- update to Eigen 3.3.7

Author: janbender

Changelog.txt

@@ -1,3 +1,5 @@
+	- update to Eigen 3.3.7
+	
 1.7.0
 	- added DamperJoint
 	- improved implementation of SliderJoint

extern/eigen/CMakeLists.txt

@@ -41,10 +41,13 @@ string(REGEX MATCH "define[ \t]+EIGEN_MINOR_VERSION[ \t]+([0-9]+)" _eigen_minor_
 set(EIGEN_MINOR_VERSION "${CMAKE_MATCH_1}")
 set(EIGEN_VERSION_NUMBER ${EIGEN_WORLD_VERSION}.${EIGEN_MAJOR_VERSION}.${EIGEN_MINOR_VERSION})
 
-# if the mercurial program is absent, this will leave the EIGEN_HG_CHANGESET string empty,
-# but won't stop CMake.
-execute_process(COMMAND hg tip -R ${CMAKE_SOURCE_DIR} OUTPUT_VARIABLE EIGEN_HGTIP_OUTPUT)
-execute_process(COMMAND hg branch -R ${CMAKE_SOURCE_DIR} OUTPUT_VARIABLE EIGEN_BRANCH_OUTPUT)
+# if we are not in a mercurial clone
+if(IS_DIRECTORY ${CMAKE_SOURCE_DIR}/.hg)
+  # if the mercurial program is absent or this will leave the EIGEN_HG_CHANGESET string empty,
+  # but won't stop CMake.
+  execute_process(COMMAND hg tip -R ${CMAKE_SOURCE_DIR} OUTPUT_VARIABLE EIGEN_HGTIP_OUTPUT)
+  execute_process(COMMAND hg branch -R ${CMAKE_SOURCE_DIR} OUTPUT_VARIABLE EIGEN_BRANCH_OUTPUT)
+endif()
 
 # if this is the default (aka development) branch, extract the mercurial changeset number from the hg tip output...
 if(EIGEN_BRANCH_OUTPUT MATCHES "default")
@@ -64,6 +67,33 @@ include(GNUInstallDirs)
 
 set(CMAKE_MODULE_PATH ${PROJECT_SOURCE_DIR}/cmake)
 
+
+option(EIGEN_TEST_CXX11 "Enable testing with C++11 and C++11 features (e.g. Tensor module)." OFF)
+
+
+macro(ei_add_cxx_compiler_flag FLAG)
+  string(REGEX REPLACE "-" "" SFLAG1 ${FLAG})
+  string(REGEX REPLACE "\\+" "p" SFLAG ${SFLAG1})
+  check_cxx_compiler_flag(${FLAG} COMPILER_SUPPORT_${SFLAG})
+  if(COMPILER_SUPPORT_${SFLAG})
+    set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} ${FLAG}")
+  endif()
+endmacro(ei_add_cxx_compiler_flag)
+
+check_cxx_compiler_flag("-std=c++11" EIGEN_COMPILER_SUPPORT_CPP11)
+
+if(EIGEN_TEST_CXX11)
+  set(CMAKE_CXX_STANDARD 11)
+  set(CMAKE_CXX_EXTENSIONS OFF)
+  if(EIGEN_COMPILER_SUPPORT_CPP11)
+    set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -std=c++11")
+  endif()
+else()
+  #set(CMAKE_CXX_STANDARD 03)
+  #set(CMAKE_CXX_EXTENSIONS OFF)
+  ei_add_cxx_compiler_flag("-std=c++03")
+endif()
+
 #############################################################################
 # find how to link to the standard libraries                                #
 #############################################################################
@@ -115,15 +145,6 @@ endif()
 
 set(EIGEN_TEST_MAX_SIZE "320" CACHE STRING "Maximal matrix/vector size, default is 320")
 
-macro(ei_add_cxx_compiler_flag FLAG)
-  string(REGEX REPLACE "-" "" SFLAG1 ${FLAG})
-  string(REGEX REPLACE "\\+" "p" SFLAG ${SFLAG1})
-  check_cxx_compiler_flag(${FLAG} COMPILER_SUPPORT_${SFLAG})
-  if(COMPILER_SUPPORT_${SFLAG})
-    set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} ${FLAG}")
-  endif()
-endmacro(ei_add_cxx_compiler_flag)
-
 if(NOT MSVC)
   # We assume that other compilers are partly compatible with GNUCC
 
