@lakutata/math 0.0.0-stage → 3.1.5

package/vendor/eigen/Eigen/src/Eigenvalues/SelfAdjointEigenSolver_LAPACKE.h

@@ -0,0 +1,90 @@
+/*
+ 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 LAPACKe
+ *    Self-adjoint eigenvalues/eigenvectors.
+ ********************************************************************************
+*/
+
+#ifndef EIGEN_SAEIGENSOLVER_LAPACKE_H
+#define EIGEN_SAEIGENSOLVER_LAPACKE_H
+
+// IWYU pragma: private
+#include "./InternalHeaderCheck.h"
+
+namespace Eigen {
+
+/** \internal Specialization for the data types supported by LAPACKe */
+
+#define EIGEN_LAPACKE_EIG_SELFADJ_2(EIGTYPE, LAPACKE_TYPE, LAPACKE_RTYPE, LAPACKE_NAME, EIGCOLROW)                   \
+  template <>                                                                                                        \
+  template <typename InputType>                                                                                      \
+  inline SelfAdjointEigenSolver<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >&                                      \
+  SelfAdjointEigenSolver<Matrix<EIGTYPE, Dynamic, Dynamic, EIGCOLROW> >::compute(const EigenBase<InputType>& matrix, \
+                                                                                 int options) {                      \
+    eigen_assert(matrix.cols() == matrix.rows());                                                                    \
+    eigen_assert((options & ~(EigVecMask | GenEigMask)) == 0 && (options & EigVecMask) != EigVecMask &&              \
+                 "invalid option parameter");                                                                        \
+    bool computeEigenvectors = (options & ComputeEigenvectors) == ComputeEigenvectors;                               \
+    lapack_int n = internal::convert_index<lapack_int>(matrix.cols()), lda, info;                                    \
+    m_eivalues.resize(n, 1);                                                                                         \
+    m_subdiag.resize(n - 1);                                                                                         \
+    m_eivec = matrix;                                                                                                \
+                                                                                                                     \
+    if (n == 1) {                                                                                                    \
+      m_eivalues.coeffRef(0, 0) = numext::real(m_eivec.coeff(0, 0));                                                 \
+      if (computeEigenvectors) m_eivec.setOnes(n, n);                                                                \
+      m_info = Success;                                                                                              \
+      m_isInitialized = true;                                                                                        \
+      m_eigenvectorsOk = computeEigenvectors;                                                                        \
+      return *this;                                                                                                  \
+    }                                                                                                                \
+                                                                                                                     \
+    lda = internal::convert_index<lapack_int>(m_eivec.outerStride());                                                \
+    char jobz, uplo = 'L' /*, range='A'*/;                                                                           \
+    jobz = computeEigenvectors ? 'V' : 'N';                                                                          \
+                                                                                                                     \
+    info = LAPACKE_##LAPACKE_NAME(LAPACK_COL_MAJOR, jobz, uplo, n, (LAPACKE_TYPE*)m_eivec.data(), lda,               \
+                                  (LAPACKE_RTYPE*)m_eivalues.data());                                                \
+    m_info = (info == 0) ? Success : NoConvergence;                                                                  \
+    m_isInitialized = true;                                                                                          \
+    m_eigenvectorsOk = computeEigenvectors;                                                                          \
+    return *this;                                                                                                    \
+  }
+
+#define EIGEN_LAPACKE_EIG_SELFADJ(EIGTYPE, LAPACKE_TYPE, LAPACKE_RTYPE, LAPACKE_NAME)       \
+  EIGEN_LAPACKE_EIG_SELFADJ_2(EIGTYPE, LAPACKE_TYPE, LAPACKE_RTYPE, LAPACKE_NAME, ColMajor) \
+  EIGEN_LAPACKE_EIG_SELFADJ_2(EIGTYPE, LAPACKE_TYPE, LAPACKE_RTYPE, LAPACKE_NAME, RowMajor)
+
+EIGEN_LAPACKE_EIG_SELFADJ(double, double, double, dsyev)
+EIGEN_LAPACKE_EIG_SELFADJ(float, float, float, ssyev)
+EIGEN_LAPACKE_EIG_SELFADJ(dcomplex, lapack_complex_double, double, zheev)
+EIGEN_LAPACKE_EIG_SELFADJ(scomplex, lapack_complex_float, float, cheev)
+
+}  // end namespace Eigen
+
+#endif  // EIGEN_SAEIGENSOLVER_H

package/vendor/eigen/Eigen/src/Eigenvalues/Tridiagonalization.h

@@ -0,0 +1,529 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2010 Jitse Niesen <jitse@maths.leeds.ac.uk>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_TRIDIAGONALIZATION_H
+#define EIGEN_TRIDIAGONALIZATION_H
+
+// IWYU pragma: private
+#include "./InternalHeaderCheck.h"
+
+namespace Eigen {
+
+namespace internal {
+
+template <typename MatrixType>
+struct TridiagonalizationMatrixTReturnType;
+template <typename MatrixType>
+struct traits<TridiagonalizationMatrixTReturnType<MatrixType>> : public traits<typename MatrixType::PlainObject> {
+  typedef typename MatrixType::PlainObject ReturnType;  // FIXME shall it be a BandMatrix?
