casadi 3.5.6.pre2__cp39-none-win_amd64.whl → 3.6.0__cp39-none-win_amd64.whl

casadi/include/eigen3/unsupported/Eigen/CXX11/src/ThreadPool/RunQueue.h

@@ -0,0 +1,236 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2016 Dmitry Vyukov <dvyukov@google.com>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_CXX11_THREADPOOL_RUNQUEUE_H_
+#define EIGEN_CXX11_THREADPOOL_RUNQUEUE_H_
+
+namespace Eigen {
+
+// RunQueue is a fixed-size, partially non-blocking deque or Work items.
+// Operations on front of the queue must be done by a single thread (owner),
+// operations on back of the queue can be done by multiple threads concurrently.
+//
+// Algorithm outline:
+// All remote threads operating on the queue back are serialized by a mutex.
+// This ensures that at most two threads access state: owner and one remote
+// thread (Size aside). The algorithm ensures that the occupied region of the
+// underlying array is logically continuous (can wraparound, but no stray
+// occupied elements). Owner operates on one end of this region, remote thread
+// operates on the other end. Synchronization between these threads
+// (potential consumption of the last element and take up of the last empty
+// element) happens by means of state variable in each element. States are:
+// empty, busy (in process of insertion of removal) and ready. Threads claim
+// elements (empty->busy and ready->busy transitions) by means of a CAS
+// operation. The finishing transition (busy->empty and busy->ready) are done
+// with plain store as the element is exclusively owned by the current thread.
+//
+// Note: we could permit only pointers as elements, then we would not need
+// separate state variable as null/non-null pointer value would serve as state,
+// but that would require malloc/free per operation for large, complex values
+// (and this is designed to store std::function<()>).
+template <typename Work, unsigned kSize>
+class RunQueue {
+ public:
+  RunQueue() : front_(0), back_(0) {
+    // require power-of-two for fast masking
+    eigen_plain_assert((kSize & (kSize - 1)) == 0);
+    eigen_plain_assert(kSize > 2);            // why would you do this?
+    eigen_plain_assert(kSize <= (64 << 10));  // leave enough space for counter
+    for (unsigned i = 0; i < kSize; i++)
+      array_[i].state.store(kEmpty, std::memory_order_relaxed);
+  }
+
+  ~RunQueue() { eigen_plain_assert(Size() == 0); }
+
+  // PushFront inserts w at the beginning of the queue.
+  // If queue is full returns w, otherwise returns default-constructed Work.
+  Work PushFront(Work w) {
+    unsigned front = front_.load(std::memory_order_relaxed);
+    Elem* e = &array_[front & kMask];
+    uint8_t s = e->state.load(std::memory_order_relaxed);
+    if (s != kEmpty ||
+        !e->state.compare_exchange_strong(s, kBusy, std::memory_order_acquire))
+      return w;
+    front_.store(front + 1 + (kSize << 1), std::memory_order_relaxed);
+    e->w = std::move(w);
+    e->state.store(kReady, std::memory_order_release);
+    return Work();
+  }
+
+  // PopFront removes and returns the first element in the queue.
+  // If the queue was empty returns default-constructed Work.
+  Work PopFront() {
+    unsigned front = front_.load(std::memory_order_relaxed);
+    Elem* e = &array_[(front - 1) & kMask];
+    uint8_t s = e->state.load(std::memory_order_relaxed);
+    if (s != kReady ||
+        !e->state.compare_exchange_strong(s, kBusy, std::memory_order_acquire))
+      return Work();
+    Work w = std::move(e->w);
+    e->state.store(kEmpty, std::memory_order_release);
+    front = ((front - 1) & kMask2) | (front & ~kMask2);
+    front_.store(front, std::memory_order_relaxed);
+    return w;
+  }
+
+  // PushBack adds w at the end of the queue.
+  // If queue is full returns w, otherwise returns default-constructed Work.
