Scalar, RowMajor, _StorageIndex> type;
+};
+
+template<typename T,int Rows,int Flags> struct sparse_eval<T,Rows,1,Flags> {
+    typedef typename traits<T>::Scalar _Scalar;
+    typedef typename traits<T>::StorageIndex _StorageIndex;
+  public:
+    typedef SparseVector<_Scalar, ColMajor, _StorageIndex> type;
+};
+
+// TODO this seems almost identical to plain_matrix_type<T, Sparse>
+template<typename T,int Rows,int Cols,int Flags> struct sparse_eval {
+    typedef typename traits<T>::Scalar _Scalar;
+    typedef typename traits<T>::StorageIndex _StorageIndex;
+    enum { _Options = ((Flags&RowMajorBit)==RowMajorBit) ? RowMajor : ColMajor };
+  public:
+    typedef SparseMatrix<_Scalar, _Options, _StorageIndex> type;
+};
+
+template<typename T,int Flags> struct sparse_eval<T,1,1,Flags> {
+    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>::StorageIndex _StorageIndex;
+  enum { _Options = ((evaluator<T>::Flags&RowMajorBit)==RowMajorBit) ? RowMajor : ColMajor };
+  public:
+    typedef SparseMatrix<_Scalar, _Options, _StorageIndex> type;
+};
+
+template<typename T>
+struct plain_object_eval<T,Sparse>
+  : sparse_eval<T, traits<T>::RowsAtCompileTime,traits<T>::ColsAtCompileTime, evaluator<T>::Flags>
+{};
+
+template<typename Decomposition, typename RhsType>
+struct solve_traits<Decomposition,RhsType,Sparse>
+{
+  typedef typename sparse_eval<RhsType, RhsType::RowsAtCompileTime, RhsType::ColsAtCompileTime,traits<RhsType>::Flags>::type PlainObject;
+};
+
+template<typename Derived>
+struct generic_xpr_base<Derived, MatrixXpr, Sparse>
+{
+  typedef SparseMatrixBase<Derived> type;
+};
+
+struct SparseTriangularShape  { static std::string debugName() { return "SparseTriangularShape"; } };
+struct SparseSelfAdjointShape { static std::string debugName() { return "SparseSelfAdjointShape"; } };
+
+template<> struct glue_shapes<SparseShape,SelfAdjointShape> { typedef SparseSelfAdjointShape type;  };
+template<> struct glue_shapes<SparseShape,TriangularShape > { typedef SparseTriangularShape  type;  };
+
+// return type of SparseCompressedBase::lower_bound;
+struct LowerBoundIndex {
+  LowerBoundIndex() : value(-1), found(false) {}
+  LowerBoundIndex(Index val, bool ok) : value(val), found(ok) {}
+  Index value;
+  bool found;
+};
+
+} // 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 StorageIndex=typename SparseMatrix<Scalar>::StorageIndex >
+class Triplet
+{
+public:
+  Triplet() : m_row(0), m_col(0), m_value(0) {}
+
+  Triplet(const StorageIndex& i, const StorageIndex& j, const Scalar& v = Scalar(0))
+    : m_row(i), m_col(j), m_value(v)
+  {}
+
+  /** \returns the row index of the element */
+  const StorageIndex& row() const { return m_row; }
+
+  /** \returns the column index of the element */
+  const StorageIndex& col() const { return m_col; }
+
+  /** \returns the value of the element */
+  const Scalar& value() const { return m_value; }
+protected:
+  StorageIndex m_row, m_col;
+  Scalar m_value;
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPARSEUTIL_H

3party/eigen/Eigen/src/SparseCore/SparseVector.h

@@ -0,0 +1,478 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2015 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 TopicCustomizing_Plugins by defining the preprocessor symbol \c EIGEN_SPARSEVECTOR_PLUGIN.
