ruby-eigen 0.0.9 → 0.0.10.pre1

data/ext/eigen/eigen3/Eigen/src/LU/Inverse.h

@@ -0,0 +1,400 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2010 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_INVERSE_H
+#define EIGEN_INVERSE_H
+
+namespace Eigen { 
+
+namespace internal {
+
+/**********************************
+*** General case implementation ***
+**********************************/
+
+template<typename MatrixType, typename ResultType, int Size = MatrixType::RowsAtCompileTime>
+struct compute_inverse
+{
+  static inline void run(const MatrixType& matrix, ResultType& result)
+  {
+    result = matrix.partialPivLu().inverse();
+  }
+};
+
+template<typename MatrixType, typename ResultType, int Size = MatrixType::RowsAtCompileTime>
+struct compute_inverse_and_det_with_check { /* nothing! general case not supported. */ };
+
+/****************************
+*** Size 1 implementation ***
+****************************/
+
+template<typename MatrixType, typename ResultType>
+struct compute_inverse<MatrixType, ResultType, 1>
+{
+  static inline void run(const MatrixType& matrix, ResultType& result)
+  {
+    typedef typename MatrixType::Scalar Scalar;
+    result.coeffRef(0,0) = Scalar(1) / matrix.coeff(0,0);
+  }
+};
+
+template<typename MatrixType, typename ResultType>
+struct compute_inverse_and_det_with_check<MatrixType, ResultType, 1>
+{
+  static inline void run(
+    const MatrixType& matrix,
+    const typename MatrixType::RealScalar& absDeterminantThreshold,
+    ResultType& result,
+    typename ResultType::Scalar& determinant,
+    bool& invertible
+  )
+  {
+    using std::abs;
+    determinant = matrix.coeff(0,0);
+    invertible = abs(determinant) > absDeterminantThreshold;
+    if(invertible) result.coeffRef(0,0) = typename ResultType::Scalar(1) / determinant;
+  }
+};
+
+/****************************
+*** Size 2 implementation ***
+****************************/
+
+template<typename MatrixType, typename ResultType>
+inline void compute_inverse_size2_helper(
+    const MatrixType& matrix, const typename ResultType::Scalar& invdet,
+    ResultType& result)
+{
+  result.coeffRef(0,0) = matrix.coeff(1,1) * invdet;
+  result.coeffRef(1,0) = -matrix.coeff(1,0) * invdet;
+  result.coeffRef(0,1) = -matrix.coeff(0,1) * invdet;
+  result.coeffRef(1,1) = matrix.coeff(0,0) * invdet;
+}
+
+template<typename MatrixType, typename ResultType>
+struct compute_inverse<MatrixType, ResultType, 2>
+{
+  static inline void run(const MatrixType& matrix, ResultType& result)
+  {
+    typedef typename ResultType::Scalar Scalar;
+    const Scalar invdet = typename MatrixType::Scalar(1) / matrix.determinant();
+    compute_inverse_size2_helper(matrix, invdet, result);
+  }
+};
+
+template<typename MatrixType, typename ResultType>
+struct compute_inverse_and_det_with_check<MatrixType, ResultType, 2>
+{
+  static inline void run(
+    const MatrixType& matrix,
+    const typename MatrixType::RealScalar& absDeterminantThreshold,
+    ResultType& inverse,
+    typename ResultType::Scalar& determinant,
+    bool& invertible
+  )
+  {
+    using std::abs;
+    typedef typename ResultType::Scalar Scalar;
+    determinant = matrix.determinant();
+    invertible = abs(determinant) > absDeterminantThreshold;
+    if(!invertible) return;
+    const Scalar invdet = Scalar(1) / determinant;
+    compute_inverse_size2_helper(matrix, invdet, inverse);
+  }
+};
+
+/****************************
+*** Size 3 implementation ***
+****************************/
+
+template<typename MatrixType, int i, int j>
+inline typename MatrixType::Scalar cofactor_3x3(const MatrixType& m)
+{
+  enum {
+    i1 = (i+1) % 3,
+    i2 = (i+2) % 3,
+    j1 = (j+1) % 3,
+    j2 = (j+2) % 3
+  };
+  return m.coeff(i1, j1) * m.coeff(i2, j2)
+       - m.coeff(i1, j2) * m.coeff(i2, j1);
+}
+
+template<typename MatrixType, typename ResultType>
