ruby-eigen 0.0.9 → 0.0.10.pre1

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

@@ -0,0 +1,85 @@
+/*
+ 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
+ *     LU decomposition with partial pivoting based on LAPACKE_?getrf function.
+ ********************************************************************************
+*/
+
+#ifndef EIGEN_PARTIALLU_LAPACK_H
+#define EIGEN_PARTIALLU_LAPACK_H
+
+#include "Eigen/src/Core/util/MKL_support.h"
+
+namespace Eigen { 
+
+namespace internal {
+
+/** \internal Specialization for the data types supported by MKL */
+
+#define EIGEN_MKL_LU_PARTPIV(EIGTYPE, MKLTYPE, MKLPREFIX) \
+template<int StorageOrder> \
+struct partial_lu_impl<EIGTYPE, StorageOrder, lapack_int> \
+{ \
+  /* \internal performs the LU decomposition in-place of the matrix represented */ \
+  static lapack_int blocked_lu(lapack_int rows, lapack_int cols, EIGTYPE* lu_data, lapack_int luStride, lapack_int* row_transpositions, lapack_int& nb_transpositions, lapack_int maxBlockSize=256) \
+  { \
+    EIGEN_UNUSED_VARIABLE(maxBlockSize);\
+    lapack_int matrix_order, first_zero_pivot; \
+    lapack_int m, n, lda, *ipiv, info; \
+    EIGTYPE* a; \
+/* Set up parameters for ?getrf */ \
+    matrix_order = StorageOrder==RowMajor ? LAPACK_ROW_MAJOR : LAPACK_COL_MAJOR; \
+    lda = luStride; \
+    a = lu_data; \
+    ipiv = row_transpositions; \
+    m = rows; \
+    n = cols; \
+    nb_transpositions = 0; \
+\
+    info = LAPACKE_##MKLPREFIX##getrf( matrix_order, m, n, (MKLTYPE*)a, lda, ipiv ); \
+\
+    for(int i=0;i<m;i++) { ipiv[i]--; if (ipiv[i]!=i) nb_transpositions++; } \
+\
+    eigen_assert(info >= 0); \
+/* something should be done with nb_transpositions */ \
+\
+    first_zero_pivot = info; \
+    return first_zero_pivot; \
+  } \
+};
+
+EIGEN_MKL_LU_PARTPIV(double, double, d)
+EIGEN_MKL_LU_PARTPIV(float, float, s)
+EIGEN_MKL_LU_PARTPIV(dcomplex, MKL_Complex16, z)
+EIGEN_MKL_LU_PARTPIV(scomplex, MKL_Complex8, c)
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_PARTIALLU_LAPACK_H

data/ext/eigen/eigen3/Eigen/src/LU/arch/Inverse_SSE.h

@@ -0,0 +1,329 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2001 Intel Corporation
+// Copyright (C) 2010 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 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/.
+
+// The SSE code for the 4x4 float and double matrix inverse in this file
+// comes from the following Intel's library:
+// http://software.intel.com/en-us/articles/optimized-matrix-library-for-use-with-the-intel-pentiumr-4-processors-sse2-instructions/
+//
+// Here is the respective copyright and license statement:
+//
+//   Copyright (c) 2001 Intel Corporation.
+//
+// Permition is granted to use, copy, distribute and prepare derivative works
+// of this library for any purpose and without fee, provided, that the above
+// copyright notice and this statement appear in all copies.
+// Intel makes no representations about the suitability of this software for
+// any purpose, and specifically disclaims all warranties.
+// See LEGAL.TXT for all the legal information.
