ruby-eigen 0.0.9 → 0.0.10.pre1

data/ext/eigen/eigen3/Eigen/src/Core/Assign_MKL.h

@@ -0,0 +1,224 @@
+/*
+ Copyright (c) 2011, Intel Corporation. All rights reserved.
+
+ Redistribution and use in source and binary forms, with or without modification,
+ are permitted provided that the following conditions are met:
+
+ * Redistributions of source code must retain the above copyright notice, this
+   list of conditions and the following disclaimer.
+ * Redistributions in binary form must reproduce the above copyright notice,
+   this list of conditions and the following disclaimer in the documentation
+   and/or other materials provided with the distribution.
+ * Neither the name of Intel Corporation nor the names of its contributors may
+   be used to endorse or promote products derived from this software without
+   specific prior written permission.
+
+ THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
+ ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
+ WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
+ DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
+ ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
+ (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
+ LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
+ ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
+ (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
+ SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+
+ ********************************************************************************
+ *   Content : Eigen bindings to Intel(R) MKL
+ *   MKL VML support for coefficient-wise unary Eigen expressions like a=b.sin()
+ ********************************************************************************
+*/
+
+#ifndef EIGEN_ASSIGN_VML_H
+#define EIGEN_ASSIGN_VML_H
+
+namespace Eigen { 
+
+namespace internal {
+
+template<typename Op> struct vml_call
+{ enum { IsSupported = 0 }; };
+
+template<typename Dst, typename Src, typename UnaryOp>
+class vml_assign_traits
+{
+  private:
+    enum {
+      DstHasDirectAccess = Dst::Flags & DirectAccessBit,
+      SrcHasDirectAccess = Src::Flags & DirectAccessBit,
+
+      StorageOrdersAgree = (int(Dst::IsRowMajor) == int(Src::IsRowMajor)),
+      InnerSize = int(Dst::IsVectorAtCompileTime) ? int(Dst::SizeAtCompileTime)
+                : int(Dst::Flags)&RowMajorBit ? int(Dst::ColsAtCompileTime)
+                : int(Dst::RowsAtCompileTime),
+      InnerMaxSize  = int(Dst::IsVectorAtCompileTime) ? int(Dst::MaxSizeAtCompileTime)
+                    : int(Dst::Flags)&RowMajorBit ? int(Dst::MaxColsAtCompileTime)
+                    : int(Dst::MaxRowsAtCompileTime),
+      MaxSizeAtCompileTime = Dst::SizeAtCompileTime,
+
+      MightEnableVml =  vml_call<UnaryOp>::IsSupported && StorageOrdersAgree && DstHasDirectAccess && SrcHasDirectAccess
+                     && Src::InnerStrideAtCompileTime==1 && Dst::InnerStrideAtCompileTime==1,
+      MightLinearize = MightEnableVml && (int(Dst::Flags) & int(Src::Flags) & LinearAccessBit),
+      VmlSize = MightLinearize ? MaxSizeAtCompileTime : InnerMaxSize,
+      LargeEnough = VmlSize==Dynamic || VmlSize>=EIGEN_MKL_VML_THRESHOLD,
+      MayEnableVml = MightEnableVml && LargeEnough,
+      MayLinearize = MayEnableVml && MightLinearize
+    };
+  public:
+    enum {
+      Traversal = MayLinearize ? LinearVectorizedTraversal
+                : MayEnableVml ? InnerVectorizedTraversal
+                : DefaultTraversal
+    };
+};
+
+template<typename Derived1, typename Derived2, typename UnaryOp, int Traversal, int Unrolling,
+         int VmlTraversal = vml_assign_traits<Derived1, Derived2, UnaryOp>::Traversal >
+struct vml_assign_impl
