Merge pull request #1405 from borglab/feature/eigen34

gtsam/3rdparty/Eigen/.gitignore

@@ -1,4 +1,3 @@
-syntax: glob
 qrc_*cxx
 *.orig
 *.pyc
@@ -13,7 +12,7 @@ core
 core.*
 *.bak
 *~
-build*
+*build*
 *.moc.*
 *.moc
 ui_*
@@ -28,7 +27,12 @@ activity.png
 *.rej
 log
 patch
+*.patch
 a
 a.*
 lapack/testing
 lapack/reference
+.*project
+.settings
+Makefile
+!ci/build.gitlab-ci.yml

gtsam/3rdparty/Eigen/.gitlab-ci.yml

@@ -0,0 +1,23 @@
+# This file is part of Eigen, a lightweight C++ template library
+# for linear algebra.
+#
+# Copyright (C) 2020 Arm Ltd. and Contributors
+#
+# 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/.
+
+stages:
+  - buildsmoketests
+  - smoketests
+  - build
+  - test
+
+variables:
+  BUILDDIR: builddir
+  EIGEN_CI_CMAKE_GENEATOR: "Ninja"
+
+include:
+  - "/ci/smoketests.gitlab-ci.yml"
+  - "/ci/build.gitlab-ci.yml"
+  - "/ci/test.gitlab-ci.yml"

gtsam/3rdparty/Eigen/.gitlab/issue_templates/Bug Report.md

@@ -0,0 +1,69 @@
+<!--
+Please read this!
+
+Before opening a new issue, make sure to search for keywords in the issues
+filtered by "bug::confirmed" or "bug::unconfirmed" and "bugzilla" label:
+
+- https://gitlab.com/libeigen/eigen/-/issues?scope=all&utf8=%E2%9C%93&state=opened&label_name[]=bug%3A%3Aconfirmed
+- https://gitlab.com/libeigen/eigen/-/issues?scope=all&utf8=%E2%9C%93&state=opened&label_name[]=bug%3A%3Aunconfirmed
+- https://gitlab.com/libeigen/eigen/-/issues?scope=all&utf8=%E2%9C%93&state=opened&label_name[]=bugzilla
+
+and verify the issue you're about to submit isn't a duplicate. -->
+
+### Summary
+<!-- Summarize the bug encountered concisely. -->
+
+### Environment
+<!-- Please provide your development environment here -->
+- **Operating System** : Windows/Linux
+- **Architecture** : x64/Arm64/PowerPC ...
+- **Eigen Version** : 3.3.9
+- **Compiler Version** : Gcc7.0
+- **Compile Flags** : -O3 -march=native
+- **Vector Extension** : SSE/AVX/NEON ...
+
+### Minimal Example
+<!-- If possible, please create a minimal example here that exhibits the problematic behavior.
+You can also link to [godbolt](https://godbolt.org). But please note that you need to click 
+the "Share" button in the top right-hand corner of the godbolt page where you reproduce the sample 
+code to get the share link instead of in your browser address bar. 
+
+You can read [the guidelines on stackoverflow](https://stackoverflow.com/help/minimal-reproducible-example)
+on how to create a good minimal example. -->
+
+```cpp
+//show your code here
+```
+
+### Steps to reproduce
+<!-- Describe how one can reproduce the issue - this is very important. Please use an ordered list. -->
+
+1. first step
+2. second step
+3. ... 
+
+### What is the current *bug* behavior?
+<!-- Describe what actually happens. -->
+
+### What is the expected *correct* behavior?
+<!-- Describe what you should see instead. -->
+
+### Relevant logs
+<!-- Add relevant code snippets or program output within blocks marked by " ``` " -->
+
+<!-- OPTIONAL: remove this section if you are not reporting a compilation warning issue.-->
+### Warning Messages
+<!-- Show us the warning messages you got! -->
+
+<!-- OPTIONAL: remove this section if you are not reporting a performance issue. -->
+### Benchmark scripts and results
+<!-- Please share any benchmark scripts - either standalone, or using [Google Benchmark](https://github.com/google/benchmark). -->
+
+### Anything else that might help
+<!-- It will be better to provide us more information to help narrow down the cause. 
+Including but not limited to the following: 
+- lines of code that might help us diagnose the problem. 
+- potential ways to address the issue.
+- last known working/first broken version (release number or commit hash). --> 
+
+- [ ] Have a plan to fix this issue.

gtsam/3rdparty/Eigen/.gitlab/issue_templates/Feature Request.md

@@ -0,0 +1,7 @@
+### Describe the feature you would like to be implemented.
+
+### Would such a feature be useful for other users? Why?
+
+### Any hints on how to implement the requested feature?
+
+### Additional resources

gtsam/3rdparty/Eigen/.gitlab/merge_request_templates/Merge Request Template.md

@@ -0,0 +1,26 @@
+<!-- 
+Thanks for contributing a merge request! Please name and fully describe your MR as you would for a commit message.
+If the MR fixes an issue, please include "Fixes #issue" in the commit message and the MR description.
+
+In addition, we recommend that first-time contributors read our [contribution guidelines](https://eigen.tuxfamily.org/index.php?title=Contributing_to_Eigen) and [git page](https://eigen.tuxfamily.org/index.php?title=Git), which will help you submit a more standardized MR.
+
+Before submitting the MR, you also need to complete the following checks:
+- Make one PR per feature/bugfix (don't mix multiple changes into one PR). Avoid committing unrelated changes.
+- Rebase before committing
+- For code changes, run the test suite (at least the tests that are likely affected by the change).
+  See our [test guidelines](https://eigen.tuxfamily.org/index.php?title=Tests).
+- If possible, add a test (both for bug-fixes as well as new features)
+- Make sure new features are documented
+
+Note that we are a team of volunteers; we appreciate your patience during the review process.
+
+Again, thanks for contributing! -->
+
+### Reference issue
+<!-- You can link to a specific issue using the gitlab syntax #<issue number>  -->
+
+### What does this implement/fix?
+<!--Please explain your changes.-->
+
+### Additional information
+<!--Any additional information you think is important.-->

