ruby-eigen 0.0.9 → 0.0.10.pre1

data/ext/eigen/eigen3/Eigen/src/Eigen2Support/Macros.h

@@ -0,0 +1,20 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2011 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/.
+
+#ifndef EIGEN2_MACROS_H
+#define EIGEN2_MACROS_H
+
+#define ei_assert eigen_assert
+#define ei_internal_assert eigen_internal_assert
+
+#define EIGEN_ALIGN_128 EIGEN_ALIGN16
+
+#define EIGEN_ARCH_WANTS_ALIGNMENT EIGEN_ALIGN_STATICALLY
+
+#endif // EIGEN2_MACROS_H

data/ext/eigen/eigen3/Eigen/src/Eigen2Support/MathFunctions.h

@@ -0,0 +1,57 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 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/.
+
+#ifndef EIGEN2_MATH_FUNCTIONS_H
+#define EIGEN2_MATH_FUNCTIONS_H
+
+namespace Eigen { 
+
+template<typename T> inline typename NumTraits<T>::Real ei_real(const T& x) { return numext::real(x); }
+template<typename T> inline typename NumTraits<T>::Real ei_imag(const T& x) { return numext::imag(x); }
+template<typename T> inline T ei_conj(const T& x) { return numext::conj(x); }
+template<typename T> inline typename NumTraits<T>::Real ei_abs (const T& x) { using std::abs; return abs(x); }
+template<typename T> inline typename NumTraits<T>::Real ei_abs2(const T& x) { return numext::abs2(x); }
+template<typename T> inline T ei_sqrt(const T& x) { using std::sqrt; return sqrt(x); }
+template<typename T> inline T ei_exp (const T& x) { using std::exp;  return exp(x); }
+template<typename T> inline T ei_log (const T& x) { using std::log;  return log(x); }
+template<typename T> inline T ei_sin (const T& x) { using std::sin;  return sin(x); }
+template<typename T> inline T ei_cos (const T& x) { using std::cos;  return cos(x); }
+template<typename T> inline T ei_atan2(const T& x,const T& y) { using std::atan2; return atan2(x,y); }
+template<typename T> inline T ei_pow (const T& x,const T& y) { return numext::pow(x,y); }
+template<typename T> inline T ei_random () { return internal::random<T>(); }
+template<typename T> inline T ei_random (const T& x, const T& y) { return internal::random(x, y); }
+
+template<typename T> inline T precision () { return NumTraits<T>::dummy_precision(); }
+template<typename T> inline T machine_epsilon () { return NumTraits<T>::epsilon(); }
+
+
+template<typename Scalar, typename OtherScalar>
+inline bool ei_isMuchSmallerThan(const Scalar& x, const OtherScalar& y,
+                                   typename NumTraits<Scalar>::Real precision = NumTraits<Scalar>::dummy_precision())
+{
+  return internal::isMuchSmallerThan(x, y, precision);
+}
+
+template<typename Scalar>
+inline bool ei_isApprox(const Scalar& x, const Scalar& y,
+                          typename NumTraits<Scalar>::Real precision = NumTraits<Scalar>::dummy_precision())
+{
+  return internal::isApprox(x, y, precision);
+}
+
+template<typename Scalar>
+inline bool ei_isApproxOrLessThan(const Scalar& x, const Scalar& y,
+                                    typename NumTraits<Scalar>::Real precision = NumTraits<Scalar>::dummy_precision())
+{
+  return internal::isApproxOrLessThan(x, y, precision);
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN2_MATH_FUNCTIONS_H

data/ext/eigen/eigen3/Eigen/src/Eigen2Support/Memory.h

@@ -0,0 +1,45 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2011 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/.
+
+#ifndef EIGEN2_MEMORY_H
+#define EIGEN2_MEMORY_H
+
+namespace Eigen { 
+
+inline void* ei_aligned_malloc(size_t size) { return internal::aligned_malloc(size); }
+inline void  ei_aligned_free(void *ptr) { internal::aligned_free(ptr); }
+inline void* ei_aligned_realloc(void *ptr, size_t new_size, size_t old_size) { return internal::aligned_realloc(ptr, new_size, old_size); }
+inline void* ei_handmade_aligned_malloc(size_t size) { return internal::handmade_aligned_malloc(size); }
+inline void  ei_handmade_aligned_free(void *ptr) { internal::handmade_aligned_free(ptr); }
+
+template<bool Align> inline void* ei_conditional_aligned_malloc(size_t size)
+{
+  return internal::conditional_aligned_malloc<Align>(size);
+}
+template<bool Align> inline void ei_conditional_aligned_free(void *ptr)
+{
+  internal::conditional_aligned_free<Align>(ptr);
+}
+template<bool Align> inline void* ei_conditional_aligned_realloc(void* ptr, size_t new_size, size_t old_size)
+{
+  return internal::conditional_aligned_realloc<Align>(ptr, new_size, old_size);
+}
+
+template<typename T> inline T* ei_aligned_new(size_t size)
+{
+  return internal::aligned_new<T>(size);
+}
+template<typename T> inline void ei_aligned_delete(T *ptr, size_t size)
+{
+  return internal::aligned_delete(ptr, size);
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN2_MACROS_H

data/ext/eigen/eigen3/Eigen/src/Eigen2Support/Meta.h

@@ -0,0 +1,75 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2011 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/.
