ruby-eigen 0.0.9 → 0.0.10.pre1

data/ext/eigen/eigen3/Eigen/src/Eigenvalues/RealSchur_MKL.h

@@ -0,0 +1,83 @@
+/*
+ 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
+ *    Real Schur needed to real unsymmetrical eigenvalues/eigenvectors.
+ ********************************************************************************
+*/
+
+#ifndef EIGEN_REAL_SCHUR_MKL_H
+#define EIGEN_REAL_SCHUR_MKL_H
+
+#include "Eigen/src/Core/util/MKL_support.h"
+
+namespace Eigen { 
+
+/** \internal Specialization for the data types supported by MKL */
+
+#define EIGEN_MKL_SCHUR_REAL(EIGTYPE, MKLTYPE, MKLPREFIX, MKLPREFIX_U, EIGCOLROW, MKLCOLROW) \
+template<> inline \
+RealSchur<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >& \
+RealSchur<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >::compute(const Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW>& matrix, bool computeU) \
+{ \
+  typedef Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> MatrixType; \
+  typedef MatrixType::Scalar Scalar; \
+  typedef MatrixType::RealScalar RealScalar; \
+\
+  eigen_assert(matrix.cols() == matrix.rows()); \
+\
+  lapack_int n = matrix.cols(), sdim, info; \
+  lapack_int lda = matrix.outerStride(); \
+  lapack_int matrix_order = MKLCOLROW; \
+  char jobvs, sort='N'; \
+  LAPACK_##MKLPREFIX_U##_SELECT2 select = 0; \
+  jobvs = (computeU) ? 'V' : 'N'; \
+  m_matU.resize(n, n); \
+  lapack_int ldvs  = m_matU.outerStride(); \
+  m_matT = matrix; \
+  Matrix<EIGTYPE, Dynamic, Dynamic> wr, wi; \
+  wr.resize(n, 1); wi.resize(n, 1); \
+  info = LAPACKE_##MKLPREFIX##gees( matrix_order, jobvs, sort, select, n, (MKLTYPE*)m_matT.data(), lda, &sdim, (MKLTYPE*)wr.data(), (MKLTYPE*)wi.data(), (MKLTYPE*)m_matU.data(), ldvs ); \
+  if(info == 0) \
+    m_info = Success; \
+  else \
+    m_info = NoConvergence; \
+\
+  m_isInitialized = true; \
+  m_matUisUptodate = computeU; \
+  return *this; \
+\
+}
+
+EIGEN_MKL_SCHUR_REAL(double,   double, d, D, ColMajor, LAPACK_COL_MAJOR)
+EIGEN_MKL_SCHUR_REAL(float,    float,  s, S, ColMajor, LAPACK_COL_MAJOR)
+EIGEN_MKL_SCHUR_REAL(double,   double, d, D, RowMajor, LAPACK_ROW_MAJOR)
+EIGEN_MKL_SCHUR_REAL(float,    float,  s, S, RowMajor, LAPACK_ROW_MAJOR)
+
+} // end namespace Eigen
+
+#endif // EIGEN_REAL_SCHUR_MKL_H

data/ext/eigen/eigen3/Eigen/src/Eigenvalues/SelfAdjointEigenSolver.h

@@ -0,0 +1,801 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2010 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2010 Jitse Niesen <jitse@maths.leeds.ac.uk>
+//
+// 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_SELFADJOINTEIGENSOLVER_H
+#define EIGEN_SELFADJOINTEIGENSOLVER_H
+
+#include "./Tridiagonalization.h"
+
+namespace Eigen { 
+
+template<typename _MatrixType>
+class GeneralizedSelfAdjointEigenSolver;
+
+namespace internal {
+template<typename SolverType,int Size,bool IsComplex> struct direct_selfadjoint_eigenvalues;
+}
+
+/** \eigenvalues_module \ingroup Eigenvalues_Module
+  *
+  *
+  * \class SelfAdjointEigenSolver
+  *
+  * \brief Computes eigenvalues and eigenvectors of selfadjoint matrices
+  *
+  * \tparam _MatrixType the type of the matrix of which we are computing the
+  * eigendecomposition; this is expected to be an instantiation of the Matrix
+  * class template.
+  *
+  * A matrix \f$ A \f$ is selfadjoint if it equals its adjoint. For real
+  * matrices, this means that the matrix is symmetric: it equals its
+  * transpose. This class computes the eigenvalues and eigenvectors of a
+  * selfadjoint matrix. These are the scalars \f$ \lambda \f$ and vectors
+  * \f$ v \f$ such that \f$ Av = \lambda v \f$.  The eigenvalues of a
+  * selfadjoint matrix are always real. If \f$ D \f$ is a diagonal matrix with
+  * the eigenvalues on the diagonal, and \f$ V \f$ is a matrix with the
+  * eigenvectors as its columns, then \f$ A = V D V^{-1} \f$ (for selfadjoint
+  * matrices, the matrix \f$ V \f$ is always invertible). This is called the
+  * eigendecomposition.