+inline void compute_inverse_size3_helper(
+    const MatrixType& matrix,
+    const typename ResultType::Scalar& invdet,
+    const Matrix<typename ResultType::Scalar,3,1>& cofactors_col0,
+    ResultType& result)
+{
+  result.row(0) = cofactors_col0 * invdet;
+  result.coeffRef(1,0) =  cofactor_3x3<MatrixType,0,1>(matrix) * invdet;
+  result.coeffRef(1,1) =  cofactor_3x3<MatrixType,1,1>(matrix) * invdet;
+  result.coeffRef(1,2) =  cofactor_3x3<MatrixType,2,1>(matrix) * invdet;
+  result.coeffRef(2,0) =  cofactor_3x3<MatrixType,0,2>(matrix) * invdet;
+  result.coeffRef(2,1) =  cofactor_3x3<MatrixType,1,2>(matrix) * invdet;
+  result.coeffRef(2,2) =  cofactor_3x3<MatrixType,2,2>(matrix) * invdet;
+}
+
+template<typename MatrixType, typename ResultType>
+struct compute_inverse<MatrixType, ResultType, 3>
+{
+  static inline void run(const MatrixType& matrix, ResultType& result)
+  {
+    typedef typename ResultType::Scalar Scalar;
+    Matrix<typename MatrixType::Scalar,3,1> cofactors_col0;
+    cofactors_col0.coeffRef(0) =  cofactor_3x3<MatrixType,0,0>(matrix);
+    cofactors_col0.coeffRef(1) =  cofactor_3x3<MatrixType,1,0>(matrix);
+    cofactors_col0.coeffRef(2) =  cofactor_3x3<MatrixType,2,0>(matrix);
+    const Scalar det = (cofactors_col0.cwiseProduct(matrix.col(0))).sum();
+    const Scalar invdet = Scalar(1) / det;
+    compute_inverse_size3_helper(matrix, invdet, cofactors_col0, result);
+  }
+};
+
+template<typename MatrixType, typename ResultType>
+struct compute_inverse_and_det_with_check<MatrixType, ResultType, 3>
+{
+  static inline void run(
+    const MatrixType& matrix,
+    const typename MatrixType::RealScalar& absDeterminantThreshold,
+    ResultType& inverse,
+    typename ResultType::Scalar& determinant,
+    bool& invertible
+  )
+  {
+    using std::abs;
+    typedef typename ResultType::Scalar Scalar;
+    Matrix<Scalar,3,1> cofactors_col0;
+    cofactors_col0.coeffRef(0) =  cofactor_3x3<MatrixType,0,0>(matrix);
+    cofactors_col0.coeffRef(1) =  cofactor_3x3<MatrixType,1,0>(matrix);
+    cofactors_col0.coeffRef(2) =  cofactor_3x3<MatrixType,2,0>(matrix);
+    determinant = (cofactors_col0.cwiseProduct(matrix.col(0))).sum();
+    invertible = abs(determinant) > absDeterminantThreshold;
+    if(!invertible) return;
+    const Scalar invdet = Scalar(1) / determinant;
+    compute_inverse_size3_helper(matrix, invdet, cofactors_col0, inverse);
+  }
+};
+
+/****************************
+*** Size 4 implementation ***
+****************************/
+
+template<typename Derived>
+inline const typename Derived::Scalar general_det3_helper
+(const MatrixBase<Derived>& matrix, int i1, int i2, int i3, int j1, int j2, int j3)
+{
+  return matrix.coeff(i1,j1)
+         * (matrix.coeff(i2,j2) * matrix.coeff(i3,j3) - matrix.coeff(i2,j3) * matrix.coeff(i3,j2));
+}
+
+template<typename MatrixType, int i, int j>
+inline typename MatrixType::Scalar cofactor_4x4(const MatrixType& matrix)
+{
+  enum {
+    i1 = (i+1) % 4,
+    i2 = (i+2) % 4,
+    i3 = (i+3) % 4,
+    j1 = (j+1) % 4,
+    j2 = (j+2) % 4,
+    j3 = (j+3) % 4
+  };
+  return general_det3_helper(matrix, i1, i2, i3, j1, j2, j3)
+       + general_det3_helper(matrix, i2, i3, i1, j1, j2, j3)
+       + general_det3_helper(matrix, i3, i1, i2, j1, j2, j3);
+}
+
+template<int Arch, typename Scalar, typename MatrixType, typename ResultType>
+struct compute_inverse_size4
+{
+  static void run(const MatrixType& matrix, ResultType& result)
+  {
+    result.coeffRef(0,0) =  cofactor_4x4<MatrixType,0,0>(matrix);
+    result.coeffRef(1,0) = -cofactor_4x4<MatrixType,0,1>(matrix);
+    result.coeffRef(2,0) =  cofactor_4x4<MatrixType,0,2>(matrix);
+    result.coeffRef(3,0) = -cofactor_4x4<MatrixType,0,3>(matrix);
+    result.coeffRef(0,2) =  cofactor_4x4<MatrixType,2,0>(matrix);
+    result.coeffRef(1,2) = -cofactor_4x4<MatrixType,2,1>(matrix);