+  Work PushBack(Work w) {
+    std::unique_lock<std::mutex> lock(mutex_);
+    unsigned back = back_.load(std::memory_order_relaxed);
+    Elem* e = &array_[(back - 1) & kMask];
+    uint8_t s = e->state.load(std::memory_order_relaxed);
+    if (s != kEmpty ||
+        !e->state.compare_exchange_strong(s, kBusy, std::memory_order_acquire))
+      return w;
+    back = ((back - 1) & kMask2) | (back & ~kMask2);
+    back_.store(back, std::memory_order_relaxed);
+    e->w = std::move(w);
+    e->state.store(kReady, std::memory_order_release);
+    return Work();
+  }
+
+  // PopBack removes and returns the last elements in the queue.
+  Work PopBack() {
+    if (Empty()) return Work();
+    std::unique_lock<std::mutex> lock(mutex_);
+    unsigned back = back_.load(std::memory_order_relaxed);
+    Elem* e = &array_[back & kMask];
+    uint8_t s = e->state.load(std::memory_order_relaxed);
+    if (s != kReady ||
+        !e->state.compare_exchange_strong(s, kBusy, std::memory_order_acquire))
+      return Work();
+    Work w = std::move(e->w);
+    e->state.store(kEmpty, std::memory_order_release);
+    back_.store(back + 1 + (kSize << 1), std::memory_order_relaxed);
+    return w;
+  }
+
+  // PopBackHalf removes and returns half last elements in the queue.
+  // Returns number of elements removed.
+  unsigned PopBackHalf(std::vector<Work>* result) {
+    if (Empty()) return 0;
+    std::unique_lock<std::mutex> lock(mutex_);
+    unsigned back = back_.load(std::memory_order_relaxed);
+    unsigned size = Size();
+    unsigned mid = back;
+    if (size > 1) mid = back + (size - 1) / 2;
+    unsigned n = 0;
+    unsigned start = 0;
+    for (; static_cast<int>(mid - back) >= 0; mid--) {
+      Elem* e = &array_[mid & kMask];
+      uint8_t s = e->state.load(std::memory_order_relaxed);
+      if (n == 0) {
+        if (s != kReady || !e->state.compare_exchange_strong(
+                               s, kBusy, std::memory_order_acquire))
+          continue;
+        start = mid;
+      } else {
+        // Note: no need to store temporal kBusy, we exclusively own these
+        // elements.
+        eigen_plain_assert(s == kReady);
+      }
+      result->push_back(std::move(e->w));
+      e->state.store(kEmpty, std::memory_order_release);
+      n++;
+    }
+    if (n != 0)
+      back_.store(start + 1 + (kSize << 1), std::memory_order_relaxed);
+    return n;
+  }
+
+  // Size returns current queue size.
+  // Can be called by any thread at any time.
+  unsigned Size() const { return SizeOrNotEmpty<true>(); }
+
+  // Empty tests whether container is empty.
+  // Can be called by any thread at any time.
+  bool Empty() const { return SizeOrNotEmpty<false>() == 0; }
+
+  // Delete all the elements from the queue.
+  void Flush() {
+    while (!Empty()) {
+      PopFront();
+    }
+  }
+
+ private:
+  static const unsigned kMask = kSize - 1;
+  static const unsigned kMask2 = (kSize << 1) - 1;
+  struct Elem {
+    std::atomic<uint8_t> state;
+    Work w;
+  };
+  enum {
+    kEmpty,
+    kBusy,
+    kReady,
+  };
+  std::mutex mutex_;
+  // Low log(kSize) + 1 bits in front_ and back_ contain rolling index of
+  // front/back, respectively. The remaining bits contain modification counters
+  // that are incremented on Push operations. This allows us to (1) distinguish
+  // between empty and full conditions (if we would use log(kSize) bits for
+  // position, these conditions would be indistinguishable); (2) obtain
+  // consistent snapshot of front_/back_ for Size operation using the
+  // modification counters.
