tomoto 0.1.0

data/vendor/eigen/Eigen/src/SPQRSupport/SuiteSparseQRSupport.h

@@ -0,0 +1,313 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2012 Desire Nuentsa <desire.nuentsa_wakam@inria.fr>
+// Copyright (C) 2014 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_SUITESPARSEQRSUPPORT_H
+#define EIGEN_SUITESPARSEQRSUPPORT_H
+
+namespace Eigen {
+  
+  template<typename MatrixType> class SPQR; 
+  template<typename SPQRType> struct SPQRMatrixQReturnType; 
+  template<typename SPQRType> struct SPQRMatrixQTransposeReturnType; 
+  template <typename SPQRType, typename Derived> struct SPQR_QProduct;
+  namespace internal {
+    template <typename SPQRType> struct traits<SPQRMatrixQReturnType<SPQRType> >
+    {
+      typedef typename SPQRType::MatrixType ReturnType;
+    };
+    template <typename SPQRType> struct traits<SPQRMatrixQTransposeReturnType<SPQRType> >
+    {
+      typedef typename SPQRType::MatrixType ReturnType;
+    };
+    template <typename SPQRType, typename Derived> struct traits<SPQR_QProduct<SPQRType, Derived> >
+    {
+      typedef typename Derived::PlainObject ReturnType;
+    };
+  } // End namespace internal
+  
+/**
+  * \ingroup SPQRSupport_Module
+  * \class SPQR
+  * \brief Sparse QR factorization based on SuiteSparseQR library
+  *
+  * This class is used to perform a multithreaded and multifrontal rank-revealing QR decomposition
+  * of sparse matrices. The result is then used to solve linear leasts_square systems.
+  * Clearly, a QR factorization is returned such that A*P = Q*R where :
+  *
+  * P is the column permutation. Use colsPermutation() to get it.
+  *
+  * Q is the orthogonal matrix represented as Householder reflectors.
+  * Use matrixQ() to get an expression and matrixQ().transpose() to get the transpose.
+  * You can then apply it to a vector.
+  *
+  * R is the sparse triangular factor. Use matrixQR() to get it as SparseMatrix.
+  * NOTE : The Index type of R is always SuiteSparse_long. You can get it with SPQR::Index
+  *
+  * \tparam _MatrixType The type of the sparse matrix A, must be a column-major SparseMatrix<>
+  *
+  * \implsparsesolverconcept
+  *
+  *
+  */
+template<typename _MatrixType>
+class SPQR : public SparseSolverBase<SPQR<_MatrixType> >
+{
+  protected:
+    typedef SparseSolverBase<SPQR<_MatrixType> > Base;
+    using Base::m_isInitialized;
+  public:
+    typedef typename _MatrixType::Scalar Scalar;
+    typedef typename _MatrixType::RealScalar RealScalar;
+    typedef SuiteSparse_long StorageIndex ;
+    typedef SparseMatrix<Scalar, ColMajor, StorageIndex> MatrixType;
+    typedef Map<PermutationMatrix<Dynamic, Dynamic, StorageIndex> > PermutationType;
+    enum {
+      ColsAtCompileTime = Dynamic,
+      MaxColsAtCompileTime = Dynamic
+    };
+  public:
+    SPQR() 
+      : m_ordering(SPQR_ORDERING_DEFAULT), m_allow_tol(SPQR_DEFAULT_TOL), m_tolerance (NumTraits<Scalar>::epsilon()), m_useDefaultThreshold(true)
+    { 
+      cholmod_l_start(&m_cc);
+    }
+    
+    explicit SPQR(const _MatrixType& matrix)
+    : m_ordering(SPQR_ORDERING_DEFAULT), m_allow_tol(SPQR_DEFAULT_TOL), m_tolerance (NumTraits<Scalar>::epsilon()), m_useDefaultThreshold(true)
+    {
+      cholmod_l_start(&m_cc);
+      compute(matrix);
+    }
+    
+    ~SPQR()
+    {
+      SPQR_free();
+      cholmod_l_finish(&m_cc);
+    }
+    void SPQR_free()
+    {
+      cholmod_l_free_sparse(&m_H, &m_cc);
+      cholmod_l_free_sparse(&m_cR, &m_cc);
+      cholmod_l_free_dense(&m_HTau, &m_cc);
+      std::free(m_E);
+      std::free(m_HPinv);
+    }
+
+    void compute(const _MatrixType& matrix)
+    {
+      if(m_isInitialized) SPQR_free();
+
+      MatrixType mat(matrix);
+      
+      /* Compute the default threshold as in MatLab, see:
+       * Tim Davis, "Algorithm 915, SuiteSparseQR: Multifrontal Multithreaded Rank-Revealing
+       * Sparse QR Factorization, ACM Trans. on Math. Soft. 38(1), 2011, Page 8:3 
+       */
+      RealScalar pivotThreshold = m_tolerance;
+      if(m_useDefaultThreshold) 
+      {
+        RealScalar max2Norm = 0.0;
+        for (int j = 0; j < mat.cols(); j++) max2Norm = numext::maxi(max2Norm, mat.col(j).norm());
+        if(max2Norm==RealScalar(0))
+          max2Norm = RealScalar(1);
+        pivotThreshold = 20 * (mat.rows() + mat.cols()) * max2Norm * NumTraits<RealScalar>::epsilon();
+      }
+      cholmod_sparse A; 
+      A = viewAsCholmod(mat);
+      m_rows = matrix.rows();
+      Index col = matrix.cols();
+      m_rank = SuiteSparseQR<Scalar>(m_ordering, pivotThreshold, col, &A, 
+                             &m_cR, &m_E, &m_H, &m_HPinv, &m_HTau, &m_cc);
+
+      if (!m_cR)
+      {
+        m_info = NumericalIssue;
+        m_isInitialized = false;
+        return;
+      }
+      m_info = Success;
+      m_isInitialized = true;
+      m_isRUpToDate = false;
+    }
+    /** 
+     * Get the number of rows of the input matrix and the Q matrix
+     */
+    inline Index rows() const {return m_rows; }
+    
+    /** 
+     * Get the number of columns of the input matrix. 
+     */
+    inline Index cols() const { return m_cR->ncol; }
+    
+    template<typename Rhs, typename Dest>
+    void _solve_impl(const MatrixBase<Rhs> &b, MatrixBase<Dest> &dest) const
+    {
+      eigen_assert(m_isInitialized && " The QR factorization should be computed first, call compute()");
+      eigen_assert(b.cols()==1 && "This method is for vectors only");
+
+      //Compute Q^T * b
+      typename Dest::PlainObject y, y2;
+      y = matrixQ().transpose() * b;
+      
+      // Solves with the triangular matrix R
+      Index rk = this->rank();
+      y2 = y;
+      y.resize((std::max)(cols(),Index(y.rows())),y.cols());
+      y.topRows(rk) = this->matrixR().topLeftCorner(rk, rk).template triangularView<Upper>().solve(y2.topRows(rk));
+
+      // Apply the column permutation 
+      // colsPermutation() performs a copy of the permutation,
+      // so let's apply it manually:
+      for(Index i = 0; i < rk; ++i) dest.row(m_E[i]) = y.row(i);
+      for(Index i = rk; i < cols(); ++i) dest.row(m_E[i]).setZero();
+      
+//       y.bottomRows(y.rows()-rk).setZero();
+//       dest = colsPermutation() * y.topRows(cols());
+      
+      m_info = Success;
+    }
+    
+    /** \returns the sparse triangular factor R. It is a sparse matrix
+     */
+    const MatrixType matrixR() const
+    {
+      eigen_assert(m_isInitialized && " The QR factorization should be computed first, call compute()");
+      if(!m_isRUpToDate) {
+        m_R = viewAsEigen<Scalar,ColMajor, typename MatrixType::StorageIndex>(*m_cR);
+        m_isRUpToDate = true;
+      }
+      return m_R;
+    }
+    /// Get an expression of the matrix Q
+    SPQRMatrixQReturnType<SPQR> matrixQ() const
+    {
+      return SPQRMatrixQReturnType<SPQR>(*this);
+    }
+    /// Get the permutation that was applied to columns of A
+    PermutationType colsPermutation() const
+    { 
+      eigen_assert(m_isInitialized && "Decomposition is not initialized.");
+      return PermutationType(m_E, m_cR->ncol);
+    }
+    /**
+     * Gets the rank of the matrix. 
+     * It should be equal to matrixQR().cols if the matrix is full-rank
+     */
+    Index rank() const
+    {
+      eigen_assert(m_isInitialized && "Decomposition is not initialized.");
+      return m_cc.SPQR_istat[4];
+    }
+    /// Set the fill-reducing ordering method to be used
+    void setSPQROrdering(int ord) { m_ordering = ord;}
+    /// Set the tolerance tol to treat columns with 2-norm < =tol as zero
+    void setPivotThreshold(const RealScalar& tol)
+    {
+      m_useDefaultThreshold = false;
+      m_tolerance = tol;
+    }
+    
+    /** \returns a pointer to the SPQR workspace */
+    cholmod_common *cholmodCommon() const { return &m_cc; }
+    
+    
+    /** \brief Reports whether previous computation was successful.