+    result.coeffRef(2,2) =  cofactor_4x4<MatrixType,2,2>(matrix);
+    result.coeffRef(3,2) = -cofactor_4x4<MatrixType,2,3>(matrix);
+    result.coeffRef(0,1) = -cofactor_4x4<MatrixType,1,0>(matrix);
+    result.coeffRef(1,1) =  cofactor_4x4<MatrixType,1,1>(matrix);
+    result.coeffRef(2,1) = -cofactor_4x4<MatrixType,1,2>(matrix);
+    result.coeffRef(3,1) =  cofactor_4x4<MatrixType,1,3>(matrix);
+    result.coeffRef(0,3) = -cofactor_4x4<MatrixType,3,0>(matrix);
+    result.coeffRef(1,3) =  cofactor_4x4<MatrixType,3,1>(matrix);
+    result.coeffRef(2,3) = -cofactor_4x4<MatrixType,3,2>(matrix);
+    result.coeffRef(3,3) =  cofactor_4x4<MatrixType,3,3>(matrix);
+    result /= (matrix.col(0).cwiseProduct(result.row(0).transpose())).sum();
+  }
+};
+
+template<typename MatrixType, typename ResultType>
+struct compute_inverse<MatrixType, ResultType, 4>
+ : compute_inverse_size4<Architecture::Target, typename MatrixType::Scalar,
+                            MatrixType, ResultType>
+{
+};
+
+template<typename MatrixType, typename ResultType>
+struct compute_inverse_and_det_with_check<MatrixType, ResultType, 4>
+{
+  static inline void run(
+    const MatrixType& matrix,
+    const typename MatrixType::RealScalar& absDeterminantThreshold,
+    ResultType& inverse,
+    typename ResultType::Scalar& determinant,
+    bool& invertible
+  )
+  {
+    using std::abs;
+    determinant = matrix.determinant();
+    invertible = abs(determinant) > absDeterminantThreshold;
+    if(invertible) compute_inverse<MatrixType, ResultType>::run(matrix, inverse);
+  }
+};
+
+/*************************
+*** MatrixBase methods ***
+*************************/
+
+template<typename MatrixType>
+struct traits<inverse_impl<MatrixType> >
+{
+  typedef typename MatrixType::PlainObject ReturnType;
+};
+
+template<typename MatrixType>
+struct inverse_impl : public ReturnByValue<inverse_impl<MatrixType> >
+{
+  typedef typename MatrixType::Index Index;
+  typedef typename internal::eval<MatrixType>::type MatrixTypeNested;
+  typedef typename remove_all<MatrixTypeNested>::type MatrixTypeNestedCleaned;
+  MatrixTypeNested m_matrix;
+
+  inverse_impl(const MatrixType& matrix)
+    : m_matrix(matrix)
+  {}
+
+  inline Index rows() const { return m_matrix.rows(); }
+  inline Index cols() const { return m_matrix.cols(); }
+
+  template<typename Dest> inline void evalTo(Dest& dst) const
+  {
+    const int Size = EIGEN_PLAIN_ENUM_MIN(MatrixType::ColsAtCompileTime,Dest::ColsAtCompileTime);
+    EIGEN_ONLY_USED_FOR_DEBUG(Size);
+    eigen_assert(( (Size<=1) || (Size>4) || (extract_data(m_matrix)!=extract_data(dst)))
+              && "Aliasing problem detected in inverse(), you need to do inverse().eval() here.");
+
+    compute_inverse<MatrixTypeNestedCleaned, Dest>::run(m_matrix, dst);
+  }
+};
+
+} // end namespace internal
+
+/** \lu_module
+  *
+  * \returns the matrix inverse of this matrix.
+  *
+  * For small fixed sizes up to 4x4, this method uses cofactors.
+  * In the general case, this method uses class PartialPivLU.
+  *
+  * \note This matrix must be invertible, otherwise the result is undefined. If you need an
+  * invertibility check, do the following:
+  * \li for fixed sizes up to 4x4, use computeInverseAndDetWithCheck().
+  * \li for the general case, use class FullPivLU.
+  *
+  * Example: \include MatrixBase_inverse.cpp
+  * Output: \verbinclude MatrixBase_inverse.out
+  *
+  * \sa computeInverseAndDetWithCheck()
+  */
+template<typename Derived>
+inline const internal::inverse_impl<Derived> MatrixBase<Derived>::inverse() const
+{
+  EIGEN_STATIC_ASSERT(!NumTraits<Scalar>::IsInteger,THIS_FUNCTION_IS_NOT_FOR_INTEGER_NUMERIC_TYPES)
+  eigen_assert(rows() == cols());
+  return internal::inverse_impl<Derived>(derived());
+}
+
+/** \lu_module
+  *
+  * Computation of matrix inverse and determinant, with invertibility check.
