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

Change-Id: Iccc90fa0b55ab44037f018046d2fcffd90d9d025
git-subtree-dir: third_party/eigen
git-subtree-split: 61d72f6383cfa842868c53e30e087b0258177257
diff --git a/bench/BenchSparseUtil.h b/bench/BenchSparseUtil.h
new file mode 100644
index 0000000..13981f6
--- /dev/null
+++ b/bench/BenchSparseUtil.h
@@ -0,0 +1,149 @@
+
+#include <Eigen/Sparse>
+#include <bench/BenchTimer.h>
+#include <set>
+
+using namespace std;
+using namespace Eigen;
+using namespace Eigen;
+
+#ifndef SIZE
+#define SIZE 1024
+#endif
+
+#ifndef DENSITY
+#define DENSITY 0.01
+#endif
+
+#ifndef SCALAR
+#define SCALAR double
+#endif
+
+typedef SCALAR Scalar;
+typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix;
+typedef Matrix<Scalar,Dynamic,1> DenseVector;
+typedef SparseMatrix<Scalar> EigenSparseMatrix;
+
+void fillMatrix(float density, int rows, int cols,  EigenSparseMatrix& dst)
+{
+  dst.reserve(double(rows)*cols*density);
+  for(int j = 0; j < cols; j++)
+  {
+    for(int i = 0; i < rows; i++)
+    {
+      Scalar v = (internal::random<float>(0,1) < density) ? internal::random<Scalar>() : 0;
+      if (v!=0)
+        dst.insert(i,j) = v;
+    }
+  }
+  dst.finalize();
+}
+
+void fillMatrix2(int nnzPerCol, int rows, int cols,  EigenSparseMatrix& dst)
+{
+//   std::cout << "alloc " << nnzPerCol*cols << "\n";
+  dst.reserve(nnzPerCol*cols);
+  for(int j = 0; j < cols; j++)
+  {
+    std::set<int> aux;
+    for(int i = 0; i < nnzPerCol; i++)
+    {
+      int k = internal::random<int>(0,rows-1);
+      while (aux.find(k)!=aux.end())
+        k = internal::random<int>(0,rows-1);
+      aux.insert(k);
+
+      dst.insert(k,j) = internal::random<Scalar>();
+    }
+  }
+  dst.finalize();
+}
+
+void eiToDense(const EigenSparseMatrix& src, DenseMatrix& dst)
+{
+  dst.setZero();
+  for (int j=0; j<src.cols(); ++j)
+    for (EigenSparseMatrix::InnerIterator it(src.derived(), j); it; ++it)
+      dst(it.index(),j) = it.value();
+}
+
+#ifndef NOGMM
+#include "gmm/gmm.h"
+typedef gmm::csc_matrix<Scalar> GmmSparse;
+typedef gmm::col_matrix< gmm::wsvector<Scalar> > GmmDynSparse;
+void eiToGmm(const EigenSparseMatrix& src, GmmSparse& dst)
+{
+  GmmDynSparse tmp(src.rows(), src.cols());
+  for (int j=0; j<src.cols(); ++j)
+    for (EigenSparseMatrix::InnerIterator it(src.derived(), j); it; ++it)
+      tmp(it.index(),j) = it.value();
+  gmm::copy(tmp, dst);
+}
+#endif
+
+#ifndef NOMTL
+#include <boost/numeric/mtl/mtl.hpp>
+typedef mtl::compressed2D<Scalar, mtl::matrix::parameters<mtl::tag::col_major> > MtlSparse;
+typedef mtl::compressed2D<Scalar, mtl::matrix::parameters<mtl::tag::row_major> > MtlSparseRowMajor;
+void eiToMtl(const EigenSparseMatrix& src, MtlSparse& dst)
+{
+  mtl::matrix::inserter<MtlSparse> ins(dst);
+  for (int j=0; j<src.cols(); ++j)
+    for (EigenSparseMatrix::InnerIterator it(src.derived(), j); it; ++it)
+      ins[it.index()][j] = it.value();
+}
+#endif
+
+#ifdef CSPARSE
+extern "C" {
+#include "cs.h"
+}
+void eiToCSparse(const EigenSparseMatrix& src, cs* &dst)
+{
+  cs* aux = cs_spalloc (0, 0, 1, 1, 1);
+  for (int j=0; j<src.cols(); ++j)
+    for (EigenSparseMatrix::InnerIterator it(src.derived(), j); it; ++it)
+      if (!cs_entry(aux, it.index(), j, it.value()))
+      {
+        std::cout << "cs_entry error\n";
+        exit(2);
+      }
+   dst = cs_compress(aux);
+//    cs_spfree(aux);
+}
+#endif // CSPARSE
+
+#ifndef NOUBLAS
+#include <boost/numeric/ublas/vector.hpp>
+#include <boost/numeric/ublas/matrix.hpp>
+#include <boost/numeric/ublas/io.hpp>
+#include <boost/numeric/ublas/triangular.hpp>
+#include <boost/numeric/ublas/vector_sparse.hpp>
+#include <boost/numeric/ublas/matrix_sparse.hpp>
+#include <boost/numeric/ublas/vector_of_vector.hpp>
+#include <boost/numeric/ublas/operation.hpp>
+
+typedef boost::numeric::ublas::compressed_matrix<Scalar,boost::numeric::ublas::column_major> UBlasSparse;
+
+void eiToUblas(const EigenSparseMatrix& src, UBlasSparse& dst)
+{
+  dst.resize(src.rows(), src.cols(), false);
+  for (int j=0; j<src.cols(); ++j)
+    for (EigenSparseMatrix::InnerIterator it(src.derived(), j); it; ++it)
+      dst(it.index(),j) = it.value();
+}
+
+template <typename EigenType, typename UblasType>
+void eiToUblasVec(const EigenType& src, UblasType& dst)
+{
+  dst.resize(src.size());
+  for (int j=0; j<src.size(); ++j)
+      dst[j] = src.coeff(j);
+}
+#endif
+
+#ifdef OSKI
+extern "C" {
+#include <oski/oski.h>
+}
+#endif