+  enum { Flags = 0 };
+};
+
+template <typename MatrixType, typename CoeffVectorType>
+EIGEN_DEVICE_FUNC void tridiagonalization_inplace(MatrixType& matA, CoeffVectorType& hCoeffs);
+}  // namespace internal
+
+/** \eigenvalues_module \ingroup Eigenvalues_Module
+ *
+ *
+ * \class Tridiagonalization
+ *
+ * \brief Tridiagonal decomposition of a selfadjoint matrix
+ *
+ * \tparam MatrixType_ the type of the matrix of which we are computing the
+ * tridiagonal decomposition; this is expected to be an instantiation of the
+ * Matrix class template.
+ *
+ * This class performs a tridiagonal decomposition of a selfadjoint matrix \f$ A \f$ such that:
+ * \f$ A = Q T Q^* \f$ where \f$ Q \f$ is unitary and \f$ T \f$ a real symmetric tridiagonal matrix.
+ *
+ * A tridiagonal matrix is a matrix which has nonzero elements only on the
+ * main diagonal and the first diagonal below and above it. The Hessenberg
+ * decomposition of a selfadjoint matrix is in fact a tridiagonal
+ * decomposition. This class is used in SelfAdjointEigenSolver to compute the
+ * eigenvalues and eigenvectors of a selfadjoint matrix.
+ *
+ * Call the function compute() to compute the tridiagonal decomposition of a
+ * given matrix. Alternatively, you can use the Tridiagonalization(const MatrixType&)
+ * constructor which computes the tridiagonal Schur decomposition at
+ * construction time. Once the decomposition is computed, you can use the
+ * matrixQ() and matrixT() functions to retrieve the matrices Q and T in the
+ * decomposition.
+ *
+ * The documentation of Tridiagonalization(const MatrixType&) contains an
+ * example of the typical use of this class.
+ *
+ * \sa class HessenbergDecomposition, class SelfAdjointEigenSolver
+ */
+template <typename MatrixType_>
+class Tridiagonalization {
+ public:
+  /** \brief Synonym for the template parameter \p MatrixType_. */
+  typedef MatrixType_ MatrixType;
+
+  typedef typename MatrixType::Scalar Scalar;
+  typedef typename NumTraits<Scalar>::Real RealScalar;
+  typedef Eigen::Index Index;  ///< \deprecated since Eigen 3.3
+
+  enum {
+    Size = MatrixType::RowsAtCompileTime,
+    SizeMinusOne = Size == Dynamic ? Dynamic : (Size > 1 ? Size - 1 : 1),
+    Options = internal::traits<MatrixType>::Options,
+    MaxSize = MatrixType::MaxRowsAtCompileTime,
+    MaxSizeMinusOne = MaxSize == Dynamic ? Dynamic : (MaxSize > 1 ? MaxSize - 1 : 1)
+  };
+
+  typedef Matrix<Scalar, SizeMinusOne, 1, Options & ~RowMajor, MaxSizeMinusOne, 1> CoeffVectorType;
+  typedef typename internal::plain_col_type<MatrixType, RealScalar>::type DiagonalType;
+  typedef Matrix<RealScalar, SizeMinusOne, 1, Options & ~RowMajor, MaxSizeMinusOne, 1> SubDiagonalType;
+  typedef internal::remove_all_t<typename MatrixType::RealReturnType> MatrixTypeRealView;
+  typedef internal::TridiagonalizationMatrixTReturnType<MatrixTypeRealView> MatrixTReturnType;
+
+  typedef std::conditional_t<NumTraits<Scalar>::IsComplex,
+                             internal::add_const_on_value_type_t<typename Diagonal<const MatrixType>::RealReturnType>,
+                             const Diagonal<const MatrixType>>
+      DiagonalReturnType;
+
+  typedef std::conditional_t<
+      NumTraits<Scalar>::IsComplex,
+      internal::add_const_on_value_type_t<typename Diagonal<const MatrixType, -1>::RealReturnType>,
+      const Diagonal<const MatrixType, -1>>
+      SubDiagonalReturnType;
+
+  /** \brief Return type of matrixQ() */
+  typedef HouseholderSequence<MatrixType, internal::remove_all_t<typename CoeffVectorType::ConjugateReturnType>>
+      HouseholderSequenceType;
+
+  /** \brief Default constructor.
