merge with default branch

CMakeLists.txt

@@ -196,6 +196,18 @@ if(NOT MSVC)
     message(STATUS "Enabling SSE4.2 in tests/examples")
   endif()
 
+  option(EIGEN_TEST_AVX "Enable/Disable AVX in tests/examples" OFF)
+  if(EIGEN_TEST_AVX)
+    set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -mavx")
+    message(STATUS "Enabling AVX in tests/examples")
+  endif()
+
+  option(EIGEN_TEST_FMA "Enable/Disable FMA in tests/examples" OFF)
+  if(EIGEN_TEST_FMA)
+    set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -mfma")
+    message(STATUS "Enabling FMA in tests/examples")
+  endif()
+
   option(EIGEN_TEST_ALTIVEC "Enable/Disable AltiVec in tests/examples" OFF)
   if(EIGEN_TEST_ALTIVEC)
     set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -maltivec -mabi=altivec")
@@ -437,12 +449,12 @@ set ( EIGEN_INCLUDE_DIR ${INCLUDE_INSTALL_DIR} )
 set ( EIGEN_INCLUDE_DIRS ${EIGEN_INCLUDE_DIR} )
 set ( EIGEN_ROOT_DIR ${CMAKE_INSTALL_PREFIX} )
 
-configure_file ( ${CMAKE_SOURCE_DIR}/cmake/Eigen3Config.cmake.in
+configure_file ( ${CMAKE_CURRENT_SOURCE_DIR}/cmake/Eigen3Config.cmake.in
                  ${CMAKE_CURRENT_BINARY_DIR}/Eigen3Config.cmake
                  @ONLY ESCAPE_QUOTES
                )
 
-install ( FILES ${CMAKE_SOURCE_DIR}/cmake/UseEigen3.cmake
+install ( FILES ${CMAKE_CURRENT_SOURCE_DIR}/cmake/UseEigen3.cmake
                 ${CMAKE_CURRENT_BINARY_DIR}/Eigen3Config.cmake
           DESTINATION ${EIGEN_CONFIG_CMAKE_PATH}
         )

Eigen/Cholesky

@@ -10,9 +10,11 @@
   *
   *
   * This module provides two variants of the Cholesky decomposition for selfadjoint (hermitian) matrices.
-  * Those decompositions are accessible via the following MatrixBase methods:
+  * Those decompositions are also accessible via the following methods:
-  *  - MatrixBase::llt(),
+  *  - MatrixBase::llt()
   *  - MatrixBase::ldlt()
+  *  - SelfAdjointView::llt()
+  *  - SelfAdjointView::ldlt()
   *
   * \code
   * #include <Eigen/Cholesky>

Eigen/Core

@@ -117,7 +117,16 @@
     #ifdef __SSE4_2__
       #define EIGEN_VECTORIZE_SSE4_2
     #endif
-
+    #ifdef __AVX__
+      #define EIGEN_VECTORIZE_AVX
+      #define EIGEN_VECTORIZE_SSE3
+      #define EIGEN_VECTORIZE_SSSE3
+      #define EIGEN_VECTORIZE_SSE4_1
+      #define EIGEN_VECTORIZE_SSE4_2
+    #endif
+    #ifdef __FMA__
+      #define EIGEN_VECTORIZE_FMA
+    #endif
     // include files
 
     // This extern "C" works around a MINGW-w64 compilation issue
@@ -130,7 +139,7 @@
     extern "C" {
       // In theory we should only include immintrin.h and not the other *mmintrin.h header files directly.
       // Doing so triggers some issues with ICC. However old gcc versions seems to not have this file, thus:
-      #ifdef __INTEL_COMPILER
+      #if defined(__INTEL_COMPILER) && __INTEL_COMPILER >= 1110
         #include <immintrin.h>
       #else
         #include <emmintrin.h>
@@ -147,6 +156,9 @@
         #ifdef EIGEN_VECTORIZE_SSE4_2
         #include <nmmintrin.h>
         #endif
+        #ifdef EIGEN_VECTORIZE_AVX
+        #include <immintrin.h>
+        #endif
       #endif
     } // end extern "C"
   #elif defined __ALTIVEC__
@@ -216,7 +228,9 @@
 namespace Eigen {
 
 inline static const char *SimdInstructionSetsInUse(void) {
-#if defined(EIGEN_VECTORIZE_SSE4_2)
+#if defined(EIGEN_VECTORIZE_AVX)
+  return "AVX SSE, SSE2, SSE3, SSSE3, SSE4.1, SSE4.2";
+#elif defined(EIGEN_VECTORIZE_SSE4_2)
   return "SSE, SSE2, SSE3, SSSE3, SSE4.1, SSE4.2";
 #elif defined(EIGEN_VECTORIZE_SSE4_1)
   return "SSE, SSE2, SSE3, SSSE3, SSE4.1";
@@ -294,7 +308,13 @@ using std::ptrdiff_t;
 #include "src/Core/MathFunctions.h"
 #include "src/Core/GenericPacketMath.h"
 
-#if defined EIGEN_VECTORIZE_SSE
+#if defined EIGEN_VECTORIZE_AVX
+  // Use AVX for floats and doubles, SSE for integers
+  #include "src/Core/arch/SSE/PacketMath.h"
+  #include "src/Core/arch/SSE/Complex.h"
+  #include "src/Core/arch/AVX/PacketMath.h"
+  #include "src/Core/arch/AVX/Complex.h"
+#elif defined EIGEN_VECTORIZE_SSE
   #include "src/Core/arch/SSE/PacketMath.h"
   #include "src/Core/arch/SSE/MathFunctions.h"
   #include "src/Core/arch/SSE/Complex.h"

Eigen/Geometry

@@ -47,7 +47,9 @@
   #include "src/Geometry/AlignedBox.h"
   #include "src/Geometry/Umeyama.h"
 
-  #if defined EIGEN_VECTORIZE_SSE
+  // Use the SSE optimized version whenever possible. At the moment the
+  // SSE version doesn't compile when AVX is enabled
+  #if defined EIGEN_VECTORIZE_SSE && !defined EIGEN_VECTORIZE_AVX
     #include "src/Geometry/arch/Geometry_SSE.h"
   #endif
 #endif

Eigen/LU

@@ -27,7 +27,9 @@
 #include "src/LU/Determinant.h"
 #include "src/LU/InverseImpl.h"
 
-#if defined EIGEN_VECTORIZE_SSE
+// Use the SSE optimized version whenever possible. At the moment the
+// SSE version doesn't compile when AVX is enabled
+#if defined EIGEN_VECTORIZE_SSE && !defined EIGEN_VECTORIZE_AVX
   #include "src/LU/arch/Inverse_SSE.h"
 #endif
 

Eigen/src/Cholesky/LDLT.h

@@ -43,7 +43,7 @@ namespace internal {
   * Remember that Cholesky decompositions are not rank-revealing. Also, do not use a Cholesky
   * decomposition to determine whether a system of equations has a solution.
   *
-  * \sa MatrixBase::ldlt(), class LLT
+  * \sa MatrixBase::ldlt(), SelfAdjointView::ldlt(), class LLT
   */
 template<typename _MatrixType, int _UpLo> class LDLT
 {
@@ -179,7 +179,7 @@ template<typename _MatrixType, int _UpLo> class LDLT
       * least-square solution of \f$ D y_3 = y_2 \f$ is computed. This does not mean that this function
       * computes the least-square solution of \f$ A x = b \f$ is \f$ A \f$ is singular.
       *
-      * \sa MatrixBase::ldlt()
+      * \sa MatrixBase::ldlt(), SelfAdjointView::ldlt()
       */
 #ifdef EIGEN_TEST_EVALUATORS
     template<typename Rhs>
@@ -610,6 +610,7 @@ MatrixType LDLT<MatrixType,_UpLo>::reconstructedMatrix() const
 #ifndef __CUDACC__
 /** \cholesky_module
   * \returns the Cholesky decomposition with full pivoting without square root of \c *this
+  * \sa MatrixBase::ldlt()
   */
 template<typename MatrixType, unsigned int UpLo>
 inline const LDLT<typename SelfAdjointView<MatrixType, UpLo>::PlainObject, UpLo>
@@ -620,6 +621,7 @@ SelfAdjointView<MatrixType, UpLo>::ldlt() const
 
 /** \cholesky_module
   * \returns the Cholesky decomposition with full pivoting without square root of \c *this
+  * \sa SelfAdjointView::ldlt()
   */
 template<typename Derived>
 inline const LDLT<typename MatrixBase<Derived>::PlainObject>

Eigen/src/Cholesky/LLT.h

@@ -41,7 +41,7 @@ template<typename MatrixType, int UpLo> struct LLT_Traits;
   * Example: \include LLT_example.cpp
   * Output: \verbinclude LLT_example.out
   *    
-  * \sa MatrixBase::llt(), class LDLT
+  * \sa MatrixBase::llt(), SelfAdjointView::llt(), class LDLT
   */
  /* HEY THIS DOX IS DISABLED BECAUSE THERE's A BUG EITHER HERE OR IN LDLT ABOUT THAT (OR BOTH)
   * Note that during the decomposition, only the upper triangular part of A is considered. Therefore,
@@ -115,7 +115,7 @@ template<typename _MatrixType, int _UpLo> class LLT
       * Example: \include LLT_solve.cpp
       * Output: \verbinclude LLT_solve.out
       *
-      * \sa solveInPlace(), MatrixBase::llt()
+      * \sa solveInPlace(), MatrixBase::llt(), SelfAdjointView::llt()
       */
 #ifdef EIGEN_TEST_EVALUATORS
     template<typename Rhs>
@@ -498,6 +498,7 @@ MatrixType LLT<MatrixType,_UpLo>::reconstructedMatrix() const
 #ifndef __CUDACC__
 /** \cholesky_module
   * \returns the LLT decomposition of \c *this
+  * \sa SelfAdjointView::llt()
   */
 template<typename Derived>
 inline const LLT<typename MatrixBase<Derived>::PlainObject>
@@ -508,6 +509,7 @@ MatrixBase<Derived>::llt() const
 
 /** \cholesky_module
   * \returns the LLT decomposition of \c *this
+  * \sa SelfAdjointView::llt()
   */
 template<typename MatrixType, unsigned int UpLo>
 inline const LLT<typename SelfAdjointView<MatrixType, UpLo>::PlainObject, UpLo>

Eigen/src/Core/Assign.h

@@ -105,6 +105,8 @@ public:
     EIGEN_DEBUG_VAR(DstIsAligned)
     EIGEN_DEBUG_VAR(SrcIsAligned)
     EIGEN_DEBUG_VAR(JointAlignment)
+    EIGEN_DEBUG_VAR(Derived::SizeAtCompileTime)
+    EIGEN_DEBUG_VAR(OtherDerived::CoeffReadCost)
     EIGEN_DEBUG_VAR(InnerSize)
     EIGEN_DEBUG_VAR(InnerMaxSize)
     EIGEN_DEBUG_VAR(PacketSize)

Eigen/src/Core/Assign_MKL.h

@@ -202,6 +202,7 @@ EIGEN_MKL_VML_DECLARE_UNARY_CALLS_LA(asin, Asin)
 EIGEN_MKL_VML_DECLARE_UNARY_CALLS_LA(cos,  Cos)
 EIGEN_MKL_VML_DECLARE_UNARY_CALLS_LA(acos, Acos)
 EIGEN_MKL_VML_DECLARE_UNARY_CALLS_LA(tan,  Tan)
+EIGEN_MKL_VML_DECLARE_UNARY_CALLS_LA(atan,  Atan)
 //EIGEN_MKL_VML_DECLARE_UNARY_CALLS(abs,  Abs)
 EIGEN_MKL_VML_DECLARE_UNARY_CALLS_LA(exp,  Exp)
 EIGEN_MKL_VML_DECLARE_UNARY_CALLS_LA(log,  Ln)

Eigen/src/Core/Block.h

@@ -88,8 +88,8 @@ struct traits<Block<XprType, BlockRows, BlockCols, InnerPanel> > : traits<XprTyp
     MaskPacketAccessBit = (InnerSize == Dynamic || (InnerSize % packet_traits<Scalar>::size) == 0)
                        && (InnerStrideAtCompileTime == 1)
                         ? PacketAccessBit : 0,
-    MaskAlignedBit = (InnerPanel && (OuterStrideAtCompileTime!=Dynamic) && (((OuterStrideAtCompileTime * int(sizeof(Scalar))) % 16) == 0)) ? AlignedBit : 0,
+    MaskAlignedBit = (InnerPanel && (OuterStrideAtCompileTime!=Dynamic) && (((OuterStrideAtCompileTime * int(sizeof(Scalar))) % EIGEN_ALIGN_BYTES) == 0)) ? AlignedBit : 0,
-    FlagsLinearAccessBit = (RowsAtCompileTime == 1 || ColsAtCompileTime == 1) ? LinearAccessBit : 0,
+    FlagsLinearAccessBit = (RowsAtCompileTime == 1 || ColsAtCompileTime == 1 || (InnerPanel && (traits<XprType>::Flags&LinearAccessBit))) ? LinearAccessBit : 0,
     FlagsLvalueBit = is_lvalue<XprType>::value ? LvalueBit : 0,
     FlagsRowMajorBit = IsRowMajor ? RowMajorBit : 0,
     Flags0 = traits<XprType>::Flags & ( (HereditaryBits & ~RowMajorBit) |

Eigen/src/Core/DenseStorage.h

@@ -40,7 +40,7 @@ void check_static_allocation_size()
   */
 template <typename T, int Size, int MatrixOrArrayOptions,
           int Alignment = (MatrixOrArrayOptions&DontAlign) ? 0
-                        : (((Size*sizeof(T))%16)==0) ? 16
+                        : (((Size*sizeof(T))%EIGEN_ALIGN_BYTES)==0) ? EIGEN_ALIGN_BYTES
                         : 0 >
 struct plain_array
 {
@@ -68,27 +68,27 @@ struct plain_array
   template<typename PtrType>
   EIGEN_ALWAYS_INLINE PtrType eigen_unaligned_array_assert_workaround_gcc47(PtrType array) { return array; }
   #define EIGEN_MAKE_UNALIGNED_ARRAY_ASSERT(sizemask) \
-    eigen_assert((reinterpret_cast<size_t>(eigen_unaligned_array_assert_workaround_gcc47(array)) & sizemask) == 0 \
+    eigen_assert((reinterpret_cast<size_t>(eigen_unaligned_array_assert_workaround_gcc47(array)) & (sizemask)) == 0 \
               && "this assertion is explained here: " \
               "http://eigen.tuxfamily.org/dox-devel/group__TopicUnalignedArrayAssert.html" \
               " **** READ THIS WEB PAGE !!! ****");
 #else
   #define EIGEN_MAKE_UNALIGNED_ARRAY_ASSERT(sizemask) \
-    eigen_assert((reinterpret_cast<size_t>(array) & sizemask) == 0 \
+    eigen_assert((reinterpret_cast<size_t>(array) & (sizemask)) == 0 \
               && "this assertion is explained here: " \
               "http://eigen.tuxfamily.org/dox-devel/group__TopicUnalignedArrayAssert.html" \
               " **** READ THIS WEB PAGE !!! ****");
 #endif
 
 template <typename T, int Size, int MatrixOrArrayOptions>
-struct plain_array<T, Size, MatrixOrArrayOptions, 16>
+struct plain_array<T, Size, MatrixOrArrayOptions, EIGEN_ALIGN_BYTES>
 {
-  EIGEN_USER_ALIGN16 T array[Size];
+  EIGEN_USER_ALIGN_DEFAULT T array[Size];
 
   EIGEN_DEVICE_FUNC
   plain_array() 
   { 
-    EIGEN_MAKE_UNALIGNED_ARRAY_ASSERT(0xf);
+    EIGEN_MAKE_UNALIGNED_ARRAY_ASSERT(EIGEN_ALIGN_BYTES-1);
     check_static_allocation_size<T,Size>();
   }
 
@@ -102,7 +102,7 @@ struct plain_array<T, Size, MatrixOrArrayOptions, 16>
 template <typename T, int MatrixOrArrayOptions, int Alignment>
 struct plain_array<T, 0, MatrixOrArrayOptions, Alignment>
 {
-  EIGEN_USER_ALIGN16 T array[1];
+  EIGEN_USER_ALIGN_DEFAULT T array[1];
   EIGEN_DEVICE_FUNC plain_array() {}
   EIGEN_DEVICE_FUNC plain_array(constructor_without_unaligned_array_assert) {}
 };

Eigen/src/Core/GeneralProduct.h

@@ -69,8 +69,7 @@ template<typename Lhs, typename Rhs> struct product_type
     MaxDepth = EIGEN_SIZE_MIN_PREFER_FIXED(_Lhs::MaxColsAtCompileTime,
                                            _Rhs::MaxRowsAtCompileTime),
     Depth = EIGEN_SIZE_MIN_PREFER_FIXED(_Lhs::ColsAtCompileTime,
-                                        _Rhs::RowsAtCompileTime),
+                                        _Rhs::RowsAtCompileTime)
-    LargeThreshold = EIGEN_CACHEFRIENDLY_PRODUCT_THRESHOLD
   };
 
   // the splitting into different lines of code here, introducing the _select enums and the typedef below,
@@ -424,7 +423,7 @@ struct gemv_static_vector_if<Scalar,Size,MaxSize,true>
   internal::plain_array<Scalar,EIGEN_SIZE_MIN_PREFER_FIXED(Size,MaxSize)+(ForceAlignment?PacketSize:0),0> m_data;
   EIGEN_STRONG_INLINE Scalar* data() {
     return ForceAlignment
-            ? reinterpret_cast<Scalar*>((reinterpret_cast<size_t>(m_data.array) & ~(size_t(15))) + 16)
+            ? reinterpret_cast<Scalar*>((reinterpret_cast<size_t>(m_data.array) & ~(size_t(EIGEN_ALIGN_BYTES-1))) + EIGEN_ALIGN_BYTES)
             : m_data.array;
   }
   #endif

Eigen/src/Core/GenericPacketMath.h

@@ -42,6 +42,8 @@ namespace internal {
 struct default_packet_traits
 {
   enum {
+    HasHalfPacket = 0,
+    
     HasAdd    = 1,
     HasSub    = 1,
     HasMul    = 1,
@@ -71,10 +73,12 @@ struct default_packet_traits
 template<typename T> struct packet_traits : default_packet_traits
 {
   typedef T type;
+  typedef T half;
   enum {
     Vectorizable = 0,
     size = 1,
-    AlignedOnScalar = 0
+    AlignedOnScalar = 0,
+    HasHalfPacket = 0
   };
   enum {
     HasAdd    = 0,
@@ -157,17 +161,65 @@ pload(const typename unpacket_traits<Packet>::type* from) { return *from; }
 template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
 ploadu(const typename unpacket_traits<Packet>::type* from) { return *from; }
 
+/** \internal \returns a packet with constant coefficients \a a, e.g.: (a,a,a,a) */
+template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
+pset1(const typename unpacket_traits<Packet>::type& a) { return a; }
+
+/** \internal \returns a packet with constant coefficients \a a[0], e.g.: (a[0],a[0],a[0],a[0]) */
+template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
+pload1(const typename unpacket_traits<Packet>::type  *a) { return pset1<Packet>(*a); }
+
 /** \internal \returns a packet with elements of \a *from duplicated.
-  * For instance, for a packet of 8 elements, 4 scalar will be read from \a *from and
+  * For instance, for a packet of 8 elements, 4 scalars will be read from \a *from and
-  * duplicated to form: {from[0],from[0],from[1],from[1],,from[2],from[2],,from[3],from[3]}
+  * duplicated to form: {from[0],from[0],from[1],from[1],from[2],from[2],from[3],from[3]}
   * Currently, this function is only used for scalar * complex products.
   */
 template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
 ploaddup(const typename unpacket_traits<Packet>::type* from) { return *from; }
 
-/** \internal \returns a packet with constant coefficients \a a, e.g.: (a,a,a,a) */
+/** \internal \returns a packet with elements of \a *from quadrupled.
+  * For instance, for a packet of 8 elements, 2 scalars will be read from \a *from and
+  * replicated to form: {from[0],from[0],from[0],from[0],from[1],from[1],from[1],from[1]}
+  * Currently, this function is only used in matrix products.
+  * For packet-size smaller or equal to 4, this function is equivalent to pload1 
+  */
 template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
-pset1(const typename unpacket_traits<Packet>::type& a) { return a; }
+ploadquad(const typename unpacket_traits<Packet>::type* from)
+{ return pload1<Packet>(from); }
+
+/** \internal equivalent to
+  * \code
+  * a0 = pload1(a+0);
+  * a1 = pload1(a+1);
+  * a2 = pload1(a+2);
+  * a3 = pload1(a+3);
+  * \endcode
+  * \sa pset1, pload1, ploaddup, pbroadcast2
+  */
+template<typename Packet> EIGEN_DEVICE_FUNC
+inline void pbroadcast4(const typename unpacket_traits<Packet>::type *a,
+                        Packet& a0, Packet& a1, Packet& a2, Packet& a3)
+{
+  a0 = pload1<Packet>(a+0);
+  a1 = pload1<Packet>(a+1);
+  a2 = pload1<Packet>(a+2);
+  a3 = pload1<Packet>(a+3);
+}
+
+/** \internal equivalent to
+  * \code
+  * a0 = pload1(a+0);
+  * a1 = pload1(a+1);
+  * \endcode
+  * \sa pset1, pload1, ploaddup, pbroadcast4
+  */
+template<typename Packet> EIGEN_DEVICE_FUNC
+inline void pbroadcast2(const typename unpacket_traits<Packet>::type *a,
+                        Packet& a0, Packet& a1)
+{
+  a0 = pload1<Packet>(a+0);
+  a1 = pload1<Packet>(a+1);
+}
 
 /** \internal \brief Returns a packet with coefficients (a,a+1,...,a+packet_size-1). */
 template<typename Scalar> inline typename packet_traits<Scalar>::type
@@ -181,6 +233,12 @@ template<typename Scalar, typename Packet> EIGEN_DEVICE_FUNC inline void pstore(
 template<typename Scalar, typename Packet> EIGEN_DEVICE_FUNC inline void pstoreu(Scalar* to, const Packet& from)
 {  (*to) = from; }
 
+ template<typename Scalar, typename Packet> EIGEN_DEVICE_FUNC inline Packet pgather(const Scalar* from, int /*stride*/)
+ { return ploadu<Packet>(from); }
+
+ template<typename Scalar, typename Packet> EIGEN_DEVICE_FUNC inline void pscatter(Scalar* to, const Packet& from, int /*stride*/)
+ { pstore(to, from); }
+
 /** \internal tries to do cache prefetching of \a addr */
 template<typename Scalar> inline void prefetch(const Scalar* addr)
 {
@@ -201,6 +259,15 @@ preduxp(const Packet* vecs) { return vecs[0]; }
 template<typename Packet> EIGEN_DEVICE_FUNC inline typename unpacket_traits<Packet>::type predux(const Packet& a)
 { return a; }
 
+/** \internal \returns the sum of the elements of \a a by block of 4 elements.
+  * For a packet {a0, a1, a2, a3, a4, a5, a6, a7}, it returns a half packet {a0+a4, a1+a5, a2+a6, a3+a7}
+  * For packet-size smaller or equal to 4, this boils down to a noop.
+  */
+template<typename Packet> EIGEN_DEVICE_FUNC inline
+typename conditional<(unpacket_traits<Packet>::size%8)==0,typename unpacket_traits<Packet>::half,Packet>::type
+predux4(const Packet& a)
+{ return a; }
+
 /** \internal \returns the product of the elements of \a a*/
 template<typename Packet> EIGEN_DEVICE_FUNC inline typename unpacket_traits<Packet>::type predux_mul(const Packet& a)
 { return a; }
@@ -251,6 +318,10 @@ Packet pasin(const Packet& a) { using std::asin; return asin(a); }
 template<typename Packet> EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS
 Packet pacos(const Packet& a) { using std::acos; return acos(a); }
 
+/** \internal \returns the atan of \a a (coeff-wise) */
+template<typename Packet> EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS
+Packet patan(const Packet& a) { using std::atan; return atan(a); }
+
 /** \internal \returns the exp of \a a (coeff-wise) */
 template<typename Packet> EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS
 Packet pexp(const Packet& a) { using std::exp; return exp(a); }
@@ -348,9 +419,22 @@ template<> inline std::complex<double> pmul(const std::complex<double>& a, const
 
 #endif
 
+
+/***************************************************************************
+ * PacketBlock, that is a collection of N packets where the number of words
+ * in the packet is a multiple of N.
+***************************************************************************/
+template <typename Packet,int N=unpacket_traits<Packet>::size> struct PacketBlock {
+  Packet packet[N];
+};
+
+template<typename Packet> EIGEN_DEVICE_FUNC inline void
+ptranspose(PacketBlock<Packet,1>& /*kernel*/) {
+  // Nothing to do in the scalar case, i.e. a 1x1 matrix.
+}
+
 } // end namespace internal
 
 } // end namespace Eigen
 
 #endif // EIGEN_GENERIC_PACKET_MATH_H
-

Eigen/src/Core/GlobalFunctions.h

@@ -45,6 +45,7 @@ namespace Eigen
   EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(asin,scalar_asin_op)
   EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(acos,scalar_acos_op)
   EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(tan,scalar_tan_op)
+  EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(atan,scalar_atan_op)
   EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(exp,scalar_exp_op)
   EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(log,scalar_log_op)
   EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(abs,scalar_abs_op)

Eigen/src/Core/Map.h

@@ -89,7 +89,7 @@ struct traits<Map<PlainObjectType, MapOptions, StrideType> >
                         && ( bool(IsDynamicSize)
                            || HasNoOuterStride
                            || ( OuterStrideAtCompileTime!=Dynamic
-                           && ((static_cast<int>(sizeof(Scalar))*OuterStrideAtCompileTime)%16)==0 ) ),
+                           && ((static_cast<int>(sizeof(Scalar))*OuterStrideAtCompileTime)%EIGEN_ALIGN_BYTES)==0 ) ),
     Flags0 = TraitsBase::Flags & (~NestByRefBit),
     Flags1 = IsAligned ? (int(Flags0) | AlignedBit) : (int(Flags0) & ~AlignedBit),
     Flags2 = (bool(HasNoStride) || bool(PlainObjectType::IsVectorAtCompileTime))

Eigen/src/Core/MapBase.h

@@ -166,11 +166,10 @@ template<typename Derived> class MapBase<Derived, ReadOnlyAccessors>
       EIGEN_STATIC_ASSERT(EIGEN_IMPLIES(internal::traits<Derived>::Flags&PacketAccessBit,
                                         internal::inner_stride_at_compile_time<Derived>::ret==1),
                           PACKET_ACCESS_REQUIRES_TO_HAVE_INNER_STRIDE_FIXED_TO_1);
-      eigen_assert(EIGEN_IMPLIES(internal::traits<Derived>::Flags&AlignedBit, (size_t(m_data) % 16) == 0) && "data is not aligned");
+      eigen_assert(EIGEN_IMPLIES(internal::traits<Derived>::Flags&AlignedBit, (size_t(m_data) % EIGEN_ALIGN_BYTES) == 0) && "data is not aligned");
 #else
-      eigen_assert(EIGEN_IMPLIES(internal::traits<Derived>::IsAligned, (size_t(m_data) % 16) == 0) && "data is not aligned");
+      eigen_assert(EIGEN_IMPLIES(internal::traits<Derived>::IsAligned, (size_t(m_data) % EIGEN_ALIGN_BYTES) == 0) && "data is not aligned");
 #endif
-      
     }
 
     PointerType m_data;
@@ -255,6 +254,8 @@ template<typename Derived> class MapBase<Derived, WriteAccessors>
     using Base::Base::operator=;
 };
 
+#undef EIGEN_STATIC_ASSERT_INDEX_BASED_ACCESS
+
 } // end namespace Eigen
 
 #endif // EIGEN_MAPBASE_H

Eigen/src/Core/MathFunctions.h

@@ -669,6 +669,15 @@ bool (isfinite)(const T& x)
   return x<NumTraits<T>::highest() && x>NumTraits<T>::lowest();
 }
 
+template<typename T>
+EIGEN_DEVICE_FUNC
+bool (isfinite)(const std::complex<T>& x)
+{
+  using std::real;
+  using std::imag;
+  return isfinite(real(x)) && isfinite(imag(x));
+}
+
 } // end namespace numext
 
 namespace internal {

Eigen/src/Core/Redux.h

@@ -325,11 +325,17 @@ struct redux_impl<Func, Derived, LinearVectorizedTraversal, CompleteUnrolling>
   };
   static EIGEN_STRONG_INLINE Scalar run(const Derived &mat, const Func& func)
   {
+    eigen_assert(mat.rows()>0 && mat.cols()>0 && "you are using an empty matrix");
+    if (VectorizedSize > 0) {
       Scalar res = func.predux(redux_vec_unroller<Func, Derived, 0, Size / PacketSize>::run(mat,func));
       if (VectorizedSize != Size)
         res = func(res,redux_novec_unroller<Func, Derived, VectorizedSize, Size-VectorizedSize>::run(mat,func));
       return res;
     }
+    else {
+      return redux_novec_unroller<Func, Derived, 0, Size>::run(mat,func);
+    }
+  }
 };
 
 #ifdef EIGEN_ENABLE_EVALUATORS

Eigen/src/Core/Ref.h

@@ -97,7 +97,7 @@ struct traits<Ref<_PlainObjectType, _Options, _StrideType> >
   template<typename Derived> struct match {
     enum {
       HasDirectAccess = internal::has_direct_access<Derived>::ret,
-      StorageOrderMatch = PlainObjectType::IsVectorAtCompileTime || ((PlainObjectType::Flags&RowMajorBit)==(Derived::Flags&RowMajorBit)),
+      StorageOrderMatch = PlainObjectType::IsVectorAtCompileTime || Derived::IsVectorAtCompileTime || ((PlainObjectType::Flags&RowMajorBit)==(Derived::Flags&RowMajorBit)),
       InnerStrideMatch = int(StrideType::InnerStrideAtCompileTime)==int(Dynamic)
                       || int(StrideType::InnerStrideAtCompileTime)==int(Derived::InnerStrideAtCompileTime)
                       || (int(StrideType::InnerStrideAtCompileTime)==0 && int(Derived::InnerStrideAtCompileTime)==1),
@@ -168,6 +168,10 @@ protected:
     }
     else
       ::new (static_cast<Base*>(this)) Base(expr.data(), expr.rows(), expr.cols());
+    
+    if(Expression::IsVectorAtCompileTime && (!PlainObjectType::IsVectorAtCompileTime) && ((Expression::Flags&RowMajorBit)!=(PlainObjectType::Flags&RowMajorBit)))
+      ::new (&m_stride) StrideBase(expr.innerStride(), StrideType::InnerStrideAtCompileTime==0?0:1);
+    else
       ::new (&m_stride) StrideBase(StrideType::OuterStrideAtCompileTime==0?0:expr.outerStride(),
                                    StrideType::InnerStrideAtCompileTime==0?0:expr.innerStride());    
   }

Eigen/src/Core/arch/AVX/CMakeLists.txt

@@ -0,0 +1,6 @@
+FILE(GLOB Eigen_Core_arch_AVX_SRCS "*.h")
+
+INSTALL(FILES
+  ${Eigen_Core_arch_AVX_SRCS}
+  DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen/src/Core/arch/AVX COMPONENT Devel
+)