+  *
+  * This is only for fixed-size square matrices of size up to 4x4.
+  *
+  * \param inverse Reference to the matrix in which to store the inverse.
+  * \param determinant Reference to the variable in which to store the determinant.
+  * \param invertible Reference to the bool variable in which to store whether the matrix is invertible.
+  * \param absDeterminantThreshold Optional parameter controlling the invertibility check.
+  *                                The matrix will be declared invertible if the absolute value of its
+  *                                determinant is greater than this threshold.
+  *
+  * Example: \include MatrixBase_computeInverseAndDetWithCheck.cpp
+  * Output: \verbinclude MatrixBase_computeInverseAndDetWithCheck.out
+  *
+  * \sa inverse(), computeInverseWithCheck()
+  */
+template<typename Derived>
+template<typename ResultType>
+inline void MatrixBase<Derived>::computeInverseAndDetWithCheck(
+    ResultType& inverse,
+    typename ResultType::Scalar& determinant,
+    bool& invertible,
+    const RealScalar& absDeterminantThreshold
+  ) const
+{
+  // i'd love to put some static assertions there, but SFINAE means that they have no effect...
+  eigen_assert(rows() == cols());
+  // for 2x2, it's worth giving a chance to avoid evaluating.
+  // for larger sizes, evaluating has negligible cost and limits code size.
+  typedef typename internal::conditional<
+    RowsAtCompileTime == 2,
+    typename internal::remove_all<typename internal::nested<Derived, 2>::type>::type,
+    PlainObject
+  >::type MatrixType;
+  internal::compute_inverse_and_det_with_check<MatrixType, ResultType>::run
+    (derived(), absDeterminantThreshold, inverse, determinant, invertible);
+}
+
+/** \lu_module
+  *
+  * Computation of matrix inverse, with invertibility check.
+  *
+  * This is only for fixed-size square matrices of size up to 4x4.
+  *
+  * \param inverse Reference to the matrix in which to store the inverse.
+  * \param invertible Reference to the bool variable in which to store whether the matrix is invertible.
+  * \param absDeterminantThreshold Optional parameter controlling the invertibility check.
+  *                                The matrix will be declared invertible if the absolute value of its
+  *                                determinant is greater than this threshold.
+  *
+  * Example: \include MatrixBase_computeInverseWithCheck.cpp
+  * Output: \verbinclude MatrixBase_computeInverseWithCheck.out
+  *
+  * \sa inverse(), computeInverseAndDetWithCheck()
+  */
+template<typename Derived>
+template<typename ResultType>
+inline void MatrixBase<Derived>::computeInverseWithCheck(
+    ResultType& inverse,
+    bool& invertible,
+    const RealScalar& absDeterminantThreshold
+  ) const
+{
+  RealScalar determinant;
+  // i'd love to put some static assertions there, but SFINAE means that they have no effect...
+  eigen_assert(rows() == cols());
+  computeInverseAndDetWithCheck(inverse,determinant,invertible,absDeterminantThreshold);
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_INVERSE_H

data/ext/eigen/eigen3/Eigen/src/LU/PartialPivLU.h

@@ -0,0 +1,509 @@
+// 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>
+// 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_PARTIALLU_H
+#define EIGEN_PARTIALLU_H
+
+namespace Eigen { 
+
+/** \ingroup LU_Module
+  *
+  * \class PartialPivLU
+  *
+  * \brief LU decomposition of a matrix with partial pivoting, and related features
+  *
+  * \param MatrixType the type of the matrix of which we are computing the LU decomposition
+  *
+  * This class represents a LU decomposition of a \b square \b invertible matrix, with partial pivoting: the matrix A
+  * is decomposed as A = PLU where L is unit-lower-triangular, U is upper-triangular, and P
+  * is a permutation matrix.
+  *
+  * Typically, partial pivoting LU decomposition is only considered numerically stable for square invertible
+  * matrices. Thus LAPACK's dgesv and dgesvx require the matrix to be square and invertible. The present class
+  * does the same. It will assert that the matrix is square, but it won't (actually it can't) check that the
+  * matrix is invertible: it is your task to check that you only use this decomposition on invertible matrices.
+  *
+  * The guaranteed safe alternative, working for all matrices, is the full pivoting LU decomposition, provided
+  * by class FullPivLU.
+  *
+  * This is \b not a rank-revealing LU decomposition. Many features are intentionally absent from this class,
+  * such as rank computation. If you need these features, use class FullPivLU.