+   *
+   * \param [in]  size  Positive integer, size of the matrix whose tridiagonal
+   * decomposition will be computed.
+   *
+   * The default constructor is useful in cases in which the user intends to
+   * perform decompositions via compute().  The \p size parameter is only
+   * used as a hint. It is not an error to give a wrong \p size, but it may
+   * impair performance.
+   *
+   * \sa compute() for an example.
+   */
+  explicit Tridiagonalization(Index size = Size == Dynamic ? 2 : Size)
+      : m_matrix(size, size), m_hCoeffs(size > 1 ? size - 1 : 1), m_isInitialized(false) {}
+
+  /** \brief Constructor; computes tridiagonal decomposition of given matrix.
+   *
+   * \param[in]  matrix  Selfadjoint matrix whose tridiagonal decomposition
+   * is to be computed.
+   *
+   * This constructor calls compute() to compute the tridiagonal decomposition.
+   *
+   * Example: \include Tridiagonalization_Tridiagonalization_MatrixType.cpp
+   * Output: \verbinclude Tridiagonalization_Tridiagonalization_MatrixType.out
+   */
+  template <typename InputType>
+  explicit Tridiagonalization(const EigenBase<InputType>& matrix)
+      : m_matrix(matrix.derived()), m_hCoeffs(matrix.cols() > 1 ? matrix.cols() - 1 : 1), m_isInitialized(false) {
+    internal::tridiagonalization_inplace(m_matrix, m_hCoeffs);
+    m_isInitialized = true;
+  }
+
+  /** \brief Computes tridiagonal decomposition of given matrix.
+   *
+   * \param[in]  matrix  Selfadjoint matrix whose tridiagonal decomposition
+   * is to be computed.
+   * \returns    Reference to \c *this
+   *
+   * The tridiagonal decomposition is computed by bringing the columns of
+   * the matrix successively in the required form using Householder
+   * reflections. The cost is \f$ 4n^3/3 \f$ flops, where \f$ n \f$ denotes
+   * the size of the given matrix.
+   *
+   * This method reuses of the allocated data in the Tridiagonalization
+   * object, if the size of the matrix does not change.
+   *
+   * Example: \include Tridiagonalization_compute.cpp
+   * Output: \verbinclude Tridiagonalization_compute.out
+   */
+  template <typename InputType>
+  Tridiagonalization& compute(const EigenBase<InputType>& matrix) {
+    m_matrix = matrix.derived();
+    m_hCoeffs.resize(matrix.rows() - 1, 1);
+    internal::tridiagonalization_inplace(m_matrix, m_hCoeffs);
+    m_isInitialized = true;
+    return *this;
+  }
+
+  /** \brief Returns the Householder coefficients.
+   *
+   * \returns a const reference to the vector of Householder coefficients
+   *
+   * \pre Either the constructor Tridiagonalization(const MatrixType&) or
+   * the member function compute(const MatrixType&) has been called before
+   * to compute the tridiagonal decomposition of a matrix.
+   *
+   * The Householder coefficients allow the reconstruction of the matrix
+   * \f$ Q \f$ in the tridiagonal decomposition from the packed data.
+   *
+   * Example: \include Tridiagonalization_householderCoefficients.cpp
+   * Output: \verbinclude Tridiagonalization_householderCoefficients.out
+   *
+   * \sa packedMatrix(), \ref Householder_Module "Householder module"
+   */
+  inline CoeffVectorType householderCoefficients() const {
+    eigen_assert(m_isInitialized && "Tridiagonalization is not initialized.");
+    return m_hCoeffs;
+  }
+
+  /** \brief Returns the internal representation of the decomposition
+   *
+   *	\returns a const reference to a matrix with the internal representation
+   *	         of the decomposition.
