@smake/eigen 1.0.2 → 1.1.1

package/eigen/Eigen/src/LU/PartialPivLU.h

@@ -11,428 +11,402 @@
 #ifndef EIGEN_PARTIALLU_H
 #define EIGEN_PARTIALLU_H
 
+// IWYU pragma: private
+#include "./InternalHeaderCheck.h"
+
 namespace Eigen {
 
 namespace internal {
-template<typename _MatrixType> struct traits<PartialPivLU<_MatrixType> >
- : traits<_MatrixType>
-{
+template <typename MatrixType_, typename PermutationIndex_>
+struct traits<PartialPivLU<MatrixType_, PermutationIndex_> > : traits<MatrixType_> {
   typedef MatrixXpr XprKind;
   typedef SolverStorage StorageKind;
-  typedef traits<_MatrixType> BaseTraits;
-  enum {
-    Flags = BaseTraits::Flags & RowMajorBit,
-    CoeffReadCost = Dynamic
-  };
+  typedef PermutationIndex_ StorageIndex;
+  typedef traits<MatrixType_> BaseTraits;
+  enum { Flags = BaseTraits::Flags & RowMajorBit, CoeffReadCost = Dynamic };
 };
 
-template<typename T,typename Derived>
+template <typename T, typename Derived>
 struct enable_if_ref;
 // {
 //   typedef Derived type;
 // };
 
-template<typename T,typename Derived>
-struct enable_if_ref<Ref<T>,Derived> {
+template <typename T, typename Derived>
+struct enable_if_ref<Ref<T>, Derived> {
   typedef Derived type;
 };
 
-} // end namespace internal
+}  // end namespace internal
 
 /** \ingroup LU_Module
-  *
-  * \class PartialPivLU
-  *
-  * \brief LU decomposition of a matrix with partial pivoting, and related features
-  *
-  * \tparam _MatrixType the type of the matrix of which we are computing the LU decomposition
-  *
-  * This class represents a LU decomposition of a \b square \b invertible matrix, with partial pivoting: the matrix A
-  * is decomposed as A = PLU where L is unit-lower-triangular, U is upper-triangular, and P
-  * is a permutation matrix.
-  *
-  * Typically, partial pivoting LU decomposition is only considered numerically stable for square invertible
-  * matrices. Thus LAPACK's dgesv and dgesvx require the matrix to be square and invertible. The present class
-  * does the same. It will assert that the matrix is square, but it won't (actually it can't) check that the
-  * matrix is invertible: it is your task to check that you only use this decomposition on invertible matrices.
-  *
-  * The guaranteed safe alternative, working for all matrices, is the full pivoting LU decomposition, provided
-  * by class FullPivLU.
-  *
-  * This is \b not a rank-revealing LU decomposition. Many features are intentionally absent from this class,
-  * such as rank computation. If you need these features, use class FullPivLU.
-  *
-  * This LU decomposition is suitable to invert invertible matrices. It is what MatrixBase::inverse() uses
-  * in the general case.
-  * On the other hand, it is \b not suitable to determine whether a given matrix is invertible.
-  *
-  * The data of the LU decomposition can be directly accessed through the methods matrixLU(), permutationP().
-  *
-  * This class supports the \link InplaceDecomposition inplace decomposition \endlink mechanism.
-  * 
-  * \sa MatrixBase::partialPivLu(), MatrixBase::determinant(), MatrixBase::inverse(), MatrixBase::computeInverse(), class FullPivLU
-  */
-template<typename _MatrixType> class PartialPivLU
-  : public SolverBase<PartialPivLU<_MatrixType> >
-{
-  public:
-
-    typedef _MatrixType MatrixType;
-    typedef SolverBase<PartialPivLU> Base;
-    EIGEN_GENERIC_PUBLIC_INTERFACE(PartialPivLU)
-    // FIXME StorageIndex defined in EIGEN_GENERIC_PUBLIC_INTERFACE should be int
-    enum {
-      MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
-      MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
-    };
-    typedef PermutationMatrix<RowsAtCompileTime, MaxRowsAtCompileTime> PermutationType;
-    typedef Transpositions<RowsAtCompileTime, MaxRowsAtCompileTime> TranspositionType;
-    typedef typename MatrixType::PlainObject PlainObject;
-
-    /**
-      * \brief Default Constructor.
-      *
-      * The default constructor is useful in cases in which the user intends to
-      * perform decompositions via PartialPivLU::compute(const MatrixType&).
-      */
-    PartialPivLU();
-
-    /** \brief Default Constructor with memory preallocation
-      *
-      * Like the default constructor but with preallocation of the internal data
-      * according to the specified problem \a size.
-      * \sa PartialPivLU()
-      */
-    explicit PartialPivLU(Index size);
-
-    /** Constructor.
-      *
-      * \param matrix the matrix of which to compute the LU decomposition.
-      *
-      * \warning The matrix should have full rank (e.g. if it's square, it should be invertible).
-      * If you need to deal with non-full rank, use class FullPivLU instead.
-      */
-    template<typename InputType>
-    explicit PartialPivLU(const EigenBase<InputType>& matrix);
-
-    /** Constructor for \link InplaceDecomposition inplace decomposition \endlink
-      *
-      * \param matrix the matrix of which to compute the LU decomposition.
-      *
-      * \warning The matrix should have full rank (e.g. if it's square, it should be invertible).
-      * If you need to deal with non-full rank, use class FullPivLU instead.
-      */
-    template<typename InputType>
-    explicit PartialPivLU(EigenBase<InputType>& matrix);
-
-    template<typename InputType>
-    PartialPivLU& compute(const EigenBase<InputType>& matrix) {
-      m_lu = matrix.derived();
-      compute();
-      return *this;
-    }
-
-    /** \returns the LU decomposition matrix: the upper-triangular part is U, the
-      * unit-lower-triangular part is L (at least for square matrices; in the non-square
-      * case, special care is needed, see the documentation of class FullPivLU).
-      *
-      * \sa matrixL(), matrixU()
-      */
-    inline const MatrixType& matrixLU() const
-    {
-      eigen_assert(m_isInitialized && "PartialPivLU is not initialized.");
-      return m_lu;
-    }
+ *
+ * \class PartialPivLU
+ *
+ * \brief LU decomposition of a matrix with partial pivoting, and related features
+ *
+ * \tparam MatrixType_ the type of the matrix of which we are computing the LU decomposition
+ *
+ * This class represents a LU decomposition of a \b square \b invertible matrix, with partial pivoting: the matrix A
+ * is decomposed as A = PLU where L is unit-lower-triangular, U is upper-triangular, and P
+ * is a permutation matrix.
+ *
+ * Typically, partial pivoting LU decomposition is only considered numerically stable for square invertible
+ * matrices. Thus LAPACK's dgesv and dgesvx require the matrix to be square and invertible. The present class
+ * does the same. It will assert that the matrix is square, but it won't (actually it can't) check that the
+ * matrix is invertible: it is your task to check that you only use this decomposition on invertible matrices.
+ *
+ * The guaranteed safe alternative, working for all matrices, is the full pivoting LU decomposition, provided
+ * by class FullPivLU.
+ *
+ * This is \b not a rank-revealing LU decomposition. Many features are intentionally absent from this class,
+ * such as rank computation. If you need these features, use class FullPivLU.
+ *
+ * This LU decomposition is suitable to invert invertible matrices. It is what MatrixBase::inverse() uses
+ * in the general case.
+ * On the other hand, it is \b not suitable to determine whether a given matrix is invertible.
+ *
+ * The data of the LU decomposition can be directly accessed through the methods matrixLU(), permutationP().
+ *
+ * This class supports the \link InplaceDecomposition inplace decomposition \endlink mechanism.
+ *
+ * \sa MatrixBase::partialPivLu(), MatrixBase::determinant(), MatrixBase::inverse(), MatrixBase::computeInverse(), class
+ * FullPivLU
+ */
+template <typename MatrixType_, typename PermutationIndex_>
+class PartialPivLU : public SolverBase<PartialPivLU<MatrixType_, PermutationIndex_> > {
+ public:
+  typedef MatrixType_ MatrixType;
+  typedef SolverBase<PartialPivLU> Base;
+  friend class SolverBase<PartialPivLU>;
+
+  EIGEN_GENERIC_PUBLIC_INTERFACE(PartialPivLU)
+  enum {
+    MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
+    MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
+  };
+  using PermutationIndex = PermutationIndex_;
+  typedef PermutationMatrix<RowsAtCompileTime, MaxRowsAtCompileTime, PermutationIndex> PermutationType;
+  typedef Transpositions<RowsAtCompileTime, MaxRowsAtCompileTime, PermutationIndex> TranspositionType;
+  typedef typename MatrixType::PlainObject PlainObject;
+
+  /** \brief Reports whether the LU factorization was successful.
+   *
+   * \note This function always returns \c Success. It is provided for compatibility
+   * with other factorization routines.
+   * \returns \c Success
+   */
+  ComputationInfo info() const {
+    eigen_assert(m_isInitialized && "PartialPivLU is not initialized.");
+    return Success;
+  }
 