+  */
+
+namespace internal {
+template<typename _Scalar, int _Options, typename _StorageIndex>
+struct traits<SparseVector<_Scalar, _Options, _StorageIndex> >
+{
+  typedef _Scalar Scalar;
+  typedef _StorageIndex StorageIndex;
+  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) | CompressedAccessBit,
+    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 _StorageIndex>
+class SparseVector
+  : public SparseCompressedBase<SparseVector<_Scalar, _Options, _StorageIndex> >
+{
+    typedef SparseCompressedBase<SparseVector> Base;
+    using Base::convert_index;
+  public:
+    EIGEN_SPARSE_PUBLIC_INTERFACE(SparseVector)
+    EIGEN_SPARSE_INHERIT_ASSIGNMENT_OPERATOR(SparseVector, +=)
+    EIGEN_SPARSE_INHERIT_ASSIGNMENT_OPERATOR(SparseVector, -=)
+    
+    typedef internal::CompressedStorage<Scalar,StorageIndex> 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 StorageIndex* innerIndexPtr() const { return m_data.indexPtr(); }
+    EIGEN_STRONG_INLINE StorageIndex* innerIndexPtr() { return m_data.indexPtr(); }
+
+    inline const StorageIndex* outerIndexPtr() const { return 0; }
+    inline StorageIndex* outerIndexPtr() { return 0; }
+    inline const StorageIndex* innerNonZeroPtr() const { return 0; }
+    inline StorageIndex* innerNonZeroPtr() { return 0; }
+    
+    /** \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(StorageIndex(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 coeffRef(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(StorageIndex(i));
+    }
+
+  public:
+
+    typedef typename Base::InnerIterator InnerIterator;
+    typedef typename Base::ReverseInnerIterator ReverseInnerIterator;
+
+    inline void setZero() { m_data.clear(); }
+
+    /** \returns the number of non zero coefficients */
+    inline Index nonZeros() const  { return 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);
+    }
+    
+    Scalar& insertBackByOuterInnerUnordered(Index outer, Index inner)
+    {
+      EIGEN_UNUSED_VARIABLE(outer);
+      eigen_assert(outer==0);
+      return insertBackUnordered(inner);
+    }
+    inline Scalar& insertBackUnordered(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) = convert_index(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() {}
+
+    /** \copydoc SparseMatrix::prune(const Scalar&,const RealScalar&) */
+    void prune(const Scalar& reference, const RealScalar& epsilon = NumTraits<RealScalar>::dummy_precision())
+    {
+      m_data.prune(reference,epsilon);
+    }
+
+    /** Resizes the sparse vector to \a rows x \a cols
+      *
+      * This method is provided for compatibility with matrices.
+      * For a column vector, \a cols must be equal to 1.
+      * For a row vector, \a rows must be equal to 1.
+      *
+      * \sa resize(Index)
+      */
+    void resize(Index rows, Index cols)
+    {
+      eigen_assert((IsColVector ? cols : rows)==1 && "Outer dimension must equal 1");
+      resize(IsColVector ? rows : cols);
+    }
+
+    /** Resizes the sparse vector to \a newSize
+      * This method deletes all entries, thus leaving an empty sparse vector
+      *
+      * \sa  conservativeResize(), setZero() */
+    void resize(Index newSize)
+    {
+      m_size = newSize;
+      m_data.clear();
+    }
+
+    /** Resizes the sparse vector to \a newSize, while leaving old values untouched.
+      *
+      * If the size of the vector is decreased, then the storage of the out-of bounds coefficients is kept and reserved.
+      * Call .data().squeeze() to free extra memory.
+      *
+      * \sa reserve(), setZero()
+      */
+    void conservativeResize(Index newSize)
+    {
+      if (newSize < m_size)
+      {
+        Index i = 0;
+        while (i<m_data.size() && m_data.index(i)<newSize) ++i;
+        m_data.resize(i);
+      }
+      m_size = newSize;
+    }
+
+    void resizeNonZeros(Index size) { m_data.resize(size); }
+
+    inline SparseVector() : m_size(0) { check_template_parameters(); resize(0); }
+
+    explicit 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)
+    {
+      #ifdef EIGEN_SPARSE_CREATE_TEMPORARY_PLUGIN
+        EIGEN_SPARSE_CREATE_TEMPORARY_PLUGIN
+      #endif
+      check_template_parameters();
+      *this = other.derived();
+    }