+      *
+      * \returns \c Success if computation was succesful,
+      *          \c NumericalIssue if the sparse QR can not be computed
+      */
+    ComputationInfo info() const
+    {
+      eigen_assert(m_isInitialized && "Decomposition is not initialized.");
+      return m_info;
+    }
+  protected:
+    bool m_analysisIsOk;
+    bool m_factorizationIsOk;
+    mutable bool m_isRUpToDate;
+    mutable ComputationInfo m_info;
+    int m_ordering; // Ordering method to use, see SPQR's manual
+    int m_allow_tol; // Allow to use some tolerance during numerical factorization.
+    RealScalar m_tolerance; // treat columns with 2-norm below this tolerance as zero
+    mutable cholmod_sparse *m_cR; // The sparse R factor in cholmod format
+    mutable MatrixType m_R; // The sparse matrix R in Eigen format
+    mutable StorageIndex *m_E; // The permutation applied to columns
+    mutable cholmod_sparse *m_H;  //The householder vectors
+    mutable StorageIndex *m_HPinv; // The row permutation of H
+    mutable cholmod_dense *m_HTau; // The Householder coefficients
+    mutable Index m_rank; // The rank of the matrix
+    mutable cholmod_common m_cc; // Workspace and parameters
+    bool m_useDefaultThreshold;     // Use default threshold
+    Index m_rows;
+    template<typename ,typename > friend struct SPQR_QProduct;
+};
+
+template <typename SPQRType, typename Derived>
+struct SPQR_QProduct : ReturnByValue<SPQR_QProduct<SPQRType,Derived> >
+{
+  typedef typename SPQRType::Scalar Scalar;
+  typedef typename SPQRType::StorageIndex StorageIndex;
+  //Define the constructor to get reference to argument types
+  SPQR_QProduct(const SPQRType& spqr, const Derived& other, bool transpose) : m_spqr(spqr),m_other(other),m_transpose(transpose) {}
+  
+  inline Index rows() const { return m_transpose ? m_spqr.rows() : m_spqr.cols(); }
+  inline Index cols() const { return m_other.cols(); }
+  // Assign to a vector
+  template<typename ResType>
+  void evalTo(ResType& res) const
+  {
+    cholmod_dense y_cd;
+    cholmod_dense *x_cd; 
+    int method = m_transpose ? SPQR_QTX : SPQR_QX; 
+    cholmod_common *cc = m_spqr.cholmodCommon();
+    y_cd = viewAsCholmod(m_other.const_cast_derived());
+    x_cd = SuiteSparseQR_qmult<Scalar>(method, m_spqr.m_H, m_spqr.m_HTau, m_spqr.m_HPinv, &y_cd, cc);
+    res = Matrix<Scalar,ResType::RowsAtCompileTime,ResType::ColsAtCompileTime>::Map(reinterpret_cast<Scalar*>(x_cd->x), x_cd->nrow, x_cd->ncol);
+    cholmod_l_free_dense(&x_cd, cc);
+  }
+  const SPQRType& m_spqr; 
+  const Derived& m_other; 
+  bool m_transpose; 
+  
+};
+template<typename SPQRType>
+struct SPQRMatrixQReturnType{
+  
+  SPQRMatrixQReturnType(const SPQRType& spqr) : m_spqr(spqr) {}
+  template<typename Derived>
+  SPQR_QProduct<SPQRType, Derived> operator*(const MatrixBase<Derived>& other)
+  {
+    return SPQR_QProduct<SPQRType,Derived>(m_spqr,other.derived(),false);
+  }
+  SPQRMatrixQTransposeReturnType<SPQRType> adjoint() const
+  {
+    return SPQRMatrixQTransposeReturnType<SPQRType>(m_spqr);
+  }
+  // To use for operations with the transpose of Q
+  SPQRMatrixQTransposeReturnType<SPQRType> transpose() const
+  {
+    return SPQRMatrixQTransposeReturnType<SPQRType>(m_spqr);
+  }
+  const SPQRType& m_spqr;
+};
+
+template<typename SPQRType>
+struct SPQRMatrixQTransposeReturnType{
+  SPQRMatrixQTransposeReturnType(const SPQRType& spqr) : m_spqr(spqr) {}
+  template<typename Derived>
+  SPQR_QProduct<SPQRType,Derived> operator*(const MatrixBase<Derived>& other)
+  {
+    return SPQR_QProduct<SPQRType,Derived>(m_spqr,other.derived(), true);
+  }
+  const SPQRType& m_spqr;
+};
+
+}// End namespace Eigen
+#endif

data/vendor/eigen/Eigen/src/SVD/BDCSVD.h

@@ -0,0 +1,1246 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+// 
+// We used the "A Divide-And-Conquer Algorithm for the Bidiagonal SVD"
+// research report written by Ming Gu and Stanley C.Eisenstat
+// The code variable names correspond to the names they used in their 
+// report
+//
+// Copyright (C) 2013 Gauthier Brun <brun.gauthier@gmail.com>
+// Copyright (C) 2013 Nicolas Carre <nicolas.carre@ensimag.fr>
+// Copyright (C) 2013 Jean Ceccato <jean.ceccato@ensimag.fr>
+// Copyright (C) 2013 Pierre Zoppitelli <pierre.zoppitelli@ensimag.fr>
+// Copyright (C) 2013 Jitse Niesen <jitse@maths.leeds.ac.uk>
+// Copyright (C) 2014-2017 Gael Guennebaud <gael.guennebaud@inria.fr>
+//
+// 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_BDCSVD_H
+#define EIGEN_BDCSVD_H
+// #define EIGEN_BDCSVD_DEBUG_VERBOSE
+// #define EIGEN_BDCSVD_SANITY_CHECKS
+
+namespace Eigen {
+
+#ifdef EIGEN_BDCSVD_DEBUG_VERBOSE
+IOFormat bdcsvdfmt(8, 0, ", ", "\n", "  [", "]");
+#endif
+  
+template<typename _MatrixType> class BDCSVD;
+
+namespace internal {
+
+template<typename _MatrixType> 
+struct traits<BDCSVD<_MatrixType> >
+{
+  typedef _MatrixType MatrixType;
+};  
+
+} // end namespace internal
+  
+  
+/** \ingroup SVD_Module
+ *
+ *
+ * \class BDCSVD
+ *
+ * \brief class Bidiagonal Divide and Conquer SVD
+ *
+ * \tparam _MatrixType the type of the matrix of which we are computing the SVD decomposition
+ *
+ * This class first reduces the input matrix to bi-diagonal form using class UpperBidiagonalization,
+ * and then performs a divide-and-conquer diagonalization. Small blocks are diagonalized using class JacobiSVD.
+ * You can control the switching size with the setSwitchSize() method, default is 16.
+ * For small matrice (<16), it is thus preferable to directly use JacobiSVD. For larger ones, BDCSVD is highly
+ * recommended and can several order of magnitude faster.
+ *
+ * \warning this algorithm is unlikely to provide accurate result when compiled with unsafe math optimizations.
+ * For instance, this concerns Intel's compiler (ICC), which perfroms such optimization by default unless
+ * you compile with the \c -fp-model \c precise option. Likewise, the \c -ffast-math option of GCC or clang will
+ * significantly degrade the accuracy.
+ *
+ * \sa class JacobiSVD
+ */
+template<typename _MatrixType> 
+class BDCSVD : public SVDBase<BDCSVD<_MatrixType> >
+{
+  typedef SVDBase<BDCSVD> Base;
+    
+public:
+  using Base::rows;
+  using Base::cols;
+  using Base::computeU;
+  using Base::computeV;
+  
+  typedef _MatrixType MatrixType;
+  typedef typename MatrixType::Scalar Scalar;
+  typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar;
+  typedef typename NumTraits<RealScalar>::Literal Literal;
+  enum {
+    RowsAtCompileTime = MatrixType::RowsAtCompileTime, 
+    ColsAtCompileTime = MatrixType::ColsAtCompileTime, 
+    DiagSizeAtCompileTime = EIGEN_SIZE_MIN_PREFER_DYNAMIC(RowsAtCompileTime, ColsAtCompileTime), 
+    MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime, 
+    MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime, 
+    MaxDiagSizeAtCompileTime = EIGEN_SIZE_MIN_PREFER_FIXED(MaxRowsAtCompileTime, MaxColsAtCompileTime), 
+    MatrixOptions = MatrixType::Options
+  };
+
+  typedef typename Base::MatrixUType MatrixUType;
+  typedef typename Base::MatrixVType MatrixVType;
+  typedef typename Base::SingularValuesType SingularValuesType;
+  
+  typedef Matrix<Scalar, Dynamic, Dynamic, ColMajor> MatrixX;
+  typedef Matrix<RealScalar, Dynamic, Dynamic, ColMajor> MatrixXr;
+  typedef Matrix<RealScalar, Dynamic, 1> VectorType;
+  typedef Array<RealScalar, Dynamic, 1> ArrayXr;
+  typedef Array<Index,1,Dynamic> ArrayXi;
+  typedef Ref<ArrayXr> ArrayRef;
+  typedef Ref<ArrayXi> IndicesRef;
+
+  /** \brief Default Constructor.
+   *
+   * The default constructor is useful in cases in which the user intends to
+   * perform decompositions via BDCSVD::compute(const MatrixType&).
+   */
+  BDCSVD() : m_algoswap(16), m_numIters(0)
+  {}
+
+
+  /** \brief Default Constructor with memory preallocation
+   *
+   * Like the default constructor but with preallocation of the internal data
+   * according to the specified problem size.
