@smake/eigen 1.1.0 → 1.1.1

package/eigen/Eigen/src/SVD/UpperBidiagonalization.h

@@ -11,213 +11,200 @@
 #ifndef EIGEN_BIDIAGONALIZATION_H
 #define EIGEN_BIDIAGONALIZATION_H
 
-namespace Eigen { 
+// IWYU pragma: private
+#include "./InternalHeaderCheck.h"
+
+namespace Eigen {
 
 namespace internal {
 // UpperBidiagonalization will probably be replaced by a Bidiagonalization class, don't want to make it stable API.
 // At the same time, it's useful to keep for now as it's about the only thing that is testing the BandMatrix class.
 
-template<typename _MatrixType> class UpperBidiagonalization
-{
-  public:
-
-    typedef _MatrixType MatrixType;
-    enum {
-      RowsAtCompileTime = MatrixType::RowsAtCompileTime,
-      ColsAtCompileTime = MatrixType::ColsAtCompileTime,
-      ColsAtCompileTimeMinusOne = internal::decrement_size<ColsAtCompileTime>::ret
-    };
-    typedef typename MatrixType::Scalar Scalar;
-    typedef typename MatrixType::RealScalar RealScalar;
-    typedef Eigen::Index Index; ///< \deprecated since Eigen 3.3
-    typedef Matrix<Scalar, 1, ColsAtCompileTime> RowVectorType;
-    typedef Matrix<Scalar, RowsAtCompileTime, 1> ColVectorType;
-    typedef BandMatrix<RealScalar, ColsAtCompileTime, ColsAtCompileTime, 1, 0, RowMajor> BidiagonalType;
-    typedef Matrix<Scalar, ColsAtCompileTime, 1> DiagVectorType;
-    typedef Matrix<Scalar, ColsAtCompileTimeMinusOne, 1> SuperDiagVectorType;
-    typedef HouseholderSequence<
-              const MatrixType,
-              const typename internal::remove_all<typename Diagonal<const MatrixType,0>::ConjugateReturnType>::type
-            > HouseholderUSequenceType;
-    typedef HouseholderSequence<
-              const typename internal::remove_all<typename MatrixType::ConjugateReturnType>::type,
-              Diagonal<const MatrixType,1>,
-              OnTheRight
-            > HouseholderVSequenceType;
-    
-    /**
-    * \brief Default Constructor.
-    *
-    * The default constructor is useful in cases in which the user intends to
-    * perform decompositions via Bidiagonalization::compute(const MatrixType&).
-    */
-    UpperBidiagonalization() : m_householder(), m_bidiagonal(), m_isInitialized(false) {}
-
-    explicit UpperBidiagonalization(const MatrixType& matrix)
+template <typename MatrixType_>
+class UpperBidiagonalization {
+ public:
+  typedef MatrixType_ MatrixType;
+  enum {
+    RowsAtCompileTime = MatrixType::RowsAtCompileTime,
+    ColsAtCompileTime = MatrixType::ColsAtCompileTime,
+    ColsAtCompileTimeMinusOne = internal::decrement_size<ColsAtCompileTime>::ret
+  };
+  typedef typename MatrixType::Scalar Scalar;
+  typedef typename MatrixType::RealScalar RealScalar;
+  typedef Eigen::Index Index;  ///< \deprecated since Eigen 3.3
+  typedef Matrix<Scalar, 1, ColsAtCompileTime> RowVectorType;
+  typedef Matrix<Scalar, RowsAtCompileTime, 1> ColVectorType;
+  typedef BandMatrix<RealScalar, ColsAtCompileTime, ColsAtCompileTime, 1, 0, RowMajor> BidiagonalType;
+  typedef Matrix<Scalar, ColsAtCompileTime, 1> DiagVectorType;
+  typedef Matrix<Scalar, ColsAtCompileTimeMinusOne, 1> SuperDiagVectorType;
+  typedef HouseholderSequence<
+      const MatrixType, const internal::remove_all_t<typename Diagonal<const MatrixType, 0>::ConjugateReturnType> >
+      HouseholderUSequenceType;
+  typedef HouseholderSequence<const internal::remove_all_t<typename MatrixType::ConjugateReturnType>,
+                              Diagonal<const MatrixType, 1>, OnTheRight>
+      HouseholderVSequenceType;
+
+  /**
+   * \brief Default Constructor.
+   *
+   * The default constructor is useful in cases in which the user intends to
+   * perform decompositions via Bidiagonalization::compute(const MatrixType&).
+   */
+  UpperBidiagonalization() : m_householder(), m_bidiagonal(0, 0), m_isInitialized(false) {}
+
+  explicit UpperBidiagonalization(const MatrixType& matrix)
       : m_householder(matrix.rows(), matrix.cols()),
         m_bidiagonal(matrix.cols(), matrix.cols()),
-        m_isInitialized(false)
-    {
-      compute(matrix);
-    }
-    
-    UpperBidiagonalization& compute(const MatrixType& matrix);
-    UpperBidiagonalization& computeUnblocked(const MatrixType& matrix);
-    
-    const MatrixType& householder() const { return m_householder; }
-    const BidiagonalType& bidiagonal() const { return m_bidiagonal; }
-    
-    const HouseholderUSequenceType householderU() const
-    {
-      eigen_assert(m_isInitialized && "UpperBidiagonalization is not initialized.");
-      return HouseholderUSequenceType(m_householder, m_householder.diagonal().conjugate());
-    }
+        m_isInitialized(false) {
+    compute(matrix);
+  }
 