-    /** \returns the permutation matrix P.
-      */
-    inline const PermutationType& permutationP() const
-    {
-      eigen_assert(m_isInitialized && "PartialPivLU is not initialized.");
-      return m_p;
-    }
+  /**
+   * \brief Default Constructor.
+   *
+   * The default constructor is useful in cases in which the user intends to
+   * perform decompositions via PartialPivLU::compute(const MatrixType&).
+   */
+  PartialPivLU();
+
+  /** \brief Default Constructor with memory preallocation
+   *
+   * Like the default constructor but with preallocation of the internal data
+   * according to the specified problem \a size.
+   * \sa PartialPivLU()
+   */
+  explicit PartialPivLU(Index size);
+
+  /** Constructor.
+   *
+   * \param matrix the matrix of which to compute the LU decomposition.
+   *
+   * \warning The matrix should have full rank (e.g. if it's square, it should be invertible).
+   * If you need to deal with non-full rank, use class FullPivLU instead.
+   */
+  template <typename InputType>
+  explicit PartialPivLU(const EigenBase<InputType>& matrix);
+
+  /** Constructor for \link InplaceDecomposition inplace decomposition \endlink
+   *
+   * \param matrix the matrix of which to compute the LU decomposition.
+   *
+   * \warning The matrix should have full rank (e.g. if it's square, it should be invertible).
+   * If you need to deal with non-full rank, use class FullPivLU instead.
+   */
+  template <typename InputType>
+  explicit PartialPivLU(EigenBase<InputType>& matrix);
+
+  template <typename InputType>
+  PartialPivLU& compute(const EigenBase<InputType>& matrix) {
+    m_lu = matrix.derived();
+    compute();
+    return *this;
+  }
 