+   * \sa BDCSVD()
+   */
+  BDCSVD(Index rows, Index cols, unsigned int computationOptions = 0)
+    : m_algoswap(16), m_numIters(0)
+  {
+    allocate(rows, cols, computationOptions);
+  }
+
+  /** \brief Constructor performing the decomposition of given matrix.
+   *
+   * \param matrix the matrix to decompose
+   * \param computationOptions optional parameter allowing to specify if you want full or thin U or V unitaries to be computed.
+   *                           By default, none is computed. This is a bit - field, the possible bits are #ComputeFullU, #ComputeThinU, 
+   *                           #ComputeFullV, #ComputeThinV.
+   *
+   * Thin unitaries are only available if your matrix type has a Dynamic number of columns (for example MatrixXf). They also are not
+   * available with the (non - default) FullPivHouseholderQR preconditioner.
+   */
+  BDCSVD(const MatrixType& matrix, unsigned int computationOptions = 0)
+    : m_algoswap(16), m_numIters(0)
+  {
+    compute(matrix, computationOptions);
+  }
+
+  ~BDCSVD() 
+  {
+  }
+  
+  /** \brief Method performing the decomposition of given matrix using custom options.
+   *
+   * \param matrix the matrix to decompose
+   * \param computationOptions optional parameter allowing to specify if you want full or thin U or V unitaries to be computed.
+   *                           By default, none is computed. This is a bit - field, the possible bits are #ComputeFullU, #ComputeThinU, 
+   *                           #ComputeFullV, #ComputeThinV.
+   *
+   * Thin unitaries are only available if your matrix type has a Dynamic number of columns (for example MatrixXf). They also are not
+   * available with the (non - default) FullPivHouseholderQR preconditioner.
+   */
+  BDCSVD& compute(const MatrixType& matrix, unsigned int computationOptions);
+
+  /** \brief Method performing the decomposition of given matrix using current options.
+   *
+   * \param matrix the matrix to decompose
+   *
+   * This method uses the current \a computationOptions, as already passed to the constructor or to compute(const MatrixType&, unsigned int).
+   */
+  BDCSVD& compute(const MatrixType& matrix)
+  {
+    return compute(matrix, this->m_computationOptions);
+  }
+
+  void setSwitchSize(int s) 
+  {
+    eigen_assert(s>3 && "BDCSVD the size of the algo switch has to be greater than 3");
+    m_algoswap = s;
+  }
+ 
+private:
+  void allocate(Index rows, Index cols, unsigned int computationOptions);
+  void divide(Index firstCol, Index lastCol, Index firstRowW, Index firstColW, Index shift);
+  void computeSVDofM(Index firstCol, Index n, MatrixXr& U, VectorType& singVals, MatrixXr& V);
+  void computeSingVals(const ArrayRef& col0, const ArrayRef& diag, const IndicesRef& perm, VectorType& singVals, ArrayRef shifts, ArrayRef mus);
+  void perturbCol0(const ArrayRef& col0, const ArrayRef& diag, const IndicesRef& perm, const VectorType& singVals, const ArrayRef& shifts, const ArrayRef& mus, ArrayRef zhat);
+  void computeSingVecs(const ArrayRef& zhat, const ArrayRef& diag, const IndicesRef& perm, const VectorType& singVals, const ArrayRef& shifts, const ArrayRef& mus, MatrixXr& U, MatrixXr& V);
+  void deflation43(Index firstCol, Index shift, Index i, Index size);
+  void deflation44(Index firstColu , Index firstColm, Index firstRowW, Index firstColW, Index i, Index j, Index size);
+  void deflation(Index firstCol, Index lastCol, Index k, Index firstRowW, Index firstColW, Index shift);
+  template<typename HouseholderU, typename HouseholderV, typename NaiveU, typename NaiveV>
+  void copyUV(const HouseholderU &householderU, const HouseholderV &householderV, const NaiveU &naiveU, const NaiveV &naivev);
+  void structured_update(Block<MatrixXr,Dynamic,Dynamic> A, const MatrixXr &B, Index n1);
+  static RealScalar secularEq(RealScalar x, const ArrayRef& col0, const ArrayRef& diag, const IndicesRef &perm, const ArrayRef& diagShifted, RealScalar shift);
+
+protected:
+  MatrixXr m_naiveU, m_naiveV;
+  MatrixXr m_computed;
+  Index m_nRec;
+  ArrayXr m_workspace;
+  ArrayXi m_workspaceI;
+  int m_algoswap;
+  bool m_isTranspose, m_compU, m_compV;
+  
+  using Base::m_singularValues;
+  using Base::m_diagSize;
+  using Base::m_computeFullU;
+  using Base::m_computeFullV;
+  using Base::m_computeThinU;
+  using Base::m_computeThinV;
+  using Base::m_matrixU;
+  using Base::m_matrixV;
+  using Base::m_isInitialized;
+  using Base::m_nonzeroSingularValues;
+
+public:  
+  int m_numIters;
+}; //end class BDCSVD
+
+
+// Method to allocate and initialize matrix and attributes
+template<typename MatrixType>
+void BDCSVD<MatrixType>::allocate(Index rows, Index cols, unsigned int computationOptions)
+{
+  m_isTranspose = (cols > rows);
+
+  if (Base::allocate(rows, cols, computationOptions))
+    return;
+  
+  m_computed = MatrixXr::Zero(m_diagSize + 1, m_diagSize );
+  m_compU = computeV();
+  m_compV = computeU();
+  if (m_isTranspose)
+    std::swap(m_compU, m_compV);
+  
+  if (m_compU) m_naiveU = MatrixXr::Zero(m_diagSize + 1, m_diagSize + 1 );
+  else         m_naiveU = MatrixXr::Zero(2, m_diagSize + 1 );
+  
+  if (m_compV) m_naiveV = MatrixXr::Zero(m_diagSize, m_diagSize);
+  
+  m_workspace.resize((m_diagSize+1)*(m_diagSize+1)*3);
+  m_workspaceI.resize(3*m_diagSize);
+}// end allocate
+
+template<typename MatrixType>
+BDCSVD<MatrixType>& BDCSVD<MatrixType>::compute(const MatrixType& matrix, unsigned int computationOptions) 
+{
+#ifdef EIGEN_BDCSVD_DEBUG_VERBOSE
+  std::cout << "\n\n\n======================================================================================================================\n\n\n";
+#endif
+  allocate(matrix.rows(), matrix.cols(), computationOptions);
+  using std::abs;
+
+  const RealScalar considerZero = (std::numeric_limits<RealScalar>::min)();
+  
+  //**** step -1 - If the problem is too small, directly falls back to JacobiSVD and return
+  if(matrix.cols() < m_algoswap)
+  {
+    // FIXME this line involves temporaries
+    JacobiSVD<MatrixType> jsvd(matrix,computationOptions);
+    if(computeU()) m_matrixU = jsvd.matrixU();
+    if(computeV()) m_matrixV = jsvd.matrixV();
+    m_singularValues = jsvd.singularValues();
+    m_nonzeroSingularValues = jsvd.nonzeroSingularValues();
+    m_isInitialized = true;
+    return *this;
+  }
+  
+  //**** step 0 - Copy the input matrix and apply scaling to reduce over/under-flows
+  RealScalar scale = matrix.cwiseAbs().maxCoeff();
+  if(scale==Literal(0)) scale = Literal(1);
+  MatrixX copy;
+  if (m_isTranspose) copy = matrix.adjoint()/scale;
+  else               copy = matrix/scale;
+  
+  //**** step 1 - Bidiagonalization
+  // FIXME this line involves temporaries
+  internal::UpperBidiagonalization<MatrixX> bid(copy);
+
+  //**** step 2 - Divide & Conquer
+  m_naiveU.setZero();
+  m_naiveV.setZero();
+  // FIXME this line involves a temporary matrix
+  m_computed.topRows(m_diagSize) = bid.bidiagonal().toDenseMatrix().transpose();
+  m_computed.template bottomRows<1>().setZero();
+  divide(0, m_diagSize - 1, 0, 0, 0);
+
+  //**** step 3 - Copy singular values and vectors
+  for (int i=0; i<m_diagSize; i++)
+  {
+    RealScalar a = abs(m_computed.coeff(i, i));
+    m_singularValues.coeffRef(i) = a * scale;
+    if (a<considerZero)
+    {
+      m_nonzeroSingularValues = i;
+      m_singularValues.tail(m_diagSize - i - 1).setZero();
+      break;
+    }
+    else if (i == m_diagSize - 1)
+    {
+      m_nonzeroSingularValues = i + 1;
+      break;
+    }
+  }
+
+#ifdef EIGEN_BDCSVD_DEBUG_VERBOSE
+//   std::cout << "m_naiveU\n" << m_naiveU << "\n\n";
+//   std::cout << "m_naiveV\n" << m_naiveV << "\n\n";
+#endif
+  if(m_isTranspose) copyUV(bid.householderV(), bid.householderU(), m_naiveV, m_naiveU);
+  else              copyUV(bid.householderU(), bid.householderV(), m_naiveU, m_naiveV);
+
+  m_isInitialized = true;
+  return *this;
+}// end compute
+
+
+template<typename MatrixType>
+template<typename HouseholderU, typename HouseholderV, typename NaiveU, typename NaiveV>
+void BDCSVD<MatrixType>::copyUV(const HouseholderU &householderU, const HouseholderV &householderV, const NaiveU &naiveU, const NaiveV &naiveV)
+{
+  // Note exchange of U and V: m_matrixU is set from m_naiveV and vice versa
+  if (computeU())
+  {
+    Index Ucols = m_computeThinU ? m_diagSize : householderU.cols();
+    m_matrixU = MatrixX::Identity(householderU.cols(), Ucols);
+    m_matrixU.topLeftCorner(m_diagSize, m_diagSize) = naiveV.template cast<Scalar>().topLeftCorner(m_diagSize, m_diagSize);
+    householderU.applyThisOnTheLeft(m_matrixU); // FIXME this line involves a temporary buffer
+  }
+  if (computeV())
+  {
+    Index Vcols = m_computeThinV ? m_diagSize : householderV.cols();
+    m_matrixV = MatrixX::Identity(householderV.cols(), Vcols);
+    m_matrixV.topLeftCorner(m_diagSize, m_diagSize) = naiveU.template cast<Scalar>().topLeftCorner(m_diagSize, m_diagSize);
+    householderV.applyThisOnTheLeft(m_matrixV); // FIXME this line involves a temporary buffer
+  }
+}
+
+/** \internal
+  * Performs A = A * B exploiting the special structure of the matrix A. Splitting A as:
+  *  A = [A1]
+  *      [A2]
+  * such that A1.rows()==n1, then we assume that at least half of the columns of A1 and A2 are zeros.