+  : assign_impl<Derived1, Eigen::CwiseUnaryOp<UnaryOp, Derived2>,Traversal,Unrolling,BuiltIn>
+{
+};
+
+template<typename Derived1, typename Derived2, typename UnaryOp, int Traversal, int Unrolling>
+struct vml_assign_impl<Derived1, Derived2, UnaryOp, Traversal, Unrolling, InnerVectorizedTraversal>
+{
+  typedef typename Derived1::Scalar Scalar;
+  typedef typename Derived1::Index Index;
+  static inline void run(Derived1& dst, const CwiseUnaryOp<UnaryOp, Derived2>& src)
+  {
+    // in case we want to (or have to) skip VML at runtime we can call:
+    // assign_impl<Derived1,Eigen::CwiseUnaryOp<UnaryOp, Derived2>,Traversal,Unrolling,BuiltIn>::run(dst,src);
+    const Index innerSize = dst.innerSize();
+    const Index outerSize = dst.outerSize();
+    for(Index outer = 0; outer < outerSize; ++outer) {
+      const Scalar *src_ptr = src.IsRowMajor ?  &(src.nestedExpression().coeffRef(outer,0)) :
+                                                &(src.nestedExpression().coeffRef(0, outer));
+      Scalar *dst_ptr = dst.IsRowMajor ? &(dst.coeffRef(outer,0)) : &(dst.coeffRef(0, outer));
+      vml_call<UnaryOp>::run(src.functor(), innerSize, src_ptr, dst_ptr );
+    }
+  }
+};
+
+template<typename Derived1, typename Derived2, typename UnaryOp, int Traversal, int Unrolling>
+struct vml_assign_impl<Derived1, Derived2, UnaryOp, Traversal, Unrolling, LinearVectorizedTraversal>
+{
+  static inline void run(Derived1& dst, const CwiseUnaryOp<UnaryOp, Derived2>& src)
+  {
+    // in case we want to (or have to) skip VML at runtime we can call:
+    // assign_impl<Derived1,Eigen::CwiseUnaryOp<UnaryOp, Derived2>,Traversal,Unrolling,BuiltIn>::run(dst,src);
+    vml_call<UnaryOp>::run(src.functor(), dst.size(), src.nestedExpression().data(), dst.data() );
+  }
+};
+
+// Macroses
+
+#define EIGEN_MKL_VML_SPECIALIZE_ASSIGN(TRAVERSAL,UNROLLING) \
+  template<typename Derived1, typename Derived2, typename UnaryOp> \
+  struct assign_impl<Derived1, Eigen::CwiseUnaryOp<UnaryOp, Derived2>, TRAVERSAL, UNROLLING, Specialized>  {  \
+    static inline void run(Derived1 &dst, const Eigen::CwiseUnaryOp<UnaryOp, Derived2> &src) { \
+      vml_assign_impl<Derived1,Derived2,UnaryOp,TRAVERSAL,UNROLLING>::run(dst, src); \
+    } \
+  };
+
+EIGEN_MKL_VML_SPECIALIZE_ASSIGN(DefaultTraversal,NoUnrolling)
+EIGEN_MKL_VML_SPECIALIZE_ASSIGN(DefaultTraversal,CompleteUnrolling)
+EIGEN_MKL_VML_SPECIALIZE_ASSIGN(DefaultTraversal,InnerUnrolling)
+EIGEN_MKL_VML_SPECIALIZE_ASSIGN(LinearTraversal,NoUnrolling)
+EIGEN_MKL_VML_SPECIALIZE_ASSIGN(LinearTraversal,CompleteUnrolling)
+EIGEN_MKL_VML_SPECIALIZE_ASSIGN(InnerVectorizedTraversal,NoUnrolling)
+EIGEN_MKL_VML_SPECIALIZE_ASSIGN(InnerVectorizedTraversal,CompleteUnrolling)
+EIGEN_MKL_VML_SPECIALIZE_ASSIGN(InnerVectorizedTraversal,InnerUnrolling)
+EIGEN_MKL_VML_SPECIALIZE_ASSIGN(LinearVectorizedTraversal,CompleteUnrolling)
+EIGEN_MKL_VML_SPECIALIZE_ASSIGN(LinearVectorizedTraversal,NoUnrolling)
+EIGEN_MKL_VML_SPECIALIZE_ASSIGN(SliceVectorizedTraversal,NoUnrolling)
+
+
+#if !defined (EIGEN_FAST_MATH) || (EIGEN_FAST_MATH != 1)
+#define  EIGEN_MKL_VML_MODE VML_HA
+#else
+#define  EIGEN_MKL_VML_MODE VML_LA
+#endif
+
+#define EIGEN_MKL_VML_DECLARE_UNARY_CALL(EIGENOP, VMLOP, EIGENTYPE, VMLTYPE)     \
+  template<> struct vml_call< scalar_##EIGENOP##_op<EIGENTYPE> > {               \
+    enum { IsSupported = 1 };                                                    \
+    static inline void run( const scalar_##EIGENOP##_op<EIGENTYPE>& /*func*/,        \
+                            int size, const EIGENTYPE* src, EIGENTYPE* dst) {    \
+      VMLOP(size, (const VMLTYPE*)src, (VMLTYPE*)dst);                           \
