update

9 files changed, 1199 insertions, 364 deletions

diff --git a/eigen/Eigen/src/IterativeLinearSolvers/BasicPreconditioners.h b/eigen/Eigen/src/IterativeLinearSolvers/BasicPreconditioners.h
index 1f3c060..358444a 100644
--- a/eigen/Eigen/src/IterativeLinearSolvers/BasicPreconditioners.h
+++ b/eigen/Eigen/src/IterativeLinearSolvers/BasicPreconditioners.h
@@ -1,7 +1,7 @@
 // This file is part of Eigen, a lightweight C++ template library
 // for linear algebra.
 //
-// Copyright (C) 2011 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2011-2014 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
@@ -17,33 +17,37 @@ namespace Eigen {
   *
   * This class allows to approximately solve for A.x = b problems assuming A is a diagonal matrix.
   * In other words, this preconditioner neglects all off diagonal entries and, in Eigen's language, solves for:
-  * \code
-  * A.diagonal().asDiagonal() . x = b
-  * \endcode
+    \code
+    A.diagonal().asDiagonal() . x = b
+    \endcode
   *
   * \tparam _Scalar the type of the scalar.
   *
+  * \implsparsesolverconcept
+  *
   * This preconditioner is suitable for both selfadjoint and general problems.
   * The diagonal entries are pre-inverted and stored into a dense vector.
   *
   * \note A variant that has yet to be implemented would attempt to preserve the norm of each column.
   *
+  * \sa class LeastSquareDiagonalPreconditioner, class ConjugateGradient
   */
 template <typename _Scalar>
 class DiagonalPreconditioner
 {
     typedef _Scalar Scalar;
     typedef Matrix<Scalar,Dynamic,1> Vector;
-    typedef typename Vector::Index Index;
-
   public:
-    // this typedef is only to export the scalar type and compile-time dimensions to solve_retval
-    typedef Matrix<Scalar,Dynamic,Dynamic> MatrixType;
+    typedef typename Vector::StorageIndex StorageIndex;
+    enum {
+      ColsAtCompileTime = Dynamic,
+      MaxColsAtCompileTime = Dynamic
+    };
 
     DiagonalPreconditioner() : m_isInitialized(false) {}
 
     template<typename MatType>
-    DiagonalPreconditioner(const MatType& mat) : m_invdiag(mat.cols())
+    explicit DiagonalPreconditioner(const MatType& mat) : m_invdiag(mat.cols())
     {
       compute(mat);
     }
@@ -80,46 +84,102 @@ class DiagonalPreconditioner
       return factorize(mat);
     }
 
+    /** \internal */
     template<typename Rhs, typename Dest>
-    void _solve(const Rhs& b, Dest& x) const
+    void _solve_impl(const Rhs& b, Dest& x) const
     {
       x = m_invdiag.array() * b.array() ;
     }
 
-    template<typename Rhs> inline const internal::solve_retval<DiagonalPreconditioner, Rhs>
+    template<typename Rhs> inline const Solve<DiagonalPreconditioner, Rhs>
     solve(const MatrixBase<Rhs>& b) const
     {
       eigen_assert(m_isInitialized && "DiagonalPreconditioner is not initialized.");
       eigen_assert(m_invdiag.size()==b.rows()
                 && "DiagonalPreconditioner::solve(): invalid number of rows of the right hand side matrix b");
-      return internal::solve_retval<DiagonalPreconditioner, Rhs>(*this, b.derived());
+      return Solve<DiagonalPreconditioner, Rhs>(*this, b.derived());
     }
+    
+    ComputationInfo info() { return Success; }
 
   protected:
     Vector m_invdiag;
     bool m_isInitialized;
 };
 
-namespace internal {
-
-template<typename _MatrixType, typename Rhs>
-struct solve_retval<DiagonalPreconditioner<_MatrixType>, Rhs>
-  : solve_retval_base<DiagonalPreconditioner<_MatrixType>, Rhs>
+/** \ingroup IterativeLinearSolvers_Module
+  * \brief Jacobi preconditioner for LeastSquaresConjugateGradient
+  *
+  * This class allows to approximately solve for A' A x  = A' b problems assuming A' A is a diagonal matrix.
+  * In other words, this preconditioner neglects all off diagonal entries and, in Eigen's language, solves for:
+    \code
+    (A.adjoint() * A).diagonal().asDiagonal() * x = b
+    \endcode
+  *
+  * \tparam _Scalar the type of the scalar.
+  *
+  * \implsparsesolverconcept
+  *
+  * The diagonal entries are pre-inverted and stored into a dense vector.
+  * 
+  * \sa class LeastSquaresConjugateGradient, class DiagonalPreconditioner
+  */
+template <typename _Scalar>
+class LeastSquareDiagonalPreconditioner : public DiagonalPreconditioner<_Scalar>
 {
-  typedef DiagonalPreconditioner<_MatrixType> Dec;
-  EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs)
+    typedef _Scalar Scalar;
+    typedef typename NumTraits<Scalar>::Real RealScalar;
+    typedef DiagonalPreconditioner<_Scalar> Base;
+    using Base::m_invdiag;
+  public:
 
-  template<typename Dest> void evalTo(Dest& dst) const
-  {
-    dec()._solve(rhs(),dst);
-  }
-};
+    LeastSquareDiagonalPreconditioner() : Base() {}
+
+    template<typename MatType>
+    explicit LeastSquareDiagonalPreconditioner(const MatType& mat) : Base()
+    {
+      compute(mat);
+    }
+
+    template<typename MatType>
+    LeastSquareDiagonalPreconditioner& analyzePattern(const MatType& )
+    {
+      return *this;
+    }
+    
+    template<typename MatType>
+    LeastSquareDiagonalPreconditioner& factorize(const MatType& mat)
+    {
+      // Compute the inverse squared-norm of each column of mat
+      m_invdiag.resize(mat.cols());
+      for(Index j=0; j<mat.outerSize(); ++j)
+      {
+        RealScalar sum = mat.innerVector(j).squaredNorm();
+        if(sum>0)
+          m_invdiag(j) = RealScalar(1)/sum;
+        else
+          m_invdiag(j) = RealScalar(1);
+      }
+      Base::m_isInitialized = true;
+      return *this;
+    }
+    
+    template<typename MatType>
+    LeastSquareDiagonalPreconditioner& compute(const MatType& mat)
+    {
+      return factorize(mat);
+    }
+    
+    ComputationInfo info() { return Success; }
 
-}
+  protected:
+};
 
 /** \ingroup IterativeLinearSolvers_Module
   * \brief A naive preconditioner which approximates any matrix as the identity matrix
   *
+  * \implsparsesolverconcept
+  *
   * \sa class DiagonalPreconditioner
   */
 class IdentityPreconditioner
@@ -129,7 +189,7 @@ class IdentityPreconditioner
     IdentityPreconditioner() {}
 
     template<typename MatrixType>
-    IdentityPreconditioner(const MatrixType& ) {}
+    explicit IdentityPreconditioner(const MatrixType& ) {}
     
     template<typename MatrixType>
     IdentityPreconditioner& analyzePattern(const MatrixType& ) { return *this; }
@@ -142,6 +202,8 @@ class IdentityPreconditioner
     
     template<typename Rhs>
     inline const Rhs& solve(const Rhs& b) const { return b; }
+    
+    ComputationInfo info() { return Success; }
 };
 
 } // end namespace Eigen
diff --git a/eigen/Eigen/src/IterativeLinearSolvers/BiCGSTAB.h b/eigen/Eigen/src/IterativeLinearSolvers/BiCGSTAB.h
index 5512219..454f468 100644
--- a/eigen/Eigen/src/IterativeLinearSolvers/BiCGSTAB.h
+++ b/eigen/Eigen/src/IterativeLinearSolvers/BiCGSTAB.h
@@ -1,7 +1,7 @@
 // This file is part of Eigen, a lightweight C++ template library
 // for linear algebra.
 //
-// Copyright (C) 2011 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2011-2014 Gael Guennebaud <gael.guennebaud@inria.fr>
 // Copyright (C) 2012 Désiré Nuentsa-Wakam <desire.nuentsa_wakam@inria.fr>
 //
 // This Source Code Form is subject to the terms of the Mozilla
@@ -27,7 +27,7 @@ namespace internal {
   */
 template<typename MatrixType, typename Rhs, typename Dest, typename Preconditioner>
 bool bicgstab(const MatrixType& mat, const Rhs& rhs, Dest& x,
-              const Preconditioner& precond, int& iters,
+              const Preconditioner& precond, Index& iters,
               typename Dest::RealScalar& tol_error)
 {
   using std::sqrt;
@@ -36,9 +36,9 @@ bool bicgstab(const MatrixType& mat, const Rhs& rhs, Dest& x,
   typedef typename Dest::Scalar Scalar;
   typedef Matrix<Scalar,Dynamic,1> VectorType;
   RealScalar tol = tol_error;
-  int maxIters = iters;
+  Index maxIters = iters;
 
-  int n = mat.cols();
+  Index n = mat.cols();
   VectorType r  = rhs - mat * x;
   VectorType r0 = r;
   
@@ -59,20 +59,21 @@ bool bicgstab(const MatrixType& mat, const Rhs& rhs, Dest& x,
 
   VectorType s(n), t(n);
 
-  RealScalar tol2 = tol*tol;
+  RealScalar tol2 = tol*tol*rhs_sqnorm;
   RealScalar eps2 = NumTraits<Scalar>::epsilon()*NumTraits<Scalar>::epsilon();
-  int i = 0;
-  int restarts = 0;
+  Index i = 0;
+  Index restarts = 0;
 
-  while ( r.squaredNorm()/rhs_sqnorm > tol2 && i<maxIters )
+  while ( r.squaredNorm() > tol2 && i<maxIters )
   {
     Scalar rho_old = rho;
 
     rho = r0.dot(r);
     if (abs(rho) < eps2*r0_sqnorm)
     {
-      // The new residual vector became too orthogonal to the arbitrarily choosen direction r0
+      // The new residual vector became too orthogonal to the arbitrarily chosen direction r0
       // Let's restart with a new r0:
+      r  = rhs - mat * x;
       r0 = r;
       rho = r0_sqnorm = r.squaredNorm();
       if(restarts++ == 0)
@@ -131,35 +132,33 @@ struct traits<BiCGSTAB<_MatrixType,_Preconditioner> >
   * \tparam _MatrixType the type of the sparse matrix A, can be a dense or a sparse matrix.
   * \tparam _Preconditioner the type of the preconditioner. Default is DiagonalPreconditioner
   *
+  * \implsparsesolverconcept
+  *
   * The maximal number of iterations and tolerance value can be controlled via the setMaxIterations()
   * and setTolerance() methods. The defaults are the size of the problem for the maximal number of iterations
   * and NumTraits<Scalar>::epsilon() for the tolerance.
   * 
+  * The tolerance corresponds to the relative residual error: |Ax-b|/|b|
+  * 
+  * \b Performance: when using sparse matrices, best performance is achied for a row-major sparse matrix format.
+  * Moreover, in this case multi-threading can be exploited if the user code is compiled with OpenMP enabled.
+  * See \ref TopicMultiThreading for details.
+  * 
   * This class can be used as the direct solver classes. Here is a typical usage example:
-  * \code
-  * int n = 10000;
-  * VectorXd x(n), b(n);
-  * SparseMatrix<double> A(n,n);
-  * // fill A and b
-  * BiCGSTAB<SparseMatrix<double> > solver;
-  * solver.compute(A);
-  * x = solver.solve(b);
-  * std::cout << "#iterations:     " << solver.iterations() << std::endl;
-  * std::cout << "estimated error: " << solver.error()      << std::endl;
-  * // update b, and solve again
-  * x = solver.solve(b);
-  * \endcode
+  * \include BiCGSTAB_simple.cpp
   * 
   * By default the iterations start with x=0 as an initial guess of the solution.
   * One can control the start using the solveWithGuess() method.
   * 
+  * BiCGSTAB can also be used in a matrix-free context, see the following \link MatrixfreeSolverExample example \endlink.
+  *
   * \sa class SimplicialCholesky, DiagonalPreconditioner, IdentityPreconditioner
   */
 template< typename _MatrixType, typename _Preconditioner>
 class BiCGSTAB : public IterativeSolverBase<BiCGSTAB<_MatrixType,_Preconditioner> >
 {
   typedef IterativeSolverBase<BiCGSTAB> Base;
-  using Base::mp_matrix;
+  using Base::matrix;
   using Base::m_error;
   using Base::m_iterations;
   using Base::m_info;
@@ -167,7 +166,6 @@ class BiCGSTAB : public IterativeSolverBase<BiCGSTAB<_MatrixType,_Preconditioner
 public:
   typedef _MatrixType MatrixType;
   typedef typename MatrixType::Scalar Scalar;
-  typedef typename MatrixType::Index Index;
   typedef typename MatrixType::RealScalar RealScalar;
   typedef _Preconditioner Preconditioner;
 