+   *
+   * \pre Either the constructor Tridiagonalization(const MatrixType&) or
+   * the member function compute(const MatrixType&) has been called before
+   * to compute the tridiagonal decomposition of a matrix.
+   *
+   * The returned matrix contains the following information:
+   *  - the strict upper triangular part is equal to the input matrix A.
+   *  - the diagonal and lower sub-diagonal represent the real tridiagonal
+   *    symmetric matrix T.
+   *  - the rest of the lower part contains the Householder vectors that,
+   *    combined with Householder coefficients returned by
+   *    householderCoefficients(), allows to reconstruct the matrix Q as
+   *       \f$ Q = H_{N-1} \ldots H_1 H_0 \f$.
+   *    Here, the matrices \f$ H_i \f$ are the Householder transformations
+   *       \f$ H_i = (I - h_i v_i v_i^T) \f$
+   *    where \f$ h_i \f$ is the \f$ i \f$th Householder coefficient and
+   *    \f$ v_i \f$ is the Householder vector defined by
+   *       \f$ v_i = [ 0, \ldots, 0, 1, M(i+2,i), \ldots, M(N-1,i) ]^T \f$
+   *    with M the matrix returned by this function.
+   *
+   * See LAPACK for further details on this packed storage.
+   *
+   * Example: \include Tridiagonalization_packedMatrix.cpp
+   * Output: \verbinclude Tridiagonalization_packedMatrix.out
+   *
+   * \sa householderCoefficients()
+   */
+  inline const MatrixType& packedMatrix() const {
+    eigen_assert(m_isInitialized && "Tridiagonalization is not initialized.");
+    return m_matrix;
+  }
+
+  /** \brief Returns the unitary matrix Q in the decomposition
+   *
+   * \returns object representing the matrix Q
+   *
+   * \pre Either the constructor Tridiagonalization(const MatrixType&) or
+   * the member function compute(const MatrixType&) has been called before
+   * to compute the tridiagonal decomposition of a matrix.
+   *
+   * This function returns a light-weight object of template class
+   * HouseholderSequence. You can either apply it directly to a matrix or
+   * you can convert it to a matrix of type #MatrixType.
+   *
+   * \sa Tridiagonalization(const MatrixType&) for an example,
+   *     matrixT(), class HouseholderSequence
+   */
+  HouseholderSequenceType matrixQ() const {
+    eigen_assert(m_isInitialized && "Tridiagonalization is not initialized.");
+    return HouseholderSequenceType(m_matrix, m_hCoeffs.conjugate()).setLength(m_matrix.rows() - 1).setShift(1);
+  }
+
+  /** \brief Returns an expression of the tridiagonal matrix T in the decomposition
+   *
+   * \returns expression object representing the matrix T
+   *
+   * \pre Either the constructor Tridiagonalization(const MatrixType&) or
+   * the member function compute(const MatrixType&) has been called before
+   * to compute the tridiagonal decomposition of a matrix.
+   *
+   * Currently, this function can be used to extract the matrix T from internal
+   * data and copy it to a dense matrix object. In most cases, it may be
+   * sufficient to directly use the packed matrix or the vector expressions
+   * returned by diagonal() and subDiagonal() instead of creating a new
+   * dense copy matrix with this function.
+   *
+   * \sa Tridiagonalization(const MatrixType&) for an example,
+   * matrixQ(), packedMatrix(), diagonal(), subDiagonal()
+   */
+  MatrixTReturnType matrixT() const {
+    eigen_assert(m_isInitialized && "Tridiagonalization is not initialized.");
+    return MatrixTReturnType(m_matrix.real());
+  }
+
+  /** \brief Returns the diagonal of the tridiagonal matrix T in the decomposition.
+   *
+   * \returns expression representing the diagonal of T
+   *
+   * \pre Either the constructor Tridiagonalization(const MatrixType&) or
+   * the member function compute(const MatrixType&) has been called before
+   * to compute the tridiagonal decomposition of a matrix.
