@smake/eigen 1.0.2 → 1.1.0

package/eigen/Eigen/src/Householder/Householder.h

@@ -39,6 +39,7 @@ template<int n> struct decrement_size
   *     MatrixBase::applyHouseholderOnTheRight()
   */
 template<typename Derived>
+EIGEN_DEVICE_FUNC
 void MatrixBase<Derived>::makeHouseholderInPlace(Scalar& tau, RealScalar& beta)
 {
   VectorBlock<Derived, internal::decrement_size<Base::SizeAtCompileTime>::ret> essentialPart(derived(), 1, size()-1);
@@ -62,6 +63,7 @@ void MatrixBase<Derived>::makeHouseholderInPlace(Scalar& tau, RealScalar& beta)
   */
 template<typename Derived>
 template<typename EssentialPart>
+EIGEN_DEVICE_FUNC
 void MatrixBase<Derived>::makeHouseholder(
   EssentialPart& essential,
   Scalar& tau,
@@ -103,13 +105,14 @@ void MatrixBase<Derived>::makeHouseholder(
   * \param essential the essential part of the vector \c v
   * \param tau the scaling factor of the Householder transformation
   * \param workspace a pointer to working space with at least
-  *                  this->cols() * essential.size() entries
+  *                  this->cols() entries
   *
   * \sa MatrixBase::makeHouseholder(), MatrixBase::makeHouseholderInPlace(), 
   *     MatrixBase::applyHouseholderOnTheRight()
   */
 template<typename Derived>
 template<typename EssentialPart>
+EIGEN_DEVICE_FUNC
 void MatrixBase<Derived>::applyHouseholderOnTheLeft(
   const EssentialPart& essential,
   const Scalar& tau,
@@ -140,13 +143,14 @@ void MatrixBase<Derived>::applyHouseholderOnTheLeft(
   * \param essential the essential part of the vector \c v
   * \param tau the scaling factor of the Householder transformation
   * \param workspace a pointer to working space with at least
-  *                  this->cols() * essential.size() entries
+  *                  this->rows() entries
   *
   * \sa MatrixBase::makeHouseholder(), MatrixBase::makeHouseholderInPlace(), 
   *     MatrixBase::applyHouseholderOnTheLeft()
   */
 template<typename Derived>
 template<typename EssentialPart>
+EIGEN_DEVICE_FUNC
 void MatrixBase<Derived>::applyHouseholderOnTheRight(
   const EssentialPart& essential,
   const Scalar& tau,
@@ -160,10 +164,10 @@ void MatrixBase<Derived>::applyHouseholderOnTheRight(
   {
     Map<typename internal::plain_col_type<PlainObject>::type> tmp(workspace,rows());
     Block<Derived, Derived::RowsAtCompileTime, EssentialPart::SizeAtCompileTime> right(derived(), 0, 1, rows(), cols()-1);
-    tmp.noalias() = right * essential.conjugate();
+    tmp.noalias() = right * essential;
     tmp += this->col(0);
     this->col(0) -= tau * tmp;
-    right.noalias() -= tau * tmp * essential.transpose();
+    right.noalias() -= tau * tmp * essential.adjoint();
   }
 }
 

