casadi 3.7.2__cp314-none-manylinux2014_i686.whl

casadi/include/eigen3/Eigen/src/Core/Diagonal.h

@@ -0,0 +1,258 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2007-2009 Benoit Jacob <jacob.benoit.1@gmail.com>
+// Copyright (C) 2009-2010 Gael Guennebaud <gael.guennebaud@inria.fr>
+//
+// 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_DIAGONAL_H
+#define EIGEN_DIAGONAL_H
+
+namespace Eigen {
+
+/** \class Diagonal
+  * \ingroup Core_Module
+  *
+  * \brief Expression of a diagonal/subdiagonal/superdiagonal in a matrix
+  *
+  * \param MatrixType the type of the object in which we are taking a sub/main/super diagonal
+  * \param DiagIndex the index of the sub/super diagonal. The default is 0 and it means the main diagonal.
+  *              A positive value means a superdiagonal, a negative value means a subdiagonal.
+  *              You can also use DynamicIndex so the index can be set at runtime.
+  *
+  * The matrix is not required to be square.
+  *
+  * This class represents an expression of the main diagonal, or any sub/super diagonal
+  * of a square matrix. It is the return type of MatrixBase::diagonal() and MatrixBase::diagonal(Index) and most of the
+  * time this is the only way it is used.
+  *
+  * \sa MatrixBase::diagonal(), MatrixBase::diagonal(Index)
+  */
+
+namespace internal {
+template<typename MatrixType, int DiagIndex>
+struct traits<Diagonal<MatrixType,DiagIndex> >
+ : traits<MatrixType>
+{
+  typedef typename ref_selector<MatrixType>::type MatrixTypeNested;
+  typedef typename remove_reference<MatrixTypeNested>::type _MatrixTypeNested;
+  typedef typename MatrixType::StorageKind StorageKind;
+  enum {
+    RowsAtCompileTime = (int(DiagIndex) == DynamicIndex || int(MatrixType::SizeAtCompileTime) == Dynamic) ? Dynamic
+                      : (EIGEN_PLAIN_ENUM_MIN(MatrixType::RowsAtCompileTime - EIGEN_PLAIN_ENUM_MAX(-DiagIndex, 0),
+                                              MatrixType::ColsAtCompileTime - EIGEN_PLAIN_ENUM_MAX( DiagIndex, 0))),
+    ColsAtCompileTime = 1,
+    MaxRowsAtCompileTime = int(MatrixType::MaxSizeAtCompileTime) == Dynamic ? Dynamic
+                         : DiagIndex == DynamicIndex ? EIGEN_SIZE_MIN_PREFER_FIXED(MatrixType::MaxRowsAtCompileTime,
+                                                                              MatrixType::MaxColsAtCompileTime)
+                         : (EIGEN_PLAIN_ENUM_MIN(MatrixType::MaxRowsAtCompileTime - EIGEN_PLAIN_ENUM_MAX(-DiagIndex, 0),
+                                                 MatrixType::MaxColsAtCompileTime - EIGEN_PLAIN_ENUM_MAX( DiagIndex, 0))),
+    MaxColsAtCompileTime = 1,
+    MaskLvalueBit = is_lvalue<MatrixType>::value ? LvalueBit : 0,
+    Flags = (unsigned int)_MatrixTypeNested::Flags & (RowMajorBit | MaskLvalueBit | DirectAccessBit) & ~RowMajorBit, // FIXME DirectAccessBit should not be handled by expressions
+    MatrixTypeOuterStride = outer_stride_at_compile_time<MatrixType>::ret,
+    InnerStrideAtCompileTime = MatrixTypeOuterStride == Dynamic ? Dynamic : MatrixTypeOuterStride+1,
+    OuterStrideAtCompileTime = 0
+  };
+};
+}
+
+template<typename MatrixType, int _DiagIndex> class Diagonal
+   : public internal::dense_xpr_base< Diagonal<MatrixType,_DiagIndex> >::type