+    }                                                                            \
+  };
+
+#define EIGEN_MKL_VML_DECLARE_UNARY_CALL_LA(EIGENOP, VMLOP, EIGENTYPE, VMLTYPE)  \
+  template<> struct vml_call< scalar_##EIGENOP##_op<EIGENTYPE> > {               \
+    enum { IsSupported = 1 };                                                    \
+    static inline void run( const scalar_##EIGENOP##_op<EIGENTYPE>& /*func*/,        \
+                            int size, const EIGENTYPE* src, EIGENTYPE* dst) {    \
+      MKL_INT64 vmlMode = EIGEN_MKL_VML_MODE;                                    \
+      VMLOP(size, (const VMLTYPE*)src, (VMLTYPE*)dst, vmlMode);                  \
+    }                                                                            \
+  };
+
+#define EIGEN_MKL_VML_DECLARE_POW_CALL(EIGENOP, VMLOP, EIGENTYPE, VMLTYPE)       \
+  template<> struct vml_call< scalar_##EIGENOP##_op<EIGENTYPE> > {               \
+    enum { IsSupported = 1 };                                                    \
+    static inline void run( const scalar_##EIGENOP##_op<EIGENTYPE>& func,        \
+                          int size, const EIGENTYPE* src, EIGENTYPE* dst) {      \
+      EIGENTYPE exponent = func.m_exponent;                                      \
+      MKL_INT64 vmlMode = EIGEN_MKL_VML_MODE;                                    \
+      VMLOP(&size, (const VMLTYPE*)src, (const VMLTYPE*)&exponent,               \
+                        (VMLTYPE*)dst, &vmlMode);                                \
+    }                                                                            \
+  };
+
+#define EIGEN_MKL_VML_DECLARE_UNARY_CALLS_REAL(EIGENOP, VMLOP)                   \
+  EIGEN_MKL_VML_DECLARE_UNARY_CALL(EIGENOP, vs##VMLOP, float, float)             \
+  EIGEN_MKL_VML_DECLARE_UNARY_CALL(EIGENOP, vd##VMLOP, double, double)
+
+#define EIGEN_MKL_VML_DECLARE_UNARY_CALLS_COMPLEX(EIGENOP, VMLOP)                \
+  EIGEN_MKL_VML_DECLARE_UNARY_CALL(EIGENOP, vc##VMLOP, scomplex, MKL_Complex8)   \
+  EIGEN_MKL_VML_DECLARE_UNARY_CALL(EIGENOP, vz##VMLOP, dcomplex, MKL_Complex16)
+
+#define EIGEN_MKL_VML_DECLARE_UNARY_CALLS(EIGENOP, VMLOP)                        \
+  EIGEN_MKL_VML_DECLARE_UNARY_CALLS_REAL(EIGENOP, VMLOP)                         \
+  EIGEN_MKL_VML_DECLARE_UNARY_CALLS_COMPLEX(EIGENOP, VMLOP)
+
+
+#define EIGEN_MKL_VML_DECLARE_UNARY_CALLS_REAL_LA(EIGENOP, VMLOP)                \
+  EIGEN_MKL_VML_DECLARE_UNARY_CALL_LA(EIGENOP, vms##VMLOP, float, float)         \
+  EIGEN_MKL_VML_DECLARE_UNARY_CALL_LA(EIGENOP, vmd##VMLOP, double, double)
+
+#define EIGEN_MKL_VML_DECLARE_UNARY_CALLS_COMPLEX_LA(EIGENOP, VMLOP)             \
+  EIGEN_MKL_VML_DECLARE_UNARY_CALL_LA(EIGENOP, vmc##VMLOP, scomplex, MKL_Complex8)  \
+  EIGEN_MKL_VML_DECLARE_UNARY_CALL_LA(EIGENOP, vmz##VMLOP, dcomplex, MKL_Complex16)
+
+#define EIGEN_MKL_VML_DECLARE_UNARY_CALLS_LA(EIGENOP, VMLOP)                     \
+  EIGEN_MKL_VML_DECLARE_UNARY_CALLS_REAL_LA(EIGENOP, VMLOP)                      \
+  EIGEN_MKL_VML_DECLARE_UNARY_CALLS_COMPLEX_LA(EIGENOP, VMLOP)
+
+
+EIGEN_MKL_VML_DECLARE_UNARY_CALLS_LA(sin,  Sin)
+EIGEN_MKL_VML_DECLARE_UNARY_CALLS_LA(asin, Asin)
+EIGEN_MKL_VML_DECLARE_UNARY_CALLS_LA(cos,  Cos)
+EIGEN_MKL_VML_DECLARE_UNARY_CALLS_LA(acos, Acos)
+EIGEN_MKL_VML_DECLARE_UNARY_CALLS_LA(tan,  Tan)
+//EIGEN_MKL_VML_DECLARE_UNARY_CALLS(abs,  Abs)
+EIGEN_MKL_VML_DECLARE_UNARY_CALLS_LA(exp,  Exp)
+EIGEN_MKL_VML_DECLARE_UNARY_CALLS_LA(log,  Ln)
+EIGEN_MKL_VML_DECLARE_UNARY_CALLS_LA(sqrt, Sqrt)
+
+EIGEN_MKL_VML_DECLARE_UNARY_CALLS_REAL(square, Sqr)
+
+// The vm*powx functions are not avaibale in the windows version of MKL.