+
+#ifndef EIGEN_INVERSE_SSE_H
+#define EIGEN_INVERSE_SSE_H
+
+namespace Eigen { 
+
+namespace internal {
+
+template<typename MatrixType, typename ResultType>
+struct compute_inverse_size4<Architecture::SSE, float, MatrixType, ResultType>
+{
+  enum {
+    MatrixAlignment     = bool(MatrixType::Flags&AlignedBit),
+    ResultAlignment     = bool(ResultType::Flags&AlignedBit),
+    StorageOrdersMatch  = (MatrixType::Flags&RowMajorBit) == (ResultType::Flags&RowMajorBit)
+  };
+  
+  static void run(const MatrixType& matrix, ResultType& result)
+  {
+    EIGEN_ALIGN16 const unsigned int _Sign_PNNP[4] = { 0x00000000, 0x80000000, 0x80000000, 0x00000000 };
+
+    // Load the full matrix into registers
+    __m128 _L1 = matrix.template packet<MatrixAlignment>( 0);
+    __m128 _L2 = matrix.template packet<MatrixAlignment>( 4);
+    __m128 _L3 = matrix.template packet<MatrixAlignment>( 8);
+    __m128 _L4 = matrix.template packet<MatrixAlignment>(12);
+
+    // The inverse is calculated using "Divide and Conquer" technique. The
+    // original matrix is divide into four 2x2 sub-matrices. Since each
+    // register holds four matrix element, the smaller matrices are
+    // represented as a registers. Hence we get a better locality of the
+    // calculations.
+
+    __m128 A, B, C, D; // the four sub-matrices
+    if(!StorageOrdersMatch)
+    {
+      A = _mm_unpacklo_ps(_L1, _L2);
+      B = _mm_unpacklo_ps(_L3, _L4);
+      C = _mm_unpackhi_ps(_L1, _L2);
+      D = _mm_unpackhi_ps(_L3, _L4);
+    }
+    else
+    {
+      A = _mm_movelh_ps(_L1, _L2);
+      B = _mm_movehl_ps(_L2, _L1);
+      C = _mm_movelh_ps(_L3, _L4);
+      D = _mm_movehl_ps(_L4, _L3);
+    }
+
+    __m128 iA, iB, iC, iD,                 // partial inverse of the sub-matrices
+            DC, AB;
+    __m128 dA, dB, dC, dD;                 // determinant of the sub-matrices
+    __m128 det, d, d1, d2;
+    __m128 rd;                             // reciprocal of the determinant
+
+    //  AB = A# * B
+    AB = _mm_mul_ps(_mm_shuffle_ps(A,A,0x0F), B);
+    AB = _mm_sub_ps(AB,_mm_mul_ps(_mm_shuffle_ps(A,A,0xA5), _mm_shuffle_ps(B,B,0x4E)));
+    //  DC = D# * C
+    DC = _mm_mul_ps(_mm_shuffle_ps(D,D,0x0F), C);
+    DC = _mm_sub_ps(DC,_mm_mul_ps(_mm_shuffle_ps(D,D,0xA5), _mm_shuffle_ps(C,C,0x4E)));
+
+    //  dA = |A|
+    dA = _mm_mul_ps(_mm_shuffle_ps(A, A, 0x5F),A);
+    dA = _mm_sub_ss(dA, _mm_movehl_ps(dA,dA));
+    //  dB = |B|
+    dB = _mm_mul_ps(_mm_shuffle_ps(B, B, 0x5F),B);
+    dB = _mm_sub_ss(dB, _mm_movehl_ps(dB,dB));
+
+    //  dC = |C|
+    dC = _mm_mul_ps(_mm_shuffle_ps(C, C, 0x5F),C);
+    dC = _mm_sub_ss(dC, _mm_movehl_ps(dC,dC));
+    //  dD = |D|
+    dD = _mm_mul_ps(_mm_shuffle_ps(D, D, 0x5F),D);
+    dD = _mm_sub_ss(dD, _mm_movehl_ps(dD,dD));
+
+    //  d = trace(AB*DC) = trace(A#*B*D#*C)
+    d = _mm_mul_ps(_mm_shuffle_ps(DC,DC,0xD8),AB);
+
+    //  iD = C*A#*B
+    iD = _mm_mul_ps(_mm_shuffle_ps(C,C,0xA0), _mm_movelh_ps(AB,AB));