+{
+  public:
+
+    enum { DiagIndex = _DiagIndex };
+    typedef typename internal::dense_xpr_base<Diagonal>::type Base;
+    EIGEN_DENSE_PUBLIC_INTERFACE(Diagonal)
+
+    EIGEN_DEVICE_FUNC
+    explicit inline Diagonal(MatrixType& matrix, Index a_index = DiagIndex) : m_matrix(matrix), m_index(a_index)
+    {
+      eigen_assert( a_index <= m_matrix.cols() && -a_index <= m_matrix.rows() );
+    }
+
+    EIGEN_INHERIT_ASSIGNMENT_OPERATORS(Diagonal)
+
+    EIGEN_DEVICE_FUNC
+    inline Index rows() const
+    {
+      return m_index.value()<0 ? numext::mini<Index>(m_matrix.cols(),m_matrix.rows()+m_index.value())
+                               : numext::mini<Index>(m_matrix.rows(),m_matrix.cols()-m_index.value());
+    }
+
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
+    inline Index cols() const EIGEN_NOEXCEPT { return 1; }
+
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
+    inline Index innerStride() const EIGEN_NOEXCEPT {
+      return m_matrix.outerStride() + 1;
+    }
+
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
+    inline Index outerStride() const EIGEN_NOEXCEPT { return 0; }
+
+    typedef typename internal::conditional<
+                       internal::is_lvalue<MatrixType>::value,
+                       Scalar,
+                       const Scalar
+                     >::type ScalarWithConstIfNotLvalue;
+
+    EIGEN_DEVICE_FUNC
+    inline ScalarWithConstIfNotLvalue* data() { return &(m_matrix.coeffRef(rowOffset(), colOffset())); }
+    EIGEN_DEVICE_FUNC
+    inline const Scalar* data() const { return &(m_matrix.coeffRef(rowOffset(), colOffset())); }
+
+    EIGEN_DEVICE_FUNC
+    inline Scalar& coeffRef(Index row, Index)
+    {
+      EIGEN_STATIC_ASSERT_LVALUE(MatrixType)
+      return m_matrix.coeffRef(row+rowOffset(), row+colOffset());
+    }
+
+    EIGEN_DEVICE_FUNC
+    inline const Scalar& coeffRef(Index row, Index) const
+    {
+      return m_matrix.coeffRef(row+rowOffset(), row+colOffset());
+    }
+
+    EIGEN_DEVICE_FUNC
+    inline CoeffReturnType coeff(Index row, Index) const
+    {
+      return m_matrix.coeff(row+rowOffset(), row+colOffset());
+    }
+
+    EIGEN_DEVICE_FUNC
+    inline Scalar& coeffRef(Index idx)
+    {
+      EIGEN_STATIC_ASSERT_LVALUE(MatrixType)
+      return m_matrix.coeffRef(idx+rowOffset(), idx+colOffset());
+    }
+
+    EIGEN_DEVICE_FUNC
+    inline const Scalar& coeffRef(Index idx) const
+    {
+      return m_matrix.coeffRef(idx+rowOffset(), idx+colOffset());
+    }
+
+    EIGEN_DEVICE_FUNC
+    inline CoeffReturnType coeff(Index idx) const
+    {
+      return m_matrix.coeff(idx+rowOffset(), idx+colOffset());
+    }
+
+    EIGEN_DEVICE_FUNC
+    inline const typename internal::remove_all<typename MatrixType::Nested>::type&
+    nestedExpression() const
+    {
+      return m_matrix;
+    }
+
+    EIGEN_DEVICE_FUNC
+    inline Index index() const
+    {
+      return m_index.value();
+    }
+
+  protected:
+    typename internal::ref_selector<MatrixType>::non_const_type m_matrix;
+    const internal::variable_if_dynamicindex<Index, DiagIndex> m_index;
+
+  private:
+    // some compilers may fail to optimize std::max etc in case of compile-time constants...