+
+#ifndef EIGEN2_META_H
+#define EIGEN2_META_H
+
+namespace Eigen { 
+
+template<typename T>
+struct ei_traits : internal::traits<T>
+{};
+
+struct ei_meta_true {  enum { ret = 1 }; };
+struct ei_meta_false { enum { ret = 0 }; };
+
+template<bool Condition, typename Then, typename Else>
+struct ei_meta_if { typedef Then ret; };
+
+template<typename Then, typename Else>
+struct ei_meta_if <false, Then, Else> { typedef Else ret; };
+
+template<typename T, typename U> struct ei_is_same_type { enum { ret = 0 }; };
+template<typename T> struct ei_is_same_type<T,T> { enum { ret = 1 }; };
+
+template<typename T> struct ei_unref { typedef T type; };
+template<typename T> struct ei_unref<T&> { typedef T type; };
+
+template<typename T> struct ei_unpointer { typedef T type; };
+template<typename T> struct ei_unpointer<T*> { typedef T type; };
+template<typename T> struct ei_unpointer<T*const> { typedef T type; };
+
+template<typename T> struct ei_unconst { typedef T type; };
+template<typename T> struct ei_unconst<const T> { typedef T type; };
+template<typename T> struct ei_unconst<T const &> { typedef T & type; };
+template<typename T> struct ei_unconst<T const *> { typedef T * type; };
+
+template<typename T> struct ei_cleantype { typedef T type; };
+template<typename T> struct ei_cleantype<const T>   { typedef typename ei_cleantype<T>::type type; };
+template<typename T> struct ei_cleantype<const T&>  { typedef typename ei_cleantype<T>::type type; };
+template<typename T> struct ei_cleantype<T&>        { typedef typename ei_cleantype<T>::type type; };
+template<typename T> struct ei_cleantype<const T*>  { typedef typename ei_cleantype<T>::type type; };
+template<typename T> struct ei_cleantype<T*>        { typedef typename ei_cleantype<T>::type type; };
+
+/** \internal In short, it computes int(sqrt(\a Y)) with \a Y an integer.
+  * Usage example: \code ei_meta_sqrt<1023>::ret \endcode
+  */
+template<int Y,
+         int InfX = 0,
+         int SupX = ((Y==1) ? 1 : Y/2),
+         bool Done = ((SupX-InfX)<=1 ? true : ((SupX*SupX <= Y) && ((SupX+1)*(SupX+1) > Y))) >
+                                // use ?: instead of || just to shut up a stupid gcc 4.3 warning
+class ei_meta_sqrt
+{
+    enum {
+      MidX = (InfX+SupX)/2,
+      TakeInf = MidX*MidX > Y ? 1 : 0,
+      NewInf = int(TakeInf) ? InfX : int(MidX),
+      NewSup = int(TakeInf) ? int(MidX) : SupX
+    };
+  public:
+    enum { ret = ei_meta_sqrt<Y,NewInf,NewSup>::ret };
+};
+
+template<int Y, int InfX, int SupX>
+class ei_meta_sqrt<Y, InfX, SupX, true> { public:  enum { ret = (SupX*SupX <= Y) ? SupX : InfX }; };
+
+} // end namespace Eigen
+
+#endif // EIGEN2_META_H

data/ext/eigen/eigen3/Eigen/src/Eigen2Support/Minor.h

@@ -0,0 +1,117 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2006-2009 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/.
+
+#ifndef EIGEN_MINOR_H
+#define EIGEN_MINOR_H
+
+namespace Eigen { 
+
+/**
+  * \class Minor
+  *
+  * \brief Expression of a minor
+  *
+  * \param MatrixType the type of the object in which we are taking a minor
+  *
+  * This class represents an expression of a minor. It is the return
+  * type of MatrixBase::minor() and most of the time this is the only way it
+  * is used.
+  *
+  * \sa MatrixBase::minor()
+  */
+
+namespace internal {
+template<typename MatrixType>
+struct traits<Minor<MatrixType> >
+ : traits<MatrixType>
+{
+  typedef typename nested<MatrixType>::type MatrixTypeNested;
+  typedef typename remove_reference<MatrixTypeNested>::type _MatrixTypeNested;
+  typedef typename MatrixType::StorageKind StorageKind;
+  enum {
+    RowsAtCompileTime = (MatrixType::RowsAtCompileTime != Dynamic) ?