-    /** This method returns the solution x to the equation Ax=b, where A is the matrix of which
-      * *this is the LU decomposition.
-      *
-      * \param b the right-hand-side of the equation to solve. Can be a vector or a matrix,
-      *          the only requirement in order for the equation to make sense is that
-      *          b.rows()==A.rows(), where A is the matrix of which *this is the LU decomposition.
-      *
-      * \returns the solution.
-      *
-      * Example: \include PartialPivLU_solve.cpp
-      * Output: \verbinclude PartialPivLU_solve.out
-      *
-      * Since this PartialPivLU class assumes anyway that the matrix A is invertible, the solution
-      * theoretically exists and is unique regardless of b.
-      *
-      * \sa TriangularView::solve(), inverse(), computeInverse()
-      */
-    // FIXME this is a copy-paste of the base-class member to add the isInitialized assertion.
-    template<typename Rhs>
-    inline const Solve<PartialPivLU, Rhs>
-    solve(const MatrixBase<Rhs>& b) const
-    {
-      eigen_assert(m_isInitialized && "PartialPivLU is not initialized.");
-      return Solve<PartialPivLU, Rhs>(*this, b.derived());
-    }
+  /** \returns the LU decomposition matrix: the upper-triangular part is U, the
+   * unit-lower-triangular part is L (at least for square matrices; in the non-square
+   * case, special care is needed, see the documentation of class FullPivLU).
+   *
+   * \sa matrixL(), matrixU()
+   */
+  inline const MatrixType& matrixLU() const {
+    eigen_assert(m_isInitialized && "PartialPivLU is not initialized.");
+    return m_lu;
+  }
 
-    /** \returns an estimate of the reciprocal condition number of the matrix of which \c *this is
-        the LU decomposition.
-      */
-    inline RealScalar rcond() const
-    {
-      eigen_assert(m_isInitialized && "PartialPivLU is not initialized.");
-      return internal::rcond_estimate_helper(m_l1_norm, *this);
-    }
+  /** \returns the permutation matrix P.
+   */
+  inline const PermutationType& permutationP() const {
+    eigen_assert(m_isInitialized && "PartialPivLU is not initialized.");
+    return m_p;
+  }
 
-    /** \returns the inverse of the matrix of which *this is the LU decomposition.
-      *
-      * \warning The matrix being decomposed here is assumed to be invertible. If you need to check for
-      *          invertibility, use class FullPivLU instead.
-      *
-      * \sa MatrixBase::inverse(), LU::inverse()
-      */
-    inline const Inverse<PartialPivLU> inverse() const
-    {
-      eigen_assert(m_isInitialized && "PartialPivLU is not initialized.");
-      return Inverse<PartialPivLU>(*this);
-    }
+#ifdef EIGEN_PARSED_BY_DOXYGEN
+  /** This method returns the solution x to the equation Ax=b, where A is the matrix of which
+   * *this is the LU decomposition.
+   *
+   * \param b the right-hand-side of the equation to solve. Can be a vector or a matrix,
+   *          the only requirement in order for the equation to make sense is that
+   *          b.rows()==A.rows(), where A is the matrix of which *this is the LU decomposition.
+   *
+   * \returns the solution.
+   *
+   * Example: \include PartialPivLU_solve.cpp
+   * Output: \verbinclude PartialPivLU_solve.out
+   *
+   * Since this PartialPivLU class assumes anyway that the matrix A is invertible, the solution
+   * theoretically exists and is unique regardless of b.
+   *
+   * \sa TriangularView::solve(), inverse(), computeInverse()
+   */
+  template <typename Rhs>
+  inline const Solve<PartialPivLU, Rhs> solve(const MatrixBase<Rhs>& b) const;
+#endif
+
+  /** \returns an estimate of the reciprocal condition number of the matrix of which \c *this is
+      the LU decomposition.
+    */
+  inline RealScalar rcond() const {
+    eigen_assert(m_isInitialized && "PartialPivLU is not initialized.");
+    return internal::rcond_estimate_helper(m_l1_norm, *this);
+  }
 
-    /** \returns the determinant of the matrix of which
-      * *this is the LU decomposition. It has only linear complexity
-      * (that is, O(n) where n is the dimension of the square matrix)
-      * as the LU decomposition has already been computed.
-      *
-      * \note For fixed-size matrices of size up to 4, MatrixBase::determinant() offers
-      *       optimized paths.
-      *
-      * \warning a determinant can be very big or small, so for matrices
-      * of large enough dimension, there is a risk of overflow/underflow.
-      *
-      * \sa MatrixBase::determinant()
-      */
-    Scalar determinant() const;
-
-    MatrixType reconstructedMatrix() const;
-
-    inline Index rows() const { return m_lu.rows(); }
-    inline Index cols() const { return m_lu.cols(); }
-
-    #ifndef EIGEN_PARSED_BY_DOXYGEN
-    template<typename RhsType, typename DstType>
-    EIGEN_DEVICE_FUNC
-    void _solve_impl(const RhsType &rhs, DstType &dst) const {
-     /* The decomposition PA = LU can be rewritten as A = P^{-1} L U.
-      * So we proceed as follows:
-      * Step 1: compute c = Pb.
-      * Step 2: replace c by the solution x to Lx = c.
-      * Step 3: replace c by the solution x to Ux = c.
-      */
-
-      eigen_assert(rhs.rows() == m_lu.rows());
-
-      // Step 1
-      dst = permutationP() * rhs;
-
-      // Step 2
-      m_lu.template triangularView<UnitLower>().solveInPlace(dst);
-
-      // Step 3
-      m_lu.template triangularView<Upper>().solveInPlace(dst);
-    }
+  /** \returns the inverse of the matrix of which *this is the LU decomposition.
+   *
+   * \warning The matrix being decomposed here is assumed to be invertible. If you need to check for
+   *          invertibility, use class FullPivLU instead.
+   *
+   * \sa MatrixBase::inverse(), LU::inverse()
+   */
+  inline const Inverse<PartialPivLU> inverse() const {
+    eigen_assert(m_isInitialized && "PartialPivLU is not initialized.");
+    return Inverse<PartialPivLU>(*this);
+  }
 