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE EIGEN_CONSTEXPR
+    Index absDiagIndex() const EIGEN_NOEXCEPT { return m_index.value()>0 ? m_index.value() : -m_index.value(); }
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE EIGEN_CONSTEXPR
+    Index rowOffset() const EIGEN_NOEXCEPT { return m_index.value()>0 ? 0 : -m_index.value(); }
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE EIGEN_CONSTEXPR
+    Index colOffset() const EIGEN_NOEXCEPT { return m_index.value()>0 ? m_index.value() : 0; }
+    // trigger a compile-time error if someone try to call packet
+    template<int LoadMode> typename MatrixType::PacketReturnType packet(Index) const;
+    template<int LoadMode> typename MatrixType::PacketReturnType packet(Index,Index) const;
+};
+
+/** \returns an expression of the main diagonal of the matrix \c *this
+  *
+  * \c *this is not required to be square.
+  *
+  * Example: \include MatrixBase_diagonal.cpp
+  * Output: \verbinclude MatrixBase_diagonal.out
+  *
+  * \sa class Diagonal */
+template<typename Derived>
+EIGEN_DEVICE_FUNC inline typename MatrixBase<Derived>::DiagonalReturnType
+MatrixBase<Derived>::diagonal()
+{
+  return DiagonalReturnType(derived());
+}
+
+/** This is the const version of diagonal(). */
+template<typename Derived>
+EIGEN_DEVICE_FUNC inline typename MatrixBase<Derived>::ConstDiagonalReturnType
+MatrixBase<Derived>::diagonal() const
+{
+  return ConstDiagonalReturnType(derived());
+}
+
+/** \returns an expression of the \a DiagIndex-th sub or super diagonal of the matrix \c *this
+  *
+  * \c *this is not required to be square.
+  *
+  * The template parameter \a DiagIndex represent a super diagonal if \a DiagIndex > 0
+  * and a sub diagonal otherwise. \a DiagIndex == 0 is equivalent to the main diagonal.
+  *
+  * Example: \include MatrixBase_diagonal_int.cpp
+  * Output: \verbinclude MatrixBase_diagonal_int.out
+  *
+  * \sa MatrixBase::diagonal(), class Diagonal */
+template<typename Derived>
+EIGEN_DEVICE_FUNC inline typename MatrixBase<Derived>::DiagonalDynamicIndexReturnType
+MatrixBase<Derived>::diagonal(Index index)
+{
+  return DiagonalDynamicIndexReturnType(derived(), index);
+}
+
+/** This is the const version of diagonal(Index). */
+template<typename Derived>
+EIGEN_DEVICE_FUNC inline typename MatrixBase<Derived>::ConstDiagonalDynamicIndexReturnType
+MatrixBase<Derived>::diagonal(Index index) const
+{
+  return ConstDiagonalDynamicIndexReturnType(derived(), index);
+}
+
+/** \returns an expression of the \a DiagIndex-th sub or super diagonal of the matrix \c *this
+  *
+  * \c *this is not required to be square.
+  *
+  * The template parameter \a DiagIndex represent a super diagonal if \a DiagIndex > 0
+  * and a sub diagonal otherwise. \a DiagIndex == 0 is equivalent to the main diagonal.