+  *
+  * The algorithm exploits the fact that the matrix is selfadjoint, making it
+  * faster and more accurate than the general purpose eigenvalue algorithms
+  * implemented in EigenSolver and ComplexEigenSolver.
+  *
+  * Only the \b lower \b triangular \b part of the input matrix is referenced.
+  *
+  * Call the function compute() to compute the eigenvalues and eigenvectors of
+  * a given matrix. Alternatively, you can use the
+  * SelfAdjointEigenSolver(const MatrixType&, int) constructor which computes
+  * the eigenvalues and eigenvectors at construction time. Once the eigenvalue
+  * and eigenvectors are computed, they can be retrieved with the eigenvalues()
+  * and eigenvectors() functions.
+  *
+  * The documentation for SelfAdjointEigenSolver(const MatrixType&, int)
+  * contains an example of the typical use of this class.
+  *
+  * To solve the \em generalized eigenvalue problem \f$ Av = \lambda Bv \f$ and
+  * the likes, see the class GeneralizedSelfAdjointEigenSolver.
+  *
+  * \sa MatrixBase::eigenvalues(), class EigenSolver, class ComplexEigenSolver
+  */
+template<typename _MatrixType> class SelfAdjointEigenSolver
+{
+  public:
+
+    typedef _MatrixType MatrixType;
+    enum {
+      Size = MatrixType::RowsAtCompileTime,
+      ColsAtCompileTime = MatrixType::ColsAtCompileTime,
+      Options = MatrixType::Options,
+      MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
+    };
+    
+    /** \brief Scalar type for matrices of type \p _MatrixType. */
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename MatrixType::Index Index;
+    
+    typedef Matrix<Scalar,Size,Size,ColMajor,MaxColsAtCompileTime,MaxColsAtCompileTime> EigenvectorsType;
+
+    /** \brief Real scalar type for \p _MatrixType.
+      *
+      * This is just \c Scalar if #Scalar is real (e.g., \c float or
+      * \c double), and the type of the real part of \c Scalar if #Scalar is
+      * complex.
+      */
+    typedef typename NumTraits<Scalar>::Real RealScalar;
+    
+    friend struct internal::direct_selfadjoint_eigenvalues<SelfAdjointEigenSolver,Size,NumTraits<Scalar>::IsComplex>;
+
+    /** \brief Type for vector of eigenvalues as returned by eigenvalues().
+      *
+      * This is a column vector with entries of type #RealScalar.
+      * The length of the vector is the size of \p _MatrixType.
+      */
+    typedef typename internal::plain_col_type<MatrixType, RealScalar>::type RealVectorType;
+    typedef Tridiagonalization<MatrixType> TridiagonalizationType;
+
+    /** \brief Default constructor for fixed-size matrices.
+      *
+      * The default constructor is useful in cases in which the user intends to
+      * perform decompositions via compute(). This constructor
+      * can only be used if \p _MatrixType is a fixed-size matrix; use
+      * SelfAdjointEigenSolver(Index) for dynamic-size matrices.
+      *
+      * Example: \include SelfAdjointEigenSolver_SelfAdjointEigenSolver.cpp
+      * Output: \verbinclude SelfAdjointEigenSolver_SelfAdjointEigenSolver.out
+      */
+    SelfAdjointEigenSolver()
+        : m_eivec(),
+          m_eivalues(),
+          m_subdiag(),
+          m_isInitialized(false)
+    { }
+
+    /** \brief Constructor, pre-allocates memory for dynamic-size matrices.
+      *
+      * \param [in]  size  Positive integer, size of the matrix whose
+      * eigenvalues and eigenvectors will be computed.
+      *
+      * This constructor is useful for dynamic-size matrices, when the user
+      * intends to perform decompositions via compute(). The \p size
+      * parameter is only used as a hint. It is not an error to give a wrong
+      * \p size, but it may impair performance.
+      *
+      * \sa compute() for an example
+      */
+    SelfAdjointEigenSolver(Index size)
+        : m_eivec(size, size),
+          m_eivalues(size),
+          m_subdiag(size > 1 ? size - 1 : 1),
+          m_isInitialized(false)
+    {}
+
+    /** \brief Constructor; computes eigendecomposition of given matrix.
+      *
+      * \param[in]  matrix  Selfadjoint matrix whose eigendecomposition is to
+      *    be computed. Only the lower triangular part of the matrix is referenced.
+      * \param[in]  options Can be #ComputeEigenvectors (default) or #EigenvaluesOnly.
+      *
+      * This constructor calls compute(const MatrixType&, int) to compute the
+      * eigenvalues of the matrix \p matrix. The eigenvectors are computed if
+      * \p options equals #ComputeEigenvectors.
