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

Change-Id: Iccc90fa0b55ab44037f018046d2fcffd90d9d025
git-subtree-dir: third_party/eigen
git-subtree-split: 61d72f6383cfa842868c53e30e087b0258177257
diff --git a/demos/mix_eigen_and_c/README b/demos/mix_eigen_and_c/README
new file mode 100644
index 0000000..21dba86
--- /dev/null
+++ b/demos/mix_eigen_and_c/README
@@ -0,0 +1,9 @@
+This is an example of how one can wrap some of Eigen into a C library.
+
+To try this with GCC, do:
+
+  g++ -c binary_library.cpp -O2 -msse2 -I ../..
+  gcc example.c binary_library.o -o example -lstdc++
+  ./example
+
+TODO: add CMakeLists, add more explanations here
\ No newline at end of file
diff --git a/demos/mix_eigen_and_c/binary_library.cpp b/demos/mix_eigen_and_c/binary_library.cpp
new file mode 100644
index 0000000..15a2d03
--- /dev/null
+++ b/demos/mix_eigen_and_c/binary_library.cpp
@@ -0,0 +1,185 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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/.
+
+// This C++ file compiles to binary code that can be linked to by your C program,
+// thanks to the extern "C" syntax used in the declarations in binary_library.h.
+
+#include "binary_library.h"
+
+#include <Eigen/Core>
+
+using namespace Eigen;
+
+/************************* pointer conversion methods **********************************************/
+
+////// class MatrixXd //////
+
+inline MatrixXd& c_to_eigen(C_MatrixXd* ptr)
+{
+  return *reinterpret_cast<MatrixXd*>(ptr);
+}
+
+inline const MatrixXd& c_to_eigen(const C_MatrixXd* ptr)
+{
+  return *reinterpret_cast<const MatrixXd*>(ptr);
+}
+
+inline C_MatrixXd* eigen_to_c(MatrixXd& ref)
+{
+  return reinterpret_cast<C_MatrixXd*>(&ref);
+}
+
+inline const C_MatrixXd* eigen_to_c(const MatrixXd& ref)
+{
+  return reinterpret_cast<const C_MatrixXd*>(&ref);
+}
+
+////// class Map<MatrixXd> //////
+
+inline Map<MatrixXd>& c_to_eigen(C_Map_MatrixXd* ptr)
+{
+  return *reinterpret_cast<Map<MatrixXd>*>(ptr);
+}
+
+inline const Map<MatrixXd>& c_to_eigen(const C_Map_MatrixXd* ptr)
+{
+  return *reinterpret_cast<const Map<MatrixXd>*>(ptr);
+}
+
+inline C_Map_MatrixXd* eigen_to_c(Map<MatrixXd>& ref)
+{
+  return reinterpret_cast<C_Map_MatrixXd*>(&ref);
+}
+
+inline const C_Map_MatrixXd* eigen_to_c(const Map<MatrixXd>& ref)
+{
+  return reinterpret_cast<const C_Map_MatrixXd*>(&ref);
+}
+
+
+/************************* implementation of classes **********************************************/
+
+
+////// class MatrixXd //////
+
+
+C_MatrixXd* MatrixXd_new(int rows, int cols)
+{
+  return eigen_to_c(*new MatrixXd(rows,cols));
+}
+
+void MatrixXd_delete(C_MatrixXd *m)
+{
+  delete &c_to_eigen(m);
+}
+
+double* MatrixXd_data(C_MatrixXd *m)
+{
+  return c_to_eigen(m).data();
+}
+
+void MatrixXd_set_zero(C_MatrixXd *m)
+{
+  c_to_eigen(m).setZero();
+}
+
+void MatrixXd_resize(C_MatrixXd *m, int rows, int cols)
+{
+  c_to_eigen(m).resize(rows,cols);