Eigen/src/Core/arch/AVX/Complex.h

@@ -0,0 +1,463 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2014 Benoit Steiner (benoit.steiner.goog@gmail.com)
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_COMPLEX_AVX_H
+#define EIGEN_COMPLEX_AVX_H
+
+namespace Eigen {
+
+namespace internal {
+
+//---------- float ----------
+struct Packet4cf
+{
+  EIGEN_STRONG_INLINE Packet4cf() {}
+  EIGEN_STRONG_INLINE explicit Packet4cf(const __m256& a) : v(a) {}
+  __m256  v;
+};
+
+template<> struct packet_traits<std::complex<float> >  : default_packet_traits
+{
+  typedef Packet4cf type;
+  typedef Packet2cf half;
+  enum {
+    Vectorizable = 1,
+    AlignedOnScalar = 1,
+    size = 4,
+    HasHalfPacket = 1,
+
+    HasAdd    = 1,
+    HasSub    = 1,
+    HasMul    = 1,
+    HasDiv    = 1,
+    HasNegate = 1,
+    HasAbs    = 0,
+    HasAbs2   = 0,
+    HasMin    = 0,
+    HasMax    = 0,
+    HasSetLinear = 0
+  };
+};
+
+template<> struct unpacket_traits<Packet4cf> { typedef std::complex<float> type; enum {size=4}; typedef Packet2cf half; };
+
+template<> EIGEN_STRONG_INLINE Packet4cf padd<Packet4cf>(const Packet4cf& a, const Packet4cf& b) { return Packet4cf(_mm256_add_ps(a.v,b.v)); }
+template<> EIGEN_STRONG_INLINE Packet4cf psub<Packet4cf>(const Packet4cf& a, const Packet4cf& b) { return Packet4cf(_mm256_sub_ps(a.v,b.v)); }
+template<> EIGEN_STRONG_INLINE Packet4cf pnegate(const Packet4cf& a)
+{
+  return Packet4cf(pnegate(a.v));
+}
+template<> EIGEN_STRONG_INLINE Packet4cf pconj(const Packet4cf& a)
+{
+  const __m256 mask = _mm256_castsi256_ps(_mm256_setr_epi32(0x00000000,0x80000000,0x00000000,0x80000000,0x00000000,0x80000000,0x00000000,0x80000000));
+  return Packet4cf(_mm256_xor_ps(a.v,mask));
+}
+
+template<> EIGEN_STRONG_INLINE Packet4cf pmul<Packet4cf>(const Packet4cf& a, const Packet4cf& b)
+{
+  __m256 tmp1 = _mm256_mul_ps(_mm256_moveldup_ps(a.v), b.v);
+  __m256 tmp2 = _mm256_mul_ps(_mm256_movehdup_ps(a.v), _mm256_permute_ps(b.v, _MM_SHUFFLE(2,3,0,1)));
+  __m256 result = _mm256_addsub_ps(tmp1, tmp2);
+  return Packet4cf(result);
+}
+
+template<> EIGEN_STRONG_INLINE Packet4cf pand   <Packet4cf>(const Packet4cf& a, const Packet4cf& b) { return Packet4cf(_mm256_and_ps(a.v,b.v)); }
+template<> EIGEN_STRONG_INLINE Packet4cf por    <Packet4cf>(const Packet4cf& a, const Packet4cf& b) { return Packet4cf(_mm256_or_ps(a.v,b.v)); }
+template<> EIGEN_STRONG_INLINE Packet4cf pxor   <Packet4cf>(const Packet4cf& a, const Packet4cf& b) { return Packet4cf(_mm256_xor_ps(a.v,b.v)); }
+template<> EIGEN_STRONG_INLINE Packet4cf pandnot<Packet4cf>(const Packet4cf& a, const Packet4cf& b) { return Packet4cf(_mm256_andnot_ps(a.v,b.v)); }
+
+template<> EIGEN_STRONG_INLINE Packet4cf pload <Packet4cf>(const std::complex<float>* from) { EIGEN_DEBUG_ALIGNED_LOAD return Packet4cf(pload<Packet8f>(&numext::real_ref(*from))); }
+template<> EIGEN_STRONG_INLINE Packet4cf ploadu<Packet4cf>(const std::complex<float>* from) { EIGEN_DEBUG_UNALIGNED_LOAD return Packet4cf(ploadu<Packet8f>(&numext::real_ref(*from))); }
+
+
+template<> EIGEN_STRONG_INLINE Packet4cf pset1<Packet4cf>(const std::complex<float>& from)
+{
+  return Packet4cf(_mm256_castpd_ps(_mm256_broadcast_sd((const double*)(const void*)&from)));
+}
+
+template<> EIGEN_STRONG_INLINE Packet4cf ploaddup<Packet4cf>(const std::complex<float>* from)
+{
+  // FIXME The following might be optimized using _mm256_movedup_pd
+  Packet2cf a = ploaddup<Packet2cf>(from);
+  Packet2cf b = ploaddup<Packet2cf>(from+1);
+  return  Packet4cf(_mm256_insertf128_ps(_mm256_castps128_ps256(a.v), b.v, 1));
+}
+
+template<> EIGEN_STRONG_INLINE void pstore <std::complex<float> >(std::complex<float>* to, const Packet4cf& from) { EIGEN_DEBUG_ALIGNED_STORE pstore(&numext::real_ref(*to), from.v); }
+template<> EIGEN_STRONG_INLINE void pstoreu<std::complex<float> >(std::complex<float>* to, const Packet4cf& from) { EIGEN_DEBUG_UNALIGNED_STORE pstoreu(&numext::real_ref(*to), from.v); }
+
+template<> EIGEN_DEVICE_FUNC inline Packet4cf pgather<std::complex<float>, Packet4cf>(const std::complex<float>* from, int stride)
+{
+  return Packet4cf(_mm256_set_ps(std::imag(from[3*stride]), std::real(from[3*stride]),
+                                 std::imag(from[2*stride]), std::real(from[2*stride]),
+                                 std::imag(from[1*stride]), std::real(from[1*stride]),
+                                 std::imag(from[0*stride]), std::real(from[0*stride])));
+}
+
+template<> EIGEN_DEVICE_FUNC inline void pscatter<std::complex<float>, Packet4cf>(std::complex<float>* to, const Packet4cf& from, int stride)
+{
+  __m128 low = _mm256_extractf128_ps(from.v, 0);
+  to[stride*0] = std::complex<float>(_mm_cvtss_f32(_mm_shuffle_ps(low, low, 0)),
+                                     _mm_cvtss_f32(_mm_shuffle_ps(low, low, 1)));
+  to[stride*1] = std::complex<float>(_mm_cvtss_f32(_mm_shuffle_ps(low, low, 2)),
+                                     _mm_cvtss_f32(_mm_shuffle_ps(low, low, 3)));
+
+  __m128 high = _mm256_extractf128_ps(from.v, 1);
+  to[stride*2] = std::complex<float>(_mm_cvtss_f32(_mm_shuffle_ps(high, high, 0)),
+                                     _mm_cvtss_f32(_mm_shuffle_ps(high, high, 1)));
+  to[stride*3] = std::complex<float>(_mm_cvtss_f32(_mm_shuffle_ps(high, high, 2)),
+                                     _mm_cvtss_f32(_mm_shuffle_ps(high, high, 3)));
+
+}
+
+template<> EIGEN_STRONG_INLINE std::complex<float>  pfirst<Packet4cf>(const Packet4cf& a)
+{
+  return pfirst(Packet2cf(_mm256_castps256_ps128(a.v)));
+}
+
+template<> EIGEN_STRONG_INLINE Packet4cf preverse(const Packet4cf& a) {
+  __m128 low  = _mm256_extractf128_ps(a.v, 0);
+  __m128 high = _mm256_extractf128_ps(a.v, 1);
+  __m128d lowd  = _mm_castps_pd(low);
+  __m128d highd = _mm_castps_pd(high);
+  low  = _mm_castpd_ps(_mm_shuffle_pd(lowd,lowd,0x1));
+  high = _mm_castpd_ps(_mm_shuffle_pd(highd,highd,0x1));
+  __m256 result = _mm256_setzero_ps();
+  result = _mm256_insertf128_ps(result, low, 1);
+  result = _mm256_insertf128_ps(result, high, 0);
+  return Packet4cf(result);
+}
+
+template<> EIGEN_STRONG_INLINE std::complex<float> predux<Packet4cf>(const Packet4cf& a)
+{
+  return predux(padd(Packet2cf(_mm256_extractf128_ps(a.v,0)),
+                     Packet2cf(_mm256_extractf128_ps(a.v,1))));
+}
+
+template<> EIGEN_STRONG_INLINE Packet4cf preduxp<Packet4cf>(const Packet4cf* vecs)
+{
+  Packet8f t0 = _mm256_shuffle_ps(vecs[0].v, vecs[0].v, _MM_SHUFFLE(3, 1, 2 ,0));
+  Packet8f t1 = _mm256_shuffle_ps(vecs[1].v, vecs[1].v, _MM_SHUFFLE(3, 1, 2 ,0));
+  t0 = _mm256_hadd_ps(t0,t1);
+  Packet8f t2 = _mm256_shuffle_ps(vecs[2].v, vecs[2].v, _MM_SHUFFLE(3, 1, 2 ,0));
+  Packet8f t3 = _mm256_shuffle_ps(vecs[3].v, vecs[3].v, _MM_SHUFFLE(3, 1, 2 ,0));
+  t2 = _mm256_hadd_ps(t2,t3);
+  
+  t1 = _mm256_permute2f128_ps(t0,t2, 0 + (2<<4));
+  t3 = _mm256_permute2f128_ps(t0,t2, 1 + (3<<4));
+
+  return Packet4cf(_mm256_add_ps(t1,t3));
+}
+
+template<> EIGEN_STRONG_INLINE std::complex<float> predux_mul<Packet4cf>(const Packet4cf& a)
+{
+  return predux_mul(pmul(Packet2cf(_mm256_extractf128_ps(a.v, 0)),
+                         Packet2cf(_mm256_extractf128_ps(a.v, 1))));
+}
+
+template<int Offset>
+struct palign_impl<Offset,Packet4cf>
+{
+  static EIGEN_STRONG_INLINE void run(Packet4cf& first, const Packet4cf& second)
+  {
+    if (Offset==0) return;
+    palign_impl<Offset*2,Packet8f>::run(first.v, second.v);
+  }
+};
+
+template<> struct conj_helper<Packet4cf, Packet4cf, false,true>
+{
+  EIGEN_STRONG_INLINE Packet4cf pmadd(const Packet4cf& x, const Packet4cf& y, const Packet4cf& c) const
+  { return padd(pmul(x,y),c); }
+
+  EIGEN_STRONG_INLINE Packet4cf pmul(const Packet4cf& a, const Packet4cf& b) const
+  {
+    return internal::pmul(a, pconj(b));
+  }
+};
+
+template<> struct conj_helper<Packet4cf, Packet4cf, true,false>
+{
+  EIGEN_STRONG_INLINE Packet4cf pmadd(const Packet4cf& x, const Packet4cf& y, const Packet4cf& c) const
+  { return padd(pmul(x,y),c); }
+
+  EIGEN_STRONG_INLINE Packet4cf pmul(const Packet4cf& a, const Packet4cf& b) const
+  {
+    return internal::pmul(pconj(a), b);
+  }
+};
+
+template<> struct conj_helper<Packet4cf, Packet4cf, true,true>
+{
+  EIGEN_STRONG_INLINE Packet4cf pmadd(const Packet4cf& x, const Packet4cf& y, const Packet4cf& c) const
+  { return padd(pmul(x,y),c); }
+
+  EIGEN_STRONG_INLINE Packet4cf pmul(const Packet4cf& a, const Packet4cf& b) const
+  {
+    return pconj(internal::pmul(a, b));
+  }
+};
+
+template<> struct conj_helper<Packet8f, Packet4cf, false,false>
+{
+  EIGEN_STRONG_INLINE Packet4cf pmadd(const Packet8f& x, const Packet4cf& y, const Packet4cf& c) const
+  { return padd(c, pmul(x,y)); }
+
+  EIGEN_STRONG_INLINE Packet4cf pmul(const Packet8f& x, const Packet4cf& y) const
+  { return Packet4cf(Eigen::internal::pmul(x, y.v)); }
+};
+
+template<> struct conj_helper<Packet4cf, Packet8f, false,false>
+{
+  EIGEN_STRONG_INLINE Packet4cf pmadd(const Packet4cf& x, const Packet8f& y, const Packet4cf& c) const
+  { return padd(c, pmul(x,y)); }
+
+  EIGEN_STRONG_INLINE Packet4cf pmul(const Packet4cf& x, const Packet8f& y) const
+  { return Packet4cf(Eigen::internal::pmul(x.v, y)); }
+};
+
+template<> EIGEN_STRONG_INLINE Packet4cf pdiv<Packet4cf>(const Packet4cf& a, const Packet4cf& b)
+{
+  Packet4cf num = pmul(a, pconj(b));
+  __m256 tmp = _mm256_mul_ps(b.v, b.v);
+  __m256 tmp2    = _mm256_shuffle_ps(tmp,tmp,0xB1);
+  __m256 denom = _mm256_add_ps(tmp, tmp2);
+  return Packet4cf(_mm256_div_ps(num.v, denom));
+}
+
+template<> EIGEN_STRONG_INLINE Packet4cf pcplxflip<Packet4cf>(const Packet4cf& x)
+{
+  return Packet4cf(_mm256_shuffle_ps(x.v, x.v, _MM_SHUFFLE(2, 3, 0 ,1)));
+}
+
+//---------- double ----------
+struct Packet2cd
+{
+  EIGEN_STRONG_INLINE Packet2cd() {}
+  EIGEN_STRONG_INLINE explicit Packet2cd(const __m256d& a) : v(a) {}
+  __m256d  v;
+};
+
+template<> struct packet_traits<std::complex<double> >  : default_packet_traits
+{
+  typedef Packet2cd type;
+  typedef Packet1cd half;
+  enum {
+    Vectorizable = 1,
+    AlignedOnScalar = 0,
+    size = 2,
+    HasHalfPacket = 1,
+
+    HasAdd    = 1,
+    HasSub    = 1,
+    HasMul    = 1,
+    HasDiv    = 1,
+    HasNegate = 1,
+    HasAbs    = 0,
+    HasAbs2   = 0,
+    HasMin    = 0,
+    HasMax    = 0,
+    HasSetLinear = 0
+  };
+};
+
+template<> struct unpacket_traits<Packet2cd> { typedef std::complex<double> type; enum {size=2}; typedef Packet1cd half; };
+
+template<> EIGEN_STRONG_INLINE Packet2cd padd<Packet2cd>(const Packet2cd& a, const Packet2cd& b) { return Packet2cd(_mm256_add_pd(a.v,b.v)); }
+template<> EIGEN_STRONG_INLINE Packet2cd psub<Packet2cd>(const Packet2cd& a, const Packet2cd& b) { return Packet2cd(_mm256_sub_pd(a.v,b.v)); }
+template<> EIGEN_STRONG_INLINE Packet2cd pnegate(const Packet2cd& a) { return Packet2cd(pnegate(a.v)); }
+template<> EIGEN_STRONG_INLINE Packet2cd pconj(const Packet2cd& a)
+{
+  const __m256d mask = _mm256_castsi256_pd(_mm256_set_epi32(0x80000000,0x0,0x0,0x0,0x80000000,0x0,0x0,0x0));
+  return Packet2cd(_mm256_xor_pd(a.v,mask));
+}
+
+template<> EIGEN_STRONG_INLINE Packet2cd pmul<Packet2cd>(const Packet2cd& a, const Packet2cd& b)
+{
+  __m256d tmp1 = _mm256_shuffle_pd(a.v,a.v,0x0);
+  __m256d even = _mm256_mul_pd(tmp1, b.v);
+  __m256d tmp2 = _mm256_shuffle_pd(a.v,a.v,0xF);
+  __m256d tmp3 = _mm256_shuffle_pd(b.v,b.v,0x5);
+  __m256d odd  = _mm256_mul_pd(tmp2, tmp3);
+  return Packet2cd(_mm256_addsub_pd(even, odd));
+}
+
+template<> EIGEN_STRONG_INLINE Packet2cd pand   <Packet2cd>(const Packet2cd& a, const Packet2cd& b) { return Packet2cd(_mm256_and_pd(a.v,b.v)); }
+template<> EIGEN_STRONG_INLINE Packet2cd por    <Packet2cd>(const Packet2cd& a, const Packet2cd& b) { return Packet2cd(_mm256_or_pd(a.v,b.v)); }
+template<> EIGEN_STRONG_INLINE Packet2cd pxor   <Packet2cd>(const Packet2cd& a, const Packet2cd& b) { return Packet2cd(_mm256_xor_pd(a.v,b.v)); }
+template<> EIGEN_STRONG_INLINE Packet2cd pandnot<Packet2cd>(const Packet2cd& a, const Packet2cd& b) { return Packet2cd(_mm256_andnot_pd(a.v,b.v)); }
+
+template<> EIGEN_STRONG_INLINE Packet2cd pload <Packet2cd>(const std::complex<double>* from)
+{ EIGEN_DEBUG_ALIGNED_LOAD return Packet2cd(pload<Packet4d>((const double*)from)); }
+template<> EIGEN_STRONG_INLINE Packet2cd ploadu<Packet2cd>(const std::complex<double>* from)
+{ EIGEN_DEBUG_UNALIGNED_LOAD return Packet2cd(ploadu<Packet4d>((const double*)from)); }
+
+template<> EIGEN_STRONG_INLINE Packet2cd pset1<Packet2cd>(const std::complex<double>& from)
+{
+  // in case casting to a __m128d* is really not safe, then we can still fallback to this version: (much slower though)
+//   return Packet2cd(_mm256_loadu2_m128d((const double*)&from,(const double*)&from));
+    return Packet2cd(_mm256_broadcast_pd((const __m128d*)(const void*)&from));
+}
+
+template<> EIGEN_STRONG_INLINE Packet2cd ploaddup<Packet2cd>(const std::complex<double>* from) { return pset1<Packet2cd>(*from); }
+
+template<> EIGEN_STRONG_INLINE void pstore <std::complex<double> >(std::complex<double> *   to, const Packet2cd& from) { EIGEN_DEBUG_ALIGNED_STORE pstore((double*)to, from.v); }
+template<> EIGEN_STRONG_INLINE void pstoreu<std::complex<double> >(std::complex<double> *   to, const Packet2cd& from) { EIGEN_DEBUG_UNALIGNED_STORE pstoreu((double*)to, from.v); }
+
+template<> EIGEN_DEVICE_FUNC inline Packet2cd pgather<std::complex<double>, Packet2cd>(const std::complex<double>* from, int stride)
+{
+  return Packet2cd(_mm256_set_pd(std::imag(from[1*stride]), std::real(from[1*stride]),
+				 std::imag(from[0*stride]), std::real(from[0*stride])));
+}
+
+template<> EIGEN_DEVICE_FUNC inline void pscatter<std::complex<double>, Packet2cd>(std::complex<double>* to, const Packet2cd& from, int stride)
+{
+  __m128d low = _mm256_extractf128_pd(from.v, 0);
+  to[stride*0] = std::complex<double>(_mm_cvtsd_f64(low), _mm_cvtsd_f64(_mm_shuffle_pd(low, low, 1)));
+  __m128d high = _mm256_extractf128_pd(from.v, 1);
+  to[stride*1] = std::complex<double>(_mm_cvtsd_f64(high), _mm_cvtsd_f64(_mm_shuffle_pd(high, high, 1)));
+}
+
+template<> EIGEN_STRONG_INLINE std::complex<double> pfirst<Packet2cd>(const Packet2cd& a)
+{
+  __m128d low = _mm256_extractf128_pd(a.v, 0);
+  EIGEN_ALIGN16 double res[2];
+  _mm_store_pd(res, low);
+  return std::complex<double>(res[0],res[1]);
+}
+
+template<> EIGEN_STRONG_INLINE Packet2cd preverse(const Packet2cd& a) {
+  __m256d result = _mm256_permute2f128_pd(a.v, a.v, 1);
+  return Packet2cd(result);
+}
+
+template<> EIGEN_STRONG_INLINE std::complex<double> predux<Packet2cd>(const Packet2cd& a)
+{
+  return predux(padd(Packet1cd(_mm256_extractf128_pd(a.v,0)),
+                     Packet1cd(_mm256_extractf128_pd(a.v,1))));
+}
+
+template<> EIGEN_STRONG_INLINE Packet2cd preduxp<Packet2cd>(const Packet2cd* vecs)
+{
+  Packet4d t0 = _mm256_permute2f128_pd(vecs[0].v,vecs[1].v, 0 + (2<<4));
+  Packet4d t1 = _mm256_permute2f128_pd(vecs[0].v,vecs[1].v, 1 + (3<<4));
+
+  return Packet2cd(_mm256_add_pd(t0,t1));
+}
+
+template<> EIGEN_STRONG_INLINE std::complex<double> predux_mul<Packet2cd>(const Packet2cd& a)
+{
+  return predux(pmul(Packet1cd(_mm256_extractf128_pd(a.v,0)),
+                     Packet1cd(_mm256_extractf128_pd(a.v,1))));
+}
+
+template<int Offset>
+struct palign_impl<Offset,Packet2cd>
+{
+  static EIGEN_STRONG_INLINE void run(Packet2cd& first, const Packet2cd& second)
+  {
+    if (Offset==0) return;
+    palign_impl<Offset*2,Packet4d>::run(first.v, second.v);
+  }
+};
+
+template<> struct conj_helper<Packet2cd, Packet2cd, false,true>
+{
+  EIGEN_STRONG_INLINE Packet2cd pmadd(const Packet2cd& x, const Packet2cd& y, const Packet2cd& c) const
+  { return padd(pmul(x,y),c); }
+
+  EIGEN_STRONG_INLINE Packet2cd pmul(const Packet2cd& a, const Packet2cd& b) const
+  {
+    return internal::pmul(a, pconj(b));
+  }
+};
+
+template<> struct conj_helper<Packet2cd, Packet2cd, true,false>
+{
+  EIGEN_STRONG_INLINE Packet2cd pmadd(const Packet2cd& x, const Packet2cd& y, const Packet2cd& c) const
+  { return padd(pmul(x,y),c); }
+
+  EIGEN_STRONG_INLINE Packet2cd pmul(const Packet2cd& a, const Packet2cd& b) const
+  {
+    return internal::pmul(pconj(a), b);
+  }
+};
+
+template<> struct conj_helper<Packet2cd, Packet2cd, true,true>
+{
+  EIGEN_STRONG_INLINE Packet2cd pmadd(const Packet2cd& x, const Packet2cd& y, const Packet2cd& c) const
+  { return padd(pmul(x,y),c); }
+
+  EIGEN_STRONG_INLINE Packet2cd pmul(const Packet2cd& a, const Packet2cd& b) const
+  {
+    return pconj(internal::pmul(a, b));
+  }
+};
+
+template<> struct conj_helper<Packet4d, Packet2cd, false,false>
+{
+  EIGEN_STRONG_INLINE Packet2cd pmadd(const Packet4d& x, const Packet2cd& y, const Packet2cd& c) const
+  { return padd(c, pmul(x,y)); }
+
+  EIGEN_STRONG_INLINE Packet2cd pmul(const Packet4d& x, const Packet2cd& y) const
+  { return Packet2cd(Eigen::internal::pmul(x, y.v)); }
+};
+
+template<> struct conj_helper<Packet2cd, Packet4d, false,false>
+{
+  EIGEN_STRONG_INLINE Packet2cd pmadd(const Packet2cd& x, const Packet4d& y, const Packet2cd& c) const
+  { return padd(c, pmul(x,y)); }
+
+  EIGEN_STRONG_INLINE Packet2cd pmul(const Packet2cd& x, const Packet4d& y) const
+  { return Packet2cd(Eigen::internal::pmul(x.v, y)); }
+};
+
+template<> EIGEN_STRONG_INLINE Packet2cd pdiv<Packet2cd>(const Packet2cd& a, const Packet2cd& b)
+{
+  Packet2cd num = pmul(a, pconj(b));
+  __m256d tmp = _mm256_mul_pd(b.v, b.v);
+  __m256d denom = _mm256_hadd_pd(tmp, tmp);
+  return Packet2cd(_mm256_div_pd(num.v, denom));
+}
+
+template<> EIGEN_STRONG_INLINE Packet2cd pcplxflip<Packet2cd>(const Packet2cd& x)
+{
+  return Packet2cd(_mm256_shuffle_pd(x.v, x.v, 0x5));
+}
+
+EIGEN_DEVICE_FUNC inline void
+ptranspose(PacketBlock<Packet4cf,4>& kernel) {
+  __m256d P0 = _mm256_castps_pd(kernel.packet[0].v);
+  __m256d P1 = _mm256_castps_pd(kernel.packet[1].v);
+  __m256d P2 = _mm256_castps_pd(kernel.packet[2].v);
+  __m256d P3 = _mm256_castps_pd(kernel.packet[3].v);
+
+  __m256d T0 = _mm256_shuffle_pd(P0, P1, 15);
+  __m256d T1 = _mm256_shuffle_pd(P0, P1, 0);
+  __m256d T2 = _mm256_shuffle_pd(P2, P3, 15);
+  __m256d T3 = _mm256_shuffle_pd(P2, P3, 0);
+
+  kernel.packet[1].v = _mm256_castpd_ps(_mm256_permute2f128_pd(T0, T2, 32));
+  kernel.packet[3].v = _mm256_castpd_ps(_mm256_permute2f128_pd(T0, T2, 49));
+  kernel.packet[0].v = _mm256_castpd_ps(_mm256_permute2f128_pd(T1, T3, 32));
+  kernel.packet[2].v = _mm256_castpd_ps(_mm256_permute2f128_pd(T1, T3, 49));
+}
+
+EIGEN_DEVICE_FUNC inline void
+ptranspose(PacketBlock<Packet2cd,2>& kernel) {
+  __m256d tmp = _mm256_permute2f128_pd(kernel.packet[0].v, kernel.packet[1].v, 0+(2<<4));
+  kernel.packet[1].v = _mm256_permute2f128_pd(kernel.packet[0].v, kernel.packet[1].v, 1+(3<<4));
+ kernel.packet[0].v = tmp;
+}
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_COMPLEX_AVX_H

Eigen/src/Core/arch/AVX/PacketMath.h

@@ -0,0 +1,564 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2014 Benoit Steiner (benoit.steiner.goog@gmail.com)
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_PACKET_MATH_AVX_H
+#define EIGEN_PACKET_MATH_AVX_H
+
+namespace Eigen {
+
+namespace internal {
+
+#ifndef EIGEN_CACHEFRIENDLY_PRODUCT_THRESHOLD
+#define EIGEN_CACHEFRIENDLY_PRODUCT_THRESHOLD 8
+#endif
+
+#ifndef EIGEN_ARCH_DEFAULT_NUMBER_OF_REGISTERS
+#define EIGEN_ARCH_DEFAULT_NUMBER_OF_REGISTERS (2*sizeof(void*))
+#endif
+
+#ifdef EIGEN_VECTORIZE_FMA
+#ifndef EIGEN_HAS_FUSED_MADD
+#define EIGEN_HAS_FUSED_MADD 1
+#endif
+#endif
+
+typedef __m256  Packet8f;
+typedef __m256i Packet8i;
+typedef __m256d Packet4d;
+
+template<> struct is_arithmetic<__m256>  { enum { value = true }; };
+template<> struct is_arithmetic<__m256i> { enum { value = true }; };
+template<> struct is_arithmetic<__m256d> { enum { value = true }; };
+
+#define _EIGEN_DECLARE_CONST_Packet8f(NAME,X) \
+  const Packet8f p8f_##NAME = pset1<Packet8f>(X)
+
+#define _EIGEN_DECLARE_CONST_Packet4d(NAME,X) \
+  const Packet4d p4d_##NAME = pset1<Packet4d>(X)
+
+
+template<> struct packet_traits<float>  : default_packet_traits
+{
+  typedef Packet8f type;
+  typedef Packet4f half;
+  enum {
+    Vectorizable = 1,
+    AlignedOnScalar = 1,
+    size=8,
+    HasHalfPacket = 1,
+
+    HasDiv  = 1,
+    HasSin  = 0,
+    HasCos  = 0,
+    HasLog  = 0,
+    HasExp  = 0,
+    HasSqrt = 0
+  };
+ };
+template<> struct packet_traits<double> : default_packet_traits
+{
+  typedef Packet4d type;
+  typedef Packet2d half;
+  enum {
+    Vectorizable = 1,
+    AlignedOnScalar = 1,
+    size=4,
+    HasHalfPacket = 1,
+
+    HasDiv  = 1,
+    HasExp  = 0
+  };
+};
+
+/* Proper support for integers is only provided by AVX2. In the meantime, we'll
+   use SSE instructions and packets to deal with integers.
+template<> struct packet_traits<int>    : default_packet_traits
+{
+  typedef Packet8i type;
+  enum {
+    Vectorizable = 1,
+    AlignedOnScalar = 1,
+    size=8
+  };
+};
+*/
+
+template<> struct unpacket_traits<Packet8f> { typedef float  type; typedef Packet4f half; enum {size=8}; };
+template<> struct unpacket_traits<Packet4d> { typedef double type; typedef Packet2d half; enum {size=4}; };
+template<> struct unpacket_traits<Packet8i> { typedef int    type; typedef Packet4i half; enum {size=8}; };
+
+template<> EIGEN_STRONG_INLINE Packet8f pset1<Packet8f>(const float&  from) { return _mm256_set1_ps(from); }
+template<> EIGEN_STRONG_INLINE Packet4d pset1<Packet4d>(const double& from) { return _mm256_set1_pd(from); }
+template<> EIGEN_STRONG_INLINE Packet8i pset1<Packet8i>(const int&    from) { return _mm256_set1_epi32(from); }
+
+template<> EIGEN_STRONG_INLINE Packet8f pload1<Packet8f>(const float*  from) { return _mm256_broadcast_ss(from); }
+template<> EIGEN_STRONG_INLINE Packet4d pload1<Packet4d>(const double* from) { return _mm256_broadcast_sd(from); }
+
+template<> EIGEN_STRONG_INLINE Packet8f plset<float>(const float& a) { return _mm256_add_ps(_mm256_set1_ps(a), _mm256_set_ps(7.0,6.0,5.0,4.0,3.0,2.0,1.0,0.0)); }
+template<> EIGEN_STRONG_INLINE Packet4d plset<double>(const double& a) { return _mm256_add_pd(_mm256_set1_pd(a), _mm256_set_pd(3.0,2.0,1.0,0.0)); }
+
+template<> EIGEN_STRONG_INLINE Packet8f padd<Packet8f>(const Packet8f& a, const Packet8f& b) { return _mm256_add_ps(a,b); }
+template<> EIGEN_STRONG_INLINE Packet4d padd<Packet4d>(const Packet4d& a, const Packet4d& b) { return _mm256_add_pd(a,b); }
+
+template<> EIGEN_STRONG_INLINE Packet8f psub<Packet8f>(const Packet8f& a, const Packet8f& b) { return _mm256_sub_ps(a,b); }
+template<> EIGEN_STRONG_INLINE Packet4d psub<Packet4d>(const Packet4d& a, const Packet4d& b) { return _mm256_sub_pd(a,b); }
+
+template<> EIGEN_STRONG_INLINE Packet8f pnegate(const Packet8f& a)
+{
+  return _mm256_sub_ps(_mm256_set1_ps(0.0),a);
+}
+template<> EIGEN_STRONG_INLINE Packet4d pnegate(const Packet4d& a)
+{
+  return _mm256_sub_pd(_mm256_set1_pd(0.0),a);
+}
+
+template<> EIGEN_STRONG_INLINE Packet8f pconj(const Packet8f& a) { return a; }
+template<> EIGEN_STRONG_INLINE Packet4d pconj(const Packet4d& a) { return a; }
+template<> EIGEN_STRONG_INLINE Packet8i pconj(const Packet8i& a) { return a; }
+
+template<> EIGEN_STRONG_INLINE Packet8f pmul<Packet8f>(const Packet8f& a, const Packet8f& b) { return _mm256_mul_ps(a,b); }
+template<> EIGEN_STRONG_INLINE Packet4d pmul<Packet4d>(const Packet4d& a, const Packet4d& b) { return _mm256_mul_pd(a,b); }
+
+
+template<> EIGEN_STRONG_INLINE Packet8f pdiv<Packet8f>(const Packet8f& a, const Packet8f& b) { return _mm256_div_ps(a,b); }
+template<> EIGEN_STRONG_INLINE Packet4d pdiv<Packet4d>(const Packet4d& a, const Packet4d& b) { return _mm256_div_pd(a,b); }
+template<> EIGEN_STRONG_INLINE Packet8i pdiv<Packet8i>(const Packet8i& /*a*/, const Packet8i& /*b*/)
+{ eigen_assert(false && "packet integer division are not supported by AVX");
+  return pset1<Packet8i>(0);
+}
+
+#ifdef EIGEN_VECTORIZE_FMA
+template<> EIGEN_STRONG_INLINE Packet8f pmadd(const Packet8f& a, const Packet8f& b, const Packet8f& c) {
+#if defined(__clang__) || defined(__GNUC__)
+  // clang stupidly generates a vfmadd213ps instruction plus some vmovaps on registers,
+  // and gcc stupidly generates a vfmadd132ps instruction,
+  // so let's enforce it to generate a vfmadd231ps instruction since the most common use case is to accumulate
+  // the result of the product.
+  Packet8f res = c;
+  asm("vfmadd231ps %[a], %[b], %[c]" : [c] "+x" (res) : [a] "x" (a), [b] "x" (b));
+  return res;
+#else
+  return _mm256_fmadd_ps(a,b,c);
+#endif
+}
+template<> EIGEN_STRONG_INLINE Packet4d pmadd(const Packet4d& a, const Packet4d& b, const Packet4d& c) {
+#if defined(__clang__) || defined(__GNUC__)
+  // see above
+  Packet4d res = c;
+  asm("vfmadd231pd %[a], %[b], %[c]" : [c] "+x" (res) : [a] "x" (a), [b] "x" (b));
+  return res;
+#else
+  return _mm256_fmadd_pd(a,b,c);
+#endif
+}
+#endif
+
+template<> EIGEN_STRONG_INLINE Packet8f pmin<Packet8f>(const Packet8f& a, const Packet8f& b) { return _mm256_min_ps(a,b); }
+template<> EIGEN_STRONG_INLINE Packet4d pmin<Packet4d>(const Packet4d& a, const Packet4d& b) { return _mm256_min_pd(a,b); }
+
+template<> EIGEN_STRONG_INLINE Packet8f pmax<Packet8f>(const Packet8f& a, const Packet8f& b) { return _mm256_max_ps(a,b); }
+template<> EIGEN_STRONG_INLINE Packet4d pmax<Packet4d>(const Packet4d& a, const Packet4d& b) { return _mm256_max_pd(a,b); }
+
+template<> EIGEN_STRONG_INLINE Packet8f pand<Packet8f>(const Packet8f& a, const Packet8f& b) { return _mm256_and_ps(a,b); }
+template<> EIGEN_STRONG_INLINE Packet4d pand<Packet4d>(const Packet4d& a, const Packet4d& b) { return _mm256_and_pd(a,b); }
+
+template<> EIGEN_STRONG_INLINE Packet8f por<Packet8f>(const Packet8f& a, const Packet8f& b) { return _mm256_or_ps(a,b); }
+template<> EIGEN_STRONG_INLINE Packet4d por<Packet4d>(const Packet4d& a, const Packet4d& b) { return _mm256_or_pd(a,b); }
+
+template<> EIGEN_STRONG_INLINE Packet8f pxor<Packet8f>(const Packet8f& a, const Packet8f& b) { return _mm256_xor_ps(a,b); }
+template<> EIGEN_STRONG_INLINE Packet4d pxor<Packet4d>(const Packet4d& a, const Packet4d& b) { return _mm256_xor_pd(a,b); }
+
+template<> EIGEN_STRONG_INLINE Packet8f pandnot<Packet8f>(const Packet8f& a, const Packet8f& b) { return _mm256_andnot_ps(a,b); }
+template<> EIGEN_STRONG_INLINE Packet4d pandnot<Packet4d>(const Packet4d& a, const Packet4d& b) { return _mm256_andnot_pd(a,b); }
+
+template<> EIGEN_STRONG_INLINE Packet8f pload<Packet8f>(const float*   from) { EIGEN_DEBUG_ALIGNED_LOAD return _mm256_load_ps(from); }
+template<> EIGEN_STRONG_INLINE Packet4d pload<Packet4d>(const double*  from) { EIGEN_DEBUG_ALIGNED_LOAD return _mm256_load_pd(from); }
+template<> EIGEN_STRONG_INLINE Packet8i pload<Packet8i>(const int*     from) { EIGEN_DEBUG_ALIGNED_LOAD return _mm256_load_si256(reinterpret_cast<const __m256i*>(from)); }
+
+template<> EIGEN_STRONG_INLINE Packet8f ploadu<Packet8f>(const float* from) { EIGEN_DEBUG_UNALIGNED_LOAD return _mm256_loadu_ps(from); }
+template<> EIGEN_STRONG_INLINE Packet4d ploadu<Packet4d>(const double* from) { EIGEN_DEBUG_UNALIGNED_LOAD return _mm256_loadu_pd(from); }
+template<> EIGEN_STRONG_INLINE Packet8i ploadu<Packet8i>(const int* from) { EIGEN_DEBUG_UNALIGNED_LOAD return _mm256_loadu_si256(reinterpret_cast<const __m256i*>(from)); }
+
+// Loads 4 floats from memory a returns the packet {a0, a0  a1, a1, a2, a2, a3, a3}
+template<> EIGEN_STRONG_INLINE Packet8f ploaddup<Packet8f>(const float* from)
+{
+  // TODO try to find a way to avoid the need of a temporary register
+//   Packet8f tmp  = _mm256_castps128_ps256(_mm_loadu_ps(from));
+//   tmp = _mm256_insertf128_ps(tmp, _mm_movehl_ps(_mm256_castps256_ps128(tmp),_mm256_castps256_ps128(tmp)), 1);
+//   return _mm256_unpacklo_ps(tmp,tmp);
+  
+  // _mm256_insertf128_ps is very slow on Haswell, thus:
+  Packet8f tmp = _mm256_broadcast_ps((const __m128*)(const void*)from);
+  // mimic an "inplace" permutation of the lower 128bits using a blend
+  tmp = _mm256_blend_ps(tmp,_mm256_castps128_ps256(_mm_permute_ps( _mm256_castps256_ps128(tmp), _MM_SHUFFLE(1,0,1,0))), 15);
+  // then we can perform a consistent permutation on the global register to get everything in shape:
+  return  _mm256_permute_ps(tmp, _MM_SHUFFLE(3,3,2,2));
+}
+// Loads 2 doubles from memory a returns the packet {a0, a0  a1, a1}
+template<> EIGEN_STRONG_INLINE Packet4d ploaddup<Packet4d>(const double* from)
+{
+  Packet4d tmp = _mm256_broadcast_pd((const __m128d*)(const void*)from);
+  return  _mm256_permute_pd(tmp, 3<<2);
+}
+
+// Loads 2 floats from memory a returns the packet {a0, a0  a0, a0, a1, a1, a1, a1}
+template<> EIGEN_STRONG_INLINE Packet8f ploadquad<Packet8f>(const float* from)
+{
+  Packet8f tmp = _mm256_castps128_ps256(_mm_broadcast_ss(from));
+  return _mm256_insertf128_ps(tmp, _mm_broadcast_ss(from+1), 1);
+}
+
+template<> EIGEN_STRONG_INLINE void pstore<float>(float*   to, const Packet8f& from) { EIGEN_DEBUG_ALIGNED_STORE _mm256_store_ps(to, from); }
+template<> EIGEN_STRONG_INLINE void pstore<double>(double* to, const Packet4d& from) { EIGEN_DEBUG_ALIGNED_STORE _mm256_store_pd(to, from); }
+template<> EIGEN_STRONG_INLINE void pstore<int>(int*       to, const Packet8i& from) { EIGEN_DEBUG_ALIGNED_STORE _mm256_storeu_si256(reinterpret_cast<__m256i*>(to), from); }
+
+template<> EIGEN_STRONG_INLINE void pstoreu<float>(float*   to, const Packet8f& from) { EIGEN_DEBUG_UNALIGNED_STORE _mm256_storeu_ps(to, from); }
+template<> EIGEN_STRONG_INLINE void pstoreu<double>(double* to, const Packet4d& from) { EIGEN_DEBUG_UNALIGNED_STORE _mm256_storeu_pd(to, from); }
+template<> EIGEN_STRONG_INLINE void pstoreu<int>(int*       to, const Packet8i& from) { EIGEN_DEBUG_UNALIGNED_STORE _mm256_storeu_si256(reinterpret_cast<__m256i*>(to), from); }
+
+// NOTE: leverage _mm256_i32gather_ps and _mm256_i32gather_pd if AVX2 instructions are available
+// NOTE: for the record the following seems to be slower: return _mm256_i32gather_ps(from, _mm256_set1_epi32(stride), 4);
+template<> EIGEN_DEVICE_FUNC inline Packet8f pgather<float, Packet8f>(const float* from, int stride)
+{
+  return _mm256_set_ps(from[7*stride], from[6*stride], from[5*stride], from[4*stride],
+                       from[3*stride], from[2*stride], from[1*stride], from[0*stride]);
+}
+template<> EIGEN_DEVICE_FUNC inline Packet4d pgather<double, Packet4d>(const double* from, int stride)
+{
+  return _mm256_set_pd(from[3*stride], from[2*stride], from[1*stride], from[0*stride]);
+}
+
+template<> EIGEN_DEVICE_FUNC inline void pscatter<float, Packet8f>(float* to, const Packet8f& from, int stride)
+{
+  __m128 low = _mm256_extractf128_ps(from, 0);
+  to[stride*0] = _mm_cvtss_f32(low);
+  to[stride*1] = _mm_cvtss_f32(_mm_shuffle_ps(low, low, 1));
+  to[stride*2] = _mm_cvtss_f32(_mm_shuffle_ps(low, low, 2));
+  to[stride*3] = _mm_cvtss_f32(_mm_shuffle_ps(low, low, 3));
+
+  __m128 high = _mm256_extractf128_ps(from, 1);
+  to[stride*4] = _mm_cvtss_f32(high);
+  to[stride*5] = _mm_cvtss_f32(_mm_shuffle_ps(high, high, 1));
+  to[stride*6] = _mm_cvtss_f32(_mm_shuffle_ps(high, high, 2));
+  to[stride*7] = _mm_cvtss_f32(_mm_shuffle_ps(high, high, 3));
+}
+template<> EIGEN_DEVICE_FUNC inline void pscatter<double, Packet4d>(double* to, const Packet4d& from, int stride)
+{
+  __m128d low = _mm256_extractf128_pd(from, 0);
+  to[stride*0] = _mm_cvtsd_f64(low);
+  to[stride*1] = _mm_cvtsd_f64(_mm_shuffle_pd(low, low, 1));
+  __m128d high = _mm256_extractf128_pd(from, 1);
+  to[stride*2] = _mm_cvtsd_f64(high);
+  to[stride*3] = _mm_cvtsd_f64(_mm_shuffle_pd(high, high, 1));
+}
+
+template<> EIGEN_STRONG_INLINE void pstore1<Packet8f>(float* to, const float& a)
+{
+  Packet8f pa = pset1<Packet8f>(a);
+  pstore(to, pa);
+}
+template<> EIGEN_STRONG_INLINE void pstore1<Packet4d>(double* to, const double& a)
+{
+  Packet4d pa = pset1<Packet4d>(a);
+  pstore(to, pa);
+}
+template<> EIGEN_STRONG_INLINE void pstore1<Packet8i>(int* to, const int& a)
+{
+  Packet8i pa = pset1<Packet8i>(a);
+  pstore(to, pa);
+}
+
+template<> EIGEN_STRONG_INLINE void prefetch<float>(const float*   addr) { _mm_prefetch((const char*)(addr), _MM_HINT_T0); }
+template<> EIGEN_STRONG_INLINE void prefetch<double>(const double* addr) { _mm_prefetch((const char*)(addr), _MM_HINT_T0); }
+template<> EIGEN_STRONG_INLINE void prefetch<int>(const int*       addr) { _mm_prefetch((const char*)(addr), _MM_HINT_T0); }
+
+template<> EIGEN_STRONG_INLINE float  pfirst<Packet8f>(const Packet8f& a) {
+  return _mm_cvtss_f32(_mm256_castps256_ps128(a));
+}
+template<> EIGEN_STRONG_INLINE double pfirst<Packet4d>(const Packet4d& a) {
+  return _mm_cvtsd_f64(_mm256_castpd256_pd128(a));
+}
+template<> EIGEN_STRONG_INLINE int    pfirst<Packet8i>(const Packet8i& a) {
+  return _mm_cvtsi128_si32(_mm256_castsi256_si128(a));
+}
+
+
+template<> EIGEN_STRONG_INLINE Packet8f preverse(const Packet8f& a)
+{
+  __m256 tmp = _mm256_shuffle_ps(a,a,0x1b);
+  return _mm256_permute2f128_ps(tmp, tmp, 1);
+}
+template<> EIGEN_STRONG_INLINE Packet4d preverse(const Packet4d& a)
+{
+   __m256d tmp = _mm256_shuffle_pd(a,a,5);
+  return _mm256_permute2f128_pd(tmp, tmp, 1);
+
+  __m256d swap_halves = _mm256_permute2f128_pd(a,a,1);
+    return _mm256_permute_pd(swap_halves,5);
+}
+
+// pabs should be ok
+template<> EIGEN_STRONG_INLINE Packet8f pabs(const Packet8f& a)
+{
+  const Packet8f mask = _mm256_castsi256_ps(_mm256_setr_epi32(0x7FFFFFFF,0x7FFFFFFF,0x7FFFFFFF,0x7FFFFFFF,0x7FFFFFFF,0x7FFFFFFF,0x7FFFFFFF,0x7FFFFFFF));
+  return _mm256_and_ps(a,mask);
+}
+template<> EIGEN_STRONG_INLINE Packet4d pabs(const Packet4d& a)
+{
+  const Packet4d mask = _mm256_castsi256_pd(_mm256_setr_epi32(0xFFFFFFFF,0x7FFFFFFF,0xFFFFFFFF,0x7FFFFFFF,0xFFFFFFFF,0x7FFFFFFF,0xFFFFFFFF,0x7FFFFFFF));
+  return _mm256_and_pd(a,mask);
+}
+
+// preduxp should be ok
+// FIXME: why is this ok? why isn't the simply implementation working as expected?
+template<> EIGEN_STRONG_INLINE Packet8f preduxp<Packet8f>(const Packet8f* vecs)
+{
+    __m256 hsum1 = _mm256_hadd_ps(vecs[0], vecs[1]);
+    __m256 hsum2 = _mm256_hadd_ps(vecs[2], vecs[3]);
+    __m256 hsum3 = _mm256_hadd_ps(vecs[4], vecs[5]);
+    __m256 hsum4 = _mm256_hadd_ps(vecs[6], vecs[7]);
+
+    __m256 hsum5 = _mm256_hadd_ps(hsum1, hsum1);
+    __m256 hsum6 = _mm256_hadd_ps(hsum2, hsum2);
+    __m256 hsum7 = _mm256_hadd_ps(hsum3, hsum3);
+    __m256 hsum8 = _mm256_hadd_ps(hsum4, hsum4);
+
+    __m256 perm1 =  _mm256_permute2f128_ps(hsum5, hsum5, 0x23);
+    __m256 perm2 =  _mm256_permute2f128_ps(hsum6, hsum6, 0x23);
+    __m256 perm3 =  _mm256_permute2f128_ps(hsum7, hsum7, 0x23);
+    __m256 perm4 =  _mm256_permute2f128_ps(hsum8, hsum8, 0x23);
+
+    __m256 sum1 = _mm256_add_ps(perm1, hsum5);
+    __m256 sum2 = _mm256_add_ps(perm2, hsum6);
+    __m256 sum3 = _mm256_add_ps(perm3, hsum7);
+    __m256 sum4 = _mm256_add_ps(perm4, hsum8);
+
+    __m256 blend1 = _mm256_blend_ps(sum1, sum2, 0xcc);
+    __m256 blend2 = _mm256_blend_ps(sum3, sum4, 0xcc);
+
+    __m256 final = _mm256_blend_ps(blend1, blend2, 0xf0);
+    return final;
+}
+template<> EIGEN_STRONG_INLINE Packet4d preduxp<Packet4d>(const Packet4d* vecs)
+{
+ Packet4d tmp0, tmp1;
+
+  tmp0 = _mm256_hadd_pd(vecs[0], vecs[1]);
+  tmp0 = _mm256_add_pd(tmp0, _mm256_permute2f128_pd(tmp0, tmp0, 1));
+
+  tmp1 = _mm256_hadd_pd(vecs[2], vecs[3]);
+  tmp1 = _mm256_add_pd(tmp1, _mm256_permute2f128_pd(tmp1, tmp1, 1));
+
+  return _mm256_blend_pd(tmp0, tmp1, 0xC);
+}
+
+template<> EIGEN_STRONG_INLINE float predux<Packet8f>(const Packet8f& a)
+{
+  Packet8f tmp0 = _mm256_hadd_ps(a,_mm256_permute2f128_ps(a,a,1));
+  tmp0 = _mm256_hadd_ps(tmp0,tmp0);
+  return pfirst(_mm256_hadd_ps(tmp0, tmp0));
+}
+template<> EIGEN_STRONG_INLINE double predux<Packet4d>(const Packet4d& a)
+{
+  Packet4d tmp0 = _mm256_hadd_pd(a,_mm256_permute2f128_pd(a,a,1));
+  return pfirst(_mm256_hadd_pd(tmp0,tmp0));
+}
+
+template<> EIGEN_STRONG_INLINE Packet4f predux4<Packet8f>(const Packet8f& a)
+{
+  return _mm_add_ps(_mm256_castps256_ps128(a),_mm256_extractf128_ps(a,1));
+}
+
+template<> EIGEN_STRONG_INLINE float predux_mul<Packet8f>(const Packet8f& a)
+{
+  Packet8f tmp;
+  tmp = _mm256_mul_ps(a, _mm256_permute2f128_ps(a,a,1));
+  tmp = _mm256_mul_ps(tmp, _mm256_shuffle_ps(tmp,tmp,_MM_SHUFFLE(1,0,3,2)));
+  return pfirst(_mm256_mul_ps(tmp, _mm256_shuffle_ps(tmp,tmp,1)));
+}
+template<> EIGEN_STRONG_INLINE double predux_mul<Packet4d>(const Packet4d& a)
+{
+  Packet4d tmp;
+  tmp = _mm256_mul_pd(a, _mm256_permute2f128_pd(a,a,1));
+  return pfirst(_mm256_mul_pd(tmp, _mm256_shuffle_pd(tmp,tmp,1)));
+}
+
+template<> EIGEN_STRONG_INLINE float predux_min<Packet8f>(const Packet8f& a)
+{
+  Packet8f tmp = _mm256_min_ps(a, _mm256_permute2f128_ps(a,a,1));
+  tmp = _mm256_min_ps(tmp, _mm256_shuffle_ps(tmp,tmp,_MM_SHUFFLE(1,0,3,2)));
+  return pfirst(_mm256_min_ps(tmp, _mm256_shuffle_ps(tmp,tmp,1)));
+}
+template<> EIGEN_STRONG_INLINE double predux_min<Packet4d>(const Packet4d& a)
+{
+  Packet4d tmp = _mm256_min_pd(a, _mm256_permute2f128_pd(a,a,1));
+  return pfirst(_mm256_min_pd(tmp, _mm256_shuffle_pd(tmp, tmp, 1)));
+}
+
+template<> EIGEN_STRONG_INLINE float predux_max<Packet8f>(const Packet8f& a)
+{
+  Packet8f tmp = _mm256_max_ps(a, _mm256_permute2f128_ps(a,a,1));
+  tmp = _mm256_max_ps(tmp, _mm256_shuffle_ps(tmp,tmp,_MM_SHUFFLE(1,0,3,2)));
+  return pfirst(_mm256_max_ps(tmp, _mm256_shuffle_ps(tmp,tmp,1)));
+}
+
+template<> EIGEN_STRONG_INLINE double predux_max<Packet4d>(const Packet4d& a)
+{
+  Packet4d tmp = _mm256_max_pd(a, _mm256_permute2f128_pd(a,a,1));
+  return pfirst(_mm256_max_pd(tmp, _mm256_shuffle_pd(tmp, tmp, 1)));
+}
+
+
+template<int Offset>
+struct palign_impl<Offset,Packet8f>
+{
+  static EIGEN_STRONG_INLINE void run(Packet8f& first, const Packet8f& second)
+  {
+    if (Offset==1)
+    {
+      first = _mm256_blend_ps(first, second, 1);
+      Packet8f tmp = _mm256_permute_ps (first, _MM_SHUFFLE(0,3,2,1));
+      first = _mm256_blend_ps(tmp, _mm256_permute2f128_ps (tmp, tmp, 1), 0x88);
+    }
+    else if (Offset==2)
+    {
+      first = _mm256_blend_ps(first, second, 3);
+      Packet8f tmp = _mm256_permute_ps (first, _MM_SHUFFLE(1,0,3,2));
+      first = _mm256_blend_ps(tmp, _mm256_permute2f128_ps (tmp, tmp, 1), 0xcc);
+    }
+    else if (Offset==3)
+    {
+      first = _mm256_blend_ps(first, second, 7);
+      Packet8f tmp = _mm256_permute_ps (first, _MM_SHUFFLE(2,1,0,3));
+      first = _mm256_blend_ps(tmp, _mm256_permute2f128_ps (tmp, tmp, 1), 0xee);
+    }
+    else if (Offset==4)
+    {
+      first = _mm256_blend_ps(first, second, 15);
+      Packet8f tmp = _mm256_permute_ps (first, _MM_SHUFFLE(3,2,1,0));
+      first = _mm256_permute_ps(_mm256_permute2f128_ps (tmp, tmp, 1), _MM_SHUFFLE(3,2,1,0));
+    }
+    else if (Offset==5)
+    {
+      first = _mm256_blend_ps(first, second, 31);
+      first = _mm256_permute2f128_ps(first, first, 1);
+      Packet8f tmp = _mm256_permute_ps (first, _MM_SHUFFLE(0,3,2,1));
+      first = _mm256_permute2f128_ps(tmp, tmp, 1);
+      first = _mm256_blend_ps(tmp, first, 0x88);
+    }
+    else if (Offset==6)
+    {
+      first = _mm256_blend_ps(first, second, 63);
+      first = _mm256_permute2f128_ps(first, first, 1);
+      Packet8f tmp = _mm256_permute_ps (first, _MM_SHUFFLE(1,0,3,2));
+      first = _mm256_permute2f128_ps(tmp, tmp, 1);
+      first = _mm256_blend_ps(tmp, first, 0xcc);
+    }
+    else if (Offset==7)
+    {
+      first = _mm256_blend_ps(first, second, 127);
+      first = _mm256_permute2f128_ps(first, first, 1);
+      Packet8f tmp = _mm256_permute_ps (first, _MM_SHUFFLE(2,1,0,3));
+      first = _mm256_permute2f128_ps(tmp, tmp, 1);
+      first = _mm256_blend_ps(tmp, first, 0xee);
+    }
+  }
+};
+
+template<int Offset>
+struct palign_impl<Offset,Packet4d>
+{
+  static EIGEN_STRONG_INLINE void run(Packet4d& first, const Packet4d& second)
+  {
+    if (Offset==1)
+    {
+      first = _mm256_blend_pd(first, second, 1);
+      __m256d tmp = _mm256_permute_pd(first, 5);
+      first = _mm256_permute2f128_pd(tmp, tmp, 1);
+      first = _mm256_blend_pd(tmp, first, 0xA);
+    }
+    else if (Offset==2)
+    {
+      first = _mm256_blend_pd(first, second, 3);
+      first = _mm256_permute2f128_pd(first, first, 1);
+    }
+    else if (Offset==3)
+    {
+      first = _mm256_blend_pd(first, second, 7);
+      __m256d tmp = _mm256_permute_pd(first, 5);
+      first = _mm256_permute2f128_pd(tmp, tmp, 1);
+      first = _mm256_blend_pd(tmp, first, 5);
+    }
+  }
+};
+
+EIGEN_DEVICE_FUNC inline void
+ptranspose(PacketBlock<Packet8f,8>& kernel) {
+  __m256 T0 = _mm256_unpacklo_ps(kernel.packet[0], kernel.packet[1]);
+  __m256 T1 = _mm256_unpackhi_ps(kernel.packet[0], kernel.packet[1]);
+  __m256 T2 = _mm256_unpacklo_ps(kernel.packet[2], kernel.packet[3]);
+  __m256 T3 = _mm256_unpackhi_ps(kernel.packet[2], kernel.packet[3]);
+  __m256 T4 = _mm256_unpacklo_ps(kernel.packet[4], kernel.packet[5]);
+  __m256 T5 = _mm256_unpackhi_ps(kernel.packet[4], kernel.packet[5]);
+  __m256 T6 = _mm256_unpacklo_ps(kernel.packet[6], kernel.packet[7]);
+  __m256 T7 = _mm256_unpackhi_ps(kernel.packet[6], kernel.packet[7]);
+  __m256 S0 = _mm256_shuffle_ps(T0,T2,_MM_SHUFFLE(1,0,1,0));
+  __m256 S1 = _mm256_shuffle_ps(T0,T2,_MM_SHUFFLE(3,2,3,2));
+  __m256 S2 = _mm256_shuffle_ps(T1,T3,_MM_SHUFFLE(1,0,1,0));
+  __m256 S3 = _mm256_shuffle_ps(T1,T3,_MM_SHUFFLE(3,2,3,2));
+  __m256 S4 = _mm256_shuffle_ps(T4,T6,_MM_SHUFFLE(1,0,1,0));
+  __m256 S5 = _mm256_shuffle_ps(T4,T6,_MM_SHUFFLE(3,2,3,2));
+  __m256 S6 = _mm256_shuffle_ps(T5,T7,_MM_SHUFFLE(1,0,1,0));
+  __m256 S7 = _mm256_shuffle_ps(T5,T7,_MM_SHUFFLE(3,2,3,2));
+  kernel.packet[0] = _mm256_permute2f128_ps(S0, S4, 0x20);
+  kernel.packet[1] = _mm256_permute2f128_ps(S1, S5, 0x20);
+  kernel.packet[2] = _mm256_permute2f128_ps(S2, S6, 0x20);
+  kernel.packet[3] = _mm256_permute2f128_ps(S3, S7, 0x20);
+  kernel.packet[4] = _mm256_permute2f128_ps(S0, S4, 0x31);
+  kernel.packet[5] = _mm256_permute2f128_ps(S1, S5, 0x31);
+  kernel.packet[6] = _mm256_permute2f128_ps(S2, S6, 0x31);
+  kernel.packet[7] = _mm256_permute2f128_ps(S3, S7, 0x31);
+}
+
+EIGEN_DEVICE_FUNC inline void
+ptranspose(PacketBlock<Packet8f,4>& kernel) {
+  __m256 T0 = _mm256_unpacklo_ps(kernel.packet[0], kernel.packet[1]);
+  __m256 T1 = _mm256_unpackhi_ps(kernel.packet[0], kernel.packet[1]);
+  __m256 T2 = _mm256_unpacklo_ps(kernel.packet[2], kernel.packet[3]);
+  __m256 T3 = _mm256_unpackhi_ps(kernel.packet[2], kernel.packet[3]);
+
+  __m256 S0 = _mm256_shuffle_ps(T0,T2,_MM_SHUFFLE(1,0,1,0));
+  __m256 S1 = _mm256_shuffle_ps(T0,T2,_MM_SHUFFLE(3,2,3,2));
+  __m256 S2 = _mm256_shuffle_ps(T1,T3,_MM_SHUFFLE(1,0,1,0));
+  __m256 S3 = _mm256_shuffle_ps(T1,T3,_MM_SHUFFLE(3,2,3,2));
+
+  kernel.packet[0] = _mm256_permute2f128_ps(S0, S1, 0x20);
+  kernel.packet[1] = _mm256_permute2f128_ps(S2, S3, 0x20);
+  kernel.packet[2] = _mm256_permute2f128_ps(S0, S1, 0x31);
+  kernel.packet[3] = _mm256_permute2f128_ps(S2, S3, 0x31);
+}
+
+EIGEN_DEVICE_FUNC inline void
+ptranspose(PacketBlock<Packet4d,4>& kernel) {
+  __m256d T0 = _mm256_shuffle_pd(kernel.packet[0], kernel.packet[1], 15);
+  __m256d T1 = _mm256_shuffle_pd(kernel.packet[0], kernel.packet[1], 0);
+  __m256d T2 = _mm256_shuffle_pd(kernel.packet[2], kernel.packet[3], 15);
+  __m256d T3 = _mm256_shuffle_pd(kernel.packet[2], kernel.packet[3], 0);
+
+  kernel.packet[1] = _mm256_permute2f128_pd(T0, T2, 32);
+  kernel.packet[3] = _mm256_permute2f128_pd(T0, T2, 49);
+  kernel.packet[0] = _mm256_permute2f128_pd(T1, T3, 32);
+  kernel.packet[2] = _mm256_permute2f128_pd(T1, T3, 49);
+}
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_PACKET_MATH_AVX_H