@@ -359,8 +380,6 @@ if(EIGEN_TEST_NO_EXCEPTIONS)
   message(STATUS "Disabling exceptions in tests/examples")
 endif()
 
-option(EIGEN_TEST_CXX11 "Enable testing with C++11 and C++11 features (e.g. Tensor module)." OFF)
-
 set(EIGEN_CUDA_COMPUTE_ARCH 30 CACHE STRING "The CUDA compute architecture level to target when compiling CUDA code")
 
 include_directories(${CMAKE_CURRENT_SOURCE_DIR} ${CMAKE_CURRENT_BINARY_DIR})
@@ -416,16 +435,15 @@ add_subdirectory(Eigen)
 
 add_subdirectory(doc EXCLUDE_FROM_ALL)
 
-include(EigenConfigureTesting)
-
-# fixme, not sure this line is still needed:
-enable_testing() # must be called from the root CMakeLists, see man page
+option(BUILD_TESTING "Enable creation of Eigen tests." ON)
+if(BUILD_TESTING)
+  include(EigenConfigureTesting)
 
-
-if(EIGEN_LEAVE_TEST_IN_ALL_TARGET)
-  add_subdirectory(test) # can't do EXCLUDE_FROM_ALL here, breaks CTest
-else()
-  add_subdirectory(test EXCLUDE_FROM_ALL)
+  if(EIGEN_LEAVE_TEST_IN_ALL_TARGET)
+    add_subdirectory(test) # can't do EXCLUDE_FROM_ALL here, breaks CTest
+  else()
+    add_subdirectory(test EXCLUDE_FROM_ALL)
+  endif()
 endif()
 
 if(EIGEN_LEAVE_TEST_IN_ALL_TARGET)
@@ -461,7 +479,9 @@ endif(NOT WIN32)
 
 configure_file(scripts/cdashtesting.cmake.in cdashtesting.cmake @ONLY)
 
-ei_testing_print_summary()
+if(BUILD_TESTING)
+  ei_testing_print_summary()
+endif()
 
 message(STATUS "")
 message(STATUS "Configured Eigen ${EIGEN_VERSION_NUMBER}")

extern/eigen/Eigen/Cholesky

@@ -9,6 +9,7 @@
 #define EIGEN_CHOLESKY_MODULE_H
 
 #include "Core"
+#include "Jacobi"
 
 #include "src/Core/util/DisableStupidWarnings.h"
 
@@ -31,7 +32,11 @@
 #include "src/Cholesky/LLT.h"
 #include "src/Cholesky/LDLT.h"
 #ifdef EIGEN_USE_LAPACKE
+#ifdef EIGEN_USE_MKL
+#include "mkl_lapacke.h"
+#else
 #include "src/misc/lapacke.h"
+#endif
 #include "src/Cholesky/LLT_LAPACKE.h"
 #endif
 

extern/eigen/Eigen/Core

@@ -14,6 +14,22 @@
 // first thing Eigen does: stop the compiler from committing suicide
 #include "src/Core/util/DisableStupidWarnings.h"
 
+#if defined(__CUDACC__) && !defined(EIGEN_NO_CUDA)
+  #define EIGEN_CUDACC __CUDACC__
+#endif
+
+#if defined(__CUDA_ARCH__) && !defined(EIGEN_NO_CUDA)
+  #define EIGEN_CUDA_ARCH __CUDA_ARCH__
+#endif
+
+#if defined(__CUDACC_VER_MAJOR__) && (__CUDACC_VER_MAJOR__ >= 9)
+#define EIGEN_CUDACC_VER  ((__CUDACC_VER_MAJOR__ * 10000) + (__CUDACC_VER_MINOR__ * 100))
+#elif defined(__CUDACC_VER__)
+#define EIGEN_CUDACC_VER __CUDACC_VER__
+#else
+#define EIGEN_CUDACC_VER 0
+#endif
+
 // Handle NVCC/CUDA/SYCL
 #if defined(__CUDACC__) || defined(__SYCL_DEVICE_ONLY__)
   // Do not try asserts on CUDA and SYCL!
@@ -37,9 +53,9 @@
     #endif
 