+  * We can thus pack them prior to the the matrix product. However, this is only worth the effort if the matrix is large
+  * enough.
+  */
+template<typename MatrixType>
+void BDCSVD<MatrixType>::structured_update(Block<MatrixXr,Dynamic,Dynamic> A, const MatrixXr &B, Index n1)
+{
+  Index n = A.rows();
+  if(n>100)
+  {
+    // If the matrices are large enough, let's exploit the sparse structure of A by
+    // splitting it in half (wrt n1), and packing the non-zero columns.
+    Index n2 = n - n1;
+    Map<MatrixXr> A1(m_workspace.data()      , n1, n);
+    Map<MatrixXr> A2(m_workspace.data()+ n1*n, n2, n);
+    Map<MatrixXr> B1(m_workspace.data()+  n*n, n,  n);
+    Map<MatrixXr> B2(m_workspace.data()+2*n*n, n,  n);
+    Index k1=0, k2=0;
+    for(Index j=0; j<n; ++j)
+    {
+      if( (A.col(j).head(n1).array()!=Literal(0)).any() )
+      {
+        A1.col(k1) = A.col(j).head(n1);
+        B1.row(k1) = B.row(j);
+        ++k1;
+      }
+      if( (A.col(j).tail(n2).array()!=Literal(0)).any() )
+      {
+        A2.col(k2) = A.col(j).tail(n2);
+        B2.row(k2) = B.row(j);
+        ++k2;
+      }
+    }
+  
+    A.topRows(n1).noalias()    = A1.leftCols(k1) * B1.topRows(k1);
+    A.bottomRows(n2).noalias() = A2.leftCols(k2) * B2.topRows(k2);
+  }
+  else
+  {
+    Map<MatrixXr,Aligned> tmp(m_workspace.data(),n,n);
+    tmp.noalias() = A*B;
+    A = tmp;
+  }
+}
+
+// The divide algorithm is done "in place", we are always working on subsets of the same matrix. The divide methods takes as argument the 
+// place of the submatrix we are currently working on.
+
+//@param firstCol : The Index of the first column of the submatrix of m_computed and for m_naiveU;
+//@param lastCol : The Index of the last column of the submatrix of m_computed and for m_naiveU; 
+// lastCol + 1 - firstCol is the size of the submatrix.
+//@param firstRowW : The Index of the first row of the matrix W that we are to change. (see the reference paper section 1 for more information on W)
+//@param firstRowW : Same as firstRowW with the column.
+//@param shift : Each time one takes the left submatrix, one must add 1 to the shift. Why? Because! We actually want the last column of the U submatrix 
+// to become the first column (*coeff) and to shift all the other columns to the right. There are more details on the reference paper.
+template<typename MatrixType>
+void BDCSVD<MatrixType>::divide (Index firstCol, Index lastCol, Index firstRowW, Index firstColW, Index shift)
+{
+  // requires rows = cols + 1;
+  using std::pow;
+  using std::sqrt;
+  using std::abs;
+  const Index n = lastCol - firstCol + 1;
+  const Index k = n/2;
+  const RealScalar considerZero = (std::numeric_limits<RealScalar>::min)();
+  RealScalar alphaK;
+  RealScalar betaK; 
+  RealScalar r0; 
+  RealScalar lambda, phi, c0, s0;
+  VectorType l, f;
+  // We use the other algorithm which is more efficient for small 
+  // matrices.
+  if (n < m_algoswap)
+  {
+    // FIXME this line involves temporaries
+    JacobiSVD<MatrixXr> b(m_computed.block(firstCol, firstCol, n + 1, n), ComputeFullU | (m_compV ? ComputeFullV : 0));
+    if (m_compU)
+      m_naiveU.block(firstCol, firstCol, n + 1, n + 1).real() = b.matrixU();
+    else 
+    {
+      m_naiveU.row(0).segment(firstCol, n + 1).real() = b.matrixU().row(0);
+      m_naiveU.row(1).segment(firstCol, n + 1).real() = b.matrixU().row(n);
+    }
+    if (m_compV) m_naiveV.block(firstRowW, firstColW, n, n).real() = b.matrixV();
+    m_computed.block(firstCol + shift, firstCol + shift, n + 1, n).setZero();
+    m_computed.diagonal().segment(firstCol + shift, n) = b.singularValues().head(n);
+    return;
+  }
+  // We use the divide and conquer algorithm
+  alphaK =  m_computed(firstCol + k, firstCol + k);
+  betaK = m_computed(firstCol + k + 1, firstCol + k);
+  // The divide must be done in that order in order to have good results. Divide change the data inside the submatrices
+  // and the divide of the right submatrice reads one column of the left submatrice. That's why we need to treat the 
+  // right submatrix before the left one. 
+  divide(k + 1 + firstCol, lastCol, k + 1 + firstRowW, k + 1 + firstColW, shift);
+  divide(firstCol, k - 1 + firstCol, firstRowW, firstColW + 1, shift + 1);
+
+  if (m_compU)
+  {
+    lambda = m_naiveU(firstCol + k, firstCol + k);
+    phi = m_naiveU(firstCol + k + 1, lastCol + 1);
+  } 
+  else 
+  {
+    lambda = m_naiveU(1, firstCol + k);
+    phi = m_naiveU(0, lastCol + 1);
+  }
+  r0 = sqrt((abs(alphaK * lambda) * abs(alphaK * lambda)) + abs(betaK * phi) * abs(betaK * phi));
+  if (m_compU)
+  {
+    l = m_naiveU.row(firstCol + k).segment(firstCol, k);
+    f = m_naiveU.row(firstCol + k + 1).segment(firstCol + k + 1, n - k - 1);
+  } 
+  else 
+  {
+    l = m_naiveU.row(1).segment(firstCol, k);
+    f = m_naiveU.row(0).segment(firstCol + k + 1, n - k - 1);
+  }
+  if (m_compV) m_naiveV(firstRowW+k, firstColW) = Literal(1);
+  if (r0<considerZero)
+  {
+    c0 = Literal(1);
+    s0 = Literal(0);
+  }
+  else
+  {
+    c0 = alphaK * lambda / r0;
+    s0 = betaK * phi / r0;
+  }
+  
+#ifdef EIGEN_BDCSVD_SANITY_CHECKS
+  assert(m_naiveU.allFinite());
+  assert(m_naiveV.allFinite());
+  assert(m_computed.allFinite());
+#endif
+  
+  if (m_compU)
+  {
+    MatrixXr q1 (m_naiveU.col(firstCol + k).segment(firstCol, k + 1));     
+    // we shiftW Q1 to the right
+    for (Index i = firstCol + k - 1; i >= firstCol; i--) 
+      m_naiveU.col(i + 1).segment(firstCol, k + 1) = m_naiveU.col(i).segment(firstCol, k + 1);
+    // we shift q1 at the left with a factor c0
+    m_naiveU.col(firstCol).segment( firstCol, k + 1) = (q1 * c0);
+    // last column = q1 * - s0
+    m_naiveU.col(lastCol + 1).segment(firstCol, k + 1) = (q1 * ( - s0));
+    // first column = q2 * s0
+    m_naiveU.col(firstCol).segment(firstCol + k + 1, n - k) = m_naiveU.col(lastCol + 1).segment(firstCol + k + 1, n - k) * s0; 
+    // q2 *= c0
+    m_naiveU.col(lastCol + 1).segment(firstCol + k + 1, n - k) *= c0;
+  } 
+  else 
+  {
+    RealScalar q1 = m_naiveU(0, firstCol + k);
+    // we shift Q1 to the right
+    for (Index i = firstCol + k - 1; i >= firstCol; i--) 
+      m_naiveU(0, i + 1) = m_naiveU(0, i);
+    // we shift q1 at the left with a factor c0
+    m_naiveU(0, firstCol) = (q1 * c0);
+    // last column = q1 * - s0
+    m_naiveU(0, lastCol + 1) = (q1 * ( - s0));
+    // first column = q2 * s0
+    m_naiveU(1, firstCol) = m_naiveU(1, lastCol + 1) *s0; 
+    // q2 *= c0
+    m_naiveU(1, lastCol + 1) *= c0;
+    m_naiveU.row(1).segment(firstCol + 1, k).setZero();
+    m_naiveU.row(0).segment(firstCol + k + 1, n - k - 1).setZero();
+  }
+  
+#ifdef EIGEN_BDCSVD_SANITY_CHECKS
+  assert(m_naiveU.allFinite());
+  assert(m_naiveV.allFinite());
+  assert(m_computed.allFinite());
+#endif
+  
+  m_computed(firstCol + shift, firstCol + shift) = r0;
