Squashed 'third_party/eigen/' changes from 61d72f6..cf794d3


Change-Id: I9b814151b01f49af6337a8605d0c42a3a1ed4c72
git-subtree-dir: third_party/eigen
git-subtree-split: cf794d3b741a6278df169e58461f8529f43bce5d
diff --git a/Eigen/Cholesky b/Eigen/Cholesky
index f727f5d..1332b54 100644
--- a/Eigen/Cholesky
+++ b/Eigen/Cholesky
@@ -1,7 +1,15 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// 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_CHOLESKY_MODULE_H
 #define EIGEN_CHOLESKY_MODULE_H
 
 #include "Core"
+#include "Jacobi"
 
 #include "src/Core/util/DisableStupidWarnings.h"
 
@@ -10,20 +18,26 @@
   *
   *
   * This module provides two variants of the Cholesky decomposition for selfadjoint (hermitian) matrices.
-  * Those decompositions are accessible via the following MatrixBase methods:
-  *  - MatrixBase::llt(),
+  * Those decompositions are also accessible via the following methods:
+  *  - MatrixBase::llt()
   *  - MatrixBase::ldlt()
+  *  - SelfAdjointView::llt()
+  *  - SelfAdjointView::ldlt()
   *
   * \code
   * #include <Eigen/Cholesky>
   * \endcode
   */
 
-#include "src/misc/Solve.h"
 #include "src/Cholesky/LLT.h"
 #include "src/Cholesky/LDLT.h"
 #ifdef EIGEN_USE_LAPACKE
-#include "src/Cholesky/LLT_MKL.h"
+#ifdef EIGEN_USE_MKL
+#include "mkl_lapacke.h"
+#else
+#include "src/misc/lapacke.h"
+#endif
+#include "src/Cholesky/LLT_LAPACKE.h"
 #endif
 
 #include "src/Core/util/ReenableStupidWarnings.h"