gtsam/3rdparty/Eigen/.hgtags

@@ -1,33 +0,0 @@
-2db9468678c6480c9633b6272ff0e3599d1e11a3 2.0-beta3
-375224817dce669b6fa31d920d4c895a63fabf32 2.0-beta1
-3b8120f077865e2a072e10f5be33e1d942b83a06 2.0-rc1
-19dfc0e7666bcee26f7a49eb42f39a0280a3485e 2.0-beta5
-7a7d8a9526f003ffa2430dfb0c2c535b5add3023 2.0-beta4
-7d14ad088ac23769c349518762704f0257f6a39b 2.0.1
-b9d48561579fd7d4c05b2aa42235dc9de6484bf2 2.0-beta6
-e17630a40408243cb1a51ad0fe3a99beb75b7450 before-hg-migration
-eda654d4cda2210ce80719addcf854773e6dec5a 2.0.0
-ee9a7c468a9e73fab12f38f02bac24b07f29ed71 2.0-beta2
-d49097c25d8049e730c254a2fed725a240ce4858 after-hg-migration
-655348878731bcb5d9bbe0854077b052e75e5237 actual-start-from-scratch
-12a658962d4e6dfdc9a1c350fe7b69e36e70675c 3.0-beta1
-5c4180ad827b3f869b13b1d82f5a6ce617d6fcee 3.0-beta2
-7ae24ca6f3891d5ac58ddc7db60ad413c8d6ec35 3.0-beta3
-c40708b9088d622567fecc9208ad4a426621d364 3.0-beta4
-b6456624eae74f49ae8683d8e7b2882a2ca0342a 3.0-rc1
-a810d5dbab47acfe65b3350236efdd98f67d4d8a 3.1.0-alpha1
-304c88ca3affc16dd0b008b1104873986edd77af 3.1.0-alpha2
-920fc730b5930daae0a6dbe296d60ce2e3808215 3.1.0-beta1
-8383e883ebcc6f14695ff0b5e20bb631abab43fb 3.1.0-rc1
-bf4cb8c934fa3a79f45f1e629610f0225e93e493 3.1.0-rc2
-da195914abcc1d739027cbee7c52077aab30b336 3.2-beta1
-a8e0d153fc5e239ef8b06e3665f1f9e8cb8d49c8 before-evaluators
-09a8e21866106b49c5dec1d6d543e5794e82efa0 3.3-alpha1
-ce5a455b34c0a0ac3545a1497cb4a16c38ed90e8 3.3-beta1
-69d418c0699907bcd0bf9e0b3ba0a112ed091d85 3.3-beta2
-bef509908b9da05d0d07ffc0da105e2c8c6d3996 3.3-rc1
-04ab5fa4b241754afcf631117572276444c67239 3.3-rc2
-26667be4f70baf4f0d39e96f330714c87b399090 3.3.0
-f562a193118d4f40514e2f4a0ace6e974926ef06 3.3.1
-da9b4e14c2550e0d11078a3c39e6d56eba9905df 3.3.2
-67e894c6cd8f5f1f604b27d37ed47fdf012674ff 3.3.3

gtsam/3rdparty/Eigen/CMakeLists.txt

@@ -1,6 +1,7 @@
-project(Eigen3)
+# cmake_minimum_require must be the first command of the file
+cmake_minimum_required(VERSION 3.5.0)
 
-cmake_minimum_required(VERSION 2.8.5)
+project(Eigen3)
 
 # guard against in-source builds
 
@@ -8,6 +9,7 @@ if(${CMAKE_SOURCE_DIR} STREQUAL ${CMAKE_BINARY_DIR})
   message(FATAL_ERROR "In-source builds not allowed. Please make a new directory (called a build directory) and run CMake from there. You may need to remove CMakeCache.txt. ")
 endif()
 
+
 # Alias Eigen_*_DIR to Eigen3_*_DIR:
 
 set(Eigen_SOURCE_DIR ${Eigen3_SOURCE_DIR})
@@ -19,16 +21,9 @@ if (NOT CMAKE_BUILD_TYPE)
   set(CMAKE_BUILD_TYPE "Release")
 endif()
 
-string(TOLOWER "${CMAKE_BUILD_TYPE}" cmake_build_type_tolower)
-if(    NOT cmake_build_type_tolower STREQUAL "debug"
-   AND NOT cmake_build_type_tolower STREQUAL "release"
-   AND NOT cmake_build_type_tolower STREQUAL "relwithdebinfo")
-  message(FATAL_ERROR "Unknown build type \"${CMAKE_BUILD_TYPE}\". Allowed values are Debug, Release, RelWithDebInfo (case-insensitive).")
-endif()
-
 
 #############################################################################
-# retrieve version infomation                                               #
+# retrieve version information                                               #
 #############################################################################
 