+  *
+  * Example: \include MatrixBase_diagonal_template_int.cpp
+  * Output: \verbinclude MatrixBase_diagonal_template_int.out
+  *
+  * \sa MatrixBase::diagonal(), class Diagonal */
+template<typename Derived>
+template<int Index_>
+EIGEN_DEVICE_FUNC
+inline typename MatrixBase<Derived>::template DiagonalIndexReturnType<Index_>::Type
+MatrixBase<Derived>::diagonal()
+{
+  return typename DiagonalIndexReturnType<Index_>::Type(derived());
+}
+
+/** This is the const version of diagonal<int>(). */
+template<typename Derived>
+template<int Index_>
+EIGEN_DEVICE_FUNC
+inline typename MatrixBase<Derived>::template ConstDiagonalIndexReturnType<Index_>::Type
+MatrixBase<Derived>::diagonal() const
+{
+  return typename ConstDiagonalIndexReturnType<Index_>::Type(derived());
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_DIAGONAL_H

casadi/include/eigen3/Eigen/src/Core/DiagonalMatrix.h

@@ -0,0 +1,391 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2009 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2007-2009 Benoit Jacob <jacob.benoit.1@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_DIAGONALMATRIX_H
+#define EIGEN_DIAGONALMATRIX_H
+
+namespace Eigen { 
+
+#ifndef EIGEN_PARSED_BY_DOXYGEN
+template<typename Derived>
+class DiagonalBase : public EigenBase<Derived>
+{
+  public:
+    typedef typename internal::traits<Derived>::DiagonalVectorType DiagonalVectorType;
+    typedef typename DiagonalVectorType::Scalar Scalar;
+    typedef typename DiagonalVectorType::RealScalar RealScalar;
+    typedef typename internal::traits<Derived>::StorageKind StorageKind;
+    typedef typename internal::traits<Derived>::StorageIndex StorageIndex;
+
+    enum {
+      RowsAtCompileTime = DiagonalVectorType::SizeAtCompileTime,
+      ColsAtCompileTime = DiagonalVectorType::SizeAtCompileTime,
+      MaxRowsAtCompileTime = DiagonalVectorType::MaxSizeAtCompileTime,
+      MaxColsAtCompileTime = DiagonalVectorType::MaxSizeAtCompileTime,
+      IsVectorAtCompileTime = 0,
+      Flags = NoPreferredStorageOrderBit
+    };
+
+    typedef Matrix<Scalar, RowsAtCompileTime, ColsAtCompileTime, 0, MaxRowsAtCompileTime, MaxColsAtCompileTime> DenseMatrixType;
+    typedef DenseMatrixType DenseType;
+    typedef DiagonalMatrix<Scalar,DiagonalVectorType::SizeAtCompileTime,DiagonalVectorType::MaxSizeAtCompileTime> PlainObject;
+
+    EIGEN_DEVICE_FUNC
+    inline const Derived& derived() const { return *static_cast<const Derived*>(this); }
+    EIGEN_DEVICE_FUNC
+    inline Derived& derived() { return *static_cast<Derived*>(this); }
+
+    EIGEN_DEVICE_FUNC
+    DenseMatrixType toDenseMatrix() const { return derived(); }
+
+    EIGEN_DEVICE_FUNC
+    inline const DiagonalVectorType& diagonal() const { return derived().diagonal(); }
+    EIGEN_DEVICE_FUNC
+    inline DiagonalVectorType& diagonal() { return derived().diagonal(); }
+
+    EIGEN_DEVICE_FUNC
+    inline Index rows() const { return diagonal().size(); }
+    EIGEN_DEVICE_FUNC
+    inline Index cols() const { return diagonal().size(); }
+
+    template<typename MatrixDerived>
+    EIGEN_DEVICE_FUNC
+    const Product<Derived,MatrixDerived,LazyProduct>
+    operator*(const MatrixBase<MatrixDerived> &matrix) const
+    {
+      return Product<Derived, MatrixDerived, LazyProduct>(derived(),matrix.derived());
+    }