+#ifndef _WIN32
+EIGEN_MKL_VML_DECLARE_POW_CALL(pow, vmspowx_, float, float)
+EIGEN_MKL_VML_DECLARE_POW_CALL(pow, vmdpowx_, double, double)
+EIGEN_MKL_VML_DECLARE_POW_CALL(pow, vmcpowx_, scomplex, MKL_Complex8)
+EIGEN_MKL_VML_DECLARE_POW_CALL(pow, vmzpowx_, dcomplex, MKL_Complex16)
+#endif
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_ASSIGN_VML_H

data/ext/eigen/eigen3/Eigen/src/Core/BandMatrix.h

@@ -0,0 +1,334 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 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_BANDMATRIX_H
+#define EIGEN_BANDMATRIX_H
+
+namespace Eigen { 
+
+namespace internal {
+
+template<typename Derived>
+class BandMatrixBase : public EigenBase<Derived>
+{
+  public:
+
+    enum {
+      Flags = internal::traits<Derived>::Flags,
+      CoeffReadCost = internal::traits<Derived>::CoeffReadCost,
+      RowsAtCompileTime = internal::traits<Derived>::RowsAtCompileTime,
+      ColsAtCompileTime = internal::traits<Derived>::ColsAtCompileTime,
+      MaxRowsAtCompileTime = internal::traits<Derived>::MaxRowsAtCompileTime,
+      MaxColsAtCompileTime = internal::traits<Derived>::MaxColsAtCompileTime,
+      Supers = internal::traits<Derived>::Supers,
+      Subs   = internal::traits<Derived>::Subs,
+      Options = internal::traits<Derived>::Options
+    };
+    typedef typename internal::traits<Derived>::Scalar Scalar;
+    typedef Matrix<Scalar,RowsAtCompileTime,ColsAtCompileTime> DenseMatrixType;
+    typedef typename DenseMatrixType::Index Index;
+    typedef typename internal::traits<Derived>::CoefficientsType CoefficientsType;
+    typedef EigenBase<Derived> Base;
+
+  protected:
+    enum {
+      DataRowsAtCompileTime = ((Supers!=Dynamic) && (Subs!=Dynamic))
+                            ? 1 + Supers + Subs
+                            : Dynamic,
+      SizeAtCompileTime = EIGEN_SIZE_MIN_PREFER_DYNAMIC(RowsAtCompileTime,ColsAtCompileTime)
+    };
+
+  public:
+    
+    using Base::derived;
+    using Base::rows;
+    using Base::cols;
+
+    /** \returns the number of super diagonals */
+    inline Index supers() const { return derived().supers(); }
+
+    /** \returns the number of sub diagonals */
+    inline Index subs() const { return derived().subs(); }
+    
+    /** \returns an expression of the underlying coefficient matrix */
+    inline const CoefficientsType& coeffs() const { return derived().coeffs(); }
+    
+    /** \returns an expression of the underlying coefficient matrix */
+    inline CoefficientsType& coeffs() { return derived().coeffs(); }
+
+    /** \returns a vector expression of the \a i -th column,
+      * only the meaningful part is returned.