+      *
+      * Example: \include SelfAdjointEigenSolver_SelfAdjointEigenSolver_MatrixType.cpp
+      * Output: \verbinclude SelfAdjointEigenSolver_SelfAdjointEigenSolver_MatrixType.out
+      *
+      * \sa compute(const MatrixType&, int)
+      */
+    SelfAdjointEigenSolver(const MatrixType& matrix, int options = ComputeEigenvectors)
+      : m_eivec(matrix.rows(), matrix.cols()),
+        m_eivalues(matrix.cols()),
+        m_subdiag(matrix.rows() > 1 ? matrix.rows() - 1 : 1),
+        m_isInitialized(false)
+    {
+      compute(matrix, options);
+    }
+
+    /** \brief Computes eigendecomposition of given matrix.
+      *
+      * \param[in]  matrix  Selfadjoint matrix whose eigendecomposition is to
+      *    be computed. Only the lower triangular part of the matrix is referenced.
+      * \param[in]  options Can be #ComputeEigenvectors (default) or #EigenvaluesOnly.
+      * \returns    Reference to \c *this
+      *
+      * This function computes the eigenvalues of \p matrix.  The eigenvalues()
+      * function can be used to retrieve them.  If \p options equals #ComputeEigenvectors,
+      * then the eigenvectors are also computed and can be retrieved by
+      * calling eigenvectors().
+      *
+      * This implementation uses a symmetric QR algorithm. The matrix is first
+      * reduced to tridiagonal form using the Tridiagonalization class. The
+      * tridiagonal matrix is then brought to diagonal form with implicit
+      * symmetric QR steps with Wilkinson shift. Details can be found in
+      * Section 8.3 of Golub \& Van Loan, <i>%Matrix Computations</i>.
+      *
+      * The cost of the computation is about \f$ 9n^3 \f$ if the eigenvectors
+      * are required and \f$ 4n^3/3 \f$ if they are not required.
+      *
+      * This method reuses the memory in the SelfAdjointEigenSolver object that
+      * was allocated when the object was constructed, if the size of the
+      * matrix does not change.
+      *
+      * Example: \include SelfAdjointEigenSolver_compute_MatrixType.cpp
+      * Output: \verbinclude SelfAdjointEigenSolver_compute_MatrixType.out
+      *
+      * \sa SelfAdjointEigenSolver(const MatrixType&, int)
+      */
+    SelfAdjointEigenSolver& compute(const MatrixType& matrix, int options = ComputeEigenvectors);
+    
+    /** \brief Computes eigendecomposition of given matrix using a direct algorithm
+      *
+      * This is a variant of compute(const MatrixType&, int options) which
+      * directly solves the underlying polynomial equation.
+      * 
+      * Currently only 3x3 matrices for which the sizes are known at compile time are supported (e.g., Matrix3d).
+      * 
+      * This method is usually significantly faster than the QR algorithm
+      * but it might also be less accurate. It is also worth noting that
+      * for 3x3 matrices it involves trigonometric operations which are
+      * not necessarily available for all scalar types.
+      *
+      * \sa compute(const MatrixType&, int options)
+      */
+    SelfAdjointEigenSolver& computeDirect(const MatrixType& matrix, int options = ComputeEigenvectors);
+
+    /** \brief Returns the eigenvectors of given matrix.
+      *
+      * \returns  A const reference to the matrix whose columns are the eigenvectors.
+      *
+      * \pre The eigenvectors have been computed before.
+      *
+      * Column \f$ k \f$ of the returned matrix is an eigenvector corresponding
+      * to eigenvalue number \f$ k \f$ as returned by eigenvalues().  The
+      * eigenvectors are normalized to have (Euclidean) norm equal to one. If
+      * this object was used to solve the eigenproblem for the selfadjoint
+      * matrix \f$ A \f$, then the matrix returned by this function is the
+      * matrix \f$ V \f$ in the eigendecomposition \f$ A = V D V^{-1} \f$.
+      *
+      * Example: \include SelfAdjointEigenSolver_eigenvectors.cpp
+      * Output: \verbinclude SelfAdjointEigenSolver_eigenvectors.out
+      *
+      * \sa eigenvalues()
+      */
+    const EigenvectorsType& eigenvectors() const
+    {
+      eigen_assert(m_isInitialized && "SelfAdjointEigenSolver is not initialized.");
+      eigen_assert(m_eigenvectorsOk && "The eigenvectors have not been computed together with the eigenvalues.");
+      return m_eivec;
+    }
+
+    /** \brief Returns the eigenvalues of given matrix.
+      *
+      * \returns A const reference to the column vector containing the eigenvalues.
+      *
+      * \pre The eigenvalues have been computed before.
+      *
+      * The eigenvalues are repeated according to their algebraic multiplicity,
+      * so there are as many eigenvalues as rows in the matrix. The eigenvalues
+      * are sorted in increasing order.
