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/src/misc/RealSvd2x2.h b/Eigen/src/misc/RealSvd2x2.h
new file mode 100644
index 0000000..abb4d3c
--- /dev/null
+++ b/Eigen/src/misc/RealSvd2x2.h
@@ -0,0 +1,55 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009-2010 Benoit Jacob <jacob.benoit.1@gmail.com>
+// Copyright (C) 2013-2016 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_REALSVD2X2_H
+#define EIGEN_REALSVD2X2_H
+
+namespace Eigen {
+
+namespace internal {
+
+template<typename MatrixType, typename RealScalar, typename Index>
+void real_2x2_jacobi_svd(const MatrixType& matrix, Index p, Index q,
+ JacobiRotation<RealScalar> *j_left,
+ JacobiRotation<RealScalar> *j_right)
+{
+ using std::sqrt;
+ using std::abs;
+ Matrix<RealScalar,2,2> m;
+ m << numext::real(matrix.coeff(p,p)), numext::real(matrix.coeff(p,q)),
+ numext::real(matrix.coeff(q,p)), numext::real(matrix.coeff(q,q));
+ JacobiRotation<RealScalar> rot1;
+ RealScalar t = m.coeff(0,0) + m.coeff(1,1);
+ RealScalar d = m.coeff(1,0) - m.coeff(0,1);
+
+ if(abs(d) < (std::numeric_limits<RealScalar>::min)())
+ {
+ rot1.s() = RealScalar(0);
+ rot1.c() = RealScalar(1);
+ }
+ else
+ {
+ // If d!=0, then t/d cannot overflow because the magnitude of the
+ // entries forming d are not too small compared to the ones forming t.
+ RealScalar u = t / d;
+ RealScalar tmp = sqrt(RealScalar(1) + numext::abs2(u));
+ rot1.s() = RealScalar(1) / tmp;
+ rot1.c() = u / tmp;
+ }
+ m.applyOnTheLeft(0,1,rot1);
+ j_right->makeJacobi(m,0,1);
+ *j_left = rot1 * j_right->transpose();
+}
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_REALSVD2X2_H