package/eigen/Eigen/src/Householder/HouseholderSequence.h

@@ -11,7 +11,7 @@
 #ifndef EIGEN_HOUSEHOLDER_SEQUENCE_H
 #define EIGEN_HOUSEHOLDER_SEQUENCE_H
 
-namespace Eigen { 
+namespace Eigen {
 
 /** \ingroup Householder_Module
   * \householder_module
@@ -34,8 +34,8 @@ namespace Eigen {
   * form \f$ H = \prod_{i=0}^{n-1} H_i \f$ where the i-th Householder reflection is \f$ H_i = I - h_i v_i
   * v_i^* \f$. The i-th Householder coefficient \f$ h_i \f$ is a scalar and the i-th Householder vector \f$
   * v_i \f$ is a vector of the form
-  * \f[ 
-  * v_i = [\underbrace{0, \ldots, 0}_{i-1\mbox{ zeros}}, 1, \underbrace{*, \ldots,*}_{n-i\mbox{ arbitrary entries}} ]. 
+  * \f[
+  * v_i = [\underbrace{0, \ldots, 0}_{i-1\mbox{ zeros}}, 1, \underbrace{*, \ldots,*}_{n-i\mbox{ arbitrary entries}} ].
   * \f]
   * The last \f$ n-i \f$ entries of \f$ v_i \f$ are called the essential part of the Householder vector.
   *
@@ -87,7 +87,7 @@ struct hseq_side_dependent_impl
 {
   typedef Block<const VectorsType, Dynamic, 1> EssentialVectorType;
   typedef HouseholderSequence<VectorsType, CoeffsType, OnTheLeft> HouseholderSequenceType;
-  static inline const EssentialVectorType essentialVector(const HouseholderSequenceType& h, Index k)
+  static EIGEN_DEVICE_FUNC inline const EssentialVectorType essentialVector(const HouseholderSequenceType& h, Index k)
   {
     Index start = k+1+h.m_shift;
     return Block<const VectorsType,Dynamic,1>(h.m_vectors, start, k, h.rows()-start, 1);
@@ -120,7 +120,7 @@ template<typename VectorsType, typename CoeffsType, int Side> class HouseholderS
   : public EigenBase<HouseholderSequence<VectorsType,CoeffsType,Side> >
 {
     typedef typename internal::hseq_side_dependent_impl<VectorsType,CoeffsType,Side>::EssentialVectorType EssentialVectorType;
-  
+
   public:
     enum {
       RowsAtCompileTime = internal::traits<HouseholderSequence>::RowsAtCompileTime,
@@ -140,6 +140,28 @@ template<typename VectorsType, typename CoeffsType, int Side> class HouseholderS
       Side
     > ConjugateReturnType;
 
+    typedef HouseholderSequence<
+      VectorsType,
+      typename internal::conditional<NumTraits<Scalar>::IsComplex,
+        typename internal::remove_all<typename CoeffsType::ConjugateReturnType>::type,
+        CoeffsType>::type,
+      Side
+    > AdjointReturnType;
+
+    typedef HouseholderSequence<
+      typename internal::conditional<NumTraits<Scalar>::IsComplex,
+        typename internal::remove_all<typename VectorsType::ConjugateReturnType>::type,
+        VectorsType>::type,
+      CoeffsType,
+      Side
+    > TransposeReturnType;
+
+    typedef HouseholderSequence<
+      typename internal::add_const<VectorsType>::type,
+      typename internal::add_const<CoeffsType>::type,
+      Side
+    > ConstHouseholderSequence;
+
     /** \brief Constructor.
       * \param[in]  v      %Matrix containing the essential parts of the Householder vectors
       * \param[in]  h      Vector containing the Householder coefficients
@@ -157,33 +179,37 @@ template<typename VectorsType, typename CoeffsType, int Side> class HouseholderS
       *
       * \sa setLength(), setShift()
       */
+    EIGEN_DEVICE_FUNC
     HouseholderSequence(const VectorsType& v, const CoeffsType& h)
-      : m_vectors(v), m_coeffs(h), m_trans(false), m_length(v.diagonalSize()),
+      : m_vectors(v), m_coeffs(h), m_reverse(false), m_length(v.diagonalSize()),
         m_shift(0)
     {
     }
 
     /** \brief Copy constructor. */
+    EIGEN_DEVICE_FUNC
     HouseholderSequence(const HouseholderSequence& other)
       : m_vectors(other.m_vectors),
         m_coeffs(other.m_coeffs),
-        m_trans(other.m_trans),
+        m_reverse(other.m_reverse),
         m_length(other.m_length),
         m_shift(other.m_shift)
     {
     }
 
     /** \brief Number of rows of transformation viewed as a matrix.
-      * \returns Number of rows 
+      * \returns Number of rows
       * \details This equals the dimension of the space that the transformation acts on.
       */
-    Index rows() const { return Side==OnTheLeft ? m_vectors.rows() : m_vectors.cols(); }
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
+    Index rows() const EIGEN_NOEXCEPT { return Side==OnTheLeft ? m_vectors.rows() : m_vectors.cols(); }
 
     /** \brief Number of columns of transformation viewed as a matrix.
       * \returns Number of columns
       * \details This equals the dimension of the space that the transformation acts on.
       */
-    Index cols() const { return rows(); }
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
+    Index cols() const EIGEN_NOEXCEPT { return rows(); }
 