+  std::atomic<unsigned> front_;
+  std::atomic<unsigned> back_;
+  Elem array_[kSize];
+
+  // SizeOrNotEmpty returns current queue size; if NeedSizeEstimate is false,
+  // only whether the size is 0 is guaranteed to be correct.
+  // Can be called by any thread at any time.
+  template<bool NeedSizeEstimate>
+  unsigned SizeOrNotEmpty() const {
+    // Emptiness plays critical role in thread pool blocking. So we go to great
+    // effort to not produce false positives (claim non-empty queue as empty).
+    unsigned front = front_.load(std::memory_order_acquire);
+    for (;;) {
+      // Capture a consistent snapshot of front/tail.
+      unsigned back = back_.load(std::memory_order_acquire);
+      unsigned front1 = front_.load(std::memory_order_relaxed);
+      if (front != front1) {
+        front = front1;
+        std::atomic_thread_fence(std::memory_order_acquire);
+        continue;
+      }
+      if (NeedSizeEstimate) {
+        return CalculateSize(front, back);
+      } else {
+        // This value will be 0 if the queue is empty, and undefined otherwise.
+        unsigned maybe_zero = ((front ^ back) & kMask2);
+        // Queue size estimate must agree with maybe zero check on the queue
+        // empty/non-empty state.
+        eigen_assert((CalculateSize(front, back) == 0) == (maybe_zero == 0));
+        return maybe_zero;
+      }
+    }
+  }
+
+  EIGEN_ALWAYS_INLINE
+  unsigned CalculateSize(unsigned front, unsigned back) const {
+    int size = (front & kMask2) - (back & kMask2);
+    // Fix overflow.
+    if (size < 0) size += 2 * kSize;
+    // Order of modification in push/pop is crafted to make the queue look
+    // larger than it is during concurrent modifications. E.g. push can
+    // increment size before the corresponding pop has decremented it.
+    // So the computed size can be up to kSize + 1, fix it.
+    if (size > static_cast<int>(kSize)) size = kSize;
+    return static_cast<unsigned>(size);
+  }
+
+  RunQueue(const RunQueue&) = delete;
+  void operator=(const RunQueue&) = delete;
+};
+
+}  // namespace Eigen
+
+#endif  // EIGEN_CXX11_THREADPOOL_RUNQUEUE_H_

casadi/include/eigen3/unsupported/Eigen/CXX11/src/ThreadPool/ThreadCancel.h

@@ -0,0 +1,23 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2016 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_CXX11_THREADPOOL_THREAD_CANCEL_H
+#define EIGEN_CXX11_THREADPOOL_THREAD_CANCEL_H
+
+// Try to come up with a portable way to cancel a thread
+#if EIGEN_OS_GNULINUX
+  #define EIGEN_THREAD_CANCEL(t)                  \
+    pthread_cancel(t.native_handle());
+  #define EIGEN_SUPPORTS_THREAD_CANCELLATION 1
+#else
+#define EIGEN_THREAD_CANCEL(t)
+#endif
+
+
+#endif  // EIGEN_CXX11_THREADPOOL_THREAD_CANCEL_H

casadi/include/eigen3/unsupported/Eigen/CXX11/src/ThreadPool/ThreadEnvironment.h

@@ -0,0 +1,40 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2014 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_CXX11_THREADPOOL_THREAD_ENVIRONMENT_H
+#define EIGEN_CXX11_THREADPOOL_THREAD_ENVIRONMENT_H
+
+namespace Eigen {
+
+struct StlThreadEnvironment {
+  struct Task {
+    std::function<void()> f;
+  };
+
+  // EnvThread constructor must start the thread,
+  // destructor must join the thread.
+  class EnvThread {
+   public:
+    EnvThread(std::function<void()> f) : thr_(std::move(f)) {}
+    ~EnvThread() { thr_.join(); }
+    // This function is called when the threadpool is cancelled.