-    const HouseholderVSequenceType householderV() // const here gives nasty errors and i'm lazy
-    {
-      eigen_assert(m_isInitialized && "UpperBidiagonalization is not initialized.");
-      return HouseholderVSequenceType(m_householder.conjugate(), m_householder.const_derived().template diagonal<1>())
-             .setLength(m_householder.cols()-1)
-             .setShift(1);
-    }
-    
-  protected:
-    MatrixType m_householder;
-    BidiagonalType m_bidiagonal;
-    bool m_isInitialized;
+  UpperBidiagonalization(Index rows, Index cols)
+      : m_householder(rows, cols), m_bidiagonal(cols, cols), m_isInitialized(false) {}
+
+  UpperBidiagonalization& compute(const MatrixType& matrix);
+  UpperBidiagonalization& computeUnblocked(const MatrixType& matrix);
+
+  const MatrixType& householder() const { return m_householder; }
+  const BidiagonalType& bidiagonal() const { return m_bidiagonal; }
+
+  const HouseholderUSequenceType householderU() const {
+    eigen_assert(m_isInitialized && "UpperBidiagonalization is not initialized.");
+    return HouseholderUSequenceType(m_householder, m_householder.diagonal().conjugate());
+  }
+
+  const HouseholderVSequenceType householderV()  // const here gives nasty errors and i'm lazy
+  {
+    eigen_assert(m_isInitialized && "UpperBidiagonalization is not initialized.");
+    return HouseholderVSequenceType(m_householder.conjugate(), m_householder.const_derived().template diagonal<1>())
+        .setLength(m_householder.cols() - 1)
+        .setShift(1);
+  }
+
+ protected:
+  MatrixType m_householder;
+  BidiagonalType m_bidiagonal;
+  bool m_isInitialized;
 };
 
 // Standard upper bidiagonalization without fancy optimizations
 // This version should be faster for small matrix size
-template<typename MatrixType>
-void upperbidiagonalization_inplace_unblocked(MatrixType& mat,
-                                              typename MatrixType::RealScalar *diagonal,
-                                              typename MatrixType::RealScalar *upper_diagonal,
-                                              typename MatrixType::Scalar* tempData = 0)
-{
+template <typename MatrixType>
+void upperbidiagonalization_inplace_unblocked(MatrixType& mat, typename MatrixType::RealScalar* diagonal,
+                                              typename MatrixType::RealScalar* upper_diagonal,
+                                              typename MatrixType::Scalar* tempData = 0) {
   typedef typename MatrixType::Scalar Scalar;
 