     #define EIGEN_DEVICE_FUNC __host__ __device__
-    // We need math_functions.hpp to ensure that that EIGEN_USING_STD_MATH macro
+    // We need cuda_runtime.h to ensure that that EIGEN_USING_STD_MATH macro
     // works properly on the device side
-    #include <math_functions.hpp>
+    #include <cuda_runtime.h>
   #else
     #define EIGEN_DEVICE_FUNC
   #endif
@@ -155,6 +171,9 @@
       #ifdef __AVX512DQ__
         #define EIGEN_VECTORIZE_AVX512DQ
       #endif
+      #ifdef __AVX512ER__
+        #define EIGEN_VECTORIZE_AVX512ER
+      #endif
     #endif
 
     // include files
@@ -229,7 +248,7 @@
 #if defined __CUDACC__
   #define EIGEN_VECTORIZE_CUDA
   #include <vector_types.h>
-  #if defined __CUDACC_VER__ && __CUDACC_VER__ >= 70500
+  #if EIGEN_CUDACC_VER >= 70500
     #define EIGEN_HAS_CUDA_FP16
   #endif
 #endif
@@ -352,6 +371,7 @@ using std::ptrdiff_t;
 #include "src/Core/MathFunctions.h"
 #include "src/Core/GenericPacketMath.h"
 #include "src/Core/MathFunctionsImpl.h"
+#include "src/Core/arch/Default/ConjHelper.h"
 
 #if defined EIGEN_VECTORIZE_AVX512
   #include "src/Core/arch/SSE/PacketMath.h"
@@ -367,6 +387,7 @@ using std::ptrdiff_t;
   #include "src/Core/arch/AVX/MathFunctions.h"
   #include "src/Core/arch/AVX/Complex.h"
   #include "src/Core/arch/AVX/TypeCasting.h"
+  #include "src/Core/arch/SSE/TypeCasting.h"
 #elif defined EIGEN_VECTORIZE_SSE
   #include "src/Core/arch/SSE/PacketMath.h"
   #include "src/Core/arch/SSE/MathFunctions.h"

extern/eigen/Eigen/Eigenvalues

@@ -45,7 +45,11 @@
 #include "src/Eigenvalues/GeneralizedEigenSolver.h"
 #include "src/Eigenvalues/MatrixBaseEigenvalues.h"
 #ifdef EIGEN_USE_LAPACKE
+#ifdef EIGEN_USE_MKL
+#include "mkl_lapacke.h"
+#else
 #include "src/misc/lapacke.h"
+#endif
 #include "src/Eigenvalues/RealSchur_LAPACKE.h"
 #include "src/Eigenvalues/ComplexSchur_LAPACKE.h"
 #include "src/Eigenvalues/SelfAdjointEigenSolver_LAPACKE.h"

extern/eigen/Eigen/LU

@@ -28,7 +28,11 @@
 #include "src/LU/FullPivLU.h"
 #include "src/LU/PartialPivLU.h"
 #ifdef EIGEN_USE_LAPACKE
+#ifdef EIGEN_USE_MKL
+#include "mkl_lapacke.h"
+#else
 #include "src/misc/lapacke.h"
+#endif
 #include "src/LU/PartialPivLU_LAPACKE.h"
 #endif
 #include "src/LU/Determinant.h"

extern/eigen/Eigen/QR

@@ -36,7 +36,11 @@
 #include "src/QR/ColPivHouseholderQR.h"
 #include "src/QR/CompleteOrthogonalDecomposition.h"
 #ifdef EIGEN_USE_LAPACKE
+#ifdef EIGEN_USE_MKL
+#include "mkl_lapacke.h"
+#else
 #include "src/misc/lapacke.h"
+#endif
 #include "src/QR/HouseholderQR_LAPACKE.h"
 #include "src/QR/ColPivHouseholderQR_LAPACKE.h"
 #endif