     /** \brief Essential part of a Householder vector.
       * \param[in]  k  Index of Householder reflection
@@ -191,14 +217,15 @@ template<typename VectorsType, typename CoeffsType, int Side> class HouseholderS
       *
       * This function returns the essential part of the Householder vector \f$ v_i \f$. This is a vector of
       * length \f$ n-i \f$ containing the last \f$ n-i \f$ entries of the vector
-      * \f[ 
-      * v_i = [\underbrace{0, \ldots, 0}_{i-1\mbox{ zeros}}, 1, \underbrace{*, \ldots,*}_{n-i\mbox{ arbitrary entries}} ]. 
+      * \f[
+      * v_i = [\underbrace{0, \ldots, 0}_{i-1\mbox{ zeros}}, 1, \underbrace{*, \ldots,*}_{n-i\mbox{ arbitrary entries}} ].
       * \f]
       * The index \f$ i \f$ equals \p k + shift(), corresponding to the k-th column of the matrix \p v
       * passed to the constructor.
       *
       * \sa setShift(), shift()
       */
+    EIGEN_DEVICE_FUNC
     const EssentialVectorType essentialVector(Index k) const
     {
       eigen_assert(k >= 0 && k < m_length);
@@ -206,31 +233,51 @@ template<typename VectorsType, typename CoeffsType, int Side> class HouseholderS
     }
 
     /** \brief %Transpose of the Householder sequence. */
-    HouseholderSequence transpose() const
+    TransposeReturnType transpose() const
     {
-      return HouseholderSequence(*this).setTrans(!m_trans);
+      return TransposeReturnType(m_vectors.conjugate(), m_coeffs)
+              .setReverseFlag(!m_reverse)
+              .setLength(m_length)
+              .setShift(m_shift);
     }
 
     /** \brief Complex conjugate of the Householder sequence. */
     ConjugateReturnType conjugate() const
     {
       return ConjugateReturnType(m_vectors.conjugate(), m_coeffs.conjugate())
-             .setTrans(m_trans)
+             .setReverseFlag(m_reverse)
              .setLength(m_length)
              .setShift(m_shift);
     }
 
+    /** \returns an expression of the complex conjugate of \c *this if Cond==true,
+     *           returns \c *this otherwise.
+     */
+    template<bool Cond>
+    EIGEN_DEVICE_FUNC
+    inline typename internal::conditional<Cond,ConjugateReturnType,ConstHouseholderSequence>::type
+    conjugateIf() const
+    {
+      typedef typename internal::conditional<Cond,ConjugateReturnType,ConstHouseholderSequence>::type ReturnType;
+      return ReturnType(m_vectors.template conjugateIf<Cond>(), m_coeffs.template conjugateIf<Cond>());
+    }
+
     /** \brief Adjoint (conjugate transpose) of the Householder sequence. */
-    ConjugateReturnType adjoint() const
+    AdjointReturnType adjoint() const
     {
-      return conjugate().setTrans(!m_trans);
+      return AdjointReturnType(m_vectors, m_coeffs.conjugate())
+              .setReverseFlag(!m_reverse)
+              .setLength(m_length)
+              .setShift(m_shift);
     }
 
     /** \brief Inverse of the Householder sequence (equals the adjoint). */
-    ConjugateReturnType inverse() const { return adjoint(); }
+    AdjointReturnType inverse() const { return adjoint(); }
 
     /** \internal */
-    template<typename DestType> inline void evalTo(DestType& dst) const
+    template<typename DestType>
+    inline EIGEN_DEVICE_FUNC
+    void evalTo(DestType& dst) const
     {
       Matrix<Scalar, DestType::RowsAtCompileTime, 1,
              AutoAlign|ColMajor, DestType::MaxRowsAtCompileTime, 1> workspace(rows());
@@ -239,6 +286,7 @@ template<typename VectorsType, typename CoeffsType, int Side> class HouseholderS
 