+  *
+  * This LU decomposition is suitable to invert invertible matrices. It is what MatrixBase::inverse() uses
+  * in the general case.
+  * On the other hand, it is \b not suitable to determine whether a given matrix is invertible.
+  *
+  * The data of the LU decomposition can be directly accessed through the methods matrixLU(), permutationP().
+  *
+  * \sa MatrixBase::partialPivLu(), MatrixBase::determinant(), MatrixBase::inverse(), MatrixBase::computeInverse(), class FullPivLU
+  */
+template<typename _MatrixType> class PartialPivLU
+{
+  public:
+
+    typedef _MatrixType MatrixType;
+    enum {
+      RowsAtCompileTime = MatrixType::RowsAtCompileTime,
+      ColsAtCompileTime = MatrixType::ColsAtCompileTime,
+      Options = MatrixType::Options,
+      MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
+      MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
+    };
+    typedef typename MatrixType::Scalar Scalar;
+    typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar;
+    typedef typename internal::traits<MatrixType>::StorageKind StorageKind;
+    typedef typename MatrixType::Index Index;
+    typedef PermutationMatrix<RowsAtCompileTime, MaxRowsAtCompileTime> PermutationType;
+    typedef Transpositions<RowsAtCompileTime, MaxRowsAtCompileTime> TranspositionType;
+
+
+    /**
+    * \brief Default Constructor.
+    *
+    * The default constructor is useful in cases in which the user intends to
+    * perform decompositions via PartialPivLU::compute(const MatrixType&).
+    */
+    PartialPivLU();
+
+    /** \brief Default Constructor with memory preallocation
+      *
+      * Like the default constructor but with preallocation of the internal data
+      * according to the specified problem \a size.
+      * \sa PartialPivLU()
+      */
+    PartialPivLU(Index size);
+
+    /** Constructor.
+      *
+      * \param matrix the matrix of which to compute the LU decomposition.
+      *
+      * \warning The matrix should have full rank (e.g. if it's square, it should be invertible).
+      * If you need to deal with non-full rank, use class FullPivLU instead.
+      */
+    PartialPivLU(const MatrixType& matrix);
+
+    PartialPivLU& compute(const MatrixType& matrix);
+
+    /** \returns the LU decomposition matrix: the upper-triangular part is U, the
+      * unit-lower-triangular part is L (at least for square matrices; in the non-square
+      * case, special care is needed, see the documentation of class FullPivLU).
+      *
+      * \sa matrixL(), matrixU()
+      */
+    inline const MatrixType& matrixLU() const
+    {
+      eigen_assert(m_isInitialized && "PartialPivLU is not initialized.");
+      return m_lu;
+    }
+
+    /** \returns the permutation matrix P.
+      */
+    inline const PermutationType& permutationP() const
+    {
+      eigen_assert(m_isInitialized && "PartialPivLU is not initialized.");
+      return m_p;
+    }
+
+    /** This method returns the solution x to the equation Ax=b, where A is the matrix of which
+      * *this is the LU decomposition.
+      *
+      * \param b the right-hand-side of the equation to solve. Can be a vector or a matrix,
+      *          the only requirement in order for the equation to make sense is that
+      *          b.rows()==A.rows(), where A is the matrix of which *this is the LU decomposition.
+      *
+      * \returns the solution.
+      *
+      * Example: \include PartialPivLU_solve.cpp
+      * Output: \verbinclude PartialPivLU_solve.out
+      *
+      * Since this PartialPivLU class assumes anyway that the matrix A is invertible, the solution
+      * theoretically exists and is unique regardless of b.
+      *
+      * \sa TriangularView::solve(), inverse(), computeInverse()
+      */
+    template<typename Rhs>
+    inline const internal::solve_retval<PartialPivLU, Rhs>
+    solve(const MatrixBase<Rhs>& b) const
+    {
+      eigen_assert(m_isInitialized && "PartialPivLU is not initialized.");
+      return internal::solve_retval<PartialPivLU, Rhs>(*this, b.derived());
+    }
+
+    /** \returns the inverse of the matrix of which *this is the LU decomposition.
+      *
+      * \warning The matrix being decomposed here is assumed to be invertible. If you need to check for
+      *          invertibility, use class FullPivLU instead.
+      *
+      * \sa MatrixBase::inverse(), LU::inverse()
+      */
+    inline const internal::solve_retval<PartialPivLU,typename MatrixType::IdentityReturnType> inverse() const
+    {
+      eigen_assert(m_isInitialized && "PartialPivLU is not initialized.");
+      return internal::solve_retval<PartialPivLU,typename MatrixType::IdentityReturnType>
+               (*this, MatrixType::Identity(m_lu.rows(), m_lu.cols()));
+    }
+
+    /** \returns the determinant of the matrix of which
+      * *this is the LU decomposition. It has only linear complexity
+      * (that is, O(n) where n is the dimension of the square matrix)
+      * as the LU decomposition has already been computed.