+}
+
+void MatrixXd_copy(C_MatrixXd *dst, const C_MatrixXd *src)
+{
+  c_to_eigen(dst) = c_to_eigen(src);
+}
+
+void MatrixXd_copy_map(C_MatrixXd *dst, const C_Map_MatrixXd *src)
+{
+  c_to_eigen(dst) = c_to_eigen(src);
+}
+
+void MatrixXd_set_coeff(C_MatrixXd *m, int i, int j, double coeff)
+{
+  c_to_eigen(m)(i,j) = coeff;
+}
+
+double MatrixXd_get_coeff(const C_MatrixXd *m, int i, int j)
+{
+  return c_to_eigen(m)(i,j);
+}
+
+void MatrixXd_print(const C_MatrixXd *m)
+{
+  std::cout << c_to_eigen(m) << std::endl;
+}
+
+void MatrixXd_multiply(const C_MatrixXd *m1, const C_MatrixXd *m2, C_MatrixXd *result)
+{
+  c_to_eigen(result) = c_to_eigen(m1) * c_to_eigen(m2);
+}
+
+void MatrixXd_add(const C_MatrixXd *m1, const C_MatrixXd *m2, C_MatrixXd *result)
+{
+  c_to_eigen(result) = c_to_eigen(m1) + c_to_eigen(m2);
+}
+
+
+
+////// class Map_MatrixXd //////
+
+
+C_Map_MatrixXd* Map_MatrixXd_new(double *array, int rows, int cols)
+{
+  return eigen_to_c(*new Map<MatrixXd>(array,rows,cols));
+}
+
+void Map_MatrixXd_delete(C_Map_MatrixXd *m)
+{
+  delete &c_to_eigen(m);
+}
+
+void Map_MatrixXd_set_zero(C_Map_MatrixXd *m)
+{
+  c_to_eigen(m).setZero();
+}
+
+void Map_MatrixXd_copy(C_Map_MatrixXd *dst, const C_Map_MatrixXd *src)
+{
+  c_to_eigen(dst) = c_to_eigen(src);
+}
+
+void Map_MatrixXd_copy_matrix(C_Map_MatrixXd *dst, const C_MatrixXd *src)
+{
+  c_to_eigen(dst) = c_to_eigen(src);
+}
+
+void Map_MatrixXd_set_coeff(C_Map_MatrixXd *m, int i, int j, double coeff)
+{
+  c_to_eigen(m)(i,j) = coeff;
+}
+
+double Map_MatrixXd_get_coeff(const C_Map_MatrixXd *m, int i, int j)
+{
+  return c_to_eigen(m)(i,j);
+}
+
+void Map_MatrixXd_print(const C_Map_MatrixXd *m)
+{
+  std::cout << c_to_eigen(m) << std::endl;
+}
+
+void Map_MatrixXd_multiply(const C_Map_MatrixXd *m1, const C_Map_MatrixXd *m2, C_Map_MatrixXd *result)
+{
+  c_to_eigen(result) = c_to_eigen(m1) * c_to_eigen(m2);
+}
+
+void Map_MatrixXd_add(const C_Map_MatrixXd *m1, const C_Map_MatrixXd *m2, C_Map_MatrixXd *result)
+{
+  c_to_eigen(result) = c_to_eigen(m1) + c_to_eigen(m2);
+}
diff --git a/demos/mix_eigen_and_c/binary_library.h b/demos/mix_eigen_and_c/binary_library.h
new file mode 100644
index 0000000..0b983ad
--- /dev/null
+++ b/demos/mix_eigen_and_c/binary_library.h
@@ -0,0 +1,71 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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/.
+
+// This is a pure C header, no C++ here.
+// The functions declared here will be implemented in C++ but
+// we don't have to know, because thanks to the extern "C" syntax,
+// they will be compiled to C object code.
+
+#ifdef __cplusplus
+extern "C"
+{
+#endif
+
+  // just dummy empty structs to give different pointer types,
+  // instead of using void* which would be type unsafe
+  struct C_MatrixXd {};
+  struct C_Map_MatrixXd {};
+
+  // the C_MatrixXd class, wraps some of the functionality
+  // of Eigen::MatrixXd.