Eigen/src/Core/arch/AltiVec/Complex.h

@@ -21,6 +21,8 @@ static Packet16uc p16uc_COMPLEX_REV  = vec_sld(p16uc_REVERSE, p16uc_REVERSE, 8);
 static Packet16uc p16uc_COMPLEX_REV2 = vec_sld(p16uc_FORWARD, p16uc_FORWARD, 8);//{ 8,9,10,11, 12,13,14,15, 0,1,2,3, 4,5,6,7 };
 static Packet16uc p16uc_PSET_HI = (Packet16uc) vec_mergeh((Packet4ui) vec_splat((Packet4ui)p16uc_FORWARD, 0), (Packet4ui) vec_splat((Packet4ui)p16uc_FORWARD, 1));//{ 0,1,2,3, 4,5,6,7, 0,1,2,3, 4,5,6,7 };
 static Packet16uc p16uc_PSET_LO = (Packet16uc) vec_mergeh((Packet4ui) vec_splat((Packet4ui)p16uc_FORWARD, 2), (Packet4ui) vec_splat((Packet4ui)p16uc_FORWARD, 3));//{ 8,9,10,11, 12,13,14,15, 8,9,10,11, 12,13,14,15 };
+static Packet16uc p16uc_COMPLEX_TRANSPOSE_0 = { 0,1,2,3, 4,5,6,7, 16,17,18,19, 20,21,22,23};
+static Packet16uc p16uc_COMPLEX_TRANSPOSE_1 = { 8,9,10,11, 12,13,14,15, 24,25,26,27, 28,29,30,31};
 
 //---------- float ----------
 struct Packet2cf
@@ -33,6 +35,7 @@ struct Packet2cf
 template<> struct packet_traits<std::complex<float> >  : default_packet_traits
 {
   typedef Packet2cf type;
+  typedef Packet2cf half;
   enum {
     Vectorizable = 1,
     AlignedOnScalar = 1,
@@ -51,7 +54,7 @@ template<> struct packet_traits<std::complex<float> >  : default_packet_traits
   };
 };
 
-template<> struct unpacket_traits<Packet2cf> { typedef std::complex<float> type; enum {size=2}; };
+template<> struct unpacket_traits<Packet2cf> { typedef std::complex<float> type; enum {size=2}; typedef Packet2cf half; };
 
 template<> EIGEN_STRONG_INLINE Packet2cf pset1<Packet2cf>(const std::complex<float>&  from)
 {
@@ -65,6 +68,22 @@ template<> EIGEN_STRONG_INLINE Packet2cf pset1<Packet2cf>(const std::complex<flo
   return res;
 }
 
+template<> EIGEN_DEVICE_FUNC inline Packet2cf pgather<std::complex<float>, Packet2cf>(const std::complex<float>* from, int stride)
+{
+  std::complex<float> EIGEN_ALIGN16 af[2];
+  af[0] = from[0*stride];
+  af[1] = from[1*stride];
+  return Packet2cf(vec_ld(0, (const float*)af));
+}
+template<> EIGEN_DEVICE_FUNC inline void pscatter<std::complex<float>, Packet2cf>(std::complex<float>* to, const Packet2cf& from, int stride)
+{
+  std::complex<float> EIGEN_ALIGN16 af[2];
+  vec_st(from.v, 0, (float*)af);
+  to[0*stride] = af[0];
+  to[1*stride] = af[1];
+}
+
+
 template<> EIGEN_STRONG_INLINE Packet2cf padd<Packet2cf>(const Packet2cf& a, const Packet2cf& b) { return Packet2cf(vec_add(a.v,b.v)); }
 template<> EIGEN_STRONG_INLINE Packet2cf psub<Packet2cf>(const Packet2cf& a, const Packet2cf& b) { return Packet2cf(vec_sub(a.v,b.v)); }
 template<> EIGEN_STRONG_INLINE Packet2cf pnegate(const Packet2cf& a) { return Packet2cf(pnegate(a.v)); }
@@ -210,6 +229,13 @@ template<> EIGEN_STRONG_INLINE Packet2cf pcplxflip<Packet2cf>(const Packet2cf& x
   return Packet2cf(vec_perm(x.v, x.v, p16uc_COMPLEX_REV));
 }
 
+EIGEN_STRONG_INLINE void ptranspose(PacketBlock<Packet2cf,2>& kernel)
+{
+  Packet4f tmp = vec_perm(kernel.packet[0].v, kernel.packet[1].v, p16uc_COMPLEX_TRANSPOSE_0);
+  kernel.packet[1].v = vec_perm(kernel.packet[0].v, kernel.packet[1].v, p16uc_COMPLEX_TRANSPOSE_1);
+  kernel.packet[0].v = tmp;
+}
+
 } // end namespace internal
 
 } // end namespace Eigen

Eigen/src/Core/arch/AltiVec/PacketMath.h

@@ -18,6 +18,10 @@ namespace internal {
 #define EIGEN_CACHEFRIENDLY_PRODUCT_THRESHOLD 4
 #endif
 
+#ifndef EIGEN_HAS_FUSED_MADD
+#define EIGEN_HAS_FUSED_MADD 1
+#endif
+
 #ifndef EIGEN_HAS_FUSE_CJMADD
 #define EIGEN_HAS_FUSE_CJMADD 1
 #endif
@@ -73,6 +77,7 @@ static Packet4f p4f_ZERO_ = (Packet4f) vec_sl((Packet4ui)p4i_MINUS1, (Packet4ui)
 template<> struct packet_traits<float>  : default_packet_traits
 {
   typedef Packet4f type;
+  typedef Packet4f half;
   enum {
     Vectorizable = 1,
     AlignedOnScalar = 1,
@@ -89,6 +94,7 @@ template<> struct packet_traits<float>  : default_packet_traits
 template<> struct packet_traits<int>    : default_packet_traits
 {
   typedef Packet4i type;
+  typedef Packet4i half;
   enum {
     // FIXME check the Has*
     Vectorizable = 1,
@@ -97,8 +103,8 @@ template<> struct packet_traits<int>    : default_packet_traits
   };
 };
 
-template<> struct unpacket_traits<Packet4f> { typedef float  type; enum {size=4}; };
+template<> struct unpacket_traits<Packet4f> { typedef float  type; enum {size=4}; typedef Packet4f half; };
-template<> struct unpacket_traits<Packet4i> { typedef int    type; enum {size=4}; };
+template<> struct unpacket_traits<Packet4i> { typedef int    type; enum {size=4}; typedef Packet4i half; };
 /*
 inline std::ostream & operator <<(std::ostream & s, const Packet4f & v)
 {
@@ -144,6 +150,7 @@ inline std::ostream & operator <<(std::ostream & s, const Packetbi & v)
   return s;
 }
 */
+
 template<> EIGEN_STRONG_INLINE Packet4f pset1<Packet4f>(const float&  from) {
   // Taken from http://developer.apple.com/hardwaredrivers/ve/alignment.html
   float EIGEN_ALIGN16 af[4];
@@ -161,6 +168,65 @@ template<> EIGEN_STRONG_INLINE Packet4i pset1<Packet4i>(const int&    from)   {
   return vc;
 }
 
+
+template<> EIGEN_STRONG_INLINE void
+pbroadcast4<Packet4f>(const float *a,
+                      Packet4f& a0, Packet4f& a1, Packet4f& a2, Packet4f& a3)
+{
+  a3 = vec_ld(0,a);
+  a0 = vec_splat(a3, 0);
+  a1 = vec_splat(a3, 1);
+  a2 = vec_splat(a3, 2);
+  a3 = vec_splat(a3, 3);
+}
+template<> EIGEN_STRONG_INLINE void
+pbroadcast4<Packet4i>(const int *a,
+                      Packet4i& a0, Packet4i& a1, Packet4i& a2, Packet4i& a3)
+{
+  a3 = vec_ld(0,a);
+  a0 = vec_splat(a3, 0);
+  a1 = vec_splat(a3, 1);
+  a2 = vec_splat(a3, 2);
+  a3 = vec_splat(a3, 3);
+}
+
+template<> EIGEN_DEVICE_FUNC inline Packet4f pgather<float, Packet4f>(const float* from, int stride)
+{
+  float EIGEN_ALIGN16 af[4];
+  af[0] = from[0*stride];
+  af[1] = from[1*stride];
+  af[2] = from[2*stride];
+  af[3] = from[3*stride];
+ return vec_ld(0, af);
+}
+template<> EIGEN_DEVICE_FUNC inline Packet4i pgather<int, Packet4i>(const int* from, int stride)
+{
+  int EIGEN_ALIGN16 ai[4];
+  ai[0] = from[0*stride];
+  ai[1] = from[1*stride];
+  ai[2] = from[2*stride];
+  ai[3] = from[3*stride];
+ return vec_ld(0, ai);
+}
+template<> EIGEN_DEVICE_FUNC inline void pscatter<float, Packet4f>(float* to, const Packet4f& from, int stride)
+{
+  float EIGEN_ALIGN16 af[4];
+  vec_st(from, 0, af);
+  to[0*stride] = af[0];
+  to[1*stride] = af[1];
+  to[2*stride] = af[2];
+  to[3*stride] = af[3];
+}
+template<> EIGEN_DEVICE_FUNC inline void pscatter<int, Packet4i>(int* to, const Packet4i& from, int stride)
+{
+  int EIGEN_ALIGN16 ai[4];
+  vec_st(from, 0, ai);
+  to[0*stride] = ai[0];
+  to[1*stride] = ai[1];
+  to[2*stride] = ai[2];
+  to[3*stride] = ai[3];
+}
+
 template<> EIGEN_STRONG_INLINE Packet4f plset<float>(const float& a) { return vec_add(pset1<Packet4f>(a), p4f_COUNTDOWN); }
 template<> EIGEN_STRONG_INLINE Packet4i plset<int>(const int& a)     { return vec_add(pset1<Packet4i>(a), p4i_COUNTDOWN); }
 
@@ -494,6 +560,32 @@ struct palign_impl<Offset,Packet4i>
   }
 };
 
+EIGEN_DEVICE_FUNC inline void
+ptranspose(PacketBlock<Packet4f,4>& kernel) {
+  Packet4f t0, t1, t2, t3;
+  t0 = vec_mergeh(kernel.packet[0], kernel.packet[2]);
+  t1 = vec_mergel(kernel.packet[0], kernel.packet[2]);
+  t2 = vec_mergeh(kernel.packet[1], kernel.packet[3]);
+  t3 = vec_mergel(kernel.packet[1], kernel.packet[3]);
+  kernel.packet[0] = vec_mergeh(t0, t2);
+  kernel.packet[1] = vec_mergel(t0, t2);
+  kernel.packet[2] = vec_mergeh(t1, t3);
+  kernel.packet[3] = vec_mergel(t1, t3);
+}
+
+EIGEN_DEVICE_FUNC inline void
+ptranspose(PacketBlock<Packet4i,4>& kernel) {
+  Packet4i t0, t1, t2, t3;
+  t0 = vec_mergeh(kernel.packet[0], kernel.packet[2]);
+  t1 = vec_mergel(kernel.packet[0], kernel.packet[2]);
+  t2 = vec_mergeh(kernel.packet[1], kernel.packet[3]);
+  t3 = vec_mergel(kernel.packet[1], kernel.packet[3]);
+  kernel.packet[0] = vec_mergeh(t0, t2);
+  kernel.packet[1] = vec_mergel(t0, t2);
+  kernel.packet[2] = vec_mergeh(t1, t3);
+  kernel.packet[3] = vec_mergel(t1, t3);
+}
+
 } // end namespace internal
 
 } // end namespace Eigen

Eigen/src/Core/arch/CMakeLists.txt

@@ -1,4 +1,5 @@
 ADD_SUBDIRECTORY(SSE)
 ADD_SUBDIRECTORY(AltiVec)
 ADD_SUBDIRECTORY(NEON)
+ADD_SUBDIRECTORY(AVX)
 ADD_SUBDIRECTORY(Default)

Eigen/src/Core/arch/NEON/Complex.h

@@ -28,6 +28,7 @@ struct Packet2cf
 template<> struct packet_traits<std::complex<float> >  : default_packet_traits
 {
   typedef Packet2cf type;
+  typedef Packet2cf half;
   enum {
     Vectorizable = 1,
     AlignedOnScalar = 1,
@@ -46,7 +47,7 @@ template<> struct packet_traits<std::complex<float> >  : default_packet_traits
   };
 };
 
-template<> struct unpacket_traits<Packet2cf> { typedef std::complex<float> type; enum {size=2}; };
+template<> struct unpacket_traits<Packet2cf> { typedef std::complex<float> type; enum {size=2}; typedef Packet2cf half; };
 
 template<> EIGEN_STRONG_INLINE Packet2cf pset1<Packet2cf>(const std::complex<float>&  from)
 {
@@ -110,6 +111,22 @@ template<> EIGEN_STRONG_INLINE Packet2cf ploaddup<Packet2cf>(const std::complex<
 template<> EIGEN_STRONG_INLINE void pstore <std::complex<float> >(std::complex<float> *   to, const Packet2cf& from) { EIGEN_DEBUG_ALIGNED_STORE pstore((float*)to, from.v); }
 template<> EIGEN_STRONG_INLINE void pstoreu<std::complex<float> >(std::complex<float> *   to, const Packet2cf& from) { EIGEN_DEBUG_UNALIGNED_STORE pstoreu((float*)to, from.v); }
 
+template<> EIGEN_DEVICE_FUNC inline Packet2cf pgather<std::complex<float>, Packet2cf>(const std::complex<float>* from, int stride)
+{
+  Packet4f res;
+  res = vsetq_lane_f32(std::real(from[0*stride]), res, 0);
+  res = vsetq_lane_f32(std::imag(from[0*stride]), res, 1);
+  res = vsetq_lane_f32(std::real(from[1*stride]), res, 2);
+  res = vsetq_lane_f32(std::imag(from[1*stride]), res, 3);
+  return Packet2cf(res);
+}
+
+template<> EIGEN_DEVICE_FUNC inline void pscatter<std::complex<float>, Packet2cf>(std::complex<float>* to, const Packet2cf& from, int stride)
+{
+  to[stride*0] = std::complex<float>(vgetq_lane_f32(from.v, 0), vgetq_lane_f32(from.v, 1));
+  to[stride*1] = std::complex<float>(vgetq_lane_f32(from.v, 2), vgetq_lane_f32(from.v, 3));
+}
+
 template<> EIGEN_STRONG_INLINE void prefetch<std::complex<float> >(const std::complex<float> *   addr) { EIGEN_ARM_PREFETCH((float *)addr); }
 
 template<> EIGEN_STRONG_INLINE std::complex<float>  pfirst<Packet2cf>(const Packet2cf& a)
@@ -246,6 +263,14 @@ template<> EIGEN_STRONG_INLINE Packet2cf pdiv<Packet2cf>(const Packet2cf& a, con
   return Packet2cf(pdiv(res.v, vaddq_f32(s,rev_s)));
 }
 
+EIGEN_DEVICE_FUNC inline void
+ptranspose(PacketBlock<Packet2cf,2>& kernel) {
+  float32x4_t tmp = vcombine_f32(vget_high_f32(kernel.packet[0].v), vget_high_f32(kernel.packet[1].v));
+  kernel.packet[0].v = vcombine_f32(vget_low_f32(kernel.packet[0].v), vget_low_f32(kernel.packet[1].v));
+  kernel.packet[1].v = tmp;
+}
+
+
 } // end namespace internal
 
 } // end namespace Eigen

Eigen/src/Core/arch/NEON/PacketMath.h

@@ -66,6 +66,7 @@ typedef uint32x4_t  Packet4ui;
 template<> struct packet_traits<float>  : default_packet_traits
 {
   typedef Packet4f type;
+  typedef Packet4f half;
   enum {
     Vectorizable = 1,
     AlignedOnScalar = 1,
@@ -83,6 +84,7 @@ template<> struct packet_traits<float>  : default_packet_traits
 template<> struct packet_traits<int>    : default_packet_traits
 {
   typedef Packet4i type;
+  typedef Packet4i half;
   enum {
     Vectorizable = 1,
     AlignedOnScalar = 1,
@@ -95,12 +97,13 @@ template<> struct packet_traits<int>    : default_packet_traits
 // workaround gcc 4.2, 4.3 and 4.4 compilatin issue
 EIGEN_STRONG_INLINE float32x4_t vld1q_f32(const float* x) { return ::vld1q_f32((const float32_t*)x); }
 EIGEN_STRONG_INLINE float32x2_t vld1_f32 (const float* x) { return ::vld1_f32 ((const float32_t*)x); }
+EIGEN_STRONG_INLINE float32x2_t vld1_dup_f32 (const float* x) { return ::vld1_dup_f32 ((const float32_t*)x); }
 EIGEN_STRONG_INLINE void        vst1q_f32(float* to, float32x4_t from) { ::vst1q_f32((float32_t*)to,from); }
 EIGEN_STRONG_INLINE void        vst1_f32 (float* to, float32x2_t from) { ::vst1_f32 ((float32_t*)to,from); }
 #endif
 
-template<> struct unpacket_traits<Packet4f> { typedef float  type; enum {size=4}; };
+template<> struct unpacket_traits<Packet4f> { typedef float  type; enum {size=4}; typedef Packet4f half; };
-template<> struct unpacket_traits<Packet4i> { typedef int    type; enum {size=4}; };
+template<> struct unpacket_traits<Packet4i> { typedef int    type; enum {size=4}; typedef Packet4i half; };
 
 template<> EIGEN_STRONG_INLINE Packet4f pset1<Packet4f>(const float&  from) { return vdupq_n_f32(from); }
 template<> EIGEN_STRONG_INLINE Packet4i pset1<Packet4i>(const int&    from)   { return vdupq_n_s32(from); }
@@ -219,6 +222,40 @@ template<> EIGEN_STRONG_INLINE void pstore<int>(int*       to, const Packet4i& f
 template<> EIGEN_STRONG_INLINE void pstoreu<float>(float*  to, const Packet4f& from) { EIGEN_DEBUG_UNALIGNED_STORE vst1q_f32(to, from); }
 template<> EIGEN_STRONG_INLINE void pstoreu<int>(int*      to, const Packet4i& from) { EIGEN_DEBUG_UNALIGNED_STORE vst1q_s32(to, from); }
 
+template<> EIGEN_DEVICE_FUNC inline Packet4f pgather<float, Packet4f>(const float* from, int stride)
+{
+  Packet4f res;
+  res = vsetq_lane_f32(from[0*stride], res, 0);
+  res = vsetq_lane_f32(from[1*stride], res, 1);
+  res = vsetq_lane_f32(from[2*stride], res, 2);
+  res = vsetq_lane_f32(from[3*stride], res, 3);
+  return res;
+}
+template<> EIGEN_DEVICE_FUNC inline Packet4i pgather<int, Packet4i>(const int* from, int stride)
+{
+  Packet4i res;
+  res = vsetq_lane_s32(from[0*stride], res, 0);
+  res = vsetq_lane_s32(from[1*stride], res, 1);
+  res = vsetq_lane_s32(from[2*stride], res, 2);
+  res = vsetq_lane_s32(from[3*stride], res, 3);
+  return res;
+}
+
+template<> EIGEN_DEVICE_FUNC inline void pscatter<float, Packet4f>(float* to, const Packet4f& from, int stride)
+{
+  to[stride*0] = vgetq_lane_f32(from, 0);
+  to[stride*1] = vgetq_lane_f32(from, 1);
+  to[stride*2] = vgetq_lane_f32(from, 2);
+  to[stride*3] = vgetq_lane_f32(from, 3);
+}
+template<> EIGEN_DEVICE_FUNC inline void pscatter<int, Packet4i>(int* to, const Packet4i& from, int stride)
+{
+  to[stride*0] = vgetq_lane_s32(from, 0);
+  to[stride*1] = vgetq_lane_s32(from, 1);
+  to[stride*2] = vgetq_lane_s32(from, 2);
+  to[stride*3] = vgetq_lane_s32(from, 3);
+}
+
 template<> EIGEN_STRONG_INLINE void prefetch<float>(const float* addr) { EIGEN_ARM_PREFETCH(addr); }
 template<> EIGEN_STRONG_INLINE void prefetch<int>(const int*     addr) { EIGEN_ARM_PREFETCH(addr); }
 
@@ -385,6 +422,7 @@ template<> EIGEN_STRONG_INLINE int predux_max<Packet4i>(const Packet4i& a)
   a_lo = vget_low_s32(a);
   a_hi = vget_high_s32(a);
   max = vpmax_s32(a_lo, a_hi);
+  max = vpmax_s32(max, max);
 
   return vget_lane_s32(max, 0);
 }
@@ -413,6 +451,27 @@ PALIGN_NEON(3,Packet4i,vextq_s32)
 
 #undef PALIGN_NEON
 
+EIGEN_DEVICE_FUNC inline void
+ptranspose(PacketBlock<Packet4f,4>& kernel) {
+  float32x4x2_t tmp1 = vzipq_f32(kernel.packet[0], kernel.packet[1]);
+  float32x4x2_t tmp2 = vzipq_f32(kernel.packet[2], kernel.packet[3]);
+
+  kernel.packet[0] = vcombine_f32(vget_low_f32(tmp1.val[0]), vget_low_f32(tmp2.val[0]));
+  kernel.packet[1] = vcombine_f32(vget_high_f32(tmp1.val[0]), vget_high_f32(tmp2.val[0]));
+  kernel.packet[2] = vcombine_f32(vget_low_f32(tmp1.val[1]), vget_low_f32(tmp2.val[1]));
+  kernel.packet[3] = vcombine_f32(vget_high_f32(tmp1.val[1]), vget_high_f32(tmp2.val[1]));
+}
+
+EIGEN_DEVICE_FUNC inline void
+ptranspose(PacketBlock<Packet4i,4>& kernel) {
+  int32x4x2_t tmp1 = vzipq_s32(kernel.packet[0], kernel.packet[1]);
+  int32x4x2_t tmp2 = vzipq_s32(kernel.packet[2], kernel.packet[3]);
+  kernel.packet[0] = vcombine_s32(vget_low_s32(tmp1.val[0]), vget_low_s32(tmp2.val[0]));
+  kernel.packet[1] = vcombine_s32(vget_high_s32(tmp1.val[0]), vget_high_s32(tmp2.val[0]));
+  kernel.packet[2] = vcombine_s32(vget_low_s32(tmp1.val[1]), vget_low_s32(tmp2.val[1]));
+  kernel.packet[3] = vcombine_s32(vget_high_s32(tmp1.val[1]), vget_high_s32(tmp2.val[1]));
+}
+
 } // end namespace internal
 
 } // end namespace Eigen

Eigen/src/Core/arch/SSE/Complex.h

@@ -22,13 +22,18 @@ struct Packet2cf
   __m128  v;
 };
 
+// Use the packet_traits defined in AVX/PacketMath.h instead if we're going
+// to leverage AVX instructions.
+#ifndef EIGEN_VECTORIZE_AVX
 template<> struct packet_traits<std::complex<float> >  : default_packet_traits
 {
   typedef Packet2cf type;
+  typedef Packet2cf half;
   enum {
     Vectorizable = 1,
     AlignedOnScalar = 1,
     size = 2,
+    HasHalfPacket = 0,
 
     HasAdd    = 1,
     HasSub    = 1,
@@ -42,8 +47,9 @@ template<> struct packet_traits<std::complex<float> >  : default_packet_traits
     HasSetLinear = 0
   };
 };
+#endif
 
-template<> struct unpacket_traits<Packet2cf> { typedef std::complex<float> type; enum {size=2}; };
+template<> struct unpacket_traits<Packet2cf> { typedef std::complex<float> type; enum {size=2}; typedef Packet2cf half; };
 
 template<> EIGEN_STRONG_INLINE Packet2cf padd<Packet2cf>(const Packet2cf& a, const Packet2cf& b) { return Packet2cf(_mm_add_ps(a.v,b.v)); }
 template<> EIGEN_STRONG_INLINE Packet2cf psub<Packet2cf>(const Packet2cf& a, const Packet2cf& b) { return Packet2cf(_mm_sub_ps(a.v,b.v)); }
@@ -104,8 +110,23 @@ template<> EIGEN_STRONG_INLINE Packet2cf pset1<Packet2cf>(const std::complex<flo
 
 template<> EIGEN_STRONG_INLINE Packet2cf ploaddup<Packet2cf>(const std::complex<float>* from) { return pset1<Packet2cf>(*from); }
 
-template<> EIGEN_STRONG_INLINE void pstore <std::complex<float> >(std::complex<float> *   to, const Packet2cf& from) { EIGEN_DEBUG_ALIGNED_STORE pstore(&numext::real_ref(*to), from.v); }
+template<> EIGEN_STRONG_INLINE void pstore <std::complex<float> >(std::complex<float> *   to, const Packet2cf& from) { EIGEN_DEBUG_ALIGNED_STORE pstore(&numext::real_ref(*to), Packet4f(from.v)); }
-template<> EIGEN_STRONG_INLINE void pstoreu<std::complex<float> >(std::complex<float> *   to, const Packet2cf& from) { EIGEN_DEBUG_UNALIGNED_STORE pstoreu(&numext::real_ref(*to), from.v); }
+template<> EIGEN_STRONG_INLINE void pstoreu<std::complex<float> >(std::complex<float> *   to, const Packet2cf& from) { EIGEN_DEBUG_UNALIGNED_STORE pstoreu(&numext::real_ref(*to), Packet4f(from.v)); }
+
+
+template<> EIGEN_DEVICE_FUNC inline Packet2cf pgather<std::complex<float>, Packet2cf>(const std::complex<float>* from, int stride)
+{
+  return Packet2cf(_mm_set_ps(std::imag(from[1*stride]), std::real(from[1*stride]),
+                              std::imag(from[0*stride]), std::real(from[0*stride])));
+}
+
+template<> EIGEN_DEVICE_FUNC inline void pscatter<std::complex<float>, Packet2cf>(std::complex<float>* to, const Packet2cf& from, int stride)
+{
+  to[stride*0] = std::complex<float>(_mm_cvtss_f32(_mm_shuffle_ps(from.v, from.v, 0)),
+                                     _mm_cvtss_f32(_mm_shuffle_ps(from.v, from.v, 1)));
+  to[stride*1] = std::complex<float>(_mm_cvtss_f32(_mm_shuffle_ps(from.v, from.v, 2)),
+                                     _mm_cvtss_f32(_mm_shuffle_ps(from.v, from.v, 3)));
+}
 
 template<> EIGEN_STRONG_INLINE void prefetch<std::complex<float> >(const std::complex<float> *   addr) { _mm_prefetch((const char*)(addr), _MM_HINT_T0); }
 
@@ -124,7 +145,7 @@ template<> EIGEN_STRONG_INLINE std::complex<float>  pfirst<Packet2cf>(const Pack
   #endif
 }
 
-template<> EIGEN_STRONG_INLINE Packet2cf preverse(const Packet2cf& a) { return Packet2cf(_mm_castpd_ps(preverse(_mm_castps_pd(a.v)))); }
+template<> EIGEN_STRONG_INLINE Packet2cf preverse(const Packet2cf& a) { return Packet2cf(_mm_castpd_ps(preverse(Packet2d(_mm_castps_pd(a.v))))); }
 
 template<> EIGEN_STRONG_INLINE std::complex<float> predux<Packet2cf>(const Packet2cf& a)
 {
@@ -214,7 +235,7 @@ template<> struct conj_helper<Packet4f, Packet2cf, false,false>
   { return padd(c, pmul(x,y)); }
 
   EIGEN_STRONG_INLINE Packet2cf pmul(const Packet4f& x, const Packet2cf& y) const
-  { return Packet2cf(Eigen::internal::pmul(x, y.v)); }
+  { return Packet2cf(Eigen::internal::pmul<Packet4f>(x, y.v)); }
 };
 
 template<> struct conj_helper<Packet2cf, Packet4f, false,false>
@@ -223,7 +244,7 @@ template<> struct conj_helper<Packet2cf, Packet4f, false,false>
   { return padd(c, pmul(x,y)); }
 
   EIGEN_STRONG_INLINE Packet2cf pmul(const Packet2cf& x, const Packet4f& y) const
-  { return Packet2cf(Eigen::internal::pmul(x.v, y)); }
+  { return Packet2cf(Eigen::internal::pmul<Packet4f>(x.v, y)); }
 };
 
 template<> EIGEN_STRONG_INLINE Packet2cf pdiv<Packet2cf>(const Packet2cf& a, const Packet2cf& b)
@@ -248,13 +269,18 @@ struct Packet1cd
   __m128d  v;
 };
 
+// Use the packet_traits defined in AVX/PacketMath.h instead if we're going
+// to leverage AVX instructions.
+#ifndef EIGEN_VECTORIZE_AVX
 template<> struct packet_traits<std::complex<double> >  : default_packet_traits
 {
   typedef Packet1cd type;
+  typedef Packet1cd half;
   enum {
     Vectorizable = 1,
     AlignedOnScalar = 0,
     size = 1,
+    HasHalfPacket = 0,
 
     HasAdd    = 1,
     HasSub    = 1,
@@ -268,12 +294,13 @@ template<> struct packet_traits<std::complex<double> >  : default_packet_traits
     HasSetLinear = 0
   };
 };
+#endif
 