+    void OnCancel() { }
+
+   private:
+    std::thread thr_;
+  };
+
+  EnvThread* CreateThread(std::function<void()> f) { return new EnvThread(std::move(f)); }
+  Task CreateTask(std::function<void()> f) { return Task{std::move(f)}; }
+  void ExecuteTask(const Task& t) { t.f(); }
+};
+
+}  // namespace Eigen
+
+#endif  // EIGEN_CXX11_THREADPOOL_THREAD_ENVIRONMENT_H

casadi/include/eigen3/unsupported/Eigen/CXX11/src/ThreadPool/ThreadLocal.h

@@ -0,0 +1,301 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2016 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_CXX11_THREADPOOL_THREAD_LOCAL_H
+#define EIGEN_CXX11_THREADPOOL_THREAD_LOCAL_H
+
+#ifdef EIGEN_AVOID_THREAD_LOCAL
+
+#ifdef EIGEN_THREAD_LOCAL
+#undef EIGEN_THREAD_LOCAL
+#endif
+
+#else
+
+#if EIGEN_MAX_CPP_VER >= 11 &&                         \
+    ((EIGEN_COMP_GNUC && EIGEN_GNUC_AT_LEAST(4, 8)) || \
+     __has_feature(cxx_thread_local)                || \
+     (EIGEN_COMP_MSVC >= 1900) )
+#define EIGEN_THREAD_LOCAL static thread_local
+#endif
+
+// Disable TLS for Apple and Android builds with older toolchains.
+#if defined(__APPLE__)
+// Included for TARGET_OS_IPHONE, __IPHONE_OS_VERSION_MIN_REQUIRED,
+// __IPHONE_8_0.
+#include <Availability.h>
+#include <TargetConditionals.h>
+#endif
+// Checks whether C++11's `thread_local` storage duration specifier is
+// supported.
+#if defined(__apple_build_version__) &&     \
+    ((__apple_build_version__ < 8000042) || \
+     (TARGET_OS_IPHONE && __IPHONE_OS_VERSION_MIN_REQUIRED < __IPHONE_9_0))
+// Notes: Xcode's clang did not support `thread_local` until version
+// 8, and even then not for all iOS < 9.0.
+#undef EIGEN_THREAD_LOCAL
+
+#elif defined(__ANDROID__) && EIGEN_COMP_CLANG
+// There are platforms for which TLS should not be used even though the compiler
+// makes it seem like it's supported (Android NDK < r12b for example).
+// This is primarily because of linker problems and toolchain misconfiguration:
+// TLS isn't supported until NDK r12b per
+// https://developer.android.com/ndk/downloads/revision_history.html
+// Since NDK r16, `__NDK_MAJOR__` and `__NDK_MINOR__` are defined in
+// <android/ndk-version.h>. For NDK < r16, users should define these macros,
+// e.g. `-D__NDK_MAJOR__=11 -D__NKD_MINOR__=0` for NDK r11.
+#if __has_include(<android/ndk-version.h>)
+#include <android/ndk-version.h>
+#endif  // __has_include(<android/ndk-version.h>)
+#if defined(__ANDROID__) && defined(__clang__) && defined(__NDK_MAJOR__) && \
+    defined(__NDK_MINOR__) &&                                               \
+    ((__NDK_MAJOR__ < 12) || ((__NDK_MAJOR__ == 12) && (__NDK_MINOR__ < 1)))
+#undef EIGEN_THREAD_LOCAL
+#endif
+#endif  // defined(__ANDROID__) && defined(__clang__)
+
+#endif  // EIGEN_AVOID_THREAD_LOCAL
+
+namespace Eigen {
+
+namespace internal {
+template <typename T>
+struct ThreadLocalNoOpInitialize {
+  void operator()(T&) const {}
+};
+
+template <typename T>
+struct ThreadLocalNoOpRelease {
+  void operator()(T&) const {}
+};
+
+}  // namespace internal
+
+// Thread local container for elements of type T, that does not use thread local
+// storage. As long as the number of unique threads accessing this storage
+// is smaller than `capacity_`, it is lock-free and wait-free. Otherwise it will
+// use a mutex for synchronization.