+                          int(MatrixType::RowsAtCompileTime) - 1 : Dynamic,
+    ColsAtCompileTime = (MatrixType::ColsAtCompileTime != Dynamic) ?
+                          int(MatrixType::ColsAtCompileTime) - 1 : Dynamic,
+    MaxRowsAtCompileTime = (MatrixType::MaxRowsAtCompileTime != Dynamic) ?
+                             int(MatrixType::MaxRowsAtCompileTime) - 1 : Dynamic,
+    MaxColsAtCompileTime = (MatrixType::MaxColsAtCompileTime != Dynamic) ?
+                             int(MatrixType::MaxColsAtCompileTime) - 1 : Dynamic,
+    Flags = _MatrixTypeNested::Flags & (HereditaryBits | LvalueBit),
+    CoeffReadCost = _MatrixTypeNested::CoeffReadCost // minor is used typically on tiny matrices,
+      // where loops are unrolled and the 'if' evaluates at compile time
+  };
+};
+}
+
+template<typename MatrixType> class Minor
+  : public MatrixBase<Minor<MatrixType> >
+{
+  public:
+
+    typedef MatrixBase<Minor> Base;
+    EIGEN_DENSE_PUBLIC_INTERFACE(Minor)
+
+    inline Minor(const MatrixType& matrix,
+                       Index row, Index col)
+      : m_matrix(matrix), m_row(row), m_col(col)
+    {
+      eigen_assert(row >= 0 && row < matrix.rows()
+          && col >= 0 && col < matrix.cols());
+    }
+
+    EIGEN_INHERIT_ASSIGNMENT_OPERATORS(Minor)
+
+    inline Index rows() const { return m_matrix.rows() - 1; }
+    inline Index cols() const { return m_matrix.cols() - 1; }
+
+    inline Scalar& coeffRef(Index row, Index col)
+    {
+      return m_matrix.const_cast_derived().coeffRef(row + (row >= m_row), col + (col >= m_col));
+    }
+
+    inline const Scalar coeff(Index row, Index col) const
+    {
+      return m_matrix.coeff(row + (row >= m_row), col + (col >= m_col));
+    }
+
+  protected:
+    const typename MatrixType::Nested m_matrix;
+    const Index m_row, m_col;
+};
+
+/**
+  * \return an expression of the (\a row, \a col)-minor of *this,
+  * i.e. an expression constructed from *this by removing the specified
+  * row and column.
+  *
+  * Example: \include MatrixBase_minor.cpp
+  * Output: \verbinclude MatrixBase_minor.out
+  *
+  * \sa class Minor
+  */
+template<typename Derived>
+inline Minor<Derived>
+MatrixBase<Derived>::minor(Index row, Index col)
+{
+  return Minor<Derived>(derived(), row, col);
+}
+
+/**
+  * This is the const version of minor(). */
+template<typename Derived>
+inline const Minor<Derived>
+MatrixBase<Derived>::minor(Index row, Index col) const
+{
+  return Minor<Derived>(derived(), row, col);
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_MINOR_H

data/ext/eigen/eigen3/Eigen/src/Eigen2Support/QR.h

@@ -0,0 +1,67 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008 Gael Guennebaud <g.gael@free.fr>
+// Copyright (C) 2011 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/.
+
+#ifndef EIGEN2_QR_H
+#define EIGEN2_QR_H
+
+namespace Eigen { 
+
+template<typename MatrixType>
+class QR : public HouseholderQR<MatrixType>
+{
+  public:
+
+    typedef HouseholderQR<MatrixType> Base;
+    typedef Block<const MatrixType, MatrixType::ColsAtCompileTime, MatrixType::ColsAtCompileTime> MatrixRBlockType;
+
+    QR() : Base() {}
+
+    template<typename T>
+    explicit QR(const T& t) : Base(t) {}
+
+    template<typename OtherDerived, typename ResultType>
+    bool solve(const MatrixBase<OtherDerived>& b, ResultType *result) const
+    {
+      *result = static_cast<const Base*>(this)->solve(b);
+      return true;
+    }
+
+    MatrixType matrixQ(void) const {
+      MatrixType ret = MatrixType::Identity(this->rows(), this->cols());
+      ret = this->householderQ() * ret;
+      return ret;
+    }
+
+    bool isFullRank() const {
+      return true;
+    }
+    
+    const TriangularView<MatrixRBlockType, UpperTriangular>
+    matrixR(void) const
+    {
+      int cols = this->cols();
+      return MatrixRBlockType(this->matrixQR(), 0, 0, cols, cols).template triangularView<UpperTriangular>();
+    }
+};
+
+/** \return the QR decomposition of \c *this.