     /** \internal */
     template<typename Dest, typename Workspace>
+    EIGEN_DEVICE_FUNC
     void evalTo(Dest& dst, Workspace& workspace) const
     {
       workspace.resize(rows());
@@ -251,7 +299,7 @@ template<typename VectorsType, typename CoeffsType, int Side> class HouseholderS
         for(Index k = vecs-1; k >= 0; --k)
         {
           Index cornerSize = rows() - k - m_shift;
-          if(m_trans)
+          if(m_reverse)
             dst.bottomRightCorner(cornerSize, cornerSize)
                .applyHouseholderOnTheRight(essentialVector(k), m_coeffs.coeff(k), workspace.data());
           else
@@ -265,18 +313,26 @@ template<typename VectorsType, typename CoeffsType, int Side> class HouseholderS
         for(Index k = 0; k<cols()-vecs ; ++k)
           dst.col(k).tail(rows()-k-1).setZero();
       }
+      else if(m_length>BlockSize)
+      {
+        dst.setIdentity(rows(), rows());
+        if(m_reverse)
+          applyThisOnTheLeft(dst,workspace,true);
+        else
+          applyThisOnTheLeft(dst,workspace,true);
+      }
       else
       {
         dst.setIdentity(rows(), rows());
         for(Index k = vecs-1; k >= 0; --k)
         {
           Index cornerSize = rows() - k - m_shift;
-          if(m_trans)
+          if(m_reverse)
             dst.bottomRightCorner(cornerSize, cornerSize)
-               .applyHouseholderOnTheRight(essentialVector(k), m_coeffs.coeff(k), &workspace.coeffRef(0));
+               .applyHouseholderOnTheRight(essentialVector(k), m_coeffs.coeff(k), workspace.data());
           else
             dst.bottomRightCorner(cornerSize, cornerSize)
-               .applyHouseholderOnTheLeft(essentialVector(k), m_coeffs.coeff(k), &workspace.coeffRef(0));
+               .applyHouseholderOnTheLeft(essentialVector(k), m_coeffs.coeff(k), workspace.data());
         }
       }
     }
@@ -295,42 +351,52 @@ template<typename VectorsType, typename CoeffsType, int Side> class HouseholderS
       workspace.resize(dst.rows());
       for(Index k = 0; k < m_length; ++k)
       {
-        Index actual_k = m_trans ? m_length-k-1 : k;
+        Index actual_k = m_reverse ? m_length-k-1 : k;
         dst.rightCols(rows()-m_shift-actual_k)
            .applyHouseholderOnTheRight(essentialVector(actual_k), m_coeffs.coeff(actual_k), workspace.data());
       }
     }
 
     /** \internal */
-    template<typename Dest> inline void applyThisOnTheLeft(Dest& dst) const
+    template<typename Dest> inline void applyThisOnTheLeft(Dest& dst, bool inputIsIdentity = false) const
     {
       Matrix<Scalar,1,Dest::ColsAtCompileTime,RowMajor,1,Dest::MaxColsAtCompileTime> workspace;
-      applyThisOnTheLeft(dst, workspace);
+      applyThisOnTheLeft(dst, workspace, inputIsIdentity);
     }
 
     /** \internal */
     template<typename Dest, typename Workspace>
-    inline void applyThisOnTheLeft(Dest& dst, Workspace& workspace) const
+    inline void applyThisOnTheLeft(Dest& dst, Workspace& workspace, bool inputIsIdentity = false) const
     {
-      const Index BlockSize = 48;
+      if(inputIsIdentity && m_reverse)
+        inputIsIdentity = false;
       // if the entries are large enough, then apply the reflectors by block
       if(m_length>=BlockSize && dst.cols()>1)
       {
-        for(Index i = 0; i < m_length; i+=BlockSize)
+        // Make sure we have at least 2 useful blocks, otherwise it is point-less:
+        Index blockSize = m_length<Index(2*BlockSize) ? (m_length+1)/2 : Index(BlockSize);
+        for(Index i = 0; i < m_length; i+=blockSize)
         {
-          Index end = m_trans ? (std::min)(m_length,i+BlockSize) : m_length-i;
-          Index k = m_trans ? i : (std::max)(Index(0),end-BlockSize);
+          Index end = m_reverse ? (std::min)(m_length,i+blockSize) : m_length-i;
+          Index k = m_reverse ? i : (std::max)(Index(0),end-blockSize);
           Index bs = end-k;
           Index start = k + m_shift;
-          
+
           typedef Block<typename internal::remove_all<VectorsType>::type,Dynamic,Dynamic> SubVectorsType;
           SubVectorsType sub_vecs1(m_vectors.const_cast_derived(), Side==OnTheRight ? k : start,
                                                                    Side==OnTheRight ? start : k,
                                                                    Side==OnTheRight ? bs : m_vectors.rows()-start,
                                                                    Side==OnTheRight ? m_vectors.cols()-start : bs);
           typename internal::conditional<Side==OnTheRight, Transpose<SubVectorsType>, SubVectorsType&>::type sub_vecs(sub_vecs1);
-          Block<Dest,Dynamic,Dynamic> sub_dst(dst,dst.rows()-rows()+m_shift+k,0, rows()-m_shift-k,dst.cols());
-          apply_block_householder_on_the_left(sub_dst, sub_vecs, m_coeffs.segment(k, bs), !m_trans);
+
+          Index dstStart = dst.rows()-rows()+m_shift+k;
+          Index dstRows  = rows()-m_shift-k;
+          Block<Dest,Dynamic,Dynamic> sub_dst(dst,
+                                              dstStart,
+                                              inputIsIdentity ? dstStart : 0,
+                                              dstRows,
+                                              inputIsIdentity ? dstRows : dst.cols());
+          apply_block_householder_on_the_left(sub_dst, sub_vecs, m_coeffs.segment(k, bs), !m_reverse);
         }
       }
       else
@@ -338,8 +404,9 @@ template<typename VectorsType, typename CoeffsType, int Side> class HouseholderS
         workspace.resize(dst.cols());
         for(Index k = 0; k < m_length; ++k)
         {
-          Index actual_k = m_trans ? k : m_length-k-1;
-          dst.bottomRows(rows()-m_shift-actual_k)
+          Index actual_k = m_reverse ? k : m_length-k-1;
+          Index dstStart = rows()-m_shift-actual_k;
+          dst.bottomRightCorner(dstStart, inputIsIdentity ? dstStart : dst.cols())
             .applyHouseholderOnTheLeft(essentialVector(actual_k), m_coeffs.coeff(actual_k), workspace.data());
         }
       }
@@ -357,7 +424,7 @@ template<typename VectorsType, typename CoeffsType, int Side> class HouseholderS
     {
       typename internal::matrix_type_times_scalar_type<Scalar, OtherDerived>::Type
         res(other.template cast<typename internal::matrix_type_times_scalar_type<Scalar,OtherDerived>::ResultScalar>());
-      applyThisOnTheLeft(res);
+      applyThisOnTheLeft(res, internal::is_identity<OtherDerived>::value && res.rows()==res.cols());
       return res;
     }
 