+  struct C_MatrixXd* MatrixXd_new(int rows, int cols);
+  void    MatrixXd_delete     (struct C_MatrixXd *m);
+  double* MatrixXd_data       (struct C_MatrixXd *m);
+  void    MatrixXd_set_zero   (struct C_MatrixXd *m);
+  void    MatrixXd_resize     (struct C_MatrixXd *m, int rows, int cols);
+  void    MatrixXd_copy       (struct C_MatrixXd *dst,
+                               const struct C_MatrixXd *src);
+  void    MatrixXd_copy_map   (struct C_MatrixXd *dst,
+                               const struct C_Map_MatrixXd *src);  
+  void    MatrixXd_set_coeff  (struct C_MatrixXd *m,
+                               int i, int j, double coeff);
+  double  MatrixXd_get_coeff  (const struct C_MatrixXd *m,
+                               int i, int j);
+  void    MatrixXd_print      (const struct C_MatrixXd *m);
+  void    MatrixXd_add        (const struct C_MatrixXd *m1,
+                               const struct C_MatrixXd *m2,
+                               struct C_MatrixXd *result);  
+  void    MatrixXd_multiply   (const struct C_MatrixXd *m1,
+                               const struct C_MatrixXd *m2,
+                               struct C_MatrixXd *result);
+  
+  // the C_Map_MatrixXd class, wraps some of the functionality
+  // of Eigen::Map<MatrixXd>
+  struct C_Map_MatrixXd* Map_MatrixXd_new(double *array, int rows, int cols);
+  void   Map_MatrixXd_delete     (struct C_Map_MatrixXd *m);
+  void   Map_MatrixXd_set_zero   (struct C_Map_MatrixXd *m);
+  void   Map_MatrixXd_copy       (struct C_Map_MatrixXd *dst,
+                                  const struct C_Map_MatrixXd *src);
+  void   Map_MatrixXd_copy_matrix(struct C_Map_MatrixXd *dst,
+                                  const struct C_MatrixXd *src);  
+  void   Map_MatrixXd_set_coeff  (struct C_Map_MatrixXd *m,
+                                  int i, int j, double coeff);
+  double Map_MatrixXd_get_coeff  (const struct C_Map_MatrixXd *m,
+                                  int i, int j);
+  void   Map_MatrixXd_print      (const struct C_Map_MatrixXd *m);
+  void   Map_MatrixXd_add        (const struct C_Map_MatrixXd *m1,
+                                  const struct C_Map_MatrixXd *m2,
+                                  struct C_Map_MatrixXd *result);  
+  void   Map_MatrixXd_multiply   (const struct C_Map_MatrixXd *m1,
+                                  const struct C_Map_MatrixXd *m2,
+                                  struct C_Map_MatrixXd *result);
+
+#ifdef __cplusplus
+} // end extern "C"
+#endif
\ No newline at end of file
diff --git a/demos/mix_eigen_and_c/example.c b/demos/mix_eigen_and_c/example.c
new file mode 100644
index 0000000..508eb54
--- /dev/null
+++ b/demos/mix_eigen_and_c/example.c
@@ -0,0 +1,65 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Benoit Jacob <jacob.benoit.1@gmail.com>
+//
+// 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 "binary_library.h"
+#include "stdio.h"
+
+void demo_MatrixXd()
+{
+  struct C_MatrixXd *matrix1, *matrix2, *result;
+  printf("*** demo_MatrixXd ***\n");
+  
+  matrix1 = MatrixXd_new(3, 3);
+  MatrixXd_set_zero(matrix1);
+  MatrixXd_set_coeff(matrix1, 0, 1, 2.5);
+  MatrixXd_set_coeff(matrix1, 1, 0, 1.4);
+  printf("Here is matrix1:\n");
+  MatrixXd_print(matrix1);
+
+  matrix2 = MatrixXd_new(3, 3);
+  MatrixXd_multiply(matrix1, matrix1, matrix2);
+  printf("Here is matrix1*matrix1:\n");
+  MatrixXd_print(matrix2);
+
+  MatrixXd_delete(matrix1);
+  MatrixXd_delete(matrix2);
+}
+
+// this helper function takes a plain C array and prints it in one line
+void print_array(double *array, int n)
+{
+  struct C_Map_MatrixXd *m = Map_MatrixXd_new(array, 1, n);
+  Map_MatrixXd_print(m);
+  Map_MatrixXd_delete(m);
+}
+
+void demo_Map_MatrixXd()
+{
+  struct C_Map_MatrixXd *map;
+  double array[5];
+  int i;
+  printf("*** demo_Map_MatrixXd ***\n");
+  
+  for(i = 0; i < 5; ++i) array[i] = i;
+  printf("Initially, the array is:\n");
+  print_array(array, 5);
+  
+  map = Map_MatrixXd_new(array, 5, 1);
+  Map_MatrixXd_add(map, map, map);
+  Map_MatrixXd_delete(map);
+
+  printf("Now the array is:\n");
+  print_array(array, 5);
+}
+
+int main()
+{
+  demo_MatrixXd();
+  demo_Map_MatrixXd();
+}