+//
+// Type `T` has to be default constructible, and by default each thread will get
+// a default constructed value. It is possible to specify custom `initialize`
+// callable, that will be called lazily from each thread accessing this object,
+// and will be passed a default initialized object of type `T`. Also it's
+// possible to pass a custom `release` callable, that will be invoked before
+// calling ~T().
+//
+// Example:
+//
+//   struct Counter {
+//     int value = 0;
+//   }
+//
+//   Eigen::ThreadLocal<Counter> counter(10);
+//
+//   // Each thread will have access to it's own counter object.
+//   Counter& cnt = counter.local();
+//   cnt++;
+//
+// WARNING: Eigen::ThreadLocal uses the OS-specific value returned by
+// std::this_thread::get_id() to identify threads. This value is not guaranteed
+// to be unique except for the life of the thread. A newly created thread may
+// get an OS-specific ID equal to that of an already destroyed thread.
+//
+// Somewhat similar to TBB thread local storage, with similar restrictions:
+// https://www.threadingbuildingblocks.org/docs/help/reference/thread_local_storage/enumerable_thread_specific_cls.html
+//
+template <typename T,
+          typename Initialize = internal::ThreadLocalNoOpInitialize<T>,
+          typename Release = internal::ThreadLocalNoOpRelease<T>>
+class ThreadLocal {
+  // We preallocate default constructed elements in MaxSizedVector.
+  static_assert(std::is_default_constructible<T>::value,
+                "ThreadLocal data type must be default constructible");
+
+ public:
+  explicit ThreadLocal(int capacity)
+      : ThreadLocal(capacity, internal::ThreadLocalNoOpInitialize<T>(),
+                    internal::ThreadLocalNoOpRelease<T>()) {}
+
+  ThreadLocal(int capacity, Initialize initialize)
+      : ThreadLocal(capacity, std::move(initialize),
+                    internal::ThreadLocalNoOpRelease<T>()) {}
+
+  ThreadLocal(int capacity, Initialize initialize, Release release)
+      : initialize_(std::move(initialize)),
+        release_(std::move(release)),
+        capacity_(capacity),
+        data_(capacity_),
+        ptr_(capacity_),
+        filled_records_(0) {
+    eigen_assert(capacity_ >= 0);
+    data_.resize(capacity_);
+    for (int i = 0; i < capacity_; ++i) {
+      ptr_.emplace_back(nullptr);
+    }
+  }
+
+  T& local() {
+    std::thread::id this_thread = std::this_thread::get_id();
+    if (capacity_ == 0) return SpilledLocal(this_thread);
+
+    std::size_t h = std::hash<std::thread::id>()(this_thread);
+    const int start_idx = h % capacity_;
+
+    // NOTE: From the definition of `std::this_thread::get_id()` it is
+    // guaranteed that we never can have concurrent insertions with the same key
+    // to our hash-map like data structure. If we didn't find an element during
+    // the initial traversal, it's guaranteed that no one else could have
+    // inserted it while we are in this function. This allows to massively
+    // simplify out lock-free insert-only hash map.
+
+    // Check if we already have an element for `this_thread`.
+    int idx = start_idx;
+    while (ptr_[idx].load() != nullptr) {
+      ThreadIdAndValue& record = *(ptr_[idx].load());
+      if (record.thread_id == this_thread) return record.value;
+
+      idx += 1;
+      if (idx >= capacity_) idx -= capacity_;
+      if (idx == start_idx) break;
+    }
+
+    // If we are here, it means that we found an insertion point in lookup
+    // table at `idx`, or we did a full traversal and table is full.
