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/eigen2/sparse.h b/test/eigen2/sparse.h
new file mode 100644
index 0000000..e12f899
--- /dev/null
+++ b/test/eigen2/sparse.h
@@ -0,0 +1,154 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra. Eigen itself is part of the KDE project.
+//
+// Copyright (C) 2008 Daniel Gomez Ferro <dgomezferro@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_TESTSPARSE_H
+
+#include "main.h"
+
+#if EIGEN_GNUC_AT_LEAST(4,0) && !defined __ICC
+#include <tr1/unordered_map>
+#define EIGEN_UNORDERED_MAP_SUPPORT
+namespace std {
+  using std::tr1::unordered_map;
+}
+#endif
+
+#ifdef EIGEN_GOOGLEHASH_SUPPORT
+  #include <google/sparse_hash_map>
+#endif
+
+#include <Eigen/Cholesky>
+#include <Eigen/LU>
+#include <Eigen/Sparse>
+
+enum {
+  ForceNonZeroDiag = 1,
+  MakeLowerTriangular = 2,
+  MakeUpperTriangular = 4,
+  ForceRealDiag = 8
+};
+
+/* Initializes both a sparse and dense matrix with same random values,
+ * and a ratio of \a density non zero entries.
+ * \param flags is a union of ForceNonZeroDiag, MakeLowerTriangular and MakeUpperTriangular
+ *        allowing to control the shape of the matrix.
+ * \param zeroCoords and nonzeroCoords allows to get the coordinate lists of the non zero,
+ *        and zero coefficients respectively.
+ */
+template<typename Scalar> void
+initSparse(double density,
+           Matrix<Scalar,Dynamic,Dynamic>& refMat,
+           SparseMatrix<Scalar>& sparseMat,
+           int flags = 0,
+           std::vector<Vector2i>* zeroCoords = 0,
+           std::vector<Vector2i>* nonzeroCoords = 0)
+{
+  sparseMat.startFill(int(refMat.rows()*refMat.cols()*density));
+  for(int j=0; j<refMat.cols(); j++)
+  {
+    for(int i=0; i<refMat.rows(); i++)
+    {
+      Scalar v = (ei_random<double>(0,1) < density) ? ei_random<Scalar>() : Scalar(0);
+      if ((flags&ForceNonZeroDiag) && (i==j))
+      {
+        v = ei_random<Scalar>()*Scalar(3.);
+        v = v*v + Scalar(5.);
+      }
+      if ((flags & MakeLowerTriangular) && j>i)
+        v = Scalar(0);
+      else if ((flags & MakeUpperTriangular) && j<i)
+        v = Scalar(0);
+      
+      if ((flags&ForceRealDiag) && (i==j))
+        v = ei_real(v);
+        
+      if (v!=Scalar(0))
+      {
+        sparseMat.fill(i,j) = v;
+        if (nonzeroCoords)
+          nonzeroCoords->push_back(Vector2i(i,j));
+      }
+      else if (zeroCoords)
+      {
+        zeroCoords->push_back(Vector2i(i,j));
+      }
+      refMat(i,j) = v;
+    }
+  }
+  sparseMat.endFill();
+}
+
+template<typename Scalar> void
+initSparse(double density,
+           Matrix<Scalar,Dynamic,Dynamic>& refMat,
+           DynamicSparseMatrix<Scalar>& sparseMat,
+           int flags = 0,
+           std::vector<Vector2i>* zeroCoords = 0,
+           std::vector<Vector2i>* nonzeroCoords = 0)
+{
+  sparseMat.startFill(int(refMat.rows()*refMat.cols()*density));
+  for(int j=0; j<refMat.cols(); j++)
+  {
+    for(int i=0; i<refMat.rows(); i++)
+    {
+      Scalar v = (ei_random<double>(0,1) < density) ? ei_random<Scalar>() : Scalar(0);
+      if ((flags&ForceNonZeroDiag) && (i==j))
+      {
+        v = ei_random<Scalar>()*Scalar(3.);
+        v = v*v + Scalar(5.);
+      }
+      if ((flags & MakeLowerTriangular) && j>i)
+        v = Scalar(0);
+      else if ((flags & MakeUpperTriangular) && j<i)
+        v = Scalar(0);
+      
+      if ((flags&ForceRealDiag) && (i==j))
+        v = ei_real(v);
+        
+      if (v!=Scalar(0))
+      {
+        sparseMat.fill(i,j) = v;
+        if (nonzeroCoords)
+          nonzeroCoords->push_back(Vector2i(i,j));
+      }
+      else if (zeroCoords)
+      {
+        zeroCoords->push_back(Vector2i(i,j));
+      }
+      refMat(i,j) = v;
+    }
+  }
+  sparseMat.endFill();
+}
+
+template<typename Scalar> void
+initSparse(double density,
+           Matrix<Scalar,Dynamic,1>& refVec,
+           SparseVector<Scalar>& sparseVec,
+           std::vector<int>* zeroCoords = 0,
+           std::vector<int>* nonzeroCoords = 0)
+{
+  sparseVec.reserve(int(refVec.size()*density));
+  sparseVec.setZero();
+  for(int i=0; i<refVec.size(); i++)
+  {
+    Scalar v = (ei_random<double>(0,1) < density) ? ei_random<Scalar>() : Scalar(0);
+    if (v!=Scalar(0))
+    {
+      sparseVec.fill(i) = v;
+      if (nonzeroCoords)
+        nonzeroCoords->push_back(i);
+    }
+    else if (zeroCoords)
+        zeroCoords->push_back(i);
+    refVec[i] = v;
+  }
+}
+
+#endif // EIGEN_TESTSPARSE_H