   Index rows = mat.rows();
   Index cols = mat.cols();
 
-  typedef Matrix<Scalar,Dynamic,1,ColMajor,MatrixType::MaxRowsAtCompileTime,1> TempType;
+  typedef Matrix<Scalar, Dynamic, 1, ColMajor, MatrixType::MaxRowsAtCompileTime, 1> TempType;
   TempType tempVector;
-  if(tempData==0)
-  {
+  if (tempData == 0) {
     tempVector.resize(rows);
     tempData = tempVector.data();
   }
 
-  for (Index k = 0; /* breaks at k==cols-1 below */ ; ++k)
-  {
+  for (Index k = 0; /* breaks at k==cols-1 below */; ++k) {
     Index remainingRows = rows - k;
     Index remainingCols = cols - k - 1;
 
     // construct left householder transform in-place in A
-    mat.col(k).tail(remainingRows)
-       .makeHouseholderInPlace(mat.coeffRef(k,k), diagonal[k]);
+    mat.col(k).tail(remainingRows).makeHouseholderInPlace(mat.coeffRef(k, k), diagonal[k]);
     // apply householder transform to remaining part of A on the left
     mat.bottomRightCorner(remainingRows, remainingCols)
-       .applyHouseholderOnTheLeft(mat.col(k).tail(remainingRows-1), mat.coeff(k,k), tempData);
+        .applyHouseholderOnTheLeft(mat.col(k).tail(remainingRows - 1), mat.coeff(k, k), tempData);
 
-    if(k == cols-1) break;
+    if (k == cols - 1) break;
 
     // construct right householder transform in-place in mat
-    mat.row(k).tail(remainingCols)
-       .makeHouseholderInPlace(mat.coeffRef(k,k+1), upper_diagonal[k]);
+    mat.row(k).tail(remainingCols).makeHouseholderInPlace(mat.coeffRef(k, k + 1), upper_diagonal[k]);
     // apply householder transform to remaining part of mat on the left
-    mat.bottomRightCorner(remainingRows-1, remainingCols)
-       .applyHouseholderOnTheRight(mat.row(k).tail(remainingCols-1).adjoint(), mat.coeff(k,k+1), tempData);
+    mat.bottomRightCorner(remainingRows - 1, remainingCols)
+        .applyHouseholderOnTheRight(mat.row(k).tail(remainingCols - 1).adjoint(), mat.coeff(k, k + 1), tempData);
   }
 }
 
