eigen update

5 files changed, 112 insertions, 71 deletions

diff --git a/eigen/Eigen/src/Core/util/MKL_support.h b/eigen/Eigen/src/Core/util/MKL_support.h
index 26b5966..b7d6ecc 100644
--- a/eigen/Eigen/src/Core/util/MKL_support.h
+++ b/eigen/Eigen/src/Core/util/MKL_support.h
@@ -49,10 +49,11 @@
   #define EIGEN_USE_LAPACKE
 #endif
 
-#if defined(EIGEN_USE_MKL_VML)
+#if defined(EIGEN_USE_MKL_VML) && !defined(EIGEN_USE_MKL)
   #define EIGEN_USE_MKL
 #endif
 
+
 #if defined EIGEN_USE_MKL
 #   include <mkl.h> 
 /*Check IMKL version for compatibility: < 10.3 is not usable with Eigen*/
@@ -108,6 +109,10 @@
 #endif
 #endif
 
+#if defined(EIGEN_USE_BLAS) && !defined(EIGEN_USE_MKL)
+#include "../../misc/blas.h"
+#endif
+
 namespace Eigen {
 
 typedef std::complex<double> dcomplex;
@@ -121,8 +126,5 @@ typedef int BlasIndex;
 
 } // end namespace Eigen
 
-#if defined(EIGEN_USE_BLAS)
-#include "../../misc/blas.h"
-#endif
 
 #endif // EIGEN_MKL_SUPPORT_H
diff --git a/eigen/Eigen/src/Core/util/Macros.h b/eigen/Eigen/src/Core/util/Macros.h
index 38d6ddb..02d21d2 100644
--- a/eigen/Eigen/src/Core/util/Macros.h
+++ b/eigen/Eigen/src/Core/util/Macros.h
@@ -13,7 +13,7 @@
 
 #define EIGEN_WORLD_VERSION 3
 #define EIGEN_MAJOR_VERSION 3
-#define EIGEN_MINOR_VERSION 4
+#define EIGEN_MINOR_VERSION 5
 
 #define EIGEN_VERSION_AT_LEAST(x,y,z) (EIGEN_WORLD_VERSION>x || (EIGEN_WORLD_VERSION>=x && \
                                       (EIGEN_MAJOR_VERSION>y || (EIGEN_MAJOR_VERSION>=y && \
@@ -399,7 +399,7 @@
 // Does the compiler support variadic templates?
 #ifndef EIGEN_HAS_VARIADIC_TEMPLATES
 #if EIGEN_MAX_CPP_VER>=11 && (__cplusplus > 199711L || EIGEN_COMP_MSVC >= 1900) \
-  && ( !defined(__NVCC__) || !EIGEN_ARCH_ARM_OR_ARM64 || (defined __CUDACC_VER__ && __CUDACC_VER__ >= 80000) )
+  && (!defined(__NVCC__) || !EIGEN_ARCH_ARM_OR_ARM64 || (EIGEN_CUDACC_VER >= 80000) )
     // ^^ Disable the use of variadic templates when compiling with versions of nvcc older than 8.0 on ARM devices:
     //    this prevents nvcc from crashing when compiling Eigen on Tegra X1
 #define EIGEN_HAS_VARIADIC_TEMPLATES 1
@@ -413,7 +413,7 @@
 
 #ifdef __CUDACC__
 // Const expressions are supported provided that c++11 is enabled and we're using either clang or nvcc 7.5 or above
-#if EIGEN_MAX_CPP_VER>=14 && (__cplusplus > 199711L && defined(__CUDACC_VER__) && (EIGEN_COMP_CLANG || __CUDACC_VER__ >= 70500))
+#if EIGEN_MAX_CPP_VER>=14 && (__cplusplus > 199711L && (EIGEN_COMP_CLANG || EIGEN_CUDACC_VER >= 70500))
   #define EIGEN_HAS_CONSTEXPR 1
 #endif
 #elif EIGEN_MAX_CPP_VER>=14 && (__has_feature(cxx_relaxed_constexpr) || (defined(__cplusplus) && __cplusplus >= 201402L) || \
@@ -487,11 +487,13 @@
 // EIGEN_STRONG_INLINE is a stronger version of the inline, using __forceinline on MSVC,
 // but it still doesn't use GCC's always_inline. This is useful in (common) situations where MSVC needs forceinline
 // but GCC is still doing fine with just inline.
+#ifndef EIGEN_STRONG_INLINE
 #if EIGEN_COMP_MSVC || EIGEN_COMP_ICC
 #define EIGEN_STRONG_INLINE __forceinline
 #else
 #define EIGEN_STRONG_INLINE inline
 #endif
+#endif
 