-    template<bool Conjugate, typename RhsType, typename DstType>
-    EIGEN_DEVICE_FUNC
-    void _solve_impl_transposed(const RhsType &rhs, DstType &dst) const {
-     /* The decomposition PA = LU can be rewritten as A = P^{-1} L U.
-      * So we proceed as follows:
-      * Step 1: compute c = Pb.
-      * Step 2: replace c by the solution x to Lx = c.
-      * Step 3: replace c by the solution x to Ux = c.
-      */
-
-      eigen_assert(rhs.rows() == m_lu.cols());
-
-      if (Conjugate) {
-        // Step 1
-        dst = m_lu.template triangularView<Upper>().adjoint().solve(rhs);
-        // Step 2
-        m_lu.template triangularView<UnitLower>().adjoint().solveInPlace(dst);
-      } else {
-        // Step 1
-        dst = m_lu.template triangularView<Upper>().transpose().solve(rhs);
-        // Step 2
-        m_lu.template triangularView<UnitLower>().transpose().solveInPlace(dst);
-      }
-      // Step 3
-      dst = permutationP().transpose() * dst;
-    }
-    #endif
+  /** \returns the determinant of the matrix of which
+   * *this is the LU decomposition. It has only linear complexity
+   * (that is, O(n) where n is the dimension of the square matrix)
+   * as the LU decomposition has already been computed.
+   *
+   * \note For fixed-size matrices of size up to 4, MatrixBase::determinant() offers
+   *       optimized paths.
+   *
+   * \warning a determinant can be very big or small, so for matrices
+   * of large enough dimension, there is a risk of overflow/underflow.
+   *
+   * \sa MatrixBase::determinant()
+   */
+  Scalar determinant() const;
+
+  MatrixType reconstructedMatrix() const;
+
+  constexpr Index rows() const noexcept { return m_lu.rows(); }
+  constexpr Index cols() const noexcept { return m_lu.cols(); }
+
+#ifndef EIGEN_PARSED_BY_DOXYGEN
+  template <typename RhsType, typename DstType>
+  EIGEN_DEVICE_FUNC void _solve_impl(const RhsType& rhs, DstType& dst) const {
+    /* The decomposition PA = LU can be rewritten as A = P^{-1} L U.
+     * So we proceed as follows:
+     * Step 1: compute c = Pb.
+     * Step 2: replace c by the solution x to Lx = c.
+     * Step 3: replace c by the solution x to Ux = c.
+     */
+
+    // Step 1
+    dst = permutationP() * rhs;
+
+    // Step 2
+    m_lu.template triangularView<UnitLower>().solveInPlace(dst);
+
+    // Step 3
+    m_lu.template triangularView<Upper>().solveInPlace(dst);
+  }
 
-  protected:
+  template <bool Conjugate, typename RhsType, typename DstType>
+  EIGEN_DEVICE_FUNC void _solve_impl_transposed(const RhsType& rhs, DstType& dst) const {
+    /* The decomposition PA = LU can be rewritten as A^T = U^T L^T P.
+     * So we proceed as follows:
+     * Step 1: compute c as the solution to L^T c = b
+     * Step 2: replace c by the solution x to U^T x = c.
+     * Step 3: update  c = P^-1 c.
+     */
+
+    eigen_assert(rhs.rows() == m_lu.cols());
+
+    // Step 1
+    dst = m_lu.template triangularView<Upper>().transpose().template conjugateIf<Conjugate>().solve(rhs);
+    // Step 2
+    m_lu.template triangularView<UnitLower>().transpose().template conjugateIf<Conjugate>().solveInPlace(dst);
+    // Step 3
+    dst = permutationP().transpose() * dst;
+  }
+#endif
 
-    static void check_template_parameters()
-    {
-      EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar);
-    }
+ protected:
+  EIGEN_STATIC_ASSERT_NON_INTEGER(Scalar)
 
-    void compute();
+  void compute();
 
-    MatrixType m_lu;
-    PermutationType m_p;
-    TranspositionType m_rowsTranspositions;
-    RealScalar m_l1_norm;
-    signed char m_det_p;
-    bool m_isInitialized;
+  MatrixType m_lu;
+  PermutationType m_p;
+  TranspositionType m_rowsTranspositions;
+  RealScalar m_l1_norm;
+  signed char m_det_p;
+  bool m_isInitialized;
 };
 
-template<typename MatrixType>
-PartialPivLU<MatrixType>::PartialPivLU()
-  : m_lu(),
-    m_p(),
-    m_rowsTranspositions(),
-    m_l1_norm(0),
-    m_det_p(0),
-    m_isInitialized(false)
-{
-}
-
-template<typename MatrixType>
-PartialPivLU<MatrixType>::PartialPivLU(Index size)
-  : m_lu(size, size),
-    m_p(size),
-    m_rowsTranspositions(size),
-    m_l1_norm(0),
-    m_det_p(0),
-    m_isInitialized(false)
-{
-}
-
-template<typename MatrixType>
-template<typename InputType>
-PartialPivLU<MatrixType>::PartialPivLU(const EigenBase<InputType>& matrix)
-  : m_lu(matrix.rows(),matrix.cols()),
-    m_p(matrix.rows()),
-    m_rowsTranspositions(matrix.rows()),
-    m_l1_norm(0),
-    m_det_p(0),
-    m_isInitialized(false)
-{
+template <typename MatrixType, typename PermutationIndex>
+PartialPivLU<MatrixType, PermutationIndex>::PartialPivLU()
+    : m_lu(), m_p(), m_rowsTranspositions(), m_l1_norm(0), m_det_p(0), m_isInitialized(false) {}
+
+template <typename MatrixType, typename PermutationIndex>
+PartialPivLU<MatrixType, PermutationIndex>::PartialPivLU(Index size)
+    : m_lu(size, size), m_p(size), m_rowsTranspositions(size), m_l1_norm(0), m_det_p(0), m_isInitialized(false) {}
+
+template <typename MatrixType, typename PermutationIndex>
+template <typename InputType>
+PartialPivLU<MatrixType, PermutationIndex>::PartialPivLU(const EigenBase<InputType>& matrix)
+    : m_lu(matrix.rows(), matrix.cols()),
+      m_p(matrix.rows()),
+      m_rowsTranspositions(matrix.rows()),
+      m_l1_norm(0),
+      m_det_p(0),
+      m_isInitialized(false) {
   compute(matrix.derived());
 }
 