+
+    inline SparseVector(const SparseVector& other)
+      : Base(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 swapping 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);
+    }
+
+    template<int OtherOptions>
+    inline void swap(SparseMatrix<Scalar,OtherOptions,StorageIndex>& other)
+    {
+      eigen_assert(other.outerSize()==1);
+      std::swap(m_size, other.m_innerSize);
+      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<StorageIndex>::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;
+};
+
+namespace internal {
+
+template<typename _Scalar, int _Options, typename _Index>
+struct evaluator<SparseVector<_Scalar,_Options,_Index> >
+  : evaluator_base<SparseVector<_Scalar,_Options,_Index> >
+{
+  typedef SparseVector<_Scalar,_Options,_Index> SparseVectorType;
+  typedef evaluator_base<SparseVectorType> Base;
+  typedef typename SparseVectorType::InnerIterator InnerIterator;
+  typedef typename SparseVectorType::ReverseInnerIterator ReverseInnerIterator;
+  
+  enum {
+    CoeffReadCost = NumTraits<_Scalar>::ReadCost,
+    Flags = SparseVectorType::Flags
+  };
+
+  evaluator() : Base() {}
+  
+  explicit evaluator(const SparseVectorType &mat) : m_matrix(&mat)
+  {
+    EIGEN_INTERNAL_CHECK_COST_VALUE(CoeffReadCost);
+  }
+  
+  inline Index nonZerosEstimate() const {
+    return m_matrix->nonZeros();
+  }
+  
+  operator SparseVectorType&() { return m_matrix->const_cast_derived(); }
+  operator const SparseVectorType&() const { return *m_matrix; }
+  
+  const SparseVectorType *m_matrix;
+};
+
+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());
+    typedef internal::evaluator<Src> SrcEvaluatorType;
+    SrcEvaluatorType srcEval(src);
+    for(typename SrcEvaluatorType::InnerIterator it(srcEval, 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());
+    typedef internal::evaluator<Src> SrcEvaluatorType;
+    SrcEvaluatorType srcEval(src);
+    for(Index i=0; i<src.size(); ++i)
+    {
+      typename SrcEvaluatorType::InnerIterator it(srcEval, 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

3party/eigen/Eigen/src/SparseCore/SparseView.h

@@ -0,0 +1,254 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2011-2014 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::StorageIndex StorageIndex;
+  typedef Sparse StorageKind;
+  enum {
+    Flags = int(traits<MatrixType>::Flags) & (RowMajorBit)
+  };
+};
+
+} // end namespace internal
+
+/** \ingroup SparseCore_Module
+  * \class SparseView
+  *
+  * \brief Expression of a dense or sparse matrix with zero or too small values removed
+  *
+  * \tparam MatrixType the type of the object of which we are removing the small entries
+  *
+  * This class represents an expression of a given dense or sparse matrix with
+  * entries smaller than \c reference * \c epsilon are removed.
+  * It is the return type of MatrixBase::sparseView() and SparseMatrixBase::pruned()
+  * and most of the time this is the only way it is used.
+  *
+  * \sa MatrixBase::sparseView(), SparseMatrixBase::pruned()
+  */
+template<typename MatrixType>
+class SparseView : public SparseMatrixBase<SparseView<MatrixType> >
+{
+  typedef typename MatrixType::Nested MatrixTypeNested;
+  typedef typename internal::remove_all<MatrixTypeNested>::type _MatrixTypeNested;
+  typedef SparseMatrixBase<SparseView > Base;
+public:
+  EIGEN_SPARSE_PUBLIC_INTERFACE(SparseView)
+  typedef typename internal::remove_all<MatrixType>::type NestedExpression;
+
+  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) {}
+
+  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(); }
+  
+  /** \returns the nested expression */
+  const typename internal::remove_all<MatrixTypeNested>::type&
+  nestedExpression() const { return m_matrix; }
+  
+  Scalar reference() const { return m_reference; }
+  RealScalar epsilon() const { return m_epsilon; }
+  
+protected:
+  MatrixTypeNested m_matrix;
+  Scalar m_reference;
+  RealScalar m_epsilon;
+};
+
+namespace internal {
+
+// TODO find a way to unify the two following variants
+// This is tricky because implementing an inner iterator on top of an IndexBased evaluator is
+// not easy because the evaluators do not expose the sizes of the underlying expression.