+      *
+      * Example: \include SelfAdjointEigenSolver_eigenvalues.cpp
+      * Output: \verbinclude SelfAdjointEigenSolver_eigenvalues.out
+      *
+      * \sa eigenvectors(), MatrixBase::eigenvalues()
+      */
+    const RealVectorType& eigenvalues() const
+    {
+      eigen_assert(m_isInitialized && "SelfAdjointEigenSolver is not initialized.");
+      return m_eivalues;
+    }
+
+    /** \brief Computes the positive-definite square root of the matrix.
+      *
+      * \returns the positive-definite square root of the matrix
+      *
+      * \pre The eigenvalues and eigenvectors of a positive-definite matrix
+      * have been computed before.
+      *
+      * The square root of a positive-definite matrix \f$ A \f$ is the
+      * positive-definite matrix whose square equals \f$ A \f$. This function
+      * uses the eigendecomposition \f$ A = V D V^{-1} \f$ to compute the
+      * square root as \f$ A^{1/2} = V D^{1/2} V^{-1} \f$.
+      *
+      * Example: \include SelfAdjointEigenSolver_operatorSqrt.cpp
+      * Output: \verbinclude SelfAdjointEigenSolver_operatorSqrt.out
+      *
+      * \sa operatorInverseSqrt(),
+      *     \ref MatrixFunctions_Module "MatrixFunctions Module"
+      */
+    MatrixType operatorSqrt() const
+    {
+      eigen_assert(m_isInitialized && "SelfAdjointEigenSolver is not initialized.");
+      eigen_assert(m_eigenvectorsOk && "The eigenvectors have not been computed together with the eigenvalues.");
+      return m_eivec * m_eivalues.cwiseSqrt().asDiagonal() * m_eivec.adjoint();
+    }
+
+    /** \brief Computes the inverse square root of the matrix.
+      *
+      * \returns the inverse positive-definite square root of the matrix
+      *
+      * \pre The eigenvalues and eigenvectors of a positive-definite matrix
+      * have been computed before.
+      *
+      * This function uses the eigendecomposition \f$ A = V D V^{-1} \f$ to
+      * compute the inverse square root as \f$ V D^{-1/2} V^{-1} \f$. This is
+      * cheaper than first computing the square root with operatorSqrt() and
+      * then its inverse with MatrixBase::inverse().
+      *
+      * Example: \include SelfAdjointEigenSolver_operatorInverseSqrt.cpp
+      * Output: \verbinclude SelfAdjointEigenSolver_operatorInverseSqrt.out
+      *
+      * \sa operatorSqrt(), MatrixBase::inverse(),
+      *     \ref MatrixFunctions_Module "MatrixFunctions Module"
+      */
+    MatrixType operatorInverseSqrt() const
+    {
+      eigen_assert(m_isInitialized && "SelfAdjointEigenSolver is not initialized.");
+      eigen_assert(m_eigenvectorsOk && "The eigenvectors have not been computed together with the eigenvalues.");
+      return m_eivec * m_eivalues.cwiseInverse().cwiseSqrt().asDiagonal() * m_eivec.adjoint();
+    }
+
+    /** \brief Reports whether previous computation was successful.
+      *
+      * \returns \c Success if computation was succesful, \c NoConvergence otherwise.
+      */
+    ComputationInfo info() const
+    {
+      eigen_assert(m_isInitialized && "SelfAdjointEigenSolver is not initialized.");
+      return m_info;
+    }
+
+    /** \brief Maximum number of iterations.
+      *
+      * The algorithm terminates if it does not converge within m_maxIterations * n iterations, where n
+      * denotes the size of the matrix. This value is currently set to 30 (copied from LAPACK).
+      */
+    static const int m_maxIterations = 30;
+
+    #ifdef EIGEN2_SUPPORT
+    SelfAdjointEigenSolver(const MatrixType& matrix, bool computeEigenvectors)
+      : m_eivec(matrix.rows(), matrix.cols()),
+        m_eivalues(matrix.cols()),
+        m_subdiag(matrix.rows() > 1 ? matrix.rows() - 1 : 1),
+        m_isInitialized(false)
+    {
+      compute(matrix, computeEigenvectors);
+    }
+    
+    SelfAdjointEigenSolver(const MatrixType& matA, const MatrixType& matB, bool computeEigenvectors = true)
+        : m_eivec(matA.cols(), matA.cols()),
+          m_eivalues(matA.cols()),
+          m_subdiag(matA.cols() > 1 ? matA.cols() - 1 : 1),
+          m_isInitialized(false)
+    {
+      static_cast<GeneralizedSelfAdjointEigenSolver<MatrixType>*>(this)->compute(matA, matB, computeEigenvectors ? ComputeEigenvectors : EigenvaluesOnly);
+    }
+    
+    void compute(const MatrixType& matrix, bool computeEigenvectors)
+    {
+      compute(matrix, computeEigenvectors ? ComputeEigenvectors : EigenvaluesOnly);
+    }
+
+    void compute(const MatrixType& matA, const MatrixType& matB, bool computeEigenvectors = true)
+    {
+      compute(matA, matB, computeEigenvectors ? ComputeEigenvectors : EigenvaluesOnly);
+    }
+    #endif // EIGEN2_SUPPORT
+
+  protected:
+    static void check_template_parameters()
+    {
+      EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar);
+    }
+    
+    EigenvectorsType m_eivec;
+    RealVectorType m_eivalues;
+    typename TridiagonalizationType::SubDiagonalType m_subdiag;
+    ComputationInfo m_info;
+    bool m_isInitialized;
+    bool m_eigenvectorsOk;
+};
+
+/** \internal
+  *
+  * \eigenvalues_module \ingroup Eigenvalues_Module
+  *
+  * Performs a QR step on a tridiagonal symmetric matrix represented as a
+  * pair of two vectors \a diag and \a subdiag.