 /** \internal
-  * Helper routine for the block reduction to upper bidiagonal form.
-  *
-  * Let's partition the matrix A:
-  * 
-  *      | A00 A01 |
-  *  A = |         |
-  *      | A10 A11 |
-  *
-  * This function reduces to bidiagonal form the left \c rows x \a blockSize vertical panel [A00/A10]
-  * and the \a blockSize x \c cols horizontal panel [A00 A01] of the matrix \a A. The bottom-right block A11
-  * is updated using matrix-matrix products:
-  *   A22 -= V * Y^T - X * U^T
-  * where V and U contains the left and right Householder vectors. U and V are stored in A10, and A01
-  * respectively, and the update matrices X and Y are computed during the reduction.
-  * 
-  */
-template<typename MatrixType>
-void upperbidiagonalization_blocked_helper(MatrixType& A,
-                                           typename MatrixType::RealScalar *diagonal,
-                                           typename MatrixType::RealScalar *upper_diagonal,
-                                           Index bs,
-                                           Ref<Matrix<typename MatrixType::Scalar, Dynamic, Dynamic,
-                                                      traits<MatrixType>::Flags & RowMajorBit> > X,
-                                           Ref<Matrix<typename MatrixType::Scalar, Dynamic, Dynamic,
-                                                      traits<MatrixType>::Flags & RowMajorBit> > Y)
-{
+ * Helper routine for the block reduction to upper bidiagonal form.
+ *
+ * Let's partition the matrix A:
+ *
+ *      | A00 A01 |
+ *  A = |         |
+ *      | A10 A11 |
+ *
+ * This function reduces to bidiagonal form the left \c rows x \a blockSize vertical panel [A00/A10]
+ * and the \a blockSize x \c cols horizontal panel [A00 A01] of the matrix \a A. The bottom-right block A11
+ * is updated using matrix-matrix products:
+ *   A22 -= V * Y^T - X * U^T
+ * where V and U contains the left and right Householder vectors. U and V are stored in A10, and A01
+ * respectively, and the update matrices X and Y are computed during the reduction.
+ *
+ */
+template <typename MatrixType>
+void upperbidiagonalization_blocked_helper(
+    MatrixType& A, typename MatrixType::RealScalar* diagonal, typename MatrixType::RealScalar* upper_diagonal, Index bs,
+    Ref<Matrix<typename MatrixType::Scalar, Dynamic, Dynamic, traits<MatrixType>::Flags & RowMajorBit> > X,
+    Ref<Matrix<typename MatrixType::Scalar, Dynamic, Dynamic, traits<MatrixType>::Flags & RowMajorBit> > Y) {
   typedef typename MatrixType::Scalar Scalar;
   typedef typename MatrixType::RealScalar RealScalar;
   typedef typename NumTraits<RealScalar>::Literal Literal;
-  enum { StorageOrder = traits<MatrixType>::Flags & RowMajorBit };
-  typedef InnerStride<int(StorageOrder) == int(ColMajor) ? 1 : Dynamic> ColInnerStride;
-  typedef InnerStride<int(StorageOrder) == int(ColMajor) ? Dynamic : 1> RowInnerStride;
-  typedef Ref<Matrix<Scalar, Dynamic, 1>, 0, ColInnerStride>    SubColumnType;
-  typedef Ref<Matrix<Scalar, 1, Dynamic>, 0, RowInnerStride>    SubRowType;
-  typedef Ref<Matrix<Scalar, Dynamic, Dynamic, StorageOrder > > SubMatType;
-  
+  static constexpr int StorageOrder = (traits<MatrixType>::Flags & RowMajorBit) ? RowMajor : ColMajor;
+  typedef InnerStride<StorageOrder == ColMajor ? 1 : Dynamic> ColInnerStride;
+  typedef InnerStride<StorageOrder == ColMajor ? Dynamic : 1> RowInnerStride;
+  typedef Ref<Matrix<Scalar, Dynamic, 1>, 0, ColInnerStride> SubColumnType;
+  typedef Ref<Matrix<Scalar, 1, Dynamic>, 0, RowInnerStride> SubRowType;
+  typedef Ref<Matrix<Scalar, Dynamic, Dynamic, StorageOrder> > SubMatType;
+
   Index brows = A.rows();
   Index bcols = A.cols();
 
   Scalar tau_u, tau_u_prev(0), tau_v;
 
-  for(Index k = 0; k < bs; ++k)
-  {
+  for (Index k = 0; k < bs; ++k) {
     Index remainingRows = brows - k;
     Index remainingCols = bcols - k - 1;
 
-    SubMatType X_k1( X.block(k,0, remainingRows,k) );
-    SubMatType V_k1( A.block(k,0, remainingRows,k) );
+    SubMatType X_k1(X.block(k, 0, remainingRows, k));
+    SubMatType V_k1(A.block(k, 0, remainingRows, k));
 