+      *
+      * \note For fixed-size matrices of size up to 4, MatrixBase::determinant() offers
+      *       optimized paths.
+      *
+      * \warning a determinant can be very big or small, so for matrices
+      * of large enough dimension, there is a risk of overflow/underflow.
+      *
+      * \sa MatrixBase::determinant()
+      */
+    typename internal::traits<MatrixType>::Scalar determinant() const;
+
+    MatrixType reconstructedMatrix() const;
+
+    inline Index rows() const { return m_lu.rows(); }
+    inline Index cols() const { return m_lu.cols(); }
+
+  protected:
+    
+    static void check_template_parameters()
+    {
+      EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar);
+    }
+    
+    MatrixType m_lu;
+    PermutationType m_p;
+    TranspositionType m_rowsTranspositions;
+    Index m_det_p;
+    bool m_isInitialized;
+};
+
+template<typename MatrixType>
+PartialPivLU<MatrixType>::PartialPivLU()
+  : m_lu(),
+    m_p(),
+    m_rowsTranspositions(),
+    m_det_p(0),
+    m_isInitialized(false)
+{
+}
+
+template<typename MatrixType>
+PartialPivLU<MatrixType>::PartialPivLU(Index size)
+  : m_lu(size, size),
+    m_p(size),
+    m_rowsTranspositions(size),
+    m_det_p(0),
+    m_isInitialized(false)
+{
+}
+
+template<typename MatrixType>
+PartialPivLU<MatrixType>::PartialPivLU(const MatrixType& matrix)
+  : m_lu(matrix.rows(), matrix.rows()),
+    m_p(matrix.rows()),
+    m_rowsTranspositions(matrix.rows()),
+    m_det_p(0),
+    m_isInitialized(false)
+{
+  compute(matrix);
+}
+
+namespace internal {
+
+/** \internal This is the blocked version of fullpivlu_unblocked() */
+template<typename Scalar, int StorageOrder, typename PivIndex>
+struct partial_lu_impl
+{
+  // FIXME add a stride to Map, so that the following mapping becomes easier,
+  // another option would be to create an expression being able to automatically
+  // warp any Map, Matrix, and Block expressions as a unique type, but since that's exactly
+  // a Map + stride, why not adding a stride to Map, and convenient ctors from a Matrix,
+  // and Block.
+  typedef Map<Matrix<Scalar, Dynamic, Dynamic, StorageOrder> > MapLU;
+  typedef Block<MapLU, Dynamic, Dynamic> MatrixType;
+  typedef Block<MatrixType,Dynamic,Dynamic> BlockType;
+  typedef typename MatrixType::RealScalar RealScalar;
+  typedef typename MatrixType::Index Index;
+
+  /** \internal performs the LU decomposition in-place of the matrix \a lu
+    * using an unblocked algorithm.
+    *
+    * In addition, this function returns the row transpositions in the
+    * vector \a row_transpositions which must have a size equal to the number
+    * of columns of the matrix \a lu, and an integer \a nb_transpositions
+    * which returns the actual number of transpositions.
+    *
+    * \returns The index of the first pivot which is exactly zero if any, or a negative number otherwise.
+    */
+  static Index unblocked_lu(MatrixType& lu, PivIndex* row_transpositions, PivIndex& nb_transpositions)
+  {
+    const Index rows = lu.rows();
+    const Index cols = lu.cols();
+    const Index size = (std::min)(rows,cols);
+    nb_transpositions = 0;
+    Index first_zero_pivot = -1;
+    for(Index k = 0; k < size; ++k)
+    {
+      Index rrows = rows-k-1;
+      Index rcols = cols-k-1;
+        
+      Index row_of_biggest_in_col;
+      RealScalar biggest_in_corner
+        = lu.col(k).tail(rows-k).cwiseAbs().maxCoeff(&row_of_biggest_in_col);
+      row_of_biggest_in_col += k;
+
+      row_transpositions[k] = PivIndex(row_of_biggest_in_col);
+
+      if(biggest_in_corner != RealScalar(0))
+      {
+        if(k != row_of_biggest_in_col)
+        {
+          lu.row(k).swap(lu.row(row_of_biggest_in_col));
+          ++nb_transpositions;
+        }
+
+        // FIXME shall we introduce a safe quotient expression in cas 1/lu.coeff(k,k)
+        // overflow but not the actual quotient?