 # automatically parse the version number
@@ -41,29 +36,28 @@ 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 we are not in a mercurial clone
+# if we are not in a git clone
-if(IS_DIRECTORY ${CMAKE_SOURCE_DIR}/.hg)
+if(IS_DIRECTORY ${CMAKE_SOURCE_DIR}/.git)
-  # if the mercurial program is absent or this will leave the EIGEN_HG_CHANGESET string empty,
+  # if the git program is absent or this will leave the EIGEN_GIT_REVNUM string empty,
   # but won't stop CMake.
-  execute_process(COMMAND hg tip -R ${CMAKE_SOURCE_DIR} OUTPUT_VARIABLE EIGEN_HGTIP_OUTPUT)
+  execute_process(COMMAND git ls-remote --refs -q ${CMAKE_SOURCE_DIR} HEAD OUTPUT_VARIABLE EIGEN_GIT_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...
+# extract the git rev number from the git output...
-if(EIGEN_BRANCH_OUTPUT MATCHES "default")
+if(EIGEN_GIT_OUTPUT)
-string(REGEX MATCH "^changeset: *[0-9]*:([0-9;a-f]+).*" EIGEN_HG_CHANGESET_MATCH "${EIGEN_HGTIP_OUTPUT}")
+string(REGEX MATCH "^([0-9;a-f]+).*" EIGEN_GIT_CHANGESET_MATCH "${EIGEN_GIT_OUTPUT}")
-set(EIGEN_HG_CHANGESET "${CMAKE_MATCH_1}")
+set(EIGEN_GIT_REVNUM "${CMAKE_MATCH_1}")
-endif(EIGEN_BRANCH_OUTPUT MATCHES "default")
+endif()
 #...and show it next to the version number
-if(EIGEN_HG_CHANGESET)
+if(EIGEN_GIT_REVNUM)
-  set(EIGEN_VERSION "${EIGEN_VERSION_NUMBER} (mercurial changeset ${EIGEN_HG_CHANGESET})")
+  set(EIGEN_VERSION "${EIGEN_VERSION_NUMBER} (git rev ${EIGEN_GIT_REVNUM})")
-else(EIGEN_HG_CHANGESET)
+else()
   set(EIGEN_VERSION "${EIGEN_VERSION_NUMBER}")
-endif(EIGEN_HG_CHANGESET)
+endif()
-
 
 include(CheckCXXCompilerFlag)
 include(GNUInstallDirs)
+include(CMakeDependentOption)
 
 set(CMAKE_MODULE_PATH ${PROJECT_SOURCE_DIR}/cmake)
 
@@ -78,7 +72,7 @@ macro(ei_add_cxx_compiler_flag FLAG)
   if(COMPILER_SUPPORT_${SFLAG})
     set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} ${FLAG}")
   endif()
-endmacro(ei_add_cxx_compiler_flag)
+endmacro()
 
 check_cxx_compiler_flag("-std=c++11" EIGEN_COMPILER_SUPPORT_CPP11)
 
@@ -94,6 +88,9 @@ else()
   ei_add_cxx_compiler_flag("-std=c++03")
 endif()
 
+# Determine if we should build shared libraries on this platform.
+get_cmake_property(EIGEN_BUILD_SHARED_LIBS TARGET_SUPPORTS_SHARED_LIBS)
+
 #############################################################################
 # find how to link to the standard libraries                                #
 #############################################################################
@@ -134,7 +131,7 @@ if(NOT WIN32 OR NOT CMAKE_HOST_SYSTEM_NAME MATCHES Windows)
   option(EIGEN_BUILD_PKGCONFIG "Build pkg-config .pc file for Eigen" ON)
 endif()
 
-set(CMAKE_INCLUDE_CURRENT_DIR ON)
+set(CMAKE_INCLUDE_CURRENT_DIR OFF)
 
 option(EIGEN_SPLIT_LARGE_TESTS "Split large tests into smaller executables" ON)
 
@@ -174,11 +171,7 @@ if(NOT MSVC)
   ei_add_cxx_compiler_flag("-Wdouble-promotion")
 #  ei_add_cxx_compiler_flag("-Wconversion")
 
-  # -Wshadow is insanely too strict with gcc, hopefully it will become usable with gcc 6
-  # if(NOT CMAKE_COMPILER_IS_GNUCXX OR (CMAKE_CXX_COMPILER_VERSION VERSION_GREATER "5.0.0"))
-  if(NOT CMAKE_COMPILER_IS_GNUCXX)
   ei_add_cxx_compiler_flag("-Wshadow")
-  endif()
 
   ei_add_cxx_compiler_flag("-Wno-psabi")
   ei_add_cxx_compiler_flag("-Wno-variadic-macros")
@@ -251,12 +244,30 @@ if(NOT MSVC)
     message(STATUS "Enabling FMA in tests/examples")
   endif()
 
+  option(EIGEN_TEST_AVX2 "Enable/Disable AVX2 in tests/examples" OFF)
+  if(EIGEN_TEST_AVX2)
+    set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -mavx2 -mfma")
+    message(STATUS "Enabling AVX2 in tests/examples")
+  endif()
+
   option(EIGEN_TEST_AVX512 "Enable/Disable AVX512 in tests/examples" OFF)
   if(EIGEN_TEST_AVX512)
-    set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -mavx512f -fabi-version=6 -DEIGEN_ENABLE_AVX512")
+    set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -mavx512f -mfma")
+    if (NOT "${CMAKE_CXX_COMPILER_ID}" STREQUAL "Clang")
+      set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -fabi-version=6")
+    endif()
     message(STATUS "Enabling AVX512 in tests/examples")
   endif()
 
+  option(EIGEN_TEST_AVX512DQ "Enable/Disable AVX512DQ in tests/examples" OFF)
+  if(EIGEN_TEST_AVX512DQ)
+    set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -mavx512dq")
+    if (NOT "${CMAKE_CXX_COMPILER_ID}" STREQUAL "Clang")
+      set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -fabi-version=6")
+    endif()
+    message(STATUS "Enabling AVX512DQ in tests/examples")
+  endif()
+
   option(EIGEN_TEST_F16C "Enable/Disable F16C in tests/examples" OFF)
   if(EIGEN_TEST_F16C)
     set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -mf16c")
@@ -275,6 +286,12 @@ if(NOT MSVC)
     message(STATUS "Enabling VSX in tests/examples")
   endif()
 