     // 1 - update the k-th column of A
     SubColumnType v_k = A.col(k).tail(remainingRows);
-          v_k -= V_k1 * Y.row(k).head(k).adjoint();
-    if(k) v_k -= X_k1 * A.col(k).head(k);
-    
+    v_k -= V_k1 * Y.row(k).head(k).adjoint();
+    if (k) v_k.noalias() -= X_k1 * A.col(k).head(k);
+
     // 2 - construct left Householder transform in-place
     v_k.makeHouseholderInPlace(tau_v, diagonal[k]);
-       
-    if(k+1<bcols)
-    {
-      SubMatType Y_k  ( Y.block(k+1,0, remainingCols, k+1) );
-      SubMatType U_k1 ( A.block(0,k+1, k,remainingCols) );
-      
+
+    if (k + 1 < bcols) {
+      SubMatType Y_k(Y.block(k + 1, 0, remainingCols, k + 1));
+      SubMatType U_k1(A.block(0, k + 1, k, remainingCols));
+
       // this eases the application of Householder transforAions
       // A(k,k) will store tau_v later
-      A(k,k) = Scalar(1);
+      A(k, k) = Scalar(1);
 
       // 3 - Compute y_k^T = tau_v * ( A^T*v_k - Y_k-1*V_k-1^T*v_k - U_k-1*X_k-1^T*v_k )
       {
-        SubColumnType y_k( Y.col(k).tail(remainingCols) );
-        
+        SubColumnType y_k(Y.col(k).tail(remainingCols));
+
         // let's use the beginning of column k of Y as a temporary vector
-        SubColumnType tmp( Y.col(k).head(k) );
-        y_k.noalias()  = A.block(k,k+1, remainingRows,remainingCols).adjoint() * v_k; // bottleneck
-        tmp.noalias()  = V_k1.adjoint()  * v_k;
+        SubColumnType tmp(Y.col(k).head(k));
+        y_k.noalias() = A.block(k, k + 1, remainingRows, remainingCols).adjoint() * v_k;  // bottleneck
+        tmp.noalias() = V_k1.adjoint() * v_k;
         y_k.noalias() -= Y_k.leftCols(k) * tmp;
-        tmp.noalias()  = X_k1.adjoint()  * v_k;
-        y_k.noalias() -= U_k1.adjoint()  * tmp;
+        tmp.noalias() = X_k1.adjoint() * v_k;
+        y_k.noalias() -= U_k1.adjoint() * tmp;
         y_k *= numext::conj(tau_v);
       }
 
       // 4 - update k-th row of A (it will become u_k)
-      SubRowType u_k( A.row(k).tail(remainingCols) );
+      SubRowType u_k(A.row(k).tail(remainingCols));
       u_k = u_k.conjugate();
       {
-        u_k -= Y_k * A.row(k).head(k+1).adjoint();
-        if(k) u_k -= U_k1.adjoint() * X.row(k).head(k).adjoint();
+        u_k.noalias() -= Y_k * A.row(k).head(k + 1).adjoint();
+        if (k) u_k -= U_k1.adjoint() * X.row(k).head(k).adjoint();
       }
 
       // 5 - construct right Householder transform in-place
@@ -225,96 +212,82 @@ void upperbidiagonalization_blocked_helper(MatrixType& A,
 
       // this eases the application of Householder transformations
       // A(k,k+1) will store tau_u later
-      A(k,k+1) = Scalar(1);
+      A(k, k + 1) = Scalar(1);
 