+   *
+   * Example: \include Tridiagonalization_diagonal.cpp
+   * Output: \verbinclude Tridiagonalization_diagonal.out
+   *
+   * \sa matrixT(), subDiagonal()
+   */
+  DiagonalReturnType diagonal() const;
+
+  /** \brief Returns the subdiagonal of the tridiagonal matrix T in the decomposition.
+   *
+   * \returns expression representing the subdiagonal of T
+   *
+   * \pre Either the constructor Tridiagonalization(const MatrixType&) or
+   * the member function compute(const MatrixType&) has been called before
+   * to compute the tridiagonal decomposition of a matrix.
+   *
+   * \sa diagonal() for an example, matrixT()
+   */
+  SubDiagonalReturnType subDiagonal() const;
+
+ protected:
+  MatrixType m_matrix;
+  CoeffVectorType m_hCoeffs;
+  bool m_isInitialized;
+};
+
+template <typename MatrixType>
+typename Tridiagonalization<MatrixType>::DiagonalReturnType Tridiagonalization<MatrixType>::diagonal() const {
+  eigen_assert(m_isInitialized && "Tridiagonalization is not initialized.");
+  return m_matrix.diagonal().real();
+}
+
+template <typename MatrixType>
+typename Tridiagonalization<MatrixType>::SubDiagonalReturnType Tridiagonalization<MatrixType>::subDiagonal() const {
+  eigen_assert(m_isInitialized && "Tridiagonalization is not initialized.");
+  return m_matrix.template diagonal<-1>().real();
+}
+
+namespace internal {
+
+/** \internal
+ * Performs a tridiagonal decomposition of the selfadjoint matrix \a matA in-place.
+ *
+ * \param[in,out] matA On input the selfadjoint matrix. Only the \b lower triangular part is referenced.
+ *                     On output, the strict upper part is left unchanged, and the lower triangular part
+ *                     represents the T and Q matrices in packed format has detailed below.
+ * \param[out]    hCoeffs returned Householder coefficients (see below)
+ *
+ * On output, the tridiagonal selfadjoint matrix T is stored in the diagonal
+ * and lower sub-diagonal of the matrix \a matA.
+ * The unitary matrix Q is represented in a compact way as a product of
+ * Householder reflectors \f$ H_i \f$ such that:
+ *       \f$ Q = H_{N-1} \ldots H_1 H_0 \f$.
+ * The Householder reflectors are defined as
+ *       \f$ H_i = (I - h_i v_i v_i^T) \f$
+ * where \f$ h_i = hCoeffs[i]\f$ is the \f$ i \f$th Householder coefficient and
+ * \f$ v_i \f$ is the Householder vector defined by
+ *       \f$ v_i = [ 0, \ldots, 0, 1, matA(i+2,i), \ldots, matA(N-1,i) ]^T \f$.
+ *
+ * Implemented from Golub's "Matrix Computations", algorithm 8.3.1.
+ *
+ * \sa Tridiagonalization::packedMatrix()
+ */
+template <typename MatrixType, typename CoeffVectorType>
+EIGEN_DEVICE_FUNC void tridiagonalization_inplace(MatrixType& matA, CoeffVectorType& hCoeffs) {
+  using numext::conj;
+  typedef typename MatrixType::Scalar Scalar;
+  typedef typename MatrixType::RealScalar RealScalar;
+  Index n = matA.rows();
+  eigen_assert(n == matA.cols());
+  eigen_assert(n == hCoeffs.size() + 1 || n == 1);
+
+  for (Index i = 0; i < n - 1; ++i) {
+    Index remainingSize = n - i - 1;
+    RealScalar beta;
+    Scalar h;
+    matA.col(i).tail(remainingSize).makeHouseholderInPlace(h, beta);
+
+    // Apply similarity transformation to remaining columns,
+    // i.e., A = H A H' where H = I - h v v' and v = matA.col(i).tail(n-i-1)
+    matA.col(i).coeffRef(i + 1) = Scalar(1);
+
+    hCoeffs.tail(n - i - 1).noalias() =
+        (matA.bottomRightCorner(remainingSize, remainingSize).template selfadjointView<Lower>() *
+         (conj(h) * matA.col(i).tail(remainingSize)));
+
+    hCoeffs.tail(n - i - 1) +=
+        (conj(h) * RealScalar(-0.5) * (hCoeffs.tail(remainingSize).dot(matA.col(i).tail(remainingSize)))) *
+        matA.col(i).tail(n - i - 1);
+
+    matA.bottomRightCorner(remainingSize, remainingSize)
+        .template selfadjointView<Lower>()
+        .rankUpdate(matA.col(i).tail(remainingSize), hCoeffs.tail(remainingSize), Scalar(-1));
+
+    matA.col(i).coeffRef(i + 1) = beta;
+    hCoeffs.coeffRef(i) = h;
+  }
+}
+
+// forward declaration, implementation at the end of this file
+template <typename MatrixType, int Size = MatrixType::ColsAtCompileTime,
+          bool IsComplex = NumTraits<typename MatrixType::Scalar>::IsComplex>
+struct tridiagonalization_inplace_selector;
+
+/** \brief Performs a full tridiagonalization in place
+ *
+ * \param[in,out]  mat  On input, the selfadjoint matrix whose tridiagonal
+ *    decomposition is to be computed. Only the lower triangular part referenced.