-template<> struct unpacket_traits<Packet1cd> { typedef std::complex<double> type; enum {size=1}; };
+template<> struct unpacket_traits<Packet1cd> { typedef std::complex<double> type; enum {size=1}; typedef Packet1cd half; };
 
 template<> EIGEN_STRONG_INLINE Packet1cd padd<Packet1cd>(const Packet1cd& a, const Packet1cd& b) { return Packet1cd(_mm_add_pd(a.v,b.v)); }
 template<> EIGEN_STRONG_INLINE Packet1cd psub<Packet1cd>(const Packet1cd& a, const Packet1cd& b) { return Packet1cd(_mm_sub_pd(a.v,b.v)); }
-template<> EIGEN_STRONG_INLINE Packet1cd pnegate(const Packet1cd& a) { return Packet1cd(pnegate(a.v)); }
+template<> EIGEN_STRONG_INLINE Packet1cd pnegate(const Packet1cd& a) { return Packet1cd(pnegate(Packet2d(a.v))); }
 template<> EIGEN_STRONG_INLINE Packet1cd pconj(const Packet1cd& a)
 {
   const __m128d mask = _mm_castsi128_pd(_mm_set_epi32(0x80000000,0x0,0x0,0x0));
@@ -311,8 +338,8 @@ template<> EIGEN_STRONG_INLINE Packet1cd pset1<Packet1cd>(const std::complex<dou
 template<> EIGEN_STRONG_INLINE Packet1cd ploaddup<Packet1cd>(const std::complex<double>* from) { return pset1<Packet1cd>(*from); }
 
 // FIXME force unaligned store, this is a temporary fix
-template<> EIGEN_STRONG_INLINE void pstore <std::complex<double> >(std::complex<double> *   to, const Packet1cd& from) { EIGEN_DEBUG_ALIGNED_STORE pstore((double*)to, from.v); }
+template<> EIGEN_STRONG_INLINE void pstore <std::complex<double> >(std::complex<double> *   to, const Packet1cd& from) { EIGEN_DEBUG_ALIGNED_STORE pstore((double*)to, Packet2d(from.v)); }
-template<> EIGEN_STRONG_INLINE void pstoreu<std::complex<double> >(std::complex<double> *   to, const Packet1cd& from) { EIGEN_DEBUG_UNALIGNED_STORE pstoreu((double*)to, from.v); }
+template<> EIGEN_STRONG_INLINE void pstoreu<std::complex<double> >(std::complex<double> *   to, const Packet1cd& from) { EIGEN_DEBUG_UNALIGNED_STORE pstoreu((double*)to, Packet2d(from.v)); }
 
 template<> EIGEN_STRONG_INLINE void prefetch<std::complex<double> >(const std::complex<double> *   addr) { _mm_prefetch((const char*)(addr), _MM_HINT_T0); }
 
@@ -410,7 +437,7 @@ template<> struct conj_helper<Packet2d, Packet1cd, false,false>
   { return padd(c, pmul(x,y)); }
 
   EIGEN_STRONG_INLINE Packet1cd pmul(const Packet2d& x, const Packet1cd& y) const
-  { return Packet1cd(Eigen::internal::pmul(x, y.v)); }
+  { return Packet1cd(Eigen::internal::pmul<Packet2d>(x, y.v)); }
 };
 
 template<> struct conj_helper<Packet1cd, Packet2d, false,false>
@@ -419,7 +446,7 @@ template<> struct conj_helper<Packet1cd, Packet2d, false,false>
   { return padd(c, pmul(x,y)); }
 
   EIGEN_STRONG_INLINE Packet1cd pmul(const Packet1cd& x, const Packet2d& y) const
-  { return Packet1cd(Eigen::internal::pmul(x.v, y)); }
+  { return Packet1cd(Eigen::internal::pmul<Packet2d>(x.v, y)); }
 };
 
 template<> EIGEN_STRONG_INLINE Packet1cd pdiv<Packet1cd>(const Packet1cd& a, const Packet1cd& b)
@@ -432,7 +459,17 @@ template<> EIGEN_STRONG_INLINE Packet1cd pdiv<Packet1cd>(const Packet1cd& a, con
 
 EIGEN_STRONG_INLINE Packet1cd pcplxflip/*<Packet1cd>*/(const Packet1cd& x)
 {
-  return Packet1cd(preverse(x.v));
+  return Packet1cd(preverse(Packet2d(x.v)));
+}
+
+EIGEN_DEVICE_FUNC inline void
+ptranspose(PacketBlock<Packet2cf,2>& kernel) {
+  __m128d w1 = _mm_castps_pd(kernel.packet[0].v);
+  __m128d w2 = _mm_castps_pd(kernel.packet[1].v);
+
+  __m128 tmp = _mm_castpd_ps(_mm_unpackhi_pd(w1, w2));
+  kernel.packet[0].v = _mm_castpd_ps(_mm_unpacklo_pd(w1, w2));
+  kernel.packet[1].v = tmp;
 }
 
 } // end namespace internal

Eigen/src/Core/arch/SSE/MathFunctions.h

@@ -63,7 +63,7 @@ Packet4f plog<Packet4f>(const Packet4f& _x)
   x = _mm_or_ps(x, p4f_half);
 
   emm0 = _mm_sub_epi32(emm0, p4i_0x7f);
-  Packet4f e = padd(_mm_cvtepi32_ps(emm0), p4f_1);
+  Packet4f e = padd(Packet4f(_mm_cvtepi32_ps(emm0)), p4f_1);
 
   /* part2:
      if( x < SQRTHF ) {
@@ -72,9 +72,9 @@ Packet4f plog<Packet4f>(const Packet4f& _x)
      } else { x = x - 1.0; }
   */
   Packet4f mask = _mm_cmplt_ps(x, p4f_cephes_SQRTHF);
-  Packet4f tmp = _mm_and_ps(x, mask);
+  Packet4f tmp = pand(x, mask);
   x = psub(x, p4f_1);
-  e = psub(e, _mm_and_ps(p4f_1, mask));
+  e = psub(e, pand(p4f_1, mask));
   x = padd(x, tmp);
 
   Packet4f x2 = pmul(x,x);
@@ -167,7 +167,7 @@ Packet4f pexp<Packet4f>(const Packet4f& _x)
   emm0 = _mm_cvttps_epi32(fx);
   emm0 = _mm_add_epi32(emm0, p4i_0x7f);
   emm0 = _mm_slli_epi32(emm0, 23);
-  return pmul(y, _mm_castsi128_ps(emm0));
+  return pmul(y, Packet4f(_mm_castsi128_ps(emm0)));
 }
 template<> EIGEN_DEFINE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS EIGEN_UNUSED
 Packet2d pexp<Packet2d>(const Packet2d& _x)
@@ -241,7 +241,7 @@ Packet2d pexp<Packet2d>(const Packet2d& _x)
   emm0 = _mm_add_epi32(emm0, p4i_1023_0);
   emm0 = _mm_slli_epi32(emm0, 20);
   emm0 = _mm_shuffle_epi32(emm0, _MM_SHUFFLE(1,2,0,3));
-  return pmul(x, _mm_castsi128_pd(emm0));
+  return pmul(x, Packet2d(_mm_castsi128_pd(emm0)));
 }
 
 /* evaluation of 4 sines at onces, using SSE2 intrinsics.

Eigen/src/Core/arch/SSE/PacketMath.h

@@ -22,9 +22,41 @@ namespace internal {
 #define EIGEN_ARCH_DEFAULT_NUMBER_OF_REGISTERS (2*sizeof(void*))
 #endif
 
+#ifdef EIGEN_VECTORIZE_FMA
+#ifndef EIGEN_HAS_FUSED_MADD
+#define EIGEN_HAS_FUSED_MADD 1
+#endif
+#endif
+
+#if defined EIGEN_VECTORIZE_AVX && defined __GNUC__ && !(defined __clang__ || defined __INTEL_COMPILER)
+// With GCC's default ABI version, a __m128 or __m256 are the same types and therefore we cannot
+// have overloads for both types without linking error.
+// One solution is to increase ABI version using -fabi-version=4 (or greater).
+// To workaround this inconvenince, we rather wrap 128bit types into the following helper
+// structure:
+// TODO disable this wrapper if abi-versio>=4, but to detect that without asking the user to define a macro?
+template<typename T>
+struct eigen_packet_wrapper
+{
+  EIGEN_ALWAYS_INLINE operator T&() { return m_val; }
+  EIGEN_ALWAYS_INLINE operator const T&() const { return m_val; }
+  EIGEN_ALWAYS_INLINE eigen_packet_wrapper() {}
+  EIGEN_ALWAYS_INLINE eigen_packet_wrapper(const T &v) : m_val(v) {}
+  EIGEN_ALWAYS_INLINE eigen_packet_wrapper& operator=(const T &v) {
+    m_val = v;
+    return *this;
+  }
+  
+  T m_val;
+};
+typedef eigen_packet_wrapper<__m128>  Packet4f;
+typedef eigen_packet_wrapper<__m128i> Packet4i;
+typedef eigen_packet_wrapper<__m128d> Packet2d;
+#else
 typedef __m128  Packet4f;
 typedef __m128i Packet4i;
 typedef __m128d Packet2d;
+#endif
 
 template<> struct is_arithmetic<__m128>  { enum { value = true }; };
 template<> struct is_arithmetic<__m128i> { enum { value = true }; };
@@ -58,13 +90,18 @@ template<> struct is_arithmetic<__m128d> { enum { value = true }; };
   const Packet4i p4i_##NAME = pset1<Packet4i>(X)
 
 
+// Use the packet_traits defined in AVX/PacketMath.h instead if we're going
+// to leverage AVX instructions.
+#ifndef EIGEN_VECTORIZE_AVX
 template<> struct packet_traits<float>  : default_packet_traits
 {
   typedef Packet4f type;
+  typedef Packet4f half;
   enum {
     Vectorizable = 1,
     AlignedOnScalar = 1,
     size=4,
+    HasHalfPacket = 0,
 
     HasDiv  = 1,
     HasSin  = EIGEN_FAST_MATH,
@@ -77,19 +114,23 @@ template<> struct packet_traits<float>  : default_packet_traits
 template<> struct packet_traits<double> : default_packet_traits
 {
   typedef Packet2d type;
+  typedef Packet2d half;
   enum {
     Vectorizable = 1,
     AlignedOnScalar = 1,
     size=2,
+    HasHalfPacket = 0,
 
     HasDiv  = 1,
     HasExp  = 1,
     HasSqrt = 1
   };
 };
+#endif
 template<> struct packet_traits<int>    : default_packet_traits
 {
   typedef Packet4i type;
+  typedef Packet4i half;
   enum {
     // FIXME check the Has*
     Vectorizable = 1,
@@ -98,9 +139,9 @@ template<> struct packet_traits<int>    : default_packet_traits
   };
 };
 
-template<> struct unpacket_traits<Packet4f> { typedef float  type; enum {size=4}; };
+template<> struct unpacket_traits<Packet4f> { typedef float  type; enum {size=4}; typedef Packet4f half; };
-template<> struct unpacket_traits<Packet2d> { typedef double type; enum {size=2}; };
+template<> struct unpacket_traits<Packet2d> { typedef double type; enum {size=2}; typedef Packet2d half; };
-template<> struct unpacket_traits<Packet4i> { typedef int    type; enum {size=4}; };
+template<> struct unpacket_traits<Packet4i> { typedef int    type; enum {size=4}; typedef Packet4i half; };
 
 #if defined(_MSC_VER) && (_MSC_VER==1500)
 // Workaround MSVC 9 internal compiler error.
@@ -110,13 +151,26 @@ template<> EIGEN_STRONG_INLINE Packet4f pset1<Packet4f>(const float&  from) { re
 template<> EIGEN_STRONG_INLINE Packet2d pset1<Packet2d>(const double& from) { return _mm_set_pd(from,from); }
 template<> EIGEN_STRONG_INLINE Packet4i pset1<Packet4i>(const int&    from) { return _mm_set_epi32(from,from,from,from); }
 #else
-template<> EIGEN_STRONG_INLINE Packet4f pset1<Packet4f>(const float&  from) { return _mm_set1_ps(from); }
+template<> EIGEN_STRONG_INLINE Packet4f pset1<Packet4f>(const float&  from) { return _mm_set_ps1(from); }
 template<> EIGEN_STRONG_INLINE Packet2d pset1<Packet2d>(const double& from) { return _mm_set1_pd(from); }
 template<> EIGEN_STRONG_INLINE Packet4i pset1<Packet4i>(const int&    from) { return _mm_set1_epi32(from); }
 #endif
 
+// GCC generates a shufps instruction for _mm_set1_ps/_mm_load1_ps instead of the more efficient pshufd instruction.
+// However, using inrinsics for pset1 makes gcc to generate crappy code in some cases (see bug 203)
+// Using inline assembly is also not an option because then gcc fails to reorder properly the instructions.
+// Therefore, we introduced the pload1 functions to be used in product kernels for which bug 203 does not apply.
+// Also note that with AVX, we want it to generate a vbroadcastss.
+#if (defined __GNUC__) && (!defined __INTEL_COMPILER) && (!defined __clang__) && (!defined __AVX__)
+template<> EIGEN_STRONG_INLINE Packet4f pload1<Packet4f>(const float *from) {
+  return vec4f_swizzle1(_mm_load_ss(from),0,0,0,0);
+}
+#endif
+  
+#ifndef EIGEN_VECTORIZE_AVX
 template<> EIGEN_STRONG_INLINE Packet4f plset<float>(const float& a) { return _mm_add_ps(pset1<Packet4f>(a), _mm_set_ps(3,2,1,0)); }
 template<> EIGEN_STRONG_INLINE Packet2d plset<double>(const double& a) { return _mm_add_pd(pset1<Packet2d>(a),_mm_set_pd(1,0)); }
+#endif
 template<> EIGEN_STRONG_INLINE Packet4i plset<int>(const int& a) { return _mm_add_epi32(pset1<Packet4i>(a),_mm_set_epi32(3,2,1,0)); }
 
 template<> EIGEN_STRONG_INLINE Packet4f padd<Packet4f>(const Packet4f& a, const Packet4f& b) { return _mm_add_ps(a,b); }
@@ -139,7 +193,7 @@ template<> EIGEN_STRONG_INLINE Packet2d pnegate(const Packet2d& a)
 }
 template<> EIGEN_STRONG_INLINE Packet4i pnegate(const Packet4i& a)
 {
-  return psub(_mm_setr_epi32(0,0,0,0), a);
+  return psub(Packet4i(_mm_setr_epi32(0,0,0,0)), a);
 }
 
 template<> EIGEN_STRONG_INLINE Packet4f pconj(const Packet4f& a) { return a; }
@@ -173,6 +227,10 @@ template<> EIGEN_STRONG_INLINE Packet4i pdiv<Packet4i>(const Packet4i& /*a*/, co
 
 // for some weird raisons, it has to be overloaded for packet of integers
 template<> EIGEN_STRONG_INLINE Packet4i pmadd(const Packet4i& a, const Packet4i& b, const Packet4i& c) { return padd(pmul(a,b), c); }
+#ifdef EIGEN_VECTORIZE_FMA
+template<> EIGEN_STRONG_INLINE Packet4f pmadd(const Packet4f& a, const Packet4f& b, const Packet4f& c) { return _mm_fmadd_ps(a,b,c); }
+template<> EIGEN_STRONG_INLINE Packet2d pmadd(const Packet2d& a, const Packet2d& b, const Packet2d& c) { return _mm_fmadd_pd(a,b,c); }
+#endif
 
 template<> EIGEN_STRONG_INLINE Packet4f pmin<Packet4f>(const Packet4f& a, const Packet4f& b) { return _mm_min_ps(a,b); }
 template<> EIGEN_STRONG_INLINE Packet2d pmin<Packet2d>(const Packet2d& a, const Packet2d& b) { return _mm_min_pd(a,b); }
@@ -218,7 +276,7 @@ template<> EIGEN_STRONG_INLINE Packet4i pandnot<Packet4i>(const Packet4i& a, con
 
 template<> EIGEN_STRONG_INLINE Packet4f pload<Packet4f>(const float*   from) { EIGEN_DEBUG_ALIGNED_LOAD return _mm_load_ps(from); }
 template<> EIGEN_STRONG_INLINE Packet2d pload<Packet2d>(const double*  from) { EIGEN_DEBUG_ALIGNED_LOAD return _mm_load_pd(from); }
-template<> EIGEN_STRONG_INLINE Packet4i pload<Packet4i>(const int*     from) { EIGEN_DEBUG_ALIGNED_LOAD return _mm_load_si128(reinterpret_cast<const Packet4i*>(from)); }
+template<> EIGEN_STRONG_INLINE Packet4i pload<Packet4i>(const int*     from) { EIGEN_DEBUG_ALIGNED_LOAD return _mm_load_si128(reinterpret_cast<const __m128i*>(from)); }
 
 #if defined(_MSC_VER)
   template<> EIGEN_STRONG_INLINE Packet4f ploadu<Packet4f>(const float*  from) {
@@ -236,7 +294,7 @@ template<> EIGEN_STRONG_INLINE Packet4i pload<Packet4i>(const int*     from) { E
     #endif
   }
   template<> EIGEN_STRONG_INLINE Packet2d ploadu<Packet2d>(const double* from) { EIGEN_DEBUG_UNALIGNED_LOAD return _mm_loadu_pd(from); }
-  template<> EIGEN_STRONG_INLINE Packet4i ploadu<Packet4i>(const int*    from) { EIGEN_DEBUG_UNALIGNED_LOAD return _mm_loadu_si128(reinterpret_cast<const Packet4i*>(from)); }
+  template<> EIGEN_STRONG_INLINE Packet4i ploadu<Packet4i>(const int*    from) { EIGEN_DEBUG_UNALIGNED_LOAD return _mm_loadu_si128(reinterpret_cast<const __m128i*>(from)); }
 #else
 // Fast unaligned loads. Note that here we cannot directly use intrinsics: this would
 // require pointer casting to incompatible pointer types and leads to invalid code
@@ -245,14 +303,17 @@ template<> EIGEN_STRONG_INLINE Packet4i pload<Packet4i>(const int*     from) { E
 // TODO: do the same for MSVC (ICC is compatible)
 // NOTE: with the code below, MSVC's compiler crashes!
 
-#if defined(__GNUC__) && defined(__i386__)
+#if defined(__GNUC__) && (defined(__i386__) || (defined(__x86_64) && EIGEN_GNUC_AT_LEAST(4, 8)))
   // bug 195: gcc/i386 emits weird x87 fldl/fstpl instructions for _mm_load_sd
   #define EIGEN_AVOID_CUSTOM_UNALIGNED_LOADS 1
+  #define EIGEN_AVOID_CUSTOM_UNALIGNED_STORES 1
 #elif defined(__clang__)
   // bug 201: Segfaults in __mm_loadh_pd with clang 2.8
   #define EIGEN_AVOID_CUSTOM_UNALIGNED_LOADS 1
+  #define EIGEN_AVOID_CUSTOM_UNALIGNED_STORES 0
 #else
   #define EIGEN_AVOID_CUSTOM_UNALIGNED_LOADS 0
+  #define EIGEN_AVOID_CUSTOM_UNALIGNED_STORES 0
 #endif
 
 template<> EIGEN_STRONG_INLINE Packet4f ploadu<Packet4f>(const float* from)
@@ -283,7 +344,7 @@ template<> EIGEN_STRONG_INLINE Packet4i ploadu<Packet4i>(const int* from)
 {
   EIGEN_DEBUG_UNALIGNED_LOAD
 #if EIGEN_AVOID_CUSTOM_UNALIGNED_LOADS
-  return _mm_loadu_si128(reinterpret_cast<const Packet4i*>(from));
+  return _mm_loadu_si128(reinterpret_cast<const __m128i*>(from));
 #else
   __m128d res;
   res =  _mm_load_sd((const double*)(from)) ;
@@ -302,38 +363,77 @@ template<> EIGEN_STRONG_INLINE Packet2d ploaddup<Packet2d>(const double*  from)
 template<> EIGEN_STRONG_INLINE Packet4i ploaddup<Packet4i>(const int*     from)
 {
   Packet4i tmp;
-  tmp = _mm_loadl_epi64(reinterpret_cast<const Packet4i*>(from));
+  tmp = _mm_loadl_epi64(reinterpret_cast<const __m128i*>(from));
   return vec4i_swizzle1(tmp, 0, 0, 1, 1);
 }
 
 template<> EIGEN_STRONG_INLINE void pstore<float>(float*   to, const Packet4f& from) { EIGEN_DEBUG_ALIGNED_STORE _mm_store_ps(to, from); }
 template<> EIGEN_STRONG_INLINE void pstore<double>(double* to, const Packet2d& from) { EIGEN_DEBUG_ALIGNED_STORE _mm_store_pd(to, from); }
-template<> EIGEN_STRONG_INLINE void pstore<int>(int*       to, const Packet4i& from) { EIGEN_DEBUG_ALIGNED_STORE _mm_store_si128(reinterpret_cast<Packet4i*>(to), from); }
+template<> EIGEN_STRONG_INLINE void pstore<int>(int*       to, const Packet4i& from) { EIGEN_DEBUG_ALIGNED_STORE _mm_store_si128(reinterpret_cast<__m128i*>(to), from); }
 
 template<> EIGEN_STRONG_INLINE void pstoreu<double>(double* to, const Packet2d& from) {
   EIGEN_DEBUG_UNALIGNED_STORE
+#if EIGEN_AVOID_CUSTOM_UNALIGNED_STORES
+  _mm_storeu_pd(to, from);
+#else
   _mm_storel_pd((to), from);
   _mm_storeh_pd((to+1), from);
+#endif
+}
+template<> EIGEN_STRONG_INLINE void pstoreu<float>(float*  to, const Packet4f& from) { EIGEN_DEBUG_UNALIGNED_STORE pstoreu(reinterpret_cast<double*>(to), Packet2d(_mm_castps_pd(from))); }
+template<> EIGEN_STRONG_INLINE void pstoreu<int>(int*      to, const Packet4i& from) { EIGEN_DEBUG_UNALIGNED_STORE pstoreu(reinterpret_cast<double*>(to), Packet2d(_mm_castsi128_pd(from))); }
+
+template<> EIGEN_DEVICE_FUNC inline Packet4f pgather<float, Packet4f>(const float* from, int stride)
+{
+ return _mm_set_ps(from[3*stride], from[2*stride], from[1*stride], from[0*stride]);
+}
+template<> EIGEN_DEVICE_FUNC inline Packet2d pgather<double, Packet2d>(const double* from, int stride)
+{
+ return _mm_set_pd(from[1*stride], from[0*stride]);
+}
+template<> EIGEN_DEVICE_FUNC inline Packet4i pgather<int, Packet4i>(const int* from, int stride)
+{
+ return _mm_set_epi32(from[3*stride], from[2*stride], from[1*stride], from[0*stride]);
+ }
+
+template<> EIGEN_DEVICE_FUNC inline void pscatter<float, Packet4f>(float* to, const Packet4f& from, int stride)
+{
+  to[stride*0] = _mm_cvtss_f32(from);
+  to[stride*1] = _mm_cvtss_f32(_mm_shuffle_ps(from, from, 1));
+  to[stride*2] = _mm_cvtss_f32(_mm_shuffle_ps(from, from, 2));
+  to[stride*3] = _mm_cvtss_f32(_mm_shuffle_ps(from, from, 3));
+}
+template<> EIGEN_DEVICE_FUNC inline void pscatter<double, Packet2d>(double* to, const Packet2d& from, int stride)
+{
+  to[stride*0] = _mm_cvtsd_f64(from);
+  to[stride*1] = _mm_cvtsd_f64(_mm_shuffle_pd(from, from, 1));
+}
+template<> EIGEN_DEVICE_FUNC inline void pscatter<int, Packet4i>(int* to, const Packet4i& from, int stride)
+{
+  to[stride*0] = _mm_cvtsi128_si32(from);
+  to[stride*1] = _mm_cvtsi128_si32(_mm_shuffle_epi32(from, 1));
+  to[stride*2] = _mm_cvtsi128_si32(_mm_shuffle_epi32(from, 2));
+  to[stride*3] = _mm_cvtsi128_si32(_mm_shuffle_epi32(from, 3));
 }
-template<> EIGEN_STRONG_INLINE void pstoreu<float>(float*  to, const Packet4f& from) { EIGEN_DEBUG_UNALIGNED_STORE pstoreu(reinterpret_cast<double*>(to), _mm_castps_pd(from)); }
-template<> EIGEN_STRONG_INLINE void pstoreu<int>(int*      to, const Packet4i& from) { EIGEN_DEBUG_UNALIGNED_STORE pstoreu(reinterpret_cast<double*>(to), _mm_castsi128_pd(from)); }
 
 // some compilers might be tempted to perform multiple moves instead of using a vector path.
 template<> EIGEN_STRONG_INLINE void pstore1<Packet4f>(float* to, const float& a)
 {
   Packet4f pa = _mm_set_ss(a);
-  pstore(to, vec4f_swizzle1(pa,0,0,0,0));
+  pstore(to, Packet4f(vec4f_swizzle1(pa,0,0,0,0)));
 }
 // some compilers might be tempted to perform multiple moves instead of using a vector path.
 template<> EIGEN_STRONG_INLINE void pstore1<Packet2d>(double* to, const double& a)
 {
   Packet2d pa = _mm_set_sd(a);
-  pstore(to, vec2d_swizzle1(pa,0,0));
+  pstore(to, Packet2d(vec2d_swizzle1(pa,0,0)));
 }
 
+#ifndef EIGEN_VECTORIZE_AVX
 template<> EIGEN_STRONG_INLINE void prefetch<float>(const float*   addr) { _mm_prefetch((const char*)(addr), _MM_HINT_T0); }
 template<> EIGEN_STRONG_INLINE void prefetch<double>(const double* addr) { _mm_prefetch((const char*)(addr), _MM_HINT_T0); }
 template<> EIGEN_STRONG_INLINE void prefetch<int>(const int*       addr) { _mm_prefetch((const char*)(addr), _MM_HINT_T0); }
+#endif
 
 #if defined(_MSC_VER) && defined(_WIN64) && !defined(__INTEL_COMPILER)
 // The temporary variable fixes an internal compilation error in vs <= 2008 and a wrong-result bug in vs 2010
@@ -380,6 +480,38 @@ template<> EIGEN_STRONG_INLINE Packet4i pabs(const Packet4i& a)
   #endif
 }
 
+// with AVX, the default implementations based on pload1 are faster
+#ifndef __AVX__
+template<> EIGEN_STRONG_INLINE void
+pbroadcast4<Packet4f>(const float *a,
+                      Packet4f& a0, Packet4f& a1, Packet4f& a2, Packet4f& a3)
+{
+  a3 = pload<Packet4f>(a);
+  a0 = vec4f_swizzle1(a3, 0,0,0,0);
+  a1 = vec4f_swizzle1(a3, 1,1,1,1);
+  a2 = vec4f_swizzle1(a3, 2,2,2,2);
+  a3 = vec4f_swizzle1(a3, 3,3,3,3);
+}
+template<> EIGEN_STRONG_INLINE void
+pbroadcast4<Packet2d>(const double *a,
+                      Packet2d& a0, Packet2d& a1, Packet2d& a2, Packet2d& a3)
+{
+#ifdef EIGEN_VECTORIZE_SSE3
+  a0 = _mm_loaddup_pd(a+0);
+  a1 = _mm_loaddup_pd(a+1);
+  a2 = _mm_loaddup_pd(a+2);
+  a3 = _mm_loaddup_pd(a+3);
+#else
+  a1 = pload<Packet2d>(a);
+  a0 = vec2d_swizzle1(a1, 0,0);
+  a1 = vec2d_swizzle1(a1, 1,1);
+  a3 = pload<Packet2d>(a+2);
+  a2 = vec2d_swizzle1(a3, 0,0);
+  a3 = vec2d_swizzle1(a3, 1,1);
+#endif
+}
+#endif
+
 EIGEN_STRONG_INLINE void punpackp(Packet4f* vecs)
 {
   vecs[1] = _mm_castsi128_ps(_mm_shuffle_epi32(_mm_castps_si128(vecs[0]), 0x55));
@@ -407,10 +539,10 @@ template<> EIGEN_STRONG_INLINE Packet2d preduxp<Packet2d>(const Packet2d* vecs)
 template<> EIGEN_STRONG_INLINE float predux<Packet4f>(const Packet4f& a)
 {
   Packet4f tmp0 = _mm_hadd_ps(a,a);
-  return pfirst(_mm_hadd_ps(tmp0, tmp0));
+  return pfirst<Packet4f>(_mm_hadd_ps(tmp0, tmp0));
 }
 
-template<> EIGEN_STRONG_INLINE double predux<Packet2d>(const Packet2d& a) { return pfirst(_mm_hadd_pd(a, a)); }
+template<> EIGEN_STRONG_INLINE double predux<Packet2d>(const Packet2d& a) { return pfirst<Packet2d>(_mm_hadd_pd(a, a)); }
 
 // SSSE3 version:
 // EIGEN_STRONG_INLINE float predux(const Packet4i& a)
@@ -453,7 +585,7 @@ template<> EIGEN_STRONG_INLINE Packet2d preduxp<Packet2d>(const Packet2d* vecs)
 template<> EIGEN_STRONG_INLINE int predux<Packet4i>(const Packet4i& a)
 {
   Packet4i tmp = _mm_add_epi32(a, _mm_unpackhi_epi64(a,a));
-  return pfirst(tmp) + pfirst(_mm_shuffle_epi32(tmp, 1));
+  return pfirst(tmp) + pfirst<Packet4i>(_mm_shuffle_epi32(tmp, 1));
 }
 
 template<> EIGEN_STRONG_INLINE Packet4i preduxp<Packet4i>(const Packet4i* vecs)
@@ -476,11 +608,11 @@ template<> EIGEN_STRONG_INLINE Packet4i preduxp<Packet4i>(const Packet4i* vecs)
 template<> EIGEN_STRONG_INLINE float predux_mul<Packet4f>(const Packet4f& a)
 {
   Packet4f tmp = _mm_mul_ps(a, _mm_movehl_ps(a,a));
-  return pfirst(_mm_mul_ss(tmp, _mm_shuffle_ps(tmp,tmp, 1)));
+  return pfirst<Packet4f>(_mm_mul_ss(tmp, _mm_shuffle_ps(tmp,tmp, 1)));
 }
 template<> EIGEN_STRONG_INLINE double predux_mul<Packet2d>(const Packet2d& a)
 {
-  return pfirst(_mm_mul_sd(a, _mm_unpackhi_pd(a,a)));
+  return pfirst<Packet2d>(_mm_mul_sd(a, _mm_unpackhi_pd(a,a)));
 }
 template<> EIGEN_STRONG_INLINE int predux_mul<Packet4i>(const Packet4i& a)
 {
@@ -496,17 +628,17 @@ template<> EIGEN_STRONG_INLINE int predux_mul<Packet4i>(const Packet4i& a)
 template<> EIGEN_STRONG_INLINE float predux_min<Packet4f>(const Packet4f& a)
 {
   Packet4f tmp = _mm_min_ps(a, _mm_movehl_ps(a,a));
-  return pfirst(_mm_min_ss(tmp, _mm_shuffle_ps(tmp,tmp, 1)));
+  return pfirst<Packet4f>(_mm_min_ss(tmp, _mm_shuffle_ps(tmp,tmp, 1)));
 }
 template<> EIGEN_STRONG_INLINE double predux_min<Packet2d>(const Packet2d& a)
 {
-  return pfirst(_mm_min_sd(a, _mm_unpackhi_pd(a,a)));
+  return pfirst<Packet2d>(_mm_min_sd(a, _mm_unpackhi_pd(a,a)));
 }
 template<> EIGEN_STRONG_INLINE int predux_min<Packet4i>(const Packet4i& a)
 {
 #ifdef EIGEN_VECTORIZE_SSE4_1
   Packet4i tmp = _mm_min_epi32(a, _mm_shuffle_epi32(a, _MM_SHUFFLE(0,0,3,2)));
-  return pfirst(_mm_min_epi32(tmp,_mm_shuffle_epi32(tmp, 1)));
+  return pfirst<Packet4i>(_mm_min_epi32(tmp,_mm_shuffle_epi32(tmp, 1)));
 #else
   // after some experiments, it is seems this is the fastest way to implement it
   // for GCC (eg., it does not like using std::min after the pstore !!)
@@ -522,17 +654,17 @@ template<> EIGEN_STRONG_INLINE int predux_min<Packet4i>(const Packet4i& a)
 template<> EIGEN_STRONG_INLINE float predux_max<Packet4f>(const Packet4f& a)
 {
   Packet4f tmp = _mm_max_ps(a, _mm_movehl_ps(a,a));
-  return pfirst(_mm_max_ss(tmp, _mm_shuffle_ps(tmp,tmp, 1)));
+  return pfirst<Packet4f>(_mm_max_ss(tmp, _mm_shuffle_ps(tmp,tmp, 1)));
 }
 template<> EIGEN_STRONG_INLINE double predux_max<Packet2d>(const Packet2d& a)
 {
-  return pfirst(_mm_max_sd(a, _mm_unpackhi_pd(a,a)));
+  return pfirst<Packet2d>(_mm_max_sd(a, _mm_unpackhi_pd(a,a)));
 }
 template<> EIGEN_STRONG_INLINE int predux_max<Packet4i>(const Packet4i& a)
 {
 #ifdef EIGEN_VECTORIZE_SSE4_1
   Packet4i tmp = _mm_max_epi32(a, _mm_shuffle_epi32(a, _MM_SHUFFLE(0,0,3,2)));
-  return pfirst(_mm_max_epi32(tmp,_mm_shuffle_epi32(tmp, 1)));
+  return pfirst<Packet4i>(_mm_max_epi32(tmp,_mm_shuffle_epi32(tmp, 1)));
 #else
   // after some experiments, it is seems this is the fastest way to implement it
   // for GCC (eg., it does not like using std::min after the pstore !!)
@@ -652,6 +784,31 @@ struct palign_impl<Offset,Packet2d>
 };
 #endif
 
+EIGEN_DEVICE_FUNC inline void
+ptranspose(PacketBlock<Packet4f,4>& kernel) {
+  _MM_TRANSPOSE4_PS(kernel.packet[0], kernel.packet[1], kernel.packet[2], kernel.packet[3]);
+}
+
+EIGEN_DEVICE_FUNC inline void
+ptranspose(PacketBlock<Packet2d,2>& kernel) {
+  __m128d tmp = _mm_unpackhi_pd(kernel.packet[0], kernel.packet[1]);
+  kernel.packet[0] = _mm_unpacklo_pd(kernel.packet[0], kernel.packet[1]);
+  kernel.packet[1] = tmp;
+}
+
+EIGEN_DEVICE_FUNC inline void
+ptranspose(PacketBlock<Packet4i,4>& kernel) {
+  __m128i T0 = _mm_unpacklo_epi32(kernel.packet[0], kernel.packet[1]);
+  __m128i T1 = _mm_unpacklo_epi32(kernel.packet[2], kernel.packet[3]);
+  __m128i T2 = _mm_unpackhi_epi32(kernel.packet[0], kernel.packet[1]);
+  __m128i T3 = _mm_unpackhi_epi32(kernel.packet[2], kernel.packet[3]);
+
+  kernel.packet[0] = _mm_unpacklo_epi64(T0, T1);
+  kernel.packet[1] = _mm_unpackhi_epi64(T0, T1);
+  kernel.packet[2] = _mm_unpacklo_epi64(T2, T3);
+  kernel.packet[3] = _mm_unpackhi_epi64(T2, T3);
+}
+
 } // end namespace internal
 
 } // end namespace Eigen

Eigen/src/Core/functors/UnaryFunctors.h

@@ -320,6 +320,26 @@ struct functor_traits<scalar_asin_op<Scalar> >
   };
 };
 
+
+/** \internal
+  * \brief Template functor to compute the atan of a scalar
+  * \sa class CwiseUnaryOp, ArrayBase::atan()
+  */
+template<typename Scalar> struct scalar_atan_op {
+  EIGEN_EMPTY_STRUCT_CTOR(scalar_atan_op)
+  inline const Scalar operator() (const Scalar& a) const { using std::atan; return atan(a); }
+  typedef typename packet_traits<Scalar>::type Packet;
+  inline Packet packetOp(const Packet& a) const { return internal::patan(a); }
+};
+template<typename Scalar>
+struct functor_traits<scalar_atan_op<Scalar> >
+{
+  enum {
+    Cost = 5 * NumTraits<Scalar>::MulCost,
+    PacketAccess = packet_traits<Scalar>::HasATan
+  };
+};
+
 /** \internal
   * \brief Template functor to compute the inverse of a scalar
   * \sa class CwiseUnaryOp, Cwise::inverse()

Eigen/src/Core/products/GeneralMatrixMatrix.h

@@ -23,6 +23,8 @@ template<
   typename RhsScalar, int RhsStorageOrder, bool ConjugateRhs>
 struct general_matrix_matrix_product<Index,LhsScalar,LhsStorageOrder,ConjugateLhs,RhsScalar,RhsStorageOrder,ConjugateRhs,RowMajor>
 {
+  typedef gebp_traits<RhsScalar,LhsScalar> Traits;
+  
   typedef typename scalar_product_traits<LhsScalar, RhsScalar>::ReturnType ResScalar;
   static EIGEN_STRONG_INLINE void run(
     Index rows, Index cols, Index depth,
@@ -51,6 +53,8 @@ template<
 struct general_matrix_matrix_product<Index,LhsScalar,LhsStorageOrder,ConjugateLhs,RhsScalar,RhsStorageOrder,ConjugateRhs,ColMajor>
 {
 
+typedef gebp_traits<LhsScalar,RhsScalar> Traits;
+  
 typedef typename scalar_product_traits<LhsScalar, RhsScalar>::ReturnType ResScalar;
 static void run(Index rows, Index cols, Index depth,
   const LhsScalar* _lhs, Index lhsStride,
@@ -63,11 +67,9 @@ static void run(Index rows, Index cols, Index depth,
   const_blas_data_mapper<LhsScalar, Index, LhsStorageOrder> lhs(_lhs,lhsStride);
   const_blas_data_mapper<RhsScalar, Index, RhsStorageOrder> rhs(_rhs,rhsStride);
 
-  typedef gebp_traits<LhsScalar,RhsScalar> Traits;
-
   Index kc = blocking.kc();                   // cache block size along the K direction
   Index mc = (std::min)(rows,blocking.mc());  // cache block size along the M direction
-  //Index nc = blocking.nc(); // cache block size along the N direction
+  Index nc = (std::min)(cols,blocking.nc());  // cache block size along the N direction
 
   gemm_pack_lhs<LhsScalar, Index, Traits::mr, Traits::LhsProgress, LhsStorageOrder> pack_lhs;
   gemm_pack_rhs<RhsScalar, Index, Traits::nr, RhsStorageOrder> pack_rhs;
@@ -80,13 +82,11 @@ static void run(Index rows, Index cols, Index depth,
     Index tid = omp_get_thread_num();
     Index threads = omp_get_num_threads();
     
-    std::size_t sizeA = kc*mc;
+    LhsScalar* blockA = blocking.blockA();
-    std::size_t sizeW = kc*Traits::WorkSpaceFactor;
+    eigen_internal_assert(blockA!=0);
-    ei_declare_aligned_stack_constructed_variable(LhsScalar, blockA, sizeA, 0);
-    ei_declare_aligned_stack_constructed_variable(RhsScalar, w, sizeW, 0);
     
-    RhsScalar* blockB = blocking.blockB();
+    std::size_t sizeB = kc*nc;
-    eigen_internal_assert(blockB!=0);
+    ei_declare_aligned_stack_constructed_variable(RhsScalar, blockB, sizeB, 0);
       
     // For each horizontal panel of the rhs, and corresponding vertical panel of the lhs...
     for(Index k=0; k<depth; k+=kc)
@@ -94,54 +94,56 @@ static void run(Index rows, Index cols, Index depth,
       const Index actual_kc = (std::min)(k+kc,depth)-k; // => rows of B', and cols of the A'
 
       // In order to reduce the chance that a thread has to wait for the other,
-      // let's start by packing A'.
+      // let's start by packing B'.
-      pack_lhs(blockA, &lhs(0,k), lhsStride, actual_kc, mc);
+      pack_rhs(blockB, &rhs(k,0), rhsStride, actual_kc, nc);
 
-      // Pack B_k to B' in a parallel fashion:
+      // Pack A_k to A' in a parallel fashion:
-      // each thread packs the sub block B_k,j to B'_j where j is the thread id.
+      // each thread packs the sub block A_k,i to A'_i where i is the thread id.
 