+  option(EIGEN_TEST_MSA "Enable/Disable MSA in tests/examples" OFF)
+  if(EIGEN_TEST_MSA)
+    set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -mmsa")
+    message(STATUS "Enabling MSA in tests/examples")
+  endif()
+
   option(EIGEN_TEST_NEON "Enable/Disable Neon in tests/examples" OFF)
   if(EIGEN_TEST_NEON)
     if(EIGEN_TEST_FMA)
@@ -292,12 +309,18 @@ if(NOT MSVC)
     message(STATUS "Enabling NEON in tests/examples")
   endif()
 
-  option(EIGEN_TEST_ZVECTOR "Enable/Disable S390X(zEC13) ZVECTOR in tests/examples" OFF)
+  option(EIGEN_TEST_Z13 "Enable/Disable S390X(zEC13) ZVECTOR in tests/examples" OFF)
-  if(EIGEN_TEST_ZVECTOR)
+  if(EIGEN_TEST_Z13)
     set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -march=z13 -mzvector")
     message(STATUS "Enabling S390X(zEC13) ZVECTOR in tests/examples")
   endif()
 
+  option(EIGEN_TEST_Z14 "Enable/Disable S390X(zEC14) ZVECTOR in tests/examples" OFF)
+  if(EIGEN_TEST_Z14)
+    set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -march=z14 -mzvector")
+    message(STATUS "Enabling S390X(zEC13) ZVECTOR in tests/examples")
+  endif()
+
   check_cxx_compiler_flag("-fopenmp" COMPILER_SUPPORT_OPENMP)
   if(COMPILER_SUPPORT_OPENMP)
     option(EIGEN_TEST_OPENMP "Enable/Disable OpenMP in tests/examples" OFF)
@@ -307,7 +330,7 @@ if(NOT MSVC)
     endif()
   endif()
 
-else(NOT MSVC)
+else()
 
   # C4127 - conditional expression is constant
   # C4714 - marked as __forceinline not inlined (I failed to deactivate it selectively)
@@ -315,7 +338,7 @@ else(NOT MSVC)
   #         because we are oftentimes returning objects that have a destructor or may
   #         throw exceptions - in particular in the unit tests we are throwing extra many
   #         exceptions to cover indexing errors.
-  # C4505 - unreferenced local function has been removed (impossible to deactive selectively)
+  # C4505 - unreferenced local function has been removed (impossible to deactivate selectively)
   set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} /EHsc /wd4127 /wd4505 /wd4714")
 
   # replace all /Wx by /W4
@@ -335,10 +358,23 @@ else(NOT MSVC)
     if(NOT CMAKE_CL_64)
       # arch is not supported on 64 bit systems, SSE is enabled automatically.
       set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} /arch:SSE2")
-    endif(NOT CMAKE_CL_64)
+    endif()
     message(STATUS "Enabling SSE2 in tests/examples")
-  endif(EIGEN_TEST_SSE2)
+  endif()
-endif(NOT MSVC)
+
+  option(EIGEN_TEST_AVX "Enable/Disable AVX in tests/examples" OFF)
+  if(EIGEN_TEST_AVX)
+    set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} /arch:AVX")
+    message(STATUS "Enabling AVX in tests/examples")
+  endif()
+
+  option(EIGEN_TEST_FMA "Enable/Disable FMA/AVX2 in tests/examples" OFF)
+  if(EIGEN_TEST_FMA AND NOT EIGEN_TEST_NEON)
+    set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} /arch:AVX2")
+    message(STATUS "Enabling FMA/AVX2 in tests/examples")
+  endif()
+
+endif()
 
 option(EIGEN_TEST_NO_EXPLICIT_VECTORIZATION "Disable explicit vectorization in tests/examples" OFF)
 option(EIGEN_TEST_X87 "Force using X87 instructions. Implies no vectorization." OFF)
@@ -382,7 +418,7 @@ endif()
 
 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} ${CMAKE_CURRENT_BINARY_DIR})
+include_directories(${CMAKE_CURRENT_SOURCE_DIR})
 
 # Backward compatibility support for EIGEN_INCLUDE_INSTALL_DIR
 if(EIGEN_INCLUDE_INSTALL_DIR)
@@ -391,22 +427,28 @@ endif()
 
 if(EIGEN_INCLUDE_INSTALL_DIR AND NOT INCLUDE_INSTALL_DIR)
   set(INCLUDE_INSTALL_DIR ${EIGEN_INCLUDE_INSTALL_DIR}
-      CACHE PATH "The directory relative to CMAKE_PREFIX_PATH where Eigen header files are installed")
+      CACHE PATH "The directory relative to CMAKE_INSTALL_PREFIX where Eigen header files are installed")
 else()
   set(INCLUDE_INSTALL_DIR
       "${CMAKE_INSTALL_INCLUDEDIR}/eigen3"
-      CACHE PATH "The directory relative to CMAKE_PREFIX_PATH where Eigen header files are installed"
+      CACHE PATH "The directory relative to CMAKE_INSTALL_PREFIX where Eigen header files are installed"
       )
 endif()
 set(CMAKEPACKAGE_INSTALL_DIR
     "${CMAKE_INSTALL_DATADIR}/eigen3/cmake"
-    CACHE PATH "The directory relative to CMAKE_PREFIX_PATH where Eigen3Config.cmake is installed"
+    CACHE PATH "The directory relative to CMAKE_INSTALL_PREFIX where Eigen3Config.cmake is installed"
     )
 set(PKGCONFIG_INSTALL_DIR
     "${CMAKE_INSTALL_DATADIR}/pkgconfig"
-    CACHE PATH "The directory relative to CMAKE_PREFIX_PATH where eigen3.pc is installed"
+    CACHE PATH "The directory relative to CMAKE_INSTALL_PREFIX where eigen3.pc is installed"
     )
 