+  m_computed.col(firstCol + shift).segment(firstCol + shift + 1, k) = alphaK * l.transpose().real();
+  m_computed.col(firstCol + shift).segment(firstCol + shift + k + 1, n - k - 1) = betaK * f.transpose().real();
+
+#ifdef EIGEN_BDCSVD_DEBUG_VERBOSE
+  ArrayXr tmp1 = (m_computed.block(firstCol+shift, firstCol+shift, n, n)).jacobiSvd().singularValues();
+#endif
+  // Second part: try to deflate singular values in combined matrix
+  deflation(firstCol, lastCol, k, firstRowW, firstColW, shift);
+#ifdef EIGEN_BDCSVD_DEBUG_VERBOSE
+  ArrayXr tmp2 = (m_computed.block(firstCol+shift, firstCol+shift, n, n)).jacobiSvd().singularValues();
+  std::cout << "\n\nj1 = " << tmp1.transpose().format(bdcsvdfmt) << "\n";
+  std::cout << "j2 = " << tmp2.transpose().format(bdcsvdfmt) << "\n\n";
+  std::cout << "err:      " << ((tmp1-tmp2).abs()>1e-12*tmp2.abs()).transpose() << "\n";
+  static int count = 0;
+  std::cout << "# " << ++count << "\n\n";
+  assert((tmp1-tmp2).matrix().norm() < 1e-14*tmp2.matrix().norm());
+//   assert(count<681);
+//   assert(((tmp1-tmp2).abs()<1e-13*tmp2.abs()).all());
+#endif
+  
+  // Third part: compute SVD of combined matrix
+  MatrixXr UofSVD, VofSVD;
+  VectorType singVals;
+  computeSVDofM(firstCol + shift, n, UofSVD, singVals, VofSVD);
+  
+#ifdef EIGEN_BDCSVD_SANITY_CHECKS
+  assert(UofSVD.allFinite());
+  assert(VofSVD.allFinite());
+#endif
+  
+  if (m_compU)
+    structured_update(m_naiveU.block(firstCol, firstCol, n + 1, n + 1), UofSVD, (n+2)/2);
+  else
+  {
+    Map<Matrix<RealScalar,2,Dynamic>,Aligned> tmp(m_workspace.data(),2,n+1);
+    tmp.noalias() = m_naiveU.middleCols(firstCol, n+1) * UofSVD;
+    m_naiveU.middleCols(firstCol, n + 1) = tmp;
+  }
+  
+  if (m_compV)  structured_update(m_naiveV.block(firstRowW, firstColW, n, n), VofSVD, (n+1)/2);
+  
+#ifdef EIGEN_BDCSVD_SANITY_CHECKS
+  assert(m_naiveU.allFinite());
+  assert(m_naiveV.allFinite());
+  assert(m_computed.allFinite());
+#endif
+  
+  m_computed.block(firstCol + shift, firstCol + shift, n, n).setZero();
+  m_computed.block(firstCol + shift, firstCol + shift, n, n).diagonal() = singVals;
+}// end divide
+
+// Compute SVD of m_computed.block(firstCol, firstCol, n + 1, n); this block only has non-zeros in
+// the first column and on the diagonal and has undergone deflation, so diagonal is in increasing
+// order except for possibly the (0,0) entry. The computed SVD is stored U, singVals and V, except
+// that if m_compV is false, then V is not computed. Singular values are sorted in decreasing order.
+//
+// TODO Opportunities for optimization: better root finding algo, better stopping criterion, better
+// handling of round-off errors, be consistent in ordering
+// For instance, to solve the secular equation using FMM, see http://www.stat.uchicago.edu/~lekheng/courses/302/classics/greengard-rokhlin.pdf
+template <typename MatrixType>
+void BDCSVD<MatrixType>::computeSVDofM(Index firstCol, Index n, MatrixXr& U, VectorType& singVals, MatrixXr& V)
+{
+  const RealScalar considerZero = (std::numeric_limits<RealScalar>::min)();
+  using std::abs;
+  ArrayRef col0 = m_computed.col(firstCol).segment(firstCol, n);
+  m_workspace.head(n) =  m_computed.block(firstCol, firstCol, n, n).diagonal();
+  ArrayRef diag = m_workspace.head(n);
+  diag(0) = Literal(0);
+
+  // Allocate space for singular values and vectors
+  singVals.resize(n);
+  U.resize(n+1, n+1);
+  if (m_compV) V.resize(n, n);
+
+#ifdef EIGEN_BDCSVD_DEBUG_VERBOSE
+  if (col0.hasNaN() || diag.hasNaN())
+    std::cout << "\n\nHAS NAN\n\n";
+#endif
+  
+  // Many singular values might have been deflated, the zero ones have been moved to the end,
+  // but others are interleaved and we must ignore them at this stage.
+  // To this end, let's compute a permutation skipping them:
+  Index actual_n = n;
+  while(actual_n>1 && diag(actual_n-1)==Literal(0)) --actual_n;
+  Index m = 0; // size of the deflated problem
+  for(Index k=0;k<actual_n;++k)
+    if(abs(col0(k))>considerZero)
+      m_workspaceI(m++) = k;
+  Map<ArrayXi> perm(m_workspaceI.data(),m);
+  
+  Map<ArrayXr> shifts(m_workspace.data()+1*n, n);
+  Map<ArrayXr> mus(m_workspace.data()+2*n, n);
+  Map<ArrayXr> zhat(m_workspace.data()+3*n, n);
+
+#ifdef EIGEN_BDCSVD_DEBUG_VERBOSE
+  std::cout << "computeSVDofM using:\n";
+  std::cout << "  z: " << col0.transpose() << "\n";
+  std::cout << "  d: " << diag.transpose() << "\n";
+#endif
+  
+  // Compute singVals, shifts, and mus
+  computeSingVals(col0, diag, perm, singVals, shifts, mus);
+  
+#ifdef EIGEN_BDCSVD_DEBUG_VERBOSE
+  std::cout << "  j:        " << (m_computed.block(firstCol, firstCol, n, n)).jacobiSvd().singularValues().transpose().reverse() << "\n\n";
+  std::cout << "  sing-val: " << singVals.transpose() << "\n";
+  std::cout << "  mu:       " << mus.transpose() << "\n";
+  std::cout << "  shift:    " << shifts.transpose() << "\n";
+  
+  {
+    Index actual_n = n;
+    while(actual_n>1 && abs(col0(actual_n-1))<considerZero) --actual_n;
+    std::cout << "\n\n    mus:    " << mus.head(actual_n).transpose() << "\n\n";
+    std::cout << "    check1 (expect0) : " << ((singVals.array()-(shifts+mus)) / singVals.array()).head(actual_n).transpose() << "\n\n";
+    std::cout << "    check2 (>0)      : " << ((singVals.array()-diag) / singVals.array()).head(actual_n).transpose() << "\n\n";
+    std::cout << "    check3 (>0)      : " << ((diag.segment(1,actual_n-1)-singVals.head(actual_n-1).array()) / singVals.head(actual_n-1).array()).transpose() << "\n\n\n";
+    std::cout << "    check4 (>0)      : " << ((singVals.segment(1,actual_n-1)-singVals.head(actual_n-1))).transpose() << "\n\n\n";
+  }
+#endif
+  
+#ifdef EIGEN_BDCSVD_SANITY_CHECKS
+  assert(singVals.allFinite());
+  assert(mus.allFinite());
+  assert(shifts.allFinite());
+#endif
+  
+  // Compute zhat
+  perturbCol0(col0, diag, perm, singVals, shifts, mus, zhat);
+#ifdef  EIGEN_BDCSVD_DEBUG_VERBOSE
+  std::cout << "  zhat: " << zhat.transpose() << "\n";
+#endif
+  
+#ifdef EIGEN_BDCSVD_SANITY_CHECKS
+  assert(zhat.allFinite());
+#endif
+  
+  computeSingVecs(zhat, diag, perm, singVals, shifts, mus, U, V);
+  
+#ifdef  EIGEN_BDCSVD_DEBUG_VERBOSE
+  std::cout << "U^T U: " << (U.transpose() * U - MatrixXr(MatrixXr::Identity(U.cols(),U.cols()))).norm() << "\n";
+  std::cout << "V^T V: " << (V.transpose() * V - MatrixXr(MatrixXr::Identity(V.cols(),V.cols()))).norm() << "\n";
+#endif
+  
+#ifdef EIGEN_BDCSVD_SANITY_CHECKS
+  assert(U.allFinite());
+  assert(V.allFinite());
+  assert((U.transpose() * U - MatrixXr(MatrixXr::Identity(U.cols(),U.cols()))).norm() < 1e-14 * n);
+  assert((V.transpose() * V - MatrixXr(MatrixXr::Identity(V.cols(),V.cols()))).norm() < 1e-14 * n);
+  assert(m_naiveU.allFinite());
+  assert(m_naiveV.allFinite());
+  assert(m_computed.allFinite());
+#endif
+  
+  // Because of deflation, the singular values might not be completely sorted.