@@ -190,35 +188,19 @@ public:
   explicit BiCGSTAB(const EigenBase<MatrixDerived>& A) : Base(A.derived()) {}
 
   ~BiCGSTAB() {}
-  
-  /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A
-    * \a x0 as an initial solution.
-    *
-    * \sa compute()
-    */
-  template<typename Rhs,typename Guess>
-  inline const internal::solve_retval_with_guess<BiCGSTAB, Rhs, Guess>
-  solveWithGuess(const MatrixBase<Rhs>& b, const Guess& x0) const
-  {
-    eigen_assert(m_isInitialized && "BiCGSTAB is not initialized.");
-    eigen_assert(Base::rows()==b.rows()
-              && "BiCGSTAB::solve(): invalid number of rows of the right hand side matrix b");
-    return internal::solve_retval_with_guess
-            <BiCGSTAB, Rhs, Guess>(*this, b.derived(), x0);
-  }
-  
+
   /** \internal */
   template<typename Rhs,typename Dest>
-  void _solveWithGuess(const Rhs& b, Dest& x) const
+  void _solve_with_guess_impl(const Rhs& b, Dest& x) const
   {    
     bool failed = false;
-    for(int j=0; j<b.cols(); ++j)
+    for(Index j=0; j<b.cols(); ++j)
     {
       m_iterations = Base::maxIterations();
       m_error = Base::m_tolerance;
       
       typename Dest::ColXpr xj(x,j);
-      if(!internal::bicgstab(*mp_matrix, b.col(j), xj, Base::m_preconditioner, m_iterations, m_error))
+      if(!internal::bicgstab(matrix(), b.col(j), xj, Base::m_preconditioner, m_iterations, m_error))
         failed = true;
     }
     m_info = failed ? NumericalIssue
@@ -228,36 +210,19 @@ public:
   }
 
   /** \internal */
+  using Base::_solve_impl;
   template<typename Rhs,typename Dest>
-  void _solve(const Rhs& b, Dest& x) const
+  void _solve_impl(const MatrixBase<Rhs>& b, Dest& x) const
   {
-//     x.setZero();
-  x = b;
-    _solveWithGuess(b,x);
+    x.resize(this->rows(),b.cols());
+    x.setZero();
+    _solve_with_guess_impl(b,x);
   }
 
 protected:
 
 };
 
-
-namespace internal {
-
-  template<typename _MatrixType, typename _Preconditioner, typename Rhs>
-struct solve_retval<BiCGSTAB<_MatrixType, _Preconditioner>, Rhs>
-  : solve_retval_base<BiCGSTAB<_MatrixType, _Preconditioner>, Rhs>
-{
-  typedef BiCGSTAB<_MatrixType, _Preconditioner> Dec;
-  EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs)
-
-  template<typename Dest> void evalTo(Dest& dst) const
-  {
-    dec()._solve(rhs(),dst);
-  }
-};
-
-} // end namespace internal
-
 } // end namespace Eigen
 
 #endif // EIGEN_BICGSTAB_H
diff --git a/eigen/Eigen/src/IterativeLinearSolvers/CMakeLists.txt b/eigen/Eigen/src/IterativeLinearSolvers/CMakeLists.txt
deleted file mode 100644
index 59ccc00..0000000
--- a/eigen/Eigen/src/IterativeLinearSolvers/CMakeLists.txt
+++ /dev/null
@@ -1,6 +0,0 @@
-FILE(GLOB Eigen_IterativeLinearSolvers_SRCS "*.h")
-
-INSTALL(FILES
-  ${Eigen_IterativeLinearSolvers_SRCS}
-  DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/IterativeLinearSolvers COMPONENT Devel
-  )
diff --git a/eigen/Eigen/src/IterativeLinearSolvers/ConjugateGradient.h b/eigen/Eigen/src/IterativeLinearSolvers/ConjugateGradient.h
index 7dd4010..395daa8 100644
--- a/eigen/Eigen/src/IterativeLinearSolvers/ConjugateGradient.h
+++ b/eigen/Eigen/src/IterativeLinearSolvers/ConjugateGradient.h
@@ -1,7 +1,7 @@
 // This file is part of Eigen, a lightweight C++ template library
 // for linear algebra.
 //
-// Copyright (C) 2011 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2011-2014 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
@@ -26,7 +26,7 @@ namespace internal {
 template<typename MatrixType, typename Rhs, typename Dest, typename Preconditioner>
 EIGEN_DONT_INLINE
 void conjugate_gradient(const MatrixType& mat, const Rhs& rhs, Dest& x,
-                        const Preconditioner& precond, int& iters,
+                        const Preconditioner& precond, Index& iters,
                         typename Dest::RealScalar& tol_error)
 {
   using std::sqrt;
@@ -36,9 +36,9 @@ void conjugate_gradient(const MatrixType& mat, const Rhs& rhs, Dest& x,
   typedef Matrix<Scalar,Dynamic,1> VectorType;
   
   RealScalar tol = tol_error;
-  int maxIters = iters;
+  Index maxIters = iters;
   
-  int n = mat.cols();
+  Index n = mat.cols();
 
   VectorType residual = rhs - mat * x; //initial residual
 
@@ -60,29 +60,29 @@ void conjugate_gradient(const MatrixType& mat, const Rhs& rhs, Dest& x,
   }
   
   VectorType p(n);
-  p = precond.solve(residual);      //initial search direction
+  p = precond.solve(residual);      // initial search direction
 
   VectorType z(n), tmp(n);
   RealScalar absNew = numext::real(residual.dot(p));  // the square of the absolute value of r scaled by invM
-  int i = 0;
+  Index i = 0;
   while(i < maxIters)
   {
-    tmp.noalias() = mat * p;              // the bottleneck of the algorithm
+    tmp.noalias() = mat * p;                    // the bottleneck of the algorithm
 
-    Scalar alpha = absNew / p.dot(tmp);   // the amount we travel on dir
-    x += alpha * p;                       // update solution
-    residual -= alpha * tmp;              // update residue
+    Scalar alpha = absNew / p.dot(tmp);         // the amount we travel on dir
+    x += alpha * p;                             // update solution
+    residual -= alpha * tmp;                    // update residual
     
     residualNorm2 = residual.squaredNorm();
     if(residualNorm2 < threshold)
       break;
     
-    z = precond.solve(residual);          // approximately solve for "A z = residual"
+    z = precond.solve(residual);                // approximately solve for "A z = residual"
 
     RealScalar absOld = absNew;
     absNew = numext::real(residual.dot(z));     // update the absolute value of r
-    RealScalar beta = absNew / absOld;            // calculate the Gram-Schmidt value used to create the new search direction
-    p = z + beta * p;                             // update search direction
+    RealScalar beta = absNew / absOld;          // calculate the Gram-Schmidt value used to create the new search direction
+    p = z + beta * p;                           // update search direction
     i++;
   }
   tol_error = sqrt(residualNorm2 / rhsNorm2);
@@ -107,47 +107,57 @@ struct traits<ConjugateGradient<_MatrixType,_UpLo,_Preconditioner> >
 }
 
 /** \ingroup IterativeLinearSolvers_Module
-  * \brief A conjugate gradient solver for sparse self-adjoint problems
+  * \brief A conjugate gradient solver for sparse (or dense) self-adjoint problems
   *
-  * This class allows to solve for A.x = b sparse linear problems using a conjugate gradient algorithm.
-  * The sparse matrix A must be selfadjoint. The vectors x and b can be either dense or sparse.
+  * This class allows to solve for A.x = b linear problems using an iterative conjugate gradient algorithm.
+  * The matrix A must be selfadjoint. The matrix A and the vectors x and b can be either dense or sparse.
   *
   * \tparam _MatrixType the type of the matrix A, can be a dense or a sparse matrix.
   * \tparam _UpLo the triangular part that will be used for the computations. It can be Lower,
-  *               Upper, or Lower|Upper in which the full matrix entries will be considered. Default is Lower.
+  *               \c Upper, or \c Lower|Upper in which the full matrix entries will be considered.
+  *               Default is \c Lower, best performance is \c Lower|Upper.
   * \tparam _Preconditioner the type of the preconditioner. Default is DiagonalPreconditioner
   *
+  * \implsparsesolverconcept
+  *
   * The maximal number of iterations and tolerance value can be controlled via the setMaxIterations()
   * and setTolerance() methods. The defaults are the size of the problem for the maximal number of iterations
   * and NumTraits<Scalar>::epsilon() for the tolerance.
   * 
+  * The tolerance corresponds to the relative residual error: |Ax-b|/|b|
+  * 
+  * \b Performance: Even though the default value of \c _UpLo is \c Lower, significantly higher performance is
+  * achieved when using a complete matrix and \b Lower|Upper as the \a _UpLo template parameter. Moreover, in this
+  * case multi-threading can be exploited if the user code is compiled with OpenMP enabled.
+  * See \ref TopicMultiThreading for details.
+  * 
   * This class can be used as the direct solver classes. Here is a typical usage example:
-  * \code
-  * int n = 10000;
-  * VectorXd x(n), b(n);
-  * SparseMatrix<double> A(n,n);
-  * // fill A and b
-  * ConjugateGradient<SparseMatrix<double> > cg;
-  * cg.compute(A);
-  * x = cg.solve(b);
-  * std::cout << "#iterations:     " << cg.iterations() << std::endl;
-  * std::cout << "estimated error: " << cg.error()      << std::endl;
-  * // update b, and solve again
-  * x = cg.solve(b);
-  * \endcode
+    \code
+    int n = 10000;
+    VectorXd x(n), b(n);
+    SparseMatrix<double> A(n,n);
+    // fill A and b
+    ConjugateGradient<SparseMatrix<double>, Lower|Upper> cg;
+    cg.compute(A);
+    x = cg.solve(b);
+    std::cout << "#iterations:     " << cg.iterations() << std::endl;
+    std::cout << "estimated error: " << cg.error()      << std::endl;
+    // update b, and solve again
+    x = cg.solve(b);
+    \endcode
   * 
   * By default the iterations start with x=0 as an initial guess of the solution.
   * One can control the start using the solveWithGuess() method.
   * 
   * ConjugateGradient can also be used in a matrix-free context, see the following \link MatrixfreeSolverExample example \endlink.
   *
-  * \sa class SimplicialCholesky, DiagonalPreconditioner, IdentityPreconditioner
+  * \sa class LeastSquaresConjugateGradient, class SimplicialCholesky, DiagonalPreconditioner, IdentityPreconditioner
   */
 template< typename _MatrixType, int _UpLo, typename _Preconditioner>
 class ConjugateGradient : public IterativeSolverBase<ConjugateGradient<_MatrixType,_UpLo,_Preconditioner> >
 {
   typedef IterativeSolverBase<ConjugateGradient> Base;
-  using Base::mp_matrix;
+  using Base::matrix;
   using Base::m_error;
   using Base::m_iterations;
   using Base::m_info;
@@ -155,7 +165,6 @@ class ConjugateGradient : public IterativeSolverBase<ConjugateGradient<_MatrixTy
 public:
   typedef _MatrixType MatrixType;
   typedef typename MatrixType::Scalar Scalar;
-  typedef typename MatrixType::Index Index;
   typedef typename MatrixType::RealScalar RealScalar;
   typedef _Preconditioner Preconditioner;
 