+
+    typedef DiagonalWrapper<const CwiseUnaryOp<internal::scalar_inverse_op<Scalar>, const DiagonalVectorType> > InverseReturnType;
+    EIGEN_DEVICE_FUNC
+    inline const InverseReturnType
+    inverse() const
+    {
+      return InverseReturnType(diagonal().cwiseInverse());
+    }
+    
+    EIGEN_DEVICE_FUNC
+    inline const DiagonalWrapper<const EIGEN_EXPR_BINARYOP_SCALAR_RETURN_TYPE(DiagonalVectorType,Scalar,product) >
+    operator*(const Scalar& scalar) const
+    {
+      return DiagonalWrapper<const EIGEN_EXPR_BINARYOP_SCALAR_RETURN_TYPE(DiagonalVectorType,Scalar,product) >(diagonal() * scalar);
+    }
+    EIGEN_DEVICE_FUNC
+    friend inline const DiagonalWrapper<const EIGEN_SCALAR_BINARYOP_EXPR_RETURN_TYPE(Scalar,DiagonalVectorType,product) >
+    operator*(const Scalar& scalar, const DiagonalBase& other)
+    {
+      return DiagonalWrapper<const EIGEN_SCALAR_BINARYOP_EXPR_RETURN_TYPE(Scalar,DiagonalVectorType,product) >(scalar * other.diagonal());
+    }
+
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    #ifdef EIGEN_PARSED_BY_DOXYGEN
+    inline unspecified_expression_type
+    #else
+    inline const DiagonalWrapper<const EIGEN_CWISE_BINARY_RETURN_TYPE(DiagonalVectorType,typename OtherDerived::DiagonalVectorType,sum) >
+    #endif
+    operator+(const DiagonalBase<OtherDerived>& other) const
+    {
+      return (diagonal() + other.diagonal()).asDiagonal();
+    }
+
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    #ifdef EIGEN_PARSED_BY_DOXYGEN
+    inline unspecified_expression_type
+    #else
+    inline const DiagonalWrapper<const EIGEN_CWISE_BINARY_RETURN_TYPE(DiagonalVectorType,typename OtherDerived::DiagonalVectorType,difference) >
+    #endif
+    operator-(const DiagonalBase<OtherDerived>& other) const
+    {
+      return (diagonal() - other.diagonal()).asDiagonal();
+    }
+};
+
+#endif
+
+/** \class DiagonalMatrix
+  * \ingroup Core_Module
+  *
+  * \brief Represents a diagonal matrix with its storage
+  *
+  * \param _Scalar the type of coefficients
+  * \param SizeAtCompileTime the dimension of the matrix, or Dynamic
+  * \param MaxSizeAtCompileTime the dimension of the matrix, or Dynamic. This parameter is optional and defaults
+  *        to SizeAtCompileTime. Most of the time, you do not need to specify it.
+  *
+  * \sa class DiagonalWrapper
+  */
+
+namespace internal {
+template<typename _Scalar, int SizeAtCompileTime, int MaxSizeAtCompileTime>
+struct traits<DiagonalMatrix<_Scalar,SizeAtCompileTime,MaxSizeAtCompileTime> >
+ : traits<Matrix<_Scalar,SizeAtCompileTime,SizeAtCompileTime,0,MaxSizeAtCompileTime,MaxSizeAtCompileTime> >
+{
+  typedef Matrix<_Scalar,SizeAtCompileTime,1,0,MaxSizeAtCompileTime,1> DiagonalVectorType;
+  typedef DiagonalShape StorageKind;
+  enum {
+    Flags = LvalueBit | NoPreferredStorageOrderBit
+  };
+};
+}
+template<typename _Scalar, int SizeAtCompileTime, int MaxSizeAtCompileTime>
+class DiagonalMatrix
+  : public DiagonalBase<DiagonalMatrix<_Scalar,SizeAtCompileTime,MaxSizeAtCompileTime> >
+{
+  public:
+    #ifndef EIGEN_PARSED_BY_DOXYGEN
+    typedef typename internal::traits<DiagonalMatrix>::DiagonalVectorType DiagonalVectorType;
+    typedef const DiagonalMatrix& Nested;
+    typedef _Scalar Scalar;
+    typedef typename internal::traits<DiagonalMatrix>::StorageKind StorageKind;