+  // Fortunately, reordering them is a O(n) problem
+  for(Index i=0; i<actual_n-1; ++i)
+  {
+    if(singVals(i)>singVals(i+1))
+    {
+      using std::swap;
+      swap(singVals(i),singVals(i+1));
+      U.col(i).swap(U.col(i+1));
+      if(m_compV) V.col(i).swap(V.col(i+1));
+    }
+  }
+  
+  // Reverse order so that singular values in increased order
+  // Because of deflation, the zeros singular-values are already at the end
+  singVals.head(actual_n).reverseInPlace();
+  U.leftCols(actual_n).rowwise().reverseInPlace();
+  if (m_compV) V.leftCols(actual_n).rowwise().reverseInPlace();
+  
+#ifdef EIGEN_BDCSVD_DEBUG_VERBOSE
+  JacobiSVD<MatrixXr> jsvd(m_computed.block(firstCol, firstCol, n, n) );
+  std::cout << "  * j:        " << jsvd.singularValues().transpose() << "\n\n";
+  std::cout << "  * sing-val: " << singVals.transpose() << "\n";
+//   std::cout << "  * err:      " << ((jsvd.singularValues()-singVals)>1e-13*singVals.norm()).transpose() << "\n";
+#endif
+}
+
+template <typename MatrixType>
+typename BDCSVD<MatrixType>::RealScalar BDCSVD<MatrixType>::secularEq(RealScalar mu, const ArrayRef& col0, const ArrayRef& diag, const IndicesRef &perm, const ArrayRef& diagShifted, RealScalar shift)
+{
+  Index m = perm.size();
+  RealScalar res = Literal(1);
+  for(Index i=0; i<m; ++i)
+  {
+    Index j = perm(i);
+    // The following expression could be rewritten to involve only a single division,
+    // but this would make the expression more sensitive to overflow.
+    res += (col0(j) / (diagShifted(j) - mu)) * (col0(j) / (diag(j) + shift + mu));
+  }
+  return res;
+
+}
+
+template <typename MatrixType>
+void BDCSVD<MatrixType>::computeSingVals(const ArrayRef& col0, const ArrayRef& diag, const IndicesRef &perm,
+                                         VectorType& singVals, ArrayRef shifts, ArrayRef mus)
+{
+  using std::abs;
+  using std::swap;
+  using std::sqrt;
+
+  Index n = col0.size();
+  Index actual_n = n;
+  // Note that here actual_n is computed based on col0(i)==0 instead of diag(i)==0 as above
+  // because 1) we have diag(i)==0 => col0(i)==0 and 2) if col0(i)==0, then diag(i) is already a singular value.
+  while(actual_n>1 && col0(actual_n-1)==Literal(0)) --actual_n;
+
+  for (Index k = 0; k < n; ++k)
+  {
+    if (col0(k) == Literal(0) || actual_n==1)
+    {
+      // if col0(k) == 0, then entry is deflated, so singular value is on diagonal
+      // if actual_n==1, then the deflated problem is already diagonalized
+      singVals(k) = k==0 ? col0(0) : diag(k);
+      mus(k) = Literal(0);
+      shifts(k) = k==0 ? col0(0) : diag(k);
+      continue;
+    } 
+
+    // otherwise, use secular equation to find singular value
+    RealScalar left = diag(k);
+    RealScalar right; // was: = (k != actual_n-1) ? diag(k+1) : (diag(actual_n-1) + col0.matrix().norm());
+    if(k==actual_n-1)
+      right = (diag(actual_n-1) + col0.matrix().norm());
+    else
+    {
+      // Skip deflated singular values,
+      // recall that at this stage we assume that z[j]!=0 and all entries for which z[j]==0 have been put aside.
+      // This should be equivalent to using perm[]
+      Index l = k+1;
+      while(col0(l)==Literal(0)) { ++l; eigen_internal_assert(l<actual_n); }
+      right = diag(l);
+    }
+
+    // first decide whether it's closer to the left end or the right end
+    RealScalar mid = left + (right-left) / Literal(2);
+    RealScalar fMid = secularEq(mid, col0, diag, perm, diag, Literal(0));
+#ifdef EIGEN_BDCSVD_DEBUG_VERBOSE
+    std::cout << right-left << "\n";
+    std::cout << "fMid = " << fMid << " " << secularEq(mid-left, col0, diag, perm, diag-left, left) << " " << secularEq(mid-right, col0, diag, perm, diag-right, right)   << "\n";
+    std::cout << "     = " << secularEq(0.1*(left+right), col0, diag, perm, diag, 0)
+              << " "       << secularEq(0.2*(left+right), col0, diag, perm, diag, 0)
+              << " "       << secularEq(0.3*(left+right), col0, diag, perm, diag, 0)
+              << " "       << secularEq(0.4*(left+right), col0, diag, perm, diag, 0)
+              << " "       << secularEq(0.49*(left+right), col0, diag, perm, diag, 0)
+              << " "       << secularEq(0.5*(left+right), col0, diag, perm, diag, 0)
+              << " "       << secularEq(0.51*(left+right), col0, diag, perm, diag, 0)
+              << " "       << secularEq(0.6*(left+right), col0, diag, perm, diag, 0)
+              << " "       << secularEq(0.7*(left+right), col0, diag, perm, diag, 0)
+              << " "       << secularEq(0.8*(left+right), col0, diag, perm, diag, 0)
+              << " "       << secularEq(0.9*(left+right), col0, diag, perm, diag, 0) << "\n";
+#endif
+    RealScalar shift = (k == actual_n-1 || fMid > Literal(0)) ? left : right;
+    
+    // measure everything relative to shift
+    Map<ArrayXr> diagShifted(m_workspace.data()+4*n, n);
+    diagShifted = diag - shift;
+    
+    // initial guess
+    RealScalar muPrev, muCur;
+    if (shift == left)
+    {
+      muPrev = (right - left) * RealScalar(0.1);
+      if (k == actual_n-1) muCur = right - left;
+      else                 muCur = (right - left) * RealScalar(0.5);
+    }
+    else
+    {
+      muPrev = -(right - left) * RealScalar(0.1);
+      muCur = -(right - left) * RealScalar(0.5);
+    }
+
+    RealScalar fPrev = secularEq(muPrev, col0, diag, perm, diagShifted, shift);
+    RealScalar fCur = secularEq(muCur, col0, diag, perm, diagShifted, shift);
+    if (abs(fPrev) < abs(fCur))
+    {
+      swap(fPrev, fCur);
+      swap(muPrev, muCur);
+    }
+
+    // rational interpolation: fit a function of the form a / mu + b through the two previous
+    // iterates and use its zero to compute the next iterate
+    bool useBisection = fPrev*fCur>Literal(0);
+    while (fCur!=Literal(0) && abs(muCur - muPrev) > Literal(8) * NumTraits<RealScalar>::epsilon() * numext::maxi<RealScalar>(abs(muCur), abs(muPrev)) && abs(fCur - fPrev)>NumTraits<RealScalar>::epsilon() && !useBisection)
+    {
+      ++m_numIters;
+
+      // Find a and b such that the function f(mu) = a / mu + b matches the current and previous samples.