+ *    The rest is left unchanged. On output, the orthogonal matrix Q
+ *    in the decomposition if \p extractQ is true.
+ * \param[out]  diag  The diagonal of the tridiagonal matrix T in the
+ *    decomposition.
+ * \param[out]  subdiag  The subdiagonal of the tridiagonal matrix T in
+ *    the decomposition.
+ * \param[out]  hcoeffs
+ * \param[out]  workspace
+ * \param[in]  extractQ  If true, the orthogonal matrix Q in the
+ *    decomposition is computed and stored in \p mat.
+ *
+ * Computes the tridiagonal decomposition of the selfadjoint matrix \p mat in place
+ * such that \f$ mat = Q T Q^* \f$ where \f$ Q \f$ is unitary and \f$ T \f$ a real
+ * symmetric tridiagonal matrix.
+ *
+ * The tridiagonal matrix T is passed to the output parameters \p diag and \p subdiag. If
+ * \p extractQ is true, then the orthogonal matrix Q is passed to \p mat. Otherwise the lower
+ * part of the matrix \p mat is destroyed.
+ *
+ * The vectors \p diag and \p subdiag are not resized. The function
+ * assumes that they are already of the correct size. The length of the
+ * vector \p diag should equal the number of rows in \p mat, and the
+ * length of the vector \p subdiag should be one left.
+ *
+ * This implementation contains an optimized path for 3-by-3 matrices
+ * which is especially useful for plane fitting.
+ *
+ * \note Currently, it requires two temporary vectors to hold the intermediate
+ * Householder coefficients, and to reconstruct the matrix Q from the Householder
+ * reflectors.
+ *
+ * Example (this uses the same matrix as the example in
+ *    Tridiagonalization::Tridiagonalization(const MatrixType&)):
+ *    \include Tridiagonalization_decomposeInPlace.cpp
+ * Output: \verbinclude Tridiagonalization_decomposeInPlace.out
+ *
+ * \sa class Tridiagonalization
+ */
+template <typename MatrixType, typename DiagonalType, typename SubDiagonalType, typename CoeffVectorType,
+          typename WorkSpaceType>
+EIGEN_DEVICE_FUNC void tridiagonalization_inplace(MatrixType& mat, DiagonalType& diag, SubDiagonalType& subdiag,
+                                                  CoeffVectorType& hcoeffs, WorkSpaceType& workspace, bool extractQ) {
+  eigen_assert(mat.cols() == mat.rows() && diag.size() == mat.rows() && subdiag.size() == mat.rows() - 1);
+  tridiagonalization_inplace_selector<MatrixType>::run(mat, diag, subdiag, hcoeffs, workspace, extractQ);
+}
+
+/** \internal
+ * General full tridiagonalization
+ */
+template <typename MatrixType, int Size, bool IsComplex>
+struct tridiagonalization_inplace_selector {
+  typedef typename Tridiagonalization<MatrixType>::HouseholderSequenceType HouseholderSequenceType;
+  template <typename DiagonalType, typename SubDiagonalType, typename CoeffVectorType, typename WorkSpaceType>
+  static EIGEN_DEVICE_FUNC void run(MatrixType& mat, DiagonalType& diag, SubDiagonalType& subdiag,
+                                    CoeffVectorType& hCoeffs, WorkSpaceType& workspace, bool extractQ) {
+    tridiagonalization_inplace(mat, hCoeffs);
+    diag = mat.diagonal().real();
+    subdiag = mat.template diagonal<-1>().real();
+    if (extractQ) {
+      HouseholderSequenceType(mat, hCoeffs.conjugate()).setLength(mat.rows() - 1).setShift(1).evalTo(mat, workspace);
+    }
+  }
+};
+
+/** \internal
+ * Specialization for 3x3 real matrices.
