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

Change-Id: Iccc90fa0b55ab44037f018046d2fcffd90d9d025
git-subtree-dir: third_party/eigen
git-subtree-split: 61d72f6383cfa842868c53e30e087b0258177257
diff --git a/blas/GeneralRank1Update.h b/blas/GeneralRank1Update.h
new file mode 100644
index 0000000..07d388c
--- /dev/null
+++ b/blas/GeneralRank1Update.h
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+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2012 Chen-Pang He <jdh8@ms63.hinet.net>
+//
+// 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_GENERAL_RANK1UPDATE_H
+#define EIGEN_GENERAL_RANK1UPDATE_H
+
+namespace internal {
+
+/* Optimized matrix += alpha * uv' */
+template<typename Scalar, typename Index, int StorageOrder, bool ConjLhs, bool ConjRhs>
+struct general_rank1_update;
+
+template<typename Scalar, typename Index, bool ConjLhs, bool ConjRhs>
+struct general_rank1_update<Scalar,Index,ColMajor,ConjLhs,ConjRhs>
+{
+  static void run(Index rows, Index cols, Scalar* mat, Index stride, const Scalar* u, const Scalar* v, Scalar alpha)
+  {
+    typedef Map<const Matrix<Scalar,Dynamic,1> > OtherMap;
+    typedef typename conj_expr_if<ConjLhs,OtherMap>::type ConjRhsType;
+    conj_if<ConjRhs> cj;
+
+    for (Index i=0; i<cols; ++i)
+      Map<Matrix<Scalar,Dynamic,1> >(mat+stride*i,rows) += alpha * cj(v[i]) * ConjRhsType(OtherMap(u,rows));
+  }
+};
+
+template<typename Scalar, typename Index, bool ConjLhs, bool ConjRhs>
+struct general_rank1_update<Scalar,Index,RowMajor,ConjLhs,ConjRhs>
+{
+  static void run(Index rows, Index cols, Scalar* mat, Index stride, const Scalar* u, const Scalar* v, Scalar alpha)
+  {
+    general_rank1_update<Scalar,Index,ColMajor,ConjRhs,ConjRhs>::run(rows,cols,mat,stride,u,v,alpha);
+  }
+};
+
+} // end namespace internal
+
+#endif // EIGEN_GENERAL_RANK1UPDATE_H