-      // However, before copying to B'_j, we have to make sure that no other thread is still using it,
+      // However, before copying to A'_i, we have to make sure that no other thread is still using it,
       // i.e., we test that info[tid].users equals 0.
       // Then, we set info[tid].users to the number of threads to mark that all other threads are going to use it.
       while(info[tid].users!=0) {}
       info[tid].users += threads;
       
-      pack_rhs(blockB+info[tid].rhs_start*actual_kc, &rhs(k,info[tid].rhs_start), rhsStride, actual_kc, info[tid].rhs_length);
+      pack_lhs(blockA+info[tid].lhs_start*actual_kc, &lhs(info[tid].lhs_start,k), lhsStride, actual_kc, info[tid].lhs_length);
 
-      // Notify the other threads that the part B'_j is ready to go.
+      // Notify the other threads that the part A'_i is ready to go.
       info[tid].sync = k;
       
-      // Computes C_i += A' * B' per B'_j
+      // Computes C_i += A' * B' per A'_i
       for(Index shift=0; shift<threads; ++shift)
       {
-        Index j = (tid+shift)%threads;
+        Index i = (tid+shift)%threads;
 
-        // At this point we have to make sure that B'_j has been updated by the thread j,
+        // At this point we have to make sure that A'_i has been updated by the thread i,
         // we use testAndSetOrdered to mimic a volatile access.
         // However, no need to wait for the B' part which has been updated by the current thread!
         if(shift>0)
-          while(info[j].sync!=k) {}
+          while(info[i].sync!=k) {}
-
+        gebp(res+info[i].lhs_start, resStride, blockA+info[i].lhs_start*actual_kc, blockB, info[i].lhs_length, actual_kc, nc, alpha);
-        gebp(res+info[j].rhs_start*resStride, resStride, blockA, blockB+info[j].rhs_start*actual_kc, mc, actual_kc, info[j].rhs_length, alpha, -1,-1,0,0, w);
       }
 
-      // Then keep going as usual with the remaining A'
+      // Then keep going as usual with the remaining B'
-      for(Index i=mc; i<rows; i+=mc)
+      for(Index j=nc; j<cols; j+=nc)
       {
-        const Index actual_mc = (std::min)(i+mc,rows)-i;
+        const Index actual_nc = (std::min)(j+nc,cols)-j;
 
-        // pack A_i,k to A'
+        // pack B_k,j to B'
-        pack_lhs(blockA, &lhs(i,k), lhsStride, actual_kc, actual_mc);
+        pack_rhs(blockB, &rhs(k,j), rhsStride, actual_kc, actual_nc);
 
-        // C_i += A' * B'
+        // C_j += A' * B'
-        gebp(res+i, resStride, blockA, blockB, actual_mc, actual_kc, cols, alpha, -1,-1,0,0, w);
+        gebp(res+j*resStride, resStride, blockA, blockB, rows, actual_kc, actual_nc, alpha);
       }
 
-      // Release all the sub blocks B'_j of B' for the current thread,
+      // Release all the sub blocks A'_i of A' for the current thread,
       // i.e., we simply decrement the number of users by 1
-      for(Index j=0; j<threads; ++j)
+      #pragma omp critical
+      {
+      for(Index i=0; i<threads; ++i)
         #pragma omp atomic
-        --(info[j].users);
+        --(info[i].users);
+      }
     }
   }
   else
@@ -151,38 +153,34 @@ static void run(Index rows, Index cols, Index depth,
 
     // this is the sequential version!
     std::size_t sizeA = kc*mc;
-    std::size_t sizeB = kc*cols;
+    std::size_t sizeB = kc*nc;
-    std::size_t sizeW = kc*Traits::WorkSpaceFactor;
 
     ei_declare_aligned_stack_constructed_variable(LhsScalar, blockA, sizeA, blocking.blockA());
     ei_declare_aligned_stack_constructed_variable(RhsScalar, blockB, sizeB, blocking.blockB());
-    ei_declare_aligned_stack_constructed_variable(RhsScalar, blockW, sizeW, blocking.blockW());
 
     // For each horizontal panel of the rhs, and corresponding panel of the lhs...
-    // (==GEMM_VAR1)
     for(Index k2=0; k2<depth; k2+=kc)
     {
       const Index actual_kc = (std::min)(k2+kc,depth)-k2;
 
       // OK, here we have selected one horizontal panel of rhs and one vertical panel of lhs.
-      // => Pack rhs's panel into a sequential chunk of memory (L2 caching)
+      // => Pack lhs's panel into a sequential chunk of memory (L2/L3 caching)
-      // Note that this panel will be read as many times as the number of blocks in the lhs's
+      // Note that this panel will be read as many times as the number of blocks in the rhs's
-      // vertical panel which is, in practice, a very low number.
+      // horizontal panel which is, in practice, a very low number.
-      pack_rhs(blockB, &rhs(k2,0), rhsStride, actual_kc, cols);
+      pack_lhs(blockA, &lhs(0,k2), lhsStride, actual_kc, rows);
 
-      // For each mc x kc block of the lhs's vertical panel...
+      // For each kc x nc block of the rhs's horizontal panel...
-      // (==GEPP_VAR1)
+      for(Index j2=0; j2<cols; j2+=nc)
-      for(Index i2=0; i2<rows; i2+=mc)
       {
-        const Index actual_mc = (std::min)(i2+mc,rows)-i2;
+        const Index actual_nc = (std::min)(j2+nc,cols)-j2;
 
-        // We pack the lhs's block into a sequential chunk of memory (L1 caching)
+        // We pack the rhs's block into a sequential chunk of memory (L2 caching)
         // Note that this block will be read a very high number of times, which is equal to the number of
-        // micro vertical panel of the large rhs's panel (e.g., cols/4 times).
+        // micro horizontal panel of the large rhs's panel (e.g., rows/12 times).
-        pack_lhs(blockA, &lhs(i2,k2), lhsStride, actual_kc, actual_mc);
+        pack_rhs(blockB, &rhs(k2,j2), rhsStride, actual_kc, actual_nc);
 
-        // Everything is packed, we can now call the block * panel kernel:
+        // Everything is packed, we can now call the panel * block kernel:
-        gebp(res+i2, resStride, blockA, blockB, actual_mc, actual_kc, cols, alpha, -1, -1, 0, 0, blockW);
+        gebp(res+j2*resStride, resStride, blockA, blockB, rows, actual_kc, actual_nc, alpha);
       }
     }
   }
@@ -203,14 +201,13 @@ struct traits<GeneralProduct<Lhs,Rhs,GemmProduct> >
 template<typename Scalar, typename Index, typename Gemm, typename Lhs, typename Rhs, typename Dest, typename BlockingType>
 struct gemm_functor
 {
-  gemm_functor(const Lhs& lhs, const Rhs& rhs, Dest& dest, const Scalar& actualAlpha,
+  gemm_functor(const Lhs& lhs, const Rhs& rhs, Dest& dest, const Scalar& actualAlpha, BlockingType& blocking)
-                  BlockingType& blocking)
     : m_lhs(lhs), m_rhs(rhs), m_dest(dest), m_actualAlpha(actualAlpha), m_blocking(blocking)
   {}
 
   void initParallelSession() const
   {
-    m_blocking.allocateB();
+    m_blocking.allocateA();
   }
 
   void operator() (Index row, Index rows, Index col=0, Index cols=-1, GemmParallelInfo<Index>* info=0) const
@@ -225,6 +222,8 @@ struct gemm_functor
               m_actualAlpha, m_blocking, info);
   }
   
+  typedef typename Gemm::Traits Traits;
+
   protected:
     const Lhs& m_lhs;
     const Rhs& m_rhs;
@@ -245,7 +244,6 @@ class level3_blocking
   protected:
     LhsScalar* m_blockA;
     RhsScalar* m_blockB;
-    RhsScalar* m_blockW;
 
     DenseIndex m_mc;
     DenseIndex m_nc;
@@ -254,7 +252,7 @@ class level3_blocking
   public:
 
     level3_blocking()
-      : m_blockA(0), m_blockB(0), m_blockW(0), m_mc(0), m_nc(0), m_kc(0)
+      : m_blockA(0), m_blockB(0), m_mc(0), m_nc(0), m_kc(0)
     {}
 
     inline DenseIndex mc() const { return m_mc; }
@@ -263,7 +261,6 @@ class level3_blocking
 
     inline LhsScalar* blockA() { return m_blockA; }
     inline RhsScalar* blockB() { return m_blockB; }
-    inline RhsScalar* blockW() { return m_blockW; }
 };
 
 template<int StorageOrder, typename _LhsScalar, typename _RhsScalar, int MaxRows, int MaxCols, int MaxDepth, int KcFactor>
@@ -282,29 +279,25 @@ class gemm_blocking_space<StorageOrder,_LhsScalar,_RhsScalar,MaxRows, MaxCols, M
     typedef gebp_traits<LhsScalar,RhsScalar> Traits;
     enum {
       SizeA = ActualRows * MaxDepth,
-      SizeB = ActualCols * MaxDepth,
+      SizeB = ActualCols * MaxDepth
-      SizeW = MaxDepth * Traits::WorkSpaceFactor
     };
 
-    EIGEN_ALIGN16 LhsScalar m_staticA[SizeA];
+    EIGEN_ALIGN_DEFAULT LhsScalar m_staticA[SizeA];
-    EIGEN_ALIGN16 RhsScalar m_staticB[SizeB];
+    EIGEN_ALIGN_DEFAULT RhsScalar m_staticB[SizeB];
-    EIGEN_ALIGN16 RhsScalar m_staticW[SizeW];
 
   public:
 
-    gemm_blocking_space(DenseIndex /*rows*/, DenseIndex /*cols*/, DenseIndex /*depth*/)
+    gemm_blocking_space(DenseIndex /*rows*/, DenseIndex /*cols*/, DenseIndex /*depth*/, bool /*full_rows*/ = false)
     {
       this->m_mc = ActualRows;
       this->m_nc = ActualCols;
       this->m_kc = MaxDepth;
       this->m_blockA = m_staticA;
       this->m_blockB = m_staticB;
-      this->m_blockW = m_staticW;
     }
 
     inline void allocateA() {}
     inline void allocateB() {}
-    inline void allocateW() {}
     inline void allocateAll() {}
 };
 
@@ -323,20 +316,28 @@ class gemm_blocking_space<StorageOrder,_LhsScalar,_RhsScalar,MaxRows, MaxCols, M
 
     DenseIndex m_sizeA;
     DenseIndex m_sizeB;
-    DenseIndex m_sizeW;
 
   public:
 
-    gemm_blocking_space(DenseIndex rows, DenseIndex cols, DenseIndex depth)
+    gemm_blocking_space(DenseIndex rows, DenseIndex cols, DenseIndex depth, bool full_rows = false)
     {
       this->m_mc = Transpose ? cols : rows;
       this->m_nc = Transpose ? rows : cols;
       this->m_kc = depth;
 
-      computeProductBlockingSizes<LhsScalar,RhsScalar,KcFactor>(this->m_kc, this->m_mc, this->m_nc);
+      if(full_rows)
+      {
+        DenseIndex m = this->m_mc;
+        computeProductBlockingSizes<LhsScalar,RhsScalar,KcFactor>(this->m_kc, m, this->m_nc);
+      }
+      else // full columns
+      {
+        DenseIndex n = this->m_nc;
+        computeProductBlockingSizes<LhsScalar,RhsScalar,KcFactor>(this->m_kc, this->m_mc, n);
+      }
+      
       m_sizeA = this->m_mc * this->m_kc;
       m_sizeB = this->m_kc * this->m_nc;
-      m_sizeW = this->m_kc*Traits::WorkSpaceFactor;
     }
 
     void allocateA()
@@ -351,24 +352,16 @@ class gemm_blocking_space<StorageOrder,_LhsScalar,_RhsScalar,MaxRows, MaxCols, M
         this->m_blockB = aligned_new<RhsScalar>(m_sizeB);
     }
 
-    void allocateW()
-    {
-      if(this->m_blockW==0)
-        this->m_blockW = aligned_new<RhsScalar>(m_sizeW);
-    }
-
     void allocateAll()
     {
       allocateA();
       allocateB();
-      allocateW();
     }
 
     ~gemm_blocking_space()
     {
       aligned_delete(this->m_blockA, m_sizeA);
       aligned_delete(this->m_blockB, m_sizeB);
-      aligned_delete(this->m_blockW, m_sizeW);
     }
 };
 
@@ -395,6 +388,36 @@ class GeneralProduct<Lhs, Rhs, GemmProduct>
       EIGEN_CHECK_BINARY_COMPATIBILIY(BinOp,LhsScalar,RhsScalar);
     }
     
+    template<typename Dest>
+    inline void evalTo(Dest& dst) const
+    {
+      if((m_rhs.rows()+dst.rows()+dst.cols())<20 && m_rhs.rows()>0)
+        dst.noalias() = m_lhs .lazyProduct( m_rhs );
+      else
+      {
+        dst.setZero();
+        scaleAndAddTo(dst,Scalar(1));
+      }
+    }
+
+    template<typename Dest>
+    inline void addTo(Dest& dst) const
+    {
+      if((m_rhs.rows()+dst.rows()+dst.cols())<20 && m_rhs.rows()>0)
+        dst.noalias() += m_lhs .lazyProduct( m_rhs );
+      else
+        scaleAndAddTo(dst,Scalar(1));
+    }
+
+    template<typename Dest>
+    inline void subTo(Dest& dst) const
+    {
+      if((m_rhs.rows()+dst.rows()+dst.cols())<20 && m_rhs.rows()>0)
+        dst.noalias() -= m_lhs .lazyProduct( m_rhs );
+      else
+        scaleAndAddTo(dst,Scalar(-1));
+    }
+    
     template<typename Dest> void scaleAndAddTo(Dest& dst, const Scalar& alpha) const
     {
       eigen_assert(dst.rows()==m_lhs.rows() && dst.cols()==m_rhs.cols());
@@ -417,7 +440,7 @@ class GeneralProduct<Lhs, Rhs, GemmProduct>
           (Dest::Flags&RowMajorBit) ? RowMajor : ColMajor>,
         _ActualLhsType, _ActualRhsType, Dest, BlockingType> GemmFunctor;
 
-      BlockingType blocking(dst.rows(), dst.cols(), lhs.cols());
+      BlockingType blocking(dst.rows(), dst.cols(), lhs.cols(), true);
 
       internal::parallelize_gemm<(Dest::MaxRowsAtCompileTime>32 || Dest::MaxRowsAtCompileTime==Dynamic)>(GemmFunctor(lhs, rhs, dst, actualAlpha, blocking), this->rows(), this->cols(), Dest::Flags&RowMajorBit);
     }

Eigen/src/Core/products/GeneralMatrixMatrixTriangular.h

@@ -73,11 +73,8 @@ struct general_matrix_matrix_triangular_product<Index,LhsScalar,LhsStorageOrder,
     if(mc > Traits::nr)
       mc = (mc/Traits::nr)*Traits::nr;
 
-    std::size_t sizeW = kc*Traits::WorkSpaceFactor;
-    std::size_t sizeB = sizeW + kc*size;
     ei_declare_aligned_stack_constructed_variable(LhsScalar, blockA, kc*mc, 0);
-    ei_declare_aligned_stack_constructed_variable(RhsScalar, allocatedBlockB, sizeB, 0);
+    ei_declare_aligned_stack_constructed_variable(RhsScalar, blockB, kc*size, 0);
-    RhsScalar* blockB = allocatedBlockB + sizeW;
     
     gemm_pack_lhs<LhsScalar, Index, Traits::mr, Traits::LhsProgress, LhsStorageOrder> pack_lhs;
     gemm_pack_rhs<RhsScalar, Index, Traits::nr, RhsStorageOrder> pack_rhs;
@@ -103,15 +100,15 @@ struct general_matrix_matrix_triangular_product<Index,LhsScalar,LhsStorageOrder,
         //  3 - after the diagonal => processed with gebp or skipped
         if (UpLo==Lower)
           gebp(res+i2, resStride, blockA, blockB, actual_mc, actual_kc, (std::min)(size,i2), alpha,
-               -1, -1, 0, 0, allocatedBlockB);
+               -1, -1, 0, 0);
 
-        sybb(res+resStride*i2 + i2, resStride, blockA, blockB + actual_kc*i2, actual_mc, actual_kc, alpha, allocatedBlockB);
+        sybb(res+resStride*i2 + i2, resStride, blockA, blockB + actual_kc*i2, actual_mc, actual_kc, alpha);
 
         if (UpLo==Upper)
         {
           Index j2 = i2+actual_mc;
           gebp(res+resStride*j2+i2, resStride, blockA, blockB+actual_kc*j2, actual_mc, actual_kc, (std::max)(Index(0), size-j2), alpha,
-               -1, -1, 0, 0, allocatedBlockB);
+               -1, -1, 0, 0);
         }
       }
     }
@@ -136,7 +133,7 @@ struct tribb_kernel
   enum {
     BlockSize  = EIGEN_PLAIN_ENUM_MAX(mr,nr)
   };
-  void operator()(ResScalar* res, Index resStride, const LhsScalar* blockA, const RhsScalar* blockB, Index size, Index depth, const ResScalar& alpha, RhsScalar* workspace)
+  void operator()(ResScalar* res, Index resStride, const LhsScalar* blockA, const RhsScalar* blockB, Index size, Index depth, const ResScalar& alpha)
   {
     gebp_kernel<LhsScalar, RhsScalar, Index, mr, nr, ConjLhs, ConjRhs> gebp_kernel;
     Matrix<ResScalar,BlockSize,BlockSize,ColMajor> buffer;
@@ -150,7 +147,7 @@ struct tribb_kernel
 
       if(UpLo==Upper)
         gebp_kernel(res+j*resStride, resStride, blockA, actual_b, j, depth, actualBlockSize, alpha,
-                    -1, -1, 0, 0, workspace);
+                    -1, -1, 0, 0);
 
       // selfadjoint micro block
       {
@@ -158,7 +155,7 @@ struct tribb_kernel
         buffer.setZero();
         // 1 - apply the kernel on the temporary buffer
         gebp_kernel(buffer.data(), BlockSize, blockA+depth*i, actual_b, actualBlockSize, depth, actualBlockSize, alpha,
-                    -1, -1, 0, 0, workspace);
+                    -1, -1, 0, 0);
         // 2 - triangular accumulation
         for(Index j1=0; j1<actualBlockSize; ++j1)
         {
@@ -173,7 +170,7 @@ struct tribb_kernel
       {
         Index i = j+actualBlockSize;
         gebp_kernel(res+j*resStride+i, resStride, blockA+depth*i, actual_b, size-i, depth, actualBlockSize, alpha,
-                    -1, -1, 0, 0, workspace);
+                    -1, -1, 0, 0);
       }
     }
   }
@@ -278,6 +275,8 @@ template<typename MatrixType, unsigned int UpLo>
 template<typename ProductDerived, typename _Lhs, typename _Rhs>
 TriangularView<MatrixType,UpLo>& TriangularView<MatrixType,UpLo>::assignProduct(const ProductBase<ProductDerived, _Lhs,_Rhs>& prod, const Scalar& alpha)
 {
+  eigen_assert(m_matrix.rows() == prod.rows() && m_matrix.cols() == prod.cols());
+
   general_product_to_triangular_selector<MatrixType, ProductDerived, UpLo, (_Lhs::ColsAtCompileTime==1) || (_Rhs::RowsAtCompileTime==1)>::run(m_matrix.const_cast_derived(), prod.derived(), alpha);
   
   return *this;

Eigen/src/Core/products/GeneralMatrixVector.h

@@ -141,6 +141,12 @@ EIGEN_DONT_INLINE void general_matrix_vector_product<Index,LhsScalar,ColMajor,Co
     alignedSize = 0;
     alignedStart = 0;
   }
+  else if(LhsPacketSize > 4)
+  {
+    // TODO: extend the code to support aligned loads whenever possible when LhsPacketSize > 4.
+    // Currently, it seems to be better to perform unaligned loads anyway
+    alignmentPattern = NoneAligned;
+  }
   else if (LhsPacketSize>1)
   {
     eigen_internal_assert(size_t(lhs+lhsAlignmentOffset)%sizeof(LhsPacket)==0 || size<LhsPacketSize);
@@ -405,6 +411,11 @@ EIGEN_DONT_INLINE void general_matrix_vector_product<Index,LhsScalar,RowMajor,Co
     alignedSize = 0;
     alignedStart = 0;
   }
+  else if(LhsPacketSize > 4)
+  {
+    // TODO: extend the code to support aligned loads whenever possible when LhsPacketSize > 4.
+    alignmentPattern = NoneAligned;
+  }
   else if (LhsPacketSize>1)
   {
     eigen_internal_assert(size_t(lhs+lhsAlignmentOffset)%sizeof(LhsPacket)==0  || depth<LhsPacketSize);
@@ -442,7 +453,7 @@ EIGEN_DONT_INLINE void general_matrix_vector_product<Index,LhsScalar,RowMajor,Co
   Index rowBound = ((rows-skipRows)/rowsAtOnce)*rowsAtOnce + skipRows;
   for (Index i=skipRows; i<rowBound; i+=rowsAtOnce)
   {
-    EIGEN_ALIGN16 ResScalar tmp0 = ResScalar(0);
+    EIGEN_ALIGN_DEFAULT ResScalar tmp0 = ResScalar(0);
     ResScalar tmp1 = ResScalar(0), tmp2 = ResScalar(0), tmp3 = ResScalar(0);
 
     // this helps the compiler generating good binary code
@@ -551,7 +562,7 @@ EIGEN_DONT_INLINE void general_matrix_vector_product<Index,LhsScalar,RowMajor,Co
   {
     for (Index i=start; i<end; ++i)
     {
-      EIGEN_ALIGN16 ResScalar tmp0 = ResScalar(0);
+      EIGEN_ALIGN_DEFAULT ResScalar tmp0 = ResScalar(0);
       ResPacket ptmp0 = pset1<ResPacket>(tmp0);
       const LhsScalar* lhs0 = lhs + i*lhsStride;
       // process first unaligned result's coeffs

Eigen/src/Core/products/Parallelizer.h

@@ -73,13 +73,13 @@ namespace internal {
 
 template<typename Index> struct GemmParallelInfo
 {
-  GemmParallelInfo() : sync(-1), users(0), rhs_start(0), rhs_length(0) {}
+  GemmParallelInfo() : sync(-1), users(0), lhs_start(0), lhs_length(0) {}
 
   int volatile sync;
   int volatile users;
 
-  Index rhs_start;
+  Index lhs_start;
-  Index rhs_length;
+  Index lhs_length;
 };
 
 template<bool Condition, typename Functor, typename Index>
@@ -107,7 +107,7 @@ void parallelize_gemm(const Functor& func, Index rows, Index cols, bool transpos
   if((!Condition) || (omp_get_num_threads()>1))
     return func(0,rows, 0,cols);
 
-  Index size = transpose ? cols : rows;
+  Index size = transpose ? rows : cols;
 
   // 2- compute the maximal number of threads from the size of the product:
   // FIXME this has to be fine tuned
@@ -126,26 +126,25 @@ void parallelize_gemm(const Functor& func, Index rows, Index cols, bool transpos
     std::swap(rows,cols);
 
   Index blockCols = (cols / threads) & ~Index(0x3);
-  Index blockRows = (rows / threads) & ~Index(0x7);
+  Index blockRows = (rows / threads);
+  blockRows = (blockRows/Functor::Traits::mr)*Functor::Traits::mr;
   
   GemmParallelInfo<Index>* info = new GemmParallelInfo<Index>[threads];
 
-  #pragma omp parallel for schedule(static,1) num_threads(threads)
+  #pragma omp parallel num_threads(threads)
-  for(Index i=0; i<threads; ++i)
   {
+    Index i = omp_get_thread_num();
     Index r0 = i*blockRows;
     Index actualBlockRows = (i+1==threads) ? rows-r0 : blockRows;
 
     Index c0 = i*blockCols;
     Index actualBlockCols = (i+1==threads) ? cols-c0 : blockCols;
 
-    info[i].rhs_start = c0;
+    info[i].lhs_start = r0;
-    info[i].rhs_length = actualBlockCols;
+    info[i].lhs_length = actualBlockRows;
 
-    if(transpose)
+    if(transpose) func(c0, actualBlockCols, 0, rows, info);
-      func(0, cols, r0, actualBlockRows, info);
+    else          func(0, rows, c0, actualBlockCols, info);
-    else
-      func(r0, actualBlockRows, 0,cols, info);
   }
 
   delete[] info;

Eigen/src/Core/products/SelfadjointMatrixMatrix.h

@@ -15,7 +15,7 @@ namespace Eigen {
 namespace internal {
 
 // pack a selfadjoint block diagonal for use with the gebp_kernel
-template<typename Scalar, typename Index, int Pack1, int Pack2, int StorageOrder>
+template<typename Scalar, typename Index, int Pack1, int Pack2_dummy, int StorageOrder>
 struct symm_pack_lhs
 {
   template<int BlockRows> inline
@@ -45,22 +45,29 @@ struct symm_pack_lhs
   }
   void operator()(Scalar* blockA, const Scalar* _lhs, Index lhsStride, Index cols, Index rows)
   {
+    enum { PacketSize = packet_traits<Scalar>::size };
     const_blas_data_mapper<Scalar,Index,StorageOrder> lhs(_lhs,lhsStride);
     Index count = 0;
-    Index peeled_mc = (rows/Pack1)*Pack1;
+    //Index peeled_mc3 = (rows/Pack1)*Pack1;
-    for(Index i=0; i<peeled_mc; i+=Pack1)
-    {
-      pack<Pack1>(blockA, lhs, cols, i, count);
-    }
     
-    if(rows-peeled_mc>=Pack2)
+    const Index peeled_mc3 = Pack1>=3*PacketSize ? (rows/(3*PacketSize))*(3*PacketSize) : 0;
-    {
+    const Index peeled_mc2 = Pack1>=2*PacketSize ? peeled_mc3+((rows-peeled_mc3)/(2*PacketSize))*(2*PacketSize) : 0;
-      pack<Pack2>(blockA, lhs, cols, peeled_mc, count);
+    const Index peeled_mc1 = Pack1>=1*PacketSize ? (rows/(1*PacketSize))*(1*PacketSize) : 0;
-      peeled_mc += Pack2;
+    
-    }
+    if(Pack1>=3*PacketSize)
+      for(Index i=0; i<peeled_mc3; i+=3*PacketSize)
+        pack<3*PacketSize>(blockA, lhs, cols, i, count);
+    
+    if(Pack1>=2*PacketSize)
+      for(Index i=peeled_mc3; i<peeled_mc2; i+=2*PacketSize)
+        pack<2*PacketSize>(blockA, lhs, cols, i, count);
+    
+    if(Pack1>=1*PacketSize)
+      for(Index i=peeled_mc2; i<peeled_mc1; i+=1*PacketSize)
+        pack<1*PacketSize>(blockA, lhs, cols, i, count);
 
     // do the same with mr==1
-    for(Index i=peeled_mc; i<rows; i++)
+    for(Index i=peeled_mc1; i<rows; i++)
     {
       for(Index k=0; k<i; k++)
         blockA[count++] = lhs(i, k);                   // normal
@@ -82,7 +89,8 @@ struct symm_pack_rhs
     Index end_k = k2 + rows;
     Index count = 0;
     const_blas_data_mapper<Scalar,Index,StorageOrder> rhs(_rhs,rhsStride);
-    Index packet_cols = (cols/nr)*nr;
+    Index packet_cols8 = nr>=8 ? (cols/8) * 8 : 0;
+    Index packet_cols4 = nr>=4 ? (cols/4) * 4 : 0;
 
     // first part: normal case
     for(Index j2=0; j2<k2; j2+=nr)
@@ -91,17 +99,27 @@ struct symm_pack_rhs
       {
         blockB[count+0] = rhs(k,j2+0);
         blockB[count+1] = rhs(k,j2+1);
-        if (nr==4)
+        if (nr>=4)
         {
           blockB[count+2] = rhs(k,j2+2);
           blockB[count+3] = rhs(k,j2+3);
         }
+        if (nr>=8)
+        {
+          blockB[count+4] = rhs(k,j2+4);
+          blockB[count+5] = rhs(k,j2+5);
+          blockB[count+6] = rhs(k,j2+6);
+          blockB[count+7] = rhs(k,j2+7);
+        }
         count += nr;
       }
     }
 
     // second part: diagonal block
-    for(Index j2=k2; j2<(std::min)(k2+rows,packet_cols); j2+=nr)
+    Index end8 = nr>=8 ? (std::min)(k2+rows,packet_cols8) : k2;
+    if(nr>=8)
+    {
+      for(Index j2=k2; j2<end8; j2+=8)
       {
         // again we can split vertically in three different parts (transpose, symmetric, normal)
         // transpose
@@ -109,16 +127,17 @@ struct symm_pack_rhs
         {
           blockB[count+0] = numext::conj(rhs(j2+0,k));
           blockB[count+1] = numext::conj(rhs(j2+1,k));
-        if (nr==4)
-        {
           blockB[count+2] = numext::conj(rhs(j2+2,k));
           blockB[count+3] = numext::conj(rhs(j2+3,k));
-        }
+          blockB[count+4] = numext::conj(rhs(j2+4,k));
-        count += nr;
+          blockB[count+5] = numext::conj(rhs(j2+5,k));
+          blockB[count+6] = numext::conj(rhs(j2+6,k));
+          blockB[count+7] = numext::conj(rhs(j2+7,k));
+          count += 8;
         }
         // symmetric
         Index h = 0;
-      for(Index k=j2; k<j2+nr; k++)
+        for(Index k=j2; k<j2+8; k++)
         {
           // normal
           for (Index w=0 ; w<h; ++w)
@@ -127,43 +146,104 @@ struct symm_pack_rhs
           blockB[count+h] = numext::real(rhs(k,k));
 
           // transpose
-        for (Index w=h+1 ; w<nr; ++w)
+          for (Index w=h+1 ; w<8; ++w)
             blockB[count+w] = numext::conj(rhs(j2+w,k));
-        count += nr;
+          count += 8;
           ++h;
         }
         // normal
-      for(Index k=j2+nr; k<end_k; k++)
+        for(Index k=j2+8; k<end_k; k++)
         {
           blockB[count+0] = rhs(k,j2+0);
           blockB[count+1] = rhs(k,j2+1);
-        if (nr==4)
-        {
           blockB[count+2] = rhs(k,j2+2);
           blockB[count+3] = rhs(k,j2+3);
+          blockB[count+4] = rhs(k,j2+4);
+          blockB[count+5] = rhs(k,j2+5);
+          blockB[count+6] = rhs(k,j2+6);
+          blockB[count+7] = rhs(k,j2+7);
+          count += 8;
+        }
+      }
+    }
+    if(nr>=4)
+    {
+      for(Index j2=end8; j2<(std::min)(k2+rows,packet_cols4); j2+=4)
+      {
+        // again we can split vertically in three different parts (transpose, symmetric, normal)
+        // transpose
+        for(Index k=k2; k<j2; k++)
+        {
+          blockB[count+0] = numext::conj(rhs(j2+0,k));
+          blockB[count+1] = numext::conj(rhs(j2+1,k));
+          blockB[count+2] = numext::conj(rhs(j2+2,k));
+          blockB[count+3] = numext::conj(rhs(j2+3,k));
+          count += 4;
+        }
+        // symmetric
+        Index h = 0;
+        for(Index k=j2; k<j2+4; k++)
+        {
+          // normal
+          for (Index w=0 ; w<h; ++w)
+            blockB[count+w] = rhs(k,j2+w);
+
+          blockB[count+h] = numext::real(rhs(k,k));
+
+          // transpose
+          for (Index w=h+1 ; w<4; ++w)
+            blockB[count+w] = numext::conj(rhs(j2+w,k));
+          count += 4;
+          ++h;
+        }
+        // normal
+        for(Index k=j2+4; k<end_k; k++)
+        {
+          blockB[count+0] = rhs(k,j2+0);
+          blockB[count+1] = rhs(k,j2+1);
+          blockB[count+2] = rhs(k,j2+2);
+          blockB[count+3] = rhs(k,j2+3);
+          count += 4;
         }
-        count += nr;
       }
     }
 
     // third part: transposed
-    for(Index j2=k2+rows; j2<packet_cols; j2+=nr)
+    if(nr>=8)
+    {
+      for(Index j2=k2+rows; j2<packet_cols8; j2+=8)
       {
         for(Index k=k2; k<end_k; k++)
         {
           blockB[count+0] = numext::conj(rhs(j2+0,k));
           blockB[count+1] = numext::conj(rhs(j2+1,k));
-        if (nr==4)
-        {
           blockB[count+2] = numext::conj(rhs(j2+2,k));
           blockB[count+3] = numext::conj(rhs(j2+3,k));
+          blockB[count+4] = numext::conj(rhs(j2+4,k));
+          blockB[count+5] = numext::conj(rhs(j2+5,k));
+          blockB[count+6] = numext::conj(rhs(j2+6,k));
+          blockB[count+7] = numext::conj(rhs(j2+7,k));
+          count += 8;
+        }
+      }
+    }
+    if(nr>=4)
+    {
+      for(Index j2=(std::max)(packet_cols8,k2+rows); j2<packet_cols4; j2+=4)
+      {
+        for(Index k=k2; k<end_k; k++)
+        {
+          blockB[count+0] = numext::conj(rhs(j2+0,k));
+          blockB[count+1] = numext::conj(rhs(j2+1,k));
+          blockB[count+2] = numext::conj(rhs(j2+2,k));
+          blockB[count+3] = numext::conj(rhs(j2+3,k));
+          count += 4;
         }
-        count += nr;
       }
     }
 
     // copy the remaining columns one at a time (=> the same with nr==1)
-    for(Index j2=packet_cols; j2<cols; ++j2)
+    for(Index j2=packet_cols4; j2<cols; ++j2)
     {
       // transpose
       Index half = (std::min)(end_k,j2);
@@ -261,11 +341,10 @@ EIGEN_DONT_INLINE void product_selfadjoint_matrix<Scalar,Index,LhsStorageOrder,t
     // kc must smaller than mc
     kc = (std::min)(kc,mc);
 
-    std::size_t sizeW = kc*Traits::WorkSpaceFactor;
+    std::size_t sizeB = kc*cols;
-    std::size_t sizeB = sizeW + kc*cols;
     ei_declare_aligned_stack_constructed_variable(Scalar, blockA, kc*mc, 0);
     ei_declare_aligned_stack_constructed_variable(Scalar, allocatedBlockB, sizeB, 0);
-    Scalar* blockB = allocatedBlockB + sizeW;
+    Scalar* blockB = allocatedBlockB;
 
     gebp_kernel<Scalar, Scalar, Index, Traits::mr, Traits::nr, ConjugateLhs, ConjugateRhs> gebp_kernel;
     symm_pack_lhs<Scalar, Index, Traits::mr, Traits::LhsProgress, LhsStorageOrder> pack_lhs;
@@ -348,11 +427,10 @@ EIGEN_DONT_INLINE void product_selfadjoint_matrix<Scalar,Index,LhsStorageOrder,f
     Index mc = rows;  // cache block size along the M direction
     Index nc = cols;  // cache block size along the N direction
     computeProductBlockingSizes<Scalar,Scalar>(kc, mc, nc);
-    std::size_t sizeW = kc*Traits::WorkSpaceFactor;
+    std::size_t sizeB = kc*cols;
-    std::size_t sizeB = sizeW + kc*cols;
     ei_declare_aligned_stack_constructed_variable(Scalar, blockA, kc*mc, 0);
     ei_declare_aligned_stack_constructed_variable(Scalar, allocatedBlockB, sizeB, 0);
-    Scalar* blockB = allocatedBlockB + sizeW;
+    Scalar* blockB = allocatedBlockB;
 
     gebp_kernel<Scalar, Scalar, Index, Traits::mr, Traits::nr, ConjugateLhs, ConjugateRhs> gebp_kernel;
     gemm_pack_lhs<Scalar, Index, Traits::mr, Traits::LhsProgress, LhsStorageOrder> pack_lhs;

Eigen/src/Core/products/TriangularMatrixMatrix.h

@@ -125,11 +125,9 @@ EIGEN_DONT_INLINE void product_triangular_matrix_matrix<Scalar,Index,Mode,true,
 
     std::size_t sizeA = kc*mc;
     std::size_t sizeB = kc*cols;
-    std::size_t sizeW = kc*Traits::WorkSpaceFactor;
 
     ei_declare_aligned_stack_constructed_variable(Scalar, blockA, sizeA, blocking.blockA());
     ei_declare_aligned_stack_constructed_variable(Scalar, blockB, sizeB, blocking.blockB());
-    ei_declare_aligned_stack_constructed_variable(Scalar, blockW, sizeW, blocking.blockW());
 
     Matrix<Scalar,SmallPanelWidth,SmallPanelWidth,LhsStorageOrder> triangularBuffer;
     triangularBuffer.setZero();
@@ -187,7 +185,7 @@ EIGEN_DONT_INLINE void product_triangular_matrix_matrix<Scalar,Index,Mode,true,
           pack_lhs(blockA, triangularBuffer.data(), triangularBuffer.outerStride(), actualPanelWidth, actualPanelWidth);
 
           gebp_kernel(res+startBlock, resStride, blockA, blockB, actualPanelWidth, actualPanelWidth, cols, alpha,
-                      actualPanelWidth, actual_kc, 0, blockBOffset, blockW);
+                      actualPanelWidth, actual_kc, 0, blockBOffset);
 
           // GEBP with remaining micro panel
           if (lengthTarget>0)
@@ -197,7 +195,7 @@ EIGEN_DONT_INLINE void product_triangular_matrix_matrix<Scalar,Index,Mode,true,
             pack_lhs(blockA, &lhs(startTarget,startBlock), lhsStride, actualPanelWidth, lengthTarget);
 
             gebp_kernel(res+startTarget, resStride, blockA, blockB, lengthTarget, actualPanelWidth, cols, alpha,
-                        actualPanelWidth, actual_kc, 0, blockBOffset, blockW);
+                        actualPanelWidth, actual_kc, 0, blockBOffset);
           }
         }
       }
@@ -211,7 +209,7 @@ EIGEN_DONT_INLINE void product_triangular_matrix_matrix<Scalar,Index,Mode,true,
           gemm_pack_lhs<Scalar, Index, Traits::mr,Traits::LhsProgress, LhsStorageOrder,false>()
             (blockA, &lhs(i2, actual_k2), lhsStride, actual_kc, actual_mc);
 
-          gebp_kernel(res+i2, resStride, blockA, blockB, actual_mc, actual_kc, cols, alpha, -1, -1, 0, 0, blockW);
+          gebp_kernel(res+i2, resStride, blockA, blockB, actual_mc, actual_kc, cols, alpha, -1, -1, 0, 0);
         }
       }
     }
@@ -265,12 +263,10 @@ EIGEN_DONT_INLINE void product_triangular_matrix_matrix<Scalar,Index,Mode,false,
     Index mc = (std::min)(rows,blocking.mc());  // cache block size along the M direction
 
     std::size_t sizeA = kc*mc;
-    std::size_t sizeB = kc*cols;
+    std::size_t sizeB = kc*cols+EIGEN_ALIGN_BYTES/sizeof(Scalar);
-    std::size_t sizeW = kc*Traits::WorkSpaceFactor;
 
     ei_declare_aligned_stack_constructed_variable(Scalar, blockA, sizeA, blocking.blockA());
     ei_declare_aligned_stack_constructed_variable(Scalar, blockB, sizeB, blocking.blockB());
-    ei_declare_aligned_stack_constructed_variable(Scalar, blockW, sizeW, blocking.blockW());
 
     Matrix<Scalar,SmallPanelWidth,SmallPanelWidth,RhsStorageOrder> triangularBuffer;
     triangularBuffer.setZero();
@@ -304,6 +300,7 @@ EIGEN_DONT_INLINE void product_triangular_matrix_matrix<Scalar,Index,Mode,false,
       Index ts = (IsLower && actual_k2>=cols) ? 0 : actual_kc;
 
       Scalar* geb = blockB+ts*ts;
+      geb = geb + internal::first_aligned(geb,EIGEN_ALIGN_BYTES/sizeof(Scalar));
 
       pack_rhs(geb, &rhs(actual_k2,IsLower ? 0 : k2), rhsStride, actual_kc, rs);
 
@@ -357,14 +354,13 @@ EIGEN_DONT_INLINE void product_triangular_matrix_matrix<Scalar,Index,Mode,false,
                         actual_mc, panelLength, actualPanelWidth,
                         alpha,
                         actual_kc, actual_kc,  // strides
-                        blockOffset, blockOffset,// offsets
+                        blockOffset, blockOffset);// offsets
-                        blockW); // workspace
           }
         }
         gebp_kernel(res+i2+(IsLower ? 0 : k2)*resStride, resStride,
                     blockA, geb, actual_mc, actual_kc, rs,
                     alpha,
-                    -1, -1, 0, 0, blockW);
+                    -1, -1, 0, 0);
       }
     }
   }