-template<typename MatrixType>
-template<typename InputType>
-PartialPivLU<MatrixType>::PartialPivLU(EigenBase<InputType>& matrix)
-  : m_lu(matrix.derived()),
-    m_p(matrix.rows()),
-    m_rowsTranspositions(matrix.rows()),
-    m_l1_norm(0),
-    m_det_p(0),
-    m_isInitialized(false)
-{
+template <typename MatrixType, typename PermutationIndex>
+template <typename InputType>
+PartialPivLU<MatrixType, PermutationIndex>::PartialPivLU(EigenBase<InputType>& matrix)
+    : m_lu(matrix.derived()),
+      m_p(matrix.rows()),
+      m_rowsTranspositions(matrix.rows()),
+      m_l1_norm(0),
+      m_det_p(0),
+      m_isInitialized(false) {
   compute();
 }
 
 namespace internal {
 
 /** \internal This is the blocked version of fullpivlu_unblocked() */
-template<typename Scalar, int StorageOrder, typename PivIndex>
-struct partial_lu_impl
-{
-  // FIXME add a stride to Map, so that the following mapping becomes easier,
-  // another option would be to create an expression being able to automatically
-  // warp any Map, Matrix, and Block expressions as a unique type, but since that's exactly
-  // a Map + stride, why not adding a stride to Map, and convenient ctors from a Matrix,
-  // and Block.
-  typedef Map<Matrix<Scalar, Dynamic, Dynamic, StorageOrder> > MapLU;
-  typedef Block<MapLU, Dynamic, Dynamic> MatrixType;
-  typedef Block<MatrixType,Dynamic,Dynamic> BlockType;
+template <typename Scalar, int StorageOrder, typename PivIndex, int SizeAtCompileTime = Dynamic>
+struct partial_lu_impl {
+  static constexpr int UnBlockedBound = 16;
+  static constexpr bool UnBlockedAtCompileTime = SizeAtCompileTime != Dynamic && SizeAtCompileTime <= UnBlockedBound;
+  static constexpr int ActualSizeAtCompileTime = UnBlockedAtCompileTime ? SizeAtCompileTime : Dynamic;
+  // Remaining rows and columns at compile-time:
+  static constexpr int RRows = SizeAtCompileTime == 2 ? 1 : Dynamic;
+  static constexpr int RCols = SizeAtCompileTime == 2 ? 1 : Dynamic;
+  typedef Matrix<Scalar, ActualSizeAtCompileTime, ActualSizeAtCompileTime, StorageOrder> MatrixType;
+  typedef Ref<MatrixType> MatrixTypeRef;
+  typedef Ref<Matrix<Scalar, Dynamic, Dynamic, StorageOrder> > BlockType;
   typedef typename MatrixType::RealScalar RealScalar;
 
   /** \internal performs the LU decomposition in-place of the matrix \a lu
-    * using an unblocked algorithm.
-    *
-    * In addition, this function returns the row transpositions in the
-    * vector \a row_transpositions which must have a size equal to the number
-    * of columns of the matrix \a lu, and an integer \a nb_transpositions
-    * which returns the actual number of transpositions.
-    *
-    * \returns The index of the first pivot which is exactly zero if any, or a negative number otherwise.
-    */
-  static Index unblocked_lu(MatrixType& lu, PivIndex* row_transpositions, PivIndex& nb_transpositions)
-  {
+   * using an unblocked algorithm.
+   *
+   * In addition, this function returns the row transpositions in the
+   * vector \a row_transpositions which must have a size equal to the number
+   * of columns of the matrix \a lu, and an integer \a nb_transpositions
+   * which returns the actual number of transpositions.
+   *
+   * \returns The index of the first pivot which is exactly zero if any, or a negative number otherwise.
+   */
+  static Index unblocked_lu(MatrixTypeRef& lu, PivIndex* row_transpositions, PivIndex& nb_transpositions) {
     typedef scalar_score_coeff_op<Scalar> Scoring;
     typedef typename Scoring::result_type Score;
     const Index rows = lu.rows();
     const Index cols = lu.cols();
-    const Index size = (std::min)(rows,cols);
+    const Index size = (std::min)(rows, cols);
+    // For small compile-time matrices it is worth processing the last row separately:
+    //  speedup: +100% for 2x2, +10% for others.
+    const Index endk = UnBlockedAtCompileTime ? size - 1 : size;
     nb_transpositions = 0;
     Index first_zero_pivot = -1;
-    for(Index k = 0; k < size; ++k)
-    {
-      Index rrows = rows-k-1;
-      Index rcols = cols-k-1;
+    for (Index k = 0; k < endk; ++k) {
+      int rrows = internal::convert_index<int>(rows - k - 1);
+      int rcols = internal::convert_index<int>(cols - k - 1);
 
