Squashed 'third_party/eigen/' content from commit 61d72f6

Change-Id: Iccc90fa0b55ab44037f018046d2fcffd90d9d025
git-subtree-dir: third_party/eigen
git-subtree-split: 61d72f6383cfa842868c53e30e087b0258177257
diff --git a/Eigen/src/misc/SparseSolve.h b/Eigen/src/misc/SparseSolve.h
new file mode 100644
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--- /dev/null
+++ b/Eigen/src/misc/SparseSolve.h
@@ -0,0 +1,128 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2010 Gael Guennebaud <gael.guennebaud@inria.fr>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_SPARSE_SOLVE_H
+#define EIGEN_SPARSE_SOLVE_H
+
+namespace Eigen { 
+
+namespace internal {
+
+template<typename _DecompositionType, typename Rhs> struct sparse_solve_retval_base;
+template<typename _DecompositionType, typename Rhs> struct sparse_solve_retval;
+  
+template<typename DecompositionType, typename Rhs>
+struct traits<sparse_solve_retval_base<DecompositionType, Rhs> >
+{
+  typedef typename DecompositionType::MatrixType MatrixType;
+  typedef SparseMatrix<typename Rhs::Scalar, Rhs::Options, typename Rhs::Index> ReturnType;
+};
+
+template<typename _DecompositionType, typename Rhs> struct sparse_solve_retval_base
+ : public ReturnByValue<sparse_solve_retval_base<_DecompositionType, Rhs> >
+{
+  typedef typename remove_all<typename Rhs::Nested>::type RhsNestedCleaned;
+  typedef _DecompositionType DecompositionType;
+  typedef ReturnByValue<sparse_solve_retval_base> Base;
+  typedef typename Base::Index Index;
+
+  sparse_solve_retval_base(const DecompositionType& dec, const Rhs& rhs)
+    : m_dec(dec), m_rhs(rhs)
+  {}
+
+  inline Index rows() const { return m_dec.cols(); }
+  inline Index cols() const { return m_rhs.cols(); }
+  inline const DecompositionType& dec() const { return m_dec; }
+  inline const RhsNestedCleaned& rhs() const { return m_rhs; }
+
+  template<typename Dest> inline void evalTo(Dest& dst) const
+  {
+    static_cast<const sparse_solve_retval<DecompositionType,Rhs>*>(this)->evalTo(dst);
+  }
+
+  protected:
+    template<typename DestScalar, int DestOptions, typename DestIndex>
+    inline void defaultEvalTo(SparseMatrix<DestScalar,DestOptions,DestIndex>& dst) const
+    {
+      // we process the sparse rhs per block of NbColsAtOnce columns temporarily stored into a dense matrix.
+      static const int NbColsAtOnce = 4;
+      int rhsCols = m_rhs.cols();
+      int size = m_rhs.rows();
+      Eigen::Matrix<DestScalar,Dynamic,Dynamic> tmp(size,rhsCols);
+      Eigen::Matrix<DestScalar,Dynamic,Dynamic> tmpX(size,rhsCols);
+      for(int k=0; k<rhsCols; k+=NbColsAtOnce)
+      {
+        int actualCols = std::min<int>(rhsCols-k, NbColsAtOnce);
+        tmp.leftCols(actualCols) = m_rhs.middleCols(k,actualCols);
+        tmpX.leftCols(actualCols) = m_dec.solve(tmp.leftCols(actualCols));
+        dst.middleCols(k,actualCols) = tmpX.leftCols(actualCols).sparseView();
+      }
+    }
+    const DecompositionType& m_dec;
+    typename Rhs::Nested m_rhs;
+};
+
+#define EIGEN_MAKE_SPARSE_SOLVE_HELPERS(DecompositionType,Rhs) \
+  typedef typename DecompositionType::MatrixType MatrixType; \
+  typedef typename MatrixType::Scalar Scalar; \
+  typedef typename MatrixType::RealScalar RealScalar; \
+  typedef typename MatrixType::Index Index; \
+  typedef Eigen::internal::sparse_solve_retval_base<DecompositionType,Rhs> Base; \
+  using Base::dec; \
+  using Base::rhs; \
+  using Base::rows; \
+  using Base::cols; \
+  sparse_solve_retval(const DecompositionType& dec, const Rhs& rhs) \
+    : Base(dec, rhs) {}
+
+
+
+template<typename DecompositionType, typename Rhs, typename Guess> struct solve_retval_with_guess;
+
+template<typename DecompositionType, typename Rhs, typename Guess>
+struct traits<solve_retval_with_guess<DecompositionType, Rhs, Guess> >
+{
+  typedef typename DecompositionType::MatrixType MatrixType;
+  typedef Matrix<typename Rhs::Scalar,
+                 MatrixType::ColsAtCompileTime,
+                 Rhs::ColsAtCompileTime,
+                 Rhs::PlainObject::Options,
+                 MatrixType::MaxColsAtCompileTime,
+                 Rhs::MaxColsAtCompileTime> ReturnType;
+};
+
+template<typename DecompositionType, typename Rhs, typename Guess> struct solve_retval_with_guess
+ : public ReturnByValue<solve_retval_with_guess<DecompositionType, Rhs, Guess> >
+{
+  typedef typename DecompositionType::Index Index;
+
+  solve_retval_with_guess(const DecompositionType& dec, const Rhs& rhs, const Guess& guess)
+    : m_dec(dec), m_rhs(rhs), m_guess(guess)
+  {}
+
+  inline Index rows() const { return m_dec.cols(); }
+  inline Index cols() const { return m_rhs.cols(); }
+
+  template<typename Dest> inline void evalTo(Dest& dst) const
+  {
+    dst = m_guess;
+    m_dec._solveWithGuess(m_rhs,dst);
+  }
+
+  protected:
+    const DecompositionType& m_dec;
+    const typename Rhs::Nested m_rhs;
+    const typename Guess::Nested m_guess;
+};
+
+} // namepsace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_SPARSE_SOLVE_H