+    iD = _mm_add_ps(iD,_mm_mul_ps(_mm_shuffle_ps(C,C,0xF5), _mm_movehl_ps(AB,AB)));
+    //  iA = B*D#*C
+    iA = _mm_mul_ps(_mm_shuffle_ps(B,B,0xA0), _mm_movelh_ps(DC,DC));
+    iA = _mm_add_ps(iA,_mm_mul_ps(_mm_shuffle_ps(B,B,0xF5), _mm_movehl_ps(DC,DC)));
+
+    //  d = trace(AB*DC) = trace(A#*B*D#*C) [continue]
+    d  = _mm_add_ps(d, _mm_movehl_ps(d, d));
+    d  = _mm_add_ss(d, _mm_shuffle_ps(d, d, 1));
+    d1 = _mm_mul_ss(dA,dD);
+    d2 = _mm_mul_ss(dB,dC);
+
+    //  iD = D*|A| - C*A#*B
+    iD = _mm_sub_ps(_mm_mul_ps(D,_mm_shuffle_ps(dA,dA,0)), iD);
+
+    //  iA = A*|D| - B*D#*C;
+    iA = _mm_sub_ps(_mm_mul_ps(A,_mm_shuffle_ps(dD,dD,0)), iA);
+
+    //  det = |A|*|D| + |B|*|C| - trace(A#*B*D#*C)
+    det = _mm_sub_ss(_mm_add_ss(d1,d2),d);
+    rd  = _mm_div_ss(_mm_set_ss(1.0f), det);
+
+//     #ifdef ZERO_SINGULAR
+//         rd = _mm_and_ps(_mm_cmpneq_ss(det,_mm_setzero_ps()), rd);
+//     #endif
+
+    //  iB = D * (A#B)# = D*B#*A
+    iB = _mm_mul_ps(D, _mm_shuffle_ps(AB,AB,0x33));
+    iB = _mm_sub_ps(iB, _mm_mul_ps(_mm_shuffle_ps(D,D,0xB1), _mm_shuffle_ps(AB,AB,0x66)));
+    //  iC = A * (D#C)# = A*C#*D
+    iC = _mm_mul_ps(A, _mm_shuffle_ps(DC,DC,0x33));
+    iC = _mm_sub_ps(iC, _mm_mul_ps(_mm_shuffle_ps(A,A,0xB1), _mm_shuffle_ps(DC,DC,0x66)));
+
+    rd = _mm_shuffle_ps(rd,rd,0);
+    rd = _mm_xor_ps(rd, _mm_load_ps((float*)_Sign_PNNP));
+
+    //  iB = C*|B| - D*B#*A
+    iB = _mm_sub_ps(_mm_mul_ps(C,_mm_shuffle_ps(dB,dB,0)), iB);
+
+    //  iC = B*|C| - A*C#*D;
+    iC = _mm_sub_ps(_mm_mul_ps(B,_mm_shuffle_ps(dC,dC,0)), iC);
+
+    //  iX = iX / det
+    iA = _mm_mul_ps(rd,iA);
+    iB = _mm_mul_ps(rd,iB);
+    iC = _mm_mul_ps(rd,iC);
+    iD = _mm_mul_ps(rd,iD);
+
+    result.template writePacket<ResultAlignment>( 0, _mm_shuffle_ps(iA,iB,0x77));
+    result.template writePacket<ResultAlignment>( 4, _mm_shuffle_ps(iA,iB,0x22));
+    result.template writePacket<ResultAlignment>( 8, _mm_shuffle_ps(iC,iD,0x77));
+    result.template writePacket<ResultAlignment>(12, _mm_shuffle_ps(iC,iD,0x22));
+  }
+
+};
+
+template<typename MatrixType, typename ResultType>
+struct compute_inverse_size4<Architecture::SSE, double, MatrixType, ResultType>
+{
+  enum {
+    MatrixAlignment = bool(MatrixType::Flags&AlignedBit),
+    ResultAlignment = bool(ResultType::Flags&AlignedBit),
+    StorageOrdersMatch  = (MatrixType::Flags&RowMajorBit) == (ResultType::Flags&RowMajorBit)
+  };
+  static void run(const MatrixType& matrix, ResultType& result)
+  {
+    const __m128d _Sign_NP = _mm_castsi128_pd(_mm_set_epi32(0x0,0x0,0x80000000,0x0));
+    const __m128d _Sign_PN = _mm_castsi128_pd(_mm_set_epi32(0x80000000,0x0,0x0,0x0));
+
+    // The inverse is calculated using "Divide and Conquer" technique. The
+    // original matrix is divide into four 2x2 sub-matrices. Since each
+    // register of the matrix holds two element, the smaller matrices are
+    // consisted of two registers. Hence we get a better locality of the
+    // calculations.