@@ -182,41 +191,36 @@ public:
   explicit ConjugateGradient(const EigenBase<MatrixDerived>& A) : Base(A.derived()) {}
 
   ~ConjugateGradient() {}
-  
-  /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A
-    * \a x0 as an initial solution.
-    *
-    * \sa compute()
-    */
-  template<typename Rhs,typename Guess>
-  inline const internal::solve_retval_with_guess<ConjugateGradient, Rhs, Guess>
-  solveWithGuess(const MatrixBase<Rhs>& b, const Guess& x0) const
-  {
-    eigen_assert(m_isInitialized && "ConjugateGradient is not initialized.");
-    eigen_assert(Base::rows()==b.rows()
-              && "ConjugateGradient::solve(): invalid number of rows of the right hand side matrix b");
-    return internal::solve_retval_with_guess
-            <ConjugateGradient, Rhs, Guess>(*this, b.derived(), x0);
-  }
 
   /** \internal */
   template<typename Rhs,typename Dest>
-  void _solveWithGuess(const Rhs& b, Dest& x) const
+  void _solve_with_guess_impl(const Rhs& b, Dest& x) const
   {
+    typedef typename Base::MatrixWrapper MatrixWrapper;
+    typedef typename Base::ActualMatrixType ActualMatrixType;
+    enum {
+      TransposeInput  =   (!MatrixWrapper::MatrixFree)
+                      &&  (UpLo==(Lower|Upper))
+                      &&  (!MatrixType::IsRowMajor)
+                      &&  (!NumTraits<Scalar>::IsComplex)
+    };
+    typedef typename internal::conditional<TransposeInput,Transpose<const ActualMatrixType>, ActualMatrixType const&>::type RowMajorWrapper;
+    EIGEN_STATIC_ASSERT(EIGEN_IMPLIES(MatrixWrapper::MatrixFree,UpLo==(Lower|Upper)),MATRIX_FREE_CONJUGATE_GRADIENT_IS_COMPATIBLE_WITH_UPPER_UNION_LOWER_MODE_ONLY);
     typedef typename internal::conditional<UpLo==(Lower|Upper),
-                                           const MatrixType&,
-                                           SparseSelfAdjointView<const MatrixType, UpLo>
-                                          >::type MatrixWrapperType;
+                                           RowMajorWrapper,
+                                           typename MatrixWrapper::template ConstSelfAdjointViewReturnType<UpLo>::Type
+                                          >::type SelfAdjointWrapper;
     m_iterations = Base::maxIterations();
     m_error = Base::m_tolerance;
 
-    for(int j=0; j<b.cols(); ++j)
+    for(Index j=0; j<b.cols(); ++j)
     {
       m_iterations = Base::maxIterations();
       m_error = Base::m_tolerance;
 
       typename Dest::ColXpr xj(x,j);
-      internal::conjugate_gradient(MatrixWrapperType(*mp_matrix), b.col(j), xj, Base::m_preconditioner, m_iterations, m_error);
+      RowMajorWrapper row_mat(matrix());
+      internal::conjugate_gradient(SelfAdjointWrapper(row_mat), b.col(j), xj, Base::m_preconditioner, m_iterations, m_error);
     }
 
     m_isInitialized = true;
@@ -224,35 +228,18 @@ public:
   }
   
   /** \internal */
+  using Base::_solve_impl;
   template<typename Rhs,typename Dest>
-  void _solve(const Rhs& b, Dest& x) const
+  void _solve_impl(const MatrixBase<Rhs>& b, Dest& x) const
   {
     x.setZero();
-    _solveWithGuess(b,x);
+    _solve_with_guess_impl(b.derived(),x);
   }
 
 protected:
 
 };
 
-
-namespace internal {
-
-template<typename _MatrixType, int _UpLo, typename _Preconditioner, typename Rhs>
-struct solve_retval<ConjugateGradient<_MatrixType,_UpLo,_Preconditioner>, Rhs>
-  : solve_retval_base<ConjugateGradient<_MatrixType,_UpLo,_Preconditioner>, Rhs>
-{
-  typedef ConjugateGradient<_MatrixType,_UpLo,_Preconditioner> Dec;
-  EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs)
-
-  template<typename Dest> void evalTo(Dest& dst) const
-  {
-    dec()._solve(rhs(),dst);
-  }
-};
-
-} // end namespace internal
-
 } // end namespace Eigen
 