       // 6 - Compute x_k = tau_u * ( A*u_k - X_k-1*U_k-1^T*u_k - V_k*Y_k^T*u_k )
       {
-        SubColumnType x_k ( X.col(k).tail(remainingRows-1) );
-        
+        SubColumnType x_k(X.col(k).tail(remainingRows - 1));
+
         // let's use the beginning of column k of X as a temporary vectors
         // note that tmp0 and tmp1 overlaps
-        SubColumnType tmp0 ( X.col(k).head(k) ),
-                      tmp1 ( X.col(k).head(k+1) );
-                    
-        x_k.noalias()   = A.block(k+1,k+1, remainingRows-1,remainingCols) * u_k.transpose(); // bottleneck
-        tmp0.noalias()  = U_k1 * u_k.transpose();
-        x_k.noalias()  -= X_k1.bottomRows(remainingRows-1) * tmp0;
-        tmp1.noalias()  = Y_k.adjoint() * u_k.transpose();
-        x_k.noalias()  -= A.block(k+1,0, remainingRows-1,k+1) * tmp1;
+        SubColumnType tmp0(X.col(k).head(k)), tmp1(X.col(k).head(k + 1));
+
+        x_k.noalias() = A.block(k + 1, k + 1, remainingRows - 1, remainingCols) * u_k.transpose();  // bottleneck
+        tmp0.noalias() = U_k1 * u_k.transpose();
+        x_k.noalias() -= X_k1.bottomRows(remainingRows - 1) * tmp0;
+        tmp1.noalias() = Y_k.adjoint() * u_k.transpose();
+        x_k.noalias() -= A.block(k + 1, 0, remainingRows - 1, k + 1) * tmp1;
         x_k *= numext::conj(tau_u);
         tau_u = numext::conj(tau_u);
         u_k = u_k.conjugate();
       }
 
-      if(k>0) A.coeffRef(k-1,k) = tau_u_prev;
+      if (k > 0) A.coeffRef(k - 1, k) = tau_u_prev;
       tau_u_prev = tau_u;
-    }
-    else
-      A.coeffRef(k-1,k) = tau_u_prev;
+    } else
+      A.coeffRef(k - 1, k) = tau_u_prev;
 
-    A.coeffRef(k,k) = tau_v;
+    A.coeffRef(k, k) = tau_v;
   }
-  
-  if(bs<bcols)
-    A.coeffRef(bs-1,bs) = tau_u_prev;
+
+  if (bs < bcols) A.coeffRef(bs - 1, bs) = tau_u_prev;
 
   // update A22
-  if(bcols>bs && brows>bs)
-  {
-    SubMatType A11( A.bottomRightCorner(brows-bs,bcols-bs) );
-    SubMatType A10( A.block(bs,0, brows-bs,bs) );
-    SubMatType A01( A.block(0,bs, bs,bcols-bs) );
-    Scalar tmp = A01(bs-1,0);
-    A01(bs-1,0) = Literal(1);
-    A11.noalias() -= A10 * Y.topLeftCorner(bcols,bs).bottomRows(bcols-bs).adjoint();
-    A11.noalias() -= X.topLeftCorner(brows,bs).bottomRows(brows-bs) * A01;
-    A01(bs-1,0) = tmp;
+  if (bcols > bs && brows > bs) {
+    SubMatType A11(A.bottomRightCorner(brows - bs, bcols - bs));
+    SubMatType A10(A.block(bs, 0, brows - bs, bs));
+    SubMatType A01(A.block(0, bs, bs, bcols - bs));
+    Scalar tmp = A01(bs - 1, 0);
+    A01(bs - 1, 0) = Literal(1);
+    A11.noalias() -= A10 * Y.topLeftCorner(bcols, bs).bottomRows(bcols - bs).adjoint();
+    A11.noalias() -= X.topLeftCorner(brows, bs).bottomRows(brows - bs) * A01;
+    A01(bs - 1, 0) = tmp;
   }
 }
 