+
+    // the four sub-matrices
+    __m128d A1, A2, B1, B2, C1, C2, D1, D2;
+    
+    if(StorageOrdersMatch)
+    {
+      A1 = matrix.template packet<MatrixAlignment>( 0); B1 = matrix.template packet<MatrixAlignment>( 2);
+      A2 = matrix.template packet<MatrixAlignment>( 4); B2 = matrix.template packet<MatrixAlignment>( 6);
+      C1 = matrix.template packet<MatrixAlignment>( 8); D1 = matrix.template packet<MatrixAlignment>(10);
+      C2 = matrix.template packet<MatrixAlignment>(12); D2 = matrix.template packet<MatrixAlignment>(14);
+    }
+    else
+    {
+      __m128d tmp;
+      A1 = matrix.template packet<MatrixAlignment>( 0); C1 = matrix.template packet<MatrixAlignment>( 2);
+      A2 = matrix.template packet<MatrixAlignment>( 4); C2 = matrix.template packet<MatrixAlignment>( 6);
+      tmp = A1;
+      A1 = _mm_unpacklo_pd(A1,A2);
+      A2 = _mm_unpackhi_pd(tmp,A2);
+      tmp = C1;
+      C1 = _mm_unpacklo_pd(C1,C2);
+      C2 = _mm_unpackhi_pd(tmp,C2);
+      
+      B1 = matrix.template packet<MatrixAlignment>( 8); D1 = matrix.template packet<MatrixAlignment>(10);
+      B2 = matrix.template packet<MatrixAlignment>(12); D2 = matrix.template packet<MatrixAlignment>(14);
+      tmp = B1;
+      B1 = _mm_unpacklo_pd(B1,B2);
+      B2 = _mm_unpackhi_pd(tmp,B2);
+      tmp = D1;
+      D1 = _mm_unpacklo_pd(D1,D2);
+      D2 = _mm_unpackhi_pd(tmp,D2);
+    }
+    
+    __m128d iA1, iA2, iB1, iB2, iC1, iC2, iD1, iD2,     // partial invese of the sub-matrices
+            DC1, DC2, AB1, AB2;
+    __m128d dA, dB, dC, dD;     // determinant of the sub-matrices
+    __m128d det, d1, d2, rd;
+
+    //  dA = |A|
+    dA = _mm_shuffle_pd(A2, A2, 1);
+    dA = _mm_mul_pd(A1, dA);
+    dA = _mm_sub_sd(dA, _mm_shuffle_pd(dA,dA,3));
+    //  dB = |B|
+    dB = _mm_shuffle_pd(B2, B2, 1);
+    dB = _mm_mul_pd(B1, dB);
+    dB = _mm_sub_sd(dB, _mm_shuffle_pd(dB,dB,3));
+
+    //  AB = A# * B
+    AB1 = _mm_mul_pd(B1, _mm_shuffle_pd(A2,A2,3));
+    AB2 = _mm_mul_pd(B2, _mm_shuffle_pd(A1,A1,0));
+    AB1 = _mm_sub_pd(AB1, _mm_mul_pd(B2, _mm_shuffle_pd(A1,A1,3)));
+    AB2 = _mm_sub_pd(AB2, _mm_mul_pd(B1, _mm_shuffle_pd(A2,A2,0)));
+
+    //  dC = |C|
+    dC = _mm_shuffle_pd(C2, C2, 1);
+    dC = _mm_mul_pd(C1, dC);