 #endif // EIGEN_CONJUGATE_GRADIENT_H
diff --git a/eigen/Eigen/src/IterativeLinearSolvers/IncompleteCholesky.h b/eigen/Eigen/src/IterativeLinearSolvers/IncompleteCholesky.h
new file mode 100644
index 0000000..e45c272
--- /dev/null
+++ b/eigen/Eigen/src/IterativeLinearSolvers/IncompleteCholesky.h
@@ -0,0 +1,400 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2012 Désiré Nuentsa-Wakam <desire.nuentsa_wakam@inria.fr>
+// Copyright (C) 2015 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_INCOMPLETE_CHOlESKY_H
+#define EIGEN_INCOMPLETE_CHOlESKY_H
+
+#include <vector>
+#include <list>
+
+namespace Eigen {  
+/** 
+  * \brief Modified Incomplete Cholesky with dual threshold
+  *
+  * References : C-J. Lin and J. J. Moré, Incomplete Cholesky Factorizations with
+  *              Limited memory, SIAM J. Sci. Comput.  21(1), pp. 24-45, 1999
+  *
+  * \tparam Scalar the scalar type of the input matrices
+  * \tparam _UpLo The triangular part that will be used for the computations. It can be Lower
+    *               or Upper. Default is Lower.
+  * \tparam _OrderingType The ordering method to use, either AMDOrdering<> or NaturalOrdering<>. Default is AMDOrdering<int>,
+  *                       unless EIGEN_MPL2_ONLY is defined, in which case the default is NaturalOrdering<int>.
+  *
+  * \implsparsesolverconcept
+  *
+  * It performs the following incomplete factorization: \f$ S P A P' S \approx L L' \f$
+  * where L is a lower triangular factor, S is a diagonal scaling matrix, and P is a
+  * fill-in reducing permutation as computed by the ordering method.
+  *
+  * \b Shifting \b strategy: Let \f$ B = S P A P' S \f$  be the scaled matrix on which the factorization is carried out,
+  * and \f$ \beta \f$ be the minimum value of the diagonal. If \f$ \beta > 0 \f$ then, the factorization is directly performed
+  * on the matrix B. Otherwise, the factorization is performed on the shifted matrix \f$ B + (\sigma+|\beta| I \f$ where
+  * \f$ \sigma \f$ is the initial shift value as returned and set by setInitialShift() method. The default value is \f$ \sigma = 10^{-3} \f$.
+  * If the factorization fails, then the shift in doubled until it succeed or a maximum of ten attempts. If it still fails, as returned by
+  * the info() method, then you can either increase the initial shift, or better use another preconditioning technique.
+  *
+  */
+template <typename Scalar, int _UpLo = Lower, typename _OrderingType =
+#ifndef EIGEN_MPL2_ONLY
+AMDOrdering<int>
+#else
+NaturalOrdering<int>
+#endif
+>
+class IncompleteCholesky : public SparseSolverBase<IncompleteCholesky<Scalar,_UpLo,_OrderingType> >
+{
+  protected:
+    typedef SparseSolverBase<IncompleteCholesky<Scalar,_UpLo,_OrderingType> > Base;
+    using Base::m_isInitialized;
+  public:
+    typedef typename NumTraits<Scalar>::Real RealScalar; 
+    typedef _OrderingType OrderingType;
+    typedef typename OrderingType::PermutationType PermutationType;
+    typedef typename PermutationType::StorageIndex StorageIndex; 
+    typedef SparseMatrix<Scalar,ColMajor,StorageIndex> FactorType;
+    typedef Matrix<Scalar,Dynamic,1> VectorSx;
+    typedef Matrix<RealScalar,Dynamic,1> VectorRx;
+    typedef Matrix<StorageIndex,Dynamic, 1> VectorIx;
+    typedef std::vector<std::list<StorageIndex> > VectorList; 
+    enum { UpLo = _UpLo };
+    enum {
+      ColsAtCompileTime = Dynamic,
+      MaxColsAtCompileTime = Dynamic
+    };
+  public:
+
+    /** Default constructor leaving the object in a partly non-initialized stage.
+      *
+      * You must call compute() or the pair analyzePattern()/factorize() to make it valid.
+      *
+      * \sa IncompleteCholesky(const MatrixType&)
+      */
+    IncompleteCholesky() : m_initialShift(1e-3),m_factorizationIsOk(false) {}
+    
+    /** Constructor computing the incomplete factorization for the given matrix \a matrix.
+      */
+    template<typename MatrixType>
+    IncompleteCholesky(const MatrixType& matrix) : m_initialShift(1e-3),m_factorizationIsOk(false)
+    {
+      compute(matrix);
+    }
+    
+    /** \returns number of rows of the factored matrix */
+    Index rows() const { return m_L.rows(); }
+    
+    /** \returns number of columns of the factored matrix */
+    Index cols() const { return m_L.cols(); }
+    
+
+    /** \brief Reports whether previous computation was successful.
+      *
+      * It triggers an assertion if \c *this has not been initialized through the respective constructor,
+      * or a call to compute() or analyzePattern().
+      *
+      * \returns \c Success if computation was successful,
+      *          \c NumericalIssue if the matrix appears to be negative.
+      */
+    ComputationInfo info() const
+    {
+      eigen_assert(m_isInitialized && "IncompleteCholesky is not initialized.");
+      return m_info;
+    }
+    
+    /** \brief Set the initial shift parameter \f$ \sigma \f$.
+      */
+    void setInitialShift(RealScalar shift) { m_initialShift = shift; }
+    
+    /** \brief Computes the fill reducing permutation vector using the sparsity pattern of \a mat
+      */
+    template<typename MatrixType>
+    void analyzePattern(const MatrixType& mat)
+    {
+      OrderingType ord; 
+      PermutationType pinv;
+      ord(mat.template selfadjointView<UpLo>(), pinv); 
+      if(pinv.size()>0) m_perm = pinv.inverse();
+      else              m_perm.resize(0);
+      m_L.resize(mat.rows(), mat.cols());
+      m_analysisIsOk = true;
+      m_isInitialized = true;
+      m_info = Success;
+    }
+    
+    /** \brief Performs the numerical factorization of the input matrix \a mat
+      *
+      * The method analyzePattern() or compute() must have been called beforehand
+      * with a matrix having the same pattern.
+      *
+      * \sa compute(), analyzePattern()
+      */
+    template<typename MatrixType>
+    void factorize(const MatrixType& mat);
+    
+    /** Computes or re-computes the incomplete Cholesky factorization of the input matrix \a mat
+      *
+      * It is a shortcut for a sequential call to the analyzePattern() and factorize() methods.
+      *
+      * \sa analyzePattern(), factorize()
+      */
+    template<typename MatrixType>
+    void compute(const MatrixType& mat)
+    {
+      analyzePattern(mat);
+      factorize(mat);
+    }
+    
+    // internal
+    template<typename Rhs, typename Dest>
+    void _solve_impl(const Rhs& b, Dest& x) const
+    {
+      eigen_assert(m_factorizationIsOk && "factorize() should be called first");
+      if (m_perm.rows() == b.rows())  x = m_perm * b;
+      else                            x = b;
+      x = m_scale.asDiagonal() * x;
+      x = m_L.template triangularView<Lower>().solve(x);
+      x = m_L.adjoint().template triangularView<Upper>().solve(x);
+      x = m_scale.asDiagonal() * x;
+      if (m_perm.rows() == b.rows())
+        x = m_perm.inverse() * x;
+    }
+
+    /** \returns the sparse lower triangular factor L */
+    const FactorType& matrixL() const { eigen_assert("m_factorizationIsOk"); return m_L; }
+
+    /** \returns a vector representing the scaling factor S */
+    const VectorRx& scalingS() const { eigen_assert("m_factorizationIsOk"); return m_scale; }
+
+    /** \returns the fill-in reducing permutation P (can be empty for a natural ordering) */
+    const PermutationType& permutationP() const { eigen_assert("m_analysisIsOk"); return m_perm; }
+
+  protected:
+    FactorType m_L;              // The lower part stored in CSC
+    VectorRx m_scale;            // The vector for scaling the matrix 
+    RealScalar m_initialShift;   // The initial shift parameter
+    bool m_analysisIsOk; 
+    bool m_factorizationIsOk; 
+    ComputationInfo m_info;
+    PermutationType m_perm; 
+
+  private:
+    inline void updateList(Ref<const VectorIx> colPtr, Ref<VectorIx> rowIdx, Ref<VectorSx> vals, const Index& col, const Index& jk, VectorIx& firstElt, VectorList& listCol); 
+}; 
+
+// Based on the following paper:
+//   C-J. Lin and J. J. Moré, Incomplete Cholesky Factorizations with
+//   Limited memory, SIAM J. Sci. Comput.  21(1), pp. 24-45, 1999
+//   http://ftp.mcs.anl.gov/pub/tech_reports/reports/P682.pdf
+template<typename Scalar, int _UpLo, typename OrderingType>
+template<typename _MatrixType>
+void IncompleteCholesky<Scalar,_UpLo, OrderingType>::factorize(const _MatrixType& mat)
+{
+  using std::sqrt;
+  eigen_assert(m_analysisIsOk && "analyzePattern() should be called first"); 
+    
+  // Dropping strategy : Keep only the p largest elements per column, where p is the number of elements in the column of the original matrix. Other strategies will be added
+  
+  // Apply the fill-reducing permutation computed in analyzePattern()
+  if (m_perm.rows() == mat.rows() ) // To detect the null permutation
+  {
+    // The temporary is needed to make sure that the diagonal entry is properly sorted
+    FactorType tmp(mat.rows(), mat.cols());
+    tmp = mat.template selfadjointView<_UpLo>().twistedBy(m_perm);
+    m_L.template selfadjointView<Lower>() = tmp.template selfadjointView<Lower>();
+  }
+  else
+  {
+    m_L.template selfadjointView<Lower>() = mat.template selfadjointView<_UpLo>();
+  }
+  
+  Index n = m_L.cols(); 
+  Index nnz = m_L.nonZeros();
+  Map<VectorSx> vals(m_L.valuePtr(), nnz);         //values
+  Map<VectorIx> rowIdx(m_L.innerIndexPtr(), nnz);  //Row indices
+  Map<VectorIx> colPtr( m_L.outerIndexPtr(), n+1); // Pointer to the beginning of each row
+  VectorIx firstElt(n-1); // for each j, points to the next entry in vals that will be used in the factorization
+  VectorList listCol(n);  // listCol(j) is a linked list of columns to update column j
+  VectorSx col_vals(n);   // Store a  nonzero values in each column
+  VectorIx col_irow(n);   // Row indices of nonzero elements in each column
+  VectorIx col_pattern(n);
+  col_pattern.fill(-1);
+  StorageIndex col_nnz;
+  
+  
+  // Computes the scaling factors 
+  m_scale.resize(n);
+  m_scale.setZero();
+  for (Index j = 0; j < n; j++)
+    for (Index k = colPtr[j]; k < colPtr[j+1]; k++)
+    {
+      m_scale(j) += numext::abs2(vals(k));
+      if(rowIdx[k]!=j)
+        m_scale(rowIdx[k]) += numext::abs2(vals(k));
+    }
+  
+  m_scale = m_scale.cwiseSqrt().cwiseSqrt();
+
+  for (Index j = 0; j < n; ++j)
+    if(m_scale(j)>(std::numeric_limits<RealScalar>::min)())
+      m_scale(j) = RealScalar(1)/m_scale(j);
+    else
+      m_scale(j) = 1;
+
+  // TODO disable scaling if not needed, i.e., if it is roughly uniform? (this will make solve() faster)
+  
+  // Scale and compute the shift for the matrix 
+  RealScalar mindiag = NumTraits<RealScalar>::highest();
+  for (Index j = 0; j < n; j++)
+  {
+    for (Index k = colPtr[j]; k < colPtr[j+1]; k++)
+      vals[k] *= (m_scale(j)*m_scale(rowIdx[k]));
+    eigen_internal_assert(rowIdx[colPtr[j]]==j && "IncompleteCholesky: only the lower triangular part must be stored");
+    mindiag = numext::mini(numext::real(vals[colPtr[j]]), mindiag);
+  }
+
+  FactorType L_save = m_L;
+  
+  RealScalar shift = 0;
+  if(mindiag <= RealScalar(0.))
+    shift = m_initialShift - mindiag;
+
+  m_info = NumericalIssue;
+
+  // Try to perform the incomplete factorization using the current shift
+  int iter = 0;
+  do
+  {
+    // Apply the shift to the diagonal elements of the matrix
+    for (Index j = 0; j < n; j++)
+      vals[colPtr[j]] += shift;
+
+    // jki version of the Cholesky factorization
+    Index j=0;
+    for (; j < n; ++j)
+    {
+      // Left-looking factorization of the j-th column
+      // First, load the j-th column into col_vals
+      Scalar diag = vals[colPtr[j]];  // It is assumed that only the lower part is stored
+      col_nnz = 0;
+      for (Index i = colPtr[j] + 1; i < colPtr[j+1]; i++)
+      {
+        StorageIndex l = rowIdx[i];
+        col_vals(col_nnz) = vals[i];
+        col_irow(col_nnz) = l;
+        col_pattern(l) = col_nnz;
+        col_nnz++;
+      }
+      {
+        typename std::list<StorageIndex>::iterator k;
+        // Browse all previous columns that will update column j
+        for(k = listCol[j].begin(); k != listCol[j].end(); k++)
+        {
+          Index jk = firstElt(*k); // First element to use in the column
+          eigen_internal_assert(rowIdx[jk]==j);
+          Scalar v_j_jk = numext::conj(vals[jk]);
+
+          jk += 1;
+          for (Index i = jk; i < colPtr[*k+1]; i++)
+          {
+            StorageIndex l = rowIdx[i];
+            if(col_pattern[l]<0)
+            {
+              col_vals(col_nnz) = vals[i] * v_j_jk;
+              col_irow[col_nnz] = l;
+              col_pattern(l) = col_nnz;
+              col_nnz++;
+            }
+            else
+              col_vals(col_pattern[l]) -= vals[i] * v_j_jk;
+          }
+          updateList(colPtr,rowIdx,vals, *k, jk, firstElt, listCol);
+        }
+      }
+
+      // Scale the current column
+      if(numext::real(diag) <= 0)
+      {
+        if(++iter>=10)
+          return;
+
+        // increase shift
+        shift = numext::maxi(m_initialShift,RealScalar(2)*shift);
+        // restore m_L, col_pattern, and listCol
+        vals = Map<const VectorSx>(L_save.valuePtr(), nnz);
+        rowIdx = Map<const VectorIx>(L_save.innerIndexPtr(), nnz);
+        colPtr = Map<const VectorIx>(L_save.outerIndexPtr(), n+1);
+        col_pattern.fill(-1);
+        for(Index i=0; i<n; ++i)
+          listCol[i].clear();
+
+        break;
+      }
+
+      RealScalar rdiag = sqrt(numext::real(diag));
+      vals[colPtr[j]] = rdiag;
+      for (Index k = 0; k<col_nnz; ++k)
+      {
+        Index i = col_irow[k];
+        //Scale
+        col_vals(k) /= rdiag;
+        //Update the remaining diagonals with col_vals
+        vals[colPtr[i]] -= numext::abs2(col_vals(k));
+      }
+      // Select the largest p elements
+      // p is the original number of elements in the column (without the diagonal)
+      Index p = colPtr[j+1] - colPtr[j] - 1 ;
+      Ref<VectorSx> cvals = col_vals.head(col_nnz);
+      Ref<VectorIx> cirow = col_irow.head(col_nnz);
+      internal::QuickSplit(cvals,cirow, p);
+      // Insert the largest p elements in the matrix
+      Index cpt = 0;
+      for (Index i = colPtr[j]+1; i < colPtr[j+1]; i++)
+      {
+        vals[i] = col_vals(cpt);
+        rowIdx[i] = col_irow(cpt);
+        // restore col_pattern:
+        col_pattern(col_irow(cpt)) = -1;
+        cpt++;
+      }
+      // Get the first smallest row index and put it after the diagonal element
+      Index jk = colPtr(j)+1;
+      updateList(colPtr,rowIdx,vals,j,jk,firstElt,listCol);
+    }
+
+    if(j==n)
+    {
+      m_factorizationIsOk = true;
+      m_info = Success;
+    }
+  } while(m_info!=Success);
+}
+
+template<typename Scalar, int _UpLo, typename OrderingType>
+inline void IncompleteCholesky<Scalar,_UpLo, OrderingType>::updateList(Ref<const VectorIx> colPtr, Ref<VectorIx> rowIdx, Ref<VectorSx> vals, const Index& col, const Index& jk, VectorIx& firstElt, VectorList& listCol)
+{
+  if (jk < colPtr(col+1) )
+  {
+    Index p = colPtr(col+1) - jk;
+    Index minpos; 
+    rowIdx.segment(jk,p).minCoeff(&minpos);
+    minpos += jk;
+    if (rowIdx(minpos) != rowIdx(jk))
+    {
+      //Swap
+      std::swap(rowIdx(jk),rowIdx(minpos));
+      std::swap(vals(jk),vals(minpos));
+    }
+    firstElt(col) = internal::convert_index<StorageIndex,Index>(jk);
+    listCol[rowIdx(jk)].push_back(internal::convert_index<StorageIndex,Index>(col));
+  }
+}
+
+} // end namespace Eigen 
+
+#endif
diff --git a/eigen/Eigen/src/IterativeLinearSolvers/IncompleteLUT.h b/eigen/Eigen/src/IterativeLinearSolvers/IncompleteLUT.h
index d3f37fe..338e6f1 100644
--- a/eigen/Eigen/src/IterativeLinearSolvers/IncompleteLUT.h
+++ b/eigen/Eigen/src/IterativeLinearSolvers/IncompleteLUT.h
@@ -2,6 +2,7 @@
 // for linear algebra.
 //
 // Copyright (C) 2012 Désiré Nuentsa-Wakam <desire.nuentsa_wakam@inria.fr>
+// Copyright (C) 2014 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
@@ -24,7 +25,7 @@ namespace internal {
   * \param ind The array of index for the elements in @p row
   * \param ncut  The number of largest elements to keep
   **/ 
-template <typename VectorV, typename VectorI, typename Index>
+template <typename VectorV, typename VectorI>
 Index QuickSplit(VectorV &row, VectorI &ind, Index ncut)
 {
   typedef typename VectorV::RealScalar RealScalar;
@@ -66,6 +67,8 @@ Index QuickSplit(VectorV &row, VectorI &ind, Index ncut)
   * \class IncompleteLUT
   * \brief Incomplete LU factorization with dual-threshold strategy
   *
+  * \implsparsesolverconcept
+  *
   * During the numerical factorization, two dropping rules are used :
   *  1) any element whose magnitude is less than some tolerance is dropped.
   *    This tolerance is obtained by multiplying the input tolerance @p droptol 
@@ -92,28 +95,36 @@ Index QuickSplit(VectorV &row, VectorI &ind, Index ncut)
   * alternatively, on GMANE:
   *   http://comments.gmane.org/gmane.comp.lib.eigen/3302
   */
-template <typename _Scalar>
-class IncompleteLUT : internal::noncopyable
+template <typename _Scalar, typename _StorageIndex = int>
+class IncompleteLUT : public SparseSolverBase<IncompleteLUT<_Scalar, _StorageIndex> >
 {
+  protected:
+    typedef SparseSolverBase<IncompleteLUT> Base;
+    using Base::m_isInitialized;
+  public:
     typedef _Scalar Scalar;
+    typedef _StorageIndex StorageIndex;
     typedef typename NumTraits<Scalar>::Real RealScalar;
     typedef Matrix<Scalar,Dynamic,1> Vector;
-    typedef SparseMatrix<Scalar,RowMajor> FactorType;
-    typedef SparseMatrix<Scalar,ColMajor> PermutType;
-    typedef typename FactorType::Index Index;
+    typedef Matrix<StorageIndex,Dynamic,1> VectorI;
+    typedef SparseMatrix<Scalar,RowMajor,StorageIndex> FactorType;
+
+    enum {
+      ColsAtCompileTime = Dynamic,
+      MaxColsAtCompileTime = Dynamic
+    };
 