Eigen/src/Core/products/TriangularMatrixVector_MKL.h

@@ -129,7 +129,6 @@ struct triangular_matrix_vector_product_trmv<Index,Mode,EIGTYPE,ConjLhs,EIGTYPE,
    MKLPREFIX##axpy(&n, &alpha_,(const MKLTYPE*)x, &incx, (MKLTYPE*)_res, &incy); \
 /* Non-square case - doesn't fit to MKL ?TRMV. Fall to default triangular product*/ \
    if (size<(std::max)(rows,cols)) { \
-     typedef Matrix<EIGTYPE, Dynamic, Dynamic> MatrixLhs; \
      if (ConjRhs) x_tmp = rhs.conjugate(); else x_tmp = rhs; \
      x = x_tmp.data(); \
      if (size<rows) { \
@@ -214,7 +213,6 @@ struct triangular_matrix_vector_product_trmv<Index,Mode,EIGTYPE,ConjLhs,EIGTYPE,
    MKLPREFIX##axpy(&n, &alpha_,(const MKLTYPE*)x, &incx, (MKLTYPE*)_res, &incy); \
 /* Non-square case - doesn't fit to MKL ?TRMV. Fall to default triangular product*/ \
    if (size<(std::max)(rows,cols)) { \
-     typedef Matrix<EIGTYPE, Dynamic, Dynamic> MatrixLhs; \
      if (ConjRhs) x_tmp = rhs.conjugate(); else x_tmp = rhs; \
      x = x_tmp.data(); \
      if (size<rows) { \

Eigen/src/Core/products/TriangularSolverMatrix.h

@@ -66,11 +66,9 @@ EIGEN_DONT_INLINE void triangular_solve_matrix<Scalar,Index,OnTheLeft,Mode,Conju
 
     std::size_t sizeA = kc*mc;
     std::size_t sizeB = kc*cols;
-    std::size_t sizeW = kc*Traits::WorkSpaceFactor;
 
     ei_declare_aligned_stack_constructed_variable(Scalar, blockA, sizeA, blocking.blockA());
     ei_declare_aligned_stack_constructed_variable(Scalar, blockB, sizeB, blocking.blockB());
-    ei_declare_aligned_stack_constructed_variable(Scalar, blockW, sizeW, blocking.blockW());
 
     conj_if<Conjugate> conj;
     gebp_kernel<Scalar, Scalar, Index, Traits::mr, Traits::nr, Conjugate, false> gebp_kernel;
@@ -158,7 +156,7 @@ EIGEN_DONT_INLINE void triangular_solve_matrix<Scalar,Index,OnTheLeft,Mode,Conju
             pack_lhs(blockA, &tri(startTarget,startBlock), triStride, actualPanelWidth, lengthTarget);
 
             gebp_kernel(&other(startTarget,j2), otherStride, blockA, blockB+actual_kc*j2, lengthTarget, actualPanelWidth, actual_cols, Scalar(-1),
-                        actualPanelWidth, actual_kc, 0, blockBOffset, blockW);
+                        actualPanelWidth, actual_kc, 0, blockBOffset);
           }
         }
       }
@@ -174,7 +172,7 @@ EIGEN_DONT_INLINE void triangular_solve_matrix<Scalar,Index,OnTheLeft,Mode,Conju
           {
             pack_lhs(blockA, &tri(i2, IsLower ? k2 : k2-kc), triStride, actual_kc, actual_mc);
 
-            gebp_kernel(_other+i2, otherStride, blockA, blockB, actual_mc, actual_kc, cols, Scalar(-1), -1, -1, 0, 0, blockW);
+            gebp_kernel(_other+i2, otherStride, blockA, blockB, actual_mc, actual_kc, cols, Scalar(-1), -1, -1, 0, 0);
           }
         }
       }
@@ -215,11 +213,9 @@ EIGEN_DONT_INLINE void triangular_solve_matrix<Scalar,Index,OnTheRight,Mode,Conj
 
     std::size_t sizeA = kc*mc;
     std::size_t sizeB = kc*size;
-    std::size_t sizeW = kc*Traits::WorkSpaceFactor;
 
     ei_declare_aligned_stack_constructed_variable(Scalar, blockA, sizeA, blocking.blockA());
     ei_declare_aligned_stack_constructed_variable(Scalar, blockB, sizeB, blocking.blockB());
-    ei_declare_aligned_stack_constructed_variable(Scalar, blockW, sizeW, blocking.blockW());
 
     conj_if<Conjugate> conj;
     gebp_kernel<Scalar,Scalar, Index, Traits::mr, Traits::nr, false, Conjugate> gebp_kernel;
@@ -285,8 +281,7 @@ EIGEN_DONT_INLINE void triangular_solve_matrix<Scalar,Index,OnTheRight,Mode,Conj
                           actual_mc, panelLength, actualPanelWidth,
                           Scalar(-1),
                           actual_kc, actual_kc, // strides
-                          panelOffset, panelOffset, // offsets
+                          panelOffset, panelOffset); // offsets
-                          blockW);  // workspace
             }
 
             // unblocked triangular solve
@@ -317,7 +312,7 @@ EIGEN_DONT_INLINE void triangular_solve_matrix<Scalar,Index,OnTheRight,Mode,Conj
         if (rs>0)
           gebp_kernel(_other+i2+startPanel*otherStride, otherStride, blockA, geb,
                       actual_mc, actual_kc, rs, Scalar(-1),
-                      -1, -1, 0, 0, blockW);
+                      -1, -1, 0, 0);
       }
     }
   }

Eigen/src/Core/util/MKL_support.h

@@ -54,8 +54,25 @@
 #endif
 
 #if defined EIGEN_USE_MKL
+#   include <mkl.h> 
+/*Check IMKL version for compatibility: < 10.3 is not usable with Eigen*/
+#   ifndef INTEL_MKL_VERSION
+#       undef EIGEN_USE_MKL /* INTEL_MKL_VERSION is not even defined on older versions */
+#   elif INTEL_MKL_VERSION < 100305    /* the intel-mkl-103-release-notes say this was when the lapacke.h interface was added*/
+#       undef EIGEN_USE_MKL
+#   endif
+#   ifndef EIGEN_USE_MKL
+    /*If the MKL version is too old, undef everything*/
+#       undef   EIGEN_USE_MKL_ALL
+#       undef   EIGEN_USE_BLAS
+#       undef   EIGEN_USE_LAPACKE
+#       undef   EIGEN_USE_MKL_VML
+#       undef   EIGEN_USE_LAPACKE_STRICT
+#       undef   EIGEN_USE_LAPACKE
+#   endif
+#endif
 
-#include <mkl.h>
+#if defined EIGEN_USE_MKL
 #include <mkl_lapacke.h>
 #define EIGEN_MKL_VML_THRESHOLD 128
 

Eigen/src/Core/util/Macros.h

@@ -66,13 +66,24 @@
   #define EIGEN_ARCH_WANTS_STACK_ALIGNMENT 0
 #endif
 
+// Defined the boundary (in bytes) on which the data needs to be aligned. Note
+// that unless EIGEN_ALIGN is defined and not equal to 0, the data may not be
+// aligned at all regardless of the value of this #define.
+#define EIGEN_ALIGN_BYTES 16
+
 #ifdef EIGEN_DONT_ALIGN
   #ifndef EIGEN_DONT_ALIGN_STATICALLY
     #define EIGEN_DONT_ALIGN_STATICALLY
   #endif
   #define EIGEN_ALIGN 0
-#else
+#elif !defined(EIGEN_DONT_VECTORIZE)
+  #if defined(__AVX__)
+    #undef EIGEN_ALIGN_BYTES
+    #define EIGEN_ALIGN_BYTES 32
+  #endif
   #define EIGEN_ALIGN 1
+#else
+  #define EIGEN_ALIGN 0
 #endif
 
 // EIGEN_ALIGN_STATICALLY is the true test whether we want to align arrays on the stack or not. It takes into account both the user choice to explicitly disable
@@ -286,13 +297,19 @@ namespace Eigen {
 #endif
 
 #define EIGEN_ALIGN16 EIGEN_ALIGN_TO_BOUNDARY(16)
+#define EIGEN_ALIGN32 EIGEN_ALIGN_TO_BOUNDARY(32)
+#define EIGEN_ALIGN_DEFAULT EIGEN_ALIGN_TO_BOUNDARY(EIGEN_ALIGN_BYTES)
 
 #if EIGEN_ALIGN_STATICALLY
 #define EIGEN_USER_ALIGN_TO_BOUNDARY(n) EIGEN_ALIGN_TO_BOUNDARY(n)
 #define EIGEN_USER_ALIGN16 EIGEN_ALIGN16
+#define EIGEN_USER_ALIGN32 EIGEN_ALIGN32
+#define EIGEN_USER_ALIGN_DEFAULT EIGEN_ALIGN_DEFAULT
 #else
 #define EIGEN_USER_ALIGN_TO_BOUNDARY(n)
 #define EIGEN_USER_ALIGN16
+#define EIGEN_USER_ALIGN32
+#define EIGEN_USER_ALIGN_DEFAULT
 #endif
 
 #ifdef EIGEN_DONT_USE_RESTRICT_KEYWORD
@@ -326,13 +343,13 @@ namespace Eigen {
 #elif defined(__clang__) // workaround clang bug (see http://forum.kde.org/viewtopic.php?f=74&t=102653)
 #define EIGEN_INHERIT_ASSIGNMENT_EQUAL_OPERATOR(Derived) \
   using Base::operator =; \
-  EIGEN_STRONG_INLINE Derived& operator=(const Derived& other) { Base::operator=(other); return *this; } \
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Derived& operator=(const Derived& other) { Base::operator=(other); return *this; } \
   template <typename OtherDerived> \
-  EIGEN_STRONG_INLINE Derived& operator=(const DenseBase<OtherDerived>& other) { Base::operator=(other.derived()); return *this; }
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Derived& operator=(const DenseBase<OtherDerived>& other) { Base::operator=(other.derived()); return *this; }
 #else
 #define EIGEN_INHERIT_ASSIGNMENT_EQUAL_OPERATOR(Derived) \
   using Base::operator =; \
-  EIGEN_STRONG_INLINE Derived& operator=(const Derived& other) \
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Derived& operator=(const Derived& other) \
   { \
     Base::operator=(other); \
     return *this; \

Eigen/src/Core/util/Memory.h

@@ -32,7 +32,7 @@
 // page 114, "[The] LP64 model [...] is used by all 64-bit UNIX ports" so it's indeed
 // quite safe, at least within the context of glibc, to equate 64-bit with LP64.
 #if defined(__GLIBC__) && ((__GLIBC__>=2 && __GLIBC_MINOR__ >= 8) || __GLIBC__>2) \
- && defined(__LP64__) && ! defined( __SANITIZE_ADDRESS__ )
+ && defined(__LP64__) && ! defined( __SANITIZE_ADDRESS__ ) && (EIGEN_ALIGN_BYTES == 16)
   #define EIGEN_GLIBC_MALLOC_ALREADY_ALIGNED 1
 #else
   #define EIGEN_GLIBC_MALLOC_ALREADY_ALIGNED 0
@@ -42,14 +42,14 @@
 //   See http://svn.freebsd.org/viewvc/base/stable/6/lib/libc/stdlib/malloc.c?view=markup
 // FreeBSD 7 seems to have 16-byte aligned malloc except on ARM and MIPS architectures
 //   See http://svn.freebsd.org/viewvc/base/stable/7/lib/libc/stdlib/malloc.c?view=markup
-#if defined(__FreeBSD__) && !defined(__arm__) && !defined(__mips__)
+#if defined(__FreeBSD__) && !defined(__arm__) && !defined(__mips__) && (EIGEN_ALIGN_BYTES == 16)
   #define EIGEN_FREEBSD_MALLOC_ALREADY_ALIGNED 1
 #else
   #define EIGEN_FREEBSD_MALLOC_ALREADY_ALIGNED 0
 #endif
 
-#if defined(__APPLE__) \
+#if (defined(__APPLE__) && (EIGEN_ALIGN_BYTES == 16)) \
- || defined(_WIN64) \
+ || (defined(_WIN64) && (EIGEN_ALIGN_BYTES == 16))   \
  || EIGEN_GLIBC_MALLOC_ALREADY_ALIGNED \
  || EIGEN_FREEBSD_MALLOC_ALREADY_ALIGNED
   #define EIGEN_MALLOC_ALREADY_ALIGNED 1
@@ -73,7 +73,7 @@
   #define EIGEN_HAS_POSIX_MEMALIGN 0
 #endif
 
-#ifdef EIGEN_VECTORIZE_SSE
+#if defined EIGEN_VECTORIZE_SSE || defined EIGEN_VECTORIZE_AVX
   #define EIGEN_HAS_MM_MALLOC 1
 #else
   #define EIGEN_HAS_MM_MALLOC 0
@@ -89,7 +89,7 @@ inline void throw_std_bad_alloc()
   #ifdef EIGEN_EXCEPTIONS
     throw std::bad_alloc();
   #else
-    std::size_t huge = -1;
+    std::size_t huge = static_cast<std::size_t>(-1);
     new int[huge];
   #endif
 }
@@ -105,9 +105,9 @@ inline void throw_std_bad_alloc()
   */
 inline void* handmade_aligned_malloc(std::size_t size)
 {
-  void *original = std::malloc(size+16);
+  void *original = std::malloc(size+EIGEN_ALIGN_BYTES);
   if (original == 0) return 0;
-  void *aligned = reinterpret_cast<void*>((reinterpret_cast<std::size_t>(original) & ~(std::size_t(15))) + 16);
+  void *aligned = reinterpret_cast<void*>((reinterpret_cast<std::size_t>(original) & ~(std::size_t(EIGEN_ALIGN_BYTES-1))) + EIGEN_ALIGN_BYTES);
   *(reinterpret_cast<void**>(aligned) - 1) = original;
   return aligned;
 }
@@ -128,9 +128,9 @@ inline void* handmade_aligned_realloc(void* ptr, std::size_t size, std::size_t =
   if (ptr == 0) return handmade_aligned_malloc(size);
   void *original = *(reinterpret_cast<void**>(ptr) - 1);
   std::ptrdiff_t previous_offset = static_cast<char *>(ptr)-static_cast<char *>(original);
-  original = std::realloc(original,size+16);
+  original = std::realloc(original,size+EIGEN_ALIGN_BYTES);
   if (original == 0) return 0;
-  void *aligned = reinterpret_cast<void*>((reinterpret_cast<std::size_t>(original) & ~(std::size_t(15))) + 16);
+  void *aligned = reinterpret_cast<void*>((reinterpret_cast<std::size_t>(original) & ~(std::size_t(EIGEN_ALIGN_BYTES-1))) + EIGEN_ALIGN_BYTES);
   void *previous_aligned = static_cast<char *>(original)+previous_offset;
   if(aligned!=previous_aligned)
     std::memmove(aligned, previous_aligned, size);
@@ -208,7 +208,7 @@ inline void check_that_malloc_is_allowed()
 {}
 #endif
 
-/** \internal Allocates \a size bytes. The returned pointer is guaranteed to have 16 bytes alignment.
+/** \internal Allocates \a size bytes. The returned pointer is guaranteed to have 16 or 32 bytes alignment depending on the requirements.
   * On allocation error, the returned pointer is null, and std::bad_alloc is thrown.
   */
 inline void* aligned_malloc(size_t size)
@@ -221,11 +221,11 @@ inline void* aligned_malloc(size_t size)
   #elif EIGEN_MALLOC_ALREADY_ALIGNED
     result = std::malloc(size);
   #elif EIGEN_HAS_POSIX_MEMALIGN
-    if(posix_memalign(&result, 16, size)) result = 0;
+    if(posix_memalign(&result, EIGEN_ALIGN_BYTES, size)) result = 0;
   #elif EIGEN_HAS_MM_MALLOC
-    result = _mm_malloc(size, 16);
+    result = _mm_malloc(size, EIGEN_ALIGN_BYTES);
   #elif defined(_MSC_VER) && (!defined(_WIN32_WCE))
-    result = _aligned_malloc(size, 16);
+    result = _aligned_malloc(size, EIGEN_ALIGN_BYTES);
   #else
     result = handmade_aligned_malloc(size);
   #endif
@@ -275,12 +275,12 @@ inline void* aligned_realloc(void *ptr, size_t new_size, size_t old_size)
   // implements _mm_malloc/_mm_free based on the corresponding _aligned_
   // functions. This may not always be the case and we just try to be safe.
   #if defined(_MSC_VER) && (!defined(_WIN32_WCE)) && defined(_mm_free)
-    result = _aligned_realloc(ptr,new_size,16);
+    result = _aligned_realloc(ptr,new_size,EIGEN_ALIGN_BYTES);
   #else
     result = generic_aligned_realloc(ptr,new_size,old_size);
   #endif
 #elif defined(_MSC_VER) && (!defined(_WIN32_WCE))
-  result = _aligned_realloc(ptr,new_size,16);
+  result = _aligned_realloc(ptr,new_size,EIGEN_ALIGN_BYTES);
 #else
   result = handmade_aligned_realloc(ptr,new_size,old_size);
 #endif
@@ -552,7 +552,7 @@ template<typename T> struct smart_memmove_helper<T,false> {
 // you can overwrite Eigen's default behavior regarding alloca by defining EIGEN_ALLOCA
 // to the appropriate stack allocation function
 #ifndef EIGEN_ALLOCA
-  #if (defined __linux__)
+  #if (defined __linux__) || (defined __APPLE__)
     #define EIGEN_ALLOCA alloca
   #elif defined(_MSC_VER)
     #define EIGEN_ALLOCA _alloca
@@ -607,9 +607,9 @@ template<typename T> class aligned_stack_memory_handler
   * The underlying stack allocation function can controlled with the EIGEN_ALLOCA preprocessor token.
   */
 #ifdef EIGEN_ALLOCA
-
+  // The native alloca() that comes with llvm aligns buffer on 16 bytes even when AVX is enabled.
-  #if defined(__arm__) || defined(_WIN32)
+#if defined(__arm__) || defined(_WIN32) || EIGEN_ALIGN_BYTES > 16
-    #define EIGEN_ALIGNED_ALLOCA(SIZE) reinterpret_cast<void*>((reinterpret_cast<size_t>(EIGEN_ALLOCA(SIZE+16)) & ~(size_t(15))) + 16)
+    #define EIGEN_ALIGNED_ALLOCA(SIZE) reinterpret_cast<void*>((reinterpret_cast<size_t>(EIGEN_ALLOCA(SIZE+EIGEN_ALIGN_BYTES)) & ~(size_t(EIGEN_ALIGN_BYTES-1))) + EIGEN_ALIGN_BYTES)
   #else
     #define EIGEN_ALIGNED_ALLOCA EIGEN_ALLOCA
   #endif
@@ -679,7 +679,7 @@ template<typename T> class aligned_stack_memory_handler
 
 #define EIGEN_MAKE_ALIGNED_OPERATOR_NEW EIGEN_MAKE_ALIGNED_OPERATOR_NEW_IF(true)
 #define EIGEN_MAKE_ALIGNED_OPERATOR_NEW_IF_VECTORIZABLE_FIXED_SIZE(Scalar,Size) \
-  EIGEN_MAKE_ALIGNED_OPERATOR_NEW_IF(bool(((Size)!=Eigen::Dynamic) && ((sizeof(Scalar)*(Size))%16==0)))
+  EIGEN_MAKE_ALIGNED_OPERATOR_NEW_IF(bool(((Size)!=Eigen::Dynamic) && ((sizeof(Scalar)*(Size))%EIGEN_ALIGN_BYTES==0)))
 
 /****************************************************************************/
 
@@ -700,7 +700,7 @@ template<typename T> class aligned_stack_memory_handler
 * \sa \ref TopicStlContainers.
 */
 template<class T>
-class aligned_allocator
+class aligned_allocator : public std::allocator<T>
 {
 public:
   typedef size_t          size_type;
@@ -717,81 +717,25 @@ public:
     typedef aligned_allocator<U> other;
   };
 
-    pointer address( reference value ) const
+  aligned_allocator() : std::allocator<T>() {}
-    {
-        return &value;
-    }
 
-    const_pointer address( const_reference value ) const
+  aligned_allocator(const aligned_allocator& other) : std::allocator<T>(other) {}
-    {
-        return &value;
-    }
-
-    aligned_allocator()
-    {
-    }
-
-    aligned_allocator( const aligned_allocator& )
-    {
-    }
 
   template<class U>
-    aligned_allocator( const aligned_allocator<U>& )
+  aligned_allocator(const aligned_allocator<U>& other) : std::allocator<T>(other) {}
-    {
-    }
 
-    ~aligned_allocator()
+  ~aligned_allocator() {}
-    {
-    }
 
-    size_type max_size() const
+  pointer allocate(size_type num, const void* /*hint*/ = 0)
   {
-        return (std::numeric_limits<size_type>::max)();
-    }
-
-    pointer allocate( size_type num, const void* hint = 0 )
-    {
-        EIGEN_UNUSED_VARIABLE(hint);
     internal::check_size_for_overflow<T>(num);
-        return static_cast<pointer>( internal::aligned_malloc( num * sizeof(T) ) );
+    return static_cast<pointer>( internal::aligned_malloc(num * sizeof(T)) );
   }
 
-    void construct( pointer p, const T& value )
+  void deallocate(pointer p, size_type /*num*/)
   {
-        ::new( p ) T( value );
+    internal::aligned_free(p);
   }
-
-#if (__cplusplus >= 201103L)
-    template <typename U, typename... Args>
-    void construct( U* u, Args&&... args)
-    {
-        ::new( static_cast<void*>(u) ) U( std::forward<Args>( args )... );
-    }
-#endif
-
-    void destroy( pointer p )
-    {
-        p->~T();
-    }
-
-#if (__cplusplus >= 201103L)
-    template <typename U>
-    void destroy( U* u )
-    {
-        u->~U();
-    }
-#endif
-
-    void deallocate( pointer p, size_type /*num*/ )
-    {
-        internal::aligned_free( p );
-    }
-
-    bool operator!=(const aligned_allocator<T>& ) const
-    { return false; }
-
-    bool operator==(const aligned_allocator<T>& ) const
-    { return true; }
 };
 
 //---------- Cache sizes ----------
@@ -823,9 +767,9 @@ namespace internal {
 
 #ifdef EIGEN_CPUID
 
-inline bool cpuid_is_vendor(int abcd[4], const char* vendor)
+inline bool cpuid_is_vendor(int abcd[4], const int vendor[3])
 {
-  return abcd[1]==(reinterpret_cast<const int*>(vendor))[0] && abcd[3]==(reinterpret_cast<const int*>(vendor))[1] && abcd[2]==(reinterpret_cast<const int*>(vendor))[2];
+  return abcd[1]==vendor[0] && abcd[3]==vendor[1] && abcd[2]==vendor[2];
 }
 
 inline void queryCacheSizes_intel_direct(int& l1, int& l2, int& l3)
@@ -967,13 +911,16 @@ inline void queryCacheSizes(int& l1, int& l2, int& l3)
 {
   #ifdef EIGEN_CPUID
   int abcd[4];
+  const int GenuineIntel[] = {0x756e6547, 0x49656e69, 0x6c65746e};
+  const int AuthenticAMD[] = {0x68747541, 0x69746e65, 0x444d4163};
+  const int AMDisbetter_[] = {0x69444d41, 0x74656273, 0x21726574}; // "AMDisbetter!"
 
   // identify the CPU vendor
   EIGEN_CPUID(abcd,0x0,0);
   int max_std_funcs = abcd[1];
-  if(cpuid_is_vendor(abcd,"GenuineIntel"))
+  if(cpuid_is_vendor(abcd,GenuineIntel))
     queryCacheSizes_intel(l1,l2,l3,max_std_funcs);
-  else if(cpuid_is_vendor(abcd,"AuthenticAMD") || cpuid_is_vendor(abcd,"AMDisbetter!"))
+  else if(cpuid_is_vendor(abcd,AuthenticAMD) || cpuid_is_vendor(abcd,AMDisbetter_))
     queryCacheSizes_amd(l1,l2,l3);
   else
     // by default let's use Intel's API

Eigen/src/Core/util/XprHelper.h

@@ -101,6 +101,7 @@ template<typename T> struct packet_traits;
 template<typename T> struct unpacket_traits
 {
   typedef T type;
+  typedef T half;
   enum {size=1};
 };
 
@@ -137,7 +138,7 @@ class compute_matrix_flags
             ((Options&DontAlign)==0)
         && (
 #if EIGEN_ALIGN_STATICALLY
-             ((!is_dynamic_size_storage) && (((MaxCols*MaxRows*int(sizeof(Scalar))) % 16) == 0))
+             ((!is_dynamic_size_storage) && (((MaxCols*MaxRows*int(sizeof(Scalar))) % EIGEN_ALIGN_BYTES) == 0))
 #else
              0
 #endif

Eigen/src/Eigenvalues/EigenSolver.h

@@ -275,10 +275,11 @@ template<typename _MatrixType> class EigenSolver
       */
     EigenSolver& compute(const MatrixType& matrix, bool computeEigenvectors = true);
 
+    /** \returns NumericalIssue if the input contains INF or NaN values or overflow occured. Returns Success otherwise. */
     ComputationInfo info() const
     {
       eigen_assert(m_isInitialized && "EigenSolver is not initialized.");
-      return m_realSchur.info();
+      return m_info;
     }
 
     /** \brief Sets the maximum number of iterations allowed. */
@@ -302,6 +303,7 @@ template<typename _MatrixType> class EigenSolver
     EigenvalueType m_eivalues;
     bool m_isInitialized;
     bool m_eigenvectorsOk;
+    ComputationInfo m_info;
     RealSchur<MatrixType> m_realSchur;
     MatrixType m_matT;
 
@@ -366,12 +368,16 @@ EigenSolver<MatrixType>::compute(const MatrixType& matrix, bool computeEigenvect
 {
   using std::sqrt;
   using std::abs;
+  using std::max;
+  using numext::isfinite;
   eigen_assert(matrix.cols() == matrix.rows());
 
   // Reduce to real Schur form.
   m_realSchur.compute(matrix, computeEigenvectors);
   
-  if (m_realSchur.info() == Success)
+  m_info = m_realSchur.info();
+
+  if (m_info == Success)
   {
     m_matT = m_realSchur.matrixT();
     if (computeEigenvectors)
@@ -385,14 +391,40 @@ EigenSolver<MatrixType>::compute(const MatrixType& matrix, bool computeEigenvect
       if (i == matrix.cols() - 1 || m_matT.coeff(i+1, i) == Scalar(0)) 
       {
         m_eivalues.coeffRef(i) = m_matT.coeff(i, i);
+        if(!isfinite(m_eivalues.coeffRef(i)))
+        {
+          m_isInitialized = true;
+          m_eigenvectorsOk = false;
+          m_info = NumericalIssue;
+          return *this;
+        }
         ++i;
       }
       else
       {
         Scalar p = Scalar(0.5) * (m_matT.coeff(i, i) - m_matT.coeff(i+1, i+1));
-        Scalar z = sqrt(abs(p * p + m_matT.coeff(i+1, i) * m_matT.coeff(i, i+1)));
+        Scalar z;
+        // Compute z = sqrt(abs(p * p + m_matT.coeff(i+1, i) * m_matT.coeff(i, i+1)));
+        // without overflow
+        {
+          Scalar t0 = m_matT.coeff(i+1, i);
+          Scalar t1 = m_matT.coeff(i, i+1);
+          Scalar maxval = (max)(abs(p),(max)(abs(t0),abs(t1)));
+          t0 /= maxval;
+          t1 /= maxval;
+          Scalar p0 = p/maxval;
+          z = maxval * sqrt(abs(p0 * p0 + t0 * t1));
+        }
+        
         m_eivalues.coeffRef(i)   = ComplexScalar(m_matT.coeff(i+1, i+1) + p, z);
         m_eivalues.coeffRef(i+1) = ComplexScalar(m_matT.coeff(i+1, i+1) + p, -z);
+        if(!(isfinite(m_eivalues.coeffRef(i)) && isfinite(m_eivalues.coeffRef(i+1))))
+        {
+          m_isInitialized = true;
+          m_eigenvectorsOk = false;
+          m_info = NumericalIssue;
+          return *this;
+        }
         i += 2;
       }
     }
@@ -581,7 +613,7 @@ void EigenSolver<MatrixType>::doComputeEigenvectors()
     }
     else
     {
-      eigen_assert(0 && "Internal bug in EigenSolver"); // this should not happen
+      eigen_assert(0 && "Internal bug in EigenSolver (INF or NaN has not been detected)"); // this should not happen
     }
   }
 

Eigen/src/Geometry/AngleAxis.h

@@ -77,7 +77,9 @@ public:
     *          represents an invalid rotation. */
   template<typename Derived>
   inline AngleAxis(const Scalar& angle, const MatrixBase<Derived>& axis) : m_axis(axis), m_angle(angle) {}
-  /** Constructs and initialize the angle-axis rotation from a quaternion \a q. */
+  /** Constructs and initialize the angle-axis rotation from a quaternion \a q.
+    * This function implicitly normalizes the quaternion \a q.
+    */
   template<typename QuatDerived> inline explicit AngleAxis(const QuaternionBase<QuatDerived>& q) { *this = q; }
   /** Constructs and initialize the angle-axis rotation from a 3x3 rotation matrix. */
   template<typename Derived>
@@ -149,29 +151,27 @@ typedef AngleAxis<float> AngleAxisf;
 typedef AngleAxis<double> AngleAxisd;
 
 /** Set \c *this from a \b unit quaternion.
-  * The axis is normalized.
+  * The resulting axis is normalized.
   * 
-  * \warning As any other method dealing with quaternion, if the input quaternion
+  * This function implicitly normalizes the quaternion \a q.
-  *          is not normalized then the result is undefined.
   */
 template<typename Scalar>
 template<typename QuatDerived>
 AngleAxis<Scalar>& AngleAxis<Scalar>::operator=(const QuaternionBase<QuatDerived>& q)
 {
-  using std::acos;
+  using std::atan2;
-  EIGEN_USING_STD_MATH(min);
+  Scalar n = q.vec().norm();
-  EIGEN_USING_STD_MATH(max);
+  if(n<NumTraits<Scalar>::epsilon())
-  using std::sqrt;
+    n = q.vec().stableNorm();
-  Scalar n2 = q.vec().squaredNorm();
+  if (n > Scalar(0))
-  if (n2 < NumTraits<Scalar>::dummy_precision()*NumTraits<Scalar>::dummy_precision())
   {
-    m_angle = 0;
+    m_angle = Scalar(2)*atan2(n, q.w());
-    m_axis << 1, 0, 0;
+    m_axis  = q.vec() / n;
   }
   else
   {
-    m_angle = Scalar(2)*acos((min)((max)(Scalar(-1),q.w()),Scalar(1)));
+    m_angle = 0;
-    m_axis = q.vec() / sqrt(n2);
+    m_axis << 1, 0, 0;
   }
   return *this;
 }

Eigen/src/Geometry/Quaternion.h

@@ -587,7 +587,7 @@ inline Derived& QuaternionBase<Derived>::setFromTwoVectors(const MatrixBase<Deri
   //    which yields a singular value problem
   if (c < Scalar(-1)+NumTraits<Scalar>::dummy_precision())
   {
-    c = max<Scalar>(c,-1);
+    c = (max)(c,Scalar(-1));
     Matrix<Scalar,2,3> m; m << v0.transpose(), v1.transpose();
     JacobiSVD<Matrix<Scalar,2,3> > svd(m, ComputeFullV);
     Vector3 axis = svd.matrixV().col(2);

Eigen/src/Geometry/Transform.h

@@ -194,9 +194,9 @@ public:
   /** type of the matrix used to represent the linear part of the transformation */
   typedef Matrix<Scalar,Dim,Dim,Options> LinearMatrixType;
   /** type of read/write reference to the linear part of the transformation */
-  typedef Block<MatrixType,Dim,Dim,int(Mode)==(AffineCompact)> LinearPart;
+  typedef Block<MatrixType,Dim,Dim,int(Mode)==(AffineCompact) && (Options&RowMajor)==0> LinearPart;
   /** type of read reference to the linear part of the transformation */
-  typedef const Block<ConstMatrixType,Dim,Dim,int(Mode)==(AffineCompact)> ConstLinearPart;
+  typedef const Block<ConstMatrixType,Dim,Dim,int(Mode)==(AffineCompact) && (Options&RowMajor)==0> ConstLinearPart;
   /** type of read/write reference to the affine part of the transformation */
   typedef typename internal::conditional<int(Mode)==int(AffineCompact),
                               MatrixType&,

Eigen/src/Geometry/Umeyama.h

@@ -113,7 +113,7 @@ umeyama(const MatrixBase<Derived>& src, const MatrixBase<OtherDerived>& dst, boo
   const Index n = src.cols(); // number of measurements
 
   // required for demeaning ...
-  const RealScalar one_over_n = 1 / static_cast<RealScalar>(n);
+  const RealScalar one_over_n = RealScalar(1) / static_cast<RealScalar>(n);
 
   // computation of mean
   const VectorType src_mean = src.rowwise().sum() * one_over_n;
@@ -136,16 +136,16 @@ umeyama(const MatrixBase<Derived>& src, const MatrixBase<OtherDerived>& dst, boo
 
   // Eq. (39)
   VectorType S = VectorType::Ones(m);
-  if (sigma.determinant()<0) S(m-1) = -1;
+  if (sigma.determinant()<Scalar(0)) S(m-1) = Scalar(-1);
 
   // Eq. (40) and (43)
   const VectorType& d = svd.singularValues();
   Index rank = 0; for (Index i=0; i<m; ++i) if (!internal::isMuchSmallerThan(d.coeff(i),d.coeff(0))) ++rank;
   if (rank == m-1) {
-    if ( svd.matrixU().determinant() * svd.matrixV().determinant() > 0 ) {
+    if ( svd.matrixU().determinant() * svd.matrixV().determinant() > Scalar(0) ) {
       Rt.block(0,0,m,m).noalias() = svd.matrixU()*svd.matrixV().transpose();
     } else {
-      const Scalar s = S(m-1); S(m-1) = -1;
+      const Scalar s = S(m-1); S(m-1) = Scalar(-1);
       Rt.block(0,0,m,m).noalias() = svd.matrixU() * S.asDiagonal() * svd.matrixV().transpose();
       S(m-1) = s;
     }
@@ -156,7 +156,7 @@ umeyama(const MatrixBase<Derived>& src, const MatrixBase<OtherDerived>& dst, boo
   if (with_scaling)
   {
     // Eq. (42)
-    const Scalar c = 1/src_var * svd.singularValues().dot(S);
+    const Scalar c = Scalar(1)/src_var * svd.singularValues().dot(S);
 
     // Eq. (41)
     Rt.col(m).head(m) = dst_mean;

Eigen/src/Householder/BlockHouseholder.h

@@ -48,7 +48,7 @@ void apply_block_householder_on_the_left(MatrixType& mat, const VectorsType& vec
   typedef typename MatrixType::Index Index;
   enum { TFactorSize = MatrixType::ColsAtCompileTime };
   Index nbVecs = vectors.cols();
-  Matrix<typename MatrixType::Scalar, TFactorSize, TFactorSize> T(nbVecs,nbVecs);
+  Matrix<typename MatrixType::Scalar, TFactorSize, TFactorSize, ColMajor> T(nbVecs,nbVecs);
   make_block_householder_triangular_factor(T, vectors, hCoeffs);
 
   const TriangularView<const VectorsType, UnitLower>& V(vectors);

Eigen/src/IterativeLinearSolvers/BasicPreconditioners.h

@@ -65,10 +65,10 @@ class DiagonalPreconditioner
       {
         typename MatType::InnerIterator it(mat,j);
         while(it && it.index()!=j) ++it;
-        if(it && it.index()==j)
+        if(it && it.index()==j && it.value()!=Scalar(0))
           m_invdiag(j) = Scalar(1)/it.value();
         else
-          m_invdiag(j) = 0;
+          m_invdiag(j) = Scalar(1);
       }
       m_isInitialized = true;
       return *this;

Eigen/src/LU/FullPivLU.h

@@ -29,10 +29,11 @@ template<typename _MatrixType> struct traits<FullPivLU<_MatrixType> >
   *
   * \param MatrixType the type of the matrix of which we are computing the LU decomposition
   *
-  * This class represents a LU decomposition of any matrix, with complete pivoting: the matrix A
+  * This class represents a LU decomposition of any matrix, with complete pivoting: the matrix A is
-  * is decomposed as A = PLUQ where L is unit-lower-triangular, U is upper-triangular, and P and Q
+  * decomposed as \f$ A = P^{-1} L U Q^{-1} \f$ where L is unit-lower-triangular, U is
-  * are permutation matrices. This is a rank-revealing LU decomposition. The eigenvalues (diagonal
+  * upper-triangular, and P and Q are permutation matrices. This is a rank-revealing LU
-  * coefficients) of U are sorted in such a way that any zeros are at the end.
+  * decomposition. The eigenvalues (diagonal coefficients) of U are sorted in such a way that any
+  * zeros are at the end.
   *
   * This decomposition provides the generic approach to solving systems of linear equations, computing
   * the rank, invertibility, inverse, kernel, and determinant.
@@ -546,8 +547,8 @@ typename internal::traits<MatrixType>::Scalar FullPivLU<MatrixType>::determinant
 }
 
 /** \returns the matrix represented by the decomposition,
- * i.e., it returns the product: P^{-1} L U Q^{-1}.
+ * i.e., it returns the product: \f$ P^{-1} L U Q^{-1} \f$.
- * This function is provided for debug purpose. */
+ * This function is provided for debug purposes. */
 template<typename MatrixType>
 MatrixType FullPivLU<MatrixType>::reconstructedMatrix() const
 {

Eigen/src/OrderingMethods/Ordering.h

@@ -109,7 +109,7 @@ class NaturalOrdering
   * \class COLAMDOrdering
   *
   * Functor computing the \em column \em approximate \em minimum \em degree ordering 
-  * The matrix should be in column-major format
+  * The matrix should be in column-major and \b compressed format (see SparseMatrix::makeCompressed()).
   */
 template<typename Index>
 class COLAMDOrdering
@@ -118,10 +118,14 @@ class COLAMDOrdering
     typedef PermutationMatrix<Dynamic, Dynamic, Index> PermutationType; 
     typedef Matrix<Index, Dynamic, 1> IndexVector;
     
-    /** Compute the permutation vector form a sparse matrix */
+    /** Compute the permutation vector \a perm form the sparse matrix \a mat
+      * \warning The input sparse matrix \a mat must be in compressed mode (see SparseMatrix::makeCompressed()).
+      */
     template <typename MatrixType>
     void operator() (const MatrixType& mat, PermutationType& perm)
     {
+      eigen_assert(mat.isCompressed() && "COLAMDOrdering requires a sparse matrix in compressed mode. Call .makeCompressed() before passing it to COLAMDOrdering");
+      
       Index m = mat.rows();
       Index n = mat.cols();
       Index nnz = mat.nonZeros();

Eigen/src/SVD/JacobiSVD.h

@@ -415,6 +415,7 @@ void real_2x2_jacobi_svd(const MatrixType& matrix, Index p, Index q,
                          JacobiRotation<RealScalar> *j_right)
 {
   using std::sqrt;
+  using std::abs;
   Matrix<RealScalar,2,2> m;
   m << numext::real(matrix.coeff(p,p)), numext::real(matrix.coeff(p,q)),
        numext::real(matrix.coeff(q,p)), numext::real(matrix.coeff(q,q));
@@ -428,9 +429,11 @@ void real_2x2_jacobi_svd(const MatrixType& matrix, Index p, Index q,
   }
   else
   {
-    RealScalar u = d / t;
+    RealScalar t2d2 = numext::hypot(t,d);
-    rot1.c() = RealScalar(1) / sqrt(RealScalar(1) + numext::abs2(u));
+    rot1.c() = abs(t)/t2d2;
-    rot1.s() = rot1.c() * u;
+    rot1.s() = d/t2d2;
+    if(t<RealScalar(0))
+      rot1.s() = -rot1.s();
   }
   m.applyOnTheLeft(0,1,rot1);
   j_right->makeJacobi(m,0,1);

Eigen/src/SparseCore/SparseBlock.h

@@ -338,7 +338,10 @@ const Block<const Derived,Dynamic,Dynamic,true> SparseMatrixBase<Derived>::inner
 namespace internal {
   
 template< typename XprType, int BlockRows, int BlockCols, bool InnerPanel,
-          bool OuterVector =  (BlockCols==1 && XprType::IsRowMajor) || (BlockRows==1 && !XprType::IsRowMajor)>
+          bool OuterVector =  (BlockCols==1 && XprType::IsRowMajor)
+                               | // FIXME | instead of || to please GCC 4.4.0 stupid warning "suggest parentheses around &&".
+                                 // revert to || as soon as not needed anymore. 
+                              (BlockRows==1 && !XprType::IsRowMajor)>
 class GenericSparseBlockInnerIteratorImpl;
 