 // EIGEN_ALWAYS_INLINE is the stronget, it has the effect of making the function inline and adding every possible
 // attribute to maximize inlining. This should only be used when really necessary: in particular,
@@ -812,7 +814,8 @@ namespace Eigen {
 // just an empty macro !
 #define EIGEN_EMPTY
 
-#if EIGEN_COMP_MSVC_STRICT && (EIGEN_COMP_MSVC < 1900 ||  defined(__CUDACC_VER__)) // for older MSVC versions, as well as 1900 && CUDA 8, using the base operator is sufficient (cf Bugs 1000, 1324)
+#if EIGEN_COMP_MSVC_STRICT && (EIGEN_COMP_MSVC < 1900 || EIGEN_CUDACC_VER>0)
+  // for older MSVC versions, as well as 1900 && CUDA 8, using the base operator is sufficient (cf Bugs 1000, 1324)
   #define EIGEN_INHERIT_ASSIGNMENT_EQUAL_OPERATOR(Derived) \
     using Base::operator =;
 #elif EIGEN_COMP_CLANG // workaround clang bug (see http://forum.kde.org/viewtopic.php?f=74&t=102653)
@@ -986,7 +989,13 @@ namespace Eigen {
 #   define EIGEN_NOEXCEPT
 #   define EIGEN_NOEXCEPT_IF(x)
 #   define EIGEN_NO_THROW throw()
-#   define EIGEN_EXCEPTION_SPEC(X) throw(X)
+#   if EIGEN_COMP_MSVC
+      // MSVC does not support exception specifications (warning C4290),
+      // and they are deprecated in c++11 anyway.
+#     define EIGEN_EXCEPTION_SPEC(X) throw()
+#   else
+#     define EIGEN_EXCEPTION_SPEC(X) throw(X)
+#   endif
 #endif
 
 #endif // EIGEN_MACROS_H
diff --git a/eigen/Eigen/src/Core/util/Memory.h b/eigen/Eigen/src/Core/util/Memory.h
index c634d7e..66cdbd8 100644
--- a/eigen/Eigen/src/Core/util/Memory.h
+++ b/eigen/Eigen/src/Core/util/Memory.h
@@ -70,7 +70,7 @@ inline void throw_std_bad_alloc()
     throw std::bad_alloc();
   #else
     std::size_t huge = static_cast<std::size_t>(-1);
-    new int[huge];
+    ::operator new(huge);
   #endif
 }
 
@@ -493,7 +493,7 @@ template<typename T> struct smart_copy_helper<T,true> {
     IntPtr size = IntPtr(end)-IntPtr(start);
     if(size==0) return;
     eigen_internal_assert(start!=0 && end!=0 && target!=0);
-    memcpy(target, start, size);
+    std::memcpy(target, start, size);
   }
 };
 
@@ -696,7 +696,15 @@ template<typename T> void swap(scoped_array<T> &a,scoped_array<T> &b)
 /** \class aligned_allocator
 * \ingroup Core_Module
 *
-* \brief STL compatible allocator to use with with 16 byte aligned types
+* \brief STL compatible allocator to use with types requiring a non standrad alignment.
+*
+* The memory is aligned as for dynamically aligned matrix/array types such as MatrixXd.
+* By default, it will thus provide at least 16 bytes alignment and more in following cases:
+*  - 32 bytes alignment if AVX is enabled.
+*  - 64 bytes alignment if AVX512 is enabled.
+*
+* This can be controled using the \c EIGEN_MAX_ALIGN_BYTES macro as documented
+* \link TopicPreprocessorDirectivesPerformance there \endlink.
 *
 * Example:
 * \code
diff --git a/eigen/Eigen/src/Core/util/Meta.h b/eigen/Eigen/src/Core/util/Meta.h
index 7f63707..1d73f05 100644
--- a/eigen/Eigen/src/Core/util/Meta.h
+++ b/eigen/Eigen/src/Core/util/Meta.h
@@ -485,6 +485,26 @@ T div_ceil(const T &a, const T &b)
   return (a+b-1) / b;
 }
 