+  *
+  * \sa class QR
+  */
+template<typename Derived>
+const QR<typename MatrixBase<Derived>::PlainObject>
+MatrixBase<Derived>::qr() const
+{
+  return QR<PlainObject>(eval());
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN2_QR_H

data/ext/eigen/eigen3/Eigen/src/Eigen2Support/SVD.h

@@ -0,0 +1,637 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008 Gael Guennebaud <g.gael@free.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 EIGEN2_SVD_H
+#define EIGEN2_SVD_H
+
+namespace Eigen {
+
+/** \ingroup SVD_Module
+  * \nonstableyet
+  *
+  * \class SVD
+  *
+  * \brief Standard SVD decomposition of a matrix and associated features
+  *
+  * \param MatrixType the type of the matrix of which we are computing the SVD decomposition
+  *
+  * This class performs a standard SVD decomposition of a real matrix A of size \c M x \c N
+  * with \c M \>= \c N.
+  *
+  *
+  * \sa MatrixBase::SVD()
+  */
+template<typename MatrixType> class SVD
+{
+  private:
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar;
+
+    enum {
+      PacketSize = internal::packet_traits<Scalar>::size,
+      AlignmentMask = int(PacketSize)-1,
+      MinSize = EIGEN_SIZE_MIN_PREFER_DYNAMIC(MatrixType::RowsAtCompileTime, MatrixType::ColsAtCompileTime)
+    };
+
+    typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, 1> ColVector;
+    typedef Matrix<Scalar, MatrixType::ColsAtCompileTime, 1> RowVector;
+
+    typedef Matrix<Scalar, MatrixType::RowsAtCompileTime, MinSize> MatrixUType;
+    typedef Matrix<Scalar, MatrixType::ColsAtCompileTime, MatrixType::ColsAtCompileTime> MatrixVType;
+    typedef Matrix<Scalar, MinSize, 1> SingularValuesType;
+
+  public:
+
+    SVD() {} // a user who relied on compiler-generated default compiler reported problems with MSVC in 2.0.7
+    
+    SVD(const MatrixType& matrix)
+      : m_matU(matrix.rows(), (std::min)(matrix.rows(), matrix.cols())),
+        m_matV(matrix.cols(),matrix.cols()),
+        m_sigma((std::min)(matrix.rows(),matrix.cols()))
+    {
+      compute(matrix);
+    }
+
+    template<typename OtherDerived, typename ResultType>
+    bool solve(const MatrixBase<OtherDerived> &b, ResultType* result) const;
+
+    const MatrixUType& matrixU() const { return m_matU; }
+    const SingularValuesType& singularValues() const { return m_sigma; }
+    const MatrixVType& matrixV() const { return m_matV; }
+
+    void compute(const MatrixType& matrix);
+    SVD& sort();
+
+    template<typename UnitaryType, typename PositiveType>
+    void computeUnitaryPositive(UnitaryType *unitary, PositiveType *positive) const;
+    template<typename PositiveType, typename UnitaryType>
+    void computePositiveUnitary(PositiveType *positive, UnitaryType *unitary) const;
+    template<typename RotationType, typename ScalingType>
+    void computeRotationScaling(RotationType *unitary, ScalingType *positive) const;
+    template<typename ScalingType, typename RotationType>
+    void computeScalingRotation(ScalingType *positive, RotationType *unitary) const;
+
+  protected:
+    /** \internal */
+    MatrixUType m_matU;
+    /** \internal */
+    MatrixVType m_matV;
+    /** \internal */
+    SingularValuesType m_sigma;
+};
+
+/** Computes / recomputes the SVD decomposition A = U S V^* of \a matrix
+  *
+  * \note this code has been adapted from JAMA (public domain)
+  */
+template<typename MatrixType>
+void SVD<MatrixType>::compute(const MatrixType& matrix)
+{
+  const int m = matrix.rows();
+  const int n = matrix.cols();
+  const int nu = (std::min)(m,n);
+  ei_assert(m>=n && "In Eigen 2.0, SVD only works for MxN matrices with M>=N. Sorry!");
+  ei_assert(m>1 && "In Eigen 2.0, SVD doesn't work on 1x1 matrices");
+
+  m_matU.resize(m, nu);
+  m_matU.setZero();
+  m_sigma.resize((std::min)(m,n));
+  m_matV.resize(n,n);
+
+  RowVector e(n);
+  ColVector work(m);
+  MatrixType matA(matrix);
+  const bool wantu = true;
+  const bool wantv = true;
+  int i=0, j=0, k=0;
+
+  // Reduce A to bidiagonal form, storing the diagonal elements
+  // in s and the super-diagonal elements in e.
