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/level1_cplx_impl.h b/blas/level1_cplx_impl.h
new file mode 100644
index 0000000..283b9f8
--- /dev/null
+++ b/blas/level1_cplx_impl.h
@@ -0,0 +1,127 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009-2010 Gael Guennebaud <gael.guennebaud@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/.
+
+#include "common.h"
+
+struct scalar_norm1_op {
+  typedef RealScalar result_type;
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_norm1_op)
+  inline RealScalar operator() (const Scalar& a) const { return numext::norm1(a); }
+};
+namespace Eigen {
+  namespace internal {
+    template<> struct functor_traits<scalar_norm1_op >
+    {
+      enum { Cost = 3 * NumTraits<Scalar>::AddCost, PacketAccess = 0 };
+    };
+  }
+}
+
+// computes the sum of magnitudes of all vector elements or, for a complex vector x, the sum
+// res = |Rex1| + |Imx1| + |Rex2| + |Imx2| + ... + |Rexn| + |Imxn|, where x is a vector of order n
+RealScalar EIGEN_CAT(EIGEN_CAT(REAL_SCALAR_SUFFIX,SCALAR_SUFFIX),asum_)(int *n, RealScalar *px, int *incx)
+{
+//   std::cerr << "__asum " << *n << " " << *incx << "\n";
+  Complex* x = reinterpret_cast<Complex*>(px);
+
+  if(*n<=0) return 0;
+
+  if(*incx==1)  return vector(x,*n).unaryExpr<scalar_norm1_op>().sum();
+  else          return vector(x,*n,std::abs(*incx)).unaryExpr<scalar_norm1_op>().sum();
+}
+
+// computes a dot product of a conjugated vector with another vector.
+int EIGEN_BLAS_FUNC(dotcw)(int *n, RealScalar *px, int *incx, RealScalar *py, int *incy, RealScalar* pres)
+{
+//   std::cerr << "_dotc " << *n << " " << *incx << " " << *incy << "\n";
+
+  if(*n<=0) return 0;
+
+  Scalar* x = reinterpret_cast<Scalar*>(px);
+  Scalar* y = reinterpret_cast<Scalar*>(py);
+  Scalar* res = reinterpret_cast<Scalar*>(pres);
+
+  if(*incx==1 && *incy==1)    *res = (vector(x,*n).dot(vector(y,*n)));
+  else if(*incx>0 && *incy>0) *res = (vector(x,*n,*incx).dot(vector(y,*n,*incy)));
+  else if(*incx<0 && *incy>0) *res = (vector(x,*n,-*incx).reverse().dot(vector(y,*n,*incy)));
+  else if(*incx>0 && *incy<0) *res = (vector(x,*n,*incx).dot(vector(y,*n,-*incy).reverse()));
+  else if(*incx<0 && *incy<0) *res = (vector(x,*n,-*incx).reverse().dot(vector(y,*n,-*incy).reverse()));
+  return 0;
+}
+
+// computes a vector-vector dot product without complex conjugation.
+int EIGEN_BLAS_FUNC(dotuw)(int *n, RealScalar *px, int *incx, RealScalar *py, int *incy, RealScalar* pres)
+{
+//   std::cerr << "_dotu " << *n << " " << *incx << " " << *incy << "\n";
+
+  if(*n<=0) return 0;
+
+  Scalar* x = reinterpret_cast<Scalar*>(px);
+  Scalar* y = reinterpret_cast<Scalar*>(py);
+  Scalar* res = reinterpret_cast<Scalar*>(pres);
+
+  if(*incx==1 && *incy==1)    *res = (vector(x,*n).cwiseProduct(vector(y,*n))).sum();
+  else if(*incx>0 && *incy>0) *res = (vector(x,*n,*incx).cwiseProduct(vector(y,*n,*incy))).sum();
+  else if(*incx<0 && *incy>0) *res = (vector(x,*n,-*incx).reverse().cwiseProduct(vector(y,*n,*incy))).sum();
+  else if(*incx>0 && *incy<0) *res = (vector(x,*n,*incx).cwiseProduct(vector(y,*n,-*incy).reverse())).sum();
+  else if(*incx<0 && *incy<0) *res = (vector(x,*n,-*incx).reverse().cwiseProduct(vector(y,*n,-*incy).reverse())).sum();
+  return 0;
+}
+
+RealScalar EIGEN_CAT(EIGEN_CAT(REAL_SCALAR_SUFFIX,SCALAR_SUFFIX),nrm2_)(int *n, RealScalar *px, int *incx)
+{
+//   std::cerr << "__nrm2 " << *n << " " << *incx << "\n";
+  if(*n<=0) return 0;
+
+  Scalar* x = reinterpret_cast<Scalar*>(px);
+
+  if(*incx==1)
+    return vector(x,*n).stableNorm();
+
+  return vector(x,*n,*incx).stableNorm();
+}
+
+int EIGEN_CAT(EIGEN_CAT(SCALAR_SUFFIX,REAL_SCALAR_SUFFIX),rot_)(int *n, RealScalar *px, int *incx, RealScalar *py, int *incy, RealScalar *pc, RealScalar *ps)
+{
+  if(*n<=0) return 0;
+
+  Scalar* x = reinterpret_cast<Scalar*>(px);
+  Scalar* y = reinterpret_cast<Scalar*>(py);
+  RealScalar c = *pc;
+  RealScalar s = *ps;
+
+  StridedVectorType vx(vector(x,*n,std::abs(*incx)));
+  StridedVectorType vy(vector(y,*n,std::abs(*incy)));
+
+  Reverse<StridedVectorType> rvx(vx);
+  Reverse<StridedVectorType> rvy(vy);
+
+  // TODO implement mixed real-scalar rotations
+       if(*incx<0 && *incy>0) internal::apply_rotation_in_the_plane(rvx, vy, JacobiRotation<Scalar>(c,s));
+  else if(*incx>0 && *incy<0) internal::apply_rotation_in_the_plane(vx, rvy, JacobiRotation<Scalar>(c,s));
+  else                        internal::apply_rotation_in_the_plane(vx, vy,  JacobiRotation<Scalar>(c,s));
+
+  return 0;
+}
+
+int EIGEN_CAT(EIGEN_CAT(SCALAR_SUFFIX,REAL_SCALAR_SUFFIX),scal_)(int *n, RealScalar *palpha, RealScalar *px, int *incx)
+{
+  if(*n<=0) return 0;
+
+  Scalar* x = reinterpret_cast<Scalar*>(px);
+  RealScalar alpha = *palpha;
+
+//   std::cerr << "__scal " << *n << " " << alpha << " " << *incx << "\n";
+
+  if(*incx==1)  vector(x,*n) *= alpha;
+  else          vector(x,*n,std::abs(*incx)) *= alpha;
+
+  return 0;
+}
+