+        lu.col(k).tail(rrows) /= lu.coeff(k,k);
+      }
+      else if(first_zero_pivot==-1)
+      {
+        // the pivot is exactly zero, we record the index of the first pivot which is exactly 0,
+        // and continue the factorization such we still have A = PLU
+        first_zero_pivot = k;
+      }
+
+      if(k<rows-1)
+        lu.bottomRightCorner(rrows,rcols).noalias() -= lu.col(k).tail(rrows) * lu.row(k).tail(rcols);
+    }
+    return first_zero_pivot;
+  }
+
+  /** \internal performs the LU decomposition in-place of the matrix represented
+    * by the variables \a rows, \a cols, \a lu_data, and \a lu_stride using a
+    * recursive, blocked algorithm.
+    *
+    * In addition, this function returns the row transpositions in the
+    * vector \a row_transpositions which must have a size equal to the number
+    * of columns of the matrix \a lu, and an integer \a nb_transpositions
+    * which returns the actual number of transpositions.
+    *
+    * \returns The index of the first pivot which is exactly zero if any, or a negative number otherwise.
+    *
+    * \note This very low level interface using pointers, etc. is to:
+    *   1 - reduce the number of instanciations to the strict minimum
+    *   2 - avoid infinite recursion of the instanciations with Block<Block<Block<...> > >
+    */
+  static Index blocked_lu(Index rows, Index cols, Scalar* lu_data, Index luStride, PivIndex* row_transpositions, PivIndex& nb_transpositions, Index maxBlockSize=256)
+  {
+    MapLU lu1(lu_data,StorageOrder==RowMajor?rows:luStride,StorageOrder==RowMajor?luStride:cols);
+    MatrixType lu(lu1,0,0,rows,cols);
+
+    const Index size = (std::min)(rows,cols);
+
+    // if the matrix is too small, no blocking:
+    if(size<=16)
+    {
+      return unblocked_lu(lu, row_transpositions, nb_transpositions);
+    }
+
+    // automatically adjust the number of subdivisions to the size
+    // of the matrix so that there is enough sub blocks:
+    Index blockSize;
+    {
+      blockSize = size/8;
+      blockSize = (blockSize/16)*16;
+      blockSize = (std::min)((std::max)(blockSize,Index(8)), maxBlockSize);
+    }
+
+    nb_transpositions = 0;
+    Index first_zero_pivot = -1;
+    for(Index k = 0; k < size; k+=blockSize)
+    {
+      Index bs = (std::min)(size-k,blockSize); // actual size of the block
+      Index trows = rows - k - bs; // trailing rows
+      Index tsize = size - k - bs; // trailing size
+
+      // partition the matrix:
+      //                          A00 | A01 | A02
+      // lu  = A_0 | A_1 | A_2 =  A10 | A11 | A12
+      //                          A20 | A21 | A22
+      BlockType A_0(lu,0,0,rows,k);
+      BlockType A_2(lu,0,k+bs,rows,tsize);
+      BlockType A11(lu,k,k,bs,bs);
+      BlockType A12(lu,k,k+bs,bs,tsize);
+      BlockType A21(lu,k+bs,k,trows,bs);
+      BlockType A22(lu,k+bs,k+bs,trows,tsize);
+
+      PivIndex nb_transpositions_in_panel;
+      // recursively call the blocked LU algorithm on [A11^T A21^T]^T
+      // with a very small blocking size:
+      Index ret = blocked_lu(trows+bs, bs, &lu.coeffRef(k,k), luStride,
+                   row_transpositions+k, nb_transpositions_in_panel, 16);
+      if(ret>=0 && first_zero_pivot==-1)
+        first_zero_pivot = k+ret;
+
+      nb_transpositions += nb_transpositions_in_panel;
+      // update permutations and apply them to A_0
+      for(Index i=k; i<k+bs; ++i)
+      {
+        Index piv = (row_transpositions[i] += k);
+        A_0.row(i).swap(A_0.row(piv));
+      }
+
+      if(trows)
+      {
+        // apply permutations to A_2
+        for(Index i=k;i<k+bs; ++i)
+          A_2.row(i).swap(A_2.row(row_transpositions[i]));
+
+        // A12 = A11^-1 A12
+        A11.template triangularView<UnitLower>().solveInPlace(A12);
+
+        A22.noalias() -= A21 * A12;
+      }
+    }
+    return first_zero_pivot;
+  }
+};
+
+/** \internal performs the LU decomposition with partial pivoting in-place.
