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/conjugate_gradient.cpp b/test/conjugate_gradient.cpp
new file mode 100644
index 0000000..019cc4d
--- /dev/null
+++ b/test/conjugate_gradient.cpp
@@ -0,0 +1,32 @@
+// 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/IterativeLinearSolvers>
+
+template<typename T> void test_conjugate_gradient_T()
+{
+  ConjugateGradient<SparseMatrix<T>, Lower      > cg_colmajor_lower_diag;
+  ConjugateGradient<SparseMatrix<T>, Upper      > cg_colmajor_upper_diag;
+  ConjugateGradient<SparseMatrix<T>, Lower|Upper> cg_colmajor_loup_diag;
+  ConjugateGradient<SparseMatrix<T>, Lower, IdentityPreconditioner> cg_colmajor_lower_I;
+  ConjugateGradient<SparseMatrix<T>, Upper, IdentityPreconditioner> cg_colmajor_upper_I;
+
+  CALL_SUBTEST( check_sparse_spd_solving(cg_colmajor_lower_diag)  );
+  CALL_SUBTEST( check_sparse_spd_solving(cg_colmajor_upper_diag)  );
+  CALL_SUBTEST( check_sparse_spd_solving(cg_colmajor_loup_diag)   );
+  CALL_SUBTEST( check_sparse_spd_solving(cg_colmajor_lower_I)     );
+  CALL_SUBTEST( check_sparse_spd_solving(cg_colmajor_upper_I)     );
+}
+
+void test_conjugate_gradient()
+{
+  CALL_SUBTEST_1(test_conjugate_gradient_T<double>());
+  CALL_SUBTEST_2(test_conjugate_gradient_T<std::complex<double> >());
+}