   public:
-    typedef Matrix<Scalar,Dynamic,Dynamic> MatrixType;
     
     IncompleteLUT()
       : m_droptol(NumTraits<Scalar>::dummy_precision()), m_fillfactor(10),
-        m_analysisIsOk(false), m_factorizationIsOk(false), m_isInitialized(false)
+        m_analysisIsOk(false), m_factorizationIsOk(false)
     {}
     
     template<typename MatrixType>
-    IncompleteLUT(const MatrixType& mat, const RealScalar& droptol=NumTraits<Scalar>::dummy_precision(), int fillfactor = 10)
+    explicit IncompleteLUT(const MatrixType& mat, const RealScalar& droptol=NumTraits<Scalar>::dummy_precision(), int fillfactor = 10)
       : m_droptol(droptol),m_fillfactor(fillfactor),
-        m_analysisIsOk(false),m_factorizationIsOk(false),m_isInitialized(false)
+        m_analysisIsOk(false),m_factorizationIsOk(false)
     {
       eigen_assert(fillfactor != 0);
       compute(mat); 
@@ -146,7 +157,7 @@ class IncompleteLUT : internal::noncopyable
       * 
       **/
     template<typename MatrixType>
-    IncompleteLUT<Scalar>& compute(const MatrixType& amat)
+    IncompleteLUT& compute(const MatrixType& amat)
     {
       analyzePattern(amat); 
       factorize(amat);
@@ -157,7 +168,7 @@ class IncompleteLUT : internal::noncopyable
     void setFillfactor(int fillfactor); 
     
     template<typename Rhs, typename Dest>
-    void _solve(const Rhs& b, Dest& x) const
+    void _solve_impl(const Rhs& b, Dest& x) const
     {
       x = m_Pinv * b;
       x = m_lu.template triangularView<UnitLower>().solve(x);
@@ -165,15 +176,6 @@ class IncompleteLUT : internal::noncopyable
       x = m_P * x; 
     }
 
-    template<typename Rhs> inline const internal::solve_retval<IncompleteLUT, Rhs>
-     solve(const MatrixBase<Rhs>& b) const
-    {
-      eigen_assert(m_isInitialized && "IncompleteLUT is not initialized.");
-      eigen_assert(cols()==b.rows()
-                && "IncompleteLUT::solve(): invalid number of rows of the right hand side matrix b");
-      return internal::solve_retval<IncompleteLUT, Rhs>(*this, b.derived());
-    }
-
 protected:
 
     /** keeps off-diagonal entries; drops diagonal entries */
@@ -191,18 +193,17 @@ protected:
     int m_fillfactor;
     bool m_analysisIsOk;
     bool m_factorizationIsOk;
-    bool m_isInitialized;
     ComputationInfo m_info;
-    PermutationMatrix<Dynamic,Dynamic,Index> m_P;     // Fill-reducing permutation
-    PermutationMatrix<Dynamic,Dynamic,Index> m_Pinv;  // Inverse permutation
+    PermutationMatrix<Dynamic,Dynamic,StorageIndex> m_P;     // Fill-reducing permutation
+    PermutationMatrix<Dynamic,Dynamic,StorageIndex> m_Pinv;  // Inverse permutation
 };
 
 /**
  * Set control parameter droptol
  *  \param droptol   Drop any element whose magnitude is less than this tolerance 
  **/ 
-template<typename Scalar>
-void IncompleteLUT<Scalar>::setDroptol(const RealScalar& droptol)
+template<typename Scalar, typename StorageIndex>
+void IncompleteLUT<Scalar,StorageIndex>::setDroptol(const RealScalar& droptol)
 {
   this->m_droptol = droptol;   
 }
@@ -211,61 +212,62 @@ void IncompleteLUT<Scalar>::setDroptol(const RealScalar& droptol)
  * Set control parameter fillfactor
  * \param fillfactor  This is used to compute the  number @p fill_in of largest elements to keep on each row. 
  **/ 
-template<typename Scalar>
-void IncompleteLUT<Scalar>::setFillfactor(int fillfactor)
+template<typename Scalar, typename StorageIndex>
+void IncompleteLUT<Scalar,StorageIndex>::setFillfactor(int fillfactor)
 {
   this->m_fillfactor = fillfactor;   
 }
 
-template <typename Scalar>
+template <typename Scalar, typename StorageIndex>
 template<typename _MatrixType>
-void IncompleteLUT<Scalar>::analyzePattern(const _MatrixType& amat)
+void IncompleteLUT<Scalar,StorageIndex>::analyzePattern(const _MatrixType& amat)
 {
   // Compute the Fill-reducing permutation
   // Since ILUT does not perform any numerical pivoting,
   // it is highly preferable to keep the diagonal through symmetric permutations.
 #ifndef EIGEN_MPL2_ONLY
   // To this end, let's symmetrize the pattern and perform AMD on it.
-  SparseMatrix<Scalar,ColMajor, Index> mat1 = amat;
-  SparseMatrix<Scalar,ColMajor, Index> mat2 = amat.transpose();
+  SparseMatrix<Scalar,ColMajor, StorageIndex> mat1 = amat;
+  SparseMatrix<Scalar,ColMajor, StorageIndex> mat2 = amat.transpose();
   // FIXME for a matrix with nearly symmetric pattern, mat2+mat1 is the appropriate choice.
   //       on the other hand for a really non-symmetric pattern, mat2*mat1 should be prefered...
-  SparseMatrix<Scalar,ColMajor, Index> AtA = mat2 + mat1;
-  AMDOrdering<Index> ordering;
+  SparseMatrix<Scalar,ColMajor, StorageIndex> AtA = mat2 + mat1;
+  AMDOrdering<StorageIndex> ordering;
   ordering(AtA,m_P);
   m_Pinv  = m_P.inverse(); // cache the inverse permutation
 #else
   // If AMD is not available, (MPL2-only), then let's use the slower COLAMD routine.
-  SparseMatrix<Scalar,ColMajor, Index> mat1 = amat;
-  COLAMDOrdering<Index> ordering;
+  SparseMatrix<Scalar,ColMajor, StorageIndex> mat1 = amat;
+  COLAMDOrdering<StorageIndex> ordering;
   ordering(mat1,m_Pinv);
   m_P = m_Pinv.inverse();
 #endif
 
   m_analysisIsOk = true;
   m_factorizationIsOk = false;
-  m_isInitialized = false;
+  m_isInitialized = true;
 }
 
-template <typename Scalar>
+template <typename Scalar, typename StorageIndex>
 template<typename _MatrixType>
-void IncompleteLUT<Scalar>::factorize(const _MatrixType& amat)
+void IncompleteLUT<Scalar,StorageIndex>::factorize(const _MatrixType& amat)
 {
   using std::sqrt;
   using std::swap;
   using std::abs;
+  using internal::convert_index;
 
   eigen_assert((amat.rows() == amat.cols()) && "The factorization should be done on a square matrix");
   Index n = amat.cols();  // Size of the matrix
   m_lu.resize(n,n);
   // Declare Working vectors and variables
   Vector u(n) ;     // real values of the row -- maximum size is n --
-  VectorXi ju(n);   // column position of the values in u -- maximum size  is n
-  VectorXi jr(n);   // Indicate the position of the nonzero elements in the vector u -- A zero location is indicated by -1
+  VectorI ju(n);   // column position of the values in u -- maximum size  is n
+  VectorI jr(n);   // Indicate the position of the nonzero elements in the vector u -- A zero location is indicated by -1
 
   // Apply the fill-reducing permutation
   eigen_assert(m_analysisIsOk && "You must first call analyzePattern()");
-  SparseMatrix<Scalar,RowMajor, Index> mat;
+  SparseMatrix<Scalar,RowMajor, StorageIndex> mat;
   mat = amat.twistedBy(m_Pinv);
 
   // Initialization
@@ -274,7 +276,7 @@ void IncompleteLUT<Scalar>::factorize(const _MatrixType& amat)
   u.fill(0);
 
   // number of largest elements to keep in each row:
-  Index fill_in =   static_cast<Index> (amat.nonZeros()*m_fillfactor)/n+1;
+  Index fill_in = (amat.nonZeros()*m_fillfactor)/n + 1;
   if (fill_in > n) fill_in = n;
 
   // number of largest nonzero elements to keep in the L and the U part of the current row:
@@ -289,9 +291,9 @@ void IncompleteLUT<Scalar>::factorize(const _MatrixType& amat)
 