+      * \warning the internal storage must be column major. */
+    inline Block<CoefficientsType,Dynamic,1> col(Index i)
+    {
+      EIGEN_STATIC_ASSERT((Options&RowMajor)==0,THIS_METHOD_IS_ONLY_FOR_COLUMN_MAJOR_MATRICES);
+      Index start = 0;
+      Index len = coeffs().rows();
+      if (i<=supers())
+      {
+        start = supers()-i;
+        len = (std::min)(rows(),std::max<Index>(0,coeffs().rows() - (supers()-i)));
+      }
+      else if (i>=rows()-subs())
+        len = std::max<Index>(0,coeffs().rows() - (i + 1 - rows() + subs()));
+      return Block<CoefficientsType,Dynamic,1>(coeffs(), start, i, len, 1);
+    }
+
+    /** \returns a vector expression of the main diagonal */
+    inline Block<CoefficientsType,1,SizeAtCompileTime> diagonal()
+    { return Block<CoefficientsType,1,SizeAtCompileTime>(coeffs(),supers(),0,1,(std::min)(rows(),cols())); }
+
+    /** \returns a vector expression of the main diagonal (const version) */
+    inline const Block<const CoefficientsType,1,SizeAtCompileTime> diagonal() const
+    { return Block<const CoefficientsType,1,SizeAtCompileTime>(coeffs(),supers(),0,1,(std::min)(rows(),cols())); }
+
+    template<int Index> struct DiagonalIntReturnType {
+      enum {
+        ReturnOpposite = (Options&SelfAdjoint) && (((Index)>0 && Supers==0) || ((Index)<0 && Subs==0)),
+        Conjugate = ReturnOpposite && NumTraits<Scalar>::IsComplex,
+        ActualIndex = ReturnOpposite ? -Index : Index,
+        DiagonalSize = (RowsAtCompileTime==Dynamic || ColsAtCompileTime==Dynamic)
+                     ? Dynamic
+                     : (ActualIndex<0
+                     ? EIGEN_SIZE_MIN_PREFER_DYNAMIC(ColsAtCompileTime, RowsAtCompileTime + ActualIndex)
+                     : EIGEN_SIZE_MIN_PREFER_DYNAMIC(RowsAtCompileTime, ColsAtCompileTime - ActualIndex))
+      };
+      typedef Block<CoefficientsType,1, DiagonalSize> BuildType;
+      typedef typename internal::conditional<Conjugate,
+                 CwiseUnaryOp<internal::scalar_conjugate_op<Scalar>,BuildType >,
+                 BuildType>::type Type;
+    };
+
+    /** \returns a vector expression of the \a N -th sub or super diagonal */
+    template<int N> inline typename DiagonalIntReturnType<N>::Type diagonal()
+    {
+      return typename DiagonalIntReturnType<N>::BuildType(coeffs(), supers()-N, (std::max)(0,N), 1, diagonalLength(N));
+    }
+
+    /** \returns a vector expression of the \a N -th sub or super diagonal */
+    template<int N> inline const typename DiagonalIntReturnType<N>::Type diagonal() const
+    {
+      return typename DiagonalIntReturnType<N>::BuildType(coeffs(), supers()-N, (std::max)(0,N), 1, diagonalLength(N));
+    }
+
+    /** \returns a vector expression of the \a i -th sub or super diagonal */
+    inline Block<CoefficientsType,1,Dynamic> diagonal(Index i)
+    {
+      eigen_assert((i<0 && -i<=subs()) || (i>=0 && i<=supers()));
+      return Block<CoefficientsType,1,Dynamic>(coeffs(), supers()-i, std::max<Index>(0,i), 1, diagonalLength(i));
+    }
+
+    /** \returns a vector expression of the \a i -th sub or super diagonal */
+    inline const Block<const CoefficientsType,1,Dynamic> diagonal(Index i) const
+    {
+      eigen_assert((i<0 && -i<=subs()) || (i>=0 && i<=supers()));
+      return Block<const CoefficientsType,1,Dynamic>(coeffs(), supers()-i, std::max<Index>(0,i), 1, diagonalLength(i));
+    }
+    
+    template<typename Dest> inline void evalTo(Dest& dst) const
+    {
+      dst.resize(rows(),cols());
+      dst.setZero();
+      dst.diagonal() = diagonal();
+      for (Index i=1; i<=supers();++i)