+  */
+template<typename MatrixType, typename TranspositionType>
+void partial_lu_inplace(MatrixType& lu, TranspositionType& row_transpositions, typename TranspositionType::Index& nb_transpositions)
+{
+  eigen_assert(lu.cols() == row_transpositions.size());
+  eigen_assert((&row_transpositions.coeffRef(1)-&row_transpositions.coeffRef(0)) == 1);
+
+  partial_lu_impl
+    <typename MatrixType::Scalar, MatrixType::Flags&RowMajorBit?RowMajor:ColMajor, typename TranspositionType::Index>
+    ::blocked_lu(lu.rows(), lu.cols(), &lu.coeffRef(0,0), lu.outerStride(), &row_transpositions.coeffRef(0), nb_transpositions);
+}
+
+} // end namespace internal
+
+template<typename MatrixType>
+PartialPivLU<MatrixType>& PartialPivLU<MatrixType>::compute(const MatrixType& matrix)
+{
+  check_template_parameters();
+  
+  // the row permutation is stored as int indices, so just to be sure:
+  eigen_assert(matrix.rows()<NumTraits<int>::highest());
+  
+  m_lu = matrix;
+
+  eigen_assert(matrix.rows() == matrix.cols() && "PartialPivLU is only for square (and moreover invertible) matrices");
+  const Index size = matrix.rows();
+
+  m_rowsTranspositions.resize(size);
+
+  typename TranspositionType::Index nb_transpositions;
+  internal::partial_lu_inplace(m_lu, m_rowsTranspositions, nb_transpositions);
+  m_det_p = (nb_transpositions%2) ? -1 : 1;
+
+  m_p = m_rowsTranspositions;
+
+  m_isInitialized = true;
+  return *this;
+}
+
+template<typename MatrixType>
+typename internal::traits<MatrixType>::Scalar PartialPivLU<MatrixType>::determinant() const
+{
+  eigen_assert(m_isInitialized && "PartialPivLU is not initialized.");
+  return Scalar(m_det_p) * m_lu.diagonal().prod();
+}
+
+/** \returns the matrix represented by the decomposition,
+ * i.e., it returns the product: P^{-1} L U.
+ * This function is provided for debug purpose. */
+template<typename MatrixType>
+MatrixType PartialPivLU<MatrixType>::reconstructedMatrix() const
+{
+  eigen_assert(m_isInitialized && "LU is not initialized.");
+  // LU
+  MatrixType res = m_lu.template triangularView<UnitLower>().toDenseMatrix()
+                 * m_lu.template triangularView<Upper>();
+
+  // P^{-1}(LU)
+  res = m_p.inverse() * res;
+
+  return res;
+}
+
+/***** Implementation of solve() *****************************************************/
+
+namespace internal {
+
+template<typename _MatrixType, typename Rhs>
+struct solve_retval<PartialPivLU<_MatrixType>, Rhs>
+  : solve_retval_base<PartialPivLU<_MatrixType>, Rhs>
+{
+  EIGEN_MAKE_SOLVE_HELPERS(PartialPivLU<_MatrixType>,Rhs)
+
+  template<typename Dest> void evalTo(Dest& dst) const
+  {
+    /* The decomposition PA = LU can be rewritten as A = P^{-1} L U.
+    * So we proceed as follows:
+    * Step 1: compute c = Pb.
+    * Step 2: replace c by the solution x to Lx = c.
+    * Step 3: replace c by the solution x to Ux = c.
+    */
+
+    eigen_assert(rhs().rows() == dec().matrixLU().rows());
+
+    // Step 1
+    dst = dec().permutationP() * rhs();
+
+    // Step 2
+    dec().matrixLU().template triangularView<UnitLower>().solveInPlace(dst);
+
+    // Step 3
+    dec().matrixLU().template triangularView<Upper>().solveInPlace(dst);
+  }
+};
+
+} // end namespace internal
+
+/******** MatrixBase methods *******/
+
+/** \lu_module
+  *
+  * \return the partial-pivoting LU decomposition of \c *this.
+  *
+  * \sa class PartialPivLU
+  */
+template<typename Derived>
+inline const PartialPivLU<typename MatrixBase<Derived>::PlainObject>
+MatrixBase<Derived>::partialPivLu() const
+{
+  return PartialPivLU<PlainObject>(eval());
+}
+
+#if EIGEN2_SUPPORT_STAGE > STAGE20_RESOLVE_API_CONFLICTS
+/** \lu_module
+  *
+  * Synonym of partialPivLu().
+  *
+  * \return the partial-pivoting LU decomposition of \c *this.
+  *
+  * \sa class PartialPivLU
+  */
+template<typename Derived>
+inline const PartialPivLU<typename MatrixBase<Derived>::PlainObject>
+MatrixBase<Derived>::lu() const
+{
+  return PartialPivLU<PlainObject>(eval());
+}
+#endif
+
+} // end namespace Eigen
+
+#endif // EIGEN_PARTIALLU_H