 /** \internal
-  *
-  * Implementation of a block-bidiagonal reduction.
-  * It is based on the following paper:
-  *   The Design of a Parallel Dense Linear Algebra Software Library: Reduction to Hessenberg, Tridiagonal, and Bidiagonal Form.
-  *   by Jaeyoung Choi, Jack J. Dongarra, David W. Walker. (1995)
-  *   section 3.3
-  */
-template<typename MatrixType, typename BidiagType>
-void upperbidiagonalization_inplace_blocked(MatrixType& A, BidiagType& bidiagonal,
-                                            Index maxBlockSize=32,
-                                            typename MatrixType::Scalar* /*tempData*/ = 0)
-{
+ *
+ * Implementation of a block-bidiagonal reduction.
+ * It is based on the following paper:
+ *   The Design of a Parallel Dense Linear Algebra Software Library: Reduction to Hessenberg, Tridiagonal, and
+ * Bidiagonal Form. by Jaeyoung Choi, Jack J. Dongarra, David W. Walker. (1995) section 3.3
+ */
+template <typename MatrixType, typename BidiagType>
+void upperbidiagonalization_inplace_blocked(MatrixType& A, BidiagType& bidiagonal, Index maxBlockSize = 32,
+                                            typename MatrixType::Scalar* /*tempData*/ = 0) {
   typedef typename MatrixType::Scalar Scalar;
-  typedef Block<MatrixType,Dynamic,Dynamic> BlockType;
+  typedef Block<MatrixType, Dynamic, Dynamic> BlockType;
 
   Index rows = A.rows();
   Index cols = A.cols();
   Index size = (std::min)(rows, cols);
 
   // X and Y are work space
-  enum { StorageOrder = traits<MatrixType>::Flags & RowMajorBit };
-  Matrix<Scalar,
-         MatrixType::RowsAtCompileTime,
-         Dynamic,
-         StorageOrder,
-         MatrixType::MaxRowsAtCompileTime> X(rows,maxBlockSize);
-  Matrix<Scalar,
-         MatrixType::ColsAtCompileTime,
-         Dynamic,
-         StorageOrder,
-         MatrixType::MaxColsAtCompileTime> Y(cols,maxBlockSize);
-  Index blockSize = (std::min)(maxBlockSize,size);
+  static constexpr int StorageOrder = (traits<MatrixType>::Flags & RowMajorBit) ? RowMajor : ColMajor;
+  Matrix<Scalar, MatrixType::RowsAtCompileTime, Dynamic, StorageOrder, MatrixType::MaxRowsAtCompileTime> X(
+      rows, maxBlockSize);
+  Matrix<Scalar, MatrixType::ColsAtCompileTime, Dynamic, StorageOrder, MatrixType::MaxColsAtCompileTime> Y(
+      cols, maxBlockSize);
+  Index blockSize = (std::min)(maxBlockSize, size);
 
   Index k = 0;
-  for(k = 0; k < size; k += blockSize)
-  {
-    Index bs = (std::min)(size-k,blockSize);  // actual size of the block
-    Index brows = rows - k;                   // rows of the block
-    Index bcols = cols - k;                   // columns of the block
+  for (k = 0; k < size; k += blockSize) {
+    Index bs = (std::min)(size - k, blockSize);  // actual size of the block
+    Index brows = rows - k;                      // rows of the block
+    Index bcols = cols - k;                      // columns of the block
 
     // partition the matrix A:
-    // 
+    //
     //      | A00 A01 A02 |
     //      |             |
     // A  = | A10 A11 A12 |
@@ -327,37 +300,32 @@ void upperbidiagonalization_inplace_blocked(MatrixType& A, BidiagType& bidiagona
     //  B = |         |
     //      | A21 A22 |
 