@@ -372,6 +439,7 @@ template<typename VectorsType, typename CoeffsType, int Side> class HouseholderS
       *
       * \sa length()
       */
+    EIGEN_DEVICE_FUNC
     HouseholderSequence& setLength(Index length)
     {
       m_length = length;
@@ -389,13 +457,17 @@ template<typename VectorsType, typename CoeffsType, int Side> class HouseholderS
       *
       * \sa shift()
       */
+    EIGEN_DEVICE_FUNC
     HouseholderSequence& setShift(Index shift)
     {
       m_shift = shift;
       return *this;
     }
 
+    EIGEN_DEVICE_FUNC
     Index length() const { return m_length; }  /**< \brief Returns the length of the Householder sequence. */
+
+    EIGEN_DEVICE_FUNC
     Index shift() const { return m_shift; }    /**< \brief Returns the shift of the Householder sequence. */
 
     /* Necessary for .adjoint() and .conjugate() */
@@ -403,27 +475,30 @@ template<typename VectorsType, typename CoeffsType, int Side> class HouseholderS
 
   protected:
 
-    /** \brief Sets the transpose flag.
-      * \param [in]  trans  New value of the transpose flag.
+    /** \internal
+      * \brief Sets the reverse flag.
+      * \param [in]  reverse  New value of the reverse flag.
       *
-      * By default, the transpose flag is not set. If the transpose flag is set, then this object represents 
-      * \f$ H^T = H_{n-1}^T \ldots H_1^T H_0^T \f$ instead of \f$ H = H_0 H_1 \ldots H_{n-1} \f$.
+      * By default, the reverse flag is not set. If the reverse flag is set, then this object represents
+      * \f$ H^r = H_{n-1} \ldots H_1 H_0 \f$ instead of \f$ H = H_0 H_1 \ldots H_{n-1} \f$.
+      * \note For real valued HouseholderSequence this is equivalent to transposing \f$ H \f$.
       *
-      * \sa trans()
+      * \sa reverseFlag(), transpose(), adjoint()
       */
-    HouseholderSequence& setTrans(bool trans)
+    HouseholderSequence& setReverseFlag(bool reverse)
     {
-      m_trans = trans;
+      m_reverse = reverse;
       return *this;
     }
 