+      RealScalar a = (fCur - fPrev) / (Literal(1)/muCur - Literal(1)/muPrev);
+      RealScalar b = fCur - a / muCur;
+      // And find mu such that f(mu)==0:
+      RealScalar muZero = -a/b;
+      RealScalar fZero = secularEq(muZero, col0, diag, perm, diagShifted, shift);
+      
+      muPrev = muCur;
+      fPrev = fCur;
+      muCur = muZero;
+      fCur = fZero;
+      
+      
+      if (shift == left  && (muCur < Literal(0) || muCur > right - left)) useBisection = true;
+      if (shift == right && (muCur < -(right - left) || muCur > Literal(0))) useBisection = true;
+      if (abs(fCur)>abs(fPrev)) useBisection = true;
+    }
+
+    // fall back on bisection method if rational interpolation did not work
+    if (useBisection)
+    {
+#ifdef  EIGEN_BDCSVD_DEBUG_VERBOSE
+      std::cout << "useBisection for k = " << k << ", actual_n = " << actual_n << "\n";
+#endif
+      RealScalar leftShifted, rightShifted;
+      if (shift == left)
+      {
+        // to avoid overflow, we must have mu > max(real_min, |z(k)|/sqrt(real_max)),
+        // the factor 2 is to be more conservative
+        leftShifted = numext::maxi<RealScalar>( (std::numeric_limits<RealScalar>::min)(), Literal(2) * abs(col0(k)) / sqrt((std::numeric_limits<RealScalar>::max)()) );
+
+        // check that we did it right:
+        eigen_internal_assert( (numext::isfinite)( (col0(k)/leftShifted)*(col0(k)/(diag(k)+shift+leftShifted)) ) );
+        // I don't understand why the case k==0 would be special there:
+        // if (k == 0) rightShifted = right - left; else
+        rightShifted = (k==actual_n-1) ? right : ((right - left) * RealScalar(0.51)); // theoretically we can take 0.5, but let's be safe
+      }
+      else
+      {
+        leftShifted = -(right - left) * RealScalar(0.51);
+        if(k+1<n)
+          rightShifted = -numext::maxi<RealScalar>( (std::numeric_limits<RealScalar>::min)(), abs(col0(k+1)) / sqrt((std::numeric_limits<RealScalar>::max)()) );
+        else
+          rightShifted = -(std::numeric_limits<RealScalar>::min)();
+      }
+      
+      RealScalar fLeft = secularEq(leftShifted, col0, diag, perm, diagShifted, shift);
+
+#if defined EIGEN_INTERNAL_DEBUGGING || defined EIGEN_BDCSVD_DEBUG_VERBOSE
+      RealScalar fRight = secularEq(rightShifted, col0, diag, perm, diagShifted, shift);
+#endif
+
+#ifdef  EIGEN_BDCSVD_DEBUG_VERBOSE
+      if(!(fLeft * fRight<0))
+      {
+        std::cout << "fLeft: " << leftShifted << " - " << diagShifted.head(10).transpose()  << "\n ; " << bool(left==shift) << " " << (left-shift) << "\n";
+        std::cout << k << " : " <<  fLeft << " * " << fRight << " == " << fLeft * fRight << "  ;  " << left << " - " << right << " -> " <<  leftShifted << " " << rightShifted << "   shift=" << shift << "\n";
+      }
+#endif
+      eigen_internal_assert(fLeft * fRight < Literal(0));
+      
+      while (rightShifted - leftShifted > Literal(2) * NumTraits<RealScalar>::epsilon() * numext::maxi<RealScalar>(abs(leftShifted), abs(rightShifted)))
+      {
+        RealScalar midShifted = (leftShifted + rightShifted) / Literal(2);
+        fMid = secularEq(midShifted, col0, diag, perm, diagShifted, shift);
+        if (fLeft * fMid < Literal(0))
+        {
+          rightShifted = midShifted;
+        }
+        else
+        {
+          leftShifted = midShifted;
+          fLeft = fMid;
+        }
+      }
+
+      muCur = (leftShifted + rightShifted) / Literal(2);
+    }
+      
+    singVals[k] = shift + muCur;
+    shifts[k] = shift;
+    mus[k] = muCur;
+
+    // perturb singular value slightly if it equals diagonal entry to avoid division by zero later
+    // (deflation is supposed to avoid this from happening)
+    // - this does no seem to be necessary anymore -
+//     if (singVals[k] == left) singVals[k] *= 1 + NumTraits<RealScalar>::epsilon();
+//     if (singVals[k] == right) singVals[k] *= 1 - NumTraits<RealScalar>::epsilon();
+  }
+}
+
+
+// zhat is perturbation of col0 for which singular vectors can be computed stably (see Section 3.1)
+template <typename MatrixType>
+void BDCSVD<MatrixType>::perturbCol0
+   (const ArrayRef& col0, const ArrayRef& diag, const IndicesRef &perm, const VectorType& singVals,
+    const ArrayRef& shifts, const ArrayRef& mus, ArrayRef zhat)
+{
+  using std::sqrt;
+  Index n = col0.size();
+  Index m = perm.size();
+  if(m==0)
+  {
+    zhat.setZero();
+    return;
+  }
+  Index last = perm(m-1);
+  // The offset permits to skip deflated entries while computing zhat
+  for (Index k = 0; k < n; ++k)
+  {
+    if (col0(k) == Literal(0)) // deflated
+      zhat(k) = Literal(0);
+    else
+    {
+      // see equation (3.6)
+      RealScalar dk = diag(k);
+      RealScalar prod = (singVals(last) + dk) * (mus(last) + (shifts(last) - dk));
+
+      for(Index l = 0; l<m; ++l)
+      {
+        Index i = perm(l);
+        if(i!=k)
+        {
+          Index j = i<k ? i : perm(l-1);
+          prod *= ((singVals(j)+dk) / ((diag(i)+dk))) * ((mus(j)+(shifts(j)-dk)) / ((diag(i)-dk)));
+#ifdef EIGEN_BDCSVD_DEBUG_VERBOSE
+          if(i!=k && std::abs(((singVals(j)+dk)*(mus(j)+(shifts(j)-dk)))/((diag(i)+dk)*(diag(i)-dk)) - 1) > 0.9 )
+            std::cout << "     " << ((singVals(j)+dk)*(mus(j)+(shifts(j)-dk)))/((diag(i)+dk)*(diag(i)-dk)) << " == (" << (singVals(j)+dk) << " * " << (mus(j)+(shifts(j)-dk))
+                       << ") / (" << (diag(i)+dk) << " * " << (diag(i)-dk) << ")\n";
+#endif
+        }
+      }
+#ifdef EIGEN_BDCSVD_DEBUG_VERBOSE
+      std::cout << "zhat(" << k << ") =  sqrt( " << prod << ")  ;  " << (singVals(last) + dk) << " * " << mus(last) + shifts(last) << " - " << dk << "\n";
+#endif
+      RealScalar tmp = sqrt(prod);
+      zhat(k) = col0(k) > Literal(0) ? tmp : -tmp;
+    }
+  }
+}
+
+// compute singular vectors
+template <typename MatrixType>
+void BDCSVD<MatrixType>::computeSingVecs
+   (const ArrayRef& zhat, const ArrayRef& diag, const IndicesRef &perm, const VectorType& singVals,
+    const ArrayRef& shifts, const ArrayRef& mus, MatrixXr& U, MatrixXr& V)
+{
+  Index n = zhat.size();
+  Index m = perm.size();
+  
+  for (Index k = 0; k < n; ++k)
+  {
+    if (zhat(k) == Literal(0))
+    {
+      U.col(k) = VectorType::Unit(n+1, k);
+      if (m_compV) V.col(k) = VectorType::Unit(n, k);
+    }
+    else
+    {
+      U.col(k).setZero();
+      for(Index l=0;l<m;++l)
+      {
+        Index i = perm(l);
+        U(i,k) = zhat(i)/(((diag(i) - shifts(k)) - mus(k)) )/( (diag(i) + singVals[k]));
+      }
+      U(n,k) = Literal(0);
+      U.col(k).normalize();
+    
+      if (m_compV)
+      {
+        V.col(k).setZero();
+        for(Index l=1;l<m;++l)
+        {
+          Index i = perm(l);
+          V(i,k) = diag(i) * zhat(i) / (((diag(i) - shifts(k)) - mus(k)) )/( (diag(i) + singVals[k]));
+        }
+        V(0,k) = Literal(-1);
+        V.col(k).normalize();
+      }
+    }
+  }
+  U.col(n) = VectorType::Unit(n+1, n);
+}
+
+
+// page 12_13
+// i >= 1, di almost null and zi non null.