       Index row_of_biggest_in_col;
-      Score biggest_in_corner
-        = lu.col(k).tail(rows-k).unaryExpr(Scoring()).maxCoeff(&row_of_biggest_in_col);
+      Score biggest_in_corner = lu.col(k).tail(rows - k).unaryExpr(Scoring()).maxCoeff(&row_of_biggest_in_col);
       row_of_biggest_in_col += k;
 
       row_transpositions[k] = PivIndex(row_of_biggest_in_col);
 
-      if(biggest_in_corner != Score(0))
-      {
-        if(k != row_of_biggest_in_col)
-        {
+      if (!numext::is_exactly_zero(biggest_in_corner)) {
+        if (k != row_of_biggest_in_col) {
           lu.row(k).swap(lu.row(row_of_biggest_in_col));
           ++nb_transpositions;
         }
 
-        // FIXME shall we introduce a safe quotient expression in cas 1/lu.coeff(k,k)
-        // overflow but not the actual quotient?
-        lu.col(k).tail(rrows) /= lu.coeff(k,k);
-      }
-      else if(first_zero_pivot==-1)
-      {
+        lu.col(k).tail(fix<RRows>(rrows)) /= lu.coeff(k, k);
+      } else if (first_zero_pivot == -1) {
         // the pivot is exactly zero, we record the index of the first pivot which is exactly 0,
         // and continue the factorization such we still have A = PLU
         first_zero_pivot = k;
       }
 
-      if(k<rows-1)
-        lu.bottomRightCorner(rrows,rcols).noalias() -= lu.col(k).tail(rrows) * lu.row(k).tail(rcols);
+      if (k < rows - 1)
+        lu.bottomRightCorner(fix<RRows>(rrows), fix<RCols>(rcols)).noalias() -=
+            lu.col(k).tail(fix<RRows>(rrows)) * lu.row(k).tail(fix<RCols>(rcols));
+    }
+
+    // special handling of the last entry
+    if (UnBlockedAtCompileTime) {
+      Index k = endk;
+      row_transpositions[k] = PivIndex(k);
+      if (numext::is_exactly_zero(Scoring()(lu(k, k))) && first_zero_pivot == -1) first_zero_pivot = k;
     }
+
     return first_zero_pivot;
   }
 
   /** \internal performs the LU decomposition in-place of the matrix represented
-    * by the variables \a rows, \a cols, \a lu_data, and \a lu_stride using a
-    * recursive, blocked algorithm.
-    *
-    * In addition, this function returns the row transpositions in the
-    * vector \a row_transpositions which must have a size equal to the number
-    * of columns of the matrix \a lu, and an integer \a nb_transpositions
-    * which returns the actual number of transpositions.
-    *
-    * \returns The index of the first pivot which is exactly zero if any, or a negative number otherwise.
-    *
-    * \note This very low level interface using pointers, etc. is to:
-    *   1 - reduce the number of instanciations to the strict minimum
-    *   2 - avoid infinite recursion of the instanciations with Block<Block<Block<...> > >
-    */
-  static Index blocked_lu(Index rows, Index cols, Scalar* lu_data, Index luStride, PivIndex* row_transpositions, PivIndex& nb_transpositions, Index maxBlockSize=256)
-  {
-    MapLU lu1(lu_data,StorageOrder==RowMajor?rows:luStride,StorageOrder==RowMajor?luStride:cols);
-    MatrixType lu(lu1,0,0,rows,cols);
-
-    const Index size = (std::min)(rows,cols);
+   * by the variables \a rows, \a cols, \a lu_data, and \a lu_stride using a
+   * recursive, blocked algorithm.
+   *
+   * In addition, this function returns the row transpositions in the
+   * vector \a row_transpositions which must have a size equal to the number
+   * of columns of the matrix \a lu, and an integer \a nb_transpositions
+   * which returns the actual number of transpositions.
+   *
+   * \returns The index of the first pivot which is exactly zero if any, or a negative number otherwise.
+   *
+   * \note This very low level interface using pointers, etc. is to:
+   *   1 - reduce the number of instantiations to the strict minimum
+   *   2 - avoid infinite recursion of the instantiations with Block<Block<Block<...> > >
+   */
+  static Index blocked_lu(Index rows, Index cols, Scalar* lu_data, Index luStride, PivIndex* row_transpositions,
+                          PivIndex& nb_transpositions, Index maxBlockSize = 256) {
+    MatrixTypeRef lu = MatrixType::Map(lu_data, rows, cols, OuterStride<>(luStride));
+
+    const Index size = (std::min)(rows, cols);
 
     // if the matrix is too small, no blocking:
-    if(size<=16)
-    {
+    if (UnBlockedAtCompileTime || size <= UnBlockedBound) {
       return unblocked_lu(lu, row_transpositions, nb_transpositions);
     }
 
@@ -440,51 +414,46 @@ struct partial_lu_impl
     // of the matrix so that there is enough sub blocks:
     Index blockSize;
     {
-      blockSize = size/8;
-      blockSize = (blockSize/16)*16;
-      blockSize = (std::min)((std::max)(blockSize,Index(8)), maxBlockSize);
+      blockSize = size / 8;
+      blockSize = (blockSize / 16) * 16;
+      blockSize = (std::min)((std::max)(blockSize, Index(8)), maxBlockSize);
     }
 
     nb_transpositions = 0;
     Index first_zero_pivot = -1;
-    for(Index k = 0; k < size; k+=blockSize)
-    {
-      Index bs = (std::min)(size-k,blockSize); // actual size of the block
-      Index trows = rows - k - bs; // trailing rows
-      Index tsize = size - k - bs; // trailing size
+    for (Index k = 0; k < size; k += blockSize) {
+      Index bs = (std::min)(size - k, blockSize);  // actual size of the block
+      Index trows = rows - k - bs;                 // trailing rows
+      Index tsize = size - k - bs;                 // trailing size
 