+ * Especially useful for plane fitting.
+ */
+template <typename MatrixType>
+struct tridiagonalization_inplace_selector<MatrixType, 3, false> {
+  typedef typename MatrixType::Scalar Scalar;
+  typedef typename MatrixType::RealScalar RealScalar;
+
+  template <typename DiagonalType, typename SubDiagonalType, typename CoeffVectorType, typename WorkSpaceType>
+  static EIGEN_DEVICE_FUNC void run(MatrixType& mat, DiagonalType& diag, SubDiagonalType& subdiag, CoeffVectorType&,
+                                    WorkSpaceType&, bool extractQ) {
+    using std::sqrt;
+    const RealScalar tol = (std::numeric_limits<RealScalar>::min)();
+    diag[0] = mat(0, 0);
+    RealScalar v1norm2 = numext::abs2(mat(2, 0));
+    if (v1norm2 <= tol) {
+      diag[1] = mat(1, 1);
+      diag[2] = mat(2, 2);
+      subdiag[0] = mat(1, 0);
+      subdiag[1] = mat(2, 1);
+      if (extractQ) mat.setIdentity();
+    } else {
+      RealScalar beta = sqrt(numext::abs2(mat(1, 0)) + v1norm2);
+      RealScalar invBeta = RealScalar(1) / beta;
+      Scalar m01 = mat(1, 0) * invBeta;
+      Scalar m02 = mat(2, 0) * invBeta;
+      Scalar q = RealScalar(2) * m01 * mat(2, 1) + m02 * (mat(2, 2) - mat(1, 1));
+      diag[1] = mat(1, 1) + m02 * q;
+      diag[2] = mat(2, 2) - m02 * q;
+      subdiag[0] = beta;
+      subdiag[1] = mat(2, 1) - m01 * q;
+      if (extractQ) {
+        mat << 1, 0, 0, 0, m01, m02, 0, m02, -m01;
+      }
+    }
+  }
+};
+
+/** \internal
+ * Trivial specialization for 1x1 matrices
+ */
+template <typename MatrixType, bool IsComplex>
+struct tridiagonalization_inplace_selector<MatrixType, 1, IsComplex> {
+  typedef typename MatrixType::Scalar Scalar;
+
+  template <typename DiagonalType, typename SubDiagonalType, typename CoeffVectorType, typename WorkSpaceType>
+  static EIGEN_DEVICE_FUNC void run(MatrixType& mat, DiagonalType& diag, SubDiagonalType&, CoeffVectorType&,
+                                    WorkSpaceType&, bool extractQ) {
+    diag(0, 0) = numext::real(mat(0, 0));
+    if (extractQ) mat(0, 0) = Scalar(1);
+  }
+};
+
+/** \internal
+ * \eigenvalues_module \ingroup Eigenvalues_Module
+ *
+ * \brief Expression type for return value of Tridiagonalization::matrixT()
+ *
+ * \tparam MatrixType type of underlying dense matrix
+ */
+template <typename MatrixType>
+struct TridiagonalizationMatrixTReturnType : public ReturnByValue<TridiagonalizationMatrixTReturnType<MatrixType>> {
+ public:
+  /** \brief Constructor.
+   *
+   * \param[in] mat The underlying dense matrix
+   */
+  TridiagonalizationMatrixTReturnType(const MatrixType& mat) : m_matrix(mat) {}
+
+  template <typename ResultType>
+  inline void evalTo(ResultType& result) const {
+    result.setZero();
+    result.template diagonal<1>() = m_matrix.template diagonal<-1>().conjugate();
+    result.diagonal() = m_matrix.diagonal();
+    result.template diagonal<-1>() = m_matrix.template diagonal<-1>();
+  }
+
+  constexpr Index rows() const noexcept { return m_matrix.rows(); }
+  constexpr Index cols() const noexcept { return m_matrix.cols(); }
+
+ protected:
+  typename MatrixType::Nested m_matrix;
+};
+
+}  // end namespace internal
+
+}  // end namespace Eigen
+
+#endif  // EIGEN_TRIDIAGONALIZATION_H