+// The aim of the following functions is to bypass -Wfloat-equal warnings
+// when we really want a strict equality comparison on floating points.
+template<typename X, typename Y> EIGEN_STRONG_INLINE
+bool equal_strict(const X& x,const Y& y) { return x == y; }
+
+template<> EIGEN_STRONG_INLINE
+bool equal_strict(const float& x,const float& y) { return std::equal_to<float>()(x,y); }
+
+template<> EIGEN_STRONG_INLINE
+bool equal_strict(const double& x,const double& y) { return std::equal_to<double>()(x,y); }
+
+template<typename X, typename Y> EIGEN_STRONG_INLINE
+bool not_equal_strict(const X& x,const Y& y) { return x != y; }
+
+template<> EIGEN_STRONG_INLINE
+bool not_equal_strict(const float& x,const float& y) { return std::not_equal_to<float>()(x,y); }
+
+template<> EIGEN_STRONG_INLINE
+bool not_equal_strict(const double& x,const double& y) { return std::not_equal_to<double>()(x,y); }
+
 } // end namespace numext
 
 } // end namespace Eigen
diff --git a/eigen/Eigen/src/Core/util/StaticAssert.h b/eigen/Eigen/src/Core/util/StaticAssert.h
index 983361a..500e477 100644
--- a/eigen/Eigen/src/Core/util/StaticAssert.h
+++ b/eigen/Eigen/src/Core/util/StaticAssert.h
@@ -24,6 +24,7 @@
  *
  */
 