+  
+template<typename ArgType>
+struct unary_evaluator<SparseView<ArgType>, IteratorBased>
+  : public evaluator_base<SparseView<ArgType> >
+{
+    typedef typename evaluator<ArgType>::InnerIterator EvalIterator;
+  public:
+    typedef SparseView<ArgType> XprType;
+    
+    class InnerIterator : public EvalIterator
+    {
+      protected:
+        typedef typename XprType::Scalar Scalar;
+      public:
+
+        EIGEN_STRONG_INLINE InnerIterator(const unary_evaluator& sve, Index outer)
+          : EvalIterator(sve.m_argImpl,outer), m_view(sve.m_view)
+        {
+          incrementToNonZero();
+        }
+
+        EIGEN_STRONG_INLINE InnerIterator& operator++()
+        {
+          EvalIterator::operator++();
+          incrementToNonZero();
+          return *this;
+        }
+
+        using EvalIterator::value;
+
+      protected:
+        const XprType &m_view;
+
+      private:
+        void incrementToNonZero()
+        {
+          while((bool(*this)) && internal::isMuchSmallerThan(value(), m_view.reference(), m_view.epsilon()))
+          {
+            EvalIterator::operator++();
+          }
+        }
+    };
+    
+    enum {
+      CoeffReadCost = evaluator<ArgType>::CoeffReadCost,
+      Flags = XprType::Flags
+    };
+    
+    explicit unary_evaluator(const XprType& xpr) : m_argImpl(xpr.nestedExpression()), m_view(xpr) {}
+
+  protected:
+    evaluator<ArgType> m_argImpl;
+    const XprType &m_view;
+};
+
+template<typename ArgType>
+struct unary_evaluator<SparseView<ArgType>, IndexBased>
+  : public evaluator_base<SparseView<ArgType> >
+{
+  public:
+    typedef SparseView<ArgType> XprType;
+  protected:
+    enum { IsRowMajor = (XprType::Flags&RowMajorBit)==RowMajorBit };
+    typedef typename XprType::Scalar Scalar;
+    typedef typename XprType::StorageIndex StorageIndex;
+  public:
+    
+    class InnerIterator
+    {
+      public:
+
+        EIGEN_STRONG_INLINE InnerIterator(const unary_evaluator& sve, Index outer)
+          : m_sve(sve), m_inner(0), m_outer(outer), m_end(sve.m_view.innerSize())
+        {
+          incrementToNonZero();
+        }
+
+        EIGEN_STRONG_INLINE InnerIterator& operator++()
+        {
+          m_inner++;
+          incrementToNonZero();
+          return *this;
+        }
+
+        EIGEN_STRONG_INLINE Scalar value() const
+        {
+          return (IsRowMajor) ? m_sve.m_argImpl.coeff(m_outer, m_inner)
+                              : m_sve.m_argImpl.coeff(m_inner, m_outer);
+        }
+
+        EIGEN_STRONG_INLINE StorageIndex index() const { return m_inner; }
+        inline Index row() const { return IsRowMajor ? m_outer : index(); }
+        inline Index col() const { return IsRowMajor ? index() : m_outer; }
+
+        EIGEN_STRONG_INLINE operator bool() const { return m_inner < m_end && m_inner>=0; }
+
+      protected:
+        const unary_evaluator &m_sve;
+        Index m_inner;
+        const Index m_outer;
+        const Index m_end;
+
+      private:
+        void incrementToNonZero()
+        {
+          while((bool(*this)) && internal::isMuchSmallerThan(value(), m_sve.m_view.reference(), m_sve.m_view.epsilon()))
+          {
+            m_inner++;
+          }
+        }
+    };
+    
+    enum {
+      CoeffReadCost = evaluator<ArgType>::CoeffReadCost,
+      Flags = XprType::Flags
+    };
+    
+    explicit unary_evaluator(const XprType& xpr) : m_argImpl(xpr.nestedExpression()), m_view(xpr) {}
+
+  protected:
+    evaluator<ArgType> m_argImpl;
+    const XprType &m_view;
+};
+
+} // end namespace internal
+
+/** \ingroup SparseCore_Module
+  *
+  * \returns a sparse expression of the dense expression \c *this with values smaller than
+  * \a reference * \a epsilon removed.
+  *
+  * This method is typically used when prototyping to convert a quickly assembled dense Matrix \c D to a SparseMatrix \c S:
+  * \code
+  * MatrixXd D(n,m);
+  * SparseMatrix<double> S;
+  * S = D.sparseView();             // suppress numerical zeros (exact)
+  * S = D.sparseView(reference);
+  * S = D.sparseView(reference,epsilon);
+  * \endcode
+  * where \a reference is a meaningful non zero reference value,
+  * and \a epsilon is a tolerance factor defaulting to NumTraits<Scalar>::dummy_precision().
+  *
+  * \sa SparseMatrixBase::pruned(), class SparseView */
+template<typename Derived>
+const SparseView<Derived> MatrixBase<Derived>::sparseView(const Scalar& reference,
+                                                          const typename NumTraits<Scalar>::Real& epsilon) const
+{
+  return SparseView<Derived>(derived(), reference, epsilon);
+}
+
+/** \returns an expression of \c *this with values smaller than
+  * \a reference * \a epsilon removed.