     Index sizeu = 1; // number of nonzero elements in the upper part of the current row
     Index sizel = 0; // number of nonzero elements in the lower part of the current row
-    ju(ii)    = ii;
+    ju(ii)    = convert_index<StorageIndex>(ii);
     u(ii)     = 0;
-    jr(ii)    = ii;
+    jr(ii)    = convert_index<StorageIndex>(ii);
     RealScalar rownorm = 0;
 
     typename FactorType::InnerIterator j_it(mat, ii); // Iterate through the current row ii
@@ -301,9 +303,9 @@ void IncompleteLUT<Scalar>::factorize(const _MatrixType& amat)
       if (k < ii)
       {
         // copy the lower part
-        ju(sizel) = k;
+        ju(sizel) = convert_index<StorageIndex>(k);
         u(sizel) = j_it.value();
-        jr(k) = sizel;
+        jr(k) = convert_index<StorageIndex>(sizel);
         ++sizel;
       }
       else if (k == ii)
@@ -314,9 +316,9 @@ void IncompleteLUT<Scalar>::factorize(const _MatrixType& amat)
       {
         // copy the upper part
         Index jpos = ii + sizeu;
-        ju(jpos) = k;
+        ju(jpos) = convert_index<StorageIndex>(k);
         u(jpos) = j_it.value();
-        jr(k) = jpos;
+        jr(k) = convert_index<StorageIndex>(jpos);
         ++sizeu;
       }
       rownorm += numext::abs2(j_it.value());
@@ -346,7 +348,8 @@ void IncompleteLUT<Scalar>::factorize(const _MatrixType& amat)
         // swap the two locations
         Index j = ju(jj);
         swap(ju(jj), ju(k));
-        jr(minrow) = jj;   jr(j) = k;
+        jr(minrow) = convert_index<StorageIndex>(jj);
+        jr(j) = convert_index<StorageIndex>(k);
         swap(u(jj), u(k));
       }
       // Reset this location
@@ -370,8 +373,8 @@ void IncompleteLUT<Scalar>::factorize(const _MatrixType& amat)
       for (; ki_it; ++ki_it)
       {
         Scalar prod = fact * ki_it.value();
-        Index j       = ki_it.index();
-        Index jpos    = jr(j);
+        Index j     = ki_it.index();
+        Index jpos  = jr(j);
         if (jpos == -1) // fill-in element
         {
           Index newpos;
@@ -387,16 +390,16 @@ void IncompleteLUT<Scalar>::factorize(const _MatrixType& amat)
             sizel++;
             eigen_internal_assert(sizel<=ii);
           }
-          ju(newpos) = j;
+          ju(newpos) = convert_index<StorageIndex>(j);
           u(newpos) = -prod;
-          jr(j) = newpos;
+          jr(j) = convert_index<StorageIndex>(newpos);
         }
         else
           u(jpos) -= prod;
       }
       // store the pivot element
-      u(len) = fact;
-      ju(len) = minrow;
+      u(len)  = fact;
+      ju(len) = convert_index<StorageIndex>(minrow);
       ++len;
 
       jj++;
@@ -411,7 +414,7 @@ void IncompleteLUT<Scalar>::factorize(const _MatrixType& amat)
     sizel = len;
     len = (std::min)(sizel, nnzL);
     typename Vector::SegmentReturnType ul(u.segment(0, sizel));
-    typename VectorXi::SegmentReturnType jul(ju.segment(0, sizel));
+    typename VectorI::SegmentReturnType jul(ju.segment(0, sizel));
     internal::QuickSplit(ul, jul, len);
 
     // store the largest m_fill elements of the L part
@@ -440,39 +443,20 @@ void IncompleteLUT<Scalar>::factorize(const _MatrixType& amat)
     sizeu = len + 1; // +1 to take into account the diagonal element
     len = (std::min)(sizeu, nnzU);
     typename Vector::SegmentReturnType uu(u.segment(ii+1, sizeu-1));
-    typename VectorXi::SegmentReturnType juu(ju.segment(ii+1, sizeu-1));
+    typename VectorI::SegmentReturnType juu(ju.segment(ii+1, sizeu-1));
     internal::QuickSplit(uu, juu, len);
 
     // store the largest elements of the U part
     for(Index k = ii + 1; k < ii + len; k++)
       m_lu.insertBackByOuterInnerUnordered(ii,ju(k)) = u(k);
   }
-
   m_lu.finalize();
   m_lu.makeCompressed();
 
   m_factorizationIsOk = true;
-  m_isInitialized = m_factorizationIsOk;
   m_info = Success;
 }
 
-namespace internal {
-
-template<typename _MatrixType, typename Rhs>
-struct solve_retval<IncompleteLUT<_MatrixType>, Rhs>
-  : solve_retval_base<IncompleteLUT<_MatrixType>, Rhs>
-{
-  typedef IncompleteLUT<_MatrixType> Dec;
-  EIGEN_MAKE_SOLVE_HELPERS(Dec,Rhs)
-
-  template<typename Dest> void evalTo(Dest& dst) const
-  {
-    dec()._solve(rhs(),dst);
-  }
-};
-
-} // end namespace internal
-
 } // end namespace Eigen
 
 #endif // EIGEN_INCOMPLETE_LUT_H
diff --git a/eigen/Eigen/src/IterativeLinearSolvers/IterativeSolverBase.h b/eigen/Eigen/src/IterativeLinearSolvers/IterativeSolverBase.h
index 501ef2f..7c2326e 100644
--- a/eigen/Eigen/src/IterativeLinearSolvers/IterativeSolverBase.h
+++ b/eigen/Eigen/src/IterativeLinearSolvers/IterativeSolverBase.h
@@ -1,7 +1,7 @@
 // This file is part of Eigen, a lightweight C++ template library
 // for linear algebra.
 //
-// Copyright (C) 2011 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2011-2014 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
@@ -12,29 +12,158 @@
 
 namespace Eigen { 
 
+namespace internal {
+
+template<typename MatrixType>
+struct is_ref_compatible_impl
+{
+private:
+  template <typename T0>
+  struct any_conversion
+  {
+    template <typename T> any_conversion(const volatile T&);
+    template <typename T> any_conversion(T&);
+  };
+  struct yes {int a[1];};
+  struct no  {int a[2];};
+
+  template<typename T>
+  static yes test(const Ref<const T>&, int);
+  template<typename T>
+  static no  test(any_conversion<T>, ...);
+
+public:
+  static MatrixType ms_from;
+  enum { value = sizeof(test<MatrixType>(ms_from, 0))==sizeof(yes) };
+};
+
+template<typename MatrixType>
+struct is_ref_compatible
+{
+  enum { value = is_ref_compatible_impl<typename remove_all<MatrixType>::type>::value };
+};
+
+template<typename MatrixType, bool MatrixFree = !internal::is_ref_compatible<MatrixType>::value>
+class generic_matrix_wrapper;
+
+// We have an explicit matrix at hand, compatible with Ref<>
+template<typename MatrixType>
+class generic_matrix_wrapper<MatrixType,false>
+{
+public:
+  typedef Ref<const MatrixType> ActualMatrixType;
+  template<int UpLo> struct ConstSelfAdjointViewReturnType {
+    typedef typename ActualMatrixType::template ConstSelfAdjointViewReturnType<UpLo>::Type Type;
+  };
+
+  enum {
+    MatrixFree = false
+  };
+
+  generic_matrix_wrapper()
+    : m_dummy(0,0), m_matrix(m_dummy)
+  {}
+
+  template<typename InputType>
+  generic_matrix_wrapper(const InputType &mat)
+    : m_matrix(mat)
+  {}
+
+  const ActualMatrixType& matrix() const
+  {
+    return m_matrix;
+  }
+
+  template<typename MatrixDerived>
+  void grab(const EigenBase<MatrixDerived> &mat)
+  {
+    m_matrix.~Ref<const MatrixType>();
+    ::new (&m_matrix) Ref<const MatrixType>(mat.derived());
+  }
+
+  void grab(const Ref<const MatrixType> &mat)
+  {
+    if(&(mat.derived()) != &m_matrix)
+    {
+      m_matrix.~Ref<const MatrixType>();
+      ::new (&m_matrix) Ref<const MatrixType>(mat);
+    }
+  }
+
+protected:
+  MatrixType m_dummy; // used to default initialize the Ref<> object
+  ActualMatrixType m_matrix;
+};
+
+// MatrixType is not compatible with Ref<> -> matrix-free wrapper
+template<typename MatrixType>
+class generic_matrix_wrapper<MatrixType,true>
+{
+public:
+  typedef MatrixType ActualMatrixType;
+  template<int UpLo> struct ConstSelfAdjointViewReturnType
+  {
+    typedef ActualMatrixType Type;
+  };
+
+  enum {
+    MatrixFree = true
+  };
+
+  generic_matrix_wrapper()
+    : mp_matrix(0)
+  {}
+
+  generic_matrix_wrapper(const MatrixType &mat)
+    : mp_matrix(&mat)
+  {}
+
+  const ActualMatrixType& matrix() const
+  {
+    return *mp_matrix;
+  }
+
+  void grab(const MatrixType &mat)
+  {
+    mp_matrix = &mat;
+  }
+
+protected:
+  const ActualMatrixType *mp_matrix;
+};
+
+}
+
 /** \ingroup IterativeLinearSolvers_Module
   * \brief Base class for linear iterative solvers
   *
   * \sa class SimplicialCholesky, DiagonalPreconditioner, IdentityPreconditioner
   */
 template< typename Derived>
-class IterativeSolverBase : internal::noncopyable
+class IterativeSolverBase : public SparseSolverBase<Derived>
 {
+protected:
+  typedef SparseSolverBase<Derived> Base;
+  using Base::m_isInitialized;
+  
 public:
   typedef typename internal::traits<Derived>::MatrixType MatrixType;
   typedef typename internal::traits<Derived>::Preconditioner Preconditioner;
   typedef typename MatrixType::Scalar Scalar;
-  typedef typename MatrixType::Index Index;
+  typedef typename MatrixType::StorageIndex StorageIndex;
   typedef typename MatrixType::RealScalar RealScalar;
 
+  enum {
+    ColsAtCompileTime = MatrixType::ColsAtCompileTime,
+    MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
+  };
+
 public:
 
-  Derived& derived() { return *static_cast<Derived*>(this); }
-  const Derived& derived() const { return *static_cast<const Derived*>(this); }
+  using Base::derived;
 
   /** Default constructor. */
   IterativeSolverBase()
-    : mp_matrix(0)
   {
     init();
   }
@@ -49,82 +178,90 @@ public:
     * this class becomes invalid. Call compute() to update it with the new
     * matrix A, or modify a copy of A.
     */
-  template<typename InputDerived>
-  IterativeSolverBase(const EigenBase<InputDerived>& A)
+  template<typename MatrixDerived>
+  explicit IterativeSolverBase(const EigenBase<MatrixDerived>& A)
+    : m_matrixWrapper(A.derived())
   {
     init();
-    compute(A.derived());
+    compute(matrix());
   }
 
   ~IterativeSolverBase() {}
   
-  /** Initializes the iterative solver for the sparcity pattern of the matrix \a A for further solving \c Ax=b problems.
+  /** Initializes the iterative solver for the sparsity pattern of the matrix \a A for further solving \c Ax=b problems.
     *
-    * Currently, this function mostly call analyzePattern on the preconditioner. In the future
-    * we might, for instance, implement column reodering for faster matrix vector products.
+    * Currently, this function mostly calls analyzePattern on the preconditioner. In the future
+    * we might, for instance, implement column reordering for faster matrix vector products.
     */
-  template<typename InputDerived>
-  Derived& analyzePattern(const EigenBase<InputDerived>& A)
+  template<typename MatrixDerived>
+  Derived& analyzePattern(const EigenBase<MatrixDerived>& A)
   {
-    grabInput(A.derived());
-    m_preconditioner.analyzePattern(*mp_matrix);
+    grab(A.derived());
+    m_preconditioner.analyzePattern(matrix());
     m_isInitialized = true;
     m_analysisIsOk = true;
-    m_info = Success;
+    m_info = m_preconditioner.info();
     return derived();
   }
   
   /** Initializes the iterative solver with the numerical values of the matrix \a A for further solving \c Ax=b problems.
     *
-    * Currently, this function mostly call factorize on the preconditioner.
+    * Currently, this function mostly calls factorize on the preconditioner.
     *
     * \warning this class stores a reference to the matrix A as well as some
     * precomputed values that depend on it. Therefore, if \a A is changed
     * this class becomes invalid. Call compute() to update it with the new
     * matrix A, or modify a copy of A.
     */
-  template<typename InputDerived>
-  Derived& factorize(const EigenBase<InputDerived>& A)
+  template<typename MatrixDerived>
+  Derived& factorize(const EigenBase<MatrixDerived>& A)
   {
-    grabInput(A.derived());
     eigen_assert(m_analysisIsOk && "You must first call analyzePattern()"); 
-    m_preconditioner.factorize(*mp_matrix);
+    grab(A.derived());
+    m_preconditioner.factorize(matrix());
     m_factorizationIsOk = true;
-    m_info = Success;
+    m_info = m_preconditioner.info();
     return derived();
   }
 
   /** Initializes the iterative solver with the matrix \a A for further solving \c Ax=b problems.
     *
-    * Currently, this function mostly initialized/compute the preconditioner. In the future
-    * we might, for instance, implement column reodering for faster matrix vector products.
+    * Currently, this function mostly initializes/computes the preconditioner. In the future
+    * we might, for instance, implement column reordering for faster matrix vector products.
     *
     * \warning this class stores a reference to the matrix A as well as some
     * precomputed values that depend on it. Therefore, if \a A is changed
     * this class becomes invalid. Call compute() to update it with the new
     * matrix A, or modify a copy of A.
     */
-  template<typename InputDerived>
-  Derived& compute(const EigenBase<InputDerived>& A)
+  template<typename MatrixDerived>
+  Derived& compute(const EigenBase<MatrixDerived>& A)
   {
-    grabInput(A.derived());
-    m_preconditioner.compute(*mp_matrix);
+    grab(A.derived());
+    m_preconditioner.compute(matrix());
     m_isInitialized = true;
     m_analysisIsOk = true;
     m_factorizationIsOk = true;
-    m_info = Success;
+    m_info = m_preconditioner.info();
     return derived();
   }
 
   /** \internal */
-  Index rows() const { return mp_matrix ? mp_matrix->rows() : 0; }
+  Index rows() const { return matrix().rows(); }
+
   /** \internal */
-  Index cols() const { return mp_matrix ? mp_matrix->cols() : 0; }
+  Index cols() const { return matrix().cols(); }
 
-  /** \returns the tolerance threshold used by the stopping criteria */
+  /** \returns the tolerance threshold used by the stopping criteria.
+    * \sa setTolerance()
+    */
   RealScalar tolerance() const { return m_tolerance; }
   
-  /** Sets the tolerance threshold used by the stopping criteria */
+  /** Sets the tolerance threshold used by the stopping criteria.
+    *
+    * This value is used as an upper bound to the relative residual error: |Ax-b|/|b|.
+    * The default value is the machine precision given by NumTraits<Scalar>::epsilon()
+    */
   Derived& setTolerance(const RealScalar& tolerance)
   {
     m_tolerance = tolerance;
@@ -137,58 +274,52 @@ public:
   /** \returns a read-only reference to the preconditioner. */
   const Preconditioner& preconditioner() const { return m_preconditioner; }
 
-  /** \returns the max number of iterations */
-  int maxIterations() const
+  /** \returns the max number of iterations.
+    * It is either the value setted by setMaxIterations or, by default,
+    * twice the number of columns of the matrix.
+    */
+  Index maxIterations() const
   {
-    return (mp_matrix && m_maxIterations<0) ? mp_matrix->cols() : m_maxIterations;
+    return (m_maxIterations<0) ? 2*matrix().cols() : m_maxIterations;
   }
   
-  /** Sets the max number of iterations */
-  Derived& setMaxIterations(int maxIters)
+  /** Sets the max number of iterations.
+    * Default is twice the number of columns of the matrix.
+    */
+  Derived& setMaxIterations(Index maxIters)
   {
     m_maxIterations = maxIters;
     return derived();
   }
 
   /** \returns the number of iterations performed during the last solve */
-  int iterations() const
+  Index iterations() const
   {
     eigen_assert(m_isInitialized && "ConjugateGradient is not initialized.");
     return m_iterations;
   }
 
-  /** \returns the tolerance error reached during the last solve */
+  /** \returns the tolerance error reached during the last solve.
+    * It is a close approximation of the true relative residual error |Ax-b|/|b|.
+    */
   RealScalar error() const
   {
     eigen_assert(m_isInitialized && "ConjugateGradient is not initialized.");
     return m_error;
   }
 
-  /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A.
-    *
-    * \sa compute()
-    */
-  template<typename Rhs> inline const internal::solve_retval<Derived, Rhs>
-  solve(const MatrixBase<Rhs>& b) const
-  {
-    eigen_assert(m_isInitialized && "IterativeSolverBase is not initialized.");
-    eigen_assert(rows()==b.rows()
-              && "IterativeSolverBase::solve(): invalid number of rows of the right hand side matrix b");
-    return internal::solve_retval<Derived, Rhs>(derived(), b.derived());
-  }
-  
-  /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A.
+  /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A
+    * and \a x0 as an initial solution.
     *
-    * \sa compute()
+    * \sa solve(), compute()
     */
-  template<typename Rhs>
-  inline const internal::sparse_solve_retval<IterativeSolverBase, Rhs>
-  solve(const SparseMatrixBase<Rhs>& b) const
+  template<typename Rhs,typename Guess>
+  inline const SolveWithGuess<Derived, Rhs, Guess>
+  solveWithGuess(const MatrixBase<Rhs>& b, const Guess& x0) const
   {
-    eigen_assert(m_isInitialized && "IterativeSolverBase is not initialized.");
-    eigen_assert(rows()==b.rows()
-              && "IterativeSolverBase::solve(): invalid number of rows of the right hand side matrix b");
-    return internal::sparse_solve_retval<IterativeSolverBase, Rhs>(*this, b.derived());
+    eigen_assert(m_isInitialized && "Solver is not initialized.");
+    eigen_assert(derived().rows()==b.rows() && "solve(): invalid number of rows of the right hand side matrix b");
+    return SolveWithGuess<Derived, Rhs, Guess>(derived(), b.derived(), x0);
   }
 
   /** \returns Success if the iterations converged, and NoConvergence otherwise. */
@@ -199,46 +330,30 @@ public:
   }
   
   /** \internal */
-  template<typename Rhs, typename DestScalar, int DestOptions, typename DestIndex>
-  void _solve_sparse(const Rhs& b, SparseMatrix<DestScalar,DestOptions,DestIndex> &dest) const
+  template<typename Rhs, typename DestDerived>
+  void _solve_impl(const Rhs& b, SparseMatrixBase<DestDerived> &aDest) const
   {
     eigen_assert(rows()==b.rows());
     
-    int rhsCols = b.cols();
-    int size = b.rows();
+    Index rhsCols = b.cols();
+    Index size = b.rows();
+    DestDerived& dest(aDest.derived());
+    typedef typename DestDerived::Scalar DestScalar;
     Eigen::Matrix<DestScalar,Dynamic,1> tb(size);
-    Eigen::Matrix<DestScalar,Dynamic,1> tx(size);
-    for(int k=0; k<rhsCols; ++k)
+    Eigen::Matrix<DestScalar,Dynamic,1> tx(cols());
+    // We do not directly fill dest because sparse expressions have to be free of aliasing issue.
+    // For non square least-square problems, b and dest might not have the same size whereas they might alias each-other.
+    typename DestDerived::PlainObject tmp(cols(),rhsCols);
+    for(Index k=0; k<rhsCols; ++k)
     {
       tb = b.col(k);
       tx = derived().solve(tb);
-      dest.col(k) = tx.sparseView(0);
+      tmp.col(k) = tx.sparseView(0);
     }
+    dest.swap(tmp);
   }
 
 protected:
-
-  template<typename InputDerived>
-  void grabInput(const EigenBase<InputDerived>& A)
-  {
-    // we const cast to prevent the creation of a MatrixType temporary by the compiler.
-    grabInput_impl(A.const_cast_derived());
-  }
-
-  template<typename InputDerived>
-  void grabInput_impl(const EigenBase<InputDerived>& A)
-  {
-    m_copyMatrix = A;
-    mp_matrix = &m_copyMatrix;
-  }
-
-  void grabInput_impl(MatrixType& A)
-  {
-    if(MatrixType::RowsAtCompileTime==Dynamic && MatrixType::ColsAtCompileTime==Dynamic)
-      m_copyMatrix.resize(0,0);
-    mp_matrix = &A;
-  }
-
   void init()
   {
     m_isInitialized = false;
@@ -247,36 +362,33 @@ protected:
     m_maxIterations = -1;
     m_tolerance = NumTraits<Scalar>::epsilon();
   }
-  MatrixType m_copyMatrix;
-  const MatrixType* mp_matrix;
+
+  typedef internal::generic_matrix_wrapper<MatrixType> MatrixWrapper;
+  typedef typename MatrixWrapper::ActualMatrixType ActualMatrixType;
+
+  const ActualMatrixType& matrix() const
+  {
+    return m_matrixWrapper.matrix();
+  }
+  
+  template<typename InputType>
+  void grab(const InputType &A)
+  {
+    m_matrixWrapper.grab(A);
+  }
+  
+  MatrixWrapper m_matrixWrapper;
   Preconditioner m_preconditioner;
 
-  int m_maxIterations;
+  Index m_maxIterations;
   RealScalar m_tolerance;
   
   mutable RealScalar m_error;
-  mutable int m_iterations;
+  mutable Index m_iterations;
   mutable ComputationInfo m_info;
-  mutable bool m_isInitialized, m_analysisIsOk, m_factorizationIsOk;
+  mutable bool m_analysisIsOk, m_factorizationIsOk;
 };
 
-namespace internal {
- 
-template<typename Derived, typename Rhs>
-struct sparse_solve_retval<IterativeSolverBase<Derived>, Rhs>
-  : sparse_solve_retval_base<IterativeSolverBase<Derived>, Rhs>
-{
-  typedef IterativeSolverBase<Derived> Dec;
-  EIGEN_MAKE_SPARSE_SOLVE_HELPERS(Dec,Rhs)
-
-  template<typename Dest> void evalTo(Dest& dst) const
-  {
-    dec().derived()._solve_sparse(rhs(),dst);
-  }
-};
-
-} // end namespace internal
-
 } // end namespace Eigen
 