+// We use a rotation to zero out zi applied to the left of M
+template <typename MatrixType>
+void BDCSVD<MatrixType>::deflation43(Index firstCol, Index shift, Index i, Index size)
+{
+  using std::abs;
+  using std::sqrt;
+  using std::pow;
+  Index start = firstCol + shift;
+  RealScalar c = m_computed(start, start);
+  RealScalar s = m_computed(start+i, start);
+  RealScalar r = numext::hypot(c,s);
+  if (r == Literal(0))
+  {
+    m_computed(start+i, start+i) = Literal(0);
+    return;
+  }
+  m_computed(start,start) = r;  
+  m_computed(start+i, start) = Literal(0);
+  m_computed(start+i, start+i) = Literal(0);
+  
+  JacobiRotation<RealScalar> J(c/r,-s/r);
+  if (m_compU)  m_naiveU.middleRows(firstCol, size+1).applyOnTheRight(firstCol, firstCol+i, J);
+  else          m_naiveU.applyOnTheRight(firstCol, firstCol+i, J);
+}// end deflation 43
+
+
+// page 13
+// i,j >= 1, i!=j and |di - dj| < epsilon * norm2(M)
+// We apply two rotations to have zj = 0;
+// TODO deflation44 is still broken and not properly tested
+template <typename MatrixType>
+void BDCSVD<MatrixType>::deflation44(Index firstColu , Index firstColm, Index firstRowW, Index firstColW, Index i, Index j, Index size)
+{
+  using std::abs;
+  using std::sqrt;
+  using std::conj;
+  using std::pow;
+  RealScalar c = m_computed(firstColm+i, firstColm);
+  RealScalar s = m_computed(firstColm+j, firstColm);
+  RealScalar r = sqrt(numext::abs2(c) + numext::abs2(s));
+#ifdef  EIGEN_BDCSVD_DEBUG_VERBOSE
+  std::cout << "deflation 4.4: " << i << "," << j << " -> " << c << " " << s << " " << r << " ; "
+    << m_computed(firstColm + i-1, firstColm)  << " "
+    << m_computed(firstColm + i, firstColm)  << " "
+    << m_computed(firstColm + i+1, firstColm) << " "
+    << m_computed(firstColm + i+2, firstColm) << "\n";
+  std::cout << m_computed(firstColm + i-1, firstColm + i-1)  << " "
+    << m_computed(firstColm + i, firstColm+i)  << " "
+    << m_computed(firstColm + i+1, firstColm+i+1) << " "
+    << m_computed(firstColm + i+2, firstColm+i+2) << "\n";
+#endif
+  if (r==Literal(0))
+  {
+    m_computed(firstColm + i, firstColm + i) = m_computed(firstColm + j, firstColm + j);
+    return;
+  }
+  c/=r;
+  s/=r;
+  m_computed(firstColm + i, firstColm) = r;  
+  m_computed(firstColm + j, firstColm + j) = m_computed(firstColm + i, firstColm + i);
+  m_computed(firstColm + j, firstColm) = Literal(0);
+
+  JacobiRotation<RealScalar> J(c,-s);
+  if (m_compU)  m_naiveU.middleRows(firstColu, size+1).applyOnTheRight(firstColu + i, firstColu + j, J);
+  else          m_naiveU.applyOnTheRight(firstColu+i, firstColu+j, J);
+  if (m_compV)  m_naiveV.middleRows(firstRowW, size).applyOnTheRight(firstColW + i, firstColW + j, J);
+}// end deflation 44
+
+
+// acts on block from (firstCol+shift, firstCol+shift) to (lastCol+shift, lastCol+shift) [inclusive]
+template <typename MatrixType>
+void BDCSVD<MatrixType>::deflation(Index firstCol, Index lastCol, Index k, Index firstRowW, Index firstColW, Index shift)
+{
+  using std::sqrt;
+  using std::abs;
+  const Index length = lastCol + 1 - firstCol;
+  
+  Block<MatrixXr,Dynamic,1> col0(m_computed, firstCol+shift, firstCol+shift, length, 1);
+  Diagonal<MatrixXr> fulldiag(m_computed);
+  VectorBlock<Diagonal<MatrixXr>,Dynamic> diag(fulldiag, firstCol+shift, length);
+  
+  const RealScalar considerZero = (std::numeric_limits<RealScalar>::min)();
+  RealScalar maxDiag = diag.tail((std::max)(Index(1),length-1)).cwiseAbs().maxCoeff();
+  RealScalar epsilon_strict = numext::maxi<RealScalar>(considerZero,NumTraits<RealScalar>::epsilon() * maxDiag);
+  RealScalar epsilon_coarse = Literal(8) * NumTraits<RealScalar>::epsilon() * numext::maxi<RealScalar>(col0.cwiseAbs().maxCoeff(), maxDiag);
+  
+#ifdef EIGEN_BDCSVD_SANITY_CHECKS
+  assert(m_naiveU.allFinite());
+  assert(m_naiveV.allFinite());
+  assert(m_computed.allFinite());
+#endif
+
+#ifdef  EIGEN_BDCSVD_DEBUG_VERBOSE  
+  std::cout << "\ndeflate:" << diag.head(k+1).transpose() << "  |  " << diag.segment(k+1,length-k-1).transpose() << "\n";
+#endif
+  
+  //condition 4.1
+  if (diag(0) < epsilon_coarse)
+  { 
+#ifdef  EIGEN_BDCSVD_DEBUG_VERBOSE
+    std::cout << "deflation 4.1, because " << diag(0) << " < " << epsilon_coarse << "\n";
+#endif
+    diag(0) = epsilon_coarse;
+  }
+
+  //condition 4.2
+  for (Index i=1;i<length;++i)
+    if (abs(col0(i)) < epsilon_strict)
+    {
+#ifdef  EIGEN_BDCSVD_DEBUG_VERBOSE
+      std::cout << "deflation 4.2, set z(" << i << ") to zero because " << abs(col0(i)) << " < " << epsilon_strict << "  (diag(" << i << ")=" << diag(i) << ")\n";
+#endif
+      col0(i) = Literal(0);
+    }
+
+  //condition 4.3
+  for (Index i=1;i<length; i++)
+    if (diag(i) < epsilon_coarse)
+    {
+#ifdef  EIGEN_BDCSVD_DEBUG_VERBOSE
+      std::cout << "deflation 4.3, cancel z(" << i << ")=" << col0(i) << " because diag(" << i << ")=" << diag(i) << " < " << epsilon_coarse << "\n";
+#endif
+      deflation43(firstCol, shift, i, length);
+    }
+
+#ifdef EIGEN_BDCSVD_SANITY_CHECKS
+  assert(m_naiveU.allFinite());
+  assert(m_naiveV.allFinite());
+  assert(m_computed.allFinite());
+#endif
+#ifdef EIGEN_BDCSVD_DEBUG_VERBOSE
+  std::cout << "to be sorted: " << diag.transpose() << "\n\n";
+#endif
+  {
+    // Check for total deflation
+    // If we have a total deflation, then we have to consider col0(0)==diag(0) as a singular value during sorting
+    bool total_deflation = (col0.tail(length-1).array()<considerZero).all();
+    
+    // Sort the diagonal entries, since diag(1:k-1) and diag(k:length) are already sorted, let's do a sorted merge.
+    // First, compute the respective permutation.
+    Index *permutation = m_workspaceI.data();
+    {
+      permutation[0] = 0;
+      Index p = 1;
+      
+      // Move deflated diagonal entries at the end.
+      for(Index i=1; i<length; ++i)
+        if(abs(diag(i))<considerZero)
+          permutation[p++] = i;
+        
+      Index i=1, j=k+1;
+      for( ; p < length; ++p)
+      {
+             if (i > k)             permutation[p] = j++;
+        else if (j >= length)       permutation[p] = i++;
+        else if (diag(i) < diag(j)) permutation[p] = j++;
+        else                        permutation[p] = i++;
+      }
+    }
+    
+    // If we have a total deflation, then we have to insert diag(0) at the right place
+    if(total_deflation)
+    {
+      for(Index i=1; i<length; ++i)
+      {
+        Index pi = permutation[i];
+        if(abs(diag(pi))<considerZero || diag(0)<diag(pi))
+          permutation[i-1] = permutation[i];
+        else
+        {
+          permutation[i-1] = 0;
+          break;
+        }
+      }
+    }
+    
+    // Current index of each col, and current column of each index
+    Index *realInd = m_workspaceI.data()+length;
+    Index *realCol = m_workspaceI.data()+2*length;
+    
+    for(int pos = 0; pos< length; pos++)
+    {
+      realCol[pos] = pos;
+      realInd[pos] = pos;
+    }
+    
+    for(Index i = total_deflation?0:1; i < length; i++)
+    {
+      const Index pi = permutation[length - (total_deflation ? i+1 : i)];
+      const Index J = realCol[pi];
+      
+      using std::swap;
+      // swap diagonal and first column entries:
+      swap(diag(i), diag(J));
+      if(i!=0 && J!=0) swap(col0(i), col0(J));
+
+      // change columns
+      if (m_compU) m_naiveU.col(firstCol+i).segment(firstCol, length + 1).swap(m_naiveU.col(firstCol+J).segment(firstCol, length + 1));
+      else         m_naiveU.col(firstCol+i).segment(0, 2)                .swap(m_naiveU.col(firstCol+J).segment(0, 2));
+      if (m_compV) m_naiveV.col(firstColW + i).segment(firstRowW, length).swap(m_naiveV.col(firstColW + J).segment(firstRowW, length));
+
+      //update real pos
+      const Index realI = realInd[i];
+      realCol[realI] = J;
+      realCol[pi] = i;
+      realInd[J] = realI;
+      realInd[i] = pi;
+    }
+  }
+#ifdef EIGEN_BDCSVD_DEBUG_VERBOSE
+  std::cout << "sorted: " << diag.transpose().format(bdcsvdfmt) << "\n";
+  std::cout << "      : " << col0.transpose() << "\n\n";
+#endif
+    
+  //condition 4.4
+  {
+    Index i = length-1;
+    while(i>0 && (abs(diag(i))<considerZero || abs(col0(i))<considerZero)) --i;
+    for(; i>1;--i)
+       if( (diag(i) - diag(i-1)) < NumTraits<RealScalar>::epsilon()*maxDiag )
+      {
+#ifdef EIGEN_BDCSVD_DEBUG_VERBOSE
+        std::cout << "deflation 4.4 with i = " << i << " because " << (diag(i) - diag(i-1)) << " < " << NumTraits<RealScalar>::epsilon()*diag(i) << "\n";
+#endif
+        eigen_internal_assert(abs(diag(i) - diag(i-1))<epsilon_coarse && " diagonal entries are not properly sorted");
+        deflation44(firstCol, firstCol + shift, firstRowW, firstColW, i-1, i, length);
+      }
+  }
+  
+#ifdef EIGEN_BDCSVD_SANITY_CHECKS
+  for(Index j=2;j<length;++j)
+    assert(diag(j-1)<=diag(j) || abs(diag(j))<considerZero);
+#endif
+  
+#ifdef EIGEN_BDCSVD_SANITY_CHECKS
+  assert(m_naiveU.allFinite());
+  assert(m_naiveV.allFinite());
+  assert(m_computed.allFinite());
+#endif
+}//end deflation
+
+#ifndef __CUDACC__
+/** \svd_module
+  *
+  * \return the singular value decomposition of \c *this computed by Divide & Conquer algorithm
+  *
+  * \sa class BDCSVD
+  */
+template<typename Derived>
+BDCSVD<typename MatrixBase<Derived>::PlainObject>
+MatrixBase<Derived>::bdcSvd(unsigned int computationOptions) const
+{
+  return BDCSVD<PlainObject>(*this, computationOptions);
+}
+#endif
+
+} // end namespace Eigen
+
+#endif