+  *
+  * This method is typically used in conjunction with the product of two sparse matrices
+  * to automatically prune the smallest values as follows:
+  * \code
+  * C = (A*B).pruned();             // suppress 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>
+const SparseView<Derived>
+SparseMatrixBase<Derived>::pruned(const Scalar& reference,
+                                  const RealScalar& epsilon) const
+{
+  return SparseView<Derived>(derived(), reference, epsilon);
+}
+
+} // end namespace Eigen
+
+#endif

3party/eigen/Eigen/src/SparseCore/TriangularSolver.h

@@ -0,0 +1,315 @@
+// 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;
+  typedef evaluator<Lhs> LhsEval;
+  typedef typename evaluator<Lhs>::InnerIterator LhsIterator;
+  static void run(const Lhs& lhs, Rhs& other)
+  {
+    LhsEval lhsEval(lhs);
+    for(Index col=0 ; col<other.cols() ; ++col)
+    {
+      for(Index i=0; i<lhs.rows(); ++i)
+      {
+        Scalar tmp = other.coeff(i,col);
+        Scalar lastVal(0);
+        Index lastIndex = 0;
+        for(LhsIterator it(lhsEval, 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;
+  typedef evaluator<Lhs> LhsEval;
+  typedef typename evaluator<Lhs>::InnerIterator LhsIterator;
+  static void run(const Lhs& lhs, Rhs& other)
+  {
+    LhsEval lhsEval(lhs);
+    for(Index col=0 ; col<other.cols() ; ++col)
+    {
+      for(Index i=lhs.rows()-1 ; i>=0 ; --i)
+      {
+        Scalar tmp = other.coeff(i,col);
+        Scalar l_ii(0);
+        LhsIterator it(lhsEval, 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;
+  typedef evaluator<Lhs> LhsEval;
+  typedef typename evaluator<Lhs>::InnerIterator LhsIterator;
+  static void run(const Lhs& lhs, Rhs& other)
+  {
+    LhsEval lhsEval(lhs);
+    for(Index col=0 ; col<other.cols() ; ++col)
+    {
+      for(Index i=0; i<lhs.cols(); ++i)
+      {
+        Scalar& tmp = other.coeffRef(i,col);
+        if (tmp!=Scalar(0)) // optimization when other is actually sparse
+        {
+          LhsIterator it(lhsEval, 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;
+  typedef evaluator<Lhs> LhsEval;
+  typedef typename evaluator<Lhs>::InnerIterator LhsIterator;
+  static void run(const Lhs& lhs, Rhs& other)
+  {
+    LhsEval lhsEval(lhs);
+    for(Index col=0 ; col<other.cols() ; ++col)
+    {
+      for(Index 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
+            LhsIterator it(lhsEval, i);
+            while(it && it.index()!=i)
+              ++it;
+            eigen_assert(it && it.index()==i);
+            other.coeffRef(i,col) /= it.value();
+          }
+          LhsIterator it(lhsEval, i);
+          for(; it && it.index()<i; ++it)
+            other.coeffRef(it.index(), col) -= tmp * it.value();
+        }
+      }
+    }
+  }
+};
+
+} // end namespace internal
+
+#ifndef EIGEN_PARSED_BY_DOXYGEN
+
+template<typename ExpressionType,unsigned int Mode>
+template<typename OtherDerived>
+void TriangularViewImpl<ExpressionType,Mode,Sparse>::solveInPlace(MatrixBase<OtherDerived>& other) const
+{
+  eigen_assert(derived().cols() == derived().rows() && derived().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(derived().nestedExpression(), otherCopy);
+
+  if (copy)
+    other = otherCopy;
+}
+#endif
+
+// 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>::StorageIndex,
+                                      typename traits<Rhs>::StorageIndex>::type StorageIndex;
+  static void run(const Lhs& lhs, Rhs& other)
+  {
+    const bool IsLower = (UpLo==Lower);
+    AmbiVector<Scalar,StorageIndex> tempVector(other.rows()*2);
+    tempVector.setBounds(0,other.rows());
+
+    Rhs res(other.rows(), other.cols());
+    res.reserve(other.nonZeros());
+
+    for(Index 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(Index 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();
+          }
+        }
+      }
+
+
+      Index count = 0;
+      // FIXME compute a reference value to filter zeros
+      for (typename AmbiVector<Scalar,StorageIndex>::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
+
+#ifndef EIGEN_PARSED_BY_DOXYGEN
+template<typename ExpressionType,unsigned int Mode>
+template<typename OtherDerived>
+void TriangularViewImpl<ExpressionType,Mode,Sparse>::solveInPlace(SparseMatrixBase<OtherDerived>& other) const
+{
+  eigen_assert(derived().cols() == derived().rows() && derived().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(derived().nestedExpression(), other.derived());
+
+//   if (copy)
+//     other = otherCopy;
+}
+#endif
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPARSETRIANGULARSOLVER_H