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/mtl4/.kdbgrc.main b/bench/btl/libs/mtl4/.kdbgrc.main
new file mode 100644
index 0000000..fed082f
--- /dev/null
+++ b/bench/btl/libs/mtl4/.kdbgrc.main
@@ -0,0 +1,12 @@
+[General]
+DebuggerCmdStr=
+DriverName=GDB
+FileVersion=1
+OptionsSelected=
+ProgramArgs=
+TTYLevel=7
+WorkingDirectory=
+
+[Memory]
+ColumnWidths=80,0
+NumExprs=0
diff --git a/bench/btl/libs/mtl4/CMakeLists.txt b/bench/btl/libs/mtl4/CMakeLists.txt
new file mode 100644
index 0000000..14b47a8
--- /dev/null
+++ b/bench/btl/libs/mtl4/CMakeLists.txt
@@ -0,0 +1,6 @@
+
+find_package(MTL4)
+if (MTL4_FOUND)
+  include_directories(${MTL4_INCLUDE_DIR})
+  btl_add_bench(btl_mtl4 main.cpp)
+endif (MTL4_FOUND)
diff --git a/bench/btl/libs/mtl4/main.cpp b/bench/btl/libs/mtl4/main.cpp
new file mode 100644
index 0000000..96fcfb9
--- /dev/null
+++ b/bench/btl/libs/mtl4/main.cpp
@@ -0,0 +1,46 @@
+//=====================================================
+// 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.
+//
+#include "utilities.h"
+#include "mtl4_interface.hh"
+#include "bench.hh"
+#include "basic_actions.hh"
+#include "action_cholesky.hh"
+// #include "action_lu_decomp.hh"
+
+BTL_MAIN;
+
+int main()
+{
+
+  bench<Action_axpy<mtl4_interface<REAL_TYPE> > >(MIN_AXPY,MAX_AXPY,NB_POINT);
+  bench<Action_axpby<mtl4_interface<REAL_TYPE> > >(MIN_AXPY,MAX_AXPY,NB_POINT);
+
+  bench<Action_matrix_vector_product<mtl4_interface<REAL_TYPE> > >(MIN_MV,MAX_MV,NB_POINT);
+  bench<Action_atv_product<mtl4_interface<REAL_TYPE> > >(MIN_MV,MAX_MV,NB_POINT);
+  bench<Action_matrix_matrix_product<mtl4_interface<REAL_TYPE> > >(MIN_MM,MAX_MM,NB_POINT);
+//   bench<Action_ata_product<mtl4_interface<REAL_TYPE> > >(MIN_MM,MAX_MM,NB_POINT);
+//   bench<Action_aat_product<mtl4_interface<REAL_TYPE> > >(MIN_MM,MAX_MM,NB_POINT);
+
+  bench<Action_trisolve<mtl4_interface<REAL_TYPE> > >(MIN_MM,MAX_MM,NB_POINT);
+//   bench<Action_cholesky<mtl4_interface<REAL_TYPE> > >(MIN_MM,MAX_MM,NB_POINT);
+//   bench<Action_lu_decomp<mtl4_interface<REAL_TYPE> > >(MIN_MM,MAX_MM,NB_POINT);
+
+  return 0;
+}
+
+
diff --git a/bench/btl/libs/mtl4/mtl4_LU_solve_interface.hh b/bench/btl/libs/mtl4/mtl4_LU_solve_interface.hh
new file mode 100644
index 0000000..dcb9f56
--- /dev/null
+++ b/bench/btl/libs/mtl4/mtl4_LU_solve_interface.hh
@@ -0,0 +1,192 @@
+//=====================================================
+// File   :  blitz_LU_solve_interface.hh
+// Author :  L. Plagne <laurent.plagne@edf.fr)>        
+// Copyright (C) EDF R&D,  lun sep 30 14:23:31 CEST 2002
+//=====================================================
+// 
+// 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 BLITZ_LU_SOLVE_INTERFACE_HH
+#define BLITZ_LU_SOLVE_INTERFACE_HH
+
+#include "blitz/array.h"
+#include <vector>
+
+BZ_USING_NAMESPACE(blitz)
+
+template<class real>
+class blitz_LU_solve_interface : public blitz_interface<real>
+{
+
+public :
+
+  typedef typename blitz_interface<real>::gene_matrix gene_matrix;
+  typedef typename blitz_interface<real>::gene_vector gene_vector;
+
+  typedef blitz::Array<int,1> Pivot_Vector;
+
+  inline static void new_Pivot_Vector(Pivot_Vector & pivot,int N)
+  {
+
+    pivot.resize(N);
+
+  }
+
+  inline static void free_Pivot_Vector(Pivot_Vector & pivot)
+  {
+    
+    return;
+
+  }
+
+
+  static inline real matrix_vector_product_sliced(const gene_matrix & A, gene_vector B, int row, int col_start, int col_end)
+  {
+    
+    real somme=0.;
+    
+    for (int j=col_start ; j<col_end+1 ; j++){
+	
+	somme+=A(row,j)*B(j);
+	
+    }
+
+    return somme;
+
+  }
+
+
+
+
+  static inline real matrix_matrix_product_sliced(gene_matrix & A, int row, int col_start, int col_end, gene_matrix & B, int row_shift, int col )
+  {
+    
+    real somme=0.;
+    
+    for (int j=col_start ; j<col_end+1 ; j++){
+	
+	somme+=A(row,j)*B(j+row_shift,col);
+	
+    }
+
+    return somme;
+
+  }
+
+  inline static void LU_factor(gene_matrix & LU, Pivot_Vector & pivot, int N)
+  {
+
+    ASSERT( LU.rows()==LU.cols() ) ;
+    int index_max = 0 ;
+    real big = 0. ;
+    real theSum = 0. ;
+    real dum = 0. ;
+    // Get the implicit scaling information :
+    gene_vector ImplicitScaling( N ) ;
+    for( int i=0; i<N; i++ ) {
+      big = 0. ;
+      for( int j=0; j<N; j++ ) {
+	if( abs( LU( i, j ) )>=big ) big = abs( LU( i, j ) ) ;
+      }
+      if( big==0. ) {
+	INFOS( "blitz_LU_factor::Singular matrix" ) ;
+	exit( 0 ) ;
+      }
+      ImplicitScaling( i ) = 1./big ;
+    }
+    // Loop over columns of Crout's method :
+    for( int j=0; j<N; j++ ) {
+      for( int i=0; i<j; i++ ) {
+	theSum = LU( i, j ) ;
+	theSum -= matrix_matrix_product_sliced(LU, i, 0, i-1, LU, 0, j) ;
+	//	theSum -= sum( LU( i, Range( fromStart, i-1 ) )*LU( Range( fromStart, i-1 ), j ) ) ;
+	LU( i, j ) = theSum ;
+      }
+      
+      // Search for the largest pivot element :
+      big = 0. ;
+      for( int i=j; i<N; i++ ) {
+	theSum = LU( i, j ) ;
+	theSum -= matrix_matrix_product_sliced(LU, i, 0, j-1, LU, 0, j) ;
+	//	theSum -= sum( LU( i, Range( fromStart, j-1 ) )*LU( Range( fromStart, j-1 ), j ) ) ;
+	LU( i, j ) = theSum ;
+	if( (ImplicitScaling( i )*abs( theSum ))>=big ) {
+	  dum = ImplicitScaling( i )*abs( theSum ) ;
+	  big = dum ;
+	  index_max = i ;
+	}
+      }
+      // Interchanging rows and the scale factor :
+      if( j!=index_max ) {
+	for( int k=0; k<N; k++ ) {
+	  dum = LU( index_max, k ) ;
+	  LU( index_max, k ) = LU( j, k ) ;
+	  LU( j, k ) = dum ;
+	}
+	ImplicitScaling( index_max ) = ImplicitScaling( j ) ;
+      }
+      pivot( j ) = index_max ;
+      if ( LU( j, j )==0. ) LU( j, j ) = 1.e-20 ;
+      // Divide by the pivot element :
+      if( j<N ) {
+	dum = 1./LU( j, j ) ;
+	for( int i=j+1; i<N; i++ ) LU( i, j ) *= dum ;
+      }
+    }
+
+  }
+
+  inline static void LU_solve(const gene_matrix & LU, const Pivot_Vector pivot, gene_vector &B, gene_vector X, int N)
+  {
+
+    // Pour conserver le meme header, on travaille sur X, copie du second-membre B
+    X = B.copy() ;
+    ASSERT( LU.rows()==LU.cols() ) ;
+    firstIndex indI ;
+    // Forward substitution :
+    int ii = 0 ;
+    real theSum = 0. ;
+    for( int i=0; i<N; i++ ) {
+      int ip = pivot( i ) ;
+      theSum = X( ip ) ;
+      //      theSum = B( ip ) ;
+      X( ip ) = X( i ) ;
+      //      B( ip ) = B( i ) ;
+      if( ii ) {
+	theSum -= matrix_vector_product_sliced(LU, X, i, ii-1, i-1) ;
+	//	theSum -= sum( LU( i, Range( ii-1, i-1 ) )*X( Range( ii-1, i-1 ) ) ) ;
+	//	theSum -= sum( LU( i, Range( ii-1, i-1 ) )*B( Range( ii-1, i-1 ) ) ) ;
+      } else if( theSum ) {
+	ii = i+1 ;
+      }
+      X( i ) = theSum ;
+      //      B( i ) = theSum ;
+    }
+    // Backsubstitution :
+    for( int i=N-1; i>=0; i-- ) {
+      theSum = X( i ) ;
+      //      theSum = B( i ) ;
+      theSum -= matrix_vector_product_sliced(LU, X, i, i+1, N) ;