+    typedef typename internal::traits<DiagonalMatrix>::StorageIndex StorageIndex;
+    #endif
+
+  protected:
+
+    DiagonalVectorType m_diagonal;
+
+  public:
+
+    /** const version of diagonal(). */
+    EIGEN_DEVICE_FUNC
+    inline const DiagonalVectorType& diagonal() const { return m_diagonal; }
+    /** \returns a reference to the stored vector of diagonal coefficients. */
+    EIGEN_DEVICE_FUNC
+    inline DiagonalVectorType& diagonal() { return m_diagonal; }
+
+    /** Default constructor without initialization */
+    EIGEN_DEVICE_FUNC
+    inline DiagonalMatrix() {}
+
+    /** Constructs a diagonal matrix with given dimension  */
+    EIGEN_DEVICE_FUNC
+    explicit inline DiagonalMatrix(Index dim) : m_diagonal(dim) {}
+
+    /** 2D constructor. */
+    EIGEN_DEVICE_FUNC
+    inline DiagonalMatrix(const Scalar& x, const Scalar& y) : m_diagonal(x,y) {}
+
+    /** 3D constructor. */
+    EIGEN_DEVICE_FUNC
+    inline DiagonalMatrix(const Scalar& x, const Scalar& y, const Scalar& z) : m_diagonal(x,y,z) {}
+
+    #if EIGEN_HAS_CXX11
+    /** \brief Construct a diagonal matrix with fixed size from an arbitrary number of coefficients. \cpp11
+      * 
+      * There exists C++98 anologue constructors for fixed-size diagonal matrices having 2 or 3 coefficients.
+      * 
+      * \warning To construct a diagonal matrix of fixed size, the number of values passed to this 
+      * constructor must match the fixed dimension of \c *this.
+      * 
+      * \sa DiagonalMatrix(const Scalar&, const Scalar&)
+      * \sa DiagonalMatrix(const Scalar&, const Scalar&, const Scalar&)
+      */
+    template <typename... ArgTypes>
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    DiagonalMatrix(const Scalar& a0, const Scalar& a1, const Scalar& a2, const ArgTypes&... args)
+      : m_diagonal(a0, a1, a2, args...) {}
+
+    /** \brief Constructs a DiagonalMatrix and initializes it by elements given by an initializer list of initializer
+      * lists \cpp11
+      */
+    EIGEN_DEVICE_FUNC
+    explicit EIGEN_STRONG_INLINE DiagonalMatrix(const std::initializer_list<std::initializer_list<Scalar>>& list)
+      : m_diagonal(list) {}
+    #endif  // EIGEN_HAS_CXX11
+
+    /** Copy constructor. */
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    inline DiagonalMatrix(const DiagonalBase<OtherDerived>& other) : m_diagonal(other.diagonal()) {}
+
+    #ifndef EIGEN_PARSED_BY_DOXYGEN
+    /** copy constructor. prevent a default copy constructor from hiding the other templated constructor */
+    inline DiagonalMatrix(const DiagonalMatrix& other) : m_diagonal(other.diagonal()) {}
+    #endif
+
+    /** generic constructor from expression of the diagonal coefficients */
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    explicit inline DiagonalMatrix(const MatrixBase<OtherDerived>& other) : m_diagonal(other)
+    {}
+
+    /** Copy operator. */
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    DiagonalMatrix& operator=(const DiagonalBase<OtherDerived>& other)
+    {
+      m_diagonal = other.diagonal();
+      return *this;
+    }
+
+    #ifndef EIGEN_PARSED_BY_DOXYGEN
+    /** This is a special case of the templated operator=. Its purpose is to
+      * prevent a default operator= from hiding the templated operator=.
+      */
+    EIGEN_DEVICE_FUNC
+    DiagonalMatrix& operator=(const DiagonalMatrix& other)
+    {
+      m_diagonal = other.diagonal();
+      return *this;
+    }
+    #endif
+
+    /** Resizes to given size. */
+    EIGEN_DEVICE_FUNC
+    inline void resize(Index size) { m_diagonal.resize(size); }
+    /** Sets all coefficients to zero. */
+    EIGEN_DEVICE_FUNC
+    inline void setZero() { m_diagonal.setZero(); }
+    /** Resizes and sets all coefficients to zero. */
+    EIGEN_DEVICE_FUNC
+    inline void setZero(Index size) { m_diagonal.setZero(size); }
+    /** Sets this matrix to be the identity matrix of the current size. */
+    EIGEN_DEVICE_FUNC
+    inline void setIdentity() { m_diagonal.setOnes(); }
+    /** Sets this matrix to be the identity matrix of the given size. */
+    EIGEN_DEVICE_FUNC
+    inline void setIdentity(Index size) { m_diagonal.setOnes(size); }
+};
+
+/** \class DiagonalWrapper
+  * \ingroup Core_Module
+  *
+  * \brief Expression of a diagonal matrix
+  *
+  * \param _DiagonalVectorType the type of the vector of diagonal coefficients
+  *
+  * This class is an expression of a diagonal matrix, but not storing its own vector of diagonal coefficients,
+  * instead wrapping an existing vector expression. It is the return type of MatrixBase::asDiagonal()
+  * and most of the time this is the only way that it is used.
+  *
+  * \sa class DiagonalMatrix, class DiagonalBase, MatrixBase::asDiagonal()
+  */
+
+namespace internal {
+template<typename _DiagonalVectorType>
+struct traits<DiagonalWrapper<_DiagonalVectorType> >
+{
+  typedef _DiagonalVectorType DiagonalVectorType;
+  typedef typename DiagonalVectorType::Scalar Scalar;
+  typedef typename DiagonalVectorType::StorageIndex StorageIndex;
+  typedef DiagonalShape StorageKind;
+  typedef typename traits<DiagonalVectorType>::XprKind XprKind;
+  enum {
+    RowsAtCompileTime = DiagonalVectorType::SizeAtCompileTime,
+    ColsAtCompileTime = DiagonalVectorType::SizeAtCompileTime,
+    MaxRowsAtCompileTime = DiagonalVectorType::MaxSizeAtCompileTime,
+    MaxColsAtCompileTime = DiagonalVectorType::MaxSizeAtCompileTime,
+    Flags =  (traits<DiagonalVectorType>::Flags & LvalueBit) | NoPreferredStorageOrderBit
+  };
+};
+}
+
+template<typename _DiagonalVectorType>
+class DiagonalWrapper
+  : public DiagonalBase<DiagonalWrapper<_DiagonalVectorType> >, internal::no_assignment_operator
+{
+  public:
+    #ifndef EIGEN_PARSED_BY_DOXYGEN
+    typedef _DiagonalVectorType DiagonalVectorType;
+    typedef DiagonalWrapper Nested;
+    #endif
+
+    /** Constructor from expression of diagonal coefficients to wrap. */
+    EIGEN_DEVICE_FUNC
+    explicit inline DiagonalWrapper(DiagonalVectorType& a_diagonal) : m_diagonal(a_diagonal) {}
+
+    /** \returns a const reference to the wrapped expression of diagonal coefficients. */
+    EIGEN_DEVICE_FUNC
+    const DiagonalVectorType& diagonal() const { return m_diagonal; }
+
+  protected:
+    typename DiagonalVectorType::Nested m_diagonal;
+};
+
+/** \returns a pseudo-expression of a diagonal matrix with *this as vector of diagonal coefficients
+  *
+  * \only_for_vectors
+  *
+  * Example: \include MatrixBase_asDiagonal.cpp
+  * Output: \verbinclude MatrixBase_asDiagonal.out
+  *
+  * \sa class DiagonalWrapper, class DiagonalMatrix, diagonal(), isDiagonal()
+  **/
+template<typename Derived>
+EIGEN_DEVICE_FUNC inline const DiagonalWrapper<const Derived>
+MatrixBase<Derived>::asDiagonal() const
+{
+  return DiagonalWrapper<const Derived>(derived());
+}
+
+/** \returns true if *this is approximately equal to a diagonal matrix,
+  *          within the precision given by \a prec.
+  *
+  * Example: \include MatrixBase_isDiagonal.cpp
+  * Output: \verbinclude MatrixBase_isDiagonal.out
+  *
+  * \sa asDiagonal()
+  */
+template<typename Derived>
+bool MatrixBase<Derived>::isDiagonal(const RealScalar& prec) const
+{
+  if(cols() != rows()) return false;
+  RealScalar maxAbsOnDiagonal = static_cast<RealScalar>(-1);
+  for(Index j = 0; j < cols(); ++j)
+  {
+    RealScalar absOnDiagonal = numext::abs(coeff(j,j));
+    if(absOnDiagonal > maxAbsOnDiagonal) maxAbsOnDiagonal = absOnDiagonal;
+  }
+  for(Index j = 0; j < cols(); ++j)
+    for(Index i = 0; i < j; ++i)
+    {
+      if(!internal::isMuchSmallerThan(coeff(i, j), maxAbsOnDiagonal, prec)) return false;
+      if(!internal::isMuchSmallerThan(coeff(j, i), maxAbsOnDiagonal, prec)) return false;
+    }
+  return true;
+}
+
+namespace internal {
+
+template<> struct storage_kind_to_shape<DiagonalShape> { typedef DiagonalShape Shape; };
+
+struct Diagonal2Dense {};
+
+template<> struct AssignmentKind<DenseShape,DiagonalShape> { typedef Diagonal2Dense Kind; };
+
+// Diagonal matrix to Dense assignment
+template< typename DstXprType, typename SrcXprType, typename Functor>
+struct Assignment<DstXprType, SrcXprType, Functor, Diagonal2Dense>
+{
+  static void run(DstXprType &dst, const SrcXprType &src, const internal::assign_op<typename DstXprType::Scalar,typename SrcXprType::Scalar> &/*func*/)
+  {
+    Index dstRows = src.rows();
+    Index dstCols = src.cols();
+    if((dst.rows()!=dstRows) || (dst.cols()!=dstCols))
+      dst.resize(dstRows, dstCols);
+    
+    dst.setZero();
+    dst.diagonal() = src.diagonal();
+  }
+  
+  static void run(DstXprType &dst, const SrcXprType &src, const internal::add_assign_op<typename DstXprType::Scalar,typename SrcXprType::Scalar> &/*func*/)
+  { dst.diagonal() += src.diagonal(); }
+  
+  static void run(DstXprType &dst, const SrcXprType &src, const internal::sub_assign_op<typename DstXprType::Scalar,typename SrcXprType::Scalar> &/*func*/)
+  { dst.diagonal() -= src.diagonal(); }
+};
+
+} // namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_DIAGONALMATRIX_H

casadi/include/eigen3/Eigen/src/Core/DiagonalProduct.h

@@ -0,0 +1,28 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2007-2009 Benoit Jacob <jacob.benoit.1@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_DIAGONALPRODUCT_H
+#define EIGEN_DIAGONALPRODUCT_H
+
+namespace Eigen { 
+
+/** \returns the diagonal matrix product of \c *this by the diagonal matrix \a diagonal.
+  */
+template<typename Derived>
+template<typename DiagonalDerived>
+EIGEN_DEVICE_FUNC inline const Product<Derived, DiagonalDerived, LazyProduct>
+MatrixBase<Derived>::operator*(const DiagonalBase<DiagonalDerived> &a_diagonal) const
+{
+  return Product<Derived, DiagonalDerived, LazyProduct>(derived(),a_diagonal.derived());
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_DIAGONALPRODUCT_H