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

Change-Id: Iccc90fa0b55ab44037f018046d2fcffd90d9d025
git-subtree-dir: third_party/eigen
git-subtree-split: 61d72f6383cfa842868c53e30e087b0258177257
diff --git a/Eigen/src/OrderingMethods/Ordering.h b/Eigen/src/OrderingMethods/Ordering.h
new file mode 100644
index 0000000..f3c31f9
--- /dev/null
+++ b/Eigen/src/OrderingMethods/Ordering.h
@@ -0,0 +1,154 @@
+ 
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2012  Désiré Nuentsa-Wakam <desire.nuentsa_wakam@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_ORDERING_H
+#define EIGEN_ORDERING_H
+
+namespace Eigen {
+  
+#include "Eigen_Colamd.h"
+
+namespace internal {
+    
+/** \internal
+  * \ingroup OrderingMethods_Module
+  * \returns the symmetric pattern A^T+A from the input matrix A. 
+  * FIXME: The values should not be considered here
+  */
+template<typename MatrixType> 
+void ordering_helper_at_plus_a(const MatrixType& mat, MatrixType& symmat)
+{
+  MatrixType C;
+  C = mat.transpose(); // NOTE: Could be  costly
+  for (int i = 0; i < C.rows(); i++) 
+  {
+      for (typename MatrixType::InnerIterator it(C, i); it; ++it)
+        it.valueRef() = 0.0;
+  }
+  symmat = C + mat; 
+}
+    
+}
+
+#ifndef EIGEN_MPL2_ONLY
+
+/** \ingroup OrderingMethods_Module
+  * \class AMDOrdering
+  *
+  * Functor computing the \em approximate \em minimum \em degree ordering
+  * If the matrix is not structurally symmetric, an ordering of A^T+A is computed
+  * \tparam  Index The type of indices of the matrix 
+  * \sa COLAMDOrdering
+  */
+template <typename Index>
+class AMDOrdering
+{
+  public:
+    typedef PermutationMatrix<Dynamic, Dynamic, Index> PermutationType;
+    
+    /** Compute the permutation vector from a sparse matrix
+     * This routine is much faster if the input matrix is column-major     
+     */
+    template <typename MatrixType>
+    void operator()(const MatrixType& mat, PermutationType& perm)
+    {
+      // Compute the symmetric pattern
+      SparseMatrix<typename MatrixType::Scalar, ColMajor, Index> symm;
+      internal::ordering_helper_at_plus_a(mat,symm); 
+    
+      // Call the AMD routine 
+      //m_mat.prune(keep_diag());
+      internal::minimum_degree_ordering(symm, perm);
+    }
+    
+    /** Compute the permutation with a selfadjoint matrix */
+    template <typename SrcType, unsigned int SrcUpLo> 
+    void operator()(const SparseSelfAdjointView<SrcType, SrcUpLo>& mat, PermutationType& perm)
+    { 
+      SparseMatrix<typename SrcType::Scalar, ColMajor, Index> C; C = mat;
+      
+      // Call the AMD routine 
+      // m_mat.prune(keep_diag()); //Remove the diagonal elements 
+      internal::minimum_degree_ordering(C, perm);
+    }
+};
+
+#endif // EIGEN_MPL2_ONLY
+
+/** \ingroup OrderingMethods_Module
+  * \class NaturalOrdering
+  *
+  * Functor computing the natural ordering (identity)
+  * 
+  * \note Returns an empty permutation matrix
+  * \tparam  Index The type of indices of the matrix 
+  */
+template <typename Index>
+class NaturalOrdering
+{
+  public:
+    typedef PermutationMatrix<Dynamic, Dynamic, Index> PermutationType;
+    
+    /** Compute the permutation vector from a column-major sparse matrix */
+    template <typename MatrixType>
+    void operator()(const MatrixType& /*mat*/, PermutationType& perm)
+    {
+      perm.resize(0); 
+    }
+    
+};
+
+/** \ingroup OrderingMethods_Module
+  * \class COLAMDOrdering
+  *
+  * Functor computing the \em column \em approximate \em minimum \em degree ordering 
+  * The matrix should be in column-major and \b compressed format (see SparseMatrix::makeCompressed()).
+  */
+template<typename Index>
+class COLAMDOrdering
+{
+  public:
+    typedef PermutationMatrix<Dynamic, Dynamic, Index> PermutationType; 
+    typedef Matrix<Index, Dynamic, 1> IndexVector;
+    
+    /** Compute the permutation vector \a perm form the sparse matrix \a mat
+      * \warning The input sparse matrix \a mat must be in compressed mode (see SparseMatrix::makeCompressed()).
+      */
+    template <typename MatrixType>
+    void operator() (const MatrixType& mat, PermutationType& perm)
+    {
+      eigen_assert(mat.isCompressed() && "COLAMDOrdering requires a sparse matrix in compressed mode. Call .makeCompressed() before passing it to COLAMDOrdering");
+      
+      Index m = mat.rows();
+      Index n = mat.cols();
+      Index nnz = mat.nonZeros();
+      // Get the recommended value of Alen to be used by colamd
+      Index Alen = internal::colamd_recommended(nnz, m, n); 
+      // Set the default parameters
+      double knobs [COLAMD_KNOBS]; 
+      Index stats [COLAMD_STATS];
+      internal::colamd_set_defaults(knobs);
+      
+      IndexVector p(n+1), A(Alen); 
+      for(Index i=0; i <= n; i++)   p(i) = mat.outerIndexPtr()[i];
+      for(Index i=0; i < nnz; i++)  A(i) = mat.innerIndexPtr()[i];
+      // Call Colamd routine to compute the ordering 
+      Index info = internal::colamd(m, n, Alen, A.data(), p.data(), knobs, stats); 
+      EIGEN_UNUSED_VARIABLE(info);
+      eigen_assert( info && "COLAMD failed " );
+      
+      perm.resize(n);
+      for (Index i = 0; i < n; i++) perm.indices()(p(i)) = i;
+    }
+};
+
+} // end namespace Eigen
+
+#endif