+    dC = _mm_sub_sd(dC, _mm_shuffle_pd(dC,dC,3));
+    //  dD = |D|
+    dD = _mm_shuffle_pd(D2, D2, 1);
+    dD = _mm_mul_pd(D1, dD);
+    dD = _mm_sub_sd(dD, _mm_shuffle_pd(dD,dD,3));
+
+    //  DC = D# * C
+    DC1 = _mm_mul_pd(C1, _mm_shuffle_pd(D2,D2,3));
+    DC2 = _mm_mul_pd(C2, _mm_shuffle_pd(D1,D1,0));
+    DC1 = _mm_sub_pd(DC1, _mm_mul_pd(C2, _mm_shuffle_pd(D1,D1,3)));
+    DC2 = _mm_sub_pd(DC2, _mm_mul_pd(C1, _mm_shuffle_pd(D2,D2,0)));
+
+    //  rd = trace(AB*DC) = trace(A#*B*D#*C)
+    d1 = _mm_mul_pd(AB1, _mm_shuffle_pd(DC1, DC2, 0));
+    d2 = _mm_mul_pd(AB2, _mm_shuffle_pd(DC1, DC2, 3));
+    rd = _mm_add_pd(d1, d2);
+    rd = _mm_add_sd(rd, _mm_shuffle_pd(rd, rd,3));
+
+    //  iD = C*A#*B
+    iD1 = _mm_mul_pd(AB1, _mm_shuffle_pd(C1,C1,0));
+    iD2 = _mm_mul_pd(AB1, _mm_shuffle_pd(C2,C2,0));
+    iD1 = _mm_add_pd(iD1, _mm_mul_pd(AB2, _mm_shuffle_pd(C1,C1,3)));
+    iD2 = _mm_add_pd(iD2, _mm_mul_pd(AB2, _mm_shuffle_pd(C2,C2,3)));
+
+    //  iA = B*D#*C
+    iA1 = _mm_mul_pd(DC1, _mm_shuffle_pd(B1,B1,0));
+    iA2 = _mm_mul_pd(DC1, _mm_shuffle_pd(B2,B2,0));
+    iA1 = _mm_add_pd(iA1, _mm_mul_pd(DC2, _mm_shuffle_pd(B1,B1,3)));
+    iA2 = _mm_add_pd(iA2, _mm_mul_pd(DC2, _mm_shuffle_pd(B2,B2,3)));
+
+    //  iD = D*|A| - C*A#*B
+    dA = _mm_shuffle_pd(dA,dA,0);
+    iD1 = _mm_sub_pd(_mm_mul_pd(D1, dA), iD1);
+    iD2 = _mm_sub_pd(_mm_mul_pd(D2, dA), iD2);
+
+    //  iA = A*|D| - B*D#*C;
+    dD = _mm_shuffle_pd(dD,dD,0);
+    iA1 = _mm_sub_pd(_mm_mul_pd(A1, dD), iA1);
+    iA2 = _mm_sub_pd(_mm_mul_pd(A2, dD), iA2);
+
+    d1 = _mm_mul_sd(dA, dD);
+    d2 = _mm_mul_sd(dB, dC);
+
+    //  iB = D * (A#B)# = D*B#*A
+    iB1 = _mm_mul_pd(D1, _mm_shuffle_pd(AB2,AB1,1));
+    iB2 = _mm_mul_pd(D2, _mm_shuffle_pd(AB2,AB1,1));
+    iB1 = _mm_sub_pd(iB1, _mm_mul_pd(_mm_shuffle_pd(D1,D1,1), _mm_shuffle_pd(AB2,AB1,2)));
+    iB2 = _mm_sub_pd(iB2, _mm_mul_pd(_mm_shuffle_pd(D2,D2,1), _mm_shuffle_pd(AB2,AB1,2)));
+
+    //  det = |A|*|D| + |B|*|C| - trace(A#*B*D#*C)
+    det = _mm_add_sd(d1, d2);
+    det = _mm_sub_sd(det, rd);
+
+    //  iC = A * (D#C)# = A*C#*D
+    iC1 = _mm_mul_pd(A1, _mm_shuffle_pd(DC2,DC1,1));
+    iC2 = _mm_mul_pd(A2, _mm_shuffle_pd(DC2,DC1,1));