+foreach(var INCLUDE_INSTALL_DIR CMAKEPACKAGE_INSTALL_DIR PKGCONFIG_INSTALL_DIR)
+  # If an absolute path is specified, make it relative to "{CMAKE_INSTALL_PREFIX}".
+  if(IS_ABSOLUTE "${${var}}")
+    file(RELATIVE_PATH "${var}" "${CMAKE_INSTALL_PREFIX}" "${${var}}")
+  endif()
+endforeach()
 
 # similar to set_target_properties but append the property instead of overwriting it
 macro(ei_add_target_property target prop value)
@@ -415,9 +457,9 @@ macro(ei_add_target_property target prop value)
   # if the property wasn't previously set, ${previous} is now "previous-NOTFOUND" which cmake allows catching with plain if()
   if(NOT previous)
     set(previous "")
-  endif(NOT previous)
+  endif()
   set_target_properties(${target} PROPERTIES ${prop} "${previous} ${value}")
-endmacro(ei_add_target_property)
+endmacro()
 
 install(FILES
   signature_of_eigen3_matrix_library
@@ -431,9 +473,14 @@ if(EIGEN_BUILD_PKGCONFIG)
         )
 endif()
 
-add_subdirectory(Eigen)
+install(DIRECTORY Eigen DESTINATION ${INCLUDE_INSTALL_DIR} COMPONENT Devel)
 
+
+option(EIGEN_BUILD_DOC "Enable creation of Eigen documentation" ON)
+if(EIGEN_BUILD_DOC)
   add_subdirectory(doc EXCLUDE_FROM_ALL)
+endif()
+
 
 option(BUILD_TESTING "Enable creation of Eigen tests." ON)
 if(BUILD_TESTING)
@@ -444,6 +491,8 @@ if(BUILD_TESTING)
   else()
     add_subdirectory(test EXCLUDE_FROM_ALL)
   endif()
+
+  add_subdirectory(failtest)
 endif()
 
 if(EIGEN_LEAVE_TEST_IN_ALL_TARGET)
@@ -456,9 +505,32 @@ endif()
 
 # add SYCL
 option(EIGEN_TEST_SYCL "Add Sycl support." OFF)
+option(EIGEN_SYCL_TRISYCL "Use the triSYCL Sycl implementation (ComputeCPP by default)." OFF)
 if(EIGEN_TEST_SYCL)
   set (CMAKE_MODULE_PATH "${CMAKE_ROOT}/Modules" "cmake/Modules/" "${CMAKE_MODULE_PATH}")
+  find_package(Threads REQUIRED)
+  if(EIGEN_SYCL_TRISYCL)
+    message(STATUS "Using triSYCL")
+    include(FindTriSYCL)
+  else()
+    message(STATUS "Using ComputeCPP SYCL")
     include(FindComputeCpp)
+    set(COMPUTECPP_DRIVER_DEFAULT_VALUE OFF)
+    if (NOT MSVC)
+      set(COMPUTECPP_DRIVER_DEFAULT_VALUE ON)
+    endif()
+    option(COMPUTECPP_USE_COMPILER_DRIVER
+      "Use ComputeCpp driver instead of a 2 steps compilation"
+      ${COMPUTECPP_DRIVER_DEFAULT_VALUE}
+    )
+  endif(EIGEN_SYCL_TRISYCL)
+  option(EIGEN_DONT_VECTORIZE_SYCL "Don't use vectorisation in the SYCL tests." OFF)
+  if(EIGEN_DONT_VECTORIZE_SYCL)
+    message(STATUS "Disabling SYCL vectorization in tests/examples")
+    # When disabling SYCL vectorization, also disable Eigen default vectorization
+    add_definitions(-DEIGEN_DONT_VECTORIZE=1)
+    add_definitions(-DEIGEN_DONT_VECTORIZE_SYCL=1)
+  endif()
 endif()
 
 add_subdirectory(unsupported)
@@ -471,11 +543,11 @@ add_subdirectory(scripts EXCLUDE_FROM_ALL)
 # TODO: consider also replacing EIGEN_BUILD_BTL by a custom target "make btl"?
 if(EIGEN_BUILD_BTL)
   add_subdirectory(bench/btl EXCLUDE_FROM_ALL)
-endif(EIGEN_BUILD_BTL)
+endif()
 
 if(NOT WIN32)
   add_subdirectory(bench/spbench EXCLUDE_FROM_ALL)
-endif(NOT WIN32)
+endif()
 
 configure_file(scripts/cdashtesting.cmake.in cdashtesting.cmake @ONLY)
 
@@ -487,18 +559,16 @@ message(STATUS "")
 message(STATUS "Configured Eigen ${EIGEN_VERSION_NUMBER}")
 message(STATUS "")
 
-option(EIGEN_FAILTEST "Enable failtests." OFF)
-if(EIGEN_FAILTEST)
-  add_subdirectory(failtest)
-endif()
-
 string(TOLOWER "${CMAKE_GENERATOR}" cmake_generator_tolower)
 if(cmake_generator_tolower MATCHES "makefile")
-  message(STATUS "Some things you can do now:")
+  message(STATUS "Available targets (use: make TARGET):")
-  message(STATUS "--------------+--------------------------------------------------------------")
+else()
-  message(STATUS "Command       |   Description")
+  message(STATUS "Available targets (use: cmake --build . --target TARGET):")
-  message(STATUS "--------------+--------------------------------------------------------------")
+endif()
-  message(STATUS "make install  | Install Eigen. Headers will be installed to:")
+message(STATUS "---------+--------------------------------------------------------------")
+message(STATUS "Target   |   Description")
+message(STATUS "---------+--------------------------------------------------------------")
+message(STATUS "install  | Install Eigen. Headers will be installed to:")
 message(STATUS "         |     <CMAKE_INSTALL_PREFIX>/<INCLUDE_INSTALL_DIR>")
 message(STATUS "         |   Using the following values:")
 message(STATUS "         |     CMAKE_INSTALL_PREFIX: ${CMAKE_INSTALL_PREFIX}")
@@ -507,17 +577,14 @@ if(cmake_generator_tolower MATCHES "makefile")
 message(STATUS "         |     cmake . -DCMAKE_INSTALL_PREFIX=yourprefix")
 message(STATUS "         |   Or:")
 message(STATUS "         |     cmake . -DINCLUDE_INSTALL_DIR=yourdir")
-  message(STATUS "make doc      | Generate the API documentation, requires Doxygen & LaTeX")
+message(STATUS "doc      | Generate the API documentation, requires Doxygen & LaTeX")
-  message(STATUS "make check    | Build and run the unit-tests. Read this page:")
+if(BUILD_TESTING)
+  message(STATUS "check    | Build and run the unit-tests. Read this page:")
   message(STATUS "         |   http://eigen.tuxfamily.org/index.php?title=Tests")
-  message(STATUS "make blas     | Build BLAS library (not the same thing as Eigen)")
-  message(STATUS "make uninstall| Removes files installed by make install")
-  message(STATUS "--------------+--------------------------------------------------------------")
-else()
-  message(STATUS "To build/run the unit tests, read this page:")
-  message(STATUS "  http://eigen.tuxfamily.org/index.php?title=Tests")
 endif()
-
+message(STATUS "blas     | Build BLAS library (not the same thing as Eigen)")
+message(STATUS "uninstall| Remove files installed by the install target")
+message(STATUS "---------+--------------------------------------------------------------")
 message(STATUS "")
 
 
@@ -529,13 +596,11 @@ set ( EIGEN_DEFINITIONS "")
 set ( EIGEN_INCLUDE_DIR "${CMAKE_INSTALL_PREFIX}/${INCLUDE_INSTALL_DIR}" )
 set ( EIGEN_ROOT_DIR ${CMAKE_INSTALL_PREFIX} )
 
-# Interface libraries require at least CMake 3.0
-if (NOT CMAKE_VERSION VERSION_LESS 3.0)
 include (CMakePackageConfigHelpers)
 
 # Imported target support
 add_library (eigen INTERFACE)
-
+add_library (Eigen3::Eigen ALIAS eigen)
 target_compile_definitions (eigen INTERFACE ${EIGEN_DEFINITIONS})
 target_include_directories (eigen INTERFACE
   $<BUILD_INTERFACE:${CMAKE_CURRENT_SOURCE_DIR}>
@@ -574,38 +639,6 @@ if (NOT CMAKE_VERSION VERSION_LESS 3.0)
 
 install (EXPORT Eigen3Targets NAMESPACE Eigen3:: DESTINATION ${CMAKEPACKAGE_INSTALL_DIR})
 
-else (NOT CMAKE_VERSION VERSION_LESS 3.0)
-  # Fallback to legacy Eigen3Config.cmake without the imported target
-  
-  # If CMakePackageConfigHelpers module is available (CMake >= 2.8.8)
-  # create a relocatable Config file, otherwise leave the hardcoded paths       
-  include(CMakePackageConfigHelpers OPTIONAL RESULT_VARIABLE CPCH_PATH)
-  
-  if(CPCH_PATH)
-    configure_package_config_file (
-      ${CMAKE_CURRENT_SOURCE_DIR}/cmake/Eigen3ConfigLegacy.cmake.in
-      ${CMAKE_CURRENT_BINARY_DIR}/Eigen3Config.cmake
-      PATH_VARS EIGEN_INCLUDE_DIR EIGEN_ROOT_DIR
-      INSTALL_DESTINATION ${CMAKEPACKAGE_INSTALL_DIR}
-      NO_CHECK_REQUIRED_COMPONENTS_MACRO # Eigen does not provide components
-    )
-  else() 
-    # The PACKAGE_* variables are defined by the configure_package_config_file
-    # but without it we define them manually to the hardcoded paths
-    set(PACKAGE_INIT "")
-    set(PACKAGE_EIGEN_INCLUDE_DIR ${EIGEN_INCLUDE_DIR})
-    set(PACKAGE_EIGEN_ROOT_DIR ${EIGEN_ROOT_DIR})
-    configure_file ( ${CMAKE_CURRENT_SOURCE_DIR}/cmake/Eigen3ConfigLegacy.cmake.in
-                     ${CMAKE_CURRENT_BINARY_DIR}/Eigen3Config.cmake
-                     @ONLY ESCAPE_QUOTES )
-  endif()
-
-  write_basic_package_version_file( Eigen3ConfigVersion.cmake
-                                    VERSION ${EIGEN_VERSION_NUMBER}
-                                    COMPATIBILITY SameMajorVersion )
-
-endif (NOT CMAKE_VERSION VERSION_LESS 3.0)
-
 install ( FILES ${CMAKE_CURRENT_SOURCE_DIR}/cmake/UseEigen3.cmake
                 ${CMAKE_CURRENT_BINARY_DIR}/Eigen3Config.cmake
                 ${CMAKE_CURRENT_BINARY_DIR}/Eigen3ConfigVersion.cmake
@@ -614,3 +647,7 @@ install ( FILES ${CMAKE_CURRENT_SOURCE_DIR}/cmake/UseEigen3.cmake
 # Add uninstall target
 add_custom_target ( uninstall
     COMMAND ${CMAKE_COMMAND} -P ${CMAKE_CURRENT_SOURCE_DIR}/cmake/EigenUninstall.cmake)
+
+if (EIGEN_SPLIT_TESTSUITE)
+  ei_split_testsuite("${EIGEN_SPLIT_TESTSUITE}")
+endif()

gtsam/3rdparty/Eigen/COPYING.APACHE

@@ -0,0 +1,203 @@
+/*
+                                 Apache License
+                           Version 2.0, January 2004
+                        http://www.apache.org/licenses/
+
+   TERMS AND CONDITIONS FOR USE, REPRODUCTION, AND DISTRIBUTION
+
+   1. Definitions.
+
+      "License" shall mean the terms and conditions for use, reproduction,
+      and distribution as defined by Sections 1 through 9 of this document.
+
+      "Licensor" shall mean the copyright owner or entity authorized by
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+
+      "Legal Entity" shall mean the union of the acting entity and all
+      other entities that control, are controlled by, or are under common
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+      direction or management of such entity, whether by contract or
+      otherwise, or (ii) ownership of fifty percent (50%) or more of the
+      outstanding shares, or (iii) beneficial ownership of such entity.
+
+      "You" (or "Your") shall mean an individual or Legal Entity
+      exercising permissions granted by this License.
+
+      "Source" form shall mean the preferred form for making modifications,
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+
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+
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+      on behalf of whom a Contribution has been received by Licensor and
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+      the conditions stated in this License.
+
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+      any Contribution intentionally submitted for inclusion in the Work
+      by You to the Licensor shall be under the terms and conditions of
+      this License, without any additional terms or conditions.
+      Notwithstanding the above, nothing herein shall supersede or modify
+      the terms of any separate license agreement you may have executed
+      with Licensor regarding such Contributions.
+
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+
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+      whether in tort (including negligence), contract, or otherwise,
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+      negligent acts) or agreed to in writing, shall any Contributor be
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+
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+
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+
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+
+       http://www.apache.org/licenses/LICENSE-2.0
+
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+   WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+   See the License for the specific language governing permissions and
+   limitations under the License.
+*/

gtsam/3rdparty/Eigen/COPYING.MINPACK

@@ -49,4 +49,3 @@ SUCH LIABILITY IS ASSERTED ON THE BASIS OF CONTRACT, TORT
 (INCLUDING NEGLIGENCE OR STRICT LIABILITY), OR OTHERWISE,
 EVEN IF ANY OF SAID PARTIES HAS BEEN WARNED OF THE
 POSSIBILITY OF SUCH LOSS OR DAMAGES.
-

gtsam/3rdparty/Eigen/CTestConfig.cmake

@@ -2,12 +2,16 @@
 ## Then modify the CMakeLists.txt file in the root directory of your
 ## project to incorporate the testing dashboard.
 ## # The following are required to uses Dart and the Cdash dashboard
-##   ENABLE_TESTING()
+##   enable_testing()
-##   INCLUDE(CTest)
+##   include(CTest)
-set(CTEST_PROJECT_NAME "Eigen 3.3")
+set(CTEST_PROJECT_NAME "Eigen")
 set(CTEST_NIGHTLY_START_TIME "00:00:00 UTC")
 
 set(CTEST_DROP_METHOD "http")
-set(CTEST_DROP_SITE "manao.inria.fr")
+set(CTEST_DROP_SITE "my.cdash.org")
-set(CTEST_DROP_LOCATION "/CDash/submit.php?project=Eigen+3.3")
+set(CTEST_DROP_LOCATION "/submit.php?project=Eigen")
 set(CTEST_DROP_SITE_CDASH TRUE)
+#set(CTEST_PROJECT_SUBPROJECTS
+#Official
+#Unsupported
+#)

gtsam/3rdparty/Eigen/Eigen/CMakeLists.txt

@@ -1,19 +0,0 @@
-include(RegexUtils)
-test_escape_string_as_regex()
-
-file(GLOB Eigen_directory_files "*")
-
-escape_string_as_regex(ESCAPED_CMAKE_CURRENT_SOURCE_DIR "${CMAKE_CURRENT_SOURCE_DIR}")
-
-foreach(f ${Eigen_directory_files})
-  if(NOT f MATCHES "\\.txt" AND NOT f MATCHES "${ESCAPED_CMAKE_CURRENT_SOURCE_DIR}/[.].+" AND NOT f MATCHES "${ESCAPED_CMAKE_CURRENT_SOURCE_DIR}/src")
-    list(APPEND Eigen_directory_files_to_install ${f})
-  endif()
-endforeach(f ${Eigen_directory_files})
-
-install(FILES
-  ${Eigen_directory_files_to_install}
-  DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen COMPONENT Devel
-  )
-
-install(DIRECTORY src DESTINATION ${INCLUDE_INSTALL_DIR}/Eigen COMPONENT Devel FILES_MATCHING PATTERN "*.h")

gtsam/3rdparty/Eigen/Eigen/Cholesky

@@ -43,4 +43,3 @@
 #include "src/Core/util/ReenableStupidWarnings.h"
 
 #endif // EIGEN_CHOLESKY_MODULE_H
-/* vim: set filetype=cpp et sw=2 ts=2 ai: */

gtsam/3rdparty/Eigen/Eigen/Core

@@ -11,251 +11,55 @@
 #ifndef EIGEN_CORE_H
 #define EIGEN_CORE_H
 
-// first thing Eigen does: stop the compiler from committing suicide
+// first thing Eigen does: stop the compiler from reporting useless warnings.
 #include "src/Core/util/DisableStupidWarnings.h"
 