+#ifndef EIGEN_STATIC_ASSERT
 #ifndef EIGEN_NO_STATIC_ASSERT
 
   #if EIGEN_MAX_CPP_VER>=11 && (__has_feature(cxx_static_assert) || (defined(__cplusplus) && __cplusplus >= 201103L) || (EIGEN_COMP_MSVC >= 1600))
@@ -44,64 +45,65 @@
     struct static_assertion<true>
     {
       enum {
-        YOU_TRIED_CALLING_A_VECTOR_METHOD_ON_A_MATRIX,
-        YOU_MIXED_VECTORS_OF_DIFFERENT_SIZES,
-        YOU_MIXED_MATRICES_OF_DIFFERENT_SIZES,
-        THIS_METHOD_IS_ONLY_FOR_VECTORS_OF_A_SPECIFIC_SIZE,
-        THIS_METHOD_IS_ONLY_FOR_MATRICES_OF_A_SPECIFIC_SIZE,
-        THIS_METHOD_IS_ONLY_FOR_OBJECTS_OF_A_SPECIFIC_SIZE,
-        OUT_OF_RANGE_ACCESS,
-        YOU_MADE_A_PROGRAMMING_MISTAKE,
-        EIGEN_INTERNAL_ERROR_PLEASE_FILE_A_BUG_REPORT,
-        EIGEN_INTERNAL_COMPILATION_ERROR_OR_YOU_MADE_A_PROGRAMMING_MISTAKE,
-        YOU_CALLED_A_FIXED_SIZE_METHOD_ON_A_DYNAMIC_SIZE_MATRIX_OR_VECTOR,
-        YOU_CALLED_A_DYNAMIC_SIZE_METHOD_ON_A_FIXED_SIZE_MATRIX_OR_VECTOR,
-        UNALIGNED_LOAD_AND_STORE_OPERATIONS_UNIMPLEMENTED_ON_ALTIVEC,
-        THIS_FUNCTION_IS_NOT_FOR_INTEGER_NUMERIC_TYPES,
-        FLOATING_POINT_ARGUMENT_PASSED__INTEGER_WAS_EXPECTED,
-        NUMERIC_TYPE_MUST_BE_REAL,
-        COEFFICIENT_WRITE_ACCESS_TO_SELFADJOINT_NOT_SUPPORTED,
-        WRITING_TO_TRIANGULAR_PART_WITH_UNIT_DIAGONAL_IS_NOT_SUPPORTED,
-        THIS_METHOD_IS_ONLY_FOR_FIXED_SIZE,
-        INVALID_MATRIX_PRODUCT,
-        INVALID_VECTOR_VECTOR_PRODUCT__IF_YOU_WANTED_A_DOT_OR_COEFF_WISE_PRODUCT_YOU_MUST_USE_THE_EXPLICIT_FUNCTIONS,
-        INVALID_MATRIX_PRODUCT__IF_YOU_WANTED_A_COEFF_WISE_PRODUCT_YOU_MUST_USE_THE_EXPLICIT_FUNCTION,
-        YOU_MIXED_DIFFERENT_NUMERIC_TYPES__YOU_NEED_TO_USE_THE_CAST_METHOD_OF_MATRIXBASE_TO_CAST_NUMERIC_TYPES_EXPLICITLY,
-        THIS_METHOD_IS_ONLY_FOR_COLUMN_MAJOR_MATRICES,
-        THIS_METHOD_IS_ONLY_FOR_ROW_MAJOR_MATRICES,
-        INVALID_MATRIX_TEMPLATE_PARAMETERS,
-        INVALID_MATRIXBASE_TEMPLATE_PARAMETERS,
-        BOTH_MATRICES_MUST_HAVE_THE_SAME_STORAGE_ORDER,
-        THIS_METHOD_IS_ONLY_FOR_DIAGONAL_MATRIX,
-        THE_MATRIX_OR_EXPRESSION_THAT_YOU_PASSED_DOES_NOT_HAVE_THE_EXPECTED_TYPE,
-        THIS_METHOD_IS_ONLY_FOR_EXPRESSIONS_WITH_DIRECT_MEMORY_ACCESS_SUCH_AS_MAP_OR_PLAIN_MATRICES,
-        YOU_ALREADY_SPECIFIED_THIS_STRIDE,
-        INVALID_STORAGE_ORDER_FOR_THIS_VECTOR_EXPRESSION,
-        THE_BRACKET_OPERATOR_IS_ONLY_FOR_VECTORS__USE_THE_PARENTHESIS_OPERATOR_INSTEAD,
-        PACKET_ACCESS_REQUIRES_TO_HAVE_INNER_STRIDE_FIXED_TO_1,
-        THIS_METHOD_IS_ONLY_FOR_SPECIFIC_TRANSFORMATIONS,
-        YOU_CANNOT_MIX_ARRAYS_AND_MATRICES,
-        YOU_PERFORMED_AN_INVALID_TRANSFORMATION_CONVERSION,
-        THIS_EXPRESSION_IS_NOT_A_LVALUE__IT_IS_READ_ONLY,
-        YOU_ARE_TRYING_TO_USE_AN_INDEX_BASED_ACCESSOR_ON_AN_EXPRESSION_THAT_DOES_NOT_SUPPORT_THAT,
-        THIS_METHOD_IS_ONLY_FOR_1x1_EXPRESSIONS,
-        THIS_METHOD_IS_ONLY_FOR_INNER_OR_LAZY_PRODUCTS,
-        THIS_METHOD_IS_ONLY_FOR_EXPRESSIONS_OF_BOOL,
-        THIS_METHOD_IS_ONLY_FOR_ARRAYS_NOT_MATRICES,
-        YOU_PASSED_A_ROW_VECTOR_BUT_A_COLUMN_VECTOR_WAS_EXPECTED,
-        YOU_PASSED_A_COLUMN_VECTOR_BUT_A_ROW_VECTOR_WAS_EXPECTED,
-        THE_INDEX_TYPE_MUST_BE_A_SIGNED_TYPE,
-        THE_STORAGE_ORDER_OF_BOTH_SIDES_MUST_MATCH,
-        OBJECT_ALLOCATED_ON_STACK_IS_TOO_BIG,
-        IMPLICIT_CONVERSION_TO_SCALAR_IS_FOR_INNER_PRODUCT_ONLY,
-        STORAGE_LAYOUT_DOES_NOT_MATCH,
-        EIGEN_INTERNAL_ERROR_PLEASE_FILE_A_BUG_REPORT__INVALID_COST_VALUE,
-        THIS_COEFFICIENT_ACCESSOR_TAKING_ONE_ACCESS_IS_ONLY_FOR_EXPRESSIONS_ALLOWING_LINEAR_ACCESS,
-        MATRIX_FREE_CONJUGATE_GRADIENT_IS_COMPATIBLE_WITH_UPPER_UNION_LOWER_MODE_ONLY,
-        THIS_TYPE_IS_NOT_SUPPORTED,
-        STORAGE_KIND_MUST_MATCH,
-        STORAGE_INDEX_MUST_MATCH,
-        CHOLMOD_SUPPORTS_DOUBLE_PRECISION_ONLY
+        YOU_TRIED_CALLING_A_VECTOR_METHOD_ON_A_MATRIX=1,
+        YOU_MIXED_VECTORS_OF_DIFFERENT_SIZES=1,
+        YOU_MIXED_MATRICES_OF_DIFFERENT_SIZES=1,
+        THIS_METHOD_IS_ONLY_FOR_VECTORS_OF_A_SPECIFIC_SIZE=1,
+        THIS_METHOD_IS_ONLY_FOR_MATRICES_OF_A_SPECIFIC_SIZE=1,
+        THIS_METHOD_IS_ONLY_FOR_OBJECTS_OF_A_SPECIFIC_SIZE=1,
+        OUT_OF_RANGE_ACCESS=1,
+        YOU_MADE_A_PROGRAMMING_MISTAKE=1,
+        EIGEN_INTERNAL_ERROR_PLEASE_FILE_A_BUG_REPORT=1,
+        EIGEN_INTERNAL_COMPILATION_ERROR_OR_YOU_MADE_A_PROGRAMMING_MISTAKE=1,
+        YOU_CALLED_A_FIXED_SIZE_METHOD_ON_A_DYNAMIC_SIZE_MATRIX_OR_VECTOR=1,
+        YOU_CALLED_A_DYNAMIC_SIZE_METHOD_ON_A_FIXED_SIZE_MATRIX_OR_VECTOR=1,
+        UNALIGNED_LOAD_AND_STORE_OPERATIONS_UNIMPLEMENTED_ON_ALTIVEC=1,
+        THIS_FUNCTION_IS_NOT_FOR_INTEGER_NUMERIC_TYPES=1,
+        FLOATING_POINT_ARGUMENT_PASSED__INTEGER_WAS_EXPECTED=1,
+        NUMERIC_TYPE_MUST_BE_REAL=1,
+        COEFFICIENT_WRITE_ACCESS_TO_SELFADJOINT_NOT_SUPPORTED=1,
+        WRITING_TO_TRIANGULAR_PART_WITH_UNIT_DIAGONAL_IS_NOT_SUPPORTED=1,
+        THIS_METHOD_IS_ONLY_FOR_FIXED_SIZE=1,
+        INVALID_MATRIX_PRODUCT=1,
+        INVALID_VECTOR_VECTOR_PRODUCT__IF_YOU_WANTED_A_DOT_OR_COEFF_WISE_PRODUCT_YOU_MUST_USE_THE_EXPLICIT_FUNCTIONS=1,
+        INVALID_MATRIX_PRODUCT__IF_YOU_WANTED_A_COEFF_WISE_PRODUCT_YOU_MUST_USE_THE_EXPLICIT_FUNCTION=1,
+        YOU_MIXED_DIFFERENT_NUMERIC_TYPES__YOU_NEED_TO_USE_THE_CAST_METHOD_OF_MATRIXBASE_TO_CAST_NUMERIC_TYPES_EXPLICITLY=1,
+        THIS_METHOD_IS_ONLY_FOR_COLUMN_MAJOR_MATRICES=1,
+        THIS_METHOD_IS_ONLY_FOR_ROW_MAJOR_MATRICES=1,
+        INVALID_MATRIX_TEMPLATE_PARAMETERS=1,
+        INVALID_MATRIXBASE_TEMPLATE_PARAMETERS=1,
+        BOTH_MATRICES_MUST_HAVE_THE_SAME_STORAGE_ORDER=1,
+        THIS_METHOD_IS_ONLY_FOR_DIAGONAL_MATRIX=1,
+        THE_MATRIX_OR_EXPRESSION_THAT_YOU_PASSED_DOES_NOT_HAVE_THE_EXPECTED_TYPE=1,
+        THIS_METHOD_IS_ONLY_FOR_EXPRESSIONS_WITH_DIRECT_MEMORY_ACCESS_SUCH_AS_MAP_OR_PLAIN_MATRICES=1,
+        YOU_ALREADY_SPECIFIED_THIS_STRIDE=1,
+        INVALID_STORAGE_ORDER_FOR_THIS_VECTOR_EXPRESSION=1,
+        THE_BRACKET_OPERATOR_IS_ONLY_FOR_VECTORS__USE_THE_PARENTHESIS_OPERATOR_INSTEAD=1,
+        PACKET_ACCESS_REQUIRES_TO_HAVE_INNER_STRIDE_FIXED_TO_1=1,
+        THIS_METHOD_IS_ONLY_FOR_SPECIFIC_TRANSFORMATIONS=1,
+        YOU_CANNOT_MIX_ARRAYS_AND_MATRICES=1,
+        YOU_PERFORMED_AN_INVALID_TRANSFORMATION_CONVERSION=1,
+        THIS_EXPRESSION_IS_NOT_A_LVALUE__IT_IS_READ_ONLY=1,
+        YOU_ARE_TRYING_TO_USE_AN_INDEX_BASED_ACCESSOR_ON_AN_EXPRESSION_THAT_DOES_NOT_SUPPORT_THAT=1,
+        THIS_METHOD_IS_ONLY_FOR_1x1_EXPRESSIONS=1,
+        THIS_METHOD_IS_ONLY_FOR_INNER_OR_LAZY_PRODUCTS=1,
+        THIS_METHOD_IS_ONLY_FOR_EXPRESSIONS_OF_BOOL=1,
+        THIS_METHOD_IS_ONLY_FOR_ARRAYS_NOT_MATRICES=1,
+        YOU_PASSED_A_ROW_VECTOR_BUT_A_COLUMN_VECTOR_WAS_EXPECTED=1,
+        YOU_PASSED_A_COLUMN_VECTOR_BUT_A_ROW_VECTOR_WAS_EXPECTED=1,
+        THE_INDEX_TYPE_MUST_BE_A_SIGNED_TYPE=1,
+        THE_STORAGE_ORDER_OF_BOTH_SIDES_MUST_MATCH=1,
+        OBJECT_ALLOCATED_ON_STACK_IS_TOO_BIG=1,
+        IMPLICIT_CONVERSION_TO_SCALAR_IS_FOR_INNER_PRODUCT_ONLY=1,
+        STORAGE_LAYOUT_DOES_NOT_MATCH=1,
+        EIGEN_INTERNAL_ERROR_PLEASE_FILE_A_BUG_REPORT__INVALID_COST_VALUE=1,
+        THIS_COEFFICIENT_ACCESSOR_TAKING_ONE_ACCESS_IS_ONLY_FOR_EXPRESSIONS_ALLOWING_LINEAR_ACCESS=1,
+        MATRIX_FREE_CONJUGATE_GRADIENT_IS_COMPATIBLE_WITH_UPPER_UNION_LOWER_MODE_ONLY=1,
+        THIS_TYPE_IS_NOT_SUPPORTED=1,
+        STORAGE_KIND_MUST_MATCH=1,
+        STORAGE_INDEX_MUST_MATCH=1,
+        CHOLMOD_SUPPORTS_DOUBLE_PRECISION_ONLY=1,
+        SELFADJOINTVIEW_ACCEPTS_UPPER_AND_LOWER_MODE_ONLY=1
       };
     };
 
@@ -131,7 +133,7 @@
   #define EIGEN_STATIC_ASSERT(CONDITION,MSG) eigen_assert((CONDITION) && #MSG);
 
 #endif // EIGEN_NO_STATIC_ASSERT
-
+#endif // EIGEN_STATIC_ASSERT
 
 // static assertion failing if the type \a TYPE is not a vector type
 #define EIGEN_STATIC_ASSERT_VECTOR_ONLY(TYPE) \