+
+    // If lock-free storage is full, fallback on mutex.
+    if (filled_records_.load() >= capacity_) return SpilledLocal(this_thread);
+
+    // We double check that we still have space to insert an element into a lock
+    // free storage. If old value in `filled_records_` is larger than the
+    // records capacity, it means that some other thread added an element while
+    // we were traversing lookup table.
+    int insertion_index =
+        filled_records_.fetch_add(1, std::memory_order_relaxed);
+    if (insertion_index >= capacity_) return SpilledLocal(this_thread);
+
+    // At this point it's guaranteed that we can access to
+    // data_[insertion_index_] without a data race.
+    data_[insertion_index].thread_id = this_thread;
+    initialize_(data_[insertion_index].value);
+
+    // That's the pointer we'll put into the lookup table.
+    ThreadIdAndValue* inserted = &data_[insertion_index];
+
+    // We'll use nullptr pointer to ThreadIdAndValue in a compare-and-swap loop.
+    ThreadIdAndValue* empty = nullptr;
+
+    // Now we have to find an insertion point into the lookup table. We start
+    // from the `idx` that was identified as an insertion point above, it's
+    // guaranteed that we will have an empty record somewhere in a lookup table
+    // (because we created a record in the `data_`).
+    const int insertion_idx = idx;
+
+    do {
+      // Always start search from the original insertion candidate.
+      idx = insertion_idx;
+      while (ptr_[idx].load() != nullptr) {
+        idx += 1;
+        if (idx >= capacity_) idx -= capacity_;
+        // If we did a full loop, it means that we don't have any free entries
+        // in the lookup table, and this means that something is terribly wrong.
+        eigen_assert(idx != insertion_idx);
+      }
+      // Atomic CAS of the pointer guarantees that any other thread, that will
+      // follow this pointer will see all the mutations in the `data_`.
+    } while (!ptr_[idx].compare_exchange_weak(empty, inserted));
+
+    return inserted->value;
+  }
+
+  // WARN: It's not thread safe to call it concurrently with `local()`.
+  void ForEach(std::function<void(std::thread::id, T&)> f) {
+    // Reading directly from `data_` is unsafe, because only CAS to the
+    // record in `ptr_` makes all changes visible to other threads.
+    for (auto& ptr : ptr_) {
+      ThreadIdAndValue* record = ptr.load();
+      if (record == nullptr) continue;
+      f(record->thread_id, record->value);
+    }
+
+    // We did not spill into the map based storage.
+    if (filled_records_.load(std::memory_order_relaxed) < capacity_) return;
+
+    // Adds a happens before edge from the last call to SpilledLocal().
+    std::unique_lock<std::mutex> lock(mu_);
+    for (auto& kv : per_thread_map_) {
+      f(kv.first, kv.second);
+    }
+  }
+
+  // WARN: It's not thread safe to call it concurrently with `local()`.
+  ~ThreadLocal() {
+    // Reading directly from `data_` is unsafe, because only CAS to the record
+    // in `ptr_` makes all changes visible to other threads.
+    for (auto& ptr : ptr_) {
+      ThreadIdAndValue* record = ptr.load();
+      if (record == nullptr) continue;
+      release_(record->value);
+    }
+
+    // We did not spill into the map based storage.
+    if (filled_records_.load(std::memory_order_relaxed) < capacity_) return;
+
+    // Adds a happens before edge from the last call to SpilledLocal().
+    std::unique_lock<std::mutex> lock(mu_);
+    for (auto& kv : per_thread_map_) {
+      release_(kv.second);
+    }
+  }
+
+ private:
+  struct ThreadIdAndValue {
+    std::thread::id thread_id;
+    T value;
+  };
+
+  // Use unordered map guarded by a mutex when lock free storage is full.