       // partition the matrix:
       //                          A00 | A01 | A02
       // lu  = A_0 | A_1 | A_2 =  A10 | A11 | A12
       //                          A20 | A21 | A22
-      BlockType A_0(lu,0,0,rows,k);
-      BlockType A_2(lu,0,k+bs,rows,tsize);
-      BlockType A11(lu,k,k,bs,bs);
-      BlockType A12(lu,k,k+bs,bs,tsize);
-      BlockType A21(lu,k+bs,k,trows,bs);
-      BlockType A22(lu,k+bs,k+bs,trows,tsize);
+      BlockType A_0 = lu.block(0, 0, rows, k);
+      BlockType A_2 = lu.block(0, k + bs, rows, tsize);
+      BlockType A11 = lu.block(k, k, bs, bs);
+      BlockType A12 = lu.block(k, k + bs, bs, tsize);
+      BlockType A21 = lu.block(k + bs, k, trows, bs);
+      BlockType A22 = lu.block(k + bs, k + bs, trows, tsize);
 
       PivIndex nb_transpositions_in_panel;
       // recursively call the blocked LU algorithm on [A11^T A21^T]^T
       // with a very small blocking size:
-      Index ret = blocked_lu(trows+bs, bs, &lu.coeffRef(k,k), luStride,
-                   row_transpositions+k, nb_transpositions_in_panel, 16);
-      if(ret>=0 && first_zero_pivot==-1)
-        first_zero_pivot = k+ret;
+      Index ret = blocked_lu(trows + bs, bs, &lu.coeffRef(k, k), luStride, row_transpositions + k,
+                             nb_transpositions_in_panel, 16);
+      if (ret >= 0 && first_zero_pivot == -1) first_zero_pivot = k + ret;
 
       nb_transpositions += nb_transpositions_in_panel;
       // update permutations and apply them to A_0
-      for(Index i=k; i<k+bs; ++i)
-      {
+      for (Index i = k; i < k + bs; ++i) {
         Index piv = (row_transpositions[i] += internal::convert_index<PivIndex>(k));
         A_0.row(i).swap(A_0.row(piv));
       }
 
-      if(trows)
-      {
+      if (trows) {
         // apply permutations to A_2
-        for(Index i=k;i<k+bs; ++i)
-          A_2.row(i).swap(A_2.row(row_transpositions[i]));
+        for (Index i = k; i < k + bs; ++i) A_2.row(i).swap(A_2.row(row_transpositions[i]));
 
         // A12 = A11^-1 A12
         A11.template triangularView<UnitLower>().solveInPlace(A12);
@@ -497,29 +466,33 @@ struct partial_lu_impl
 };
 
 /** \internal performs the LU decomposition with partial pivoting in-place.
-  */
-template<typename MatrixType, typename TranspositionType>
-void partial_lu_inplace(MatrixType& lu, TranspositionType& row_transpositions, typename TranspositionType::StorageIndex& nb_transpositions)
-{
+ */
+template <typename MatrixType, typename TranspositionType>
+void partial_lu_inplace(MatrixType& lu, TranspositionType& row_transpositions,
+                        typename TranspositionType::StorageIndex& nb_transpositions) {
+  // Special-case of zero matrix.
+  if (lu.rows() == 0 || lu.cols() == 0) {
+    nb_transpositions = 0;
+    return;
+  }
   eigen_assert(lu.cols() == row_transpositions.size());
-  eigen_assert((&row_transpositions.coeffRef(1)-&row_transpositions.coeffRef(0)) == 1);
-
-  partial_lu_impl
-    <typename MatrixType::Scalar, MatrixType::Flags&RowMajorBit?RowMajor:ColMajor, typename TranspositionType::StorageIndex>
-    ::blocked_lu(lu.rows(), lu.cols(), &lu.coeffRef(0,0), lu.outerStride(), &row_transpositions.coeffRef(0), nb_transpositions);
+  eigen_assert(row_transpositions.size() < 2 ||
+               (&row_transpositions.coeffRef(1) - &row_transpositions.coeffRef(0)) == 1);
+
+  partial_lu_impl<typename MatrixType::Scalar, MatrixType::Flags & RowMajorBit ? RowMajor : ColMajor,
+                  typename TranspositionType::StorageIndex,
+                  internal::min_size_prefer_fixed(MatrixType::RowsAtCompileTime, MatrixType::ColsAtCompileTime)>::
+      blocked_lu(lu.rows(), lu.cols(), &lu.coeffRef(0, 0), lu.outerStride(), &row_transpositions.coeffRef(0),
+                 nb_transpositions);
 }
 
-} // end namespace internal
-
-template<typename MatrixType>
-void PartialPivLU<MatrixType>::compute()
-{
-  check_template_parameters();
+}  // end namespace internal
 
-  // the row permutation is stored as int indices, so just to be sure:
-  eigen_assert(m_lu.rows()<NumTraits<int>::highest());
+template <typename MatrixType, typename PermutationIndex>
+void PartialPivLU<MatrixType, PermutationIndex>::compute() {
+  eigen_assert(m_lu.rows() < NumTraits<PermutationIndex>::highest());
 