+  int nct = (std::min)(m-1,n);
+  int nrt = (std::max)(0,(std::min)(n-2,m));
+  for (k = 0; k < (std::max)(nct,nrt); ++k)
+  {
+    if (k < nct)
+    {
+      // Compute the transformation for the k-th column and
+      // place the k-th diagonal in m_sigma[k].
+      m_sigma[k] = matA.col(k).end(m-k).norm();
+      if (m_sigma[k] != 0.0) // FIXME
+      {
+        if (matA(k,k) < 0.0)
+          m_sigma[k] = -m_sigma[k];
+        matA.col(k).end(m-k) /= m_sigma[k];
+        matA(k,k) += 1.0;
+      }
+      m_sigma[k] = -m_sigma[k];
+    }
+
+    for (j = k+1; j < n; ++j)
+    {
+      if ((k < nct) && (m_sigma[k] != 0.0))
+      {
+        // Apply the transformation.
+        Scalar t = matA.col(k).end(m-k).eigen2_dot(matA.col(j).end(m-k)); // FIXME dot product or cwise prod + .sum() ??
+        t = -t/matA(k,k);
+        matA.col(j).end(m-k) += t * matA.col(k).end(m-k);
+      }
+
+      // Place the k-th row of A into e for the
+      // subsequent calculation of the row transformation.
+      e[j] = matA(k,j);
+    }
+
+    // Place the transformation in U for subsequent back multiplication.
+    if (wantu & (k < nct))
+      m_matU.col(k).end(m-k) = matA.col(k).end(m-k);
+
+    if (k < nrt)
+    {
+      // Compute the k-th row transformation and place the
+      // k-th super-diagonal in e[k].
+      e[k] = e.end(n-k-1).norm();
+      if (e[k] != 0.0)
+      {
+          if (e[k+1] < 0.0)
+            e[k] = -e[k];
+          e.end(n-k-1) /= e[k];
+          e[k+1] += 1.0;
+      }
+      e[k] = -e[k];
+      if ((k+1 < m) & (e[k] != 0.0))
+      {
+        // Apply the transformation.
+        work.end(m-k-1) = matA.corner(BottomRight,m-k-1,n-k-1) * e.end(n-k-1);
+        for (j = k+1; j < n; ++j)
+          matA.col(j).end(m-k-1) += (-e[j]/e[k+1]) * work.end(m-k-1);
+      }
+
+      // Place the transformation in V for subsequent back multiplication.
+      if (wantv)
+        m_matV.col(k).end(n-k-1) = e.end(n-k-1);
+    }
+  }
+
+
+  // Set up the final bidiagonal matrix or order p.
+  int p = (std::min)(n,m+1);
+  if (nct < n)
+    m_sigma[nct] = matA(nct,nct);
+  if (m < p)
+    m_sigma[p-1] = 0.0;
+  if (nrt+1 < p)
+    e[nrt] = matA(nrt,p-1);
+  e[p-1] = 0.0;
+
+  // If required, generate U.
+  if (wantu)
+  {
+    for (j = nct; j < nu; ++j)
+    {
+      m_matU.col(j).setZero();
+      m_matU(j,j) = 1.0;
+    }
+    for (k = nct-1; k >= 0; k--)
+    {
+      if (m_sigma[k] != 0.0)
+      {
+        for (j = k+1; j < nu; ++j)
+        {
+          Scalar t = m_matU.col(k).end(m-k).eigen2_dot(m_matU.col(j).end(m-k)); // FIXME is it really a dot product we want ?
+          t = -t/m_matU(k,k);
+          m_matU.col(j).end(m-k) += t * m_matU.col(k).end(m-k);
+        }
+        m_matU.col(k).end(m-k) = - m_matU.col(k).end(m-k);
+        m_matU(k,k) = Scalar(1) + m_matU(k,k);
+        if (k-1>0)
+          m_matU.col(k).start(k-1).setZero();
+      }
+      else
+      {
+        m_matU.col(k).setZero();
+        m_matU(k,k) = 1.0;
+      }
+    }
+  }
+
+  // If required, generate V.
+  if (wantv)
+  {
+    for (k = n-1; k >= 0; k--)
+    {
+      if ((k < nrt) & (e[k] != 0.0))
+      {
+        for (j = k+1; j < nu; ++j)
+        {
+          Scalar t = m_matV.col(k).end(n-k-1).eigen2_dot(m_matV.col(j).end(n-k-1)); // FIXME is it really a dot product we want ?
+          t = -t/m_matV(k+1,k);
+          m_matV.col(j).end(n-k-1) += t * m_matV.col(k).end(n-k-1);
+        }
+      }
+      m_matV.col(k).setZero();
+      m_matV(k,k) = 1.0;
+    }
+  }
+
+  // Main iteration loop for the singular values.
+  int pp = p-1;
+  int iter = 0;
+  Scalar eps = ei_pow(Scalar(2),ei_is_same_type<Scalar,float>::ret ? Scalar(-23) : Scalar(-52));
+  while (p > 0)
+  {
+    int k=0;
+    int kase=0;
+
+    // Here is where a test for too many iterations would go.
+
+    // This section of the program inspects for
+    // negligible elements in the s and e arrays.  On
+    // completion the variables kase and k are set as follows.
+
+    // kase = 1     if s(p) and e[k-1] are negligible and k<p
+    // kase = 2     if s(k) is negligible and k<p
+    // kase = 3     if e[k-1] is negligible, k<p, and
+    //              s(k), ..., s(p) are not negligible (qr step).
+    // kase = 4     if e(p-1) is negligible (convergence).
+
+    for (k = p-2; k >= -1; --k)
+    {
+      if (k == -1)
+          break;
+      if (ei_abs(e[k]) <= eps*(ei_abs(m_sigma[k]) + ei_abs(m_sigma[k+1])))
+      {
+          e[k] = 0.0;
+          break;
+      }
+    }
+    if (k == p-2)
+    {
+      kase = 4;
+    }
+    else
+    {
+      int ks;
+      for (ks = p-1; ks >= k; --ks)
+      {
+        if (ks == k)
+          break;
+        Scalar t = (ks != p ? ei_abs(e[ks]) : Scalar(0)) + (ks != k+1 ? ei_abs(e[ks-1]) : Scalar(0));
+        if (ei_abs(m_sigma[ks]) <= eps*t)
+        {
+          m_sigma[ks] = 0.0;
+          break;
+        }
+      }
+      if (ks == k)
+      {
+        kase = 3;
+      }
+      else if (ks == p-1)
+      {
+        kase = 1;
+      }
+      else
+      {
+        kase = 2;
+        k = ks;
+      }
+    }
+    ++k;
+
+    // Perform the task indicated by kase.
+    switch (kase)
+    {
+
+      // Deflate negligible s(p).
+      case 1:
+      {
+        Scalar f(e[p-2]);
+        e[p-2] = 0.0;
+        for (j = p-2; j >= k; --j)
+        {
+          Scalar t(numext::hypot(m_sigma[j],f));
+          Scalar cs(m_sigma[j]/t);
+          Scalar sn(f/t);
+          m_sigma[j] = t;
+          if (j != k)
+          {
+            f = -sn*e[j-1];
+            e[j-1] = cs*e[j-1];
+          }
+          if (wantv)
+          {
+            for (i = 0; i < n; ++i)
+            {
+              t = cs*m_matV(i,j) + sn*m_matV(i,p-1);
+              m_matV(i,p-1) = -sn*m_matV(i,j) + cs*m_matV(i,p-1);
+              m_matV(i,j) = t;
+            }
+          }
+        }
+      }
+      break;
+
+      // Split at negligible s(k).
+      case 2:
+      {
+        Scalar f(e[k-1]);
+        e[k-1] = 0.0;
+        for (j = k; j < p; ++j)
+        {
+          Scalar t(numext::hypot(m_sigma[j],f));
+          Scalar cs( m_sigma[j]/t);
+          Scalar sn(f/t);
+          m_sigma[j] = t;
+          f = -sn*e[j];
+          e[j] = cs*e[j];
+          if (wantu)
+          {
+            for (i = 0; i < m; ++i)
+            {
+              t = cs*m_matU(i,j) + sn*m_matU(i,k-1);
+              m_matU(i,k-1) = -sn*m_matU(i,j) + cs*m_matU(i,k-1);
+              m_matU(i,j) = t;
+            }
+          }
+        }
+      }
+      break;
+
+      // Perform one qr step.
+      case 3:
+      {
+        // Calculate the shift.
+        Scalar scale = (std::max)((std::max)((std::max)((std::max)(
+                        ei_abs(m_sigma[p-1]),ei_abs(m_sigma[p-2])),ei_abs(e[p-2])),
+                        ei_abs(m_sigma[k])),ei_abs(e[k]));
+        Scalar sp = m_sigma[p-1]/scale;
+        Scalar spm1 = m_sigma[p-2]/scale;
+        Scalar epm1 = e[p-2]/scale;
+        Scalar sk = m_sigma[k]/scale;
+        Scalar ek = e[k]/scale;
+        Scalar b = ((spm1 + sp)*(spm1 - sp) + epm1*epm1)/Scalar(2);
+        Scalar c = (sp*epm1)*(sp*epm1);
+        Scalar shift(0);
+        if ((b != 0.0) || (c != 0.0))
+        {
+          shift = ei_sqrt(b*b + c);
+          if (b < 0.0)
+            shift = -shift;
+          shift = c/(b + shift);
+        }
+        Scalar f = (sk + sp)*(sk - sp) + shift;
+        Scalar g = sk*ek;
+
+        // Chase zeros.