+        dst.diagonal(i) = diagonal(i);
+      for (Index i=1; i<=subs();++i)
+        dst.diagonal(-i) = diagonal(-i);
+    }
+
+    DenseMatrixType toDenseMatrix() const
+    {
+      DenseMatrixType res(rows(),cols());
+      evalTo(res);
+      return res;
+    }
+
+  protected:
+
+    inline Index diagonalLength(Index i) const
+    { return i<0 ? (std::min)(cols(),rows()+i) : (std::min)(rows(),cols()-i); }
+};
+
+/**
+  * \class BandMatrix
+  * \ingroup Core_Module
+  *
+  * \brief Represents a rectangular matrix with a banded storage
+  *
+  * \param _Scalar Numeric type, i.e. float, double, int
+  * \param Rows Number of rows, or \b Dynamic
+  * \param Cols Number of columns, or \b Dynamic
+  * \param Supers Number of super diagonal
+  * \param Subs Number of sub diagonal
+  * \param _Options A combination of either \b #RowMajor or \b #ColMajor, and of \b #SelfAdjoint
+  *                 The former controls \ref TopicStorageOrders "storage order", and defaults to
+  *                 column-major. The latter controls whether the matrix represents a selfadjoint 
+  *                 matrix in which case either Supers of Subs have to be null.
+  *
+  * \sa class TridiagonalMatrix
+  */
+
+template<typename _Scalar, int _Rows, int _Cols, int _Supers, int _Subs, int _Options>
+struct traits<BandMatrix<_Scalar,_Rows,_Cols,_Supers,_Subs,_Options> >
+{
+  typedef _Scalar Scalar;
+  typedef Dense StorageKind;
+  typedef DenseIndex Index;
+  enum {
+    CoeffReadCost = NumTraits<Scalar>::ReadCost,
+    RowsAtCompileTime = _Rows,
+    ColsAtCompileTime = _Cols,
+    MaxRowsAtCompileTime = _Rows,
+    MaxColsAtCompileTime = _Cols,
+    Flags = LvalueBit,
+    Supers = _Supers,
+    Subs = _Subs,
+    Options = _Options,
+    DataRowsAtCompileTime = ((Supers!=Dynamic) && (Subs!=Dynamic)) ? 1 + Supers + Subs : Dynamic
+  };
+  typedef Matrix<Scalar,DataRowsAtCompileTime,ColsAtCompileTime,Options&RowMajor?RowMajor:ColMajor> CoefficientsType;
+};
+
+template<typename _Scalar, int Rows, int Cols, int Supers, int Subs, int Options>
+class BandMatrix : public BandMatrixBase<BandMatrix<_Scalar,Rows,Cols,Supers,Subs,Options> >
+{
+  public:
+
+    typedef typename internal::traits<BandMatrix>::Scalar Scalar;
+    typedef typename internal::traits<BandMatrix>::Index Index;
+    typedef typename internal::traits<BandMatrix>::CoefficientsType CoefficientsType;
+
+    inline BandMatrix(Index rows=Rows, Index cols=Cols, Index supers=Supers, Index subs=Subs)
+      : m_coeffs(1+supers+subs,cols),
+        m_rows(rows), m_supers(supers), m_subs(subs)
+    {
+    }
+
+    /** \returns the number of columns */
+    inline Index rows() const { return m_rows.value(); }
+
+    /** \returns the number of rows */
+    inline Index cols() const { return m_coeffs.cols(); }
+
+    /** \returns the number of super diagonals */
+    inline Index supers() const { return m_supers.value(); }
+
+    /** \returns the number of sub diagonals */
+    inline Index subs() const { return m_subs.value(); }
+
+    inline const CoefficientsType& coeffs() const { return m_coeffs; }
+    inline CoefficientsType& coeffs() { return m_coeffs; }
+
+  protected:
+
+    CoefficientsType m_coeffs;
+    internal::variable_if_dynamic<Index, Rows>   m_rows;
+    internal::variable_if_dynamic<Index, Supers> m_supers;
+    internal::variable_if_dynamic<Index, Subs>   m_subs;
+};
+
+template<typename _CoefficientsType,int _Rows, int _Cols, int _Supers, int _Subs,int _Options>
+class BandMatrixWrapper;
+
+template<typename _CoefficientsType,int _Rows, int _Cols, int _Supers, int _Subs,int _Options>