-    bool trans() const { return m_trans; }     /**< \brief Returns the transpose flag. */
+    bool reverseFlag() const { return m_reverse; }     /**< \internal \brief Returns the reverse flag. */
 
     typename VectorsType::Nested m_vectors;
     typename CoeffsType::Nested m_coeffs;
-    bool m_trans;
+    bool m_reverse;
     Index m_length;
     Index m_shift;
+    enum { BlockSize = 48 };
 };
 
 /** \brief Computes the product of a matrix with a Householder sequence.
@@ -444,7 +519,7 @@ typename internal::matrix_type_times_scalar_type<typename VectorsType::Scalar,Ot
 }
 
 /** \ingroup Householder_Module \householder_module
-  * \brief Convenience function for constructing a Householder sequence. 
+  * \brief Convenience function for constructing a Householder sequence.
   * \returns A HouseholderSequence constructed from the specified arguments.
   */
 template<typename VectorsType, typename CoeffsType>
@@ -454,7 +529,7 @@ HouseholderSequence<VectorsType,CoeffsType> householderSequence(const VectorsTyp
 }
 
 /** \ingroup Householder_Module \householder_module
-  * \brief Convenience function for constructing a Householder sequence. 
+  * \brief Convenience function for constructing a Householder sequence.
   * \returns A HouseholderSequence constructed from the specified arguments.
   * \details This function differs from householderSequence() in that the template argument \p OnTheSide of
   * the constructed HouseholderSequence is set to OnTheRight, instead of the default OnTheLeft.

package/eigen/Eigen/src/IterativeLinearSolvers/BasicPreconditioners.h

@@ -10,7 +10,7 @@
 #ifndef EIGEN_BASIC_PRECONDITIONERS_H
 #define EIGEN_BASIC_PRECONDITIONERS_H
 
-namespace Eigen { 
+namespace Eigen {
 
 /** \ingroup IterativeLinearSolvers_Module
   * \brief A preconditioner based on the digonal entries
@@ -52,15 +52,15 @@ class DiagonalPreconditioner
       compute(mat);
     }
 
-    Index rows() const { return m_invdiag.size(); }
-    Index cols() const { return m_invdiag.size(); }
-    
+    EIGEN_CONSTEXPR Index rows() const EIGEN_NOEXCEPT { return m_invdiag.size(); }
+    EIGEN_CONSTEXPR Index cols() const EIGEN_NOEXCEPT { return m_invdiag.size(); }
+
     template<typename MatType>
     DiagonalPreconditioner& analyzePattern(const MatType& )
     {
       return *this;
     }
-    
+
     template<typename MatType>
     DiagonalPreconditioner& factorize(const MatType& mat)
     {
@@ -77,7 +77,7 @@ class DiagonalPreconditioner
       m_isInitialized = true;
       return *this;
     }
-    
+
     template<typename MatType>
     DiagonalPreconditioner& compute(const MatType& mat)
     {
@@ -99,7 +99,7 @@ class DiagonalPreconditioner
                 && "DiagonalPreconditioner::solve(): invalid number of rows of the right hand side matrix b");
       return Solve<DiagonalPreconditioner, Rhs>(*this, b.derived());
     }
-    
+
     ComputationInfo info() { return Success; }
 
   protected:
@@ -121,7 +121,7 @@ class DiagonalPreconditioner
   * \implsparsesolverconcept
   *
   * The diagonal entries are pre-inverted and stored into a dense vector.
-  * 
+  *
   * \sa class LeastSquaresConjugateGradient, class DiagonalPreconditioner
   */
 template <typename _Scalar>
@@ -146,7 +146,7 @@ class LeastSquareDiagonalPreconditioner : public DiagonalPreconditioner<_Scalar>
     {
       return *this;
     }
-    
+
     template<typename MatType>
     LeastSquareDiagonalPreconditioner& factorize(const MatType& mat)
     {
@@ -178,13 +178,13 @@ class LeastSquareDiagonalPreconditioner : public DiagonalPreconditioner<_Scalar>
       Base::m_isInitialized = true;
       return *this;
     }
-    
+
     template<typename MatType>
     LeastSquareDiagonalPreconditioner& compute(const MatType& mat)
     {
       return factorize(mat);
     }
-    
+
     ComputationInfo info() { return Success; }
 
   protected:
@@ -205,19 +205,19 @@ class IdentityPreconditioner
 
     template<typename MatrixType>
     explicit IdentityPreconditioner(const MatrixType& ) {}
-    
+
     template<typename MatrixType>
     IdentityPreconditioner& analyzePattern(const MatrixType& ) { return *this; }
-    
+
     template<typename MatrixType>
     IdentityPreconditioner& factorize(const MatrixType& ) { return *this; }
 
     template<typename MatrixType>
     IdentityPreconditioner& compute(const MatrixType& ) { return *this; }
-    
+
     template<typename Rhs>
     inline const Rhs& solve(const Rhs& b) const { return b; }
-    
+
     ComputationInfo info() { return Success; }
 };
 

package/eigen/Eigen/src/IterativeLinearSolvers/BiCGSTAB.h

@@ -191,32 +191,16 @@ public:
 