 #endif // EIGEN_ITERATIVE_SOLVER_BASE_H
diff --git a/eigen/Eigen/src/IterativeLinearSolvers/LeastSquareConjugateGradient.h b/eigen/Eigen/src/IterativeLinearSolvers/LeastSquareConjugateGradient.h
new file mode 100644
index 0000000..0aea0e0
--- /dev/null
+++ b/eigen/Eigen/src/IterativeLinearSolvers/LeastSquareConjugateGradient.h
@@ -0,0 +1,216 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2015 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_LEAST_SQUARE_CONJUGATE_GRADIENT_H
+#define EIGEN_LEAST_SQUARE_CONJUGATE_GRADIENT_H
+
+namespace Eigen { 
+
+namespace internal {
+
+/** \internal Low-level conjugate gradient algorithm for least-square problems
+  * \param mat The matrix A
+  * \param rhs The right hand side vector b
+  * \param x On input and initial solution, on output the computed solution.
+  * \param precond A preconditioner being able to efficiently solve for an
+  *                approximation of A'Ax=b (regardless of b)
+  * \param iters On input the max number of iteration, on output the number of performed iterations.
+  * \param tol_error On input the tolerance error, on output an estimation of the relative error.
+  */
+template<typename MatrixType, typename Rhs, typename Dest, typename Preconditioner>
+EIGEN_DONT_INLINE
+void least_square_conjugate_gradient(const MatrixType& mat, const Rhs& rhs, Dest& x,
+                                     const Preconditioner& precond, Index& iters,
+                                     typename Dest::RealScalar& tol_error)
+{
+  using std::sqrt;
+  using std::abs;
+  typedef typename Dest::RealScalar RealScalar;
+  typedef typename Dest::Scalar Scalar;
+  typedef Matrix<Scalar,Dynamic,1> VectorType;
+  
+  RealScalar tol = tol_error;
+  Index maxIters = iters;
+  
+  Index m = mat.rows(), n = mat.cols();
+
+  VectorType residual        = rhs - mat * x;
+  VectorType normal_residual = mat.adjoint() * residual;
+
+  RealScalar rhsNorm2 = (mat.adjoint()*rhs).squaredNorm();
+  if(rhsNorm2 == 0) 
+  {
+    x.setZero();
+    iters = 0;
+    tol_error = 0;
+    return;
+  }
+  RealScalar threshold = tol*tol*rhsNorm2;
+  RealScalar residualNorm2 = normal_residual.squaredNorm();
+  if (residualNorm2 < threshold)
+  {
+    iters = 0;
+    tol_error = sqrt(residualNorm2 / rhsNorm2);
+    return;
+  }
+  
+  VectorType p(n);
+  p = precond.solve(normal_residual);                         // initial search direction
+
+  VectorType z(n), tmp(m);
+  RealScalar absNew = numext::real(normal_residual.dot(p));  // the square of the absolute value of r scaled by invM
+  Index i = 0;
+  while(i < maxIters)
+  {
+    tmp.noalias() = mat * p;
+
+    Scalar alpha = absNew / tmp.squaredNorm();      // the amount we travel on dir
+    x += alpha * p;                                 // update solution
+    residual -= alpha * tmp;                        // update residual
+    normal_residual = mat.adjoint() * residual;     // update residual of the normal equation
+    
+    residualNorm2 = normal_residual.squaredNorm();
+    if(residualNorm2 < threshold)
+      break;
+    
+    z = precond.solve(normal_residual);             // approximately solve for "A'A z = normal_residual"
+
+    RealScalar absOld = absNew;
+    absNew = numext::real(normal_residual.dot(z));  // update the absolute value of r
+    RealScalar beta = absNew / absOld;              // calculate the Gram-Schmidt value used to create the new search direction
+    p = z + beta * p;                               // update search direction
+    i++;
+  }
+  tol_error = sqrt(residualNorm2 / rhsNorm2);
+  iters = i;
+}
+
+}
+
+template< typename _MatrixType,
+          typename _Preconditioner = LeastSquareDiagonalPreconditioner<typename _MatrixType::Scalar> >
+class LeastSquaresConjugateGradient;
+
+namespace internal {
+
+template< typename _MatrixType, typename _Preconditioner>
+struct traits<LeastSquaresConjugateGradient<_MatrixType,_Preconditioner> >
+{
+  typedef _MatrixType MatrixType;
+  typedef _Preconditioner Preconditioner;
+};
+
+}
+
+/** \ingroup IterativeLinearSolvers_Module
+  * \brief A conjugate gradient solver for sparse (or dense) least-square problems
+  *
+  * This class allows to solve for A x = b linear problems using an iterative conjugate gradient algorithm.
+  * The matrix A can be non symmetric and rectangular, but the matrix A' A should be positive-definite to guaranty stability.
+  * Otherwise, the SparseLU or SparseQR classes might be preferable.
+  * The matrix A and the vectors x and b can be either dense or sparse.
+  *
+  * \tparam _MatrixType the type of the matrix A, can be a dense or a sparse matrix.
+  * \tparam _Preconditioner the type of the preconditioner. Default is LeastSquareDiagonalPreconditioner
+  *
+  * \implsparsesolverconcept
+  * 
+  * The maximal number of iterations and tolerance value can be controlled via the setMaxIterations()
+  * and setTolerance() methods. The defaults are the size of the problem for the maximal number of iterations
+  * and NumTraits<Scalar>::epsilon() for the tolerance.
+  * 
+  * This class can be used as the direct solver classes. Here is a typical usage example:
+    \code
+    int m=1000000, n = 10000;
+    VectorXd x(n), b(m);
+    SparseMatrix<double> A(m,n);
+    // fill A and b
+    LeastSquaresConjugateGradient<SparseMatrix<double> > lscg;
+    lscg.compute(A);
+    x = lscg.solve(b);
+    std::cout << "#iterations:     " << lscg.iterations() << std::endl;
+    std::cout << "estimated error: " << lscg.error()      << std::endl;
+    // update b, and solve again
+    x = lscg.solve(b);
+    \endcode
+  * 
+  * By default the iterations start with x=0 as an initial guess of the solution.
+  * One can control the start using the solveWithGuess() method.
+  * 
+  * \sa class ConjugateGradient, SparseLU, SparseQR
+  */
+template< typename _MatrixType, typename _Preconditioner>
+class LeastSquaresConjugateGradient : public IterativeSolverBase<LeastSquaresConjugateGradient<_MatrixType,_Preconditioner> >
+{
+  typedef IterativeSolverBase<LeastSquaresConjugateGradient> Base;
+  using Base::matrix;
+  using Base::m_error;
+  using Base::m_iterations;
+  using Base::m_info;
+  using Base::m_isInitialized;
+public:
+  typedef _MatrixType MatrixType;
+  typedef typename MatrixType::Scalar Scalar;
+  typedef typename MatrixType::RealScalar RealScalar;
+  typedef _Preconditioner Preconditioner;
+
+public:
+
+  /** Default constructor. */
+  LeastSquaresConjugateGradient() : Base() {}
+
+  /** Initialize the solver with matrix \a A for further \c Ax=b solving.
+    * 
+    * This constructor is a shortcut for the default constructor followed
+    * by a call to compute().
+    * 
+    * \warning this class stores a reference to the matrix A as well as some
+    * precomputed values that depend on it. Therefore, if \a A is changed
+    * this class becomes invalid. Call compute() to update it with the new
+    * matrix A, or modify a copy of A.
+    */
+  template<typename MatrixDerived>
+  explicit LeastSquaresConjugateGradient(const EigenBase<MatrixDerived>& A) : Base(A.derived()) {}
+
+  ~LeastSquaresConjugateGradient() {}
+
+  /** \internal */
+  template<typename Rhs,typename Dest>
+  void _solve_with_guess_impl(const Rhs& b, Dest& x) const
+  {
+    m_iterations = Base::maxIterations();
+    m_error = Base::m_tolerance;
+
+    for(Index j=0; j<b.cols(); ++j)
+    {
+      m_iterations = Base::maxIterations();
+      m_error = Base::m_tolerance;
+
+      typename Dest::ColXpr xj(x,j);
+      internal::least_square_conjugate_gradient(matrix(), b.col(j), xj, Base::m_preconditioner, m_iterations, m_error);
+    }
+
+    m_isInitialized = true;
+    m_info = m_error <= Base::m_tolerance ? Success : NoConvergence;
+  }
+  
+  /** \internal */
+  using Base::_solve_impl;
+  template<typename Rhs,typename Dest>
+  void _solve_impl(const MatrixBase<Rhs>& b, Dest& x) const
+  {
+    x.setZero();
+    _solve_with_guess_impl(b.derived(),x);
+  }
+
+};
+
+} // end namespace Eigen
+
+#endif // EIGEN_LEAST_SQUARE_CONJUGATE_GRADIENT_H
diff --git a/eigen/Eigen/src/IterativeLinearSolvers/SolveWithGuess.h b/eigen/Eigen/src/IterativeLinearSolvers/SolveWithGuess.h
new file mode 100644
index 0000000..0ace451
--- /dev/null
+++ b/eigen/Eigen/src/IterativeLinearSolvers/SolveWithGuess.h
@@ -0,0 +1,115 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2014 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_SOLVEWITHGUESS_H
+#define EIGEN_SOLVEWITHGUESS_H
+
+namespace Eigen {
+
+template<typename Decomposition, typename RhsType, typename GuessType> class SolveWithGuess;
+  
+/** \class SolveWithGuess
+  * \ingroup IterativeLinearSolvers_Module
+  *
+  * \brief Pseudo expression representing a solving operation
+  *
+  * \tparam Decomposition the type of the matrix or decomposion object
+  * \tparam Rhstype the type of the right-hand side
+  *
+  * This class represents an expression of A.solve(B)
+  * and most of the time this is the only way it is used.
+  *
+  */
+namespace internal {
+
+
+template<typename Decomposition, typename RhsType, typename GuessType>
+struct traits<SolveWithGuess<Decomposition, RhsType, GuessType> >
+  : traits<Solve<Decomposition,RhsType> >
+{};
+
+}
+
+
+template<typename Decomposition, typename RhsType, typename GuessType>
+class SolveWithGuess : public internal::generic_xpr_base<SolveWithGuess<Decomposition,RhsType,GuessType>, MatrixXpr, typename internal::traits<RhsType>::StorageKind>::type
+{
+public:
+  typedef typename internal::traits<SolveWithGuess>::Scalar Scalar;
+  typedef typename internal::traits<SolveWithGuess>::PlainObject PlainObject;
+  typedef typename internal::generic_xpr_base<SolveWithGuess<Decomposition,RhsType,GuessType>, MatrixXpr, typename internal::traits<RhsType>::StorageKind>::type Base;
+  typedef typename internal::ref_selector<SolveWithGuess>::type Nested;
+  
+  SolveWithGuess(const Decomposition &dec, const RhsType &rhs, const GuessType &guess)
+    : m_dec(dec), m_rhs(rhs), m_guess(guess)
+  {}
+  
+  EIGEN_DEVICE_FUNC Index rows() const { return m_dec.cols(); }
+  EIGEN_DEVICE_FUNC Index cols() const { return m_rhs.cols(); }
+
+  EIGEN_DEVICE_FUNC const Decomposition& dec()   const { return m_dec; }
+  EIGEN_DEVICE_FUNC const RhsType&       rhs()   const { return m_rhs; }
+  EIGEN_DEVICE_FUNC const GuessType&     guess() const { return m_guess; }
+
+protected:
+  const Decomposition &m_dec;
+  const RhsType       &m_rhs;
+  const GuessType     &m_guess;
+  
+private:
+  Scalar coeff(Index row, Index col) const;
+  Scalar coeff(Index i) const;
+};
+
+namespace internal {
+
+// Evaluator of SolveWithGuess -> eval into a temporary
+template<typename Decomposition, typename RhsType, typename GuessType>
+struct evaluator<SolveWithGuess<Decomposition,RhsType, GuessType> >
+  : public evaluator<typename SolveWithGuess<Decomposition,RhsType,GuessType>::PlainObject>
+{
+  typedef SolveWithGuess<Decomposition,RhsType,GuessType> SolveType;
+  typedef typename SolveType::PlainObject PlainObject;
+  typedef evaluator<PlainObject> Base;
+
+  evaluator(const SolveType& solve)
+    : m_result(solve.rows(), solve.cols())
+  {
+    ::new (static_cast<Base*>(this)) Base(m_result);
+    m_result = solve.guess();
+    solve.dec()._solve_with_guess_impl(solve.rhs(), m_result);
+  }
+  
+protected:  
+  PlainObject m_result;
+};
+
+// Specialization for "dst = dec.solveWithGuess(rhs)"
+// NOTE we need to specialize it for Dense2Dense to avoid ambiguous specialization error and a Sparse2Sparse specialization must exist somewhere
+template<typename DstXprType, typename DecType, typename RhsType, typename GuessType, typename Scalar>
+struct Assignment<DstXprType, SolveWithGuess<DecType,RhsType,GuessType>, internal::assign_op<Scalar,Scalar>, Dense2Dense>
+{
+  typedef SolveWithGuess<DecType,RhsType,GuessType> SrcXprType;
+  static void run(DstXprType &dst, const SrcXprType &src, const internal::assign_op<Scalar,Scalar> &)
+  {
+    Index dstRows = src.rows();
+    Index dstCols = src.cols();
+    if((dst.rows()!=dstRows) || (dst.cols()!=dstCols))
+      dst.resize(dstRows, dstCols);
+
+    dst = src.guess();
+    src.dec()._solve_with_guess_impl(src.rhs(), dst/*, src.guess()*/);
+  }
+};
+
+} // end namepsace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_SOLVEWITHGUESS_H