+  *
+  * \param matA the input selfadjoint matrix
+  * \param hCoeffs returned Householder coefficients
+  *
+  * For compilation efficiency reasons, this procedure does not use eigen expression
+  * for its arguments.
+  *
+  * Implemented from Golub's "Matrix Computations", algorithm 8.3.2:
+  * "implicit symmetric QR step with Wilkinson shift"
+  */
+namespace internal {
+template<typename RealScalar, typename Scalar, typename Index>
+static void tridiagonal_qr_step(RealScalar* diag, RealScalar* subdiag, Index start, Index end, Scalar* matrixQ, Index n);
+}
+
+template<typename MatrixType>
+SelfAdjointEigenSolver<MatrixType>& SelfAdjointEigenSolver<MatrixType>
+::compute(const MatrixType& matrix, int options)
+{
+  check_template_parameters();
+  
+  using std::abs;
+  eigen_assert(matrix.cols() == matrix.rows());
+  eigen_assert((options&~(EigVecMask|GenEigMask))==0
+          && (options&EigVecMask)!=EigVecMask
+          && "invalid option parameter");
+  bool computeEigenvectors = (options&ComputeEigenvectors)==ComputeEigenvectors;
+  Index n = matrix.cols();
+  m_eivalues.resize(n,1);
+
+  if(n==1)
+  {
+    m_eivalues.coeffRef(0,0) = numext::real(matrix.coeff(0,0));
+    if(computeEigenvectors)
+      m_eivec.setOnes(n,n);
+    m_info = Success;
+    m_isInitialized = true;
+    m_eigenvectorsOk = computeEigenvectors;
+    return *this;
+  }
+
+  // declare some aliases
+  RealVectorType& diag = m_eivalues;
+  EigenvectorsType& mat = m_eivec;
+
+  // map the matrix coefficients to [-1:1] to avoid over- and underflow.
+  mat = matrix.template triangularView<Lower>();
+  RealScalar scale = mat.cwiseAbs().maxCoeff();
+  if(scale==RealScalar(0)) scale = RealScalar(1);
+  mat.template triangularView<Lower>() /= scale;
+  m_subdiag.resize(n-1);
+  internal::tridiagonalization_inplace(mat, diag, m_subdiag, computeEigenvectors);
+  
+  Index end = n-1;
+  Index start = 0;
+  Index iter = 0; // total number of iterations
+
+  while (end>0)
+  {
+    for (Index i = start; i<end; ++i)
+      if (internal::isMuchSmallerThan(abs(m_subdiag[i]),(abs(diag[i])+abs(diag[i+1]))))
+        m_subdiag[i] = 0;
+
+    // find the largest unreduced block
+    while (end>0 && m_subdiag[end-1]==0)
+    {
+      end--;
+    }
+    if (end<=0)
+      break;
+
+    // if we spent too many iterations, we give up
+    iter++;
+    if(iter > m_maxIterations * n) break;
+
+    start = end - 1;
+    while (start>0 && m_subdiag[start-1]!=0)
+      start--;
+
+    internal::tridiagonal_qr_step(diag.data(), m_subdiag.data(), start, end, computeEigenvectors ? m_eivec.data() : (Scalar*)0, n);
+  }
+
+  if (iter <= m_maxIterations * n)
+    m_info = Success;
+  else
+    m_info = NoConvergence;
+
+  // Sort eigenvalues and corresponding vectors.
+  // TODO make the sort optional ?
+  // TODO use a better sort algorithm !!
+  if (m_info == Success)
+  {
+    for (Index i = 0; i < n-1; ++i)
+    {
+      Index k;
+      m_eivalues.segment(i,n-i).minCoeff(&k);
+      if (k > 0)
+      {
+        std::swap(m_eivalues[i], m_eivalues[k+i]);
+        if(computeEigenvectors)
+          m_eivec.col(i).swap(m_eivec.col(k+i));
+      }
+    }
+  }
+  
+  // scale back the eigen values
+  m_eivalues *= scale;
+
+  m_isInitialized = true;
+  m_eigenvectorsOk = computeEigenvectors;
+  return *this;
+}
+
+
+namespace internal {
+  
+template<typename SolverType,int Size,bool IsComplex> struct direct_selfadjoint_eigenvalues
+{
+  static inline void run(SolverType& eig, const typename SolverType::MatrixType& A, int options)
+  { eig.compute(A,options); }
+};
+
+template<typename SolverType> struct direct_selfadjoint_eigenvalues<SolverType,3,false>
+{
+  typedef typename SolverType::MatrixType MatrixType;
+  typedef typename SolverType::RealVectorType VectorType;
+  typedef typename SolverType::Scalar Scalar;
+  typedef typename MatrixType::Index Index;
+  typedef typename SolverType::EigenvectorsType EigenvectorsType;
+  
+  /** \internal
+   * Computes the roots of the characteristic polynomial of \a m.
+   * For numerical stability m.trace() should be near zero and to avoid over- or underflow m should be normalized.
+   */
+  static inline void computeRoots(const MatrixType& m, VectorType& roots)
+  {
+    using std::sqrt;
+    using std::atan2;
+    using std::cos;
+    using std::sin;
+    const Scalar s_inv3 = Scalar(1.0)/Scalar(3.0);
+    const Scalar s_sqrt3 = sqrt(Scalar(3.0));
+
+    // The characteristic equation is x^3 - c2*x^2 + c1*x - c0 = 0.  The
+    // eigenvalues are the roots to this equation, all guaranteed to be
+    // real-valued, because the matrix is symmetric.
+    Scalar c0 = m(0,0)*m(1,1)*m(2,2) + Scalar(2)*m(1,0)*m(2,0)*m(2,1) - m(0,0)*m(2,1)*m(2,1) - m(1,1)*m(2,0)*m(2,0) - m(2,2)*m(1,0)*m(1,0);
+    Scalar c1 = m(0,0)*m(1,1) - m(1,0)*m(1,0) + m(0,0)*m(2,2) - m(2,0)*m(2,0) + m(1,1)*m(2,2) - m(2,1)*m(2,1);
+    Scalar c2 = m(0,0) + m(1,1) + m(2,2);
+
+    // Construct the parameters used in classifying the roots of the equation
+    // and in solving the equation for the roots in closed form.
+    Scalar c2_over_3 = c2*s_inv3;
+    Scalar a_over_3 = (c2*c2_over_3 - c1)*s_inv3;
+    if(a_over_3<Scalar(0))
+      a_over_3 = Scalar(0);
+
+    Scalar half_b = Scalar(0.5)*(c0 + c2_over_3*(Scalar(2)*c2_over_3*c2_over_3 - c1));
+
+    Scalar q = a_over_3*a_over_3*a_over_3 - half_b*half_b;
+    if(q<Scalar(0))
+      q = Scalar(0);
+
+    // Compute the eigenvalues by solving for the roots of the polynomial.
+    Scalar rho = sqrt(a_over_3);
+    Scalar theta = atan2(sqrt(q),half_b)*s_inv3;  // since sqrt(q) > 0, atan2 is in [0, pi] and theta is in [0, pi/3]
+    Scalar cos_theta = cos(theta);
+    Scalar sin_theta = sin(theta);
+    // roots are already sorted, since cos is monotonically decreasing on [0, pi]
+    roots(0) = c2_over_3 - rho*(cos_theta + s_sqrt3*sin_theta); // == 2*rho*cos(theta+2pi/3)
+    roots(1) = c2_over_3 - rho*(cos_theta - s_sqrt3*sin_theta); // == 2*rho*cos(theta+ pi/3)
+    roots(2) = c2_over_3 + Scalar(2)*rho*cos_theta;
+  }
+
+  static inline bool extract_kernel(MatrixType& mat, Ref<VectorType> res, Ref<VectorType> representative)
+  {
+    using std::abs;
+    Index i0;
+    // Find non-zero column i0 (by construction, there must exist a non zero coefficient on the diagonal):
+    mat.diagonal().cwiseAbs().maxCoeff(&i0);
+    // mat.col(i0) is a good candidate for an orthogonal vector to the current eigenvector,
+    // so let's save it:
+    representative = mat.col(i0);
+    Scalar n0, n1;
+    VectorType c0, c1;
+    n0 = (c0 = representative.cross(mat.col((i0+1)%3))).squaredNorm();
+    n1 = (c1 = representative.cross(mat.col((i0+2)%3))).squaredNorm();
+    if(n0>n1) res = c0/std::sqrt(n0);
+    else      res = c1/std::sqrt(n1);
+
+    return true;
+  }
+
+  static inline void run(SolverType& solver, const MatrixType& mat, int options)
+  {
+    eigen_assert(mat.cols() == 3 && mat.cols() == mat.rows());
+    eigen_assert((options&~(EigVecMask|GenEigMask))==0
+            && (options&EigVecMask)!=EigVecMask
+            && "invalid option parameter");
+    bool computeEigenvectors = (options&ComputeEigenvectors)==ComputeEigenvectors;
+    
+    EigenvectorsType& eivecs = solver.m_eivec;
+    VectorType& eivals = solver.m_eivalues;
+  
+    // Shift the matrix to the mean eigenvalue and map the matrix coefficients to [-1:1] to avoid over- and underflow.
