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

Change-Id: Iccc90fa0b55ab44037f018046d2fcffd90d9d025
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git-subtree-split: 61d72f6383cfa842868c53e30e087b0258177257
diff --git a/unsupported/Eigen/src/SparseExtra/DynamicSparseMatrix.h b/unsupported/Eigen/src/SparseExtra/DynamicSparseMatrix.h
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+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2009 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/.
+
+#ifndef EIGEN_DYNAMIC_SPARSEMATRIX_H
+#define EIGEN_DYNAMIC_SPARSEMATRIX_H
+
+namespace Eigen { 
+
+/** \deprecated use a SparseMatrix in an uncompressed mode
+  *
+  * \class DynamicSparseMatrix
+  *
+  * \brief A sparse matrix class designed for matrix assembly purpose
+  *
+  * \param _Scalar the scalar type, i.e. the type of the coefficients
+  *
+  * Unlike SparseMatrix, this class provides a much higher degree of flexibility. In particular, it allows
+  * random read/write accesses in log(rho*outer_size) where \c rho is the probability that a coefficient is
+  * nonzero and outer_size is the number of columns if the matrix is column-major and the number of rows
+  * otherwise.
+  *
+  * Internally, the data are stored as a std::vector of compressed vector. The performances of random writes might
+  * decrease as the number of nonzeros per inner-vector increase. In practice, we observed very good performance
+  * till about 100 nonzeros/vector, and the performance remains relatively good till 500 nonzeros/vectors.
+  *
+  * \see SparseMatrix
+  */
+
+namespace internal {
+template<typename _Scalar, int _Options, typename _Index>
+struct traits<DynamicSparseMatrix<_Scalar, _Options, _Index> >
+{
+  typedef _Scalar Scalar;
+  typedef _Index Index;
+  typedef Sparse StorageKind;
+  typedef MatrixXpr XprKind;
+  enum {
+    RowsAtCompileTime = Dynamic,
+    ColsAtCompileTime = Dynamic,
+    MaxRowsAtCompileTime = Dynamic,
+    MaxColsAtCompileTime = Dynamic,
+    Flags = _Options | NestByRefBit | LvalueBit,
+    CoeffReadCost = NumTraits<Scalar>::ReadCost,
+    SupportedAccessPatterns = OuterRandomAccessPattern
+  };
+};
+}
+
+template<typename _Scalar, int _Options, typename _Index>
+ class  DynamicSparseMatrix
+  : public SparseMatrixBase<DynamicSparseMatrix<_Scalar, _Options, _Index> >
+{
+  public:
+    EIGEN_SPARSE_PUBLIC_INTERFACE(DynamicSparseMatrix)
+    // FIXME: why are these operator already alvailable ???
+    // EIGEN_SPARSE_INHERIT_ASSIGNMENT_OPERATOR(DynamicSparseMatrix, +=)
+    // EIGEN_SPARSE_INHERIT_ASSIGNMENT_OPERATOR(DynamicSparseMatrix, -=)
+    typedef MappedSparseMatrix<Scalar,Flags> Map;
+    using Base::IsRowMajor;
+    using Base::operator=;
+    enum {
+      Options = _Options
+    };
+
+  protected:
+
+    typedef DynamicSparseMatrix<Scalar,(Flags&~RowMajorBit)|(IsRowMajor?RowMajorBit:0)> TransposedSparseMatrix;
+
+    Index m_innerSize;
+    std::vector<internal::CompressedStorage<Scalar,Index> > m_data;
+
+  public:
+
+    inline Index rows() const { return IsRowMajor ? outerSize() : m_innerSize; }
+    inline Index cols() const { return IsRowMajor ? m_innerSize : outerSize(); }
+    inline Index innerSize() const { return m_innerSize; }
+    inline Index outerSize() const { return static_cast<Index>(m_data.size()); }
+    inline Index innerNonZeros(Index j) const { return m_data[j].size(); }
+
+    std::vector<internal::CompressedStorage<Scalar,Index> >& _data() { return m_data; }
+    const std::vector<internal::CompressedStorage<Scalar,Index> >& _data() const { return m_data; }
+
+    /** \returns the coefficient value at given position \a row, \a col
+      * This operation involes a log(rho*outer_size) binary search.
+      */
+    inline Scalar coeff(Index row, Index col) const
+    {
+      const Index outer = IsRowMajor ? row : col;
+      const Index inner = IsRowMajor ? col : row;
+      return m_data[outer].at(inner);
+    }
+
+    /** \returns a reference to the coefficient value at given position \a row, \a col
+      * This operation involes a log(rho*outer_size) binary search. If the coefficient does not
+      * exist yet, then a sorted insertion into a sequential buffer is performed.