+
+        for (j = k; j < p-1; ++j)
+        {
+          Scalar t = numext::hypot(f,g);
+          Scalar cs = f/t;
+          Scalar sn = g/t;
+          if (j != k)
+            e[j-1] = t;
+          f = cs*m_sigma[j] + sn*e[j];
+          e[j] = cs*e[j] - sn*m_sigma[j];
+          g = sn*m_sigma[j+1];
+          m_sigma[j+1] = cs*m_sigma[j+1];
+          if (wantv)
+          {
+            for (i = 0; i < n; ++i)
+            {
+              t = cs*m_matV(i,j) + sn*m_matV(i,j+1);
+              m_matV(i,j+1) = -sn*m_matV(i,j) + cs*m_matV(i,j+1);
+              m_matV(i,j) = t;
+            }
+          }
+          t = numext::hypot(f,g);
+          cs = f/t;
+          sn = g/t;
+          m_sigma[j] = t;
+          f = cs*e[j] + sn*m_sigma[j+1];
+          m_sigma[j+1] = -sn*e[j] + cs*m_sigma[j+1];
+          g = sn*e[j+1];
+          e[j+1] = cs*e[j+1];
+          if (wantu && (j < m-1))
+          {
+            for (i = 0; i < m; ++i)
+            {
+              t = cs*m_matU(i,j) + sn*m_matU(i,j+1);
+              m_matU(i,j+1) = -sn*m_matU(i,j) + cs*m_matU(i,j+1);
+              m_matU(i,j) = t;
+            }
+          }
+        }
+        e[p-2] = f;
+        iter = iter + 1;
+      }
+      break;
+
+      // Convergence.
+      case 4:
+      {
+        // Make the singular values positive.
+        if (m_sigma[k] <= 0.0)
+        {
+          m_sigma[k] = m_sigma[k] < Scalar(0) ? -m_sigma[k] : Scalar(0);
+          if (wantv)
+            m_matV.col(k).start(pp+1) = -m_matV.col(k).start(pp+1);
+        }
+
+        // Order the singular values.
+        while (k < pp)
+        {
+          if (m_sigma[k] >= m_sigma[k+1])
+            break;
+          Scalar t = m_sigma[k];
+          m_sigma[k] = m_sigma[k+1];
+          m_sigma[k+1] = t;
+          if (wantv && (k < n-1))
+            m_matV.col(k).swap(m_matV.col(k+1));
+          if (wantu && (k < m-1))
+            m_matU.col(k).swap(m_matU.col(k+1));
+          ++k;
+        }
+        iter = 0;
+        p--;
+      }
+      break;
+    } // end big switch
+  } // end iterations
+}
+
+template<typename MatrixType>
+SVD<MatrixType>& SVD<MatrixType>::sort()
+{
+  int mu = m_matU.rows();
+  int mv = m_matV.rows();
+  int n  = m_matU.cols();
+
+  for (int i=0; i<n; ++i)
+  {
+    int  k = i;
+    Scalar p = m_sigma.coeff(i);
+
+    for (int j=i+1; j<n; ++j)
+    {
+      if (m_sigma.coeff(j) > p)
+      {
+        k = j;
+        p = m_sigma.coeff(j);
+      }
+    }
+    if (k != i)
+    {
+      m_sigma.coeffRef(k) = m_sigma.coeff(i);  // i.e.
+      m_sigma.coeffRef(i) = p;                 // swaps the i-th and the k-th elements
+
+      int j = mu;
+      for(int s=0; j!=0; ++s, --j)
+        std::swap(m_matU.coeffRef(s,i), m_matU.coeffRef(s,k));
+
+      j = mv;
+      for (int s=0; j!=0; ++s, --j)
+        std::swap(m_matV.coeffRef(s,i), m_matV.coeffRef(s,k));
+    }
+  }
+  return *this;
+}
+
+/** \returns the solution of \f$ A x = b \f$ using the current SVD decomposition of A.
+  * The parts of the solution corresponding to zero singular values are ignored.