+  T& SpilledLocal(std::thread::id this_thread) {
+    std::unique_lock<std::mutex> lock(mu_);
+
+    auto it = per_thread_map_.find(this_thread);
+    if (it == per_thread_map_.end()) {
+      auto result = per_thread_map_.emplace(this_thread, T());
+      eigen_assert(result.second);
+      initialize_((*result.first).second);
+      return (*result.first).second;
+    } else {
+      return it->second;
+    }
+  }
+
+  Initialize initialize_;
+  Release release_;
+  const int capacity_;
+
+  // Storage that backs lock-free lookup table `ptr_`. Records stored in this
+  // storage contiguously starting from index 0.
+  MaxSizeVector<ThreadIdAndValue> data_;
+
+  // Atomic pointers to the data stored in `data_`. Used as a lookup table for
+  // linear probing hash map (https://en.wikipedia.org/wiki/Linear_probing).
+  MaxSizeVector<std::atomic<ThreadIdAndValue*>> ptr_;
+
+  // Number of records stored in the `data_`.
+  std::atomic<int> filled_records_;
+
+  // We fallback on per thread map if lock-free storage is full. In practice
+  // this should never happen, if `capacity_` is a reasonable estimate of the
+  // number of threads running in a system.
+  std::mutex mu_;  // Protects per_thread_map_.
+  std::unordered_map<std::thread::id, T> per_thread_map_;
+};
+
+}  // namespace Eigen
+
+#endif  // EIGEN_CXX11_THREADPOOL_THREAD_LOCAL_H

casadi/include/eigen3/unsupported/Eigen/CXX11/src/ThreadPool/ThreadPoolInterface.h

@@ -0,0 +1,48 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2014 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_CXX11_THREADPOOL_THREAD_POOL_INTERFACE_H
+#define EIGEN_CXX11_THREADPOOL_THREAD_POOL_INTERFACE_H
+
+namespace Eigen {
+
+// This defines an interface that ThreadPoolDevice can take to use
+// custom thread pools underneath.
+class ThreadPoolInterface {
+ public:
+  // Submits a closure to be run by a thread in the pool.
+  virtual void Schedule(std::function<void()> fn) = 0;
+
+  // Submits a closure to be run by threads in the range [start, end) in the
+  // pool.
+  virtual void ScheduleWithHint(std::function<void()> fn, int /*start*/,
+                                int /*end*/) {
+    // Just defer to Schedule in case sub-classes aren't interested in
+    // overriding this functionality.
+    Schedule(fn);
+  }
+
+  // If implemented, stop processing the closures that have been enqueued.
+  // Currently running closures may still be processed.
+  // If not implemented, does nothing.
+  virtual void Cancel() {}
+
+  // Returns the number of threads in the pool.
+  virtual int NumThreads() const = 0;
+
+  // Returns a logical thread index between 0 and NumThreads() - 1 if called
+  // from one of the threads in the pool. Returns -1 otherwise.
+  virtual int CurrentThreadId() const = 0;
+
+  virtual ~ThreadPoolInterface() {}
+};
+
+}  // namespace Eigen
+
+#endif  // EIGEN_CXX11_THREADPOOL_THREAD_POOL_INTERFACE_H

casadi/include/eigen3/unsupported/Eigen/CXX11/src/ThreadPool/ThreadYield.h

@@ -0,0 +1,20 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2016 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_CXX11_THREADPOOL_THREAD_YIELD_H
+#define EIGEN_CXX11_THREADPOOL_THREAD_YIELD_H
+
+// Try to come up with a portable way to yield
+#if EIGEN_COMP_GNUC && EIGEN_GNUC_AT_MOST(4, 7)
+#define EIGEN_THREAD_YIELD() sched_yield()
+#else
+#define EIGEN_THREAD_YIELD() std::this_thread::yield()
+#endif
+
+#endif  // EIGEN_CXX11_THREADPOOL_THREAD_YIELD_H