+    iC1 = _mm_sub_pd(iC1, _mm_mul_pd(_mm_shuffle_pd(A1,A1,1), _mm_shuffle_pd(DC2,DC1,2)));
+    iC2 = _mm_sub_pd(iC2, _mm_mul_pd(_mm_shuffle_pd(A2,A2,1), _mm_shuffle_pd(DC2,DC1,2)));
+
+    rd = _mm_div_sd(_mm_set_sd(1.0), det);
+//     #ifdef ZERO_SINGULAR
+//         rd = _mm_and_pd(_mm_cmpneq_sd(det,_mm_setzero_pd()), rd);
+//     #endif
+    rd = _mm_shuffle_pd(rd,rd,0);
+
+    //  iB = C*|B| - D*B#*A
+    dB = _mm_shuffle_pd(dB,dB,0);
+    iB1 = _mm_sub_pd(_mm_mul_pd(C1, dB), iB1);
+    iB2 = _mm_sub_pd(_mm_mul_pd(C2, dB), iB2);
+
+    d1 = _mm_xor_pd(rd, _Sign_PN);
+    d2 = _mm_xor_pd(rd, _Sign_NP);
+
+    //  iC = B*|C| - A*C#*D;
+    dC = _mm_shuffle_pd(dC,dC,0);
+    iC1 = _mm_sub_pd(_mm_mul_pd(B1, dC), iC1);
+    iC2 = _mm_sub_pd(_mm_mul_pd(B2, dC), iC2);
+
+    result.template writePacket<ResultAlignment>( 0, _mm_mul_pd(_mm_shuffle_pd(iA2, iA1, 3), d1));     // iA# / det
+    result.template writePacket<ResultAlignment>( 4, _mm_mul_pd(_mm_shuffle_pd(iA2, iA1, 0), d2));
+    result.template writePacket<ResultAlignment>( 2, _mm_mul_pd(_mm_shuffle_pd(iB2, iB1, 3), d1));     // iB# / det
+    result.template writePacket<ResultAlignment>( 6, _mm_mul_pd(_mm_shuffle_pd(iB2, iB1, 0), d2));
+    result.template writePacket<ResultAlignment>( 8, _mm_mul_pd(_mm_shuffle_pd(iC2, iC1, 3), d1));     // iC# / det
+    result.template writePacket<ResultAlignment>(12, _mm_mul_pd(_mm_shuffle_pd(iC2, iC1, 0), d2));
+    result.template writePacket<ResultAlignment>(10, _mm_mul_pd(_mm_shuffle_pd(iD2, iD1, 3), d1));     // iD# / det
+    result.template writePacket<ResultAlignment>(14, _mm_mul_pd(_mm_shuffle_pd(iD2, iD1, 0), d2));
+  }
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_INVERSE_SSE_H

data/ext/eigen/eigen3/Eigen/src/MetisSupport/MetisSupport.h

@@ -0,0 +1,137 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2012 Désiré Nuentsa-Wakam <desire.nuentsa_wakam@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 METIS_SUPPORT_H
+#define METIS_SUPPORT_H
+
+namespace Eigen {
+/**
+ * Get the fill-reducing ordering from the METIS package
+ * 
+ * If A is the original matrix and Ap is the permuted matrix, 
+ * the fill-reducing permutation is defined as follows :
+ * Row (column) i of A is the matperm(i) row (column) of Ap. 