-    BlockType B = A.block(k,k,brows,bcols);
-    
+    BlockType B = A.block(k, k, brows, bcols);
+
     // This stage performs the bidiagonalization of A11, A21, A12, and updating of A22.
     // Finally, the algorithm continue on the updated A22.
     //
     // However, if B is too small, or A22 empty, then let's use an unblocked strategy
-    if(k+bs==cols || bcols<48) // somewhat arbitrary threshold
-    {
-      upperbidiagonalization_inplace_unblocked(B,
-                                               &(bidiagonal.template diagonal<0>().coeffRef(k)),
-                                               &(bidiagonal.template diagonal<1>().coeffRef(k)),
-                                               X.data()
-                                              );
-      break; // We're done
-    }
-    else
+
+    auto upper_diagonal = bidiagonal.template diagonal<1>();
+    typename MatrixType::RealScalar* upper_diagonal_ptr =
+        upper_diagonal.size() > 0 ? &upper_diagonal.coeffRef(k) : nullptr;
+
+    if (k + bs == cols || bcols < 48)  // somewhat arbitrary threshold
     {
-      upperbidiagonalization_blocked_helper<BlockType>( B,
-                                                        &(bidiagonal.template diagonal<0>().coeffRef(k)),
-                                                        &(bidiagonal.template diagonal<1>().coeffRef(k)),
-                                                        bs,
-                                                        X.topLeftCorner(brows,bs),
-                                                        Y.topLeftCorner(bcols,bs)
-                                                      );
+      upperbidiagonalization_inplace_unblocked(B, &(bidiagonal.template diagonal<0>().coeffRef(k)), upper_diagonal_ptr,
+                                               X.data());
+      break;  // We're done
+    } else {
+      upperbidiagonalization_blocked_helper<BlockType>(B, &(bidiagonal.template diagonal<0>().coeffRef(k)),
+                                                       upper_diagonal_ptr, bs, X.topLeftCorner(brows, bs),
+                                                       Y.topLeftCorner(bcols, bs));
     }
   }
 }
 
-template<typename _MatrixType>
-UpperBidiagonalization<_MatrixType>& UpperBidiagonalization<_MatrixType>::computeUnblocked(const _MatrixType& matrix)
-{
+template <typename MatrixType_>
+UpperBidiagonalization<MatrixType_>& UpperBidiagonalization<MatrixType_>::computeUnblocked(const MatrixType_& matrix) {
   Index rows = matrix.rows();
   Index cols = matrix.cols();
   EIGEN_ONLY_USED_FOR_DEBUG(cols);
@@ -368,18 +336,15 @@ UpperBidiagonalization<_MatrixType>& UpperBidiagonalization<_MatrixType>::comput
 
   ColVectorType temp(rows);
 
-  upperbidiagonalization_inplace_unblocked(m_householder,
-                                           &(m_bidiagonal.template diagonal<0>().coeffRef(0)),
-                                           &(m_bidiagonal.template diagonal<1>().coeffRef(0)),
-                                           temp.data());
+  upperbidiagonalization_inplace_unblocked(m_householder, &(m_bidiagonal.template diagonal<0>().coeffRef(0)),
+                                           &(m_bidiagonal.template diagonal<1>().coeffRef(0)), temp.data());
 
   m_isInitialized = true;
   return *this;
 }
 
-template<typename _MatrixType>
-UpperBidiagonalization<_MatrixType>& UpperBidiagonalization<_MatrixType>::compute(const _MatrixType& matrix)
-{
+template <typename MatrixType_>
+UpperBidiagonalization<MatrixType_>& UpperBidiagonalization<MatrixType_>::compute(const MatrixType_& matrix) {
   Index rows = matrix.rows();
   Index cols = matrix.cols();
   EIGEN_ONLY_USED_FOR_DEBUG(rows);
@@ -389,7 +354,7 @@ UpperBidiagonalization<_MatrixType>& UpperBidiagonalization<_MatrixType>::comput
 
   m_householder = matrix;
   upperbidiagonalization_inplace_blocked(m_householder, m_bidiagonal);
-            
+
   m_isInitialized = true;
   return *this;
 }
@@ -407,8 +372,8 @@ MatrixBase<Derived>::bidiagonalization() const
 }
 #endif
 
-} // end namespace internal
+}  // end namespace internal
 
-} // end namespace Eigen
+}  // end namespace Eigen
 
-#endif // EIGEN_BIDIAGONALIZATION_H
+#endif  // EIGEN_BIDIAGONALIZATION_H

package/eigen/Eigen/src/SparseCholesky/InternalHeaderCheck.h

@@ -0,0 +1,3 @@
+#ifndef EIGEN_SPARSECHOLESKY_MODULE_H
+#error "Please include Eigen/SparseCholesky instead of including headers inside the src directory directly."
+#endif