extern/eigen/Eigen/QtAlignedMalloc

@@ -27,7 +27,7 @@ void qFree(void *ptr)
 void *qRealloc(void *ptr, std::size_t size)
 {
   void* newPtr = Eigen::internal::aligned_malloc(size);
-  memcpy(newPtr, ptr, size);
+  std::memcpy(newPtr, ptr, size);
   Eigen::internal::aligned_free(ptr);
   return newPtr;
 }

extern/eigen/Eigen/SVD

@@ -37,7 +37,11 @@
 #include "src/SVD/JacobiSVD.h"
 #include "src/SVD/BDCSVD.h"
 #if defined(EIGEN_USE_LAPACKE) && !defined(EIGEN_USE_LAPACKE_STRICT)
+#ifdef EIGEN_USE_MKL
+#include "mkl_lapacke.h"
+#else
 #include "src/misc/lapacke.h"
+#endif
 #include "src/SVD/JacobiSVD_LAPACKE.h"
 #endif
 

extern/eigen/Eigen/src/Cholesky/LDLT.h

@@ -248,7 +248,7 @@ template<typename _MatrixType, int _UpLo> class LDLT
     /** \brief Reports whether previous computation was successful.
       *
       * \returns \c Success if computation was succesful,
-      *          \c NumericalIssue if the matrix.appears to be negative.
+      *          \c NumericalIssue if the factorization failed because of a zero pivot.
       */
     ComputationInfo info() const
     {
@@ -305,7 +305,8 @@ template<> struct ldlt_inplace<Lower>
     if (size <= 1)
     {
       transpositions.setIdentity();
-      if (numext::real(mat.coeff(0,0)) > static_cast<RealScalar>(0) ) sign = PositiveSemiDef;
+      if(size==0) sign = ZeroSign;
+      else if (numext::real(mat.coeff(0,0)) > static_cast<RealScalar>(0) ) sign = PositiveSemiDef;
       else if (numext::real(mat.coeff(0,0)) < static_cast<RealScalar>(0)) sign = NegativeSemiDef;
       else sign = ZeroSign;
       return true;
@@ -376,6 +377,8 @@ template<> struct ldlt_inplace<Lower>
 
       if((rs>0) && pivot_is_valid)
         A21 /= realAkk;
+      else if(rs>0)
+        ret = ret && (A21.array()==Scalar(0)).all();
 
       if(found_zero_pivot && pivot_is_valid) ret = false; // factorization failed
       else if(!pivot_is_valid) found_zero_pivot = true;
@@ -568,13 +571,14 @@ void LDLT<_MatrixType,_UpLo>::_solve_impl(const RhsType &rhs, DstType &dst) cons
   // more precisely, use pseudo-inverse of D (see bug 241)
   using std::abs;
   const typename Diagonal<const MatrixType>::RealReturnType vecD(vectorD());
-  // In some previous versions, tolerance was set to the max of 1/highest and the maximal diagonal entry * epsilon
-  // as motivated by LAPACK's xGELSS:
+  // In some previous versions, tolerance was set to the max of 1/highest (or rather numeric_limits::min())
+  // and the maximal diagonal entry * epsilon as motivated by LAPACK's xGELSS:
   // RealScalar tolerance = numext::maxi(vecD.array().abs().maxCoeff() * NumTraits<RealScalar>::epsilon(),RealScalar(1) / NumTraits<RealScalar>::highest());
   // However, LDLT is not rank revealing, and so adjusting the tolerance wrt to the highest
   // diagonal element is not well justified and leads to numerical issues in some cases.
   // Moreover, Lapack's xSYTRS routines use 0 for the tolerance.
-  RealScalar tolerance = RealScalar(1) / NumTraits<RealScalar>::highest();
+  // Using numeric_limits::min() gives us more robustness to denormals.
+  RealScalar tolerance = (std::numeric_limits<RealScalar>::min)();
 
   for (Index i = 0; i < vecD.size(); ++i)
   {