   /** \internal */
   template<typename Rhs,typename Dest>
-  void _solve_with_guess_impl(const Rhs& b, Dest& x) const
+  void _solve_vector_with_guess_impl(const Rhs& b, Dest& x) const
   {    
-    bool failed = false;
-    for(Index j=0; j<b.cols(); ++j)
-    {
-      m_iterations = Base::maxIterations();
-      m_error = Base::m_tolerance;
-      
-      typename Dest::ColXpr xj(x,j);
-      if(!internal::bicgstab(matrix(), b.col(j), xj, Base::m_preconditioner, m_iterations, m_error))
-        failed = true;
-    }
-    m_info = failed ? NumericalIssue
+    m_iterations = Base::maxIterations();
+    m_error = Base::m_tolerance;
+    
+    bool ret = internal::bicgstab(matrix(), b, x, Base::m_preconditioner, m_iterations, m_error);
+
+    m_info = (!ret) ? NumericalIssue
            : m_error <= Base::m_tolerance ? Success
            : NoConvergence;
-    m_isInitialized = true;
-  }
-
-  /** \internal */
-  using Base::_solve_impl;
-  template<typename Rhs,typename Dest>
-  void _solve_impl(const MatrixBase<Rhs>& b, Dest& x) const
-  {
-    x.resize(this->rows(),b.cols());
-    x.setZero();
-    _solve_with_guess_impl(b,x);
   }
 
 protected:

package/eigen/Eigen/src/IterativeLinearSolvers/ConjugateGradient.h

@@ -51,7 +51,7 @@ void conjugate_gradient(const MatrixType& mat, const Rhs& rhs, Dest& x,
     return;
   }
   const RealScalar considerAsZero = (std::numeric_limits<RealScalar>::min)();
-  RealScalar threshold = numext::maxi(tol*tol*rhsNorm2,considerAsZero);
+  RealScalar threshold = numext::maxi(RealScalar(tol*tol*rhsNorm2),considerAsZero);
   RealScalar residualNorm2 = residual.squaredNorm();
   if (residualNorm2 < threshold)
   {
@@ -195,7 +195,7 @@ public:
 
   /** \internal */
   template<typename Rhs,typename Dest>
-  void _solve_with_guess_impl(const Rhs& b, Dest& x) const
+  void _solve_vector_with_guess_impl(const Rhs& b, Dest& x) const
   {
     typedef typename Base::MatrixWrapper MatrixWrapper;
     typedef typename Base::ActualMatrixType ActualMatrixType;
@@ -211,31 +211,14 @@ public:
                                            RowMajorWrapper,
                                            typename MatrixWrapper::template ConstSelfAdjointViewReturnType<UpLo>::Type
                                           >::type SelfAdjointWrapper;
+
     m_iterations = Base::maxIterations();
     m_error = Base::m_tolerance;
 
-    for(Index j=0; j<b.cols(); ++j)
-    {
-      m_iterations = Base::maxIterations();
-      m_error = Base::m_tolerance;
-
-      typename Dest::ColXpr xj(x,j);
-      RowMajorWrapper row_mat(matrix());
-      internal::conjugate_gradient(SelfAdjointWrapper(row_mat), b.col(j), xj, Base::m_preconditioner, m_iterations, m_error);
-    }
-
-    m_isInitialized = true;
+    RowMajorWrapper row_mat(matrix());
+    internal::conjugate_gradient(SelfAdjointWrapper(row_mat), b, x, Base::m_preconditioner, m_iterations, m_error);
     m_info = m_error <= Base::m_tolerance ? Success : NoConvergence;
   }
-  
-  /** \internal */
-  using Base::_solve_impl;
-  template<typename Rhs,typename Dest>
-  void _solve_impl(const MatrixBase<Rhs>& b, Dest& x) const
-  {
-    x.setZero();
-    _solve_with_guess_impl(b.derived(),x);
-  }
 
 protected: