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_impl.h b/blas/level1_impl.h
new file mode 100644
index 0000000..b08c2f6
--- /dev/null
+++ b/blas/level1_impl.h
@@ -0,0 +1,167 @@
+// 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"
+
+int EIGEN_BLAS_FUNC(axpy)(int *n, RealScalar *palpha, RealScalar *px, int *incx, RealScalar *py, int *incy)
+{
+  Scalar* x = reinterpret_cast<Scalar*>(px);
+  Scalar* y = reinterpret_cast<Scalar*>(py);
+  Scalar alpha  = *reinterpret_cast<Scalar*>(palpha);
+
+  if(*n<=0) return 0;
+
+  if(*incx==1 && *incy==1)    vector(y,*n) += alpha * vector(x,*n);
+  else if(*incx>0 && *incy>0) vector(y,*n,*incy) += alpha * vector(x,*n,*incx);
+  else if(*incx>0 && *incy<0) vector(y,*n,-*incy).reverse() += alpha * vector(x,*n,*incx);
+  else if(*incx<0 && *incy>0) vector(y,*n,*incy) += alpha * vector(x,*n,-*incx).reverse();
+  else if(*incx<0 && *incy<0) vector(y,*n,-*incy).reverse() += alpha * vector(x,*n,-*incx).reverse();
+
+  return 0;
+}
+
+int EIGEN_BLAS_FUNC(copy)(int *n, RealScalar *px, int *incx, RealScalar *py, int *incy)
+{
+  if(*n<=0) return 0;
+
+  Scalar* x = reinterpret_cast<Scalar*>(px);
+  Scalar* y = reinterpret_cast<Scalar*>(py);
+
+  // be carefull, *incx==0 is allowed !!
+  if(*incx==1 && *incy==1)
+    vector(y,*n) = vector(x,*n);
+  else
+  {
+    if(*incx<0) x = x - (*n-1)*(*incx);
+    if(*incy<0) y = y - (*n-1)*(*incy);
+    for(int i=0;i<*n;++i)
+    {
+      *y = *x;
+      x += *incx;
+      y += *incy;
+    }
+  }
+
+  return 0;
+}
+
+int EIGEN_CAT(EIGEN_CAT(i,SCALAR_SUFFIX),amax_)(int *n, RealScalar *px, int *incx)
+{
+  if(*n<=0) return 0;
+  Scalar* x = reinterpret_cast<Scalar*>(px);
+
+  DenseIndex ret;
+  if(*incx==1)  vector(x,*n).cwiseAbs().maxCoeff(&ret);
+  else          vector(x,*n,std::abs(*incx)).cwiseAbs().maxCoeff(&ret);
+  return ret+1;
+}
+
+int EIGEN_CAT(EIGEN_CAT(i,SCALAR_SUFFIX),amin_)(int *n, RealScalar *px, int *incx)
+{
+  if(*n<=0) return 0;
+  Scalar* x = reinterpret_cast<Scalar*>(px);
+  
+  DenseIndex ret;
+  if(*incx==1)  vector(x,*n).cwiseAbs().minCoeff(&ret);
+  else          vector(x,*n,std::abs(*incx)).cwiseAbs().minCoeff(&ret);
+  return ret+1;
+}
+
+int EIGEN_BLAS_FUNC(rotg)(RealScalar *pa, RealScalar *pb, RealScalar *pc, RealScalar *ps)
+{
+  using std::sqrt;
+  using std::abs;
+  
+  Scalar& a = *reinterpret_cast<Scalar*>(pa);
+  Scalar& b = *reinterpret_cast<Scalar*>(pb);
+  RealScalar* c = pc;
+  Scalar* s = reinterpret_cast<Scalar*>(ps);
+
+  #if !ISCOMPLEX
+  Scalar r,z;
+  Scalar aa = abs(a);
+  Scalar ab = abs(b);
+  if((aa+ab)==Scalar(0))
+  {
+    *c = 1;
+    *s = 0;
+    r = 0;
+    z = 0;
+  }
+  else
+  {
+    r = sqrt(a*a + b*b);
+    Scalar amax = aa>ab ? a : b;
+    r = amax>0 ? r : -r;
+    *c = a/r;
+    *s = b/r;
+    z = 1;
+    if (aa > ab) z = *s;
+    if (ab > aa && *c!=RealScalar(0))
+      z = Scalar(1)/ *c;
+  }
+  *pa = r;
+  *pb = z;
+  #else
+  Scalar alpha;
+  RealScalar norm,scale;
+  if(abs(a)==RealScalar(0))
+  {
+    *c = RealScalar(0);
+    *s = Scalar(1);
+    a = b;
+  }
+  else
+  {
+    scale = abs(a) + abs(b);
+    norm = scale*sqrt((numext::abs2(a/scale)) + (numext::abs2(b/scale)));
+    alpha = a/abs(a);
+    *c = abs(a)/norm;
+    *s = alpha*numext::conj(b)/norm;
+    a = alpha*norm;
+  }
+  #endif
+
+//   JacobiRotation<Scalar> r;
+//   r.makeGivens(a,b);
+//   *c = r.c();
+//   *s = r.s();
+
+  return 0;
+}
+
+int EIGEN_BLAS_FUNC(scal)(int *n, RealScalar *palpha, RealScalar *px, int *incx)
+{
+  if(*n<=0) return 0;
+
+  Scalar* x = reinterpret_cast<Scalar*>(px);
+  Scalar alpha = *reinterpret_cast<Scalar*>(palpha);
+
+  if(*incx==1)  vector(x,*n) *= alpha;
+  else          vector(x,*n,std::abs(*incx)) *= alpha;
+
+  return 0;
+}
+
+int EIGEN_BLAS_FUNC(swap)(int *n, RealScalar *px, int *incx, RealScalar *py, int *incy)
+{
+  if(*n<=0) return 0;
+
+  Scalar* x = reinterpret_cast<Scalar*>(px);
+  Scalar* y = reinterpret_cast<Scalar*>(py);
+
+  if(*incx==1 && *incy==1)    vector(y,*n).swap(vector(x,*n));
+  else if(*incx>0 && *incy>0) vector(y,*n,*incy).swap(vector(x,*n,*incx));
+  else if(*incx>0 && *incy<0) vector(y,*n,-*incy).reverse().swap(vector(x,*n,*incx));
+  else if(*incx<0 && *incy>0) vector(y,*n,*incy).swap(vector(x,*n,-*incx).reverse());
+  else if(*incx<0 && *incy<0) vector(y,*n,-*incy).reverse().swap(vector(x,*n,-*incx).reverse());
+
+  return 1;
+}
+