+      //      theSum -= sum( LU( i, Range( i+1, toEnd ) )*X( Range( i+1, toEnd ) ) ) ;
+      //      theSum -= sum( LU( i, Range( i+1, toEnd ) )*B( Range( i+1, toEnd ) ) ) ;
+      // Store a component of the solution vector :
+      X( i ) = theSum/LU( i, i ) ;
+      //      B( i ) = theSum/LU( i, i ) ;
+    }
+
+  }
+
+};
+
+#endif
diff --git a/bench/btl/libs/mtl4/mtl4_interface.hh b/bench/btl/libs/mtl4/mtl4_interface.hh
new file mode 100644
index 0000000..3795ac6
--- /dev/null
+++ b/bench/btl/libs/mtl4/mtl4_interface.hh
@@ -0,0 +1,144 @@
+//=====================================================
+// 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 MTL4_INTERFACE_HH
+#define MTL4_INTERFACE_HH
+
+#include <boost/numeric/mtl/mtl.hpp>
+#include <boost/numeric/mtl/utility/range_generator.hpp>
+// #include <boost/numeric/mtl/operation/cholesky.hpp>
+#include <vector>
+
+using namespace mtl;
+
+template<class real>
+class mtl4_interface {
+
+public :
+
+  typedef real real_type ;
+
+  typedef std::vector<real>  stl_vector;
+  typedef std::vector<stl_vector > stl_matrix;
+
+  typedef mtl::dense2D<real, mtl::matrix::parameters<mtl::tag::col_major> > gene_matrix;
+  typedef mtl::dense_vector<real>  gene_vector;
+
+  static inline std::string name() { return "mtl4"; }
+
+  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.change_dim(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.change_dim(B_stl.size());
+    for (int i=0; i<B_stl.size() ; i++){
+      B[i] = B_stl[i];
+    }
+  }
+
+  static inline void vector_to_stl(gene_vector & B, stl_vector & B_stl){
+    for (int i=0; i<B_stl.size() ; i++){
+      B_stl[i] = B[i];
+    }
+  }
+
+  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){
+    X = (A*B);
+//     morton_dense<double, doppled_64_row_mask> C(N,N);
+//     C = B;
+//     X = (A*C);
+  }
+
+  static inline void transposed_matrix_matrix_product(const gene_matrix & A, const gene_matrix & B, gene_matrix & X, int N){
+    X = (trans(A)*trans(B));
+  }
+
+//   static inline void ata_product(const gene_matrix & A, gene_matrix & X, int N){
+//     X = (trans(A)*A);
+//   }
+
+  static inline void aat_product(const gene_matrix & A, gene_matrix & X, int N){
+    X = (A*trans(A));
+  }
+
+  static inline void matrix_vector_product(gene_matrix & A, gene_vector & B, gene_vector & X, int N){
+    X = (A*B);
+  }
+
+  static inline void atv_product(gene_matrix & A, gene_vector & B, gene_vector & X, int N){
+    X = (trans(A)*B);
+  }
+
+  static inline void axpy(const real coef, const gene_vector & X, gene_vector & Y, int N){
+    Y += coef * X;
+  }
+
+  static inline void axpby(real a, const gene_vector & X, real b, gene_vector & Y, int N){
+    Y = a*X + b*Y;
+  }
+
+//   static inline void cholesky(const gene_matrix & X, gene_matrix & C, int N){
+//     C = X;
+//     recursive_cholesky(C);
+//   }
+
+//   static inline void lu_decomp(const gene_matrix & X, gene_matrix & R, int N){
+//     R = X;
+//     std::vector<int> ipvt(N);
+//     lu_factor(R, ipvt);
+//   }
+
+  static inline void trisolve_lower(const gene_matrix & L, const gene_vector& B, gene_vector & X, int N){
+    X = lower_trisolve(L, B);
+  }
+
+  static inline void copy_matrix(const gene_matrix & source, gene_matrix & cible, int N){
+    cible = source;
+  }
+
+  static inline void copy_vector(const gene_vector & source, gene_vector & cible, int N){
+    cible = source;
+  }
+
+};
+
+#endif