+    Scalar shift = mat.trace() / Scalar(3);
+    // TODO Avoid this copy. Currently it is necessary to suppress bogus values when determining maxCoeff and for computing the eigenvectors later
+    MatrixType scaledMat = mat.template selfadjointView<Lower>();
+    scaledMat.diagonal().array() -= shift;
+    Scalar scale = scaledMat.cwiseAbs().maxCoeff();
+    if(scale > 0) scaledMat /= scale;   // TODO for scale==0 we could save the remaining operations
+
+    // compute the eigenvalues
+    computeRoots(scaledMat,eivals);
+
+    // compute the eigenvectors
+    if(computeEigenvectors)
+    {
+      if((eivals(2)-eivals(0))<=Eigen::NumTraits<Scalar>::epsilon())
+      {
+        // All three eigenvalues are numerically the same
+        eivecs.setIdentity();
+      }
+      else
+      {
+        MatrixType tmp;
+        tmp = scaledMat;
+
+        // Compute the eigenvector of the most distinct eigenvalue
+        Scalar d0 = eivals(2) - eivals(1);
+        Scalar d1 = eivals(1) - eivals(0);
+        Index k(0), l(2);
+        if(d0 > d1)
+        {
+          std::swap(k,l);
+          d0 = d1;
+        }
+
+        // Compute the eigenvector of index k
+        {
+          tmp.diagonal().array () -= eivals(k);
+          // By construction, 'tmp' is of rank 2, and its kernel corresponds to the respective eigenvector.
+          extract_kernel(tmp, eivecs.col(k), eivecs.col(l));
+        }
+
+        // Compute eigenvector of index l
+        if(d0<=2*Eigen::NumTraits<Scalar>::epsilon()*d1)
+        {
+          // If d0 is too small, then the two other eigenvalues are numerically the same,
+          // and thus we only have to ortho-normalize the near orthogonal vector we saved above.
+          eivecs.col(l) -= eivecs.col(k).dot(eivecs.col(l))*eivecs.col(l);
+          eivecs.col(l).normalize();
+        }
+        else
+        {
+          tmp = scaledMat;
+          tmp.diagonal().array () -= eivals(l);
+
+          VectorType dummy;
+          extract_kernel(tmp, eivecs.col(l), dummy);
+        }
+
+        // Compute last eigenvector from the other two
+        eivecs.col(1) = eivecs.col(2).cross(eivecs.col(0)).normalized();
+      }
+    }
+
+    // Rescale back to the original size.
+    eivals *= scale;
+    eivals.array() += shift;
+    
+    solver.m_info = Success;
+    solver.m_isInitialized = true;
+    solver.m_eigenvectorsOk = computeEigenvectors;
+  }
+};
+
+// 2x2 direct eigenvalues decomposition, code from Hauke Heibel
+template<typename SolverType> struct direct_selfadjoint_eigenvalues<SolverType,2,false>
+{
+  typedef typename SolverType::MatrixType MatrixType;
+  typedef typename SolverType::RealVectorType VectorType;
+  typedef typename SolverType::Scalar Scalar;
+  typedef typename SolverType::EigenvectorsType EigenvectorsType;
+  
+  static inline void computeRoots(const MatrixType& m, VectorType& roots)
+  {
+    using std::sqrt;
+    const Scalar t0 = Scalar(0.5) * sqrt( numext::abs2(m(0,0)-m(1,1)) + Scalar(4)*numext::abs2(m(1,0)));
+    const Scalar t1 = Scalar(0.5) * (m(0,0) + m(1,1));
+    roots(0) = t1 - t0;
+    roots(1) = t1 + t0;
+  }
+  
+  static inline void run(SolverType& solver, const MatrixType& mat, int options)
+  {
+    using std::sqrt;
+    using std::abs;
+
+    eigen_assert(mat.cols() == 2 && mat.cols() == mat.rows());
+    eigen_assert((options&~(EigVecMask|GenEigMask))==0
+            && (options&EigVecMask)!=EigVecMask
+            && "invalid option parameter");
+    bool computeEigenvectors = (options&ComputeEigenvectors)==ComputeEigenvectors;
+    
+    EigenvectorsType& eivecs = solver.m_eivec;
+    VectorType& eivals = solver.m_eivalues;
+  
+    // map the matrix coefficients to [-1:1] to avoid over- and underflow.