+      */
+    inline Scalar& coeffRef(Index row, Index col)
+    {
+      const Index outer = IsRowMajor ? row : col;
+      const Index inner = IsRowMajor ? col : row;
+      return m_data[outer].atWithInsertion(inner);
+    }
+
+    class InnerIterator;
+    class ReverseInnerIterator;
+
+    void setZero()
+    {
+      for (Index j=0; j<outerSize(); ++j)
+        m_data[j].clear();
+    }
+
+    /** \returns the number of non zero coefficients */
+    Index nonZeros() const
+    {
+      Index res = 0;
+      for (Index j=0; j<outerSize(); ++j)
+        res += static_cast<Index>(m_data[j].size());
+      return res;
+    }
+
+
+
+    void reserve(Index reserveSize = 1000)
+    {
+      if (outerSize()>0)
+      {
+        Index reserveSizePerVector = (std::max)(reserveSize/outerSize(),Index(4));
+        for (Index j=0; j<outerSize(); ++j)
+        {
+          m_data[j].reserve(reserveSizePerVector);
+        }
+      }
+    }
+
+    /** Does nothing: provided for compatibility with SparseMatrix */
+    inline void startVec(Index /*outer*/) {}
+
+    /** \returns a reference to the non zero coefficient at position \a row, \a col assuming that:
+      * - the nonzero does not already exist
+      * - the new coefficient is the last one of the given inner vector.
+      *
+      * \sa insert, insertBackByOuterInner */
+    inline Scalar& insertBack(Index row, Index col)
+    {
+      return insertBackByOuterInner(IsRowMajor?row:col, IsRowMajor?col:row);
+    }
+
+    /** \sa insertBack */
+    inline Scalar& insertBackByOuterInner(Index outer, Index inner)
+    {
+      eigen_assert(outer<Index(m_data.size()) && inner<m_innerSize && "out of range");
+      eigen_assert(((m_data[outer].size()==0) || (m_data[outer].index(m_data[outer].size()-1)<inner))
+                && "wrong sorted insertion");
+      m_data[outer].append(0, inner);
+      return m_data[outer].value(m_data[outer].size()-1);
+    }
+
+    inline Scalar& insert(Index row, Index col)
+    {
+      const Index outer = IsRowMajor ? row : col;
+      const Index inner = IsRowMajor ? col : row;
+
+      Index startId = 0;
+      Index id = static_cast<Index>(m_data[outer].size()) - 1;
+      m_data[outer].resize(id+2,1);
+
+      while ( (id >= startId) && (m_data[outer].index(id) > inner) )
+      {
+        m_data[outer].index(id+1) = m_data[outer].index(id);
+        m_data[outer].value(id+1) = m_data[outer].value(id);
+        --id;
+      }
+      m_data[outer].index(id+1) = inner;
+      m_data[outer].value(id+1) = 0;
+      return m_data[outer].value(id+1);
+    }
+
+    /** Does nothing: provided for compatibility with SparseMatrix */
+    inline void finalize() {}
+
+    /** Suppress all nonzeros which are smaller than \a reference under the tolerence \a epsilon */
+    void prune(Scalar reference, RealScalar epsilon = NumTraits<RealScalar>::dummy_precision())
+    {
+      for (Index j=0; j<outerSize(); ++j)
+        m_data[j].prune(reference,epsilon);
+    }
+
+    /** Resize the matrix without preserving the data (the matrix is set to zero)
+      */
+    void resize(Index rows, Index cols)
+    {
+      const Index outerSize = IsRowMajor ? rows : cols;
+      m_innerSize = IsRowMajor ? cols : rows;
+      setZero();
+      if (Index(m_data.size()) != outerSize)
+      {
+        m_data.resize(outerSize);
+      }
+    }
+
+    void resizeAndKeepData(Index rows, Index cols)
+    {
+      const Index outerSize = IsRowMajor ? rows : cols;
+      const Index innerSize = IsRowMajor ? cols : rows;
+      if (m_innerSize>innerSize)
+      {
+        // remove all coefficients with innerCoord>=innerSize
+        // TODO
+        //std::cerr << "not implemented yet\n";
+        exit(2);
+      }
+      if (m_data.size() != outerSize)
+      {
+        m_data.resize(outerSize);
+      }
+    }
+
+    /** The class DynamicSparseMatrix is deprectaed */
+    EIGEN_DEPRECATED inline DynamicSparseMatrix()
+      : m_innerSize(0), m_data(0)
+    {
+      eigen_assert(innerSize()==0 && outerSize()==0);
+    }
+
+    /** The class DynamicSparseMatrix is deprectaed */