-  if(m_lu.cols()>0)
+  if (m_lu.cols() > 0)
     m_l1_norm = m_lu.cwiseAbs().colwise().sum().maxCoeff();
   else
     m_l1_norm = RealScalar(0);
@@ -531,16 +504,16 @@ void PartialPivLU<MatrixType>::compute()
 
   typename TranspositionType::StorageIndex nb_transpositions;
   internal::partial_lu_inplace(m_lu, m_rowsTranspositions, nb_transpositions);
-  m_det_p = (nb_transpositions%2) ? -1 : 1;
+  m_det_p = (nb_transpositions % 2) ? -1 : 1;
 
   m_p = m_rowsTranspositions;
 
   m_isInitialized = true;
 }
 
-template<typename MatrixType>
-typename PartialPivLU<MatrixType>::Scalar PartialPivLU<MatrixType>::determinant() const
-{
+template <typename MatrixType, typename PermutationIndex>
+typename PartialPivLU<MatrixType, PermutationIndex>::Scalar PartialPivLU<MatrixType, PermutationIndex>::determinant()
+    const {
   eigen_assert(m_isInitialized && "PartialPivLU is not initialized.");
   return Scalar(m_det_p) * m_lu.diagonal().prod();
 }
@@ -548,13 +521,11 @@ typename PartialPivLU<MatrixType>::Scalar PartialPivLU<MatrixType>::determinant(
 /** \returns the matrix represented by the decomposition,
  * i.e., it returns the product: P^{-1} L U.
  * This function is provided for debug purpose. */
-template<typename MatrixType>
-MatrixType PartialPivLU<MatrixType>::reconstructedMatrix() const
-{
+template <typename MatrixType, typename PermutationIndex>
+MatrixType PartialPivLU<MatrixType, PermutationIndex>::reconstructedMatrix() const {
   eigen_assert(m_isInitialized && "LU is not initialized.");
   // LU
-  MatrixType res = m_lu.template triangularView<UnitLower>().toDenseMatrix()
-                 * m_lu.template triangularView<Upper>();
+  MatrixType res = m_lu.template triangularView<UnitLower>().toDenseMatrix() * m_lu.template triangularView<Upper>();
 
   // P^{-1}(LU)
   res = m_p.inverse() * res;
@@ -567,48 +538,49 @@ MatrixType PartialPivLU<MatrixType>::reconstructedMatrix() const
 namespace internal {
 
 /***** Implementation of inverse() *****************************************************/
-template<typename DstXprType, typename MatrixType>
-struct Assignment<DstXprType, Inverse<PartialPivLU<MatrixType> >, internal::assign_op<typename DstXprType::Scalar,typename PartialPivLU<MatrixType>::Scalar>, Dense2Dense>
-{
-  typedef PartialPivLU<MatrixType> LuType;
+template <typename DstXprType, typename MatrixType, typename PermutationIndex>
+struct Assignment<
+    DstXprType, Inverse<PartialPivLU<MatrixType, PermutationIndex> >,
+    internal::assign_op<typename DstXprType::Scalar, typename PartialPivLU<MatrixType, PermutationIndex>::Scalar>,
+    Dense2Dense> {
+  typedef PartialPivLU<MatrixType, PermutationIndex> LuType;
   typedef Inverse<LuType> SrcXprType;
-  static void run(DstXprType &dst, const SrcXprType &src, const internal::assign_op<typename DstXprType::Scalar,typename LuType::Scalar> &)
-  {
+  static void run(DstXprType& dst, const SrcXprType& src,
+                  const internal::assign_op<typename DstXprType::Scalar, typename LuType::Scalar>&) {
     dst = src.nestedExpression().solve(MatrixType::Identity(src.rows(), src.cols()));
   }
 };
-} // end namespace internal
+}  // end namespace internal
 
 /******** MatrixBase methods *******/
 
 /** \lu_module
-  *
-  * \return the partial-pivoting LU decomposition of \c *this.
-  *
-  * \sa class PartialPivLU
-  */
-template<typename Derived>
-inline const PartialPivLU<typename MatrixBase<Derived>::PlainObject>
-MatrixBase<Derived>::partialPivLu() const
-{
-  return PartialPivLU<PlainObject>(eval());
+ *
+ * \return the partial-pivoting LU decomposition of \c *this.
+ *
+ * \sa class PartialPivLU
+ */
+template <typename Derived>
+template <typename PermutationIndex>
+inline const PartialPivLU<typename MatrixBase<Derived>::PlainObject, PermutationIndex>
+MatrixBase<Derived>::partialPivLu() const {
+  return PartialPivLU<PlainObject, PermutationIndex>(eval());
 }
 
 /** \lu_module
-  *
-  * Synonym of partialPivLu().
-  *
-  * \return the partial-pivoting LU decomposition of \c *this.
-  *
-  * \sa class PartialPivLU
-  */
-template<typename Derived>
-inline const PartialPivLU<typename MatrixBase<Derived>::PlainObject>
-MatrixBase<Derived>::lu() const
-{
-  return PartialPivLU<PlainObject>(eval());
+ *
+ * Synonym of partialPivLu().
+ *
+ * \return the partial-pivoting LU decomposition of \c *this.
+ *
+ * \sa class PartialPivLU
+ */
+template <typename Derived>
+template <typename PermutationIndex>
+inline const PartialPivLU<typename MatrixBase<Derived>::PlainObject, PermutationIndex> MatrixBase<Derived>::lu() const {
+  return PartialPivLU<PlainObject, PermutationIndex>(eval());
 }
 
-} // end namespace Eigen
+}  // end namespace Eigen
 
-#endif // EIGEN_PARTIALLU_H
+#endif  // EIGEN_PARTIALLU_H