+    Scalar scale = mat.cwiseAbs().maxCoeff();
+    scale = (std::max)(scale,Scalar(1));
+    MatrixType scaledMat = mat / scale;
+    
+    // Compute the eigenvalues
+    computeRoots(scaledMat,eivals);
+    
+    // compute the eigen vectors
+    if(computeEigenvectors)
+    {
+      if((eivals(1)-eivals(0))<=abs(eivals(1))*Eigen::NumTraits<Scalar>::epsilon())
+      {
+        eivecs.setIdentity();
+      }
+      else
+      {
+        scaledMat.diagonal().array () -= eivals(1);
+        Scalar a2 = numext::abs2(scaledMat(0,0));
+        Scalar c2 = numext::abs2(scaledMat(1,1));
+        Scalar b2 = numext::abs2(scaledMat(1,0));
+        if(a2>c2)
+        {
+          eivecs.col(1) << -scaledMat(1,0), scaledMat(0,0);
+          eivecs.col(1) /= sqrt(a2+b2);
+        }
+        else
+        {
+          eivecs.col(1) << -scaledMat(1,1), scaledMat(1,0);
+          eivecs.col(1) /= sqrt(c2+b2);
+        }
+
+        eivecs.col(0) << eivecs.col(1).unitOrthogonal();
+      }
+    }
+    
+    // Rescale back to the original size.
+    eivals *= scale;
+    
+    solver.m_info = Success;
+    solver.m_isInitialized = true;
+    solver.m_eigenvectorsOk = computeEigenvectors;
+  }
+};
+
+}
+
+template<typename MatrixType>
+SelfAdjointEigenSolver<MatrixType>& SelfAdjointEigenSolver<MatrixType>
+::computeDirect(const MatrixType& matrix, int options)
+{
+  internal::direct_selfadjoint_eigenvalues<SelfAdjointEigenSolver,Size,NumTraits<Scalar>::IsComplex>::run(*this,matrix,options);
+  return *this;
+}
+
+namespace internal {
+template<typename RealScalar, typename Scalar, typename Index>
+static void tridiagonal_qr_step(RealScalar* diag, RealScalar* subdiag, Index start, Index end, Scalar* matrixQ, Index n)
+{
+  using std::abs;
+  RealScalar td = (diag[end-1] - diag[end])*RealScalar(0.5);
+  RealScalar e = subdiag[end-1];
+  // Note that thanks to scaling, e^2 or td^2 cannot overflow, however they can still
+  // underflow thus leading to inf/NaN values when using the following commented code:
+//   RealScalar e2 = numext::abs2(subdiag[end-1]);
+//   RealScalar mu = diag[end] - e2 / (td + (td>0 ? 1 : -1) * sqrt(td*td + e2));
+  // This explain the following, somewhat more complicated, version:
+  RealScalar mu = diag[end];
+  if(td==0)
+    mu -= abs(e);
+  else
+  {
+    RealScalar e2 = numext::abs2(subdiag[end-1]);
+    RealScalar h = numext::hypot(td,e);
+    if(e2==0)  mu -= (e / (td + (td>0 ? 1 : -1))) * (e / h);
+    else       mu -= e2 / (td + (td>0 ? h : -h));
+  }
+  
+  RealScalar x = diag[start] - mu;
+  RealScalar z = subdiag[start];
+  for (Index k = start; k < end; ++k)
+  {
+    JacobiRotation<RealScalar> rot;
+    rot.makeGivens(x, z);
+
+    // do T = G' T G
+    RealScalar sdk = rot.s() * diag[k] + rot.c() * subdiag[k];
+    RealScalar dkp1 = rot.s() * subdiag[k] + rot.c() * diag[k+1];
+
+    diag[k] = rot.c() * (rot.c() * diag[k] - rot.s() * subdiag[k]) - rot.s() * (rot.c() * subdiag[k] - rot.s() * diag[k+1]);
+    diag[k+1] = rot.s() * sdk + rot.c() * dkp1;
+    subdiag[k] = rot.c() * sdk - rot.s() * dkp1;
+    
+
+    if (k > start)
+      subdiag[k - 1] = rot.c() * subdiag[k-1] - rot.s() * z;
+
+    x = subdiag[k];
+
+    if (k < end - 1)
+    {
+      z = -rot.s() * subdiag[k+1];
+      subdiag[k + 1] = rot.c() * subdiag[k+1];
+    }
+    
+    // apply the givens rotation to the unit matrix Q = Q * G
+    if (matrixQ)
+    {
+      Map<Matrix<Scalar,Dynamic,Dynamic,ColMajor> > q(matrixQ,n,n);
+      q.applyOnTheRight(k,k+1,rot);
+    }
+  }
+}
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_SELFADJOINTEIGENSOLVER_H