+struct traits<BandMatrixWrapper<_CoefficientsType,_Rows,_Cols,_Supers,_Subs,_Options> >
+{
+  typedef typename _CoefficientsType::Scalar Scalar;
+  typedef typename _CoefficientsType::StorageKind StorageKind;
+  typedef typename _CoefficientsType::Index Index;
+  enum {
+    CoeffReadCost = internal::traits<_CoefficientsType>::CoeffReadCost,
+    RowsAtCompileTime = _Rows,
+    ColsAtCompileTime = _Cols,
+    MaxRowsAtCompileTime = _Rows,
+    MaxColsAtCompileTime = _Cols,
+    Flags = LvalueBit,
+    Supers = _Supers,
+    Subs = _Subs,
+    Options = _Options,
+    DataRowsAtCompileTime = ((Supers!=Dynamic) && (Subs!=Dynamic)) ? 1 + Supers + Subs : Dynamic
+  };
+  typedef _CoefficientsType CoefficientsType;
+};
+
+template<typename _CoefficientsType,int _Rows, int _Cols, int _Supers, int _Subs,int _Options>
+class BandMatrixWrapper : public BandMatrixBase<BandMatrixWrapper<_CoefficientsType,_Rows,_Cols,_Supers,_Subs,_Options> >
+{
+  public:
+
+    typedef typename internal::traits<BandMatrixWrapper>::Scalar Scalar;
+    typedef typename internal::traits<BandMatrixWrapper>::CoefficientsType CoefficientsType;
+    typedef typename internal::traits<BandMatrixWrapper>::Index Index;
+
+    inline BandMatrixWrapper(const CoefficientsType& coeffs, Index rows=_Rows, Index cols=_Cols, Index supers=_Supers, Index subs=_Subs)
+      : m_coeffs(coeffs),
+        m_rows(rows), m_supers(supers), m_subs(subs)
+    {
+      EIGEN_UNUSED_VARIABLE(cols);
+      //internal::assert(coeffs.cols()==cols() && (supers()+subs()+1)==coeffs.rows());
+    }
+
+    /** \returns the number of columns */
+    inline Index rows() const { return m_rows.value(); }
+
+    /** \returns the number of rows */
+    inline Index cols() const { return m_coeffs.cols(); }
+
+    /** \returns the number of super diagonals */
+    inline Index supers() const { return m_supers.value(); }
+
+    /** \returns the number of sub diagonals */
+    inline Index subs() const { return m_subs.value(); }
+
+    inline const CoefficientsType& coeffs() const { return m_coeffs; }
+
+  protected:
+
+    const CoefficientsType& m_coeffs;
+    internal::variable_if_dynamic<Index, _Rows>   m_rows;
+    internal::variable_if_dynamic<Index, _Supers> m_supers;
+    internal::variable_if_dynamic<Index, _Subs>   m_subs;
+};
+
+/**
+  * \class TridiagonalMatrix
+  * \ingroup Core_Module
+  *
+  * \brief Represents a tridiagonal matrix with a compact banded storage
+  *
+  * \param _Scalar Numeric type, i.e. float, double, int
+  * \param Size Number of rows and cols, or \b Dynamic
+  * \param _Options Can be 0 or \b SelfAdjoint
+  *
+  * \sa class BandMatrix
+  */
+template<typename Scalar, int Size, int Options>
+class TridiagonalMatrix : public BandMatrix<Scalar,Size,Size,Options&SelfAdjoint?0:1,1,Options|RowMajor>
+{
+    typedef BandMatrix<Scalar,Size,Size,Options&SelfAdjoint?0:1,1,Options|RowMajor> Base;
+    typedef typename Base::Index Index;
+  public:
+    TridiagonalMatrix(Index size = Size) : Base(size,size,Options&SelfAdjoint?0:1,1) {}
+
+    inline typename Base::template DiagonalIntReturnType<1>::Type super()
+    { return Base::template diagonal<1>(); }
+    inline const typename Base::template DiagonalIntReturnType<1>::Type super() const
+    { return Base::template diagonal<1>(); }
+    inline typename Base::template DiagonalIntReturnType<-1>::Type sub()
+    { return Base::template diagonal<-1>(); }
+    inline const typename Base::template DiagonalIntReturnType<-1>::Type sub() const
+    { return Base::template diagonal<-1>(); }
+  protected:
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_BANDMATRIX_H