 }

Eigen/src/SparseCore/SparseMatrix.h

@@ -1205,7 +1205,7 @@ EIGEN_DONT_INLINE typename SparseMatrix<_Scalar,_Options,_Index>::Scalar& Sparse
     m_data.value(p) = m_data.value(p-1);
     --p;
   }
-  eigen_assert((p<=startId || m_data.index(p-1)!=inner) && "you cannot insert an element that already exist, you must call coeffRef to this end");
+  eigen_assert((p<=startId || m_data.index(p-1)!=inner) && "you cannot insert an element that already exists, you must call coeffRef to this end");
 
   m_innerNonZeros[outer]++;
 

Eigen/src/SparseQR/SparseQR.h

@@ -58,6 +58,7 @@ namespace internal {
   * \tparam _OrderingType The fill-reducing ordering method. See the \link OrderingMethods_Module 
   *  OrderingMethods \endlink module for the list of built-in and external ordering methods.
   * 
+  * \warning The input sparse matrix A must be in compressed mode (see SparseMatrix::makeCompressed()).
   * 
   */
 template<typename _MatrixType, typename _OrderingType>
@@ -77,10 +78,23 @@ class SparseQR
     SparseQR () : m_isInitialized(false), m_analysisIsok(false), m_lastError(""), m_useDefaultThreshold(true),m_isQSorted(false)
     { }
     
+    /** Construct a QR factorization of the matrix \a mat.
+      * 
+      * \warning The matrix \a mat must be in compressed mode (see SparseMatrix::makeCompressed()).
+      * 
+      * \sa compute()
+      */
     SparseQR(const MatrixType& mat) : m_isInitialized(false), m_analysisIsok(false), m_lastError(""), m_useDefaultThreshold(true),m_isQSorted(false)
     {
       compute(mat);
     }
+    
+    /** Computes the QR factorization of the sparse matrix \a mat.
+      * 
+      * \warning The matrix \a mat must be in compressed mode (see SparseMatrix::makeCompressed()).
+      * 
+      * \sa analyzePattern(), factorize()
+      */
     void compute(const MatrixType& mat)
     {
       analyzePattern(mat);
@@ -255,6 +269,8 @@ class SparseQR
 };
 
 /** \brief Preprocessing step of a QR factorization 
+  * 
+  * \warning The matrix \a mat must be in compressed mode (see SparseMatrix::makeCompressed()).
   * 
   * In this step, the fill-reducing permutation is computed and applied to the columns of A
   * and the column elimination tree is computed as well. Only the sparsity pattern of \a mat is exploited.
@@ -264,6 +280,7 @@ class SparseQR
 template <typename MatrixType, typename OrderingType>
 void SparseQR<MatrixType,OrderingType>::analyzePattern(const MatrixType& mat)
 {
+  eigen_assert(mat.isCompressed() && "SparseQR requires a sparse matrix in compressed mode. Call .makeCompressed() before passing it to SparseQR");
   // Compute the column fill reducing ordering
   OrderingType ord; 
   ord(mat, m_perm_c); 

Eigen/src/StlSupport/StdDeque.h

@@ -11,7 +11,7 @@
 #ifndef EIGEN_STDDEQUE_H
 #define EIGEN_STDDEQUE_H
 
-#include "Eigen/src/StlSupport/details.h"
+#include "details.h"
 
 // Define the explicit instantiation (e.g. necessary for the Intel compiler)
 #if defined(__INTEL_COMPILER) || defined(__GNUC__)

Eigen/src/StlSupport/StdList.h

@@ -10,7 +10,7 @@
 #ifndef EIGEN_STDLIST_H
 #define EIGEN_STDLIST_H
 
-#include "Eigen/src/StlSupport/details.h"
+#include "details.h"
 
 // Define the explicit instantiation (e.g. necessary for the Intel compiler)
 #if defined(__INTEL_COMPILER) || defined(__GNUC__)

Eigen/src/StlSupport/StdVector.h

@@ -11,7 +11,7 @@
 #ifndef EIGEN_STDVECTOR_H
 #define EIGEN_STDVECTOR_H
 
-#include "Eigen/src/StlSupport/details.h"
+#include "details.h"
 
 /**
  * This section contains a convenience MACRO which allows an easy specialization of

Eigen/src/plugins/ArrayCwiseUnaryOps.h

@@ -141,6 +141,18 @@ tan() const
   return derived();
 }
 
+/** \returns an expression of the coefficient-wise arc tan of *this.
+  *
+  * Example: \include Cwise_atan.cpp
+  * Output: \verbinclude Cwise_atan.out
+  *
+  * \sa cos(), sin(), tan()
+  */
+inline const CwiseUnaryOp<internal::scalar_atan_op<Scalar>, Derived>
+atan() const
+{
+  return derived();
+}
 
 /** \returns an expression of the coefficient-wise power of *this to the given exponent.
   *

README.md

@@ -0,0 +1,3 @@
+**Eigen is a C++ template library for linear algebra: matrices, vectors, numerical solvers, and related algorithms.**
+
+For more information go to http://eigen.tuxfamily.org/.

bench/bench_gemm.cpp

@@ -2,6 +2,14 @@
 // g++-4.4 bench_gemm.cpp -I .. -O2 -DNDEBUG -lrt -fopenmp && OMP_NUM_THREADS=2  ./a.out
 // icpc bench_gemm.cpp -I .. -O3 -DNDEBUG -lrt -openmp  && OMP_NUM_THREADS=2  ./a.out
 
+// Compilation options:
+// 
+// -DSCALAR=std::complex<double>
+// -DSCALARA=double or -DSCALARB=double
+// -DHAVE_BLAS
+// -DDECOUPLED
+//
+
 #include <iostream>
 #include <Eigen/Core>
 #include <bench/BenchTimer.h>
@@ -14,10 +22,18 @@ using namespace Eigen;
 #define SCALAR float
 #endif
 
+#ifndef SCALARA
+#define SCALARA SCALAR
+#endif
+
+#ifndef SCALARB
+#define SCALARB SCALAR
+#endif
+
 typedef SCALAR Scalar;
 typedef NumTraits<Scalar>::Real RealScalar;
-typedef Matrix<RealScalar,Dynamic,Dynamic> A;
+typedef Matrix<SCALARA,Dynamic,Dynamic> A;
-typedef Matrix</*Real*/Scalar,Dynamic,Dynamic> B;
+typedef Matrix<SCALARB,Dynamic,Dynamic> B;
 typedef Matrix<Scalar,Dynamic,Dynamic> C;
 typedef Matrix<RealScalar,Dynamic,Dynamic> M;
 
@@ -129,35 +145,62 @@ int main(int argc, char ** argv)
   int tries = 2;  // number of tries, we keep the best
 
   int s = 2048;
+  int m = s;
+  int n = s;
+  int p = s;
   int cache_size = -1;
 
   bool need_help = false;
-  for (int i=1; i<argc; ++i)
+  for (int i=1; i<argc;)
   {
-    if(argv[i][0]=='s')
+    if(argv[i][0]=='-')
-      s = atoi(argv[i]+1);
+    {
-    else if(argv[i][0]=='c')
+      if(argv[i][1]=='s')
-      cache_size = atoi(argv[i]+1);
+      {
-    else if(argv[i][0]=='t')
+        ++i;
-      tries = atoi(argv[i]+1);
+        s = atoi(argv[i++]);
-    else if(argv[i][0]=='p')
+        m = n = p = s;
-      rep = atoi(argv[i]+1);
+        if(argv[i][0]!='-')
+        {
+          n = atoi(argv[i++]);
+          p = atoi(argv[i++]);
+        }
+      }
+      else if(argv[i][1]=='c')
+      {
+        ++i;
+        cache_size = atoi(argv[i++]);
+      }
+      else if(argv[i][1]=='t')
+      {
+        ++i;
+        tries = atoi(argv[i++]);
+      }
+      else if(argv[i][1]=='p')
+      {
+        ++i;
+        rep = atoi(argv[i++]);
+      }
+    }
     else
+    {
       need_help = true;
+      break;
+    }
   }
 
   if(need_help)
   {
-    std::cout << argv[0] << " s<matrix size> c<cache size> t<nb tries> p<nb repeats>\n";
+    std::cout << argv[0] << " -s <matrix sizes> -c <cache size> -t <nb tries> -p <nb repeats>\n";
+    std::cout << "   <matrix sizes> : size\n";
+    std::cout << "   <matrix sizes> : rows columns depth\n";
     return 1;
   }
 
   if(cache_size>0)
     setCpuCacheSizes(cache_size,96*cache_size);
 
-  int m = s;
+  
-  int n = s;
-  int p = s;
   A a(m,p); a.setRandom();
   B b(p,n); b.setRandom();
   C c(m,n); c.setOnes();
@@ -172,6 +215,7 @@ int main(int argc, char ** argv)
 
   // check the parallel product is correct
   #if defined EIGEN_HAS_OPENMP
+  Eigen::initParallel();
   int procs = omp_get_max_threads();
   if(procs>1)
   {
@@ -188,11 +232,20 @@ int main(int argc, char ** argv)
   #elif defined HAVE_BLAS
     blas_gemm(a,b,r);
     c.noalias() += a * b;
-    if(!r.isApprox(c)) std::cerr << "Warning, your product is crap!\n\n";
+    if(!r.isApprox(c)) {
+      std::cout << r  - c << "\n";
+      std::cerr << "Warning, your product is crap!\n\n";
+    }
   #else
+    if(1.*m*n*p<2000.*2000*2000)
+    {
       gemm(a,b,c);
-    r.noalias() += a.cast<Scalar>() * b.cast<Scalar>();
+      r.noalias() += a.cast<Scalar>() .lazyProduct( b.cast<Scalar>() );
-    if(!r.isApprox(c)) std::cerr << "Warning, your product is crap!\n\n";
+      if(!r.isApprox(c)) {
+        std::cout << r - c << "\n";
+        std::cerr << "Warning, your product is crap!\n\n";
+      }
+    }
   #endif
 
   #ifdef HAVE_BLAS
@@ -214,7 +267,7 @@ int main(int argc, char ** argv)
   {
     BenchTimer tmono;
     omp_set_num_threads(1);
-    Eigen::internal::setNbThreads(1);
+    Eigen::setNbThreads(1);
     c = rc;
     BENCH(tmono, tries, rep, gemm(a,b,c));
     std::cout << "eigen mono cpu    " << tmono.best(CPU_TIMER)/rep  << "s  \t" << (double(m)*n*p*rep*2/tmono.best(CPU_TIMER))*1e-9  <<  " GFLOPS \t(" << tmono.total(CPU_TIMER)  << "s)\n";
@@ -223,6 +276,15 @@ int main(int argc, char ** argv)
   }
   #endif
   
+  if(1.*m*n*p<30*30*30)
+  {
+      BenchTimer tmt;
+      c = rc;
+      BENCH(tmt, tries, rep, c.noalias()+=a.lazyProduct(b));
+      std::cout << "lazy cpu         " << tmt.best(CPU_TIMER)/rep  << "s  \t" << (double(m)*n*p*rep*2/tmt.best(CPU_TIMER))*1e-9  <<  " GFLOPS \t(" << tmt.total(CPU_TIMER)  << "s)\n";
+      std::cout << "lazy real        " << tmt.best(REAL_TIMER)/rep << "s  \t" << (double(m)*n*p*rep*2/tmt.best(REAL_TIMER))*1e-9 <<  " GFLOPS \t(" << tmt.total(REAL_TIMER) << "s)\n";
+  }
+  
   #ifdef DECOUPLED
   if((NumTraits<A::Scalar>::IsComplex) && (NumTraits<B::Scalar>::IsComplex))
   {

bench/btl/CMakeLists.txt

@@ -104,6 +104,7 @@ add_subdirectory(libs/mtl4)
 add_subdirectory(libs/blitz)
 add_subdirectory(libs/tvmet)
 add_subdirectory(libs/STL)
+add_subdirectory(libs/blaze)
 
 add_subdirectory(data)
 

bench/btl/actions/action_axpby.hh

@@ -33,7 +33,7 @@ class Action_axpby {
 public :
 
   // Ctor
-  Action_axpby( int size ):_size(size),_alpha(0.5),_beta(0.95)
+  Action_axpby( int size ):_alpha(0.5),_beta(0.95),_size(size)
   {
     MESSAGE("Action_axpby Ctor");
 

bench/btl/actions/action_axpy.hh

@@ -35,7 +35,7 @@ public :
 
   // Ctor
 
-  Action_axpy( int size ):_size(size),_coef(1.0)
+  Action_axpy( int size ):_coef(1.0),_size(size)
   {
     MESSAGE("Action_axpy Ctor");
 

bench/btl/cmake/FindATLAS.cmake

@@ -4,10 +4,7 @@ if (ATLAS_LIBRARIES)
 endif (ATLAS_LIBRARIES)
 
 find_file(ATLAS_LIB libatlas.so.3 PATHS /usr/lib $ENV{ATLASDIR} ${LIB_INSTALL_DIR})
-find_library(ATLAS_LIB atlas PATHS $ENV{ATLASDIR} ${LIB_INSTALL_DIR})
+find_library(ATLAS_LIB satlas PATHS $ENV{ATLASDIR} ${LIB_INSTALL_DIR})
-
-find_file(ATLAS_CBLAS libcblas.so.3 PATHS /usr/lib $ENV{ATLASDIR} ${LIB_INSTALL_DIR})
-find_library(ATLAS_CBLAS cblas PATHS $ENV{ATLASDIR} ${LIB_INSTALL_DIR})
 
 find_file(ATLAS_LAPACK liblapack_atlas.so.3 PATHS /usr/lib $ENV{ATLASDIR} ${LIB_INSTALL_DIR})
 find_library(ATLAS_LAPACK lapack_atlas PATHS $ENV{ATLASDIR} ${LIB_INSTALL_DIR})
@@ -22,14 +19,14 @@ find_library(ATLAS_F77BLAS f77blas PATHS $ENV{ATLASDIR} ${LIB_INSTALL_DIR})
 
 if(ATLAS_LIB AND ATLAS_CBLAS AND ATLAS_LAPACK AND ATLAS_F77BLAS)
 
-  set(ATLAS_LIBRARIES ${ATLAS_LAPACK} ${ATLAS_CBLAS}  ${ATLAS_F77BLAS} ${ATLAS_LIB})
+  set(ATLAS_LIBRARIES ${ATLAS_LAPACK}  ${ATLAS_LIB})
   
   # search the default lapack lib link to it
   find_file(ATLAS_REFERENCE_LAPACK liblapack.so.3 PATHS /usr/lib /usr/lib64)
   find_library(ATLAS_REFERENCE_LAPACK NAMES lapack)
-  if(ATLAS_REFERENCE_LAPACK)
+#   if(ATLAS_REFERENCE_LAPACK)
-    set(ATLAS_LIBRARIES ${ATLAS_LIBRARIES} ${ATLAS_REFERENCE_LAPACK})
+#     set(ATLAS_LIBRARIES ${ATLAS_LIBRARIES} ${ATLAS_REFERENCE_LAPACK})
-  endif()
+#   endif()
   
 endif(ATLAS_LIB AND ATLAS_CBLAS AND ATLAS_LAPACK AND ATLAS_F77BLAS)
 

bench/btl/cmake/FindBLAZE.cmake

@@ -0,0 +1,31 @@
+# - Try to find eigen2 headers
+# Once done this will define
+#
+#  BLAZE_FOUND - system has blaze lib
+#  BLAZE_INCLUDE_DIR - the blaze include directory
+#
+# Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr>
+# Adapted from FindEigen.cmake:
+# Copyright (c) 2006, 2007 Montel Laurent, <montel@kde.org>
+# Redistribution and use is allowed according to the terms of the BSD license.
+# For details see the accompanying COPYING-CMAKE-SCRIPTS file.
+
+if (BLAZE_INCLUDE_DIR)
+
+  # in cache already
+  set(BLAZE_FOUND TRUE)
+
+else (BLAZE_INCLUDE_DIR)
+
+find_path(BLAZE_INCLUDE_DIR NAMES blaze/Blaze.h
+     PATHS
+     ${INCLUDE_INSTALL_DIR}
+   )
+
+include(FindPackageHandleStandardArgs)
+find_package_handle_standard_args(BLAZE DEFAULT_MSG BLAZE_INCLUDE_DIR)
+
+mark_as_advanced(BLAZE_INCLUDE_DIR)
+
+endif(BLAZE_INCLUDE_DIR)
+

bench/btl/cmake/FindGOTO.cmake

@@ -1,15 +0,0 @@
-
-if (GOTO_LIBRARIES)
-  set(GOTO_FIND_QUIETLY TRUE)
-endif (GOTO_LIBRARIES)
-
-find_library(GOTO_LIBRARIES goto PATHS $ENV{GOTODIR} ${LIB_INSTALL_DIR})
-
-if(GOTO_LIBRARIES AND CMAKE_COMPILER_IS_GNUCXX)
-  set(GOTO_LIBRARIES ${GOTO_LIBRARIES} "-lpthread -lgfortran")
-endif()
-
-include(FindPackageHandleStandardArgs)
-find_package_handle_standard_args(GOTO DEFAULT_MSG GOTO_LIBRARIES)
-
-mark_as_advanced(GOTO_LIBRARIES)

bench/btl/cmake/FindGOTO2.cmake

@@ -1,25 +0,0 @@
-
-if (GOTO2_LIBRARIES)
-  set(GOTO2_FIND_QUIETLY TRUE)
-endif (GOTO2_LIBRARIES)
-# 
-# find_path(GOTO_INCLUDES
-#   NAMES
-#   cblas.h
-#   PATHS
-#   $ENV{GOTODIR}/include
-#   ${INCLUDE_INSTALL_DIR}
-# )
-
-find_file(GOTO2_LIBRARIES libgoto2.so PATHS /usr/lib $ENV{GOTO2DIR} ${LIB_INSTALL_DIR})
-find_library(GOTO2_LIBRARIES goto2 PATHS $ENV{GOTO2DIR} ${LIB_INSTALL_DIR})
-
-if(GOTO2_LIBRARIES AND CMAKE_COMPILER_IS_GNUCXX)
-  set(GOTO2_LIBRARIES ${GOTO2_LIBRARIES} "-lpthread -lgfortran")
-endif()
-
-include(FindPackageHandleStandardArgs)
-find_package_handle_standard_args(GOTO2 DEFAULT_MSG
-                                  GOTO2_LIBRARIES)
-
-mark_as_advanced(GOTO2_LIBRARIES)

bench/btl/cmake/FindOPENBLAS.cmake

@@ -0,0 +1,17 @@
+
+if (OPENBLAS_LIBRARIES)
+  set(OPENBLAS_FIND_QUIETLY TRUE)
+endif (OPENBLAS_LIBRARIES)
+
+find_file(OPENBLAS_LIBRARIES libopenblas.so PATHS /usr/lib $ENV{OPENBLASDIR} ${LIB_INSTALL_DIR})
+find_library(OPENBLAS_LIBRARIES openblas PATHS $ENV{OPENBLASDIR} ${LIB_INSTALL_DIR})
+
+if(OPENBLAS_LIBRARIES AND CMAKE_COMPILER_IS_GNUCXX)
+  set(OPENBLAS_LIBRARIES ${OPENBLAS_LIBRARIES} "-lpthread -lgfortran")
+endif()
+
+include(FindPackageHandleStandardArgs)
+find_package_handle_standard_args(OPENBLAS DEFAULT_MSG
+                                  OPENBLAS_LIBRARIES)
+
+mark_as_advanced(OPENBLAS_LIBRARIES)

bench/btl/data/action_settings.txt

@@ -1,19 +1,19 @@
-aat ; "{/*1.5 A x A^T}" ; "matrix size" ; 4:3000
+aat ; "{/*1.5 A x A^T}" ; "matrix size" ; 4:5000
-ata ; "{/*1.5 A^T x A}" ; "matrix size" ; 4:3000
+ata ; "{/*1.5 A^T x A}" ; "matrix size" ; 4:5000
-atv ; "{/*1.5 matrix^T x vector}" ; "matrix size" ; 4:3000
+atv ; "{/*1.5 matrix^T x vector}" ; "matrix size" ; 4:5000
 axpby ; "{/*1.5 Y = alpha X + beta Y}" ; "vector size" ; 5:1000000
 axpy ; "{/*1.5 Y += alpha X}" ; "vector size" ; 5:1000000
-matrix_matrix ; "{/*1.5 matrix matrix product}" ; "matrix size" ; 4:3000
+matrix_matrix ; "{/*1.5 matrix matrix product}" ; "matrix size" ; 4:5000
-matrix_vector ; "{/*1.5 matrix vector product}" ; "matrix size" ; 4:3000
+matrix_vector ; "{/*1.5 matrix vector product}" ; "matrix size" ; 4:5000
-trmm ; "{/*1.5 triangular matrix matrix product}" ; "matrix size" ; 4:3000
+trmm ; "{/*1.5 triangular matrix matrix product}" ; "matrix size" ; 4:5000
-trisolve_vector ; "{/*1.5 triangular solver - vector (X = inv(L) X)}" ; "size" ; 4:3000
+trisolve_vector ; "{/*1.5 triangular solver - vector (X = inv(L) X)}" ; "size" ; 4:5000
-trisolve_matrix ; "{/*1.5 triangular solver - matrix (M = inv(L) M)}" ; "size" ; 4:3000
+trisolve_matrix ; "{/*1.5 triangular solver - matrix (M = inv(L) M)}" ; "size" ; 4:5000
-cholesky ; "{/*1.5 Cholesky decomposition}" ; "matrix size" ; 4:3000
+cholesky ; "{/*1.5 Cholesky decomposition}" ; "matrix size" ; 4:5000
-complete_lu_decomp ; "{/*1.5 Complete LU decomposition}" ; "matrix size" ; 4:3000
+complete_lu_decomp ; "{/*1.5 Complete LU decomposition}" ; "matrix size" ; 4:5000
-partial_lu_decomp ; "{/*1.5 Partial LU decomposition}" ; "matrix size" ; 4:3000
+partial_lu_decomp ; "{/*1.5 Partial LU decomposition}" ; "matrix size" ; 4:5000
-tridiagonalization ; "{/*1.5 Tridiagonalization}" ; "matrix size" ; 4:3000
+tridiagonalization ; "{/*1.5 Tridiagonalization}" ; "matrix size" ; 4:5000
-hessenberg ; "{/*1.5 Hessenberg decomposition}" ; "matrix size" ; 4:3000
+hessenberg ; "{/*1.5 Hessenberg decomposition}" ; "matrix size" ; 4:5000
-symv ; "{/*1.5 symmetric matrix vector product}" ; "matrix size" ; 4:3000
+symv ; "{/*1.5 symmetric matrix vector product}" ; "matrix size" ; 4:5000
-syr2 ; "{/*1.5 symmretric rank-2 update (A += u^T v + u v^T)}" ; "matrix size" ; 4:3000
+syr2 ; "{/*1.5 symmretric rank-2 update (A += u^T v + u v^T)}" ; "matrix size" ; 4:5000
-ger ; "{/*1.5 general rank-1 update (A += u v^T)}" ; "matrix size" ; 4:3000
+ger ; "{/*1.5 general rank-1 update (A += u v^T)}" ; "matrix size" ; 4:5000
 rot ; "{/*1.5 apply rotation in the plane}" ; "vector size" ; 4:1000000

bench/btl/data/perlib_plot_settings.txt

@@ -10,7 +10,7 @@ ublas ;           with lines lw 3 lt 1 lc rgbcolor "#00b7ff"
 mtl4 ;            with lines lw 3 lt 1 lc rgbcolor "#d18847"
 blitz ;           with lines lw 3 lt 1 lc rgbcolor "#ff00ff"
 F77 ;             with lines lw 3 lt 3 lc rgbcolor "#e6e64c"
-GOTO ;            with lines lw 3 lt 3 lc rgbcolor "#C05600"
+OPENBLAS ;        with lines lw 3 lt 1 lc rgbcolor "#C05600"
-GOTO2 ;           with lines lw 3 lt 1 lc rgbcolor "#C05600"
 C ;               with lines lw 3 lt 3 lc rgbcolor "#e6bd96"
 ACML ;            with lines lw 2 lt 3 lc rgbcolor "#e6e64c"
+blaze ;           with lines lw 3 lt 1 lc rgbcolor "#ff00ff"

bench/btl/generic_bench/bench_parameter.hh

@@ -33,7 +33,7 @@
 // min matrix size for matrix vector product bench
 #define MIN_MV 5
 // max matrix size for matrix vector product bench
-#define MAX_MV 3000
+#define MAX_MV 5000
 // min matrix size for matrix matrix product bench
 #define MIN_MM 5
 // max matrix size for matrix matrix product bench

bench/btl/generic_bench/btl.hh

@@ -176,7 +176,7 @@ public:
     if (_config!=NULL)
     {
       std::vector<BtlString> config = BtlString(_config).split(" \t\n");
-      for (int i = 0; i<config.size(); i++)
+      for (unsigned int i = 0; i<config.size(); i++)
       {
         if (config[i].beginsWith("-a"))
         {
@@ -224,7 +224,7 @@ public:
       return false;
 
     BtlString name(_name);
-    for (int i=0; i<Instance.m_selectedActionNames.size(); ++i)
+    for (unsigned int i=0; i<Instance.m_selectedActionNames.size(); ++i)
       if (name.contains(Instance.m_selectedActionNames[i]))
         return false;
 

bench/btl/generic_bench/init/init_function.hh

@@ -30,23 +30,23 @@ double simple_function(int index_i, int index_j)
   return index_i+index_j;
 }
 
-double pseudo_random(int index)
+double pseudo_random(int /*index*/)
 {
   return std::rand()/double(RAND_MAX);
 }
 
-double pseudo_random(int index_i, int index_j)
+double pseudo_random(int /*index_i*/, int /*index_j*/)
 {
   return std::rand()/double(RAND_MAX);
 }
 
 
-double null_function(int index)
+double null_function(int /*index*/)
 {
   return 0.0;
 }
 
-double null_function(int index_i, int index_j)
+double null_function(int /*index_i*/, int /*index_j*/)
 {
   return 0.0;
 }

bench/btl/generic_bench/utils/size_lin_log.hh

@@ -23,7 +23,7 @@
 #include "size_log.hh"
 
 template<class Vector>
-void size_lin_log(const int nb_point, const int size_min, const int size_max, Vector & X)
+void size_lin_log(const int nb_point, const int /*size_min*/, const int size_max, Vector & X)
 {
   int ten=10;
   int nine=9;

bench/btl/libs/BLAS/CMakeLists.txt

@@ -18,27 +18,14 @@ if (MKL_FOUND)
 endif (MKL_FOUND)
 
 
-find_package(GOTO2)
+find_package(OPENBLAS)
-if (GOTO2_FOUND)
+if (OPENBLAS_FOUND)
-  btl_add_bench(btl_goto2 main.cpp)
+  btl_add_bench(btl_openblas main.cpp)
-  if(BUILD_btl_goto2)
+  if(BUILD_btl_openblas)
-    target_link_libraries(btl_goto2 ${GOTO_LIBRARIES} )
+    target_link_libraries(btl_openblas ${OPENBLAS_LIBRARIES} )
-    set_target_properties(btl_goto2 PROPERTIES COMPILE_FLAGS "-DCBLASNAME=GOTO2")
+    set_target_properties(btl_openblas PROPERTIES COMPILE_FLAGS "-DCBLASNAME=OPENBLAS")
-  endif(BUILD_btl_goto2)
+  endif(BUILD_btl_openblas)
-endif (GOTO2_FOUND)
+endif (OPENBLAS_FOUND)
-
-find_package(GOTO)
-if (GOTO_FOUND)
-  if(GOTO2_FOUND)
-    btl_add_bench(btl_goto main.cpp OFF)
-  else()
-    btl_add_bench(btl_goto main.cpp)
-  endif()
-  if(BUILD_btl_goto)
-    target_link_libraries(btl_goto ${GOTO_LIBRARIES} )
-    set_target_properties(btl_goto PROPERTIES COMPILE_FLAGS "-DCBLASNAME=GOTO")
-  endif(BUILD_btl_goto)
-endif (GOTO_FOUND)
 
 find_package(ACML)
 if (ACML_FOUND)

bench/btl/libs/BLAS/blas_interface_impl.hh

@@ -75,7 +75,6 @@ public :
   static inline void partial_lu_decomp(const gene_matrix & X, gene_matrix & C, int N){
     int N2 = N*N;
     BLAS_FUNC(copy)(&N2, X, &intone, C, &intone);
-    char uplo = 'L';
     int info = 0;
     int * ipiv = (int*)alloca(sizeof(int)*N);
     BLAS_FUNC(getrf)(&N, &N, C, &N, ipiv, &info);
@@ -92,7 +91,7 @@ public :
     BLAS_FUNC(trsm)(&right, &lower, &notrans, &nonunit, &N, &N, &fone, L, &N, X, &N);
   }
 
-  static inline void trmm(gene_matrix & A, gene_matrix & B, gene_matrix & X, int N){
+  static inline void trmm(gene_matrix & A, gene_matrix & B, gene_matrix & /*X*/, int N){
     BLAS_FUNC(trmm)(&left, &lower, &notrans,&nonunit, &N,&N,&fone,A,&N,B,&N);
   }
 
@@ -101,7 +100,6 @@ public :
   static inline void lu_decomp(const gene_matrix & X, gene_matrix & C, int N){
     int N2 = N*N;
     BLAS_FUNC(copy)(&N2, X, &intone, C, &intone);
-    char uplo = 'L';
     int info = 0;
     int * ipiv = (int*)alloca(sizeof(int)*N);
     int * jpiv = (int*)alloca(sizeof(int)*N);
@@ -134,8 +132,6 @@ public :
     }
     char uplo = 'U';
     int info = 0;
-    int ilo = 1;
-    int ihi = N;
     int bsize = 64;
     int worksize = N*bsize;
     SCALAR* d = new SCALAR[3*N+worksize];

bench/btl/libs/BLAS/c_interface_base.h

@@ -17,12 +17,12 @@ public:
   typedef real* gene_matrix;
   typedef real* gene_vector;
 
-  static void free_matrix(gene_matrix & A, int N){
+  static void free_matrix(gene_matrix & A, int /*N*/){
-    delete A;
+    delete[] A;
   }
 
   static void free_vector(gene_vector & B){
-    delete B;
+    delete[] B;
   }
 
   static inline void matrix_from_stl(gene_matrix & A, stl_matrix & A_stl){

bench/btl/libs/BLAS/main.cpp

@@ -56,13 +56,13 @@ int main()
 
   bench<Action_trmm<blas_interface<REAL_TYPE> > >(MIN_MM,MAX_MM,NB_POINT);
 
-  bench<Action_cholesky<blas_interface<REAL_TYPE> > >(MIN_MM,MAX_MM,NB_POINT);
+  bench<Action_cholesky<blas_interface<REAL_TYPE> > >(MIN_LU,MAX_LU,NB_POINT);
-  bench<Action_partial_lu<blas_interface<REAL_TYPE> > >(MIN_MM,MAX_MM,NB_POINT);
+  bench<Action_partial_lu<blas_interface<REAL_TYPE> > >(MIN_LU,MAX_LU,NB_POINT);
 
   #ifdef HAS_LAPACK
-  bench<Action_lu_decomp<blas_interface<REAL_TYPE> > >(MIN_MM,MAX_MM,NB_POINT);
+//   bench<Action_lu_decomp<blas_interface<REAL_TYPE> > >(MIN_LU,MAX_LU,NB_POINT);
-  bench<Action_hessenberg<blas_interface<REAL_TYPE> > >(MIN_MM,MAX_MM,NB_POINT);
+  bench<Action_hessenberg<blas_interface<REAL_TYPE> > >(MIN_LU,MAX_LU,NB_POINT);
-  bench<Action_tridiagonalization<blas_interface<REAL_TYPE> > >(MIN_MM,MAX_MM,NB_POINT);
+  bench<Action_tridiagonalization<blas_interface<REAL_TYPE> > >(MIN_LU,MAX_LU,NB_POINT);
   #endif
 
   //bench<Action_lu_solve<blas_LU_solve_interface<REAL_TYPE> > >(MIN_LU,MAX_LU,NB_POINT);

bench/btl/libs/STL/STL_interface.hh

@@ -44,9 +44,9 @@ public :
     return "STL";
   }
 
-  static void free_matrix(gene_matrix & A, int N){}
+  static void free_matrix(gene_matrix & /*A*/, int /*N*/){}
 
-  static void free_vector(gene_vector & B){}
+  static void free_vector(gene_vector & /*B*/){}
 
   static inline void matrix_from_stl(gene_matrix & A, stl_matrix & A_stl){
     A = A_stl;

bench/btl/libs/blaze/CMakeLists.txt

@@ -0,0 +1,10 @@
+
+find_package(BLAZE)
+find_package(Boost)
+if (BLAZE_FOUND AND Boost_FOUND)
+  include_directories(${BLAZE_INCLUDE_DIR} ${Boost_INCLUDE_DIRS})
+  btl_add_bench(btl_blaze main.cpp)
+  if(BUILD_btl_blaze)
+    target_link_libraries(btl_blaze ${Boost_LIBRARIES} ${Boost_system_LIBRARY} /opt/local/lib/libboost_system-mt.a )
+  endif()
+endif ()

bench/btl/libs/blaze/blaze_interface.hh

@@ -0,0 +1,140 @@
+//=====================================================
+// Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr>
+//=====================================================
+//
+// This program is free software; you can redistribute it and/or
+// modify it under the terms of the GNU General Public License
+// as published by the Free Software Foundation; either version 2
+// of the License, or (at your option) any later version.
+//
+// This program is distributed in the hope that it will be useful,
+// but WITHOUT ANY WARRANTY; without even the implied warranty of
+// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+// GNU General Public License for more details.
+// You should have received a copy of the GNU General Public License
+// along with this program; if not, write to the Free Software
+// Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.
+//
+#ifndef BLAZE_INTERFACE_HH
+#define BLAZE_INTERFACE_HH
+
+#include <blaze/Math.h>
+#include <blaze/Blaze.h>
+// using namespace blaze;
+
+#include <vector>
+
+template<class real>
+class blaze_interface {
+
+public :
+
+  typedef real real_type ;
+
+  typedef std::vector<real>        stl_vector;
+  typedef std::vector<stl_vector > stl_matrix;
+
+  typedef blaze::DynamicMatrix<real,blaze::columnMajor>  gene_matrix;
+  typedef blaze::DynamicVector<real>  gene_vector;
+
+  static inline std::string name() { return "blaze"; }
+
+  static void free_matrix(gene_matrix & A, int N){
+    return ;
+  }
+
+  static void free_vector(gene_vector & B){
+    return ;
+  }
+
+  static inline void matrix_from_stl(gene_matrix & A, stl_matrix & A_stl){
+    A.resize(A_stl[0].size(), A_stl.size());
+
+    for (int j=0; j<A_stl.size() ; j++){
+      for (int i=0; i<A_stl[j].size() ; i++){
+        A(i,j) = A_stl[j][i];
+      }
+    }
+  }
+
+  static inline void vector_from_stl(gene_vector & B, stl_vector & B_stl){
+    B.resize(B_stl.size());
+    for (int i=0; i<B_stl.size() ; i++){
+      B[i] = B_stl[i];
+    }
+  }
+
+  static inline void vector_to_stl(gene_vector & B, stl_vector & B_stl){
+    for (int i=0; i<B_stl.size() ; i++){
+      B_stl[i] = B[i];
+    }
+  }
+
+  static inline void matrix_to_stl(gene_matrix & A, stl_matrix & A_stl){
+    int N=A_stl.size();
+    for (int j=0;j<N;j++){
+      A_stl[j].resize(N);
+      for (int i=0;i<N;i++){
+        A_stl[j][i] = A(i,j);
+      }
+    }
+  }
+
+  static inline void matrix_matrix_product(const gene_matrix & A, const gene_matrix & B, gene_matrix & X, int N){
+    X = (A*B);
+  }
+
+  static inline void transposed_matrix_matrix_product(const gene_matrix & A, const gene_matrix & B, gene_matrix & X, int N){
+    X = A.transpose()*B.transpose();
+  }
+
+  static inline void ata_product(const gene_matrix & A, gene_matrix & X, int N){
+    X = (A.transpose()*A);
+  }
+
+  static inline void aat_product(const gene_matrix & A, gene_matrix & X, int N){
+    X = (A*A.transpose());
+  }
+
+  static inline void matrix_vector_product(gene_matrix & A, gene_vector & B, gene_vector & X, int N){
+    X = (A*B);
+  }
+
+  static inline void atv_product(gene_matrix & A, gene_vector & B, gene_vector & X, int N){
+    X = (A.transpose()*B);
+  }
+
+  static inline void axpy(const real coef, const gene_vector & X, gene_vector & Y, int N){
+    Y += coef * X;
+  }
+
+  static inline void axpby(real a, const gene_vector & X, real b, gene_vector & Y, int N){
+    Y = a*X + b*Y;
+  }
+
+//   static inline void cholesky(const gene_matrix & X, gene_matrix & C, int N){
+//     C = X;
+//     recursive_cholesky(C);
+//   }
+
+//   static inline void lu_decomp(const gene_matrix & X, gene_matrix & R, int N){
+//     R = X;
+//     std::vector<int> ipvt(N);
+//     lu_factor(R, ipvt);
+//   }
+
+//   static inline void trisolve_lower(const gene_matrix & L, const gene_vector& B, gene_vector & X, int N){
+//     X = lower_trisolve(L, B);
+//   }
+
+  static inline void copy_matrix(const gene_matrix & source, gene_matrix & cible, int N){
+    cible = source;
+  }
+
+  static inline void copy_vector(const gene_vector & source, gene_vector & cible, int N){
+    cible = source;
+  }
+
+};
+
+#endif

bench/btl/libs/blaze/main.cpp

@@ -0,0 +1,40 @@
+//=====================================================
+// Copyright (C) 2008 Gael Guennebaud <gael.guennebaud@inria.fr>
+//=====================================================
+//
+// This program is free software; you can redistribute it and/or
+// modify it under the terms of the GNU General Public License
+// as published by the Free Software Foundation; either version 2
+// of the License, or (at your option) any later version.
+//
+// This program is distributed in the hope that it will be useful,
+// but WITHOUT ANY WARRANTY; without even the implied warranty of
+// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+// GNU General Public License for more details.
+// You should have received a copy of the GNU General Public License
+// along with this program; if not, write to the Free Software
+// Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.
+//
+#include "utilities.h"
+#include "blaze_interface.hh"
+#include "bench.hh"
+#include "basic_actions.hh"
+
+BTL_MAIN;
+
+int main()
+{
+
+  bench<Action_axpy<blaze_interface<REAL_TYPE> > >(MIN_AXPY,MAX_AXPY,NB_POINT);
+  bench<Action_axpby<blaze_interface<REAL_TYPE> > >(MIN_AXPY,MAX_AXPY,NB_POINT);
+
+  bench<Action_matrix_vector_product<blaze_interface<REAL_TYPE> > >(MIN_MV,MAX_MV,NB_POINT);
+//   bench<Action_atv_product<blaze_interface<REAL_TYPE> > >(MIN_MV,MAX_MV,NB_POINT);
+//   bench<Action_matrix_matrix_product<blaze_interface<REAL_TYPE> > >(MIN_MM,MAX_MM,NB_POINT);
+//   bench<Action_ata_product<blaze_interface<REAL_TYPE> > >(MIN_MM,MAX_MM,NB_POINT);
+//   bench<Action_aat_product<blaze_interface<REAL_TYPE> > >(MIN_MM,MAX_MM,NB_POINT);
+
+  return 0;
+}
+
+

bench/btl/libs/eigen3/eigen3_interface.hh

@@ -45,9 +45,9 @@ public :
     return EIGEN_MAKESTRING(BTL_PREFIX);
   }
 
-  static void free_matrix(gene_matrix & A, int N) {}
+  static void free_matrix(gene_matrix & /*A*/, int /*N*/) {}
 
-  static void free_vector(gene_vector & B) {}
+  static void free_vector(gene_vector & /*B*/) {}
 
   static BTL_DONT_INLINE void matrix_from_stl(gene_matrix & A, stl_matrix & A_stl){
     A.resize(A_stl[0].size(), A_stl.size());
@@ -84,28 +84,28 @@ public :
     }
   }
 
-  static inline void matrix_matrix_product(const gene_matrix & A, const gene_matrix & B, gene_matrix & X, int N){
+  static inline void matrix_matrix_product(const gene_matrix & A, const gene_matrix & B, gene_matrix & X, int  /*N*/){
     X.noalias() = A*B;
   }
 
