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

Change-Id: Iccc90fa0b55ab44037f018046d2fcffd90d9d025
git-subtree-dir: third_party/eigen
git-subtree-split: 61d72f6383cfa842868c53e30e087b0258177257
diff --git a/test/cholmod_support.cpp b/test/cholmod_support.cpp
new file mode 100644
index 0000000..8f8be3c
--- /dev/null
+++ b/test/cholmod_support.cpp
@@ -0,0 +1,56 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2011 Gael Guennebaud <g.gael@free.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/.
+
+#include "sparse_solver.h"
+
+#include <Eigen/CholmodSupport>
+
+template<typename T> void test_cholmod_T()
+{
+  CholmodDecomposition<SparseMatrix<T>, Lower> g_chol_colmajor_lower; g_chol_colmajor_lower.setMode(CholmodSupernodalLLt);
+  CholmodDecomposition<SparseMatrix<T>, Upper> g_chol_colmajor_upper; g_chol_colmajor_upper.setMode(CholmodSupernodalLLt);
+  CholmodDecomposition<SparseMatrix<T>, Lower> g_llt_colmajor_lower;  g_llt_colmajor_lower.setMode(CholmodSimplicialLLt);
+  CholmodDecomposition<SparseMatrix<T>, Upper> g_llt_colmajor_upper;  g_llt_colmajor_upper.setMode(CholmodSimplicialLLt);
+  CholmodDecomposition<SparseMatrix<T>, Lower> g_ldlt_colmajor_lower; g_ldlt_colmajor_lower.setMode(CholmodLDLt);
+  CholmodDecomposition<SparseMatrix<T>, Upper> g_ldlt_colmajor_upper; g_ldlt_colmajor_upper.setMode(CholmodLDLt);
+  
+  CholmodSupernodalLLT<SparseMatrix<T>, Lower> chol_colmajor_lower;
+  CholmodSupernodalLLT<SparseMatrix<T>, Upper> chol_colmajor_upper;
+  CholmodSimplicialLLT<SparseMatrix<T>, Lower> llt_colmajor_lower;
+  CholmodSimplicialLLT<SparseMatrix<T>, Upper> llt_colmajor_upper;
+  CholmodSimplicialLDLT<SparseMatrix<T>, Lower> ldlt_colmajor_lower;
+  CholmodSimplicialLDLT<SparseMatrix<T>, Upper> ldlt_colmajor_upper;
+
+  check_sparse_spd_solving(g_chol_colmajor_lower);
+  check_sparse_spd_solving(g_chol_colmajor_upper);
+  check_sparse_spd_solving(g_llt_colmajor_lower);
+  check_sparse_spd_solving(g_llt_colmajor_upper);
+  check_sparse_spd_solving(g_ldlt_colmajor_lower);
+  check_sparse_spd_solving(g_ldlt_colmajor_upper);
+  
+  check_sparse_spd_solving(chol_colmajor_lower);
+  check_sparse_spd_solving(chol_colmajor_upper);
+  check_sparse_spd_solving(llt_colmajor_lower);
+  check_sparse_spd_solving(llt_colmajor_upper);
+  check_sparse_spd_solving(ldlt_colmajor_lower);
+  check_sparse_spd_solving(ldlt_colmajor_upper);
+  
+//  check_sparse_spd_determinant(chol_colmajor_lower);
+//  check_sparse_spd_determinant(chol_colmajor_upper);
+//  check_sparse_spd_determinant(llt_colmajor_lower);
+//  check_sparse_spd_determinant(llt_colmajor_upper);
+//  check_sparse_spd_determinant(ldlt_colmajor_lower);
+//  check_sparse_spd_determinant(ldlt_colmajor_upper);
+}
+
+void test_cholmod_support()
+{
+  CALL_SUBTEST_1(test_cholmod_T<double>());
+  CALL_SUBTEST_2(test_cholmod_T<std::complex<double> >());
+}