+ * WARNING: As computed by METIS, this corresponds to the vector iperm (instead of perm)
+ */
+template <typename Index>
+class MetisOrdering
+{
+public:
+  typedef PermutationMatrix<Dynamic,Dynamic,Index> PermutationType;
+  typedef Matrix<Index,Dynamic,1> IndexVector; 
+  
+  template <typename MatrixType>
+  void get_symmetrized_graph(const MatrixType& A)
+  {
+    Index m = A.cols(); 
+    eigen_assert((A.rows() == A.cols()) && "ONLY FOR SQUARED MATRICES");
+    // Get the transpose of the input matrix 
+    MatrixType At = A.transpose(); 
+    // Get the number of nonzeros elements in each row/col of At+A
+    Index TotNz = 0; 
+    IndexVector visited(m); 
+    visited.setConstant(-1); 
+    for (int j = 0; j < m; j++)
+    {
+      // Compute the union structure of of A(j,:) and At(j,:)
+      visited(j) = j; // Do not include the diagonal element
+      // Get the nonzeros in row/column j of A
+      for (typename MatrixType::InnerIterator it(A, j); it; ++it)
+      {
+        Index idx = it.index(); // Get the row index (for column major) or column index (for row major)
+        if (visited(idx) != j ) 
+        {
+          visited(idx) = j; 
+          ++TotNz; 
+        }
+      }
+      //Get the nonzeros in row/column j of At
+      for (typename MatrixType::InnerIterator it(At, j); it; ++it)
+      {
+        Index idx = it.index(); 
+        if(visited(idx) != j)
+        {
+          visited(idx) = j; 
+          ++TotNz; 
+        }
+      }
+    }
+    // Reserve place for A + At
+    m_indexPtr.resize(m+1);
+    m_innerIndices.resize(TotNz); 
+
+    // Now compute the real adjacency list of each column/row 
+    visited.setConstant(-1); 
+    Index CurNz = 0; 
+    for (int j = 0; j < m; j++)
+    {
+      m_indexPtr(j) = CurNz; 
+      
+      visited(j) = j; // Do not include the diagonal element
+      // Add the pattern of row/column j of A to A+At
+      for (typename MatrixType::InnerIterator it(A,j); it; ++it)
+      {
+        Index idx = it.index(); // Get the row index (for column major) or column index (for row major)
+        if (visited(idx) != j ) 
+        {
+          visited(idx) = j; 
+          m_innerIndices(CurNz) = idx; 
+          CurNz++; 
+        }
+      }
+      //Add the pattern of row/column j of At to A+At
+      for (typename MatrixType::InnerIterator it(At, j); it; ++it)
+      {
+        Index idx = it.index(); 
+        if(visited(idx) != j)
+        {
+          visited(idx) = j; 
+          m_innerIndices(CurNz) = idx; 
+          ++CurNz; 
+        }
+      }
+    }
+    m_indexPtr(m) = CurNz;    
+  }
+  
+  template <typename MatrixType>
+  void operator() (const MatrixType& A, PermutationType& matperm)
+  {
+     Index m = A.cols();
+     IndexVector perm(m),iperm(m); 
+    // First, symmetrize the matrix graph. 
+     get_symmetrized_graph(A); 
+     int output_error;
+     
+     // Call the fill-reducing routine from METIS 
+     output_error = METIS_NodeND(&m, m_indexPtr.data(), m_innerIndices.data(), NULL, NULL, perm.data(), iperm.data());
+     
+    if(output_error != METIS_OK) 
+    {
+      //FIXME The ordering interface should define a class of possible errors 
+     std::cerr << "ERROR WHILE CALLING THE METIS PACKAGE \n"; 
+     return; 
+    }
+    
+    // Get the fill-reducing permutation 
+    //NOTE:  If Ap is the permuted matrix then perm and iperm vectors are defined as follows 
+    // Row (column) i of Ap is the perm(i) row(column) of A, and row (column) i of A is the iperm(i) row(column) of Ap
+    
+     matperm.resize(m);
+     for (int j = 0; j < m; j++)
+       matperm.indices()(iperm(j)) = j;
+   
+  }
+  
+  protected:
+    IndexVector m_indexPtr; // Pointer to the adjacenccy list of each row/column
+    IndexVector m_innerIndices; // Adjacency list 
+};
+
+}// end namespace eigen 
+#endif