+    EIGEN_DEPRECATED inline DynamicSparseMatrix(Index rows, Index cols)
+      : m_innerSize(0)
+    {
+      resize(rows, cols);
+    }
+
+    /** The class DynamicSparseMatrix is deprectaed */
+    template<typename OtherDerived>
+    EIGEN_DEPRECATED explicit inline DynamicSparseMatrix(const SparseMatrixBase<OtherDerived>& other)
+      : m_innerSize(0)
+    {
+    Base::operator=(other.derived());
+    }
+
+    inline DynamicSparseMatrix(const DynamicSparseMatrix& other)
+      : Base(), m_innerSize(0)
+    {
+      *this = other.derived();
+    }
+
+    inline void swap(DynamicSparseMatrix& other)
+    {
+      //EIGEN_DBG_SPARSE(std::cout << "SparseMatrix:: swap\n");
+      std::swap(m_innerSize, other.m_innerSize);
+      //std::swap(m_outerSize, other.m_outerSize);
+      m_data.swap(other.m_data);
+    }
+
+    inline DynamicSparseMatrix& operator=(const DynamicSparseMatrix& other)
+    {
+      if (other.isRValue())
+      {
+        swap(other.const_cast_derived());
+      }
+      else
+      {
+        resize(other.rows(), other.cols());
+        m_data = other.m_data;
+      }
+      return *this;
+    }
+
+    /** Destructor */
+    inline ~DynamicSparseMatrix() {}
+
+  public:
+
+    /** \deprecated
+      * Set the matrix to zero and reserve the memory for \a reserveSize nonzero coefficients. */
+    EIGEN_DEPRECATED void startFill(Index reserveSize = 1000)
+    {
+      setZero();
+      reserve(reserveSize);
+    }
+
+    /** \deprecated use insert()
+      * inserts a nonzero coefficient at given coordinates \a row, \a col and returns its reference assuming that:
+      *  1 - the coefficient does not exist yet
+      *  2 - this the coefficient with greater inner coordinate for the given outer coordinate.
+      * In other words, assuming \c *this is column-major, then there must not exists any nonzero coefficient of coordinates
+      * \c i \c x \a col such that \c i >= \a row. Otherwise the matrix is invalid.
+      *
+      * \see fillrand(), coeffRef()
+      */
+    EIGEN_DEPRECATED Scalar& fill(Index row, Index col)
+    {
+      const Index outer = IsRowMajor ? row : col;
+      const Index inner = IsRowMajor ? col : row;
+      return insertBack(outer,inner);
+    }
+
+    /** \deprecated use insert()
+      * Like fill() but with random inner coordinates.
+      * Compared to the generic coeffRef(), the unique limitation is that we assume
+      * the coefficient does not exist yet.
+      */
+    EIGEN_DEPRECATED Scalar& fillrand(Index row, Index col)
+    {
+      return insert(row,col);
+    }
+
+    /** \deprecated use finalize()
+      * Does nothing. Provided for compatibility with SparseMatrix. */
+    EIGEN_DEPRECATED void endFill() {}
+    
+#   ifdef EIGEN_DYNAMICSPARSEMATRIX_PLUGIN
+#     include EIGEN_DYNAMICSPARSEMATRIX_PLUGIN
+#   endif
+ };
+
+template<typename Scalar, int _Options, typename _Index>
+class DynamicSparseMatrix<Scalar,_Options,_Index>::InnerIterator : public SparseVector<Scalar,_Options,_Index>::InnerIterator
+{
+    typedef typename SparseVector<Scalar,_Options,_Index>::InnerIterator Base;
+  public:
+    InnerIterator(const DynamicSparseMatrix& mat, Index outer)
+      : Base(mat.m_data[outer]), m_outer(outer)
+    {}
+
+    inline Index row() const { return IsRowMajor ? m_outer : Base::index(); }
+    inline Index col() const { return IsRowMajor ? Base::index() : m_outer; }
+
+  protected:
+    const Index m_outer;
+};
+
+template<typename Scalar, int _Options, typename _Index>
+class DynamicSparseMatrix<Scalar,_Options,_Index>::ReverseInnerIterator : public SparseVector<Scalar,_Options,_Index>::ReverseInnerIterator
+{
+    typedef typename SparseVector<Scalar,_Options,_Index>::ReverseInnerIterator Base;
+  public:
+    ReverseInnerIterator(const DynamicSparseMatrix& mat, Index outer)
+      : Base(mat.m_data[outer]), m_outer(outer)
+    {}
+
+    inline Index row() const { return IsRowMajor ? m_outer : Base::index(); }
+    inline Index col() const { return IsRowMajor ? Base::index() : m_outer; }
+
+  protected:
+    const Index m_outer;
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_DYNAMIC_SPARSEMATRIX_H