+  *
+  * \sa MatrixBase::svd(), LU::solve(), LLT::solve()
+  */
+template<typename MatrixType>
+template<typename OtherDerived, typename ResultType>
+bool SVD<MatrixType>::solve(const MatrixBase<OtherDerived> &b, ResultType* result) const
+{
+  ei_assert(b.rows() == m_matU.rows());
+
+  Scalar maxVal = m_sigma.cwise().abs().maxCoeff();
+  for (int j=0; j<b.cols(); ++j)
+  {
+    Matrix<Scalar,MatrixUType::RowsAtCompileTime,1> aux = m_matU.transpose() * b.col(j);
+
+    for (int i = 0; i <m_matU.cols(); ++i)
+    {
+      Scalar si = m_sigma.coeff(i);
+      if (ei_isMuchSmallerThan(ei_abs(si),maxVal))
+        aux.coeffRef(i) = 0;
+      else
+        aux.coeffRef(i) /= si;
+    }
+
+    result->col(j) = m_matV * aux;
+  }
+  return true;
+}
+
+/** Computes the polar decomposition of the matrix, as a product unitary x positive.
+  *
+  * If either pointer is zero, the corresponding computation is skipped.
+  *
+  * Only for square matrices.
+  *
+  * \sa computePositiveUnitary(), computeRotationScaling()
+  */
+template<typename MatrixType>
+template<typename UnitaryType, typename PositiveType>
+void SVD<MatrixType>::computeUnitaryPositive(UnitaryType *unitary,
+                                             PositiveType *positive) const
+{
+  ei_assert(m_matU.cols() == m_matV.cols() && "Polar decomposition is only for square matrices");
+  if(unitary) *unitary = m_matU * m_matV.adjoint();
+  if(positive) *positive = m_matV * m_sigma.asDiagonal() * m_matV.adjoint();
+}
+
+/** Computes the polar decomposition of the matrix, as a product positive x unitary.
+  *
+  * If either pointer is zero, the corresponding computation is skipped.
+  *
+  * Only for square matrices.
+  *
+  * \sa computeUnitaryPositive(), computeRotationScaling()
+  */
+template<typename MatrixType>
+template<typename UnitaryType, typename PositiveType>
+void SVD<MatrixType>::computePositiveUnitary(UnitaryType *positive,
+                                             PositiveType *unitary) const
+{
+  ei_assert(m_matU.rows() == m_matV.rows() && "Polar decomposition is only for square matrices");
+  if(unitary) *unitary = m_matU * m_matV.adjoint();
+  if(positive) *positive = m_matU * m_sigma.asDiagonal() * m_matU.adjoint();
+}
+
+/** decomposes the matrix as a product rotation x scaling, the scaling being
+  * not necessarily positive.
+  *
+  * If either pointer is zero, the corresponding computation is skipped.
+  *
+  * This method requires the Geometry module.
+  *
+  * \sa computeScalingRotation(), computeUnitaryPositive()
+  */
+template<typename MatrixType>
+template<typename RotationType, typename ScalingType>
+void SVD<MatrixType>::computeRotationScaling(RotationType *rotation, ScalingType *scaling) const
+{
+  ei_assert(m_matU.rows() == m_matV.rows() && "Polar decomposition is only for square matrices");
+  Scalar x = (m_matU * m_matV.adjoint()).determinant(); // so x has absolute value 1
+  Matrix<Scalar, MatrixType::RowsAtCompileTime, 1> sv(m_sigma);
+  sv.coeffRef(0) *= x;
+  if(scaling) scaling->lazyAssign(m_matV * sv.asDiagonal() * m_matV.adjoint());
+  if(rotation)
+  {
+    MatrixType m(m_matU);
+    m.col(0) /= x;
+    rotation->lazyAssign(m * m_matV.adjoint());
+  }
+}
+
+/** decomposes the matrix as a product scaling x rotation, the scaling being
+  * not necessarily positive.
+  *
+  * If either pointer is zero, the corresponding computation is skipped.
+  *
+  * This method requires the Geometry module.
+  *
+  * \sa computeRotationScaling(), computeUnitaryPositive()
+  */
+template<typename MatrixType>
+template<typename ScalingType, typename RotationType>
+void SVD<MatrixType>::computeScalingRotation(ScalingType *scaling, RotationType *rotation) const
+{
+  ei_assert(m_matU.rows() == m_matV.rows() && "Polar decomposition is only for square matrices");
+  Scalar x = (m_matU * m_matV.adjoint()).determinant(); // so x has absolute value 1
+  Matrix<Scalar, MatrixType::RowsAtCompileTime, 1> sv(m_sigma);
+  sv.coeffRef(0) *= x;
+  if(scaling) scaling->lazyAssign(m_matU * sv.asDiagonal() * m_matU.adjoint());
+  if(rotation)
+  {
+    MatrixType m(m_matU);
+    m.col(0) /= x;
+    rotation->lazyAssign(m * m_matV.adjoint());
+  }
+}
+
+
+/** \svd_module
+  * \returns the SVD decomposition of \c *this
+  */
+template<typename Derived>
+inline SVD<typename MatrixBase<Derived>::PlainObject>
+MatrixBase<Derived>::svd() const
+{
+  return SVD<PlainObject>(derived());
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN2_SVD_H