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/btl/libs/gmm/gmm_interface.hh b/bench/btl/libs/gmm/gmm_interface.hh
new file mode 100644
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+++ b/bench/btl/libs/gmm/gmm_interface.hh
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+//=====================================================
+// Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr>
+//=====================================================
+//
+// This program is free software; you can redistribute it and/or
+// modify it under the terms of the GNU General Public License
+// as published by the Free Software Foundation; either version 2
+// of the License, or (at your option) any later version.
+//
+// This program is distributed in the hope that it will be useful,
+// but WITHOUT ANY WARRANTY; without even the implied warranty of
+// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+// GNU General Public License for more details.
+// You should have received a copy of the GNU General Public License
+// along with this program; if not, write to the Free Software
+// Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.
+//
+#ifndef GMM_INTERFACE_HH
+#define GMM_INTERFACE_HH
+
+#include <gmm/gmm.h>
+#include <vector>
+
+using namespace gmm;
+
+template<class real>
+class gmm_interface {
+
+public :
+
+  typedef real real_type ;
+
+  typedef std::vector<real>  stl_vector;
+  typedef std::vector<stl_vector > stl_matrix;
+
+  typedef gmm::dense_matrix<real> gene_matrix;
+  typedef stl_vector gene_vector;
+
+  static inline std::string name( void )
+  {
+    return "gmm";
+  }
+
+  static void free_matrix(gene_matrix & A, int N){
+    return ;
+  }
+
+  static void free_vector(gene_vector & B){
+    return ;
+  }
+
+  static inline void matrix_from_stl(gene_matrix & A, stl_matrix & A_stl){
+    A.resize(A_stl[0].size(),A_stl.size());
+
+    for (int j=0; j<A_stl.size() ; j++){
+      for (int i=0; i<A_stl[j].size() ; i++){
+        A(i,j) = A_stl[j][i];
+      }
+    }
+  }
+
+  static inline void vector_from_stl(gene_vector & B, stl_vector & B_stl){
+    B = B_stl;
+  }
+
+  static inline void vector_to_stl(gene_vector & B, stl_vector & B_stl){
+    B_stl = B;
+  }
+
+  static inline void matrix_to_stl(gene_matrix & A, stl_matrix & A_stl){
+    int N=A_stl.size();
+
+    for (int j=0;j<N;j++){
+      A_stl[j].resize(N);
+      for (int i=0;i<N;i++){
+        A_stl[j][i] = A(i,j);
+      }
+    }
+  }
+
+  static inline void matrix_matrix_product(const gene_matrix & A, const gene_matrix & B, gene_matrix & X, int N){
+    gmm::mult(A,B, X);
+  }
+
+  static inline void transposed_matrix_matrix_product(const gene_matrix & A, const gene_matrix & B, gene_matrix & X, int N){
+    gmm::mult(gmm::transposed(A),gmm::transposed(B), X);
+  }
+
+  static inline void ata_product(const gene_matrix & A, gene_matrix & X, int N){
+    gmm::mult(gmm::transposed(A),A, X);
+  }
+
+  static inline void aat_product(const gene_matrix & A, gene_matrix & X, int N){
+    gmm::mult(A,gmm::transposed(A), X);
+  }
+
+  static inline void matrix_vector_product(gene_matrix & A, gene_vector & B, gene_vector & X, int N){
+    gmm::mult(A,B,X);
+  }
+
+  static inline void atv_product(gene_matrix & A, gene_vector & B, gene_vector & X, int N){
+    gmm::mult(gmm::transposed(A),B,X);
+  }
+
+  static inline void axpy(const real coef, const gene_vector & X, gene_vector & Y, int N){
+    gmm::add(gmm::scaled(X,coef), Y);
+  }
+
+  static inline void axpby(real a, const gene_vector & X, real b, gene_vector & Y, int N){
+    gmm::add(gmm::scaled(X,a), gmm::scaled(Y,b), Y);
+  }
+
+  static inline void copy_matrix(const gene_matrix & source, gene_matrix & cible, int N){
+    gmm::copy(source,cible);
+  }
+
+  static inline void copy_vector(const gene_vector & source, gene_vector & cible, int N){
+    gmm::copy(source,cible);
+  }
+
+  static inline void trisolve_lower(const gene_matrix & L, const gene_vector& B, gene_vector & X, int N){
+    gmm::copy(B,X);
+    gmm::lower_tri_solve(L, X, false);
+  }
+
+  static inline void partial_lu_decomp(const gene_matrix & X, gene_matrix & R, int N){
+    gmm::copy(X,R);
+    std::vector<int> ipvt(N);
+    gmm::lu_factor(R, ipvt);
+  }
+
+  static inline void hessenberg(const gene_matrix & X, gene_matrix & R, int N){
+    gmm::copy(X,R);
+    gmm::Hessenberg_reduction(R,X,false);
+  }
+
+  static inline void tridiagonalization(const gene_matrix & X, gene_matrix & R, int N){
+    gmm::copy(X,R);
+    gmm::Householder_tridiagonalization(R,X,false);
+  }
+
+};
+
+#endif