-  static inline void transposed_matrix_matrix_product(const gene_matrix & A, const gene_matrix & B, gene_matrix & X, int N){
+  static inline void transposed_matrix_matrix_product(const gene_matrix & A, const gene_matrix & B, gene_matrix & X, int  /*N*/){
     X.noalias() = A.transpose()*B.transpose();
   }
 
-//   static inline void ata_product(const gene_matrix & A, gene_matrix & X, int N){
+//   static inline void ata_product(const gene_matrix & A, gene_matrix & X, int  /*N*/){
 //     X.noalias() = A.transpose()*A;
 //   }
 
-  static inline void aat_product(const gene_matrix & A, gene_matrix & X, int N){
+  static inline void aat_product(const gene_matrix & A, gene_matrix & X, int  /*N*/){
     X.template triangularView<Lower>().setZero();
     X.template selfadjointView<Lower>().rankUpdate(A);
   }
 
-  static inline void matrix_vector_product(const gene_matrix & A, const gene_vector & B, gene_vector & X, int N){
+  static inline void matrix_vector_product(const gene_matrix & A, const gene_vector & B, gene_vector & X, int  /*N*/){
     X.noalias() = A*B;
   }
 
-  static inline void symv(const gene_matrix & A, const gene_vector & B, gene_vector & X, int N){
+  static inline void symv(const gene_matrix & A, const gene_vector & B, gene_vector & X, int  /*N*/){
     X.noalias() = (A.template selfadjointView<Lower>() * B);
 //     internal::product_selfadjoint_vector<real,0,LowerTriangularBit,false,false>(N,A.data(),N, B.data(), 1, X.data(), 1);
   }
@@ -166,43 +166,43 @@ public :
       A.col(j) += X * Y[j];
   }
 
-  static EIGEN_DONT_INLINE void rot(gene_vector & A,  gene_vector & B, real c, real s, int N){
+  static EIGEN_DONT_INLINE void rot(gene_vector & A,  gene_vector & B, real c, real s, int  /*N*/){
     internal::apply_rotation_in_the_plane(A, B, JacobiRotation<real>(c,s));
   }
 
-  static inline void atv_product(gene_matrix & A, gene_vector & B, gene_vector & X, int N){
+  static inline void atv_product(gene_matrix & A, gene_vector & B, gene_vector & X, int  /*N*/){
     X.noalias() = (A.transpose()*B);
   }
 
-  static inline void axpy(real coef, const gene_vector & X, gene_vector & Y, int N){
+  static inline void axpy(real coef, const gene_vector & X, gene_vector & Y, int  /*N*/){
     Y += coef * X;
   }
 
-  static inline void axpby(real a, const gene_vector & X, real b, gene_vector & Y, int N){
+  static inline void axpby(real a, const gene_vector & X, real b, gene_vector & Y, int  /*N*/){
     Y = a*X + b*Y;
   }
 
-  static EIGEN_DONT_INLINE void copy_matrix(const gene_matrix & source, gene_matrix & cible, int N){
+  static EIGEN_DONT_INLINE void copy_matrix(const gene_matrix & source, gene_matrix & cible, int  /*N*/){
     cible = source;
   }
 
-  static EIGEN_DONT_INLINE void copy_vector(const gene_vector & source, gene_vector & cible, int N){
+  static EIGEN_DONT_INLINE void copy_vector(const gene_vector & source, gene_vector & cible, int  /*N*/){
     cible = source;
   }
 
-  static inline void trisolve_lower(const gene_matrix & L, const gene_vector& B, gene_vector& X, int N){
+  static inline void trisolve_lower(const gene_matrix & L, const gene_vector& B, gene_vector& X, int  /*N*/){
     X = L.template triangularView<Lower>().solve(B);
   }
 
-  static inline void trisolve_lower_matrix(const gene_matrix & L, const gene_matrix& B, gene_matrix& X, int N){
+  static inline void trisolve_lower_matrix(const gene_matrix & L, const gene_matrix& B, gene_matrix& X, int  /*N*/){
     X = L.template triangularView<Upper>().solve(B);
   }
 
-  static inline void trmm(const gene_matrix & L, const gene_matrix& B, gene_matrix& X, int N){
+  static inline void trmm(const gene_matrix & L, const gene_matrix& B, gene_matrix& X, int  /*N*/){
     X.noalias() = L.template triangularView<Lower>() * B;
   }
 
-  static inline void cholesky(const gene_matrix & X, gene_matrix & C, int N){
+  static inline void cholesky(const gene_matrix & X, gene_matrix & C, int  /*N*/){
     C = X;
     internal::llt_inplace<real,Lower>::blocked(C);
     //C = X.llt().matrixL();
@@ -211,7 +211,7 @@ public :
 //     Cholesky<gene_matrix>::computeInPlaceBlock(C);
   }
 
-  static inline void lu_decomp(const gene_matrix & X, gene_matrix & C, int N){
+  static inline void lu_decomp(const gene_matrix & X, gene_matrix & C, int  /*N*/){
     C = X.fullPivLu().matrixLU();
   }
 
@@ -229,7 +229,7 @@ public :
     internal::tridiagonalization_inplace(C, aux);
   }
 
-  static inline void hessenberg(const gene_matrix & X, gene_matrix & C, int N){
+  static inline void hessenberg(const gene_matrix & X, gene_matrix & C, int  /*N*/){
     C = HessenbergDecomposition<gene_matrix>(X).packedMatrix();
   }
 

bench/btl/libs/eigen3/main_adv.cpp

@@ -29,14 +29,14 @@ BTL_MAIN;
 
 int main()
 {
-  bench<Action_trisolve<eigen3_interface<REAL_TYPE> > >(MIN_MM,MAX_MM,NB_POINT);
+  bench<Action_trisolve<eigen3_interface<REAL_TYPE> > >(MIN_LU,MAX_LU,NB_POINT);
-  bench<Action_trisolve_matrix<eigen3_interface<REAL_TYPE> > >(MIN_MM,MAX_MM,NB_POINT);
+  bench<Action_trisolve_matrix<eigen3_interface<REAL_TYPE> > >(MIN_LU,MAX_LU,NB_POINT);
-  bench<Action_cholesky<eigen3_interface<REAL_TYPE> > >(MIN_MM,MAX_MM,NB_POINT);
+  bench<Action_cholesky<eigen3_interface<REAL_TYPE> > >(MIN_LU,MAX_LU,NB_POINT);
-  bench<Action_lu_decomp<eigen3_interface<REAL_TYPE> > >(MIN_MM,MAX_MM,NB_POINT);
+//   bench<Action_lu_decomp<eigen3_interface<REAL_TYPE> > >(MIN_LU,MAX_LU,NB_POINT);
-  bench<Action_partial_lu<eigen3_interface<REAL_TYPE> > >(MIN_MM,MAX_MM,NB_POINT);
+  bench<Action_partial_lu<eigen3_interface<REAL_TYPE> > >(MIN_LU,MAX_LU,NB_POINT);
 
-  bench<Action_hessenberg<eigen3_interface<REAL_TYPE> > >(MIN_MM,MAX_MM,NB_POINT);
+//   bench<Action_hessenberg<eigen3_interface<REAL_TYPE> > >(MIN_LU,MAX_LU,NB_POINT);
-  bench<Action_tridiagonalization<eigen3_interface<REAL_TYPE> > >(MIN_MM,MAX_MM,NB_POINT);
+  bench<Action_tridiagonalization<eigen3_interface<REAL_TYPE> > >(MIN_LU,MAX_LU,NB_POINT);
 
   return 0;
 }

bench/dense_solvers.cpp

@@ -0,0 +1,76 @@
+#include <iostream>
+#include "BenchTimer.h"
+#include <Eigen/Dense>
+#include <map>
+#include <string>
+using namespace Eigen;
+
+std::map<std::string,Array<float,1,4> > results;
+
+template<typename Scalar,int Size>
+void bench(int id, int size = Size)
+{
+  typedef Matrix<Scalar,Size,Size> Mat;
+  Mat A(size,size);
+  A.setRandom();
+  A = A*A.adjoint();
+  BenchTimer t_llt, t_ldlt, t_lu, t_fplu, t_qr, t_cpqr, t_fpqr, t_jsvd;
+  
+  int tries = 3;
+  int rep = 1000/size;
+  if(rep==0) rep = 1;
+  rep = rep*rep;
+  
+  LLT<Mat> llt(A);
+  LDLT<Mat> ldlt(A);
+  PartialPivLU<Mat> lu(A);
+  FullPivLU<Mat> fplu(A);
+  HouseholderQR<Mat> qr(A);
+  ColPivHouseholderQR<Mat> cpqr(A);
+  FullPivHouseholderQR<Mat> fpqr(A);
+  JacobiSVD<Mat> jsvd(A.rows(),A.cols());
+  
+  BENCH(t_llt, tries, rep, llt.compute(A));
+  BENCH(t_ldlt, tries, rep, ldlt.compute(A));
+  BENCH(t_lu, tries, rep, lu.compute(A));
+  BENCH(t_fplu, tries, rep, fplu.compute(A));
+  BENCH(t_qr, tries, rep, qr.compute(A));
+  BENCH(t_cpqr, tries, rep, cpqr.compute(A));
+  BENCH(t_fpqr, tries, rep, fpqr.compute(A));
+  if(size<500) // JacobiSVD is really too slow for too large matrices
+    BENCH(t_jsvd, tries, rep, jsvd.compute(A,ComputeFullU|ComputeFullV));
+  
+  results["LLT"][id] = t_llt.best();
+  results["LDLT"][id] = t_ldlt.best();
+  results["PartialPivLU"][id] = t_lu.best();
+  results["FullPivLU"][id] = t_fplu.best();
+  results["HouseholderQR"][id] = t_qr.best();
+  results["ColPivHouseholderQR"][id] = t_cpqr.best();
+  results["FullPivHouseholderQR"][id] = t_fpqr.best();
+  results["JacobiSVD"][id] = size<500 ? t_jsvd.best() : 0;
+}
+
+int main()
+{
+  const int small = 8;
+  const int medium = 100;
+  const int large = 1000;
+  const int xl = 4000;
+  
+  bench<float,small>(0);
+  bench<float,Dynamic>(1,medium);
+  bench<float,Dynamic>(2,large);
+  bench<float,Dynamic>(3,xl);
+  
+  IOFormat fmt(3, 0, " \t", "\n", "", "");
+  
+  std::cout << "solver/size               " << small << "\t" << medium << "\t" << large << "\t" << xl << "\n";
+  std::cout << "LLT                 (ms)  " << (results["LLT"]/1000.).format(fmt) << "\n";
+  std::cout << "LDLT                 (%)  " << (results["LDLT"]/results["LLT"]).format(fmt) << "\n";
+  std::cout << "PartialPivLU         (%)  " << (results["PartialPivLU"]/results["LLT"]).format(fmt) << "\n";
+  std::cout << "FullPivLU            (%)  " << (results["FullPivLU"]/results["LLT"]).format(fmt) << "\n";
+  std::cout << "HouseholderQR        (%)  " << (results["HouseholderQR"]/results["LLT"]).format(fmt) << "\n";
+  std::cout << "ColPivHouseholderQR  (%)  " << (results["ColPivHouseholderQR"]/results["LLT"]).format(fmt) << "\n";
+  std::cout << "FullPivHouseholderQR (%)  " << (results["FullPivHouseholderQR"]/results["LLT"]).format(fmt) << "\n";
+  std::cout << "JacobiSVD            (%)  " << (results["JacobiSVD"]/results["LLT"]).format(fmt) << "\n";
+}

bench/spbench/spbenchstyle.h

@@ -91,4 +91,5 @@ void printBenchStyle(std::ofstream& out)
   </xsl:stylesheet>\n\n";
   
 }
+
 #endif

blas/README.txt

@@ -1,9 +1,6 @@
 
 This directory contains a BLAS library built on top of Eigen.
 
-This is currently a work in progress which is far to be ready for use,
-but feel free to contribute to it if you wish.
-
 This module is not built by default. In order to compile it, you need to
 type 'make blas' from within your build dir.
 

blas/common.h

@@ -106,13 +106,13 @@ matrix(T* data, int rows, int cols, int stride)
 }
 
 template<typename T>
-Map<Matrix<T,Dynamic,1>, 0, InnerStride<Dynamic> > vector(T* data, int size, int incr)
+Map<Matrix<T,Dynamic,1>, 0, InnerStride<Dynamic> > make_vector(T* data, int size, int incr)
 {
   return Map<Matrix<T,Dynamic,1>, 0, InnerStride<Dynamic> >(data, size, InnerStride<Dynamic>(incr));
 }
 
 template<typename T>
-Map<Matrix<T,Dynamic,1> > vector(T* data, int size)
+Map<Matrix<T,Dynamic,1> > make_vector(T* data, int size)
 {
   return Map<Matrix<T,Dynamic,1> >(data, size);
 }
@@ -124,8 +124,8 @@ T* get_compact_vector(T* x, int n, int incx)
     return x;
 
   T* ret = new Scalar[n];
-  if(incx<0) vector(ret,n) = vector(x,n,-incx).reverse();
+  if(incx<0) make_vector(ret,n) = make_vector(x,n,-incx).reverse();
-  else       vector(ret,n) = vector(x,n, incx);
+  else       make_vector(ret,n) = make_vector(x,n, incx);
   return ret;
 }
 
@@ -135,8 +135,8 @@ T* copy_back(T* x_cpy, T* x, int n, int incx)
   if(x_cpy==x)
     return 0;
 
-  if(incx<0) vector(x,n,-incx).reverse() = vector(x_cpy,n);
+  if(incx<0) make_vector(x,n,-incx).reverse() = make_vector(x_cpy,n);
-  else       vector(x,n, incx)           = vector(x_cpy,n);
+  else       make_vector(x,n, incx)           = make_vector(x_cpy,n);
   return x_cpy;
 }
 

blas/double.cpp

@@ -23,11 +23,10 @@ double BLASFUNC(dsdot)(int* n, float* x, int* incx, float* y, int* incy)
 {
   if(*n<=0) return 0;
 
-  if(*incx==1 && *incy==1)    return (vector(x,*n).cast<double>().cwiseProduct(vector(y,*n).cast<double>())).sum();
+  if(*incx==1 && *incy==1)    return (make_vector(x,*n).cast<double>().cwiseProduct(make_vector(y,*n).cast<double>())).sum();
-  else if(*incx>0 && *incy>0) return (vector(x,*n,*incx).cast<double>().cwiseProduct(vector(y,*n,*incy).cast<double>())).sum();
+  else if(*incx>0 && *incy>0) return (make_vector(x,*n,*incx).cast<double>().cwiseProduct(make_vector(y,*n,*incy).cast<double>())).sum();
-  else if(*incx<0 && *incy>0) return (vector(x,*n,-*incx).reverse().cast<double>().cwiseProduct(vector(y,*n,*incy).cast<double>())).sum();
+  else if(*incx<0 && *incy>0) return (make_vector(x,*n,-*incx).reverse().cast<double>().cwiseProduct(make_vector(y,*n,*incy).cast<double>())).sum();
-  else if(*incx>0 && *incy<0) return (vector(x,*n,*incx).cast<double>().cwiseProduct(vector(y,*n,-*incy).reverse().cast<double>())).sum();
+  else if(*incx>0 && *incy<0) return (make_vector(x,*n,*incx).cast<double>().cwiseProduct(make_vector(y,*n,-*incy).reverse().cast<double>())).sum();
-  else if(*incx<0 && *incy<0) return (vector(x,*n,-*incx).reverse().cast<double>().cwiseProduct(vector(y,*n,-*incy).reverse().cast<double>())).sum();
+  else if(*incx<0 && *incy<0) return (make_vector(x,*n,-*incx).reverse().cast<double>().cwiseProduct(make_vector(y,*n,-*incy).reverse().cast<double>())).sum();
   else return 0;
 }
-

blas/level1_cplx_impl.h

@@ -32,13 +32,14 @@ RealScalar EIGEN_CAT(EIGEN_CAT(REAL_SCALAR_SUFFIX,SCALAR_SUFFIX),asum_)(int *n,
 
   if(*n<=0) return 0;
 
-  if(*incx==1)  return vector(x,*n).unaryExpr<scalar_norm1_op>().sum();
+  if(*incx==1)  return make_vector(x,*n).unaryExpr<scalar_norm1_op>().sum();
-  else          return vector(x,*n,std::abs(*incx)).unaryExpr<scalar_norm1_op>().sum();
+  else          return make_vector(x,*n,std::abs(*incx)).unaryExpr<scalar_norm1_op>().sum();
 }
 
 // computes a dot product of a conjugated vector with another vector.
 int EIGEN_BLAS_FUNC(dotcw)(int *n, RealScalar *px, int *incx, RealScalar *py, int *incy, RealScalar* pres)
 {
+//   std::cerr << "_dotc " << *n << " " << *incx << " " << *incy << "\n";
   Scalar* res = reinterpret_cast<Scalar*>(pres);
 
   if(*n<=0)
@@ -50,11 +51,11 @@ int EIGEN_BLAS_FUNC(dotcw)(int *n, RealScalar *px, int *incx, RealScalar *py, in
   Scalar* x = reinterpret_cast<Scalar*>(px);
   Scalar* y = reinterpret_cast<Scalar*>(py);
 
-  if(*incx==1 && *incy==1)    *res = (vector(x,*n).dot(vector(y,*n)));
+  if(*incx==1 && *incy==1)    *res = (make_vector(x,*n).dot(make_vector(y,*n)));
-  else if(*incx>0 && *incy>0) *res = (vector(x,*n,*incx).dot(vector(y,*n,*incy)));
+  else if(*incx>0 && *incy>0) *res = (make_vector(x,*n,*incx).dot(make_vector(y,*n,*incy)));
-  else if(*incx<0 && *incy>0) *res = (vector(x,*n,-*incx).reverse().dot(vector(y,*n,*incy)));
+  else if(*incx<0 && *incy>0) *res = (make_vector(x,*n,-*incx).reverse().dot(make_vector(y,*n,*incy)));
-  else if(*incx>0 && *incy<0) *res = (vector(x,*n,*incx).dot(vector(y,*n,-*incy).reverse()));
+  else if(*incx>0 && *incy<0) *res = (make_vector(x,*n,*incx).dot(make_vector(y,*n,-*incy).reverse()));
-  else if(*incx<0 && *incy<0) *res = (vector(x,*n,-*incx).reverse().dot(vector(y,*n,-*incy).reverse()));
+  else if(*incx<0 && *incy<0) *res = (make_vector(x,*n,-*incx).reverse().dot(make_vector(y,*n,-*incy).reverse()));
   return 0;
 }
 
@@ -72,11 +73,11 @@ int EIGEN_BLAS_FUNC(dotuw)(int *n, RealScalar *px, int *incx, RealScalar *py, in
   Scalar* x = reinterpret_cast<Scalar*>(px);
   Scalar* y = reinterpret_cast<Scalar*>(py);
 
-  if(*incx==1 && *incy==1)    *res = (vector(x,*n).cwiseProduct(vector(y,*n))).sum();
+  if(*incx==1 && *incy==1)    *res = (make_vector(x,*n).cwiseProduct(make_vector(y,*n))).sum();
-  else if(*incx>0 && *incy>0) *res = (vector(x,*n,*incx).cwiseProduct(vector(y,*n,*incy))).sum();
+  else if(*incx>0 && *incy>0) *res = (make_vector(x,*n,*incx).cwiseProduct(make_vector(y,*n,*incy))).sum();
-  else if(*incx<0 && *incy>0) *res = (vector(x,*n,-*incx).reverse().cwiseProduct(vector(y,*n,*incy))).sum();
+  else if(*incx<0 && *incy>0) *res = (make_vector(x,*n,-*incx).reverse().cwiseProduct(make_vector(y,*n,*incy))).sum();
-  else if(*incx>0 && *incy<0) *res = (vector(x,*n,*incx).cwiseProduct(vector(y,*n,-*incy).reverse())).sum();
+  else if(*incx>0 && *incy<0) *res = (make_vector(x,*n,*incx).cwiseProduct(make_vector(y,*n,-*incy).reverse())).sum();
-  else if(*incx<0 && *incy<0) *res = (vector(x,*n,-*incx).reverse().cwiseProduct(vector(y,*n,-*incy).reverse())).sum();
+  else if(*incx<0 && *incy<0) *res = (make_vector(x,*n,-*incx).reverse().cwiseProduct(make_vector(y,*n,-*incy).reverse())).sum();
   return 0;
 }
 
@@ -88,9 +89,9 @@ RealScalar EIGEN_CAT(EIGEN_CAT(REAL_SCALAR_SUFFIX,SCALAR_SUFFIX),nrm2_)(int *n,
   Scalar* x = reinterpret_cast<Scalar*>(px);
 
   if(*incx==1)
-    return vector(x,*n).stableNorm();
+    return make_vector(x,*n).stableNorm();
 
-  return vector(x,*n,*incx).stableNorm();
+  return make_vector(x,*n,*incx).stableNorm();
 }
 
 int EIGEN_CAT(EIGEN_CAT(SCALAR_SUFFIX,REAL_SCALAR_SUFFIX),rot_)(int *n, RealScalar *px, int *incx, RealScalar *py, int *incy, RealScalar *pc, RealScalar *ps)
@@ -102,8 +103,8 @@ int EIGEN_CAT(EIGEN_CAT(SCALAR_SUFFIX,REAL_SCALAR_SUFFIX),rot_)(int *n, RealScal
   RealScalar c = *pc;
   RealScalar s = *ps;
 
-  StridedVectorType vx(vector(x,*n,std::abs(*incx)));
+  StridedVectorType vx(make_vector(x,*n,std::abs(*incx)));
-  StridedVectorType vy(vector(y,*n,std::abs(*incy)));
+  StridedVectorType vy(make_vector(y,*n,std::abs(*incy)));
 
   Reverse<StridedVectorType> rvx(vx);
   Reverse<StridedVectorType> rvy(vy);
@@ -125,9 +126,8 @@ int EIGEN_CAT(EIGEN_CAT(SCALAR_SUFFIX,REAL_SCALAR_SUFFIX),scal_)(int *n, RealSca
 
 //   std::cerr << "__scal " << *n << " " << alpha << " " << *incx << "\n";
 
-  if(*incx==1)  vector(x,*n) *= alpha;
+  if(*incx==1)  make_vector(x,*n) *= alpha;
-  else          vector(x,*n,std::abs(*incx)) *= alpha;
+  else          make_vector(x,*n,std::abs(*incx)) *= alpha;
 
   return 0;
 }
-

blas/level1_impl.h

@@ -17,11 +17,11 @@ int EIGEN_BLAS_FUNC(axpy)(int *n, RealScalar *palpha, RealScalar *px, int *incx,
 
   if(*n<=0) return 0;
 
-  if(*incx==1 && *incy==1)    vector(y,*n) += alpha * vector(x,*n);
+  if(*incx==1 && *incy==1)    make_vector(y,*n) += alpha * make_vector(x,*n);
-  else if(*incx>0 && *incy>0) vector(y,*n,*incy) += alpha * vector(x,*n,*incx);
+  else if(*incx>0 && *incy>0) make_vector(y,*n,*incy) += alpha * make_vector(x,*n,*incx);
-  else if(*incx>0 && *incy<0) vector(y,*n,-*incy).reverse() += alpha * vector(x,*n,*incx);
+  else if(*incx>0 && *incy<0) make_vector(y,*n,-*incy).reverse() += alpha * make_vector(x,*n,*incx);
-  else if(*incx<0 && *incy>0) vector(y,*n,*incy) += alpha * vector(x,*n,-*incx).reverse();
+  else if(*incx<0 && *incy>0) make_vector(y,*n,*incy) += alpha * make_vector(x,*n,-*incx).reverse();
-  else if(*incx<0 && *incy<0) vector(y,*n,-*incy).reverse() += alpha * vector(x,*n,-*incx).reverse();
+  else if(*incx<0 && *incy<0) make_vector(y,*n,-*incy).reverse() += alpha * make_vector(x,*n,-*incx).reverse();
 
   return 0;
 }
@@ -35,7 +35,7 @@ int EIGEN_BLAS_FUNC(copy)(int *n, RealScalar *px, int *incx, RealScalar *py, int
 
   // be carefull, *incx==0 is allowed !!
   if(*incx==1 && *incy==1)
-    vector(y,*n) = vector(x,*n);
+    make_vector(y,*n) = make_vector(x,*n);
   else
   {
     if(*incx<0) x = x - (*n-1)*(*incx);
@@ -57,8 +57,8 @@ int EIGEN_CAT(EIGEN_CAT(i,SCALAR_SUFFIX),amax_)(int *n, RealScalar *px, int *inc
   Scalar* x = reinterpret_cast<Scalar*>(px);
 
   DenseIndex ret;
-  if(*incx==1)  vector(x,*n).cwiseAbs().maxCoeff(&ret);
+  if(*incx==1)  make_vector(x,*n).cwiseAbs().maxCoeff(&ret);
-  else          vector(x,*n,std::abs(*incx)).cwiseAbs().maxCoeff(&ret);
+  else          make_vector(x,*n,std::abs(*incx)).cwiseAbs().maxCoeff(&ret);
   return ret+1;
 }
 
@@ -68,8 +68,8 @@ int EIGEN_CAT(EIGEN_CAT(i,SCALAR_SUFFIX),amin_)(int *n, RealScalar *px, int *inc
   Scalar* x = reinterpret_cast<Scalar*>(px);
 
   DenseIndex ret;
-  if(*incx==1)  vector(x,*n).cwiseAbs().minCoeff(&ret);
+  if(*incx==1)  make_vector(x,*n).cwiseAbs().minCoeff(&ret);
-  else          vector(x,*n,std::abs(*incx)).cwiseAbs().minCoeff(&ret);
+  else          make_vector(x,*n,std::abs(*incx)).cwiseAbs().minCoeff(&ret);
   return ret+1;
 }
 
@@ -143,8 +143,8 @@ int EIGEN_BLAS_FUNC(scal)(int *n, RealScalar *palpha, RealScalar *px, int *incx)
   Scalar* x = reinterpret_cast<Scalar*>(px);
   Scalar alpha = *reinterpret_cast<Scalar*>(palpha);
 
-  if(*incx==1)  vector(x,*n) *= alpha;
+  if(*incx==1)  make_vector(x,*n) *= alpha;
-  else          vector(x,*n,std::abs(*incx)) *= alpha;
+  else          make_vector(x,*n,std::abs(*incx)) *= alpha;
 
   return 0;
 }
@@ -156,12 +156,11 @@ int EIGEN_BLAS_FUNC(swap)(int *n, RealScalar *px, int *incx, RealScalar *py, int
   Scalar* x = reinterpret_cast<Scalar*>(px);
   Scalar* y = reinterpret_cast<Scalar*>(py);
 
-  if(*incx==1 && *incy==1)    vector(y,*n).swap(vector(x,*n));
+  if(*incx==1 && *incy==1)    make_vector(y,*n).swap(make_vector(x,*n));
-  else if(*incx>0 && *incy>0) vector(y,*n,*incy).swap(vector(x,*n,*incx));
+  else if(*incx>0 && *incy>0) make_vector(y,*n,*incy).swap(make_vector(x,*n,*incx));
-  else if(*incx>0 && *incy<0) vector(y,*n,-*incy).reverse().swap(vector(x,*n,*incx));
+  else if(*incx>0 && *incy<0) make_vector(y,*n,-*incy).reverse().swap(make_vector(x,*n,*incx));
-  else if(*incx<0 && *incy>0) vector(y,*n,*incy).swap(vector(x,*n,-*incx).reverse());
+  else if(*incx<0 && *incy>0) make_vector(y,*n,*incy).swap(make_vector(x,*n,-*incx).reverse());
-  else if(*incx<0 && *incy<0) vector(y,*n,-*incy).reverse().swap(vector(x,*n,-*incx).reverse());
+  else if(*incx<0 && *incy<0) make_vector(y,*n,-*incy).reverse().swap(make_vector(x,*n,-*incx).reverse());
 
   return 1;
 }
-

blas/level1_real_impl.h

@@ -19,8 +19,8 @@ RealScalar EIGEN_BLAS_FUNC(asum)(int *n, RealScalar *px, int *incx)
 
   if(*n<=0) return 0;
 
-  if(*incx==1)  return vector(x,*n).cwiseAbs().sum();
+  if(*incx==1)  return make_vector(x,*n).cwiseAbs().sum();
-  else          return vector(x,*n,std::abs(*incx)).cwiseAbs().sum();
+  else          return make_vector(x,*n,std::abs(*incx)).cwiseAbs().sum();
 }
 
 // computes a vector-vector dot product.
@@ -33,11 +33,11 @@ Scalar EIGEN_BLAS_FUNC(dot)(int *n, RealScalar *px, int *incx, RealScalar *py, i
   Scalar* x = reinterpret_cast<Scalar*>(px);
   Scalar* y = reinterpret_cast<Scalar*>(py);
 
-  if(*incx==1 && *incy==1)    return (vector(x,*n).cwiseProduct(vector(y,*n))).sum();
+  if(*incx==1 && *incy==1)    return (make_vector(x,*n).cwiseProduct(make_vector(y,*n))).sum();
-  else if(*incx>0 && *incy>0) return (vector(x,*n,*incx).cwiseProduct(vector(y,*n,*incy))).sum();
+  else if(*incx>0 && *incy>0) return (make_vector(x,*n,*incx).cwiseProduct(make_vector(y,*n,*incy))).sum();
-  else if(*incx<0 && *incy>0) return (vector(x,*n,-*incx).reverse().cwiseProduct(vector(y,*n,*incy))).sum();
+  else if(*incx<0 && *incy>0) return (make_vector(x,*n,-*incx).reverse().cwiseProduct(make_vector(y,*n,*incy))).sum();
-  else if(*incx>0 && *incy<0) return (vector(x,*n,*incx).cwiseProduct(vector(y,*n,-*incy).reverse())).sum();
+  else if(*incx>0 && *incy<0) return (make_vector(x,*n,*incx).cwiseProduct(make_vector(y,*n,-*incy).reverse())).sum();
-  else if(*incx<0 && *incy<0) return (vector(x,*n,-*incx).reverse().cwiseProduct(vector(y,*n,-*incy).reverse())).sum();
+  else if(*incx<0 && *incy<0) return (make_vector(x,*n,-*incx).reverse().cwiseProduct(make_vector(y,*n,-*incy).reverse())).sum();
   else return 0;
 }
 
@@ -50,8 +50,8 @@ Scalar EIGEN_BLAS_FUNC(nrm2)(int *n, RealScalar *px, int *incx)
 
   Scalar* x = reinterpret_cast<Scalar*>(px);
 
-  if(*incx==1)  return vector(x,*n).stableNorm();
+  if(*incx==1)  return make_vector(x,*n).stableNorm();
-  else          return vector(x,*n,std::abs(*incx)).stableNorm();
+  else          return make_vector(x,*n,std::abs(*incx)).stableNorm();
 }
 
 int EIGEN_BLAS_FUNC(rot)(int *n, RealScalar *px, int *incx, RealScalar *py, int *incy, RealScalar *pc, RealScalar *ps)
@@ -64,8 +64,8 @@ int EIGEN_BLAS_FUNC(rot)(int *n, RealScalar *px, int *incx, RealScalar *py, int
   Scalar c = *reinterpret_cast<Scalar*>(pc);
   Scalar s = *reinterpret_cast<Scalar*>(ps);
 
-  StridedVectorType vx(vector(x,*n,std::abs(*incx)));
+  StridedVectorType vx(make_vector(x,*n,std::abs(*incx)));
-  StridedVectorType vy(vector(y,*n,std::abs(*incy)));
+  StridedVectorType vy(make_vector(y,*n,std::abs(*incy)));
 
   Reverse<StridedVectorType> rvx(vx);
   Reverse<StridedVectorType> rvy(vy);

blas/level2_cplx_impl.h

@@ -57,8 +57,8 @@ int EIGEN_BLAS_FUNC(hemv)(char *uplo, int *n, RealScalar *palpha, RealScalar *pa
 
   if(beta!=Scalar(1))
   {
-    if(beta==Scalar(0)) vector(actual_y, *n).setZero();
+    if(beta==Scalar(0)) make_vector(actual_y, *n).setZero();
-    else                vector(actual_y, *n) *= beta;
+    else                make_vector(actual_y, *n) *= beta;
   }
 
   if(alpha!=Scalar(0))

blas/level2_impl.h

@@ -58,8 +58,8 @@ int EIGEN_BLAS_FUNC(gemv)(char *opa, int *m, int *n, RealScalar *palpha, RealSca
 
   if(beta!=Scalar(1))
   {
-    if(beta==Scalar(0)) vector(actual_c, actual_m).setZero();
+    if(beta==Scalar(0)) make_vector(actual_c, actual_m).setZero();
-    else                vector(actual_c, actual_m) *= beta;
+    else                make_vector(actual_c, actual_m) *= beta;
   }
 
   if(code>=4 || func[code]==0)
@@ -232,8 +232,8 @@ int EIGEN_BLAS_FUNC(gbmv)(char *trans, int *m, int *n, int *kl, int *ku, RealSca
 
   if(beta!=Scalar(1))
   {
-    if(beta==Scalar(0)) vector(actual_y, actual_m).setZero();
+    if(beta==Scalar(0)) make_vector(actual_y, actual_m).setZero();
-    else                vector(actual_y, actual_m) *= beta;
+    else                make_vector(actual_y, actual_m) *= beta;
   }
 
   MatrixType mat_coeffs(a,coeff_rows,*n,*lda);
@@ -246,11 +246,11 @@ int EIGEN_BLAS_FUNC(gbmv)(char *trans, int *m, int *n, int *kl, int *ku, RealSca
     int len = end - start + 1;
     int offset = (*ku) - j + start;
     if(OP(*trans)==NOTR)
-      vector(actual_y+start,len) += (alpha*actual_x[j]) * mat_coeffs.col(j).segment(offset,len);
+      make_vector(actual_y+start,len) += (alpha*actual_x[j]) * mat_coeffs.col(j).segment(offset,len);
     else if(OP(*trans)==TR)
-      actual_y[j] += alpha * ( mat_coeffs.col(j).segment(offset,len).transpose() * vector(actual_x+start,len) ).value();
+      actual_y[j] += alpha * ( mat_coeffs.col(j).segment(offset,len).transpose() * make_vector(actual_x+start,len) ).value();
     else
-      actual_y[j] += alpha * ( mat_coeffs.col(j).segment(offset,len).adjoint()   * vector(actual_x+start,len) ).value();
+      actual_y[j] += alpha * ( mat_coeffs.col(j).segment(offset,len).adjoint()   * make_vector(actual_x+start,len) ).value();
   }
 
   if(actual_x!=x) delete[] actual_x;
@@ -304,11 +304,11 @@ int EIGEN_BLAS_FUNC(tbmv)(char *uplo, char *opa, char *diag, int *n, int *k, Rea
     int offset = (ku) - j + start;
 
     if(OP(*trans)==NOTR)
-      vector(actual_y+start,len) += (alpha*actual_x[j]) * mat_coeffs.col(j).segment(offset,len);
+      make_vector(actual_y+start,len) += (alpha*actual_x[j]) * mat_coeffs.col(j).segment(offset,len);
     else if(OP(*trans)==TR)
-      actual_y[j] += alpha * ( mat_coeffs.col(j).segment(offset,len).transpose() * vector(actual_x+start,len) ).value();
+      actual_y[j] += alpha * ( mat_coeffs.col(j).segment(offset,len).transpose() * make_vector(actual_x+start,len) ).value();
     else
-      actual_y[j] += alpha * ( mat_coeffs.col(j).segment(offset,len).adjoint()   * vector(actual_x+start,len) ).value();
+      actual_y[j] += alpha * ( mat_coeffs.col(j).segment(offset,len).adjoint()   * make_vector(actual_x+start,len) ).value();
   }
 
   if(actual_x!=x) delete[] actual_x;
@@ -521,4 +521,3 @@ int EIGEN_BLAS_FUNC(tpsv)(char *uplo, char *opa, char *diag, int *n, RealScalar
 
   return 1;
 }
-

blas/level2_real_impl.h

@@ -51,8 +51,8 @@ int EIGEN_BLAS_FUNC(symv) (char *uplo, int *n, RealScalar *palpha, RealScalar *p
 
   if(beta!=Scalar(1))
   {
-    if(beta==Scalar(0)) vector(actual_y, *n).setZero();
+    if(beta==Scalar(0)) make_vector(actual_y, *n).setZero();
-    else                vector(actual_y, *n) *= beta;
+    else                make_vector(actual_y, *n) *= beta;
   }
 
   int code = UPLO(*uplo);
@@ -366,5 +366,3 @@ int EIGEN_BLAS_FUNC(ger)(int *m, int *n, Scalar *palpha, Scalar *px, int *incx,
 
   return 1;
 }
-
-

blas/xerbla.cpp

@@ -1,7 +1,7 @@
 
 #include <iostream>
 
-#if (defined __GNUC__)
+#if (defined __GNUC__) && (!defined __MINGW32__)
 #define EIGEN_WEAK_LINKING __attribute__ ((weak))
 #else
 #define EIGEN_WEAK_LINKING

cmake/Eigen3Config.cmake.in

@@ -3,26 +3,26 @@
 #  Eigen3Config.cmake(.in)
 
 # Use the following variables to compile and link against Eigen:
-#  EIGEN_FOUND              - True if Eigen was found on your system
+#  EIGEN3_FOUND              - True if Eigen was found on your system
-#  EIGEN_USE_FILE           - The file making Eigen usable
+#  EIGEN3_USE_FILE           - The file making Eigen usable
-#  EIGEN_DEFINITIONS        - Definitions needed to build with Eigen
+#  EIGEN3_DEFINITIONS        - Definitions needed to build with Eigen
-#  EIGEN_INCLUDE_DIR        - Directory where signature_of_eigen3_matrix_library can be found
+#  EIGEN3_INCLUDE_DIR        - Directory where signature_of_eigen3_matrix_library can be found
-#  EIGEN_INCLUDE_DIRS       - List of directories of Eigen and it's dependencies
+#  EIGEN3_INCLUDE_DIRS       - List of directories of Eigen and it's dependencies
-#  EIGEN_ROOT_DIR           - The base directory of Eigen
+#  EIGEN3_ROOT_DIR           - The base directory of Eigen
-#  EIGEN_VERSION_STRING     - A human-readable string containing the version
+#  EIGEN3_VERSION_STRING     - A human-readable string containing the version
-#  EIGEN_VERSION_MAJOR      - The major version of Eigen
+#  EIGEN3_VERSION_MAJOR      - The major version of Eigen
-#  EIGEN_VERSION_MINOR      - The minor version of Eigen
+#  EIGEN3_VERSION_MINOR      - The minor version of Eigen
-#  EIGEN_VERSION_PATCH      - The patch version of Eigen
+#  EIGEN3_VERSION_PATCH      - The patch version of Eigen
 
-set ( EIGEN_FOUND 1 )
+set ( EIGEN3_FOUND 1 )
-set ( EIGEN_USE_FILE     "@EIGEN_USE_FILE@" )
+set ( EIGEN3_USE_FILE     "@EIGEN_USE_FILE@" )
 
-set ( EIGEN_DEFINITIONS  "@EIGEN_DEFINITIONS@" )
+set ( EIGEN3_DEFINITIONS  "@EIGEN_DEFINITIONS@" )
-set ( EIGEN_INCLUDE_DIR  "@EIGEN_INCLUDE_DIR@" )
+set ( EIGEN3_INCLUDE_DIR  "@EIGEN_INCLUDE_DIR@" )
-set ( EIGEN_INCLUDE_DIRS "@EIGEN_INCLUDE_DIRS@" )
+set ( EIGEN3_INCLUDE_DIRS "@EIGEN_INCLUDE_DIRS@" )
-set ( EIGEN_ROOT_DIR     "@EIGEN_ROOT_DIR@" )
+set ( EIGEN3_ROOT_DIR     "@EIGEN_ROOT_DIR@" )
 
-set ( EIGEN_VERSION_STRING "@EIGEN_VERSION_STRING@" )
+set ( EIGEN3_VERSION_STRING "@EIGEN_VERSION_STRING@" )
-set ( EIGEN_VERSION_MAJOR  "@EIGEN_VERSION_MAJOR@" )
+set ( EIGEN3_VERSION_MAJOR  "@EIGEN_VERSION_MAJOR@" )
-set ( EIGEN_VERSION_MINOR  "@EIGEN_VERSION_MINOR@" )
+set ( EIGEN3_VERSION_MINOR  "@EIGEN_VERSION_MINOR@" )
-set ( EIGEN_VERSION_PATCH  "@EIGEN_VERSION_PATCH@" )
+set ( EIGEN3_VERSION_PATCH  "@EIGEN_VERSION_PATCH@" )