-#if defined(__CUDACC__) && !defined(EIGEN_NO_CUDA)
+// then include this file where all our macros are defined. It's really important to do it first because
-  #define EIGEN_CUDACC __CUDACC__
+// it's where we do all the compiler/OS/arch detections and define most defaults.
-#endif
+#include "src/Core/util/Macros.h"
 
-#if defined(__CUDA_ARCH__) && !defined(EIGEN_NO_CUDA)
+// This detects SSE/AVX/NEON/etc. and configure alignment settings
-  #define EIGEN_CUDA_ARCH __CUDA_ARCH__
+#include "src/Core/util/ConfigureVectorization.h"
-#endif
 
-#if defined(__CUDACC_VER_MAJOR__) && (__CUDACC_VER_MAJOR__ >= 9)
+// We need cuda_runtime.h/hip_runtime.h to ensure that
-#define EIGEN_CUDACC_VER  ((__CUDACC_VER_MAJOR__ * 10000) + (__CUDACC_VER_MINOR__ * 100))
+// the EIGEN_USING_STD macro works properly on the device side
-#elif defined(__CUDACC_VER__)
+#if defined(EIGEN_CUDACC)
-#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!
-  #ifndef EIGEN_NO_DEBUG
-  #define EIGEN_NO_DEBUG
-  #endif
-
-  #ifdef EIGEN_INTERNAL_DEBUGGING
-  #undef EIGEN_INTERNAL_DEBUGGING
-  #endif
-
-  #ifdef EIGEN_EXCEPTIONS
-  #undef EIGEN_EXCEPTIONS
-  #endif
-
-  // All functions callable from CUDA code must be qualified with __device__
-  #ifdef __CUDACC__
-    // Do not try to vectorize on CUDA and SYCL!
-    #ifndef EIGEN_DONT_VECTORIZE
-    #define EIGEN_DONT_VECTORIZE
-    #endif
-
-    #define EIGEN_DEVICE_FUNC __host__ __device__
-    // We need cuda_runtime.h to ensure that that EIGEN_USING_STD_MATH macro
-    // works properly on the device side
   #include <cuda_runtime.h>
-  #else
+#elif defined(EIGEN_HIPCC)
-    #define EIGEN_DEVICE_FUNC
+  #include <hip/hip_runtime.h>
 #endif
 
-#else
-  #define EIGEN_DEVICE_FUNC
-
-#endif
-
-// When compiling CUDA device code with NVCC, pull in math functions from the
-// global namespace.  In host mode, and when device doee with clang, use the
-// std versions.
-#if defined(__CUDA_ARCH__) && defined(__NVCC__)
-  #define EIGEN_USING_STD_MATH(FUNC) using ::FUNC;
-#else
-  #define EIGEN_USING_STD_MATH(FUNC) using std::FUNC;
-#endif
-
-#if (defined(_CPPUNWIND) || defined(__EXCEPTIONS)) && !defined(__CUDA_ARCH__) && !defined(EIGEN_EXCEPTIONS) && !defined(EIGEN_USE_SYCL)
-  #define EIGEN_EXCEPTIONS
-#endif
 
 #ifdef EIGEN_EXCEPTIONS
   #include <new>
 #endif
 
-// then include this file where all our macros are defined. It's really important to do it first because
-// it's where we do all the alignment settings (platform detection and honoring the user's will if he
-// defined e.g. EIGEN_DONT_ALIGN) so it needs to be done before we do anything with vectorization.
-#include "src/Core/util/Macros.h"
-
 // Disable the ipa-cp-clone optimization flag with MinGW 6.x or newer (enabled by default with -O3)
 // See http://eigen.tuxfamily.org/bz/show_bug.cgi?id=556 for details.
-#if EIGEN_COMP_MINGW && EIGEN_GNUC_AT_LEAST(4,6)
+#if EIGEN_COMP_MINGW && EIGEN_GNUC_AT_LEAST(4,6) && EIGEN_GNUC_AT_MOST(5,5)
   #pragma GCC optimize ("-fno-ipa-cp-clone")
 #endif
 
+// Prevent ICC from specializing std::complex operators that silently fail
+// on device. This allows us to use our own device-compatible specializations
+// instead.
+#if defined(EIGEN_COMP_ICC) && defined(EIGEN_GPU_COMPILE_PHASE) \
+    && !defined(_OVERRIDE_COMPLEX_SPECIALIZATION_)
+#define _OVERRIDE_COMPLEX_SPECIALIZATION_ 1
+#endif
 #include <complex>
 
 // this include file manages BLAS and MKL related macros
 // and inclusion of their respective header files
 #include "src/Core/util/MKL_support.h"
 
-// if alignment is disabled, then disable vectorization. Note: EIGEN_MAX_ALIGN_BYTES is the proper check, it takes into
+
-// account both the user's will (EIGEN_MAX_ALIGN_BYTES,EIGEN_DONT_ALIGN) and our own platform checks
+#if defined(EIGEN_HAS_CUDA_FP16) || defined(EIGEN_HAS_HIP_FP16)
-#if EIGEN_MAX_ALIGN_BYTES==0
+  #define EIGEN_HAS_GPU_FP16
-  #ifndef EIGEN_DONT_VECTORIZE
-    #define EIGEN_DONT_VECTORIZE
-  #endif
 #endif
 
-#if EIGEN_COMP_MSVC
+#if defined(EIGEN_HAS_CUDA_BF16) || defined(EIGEN_HAS_HIP_BF16)
-  #include <malloc.h> // for _aligned_malloc -- need it regardless of whether vectorization is enabled
+  #define EIGEN_HAS_GPU_BF16
-  #if (EIGEN_COMP_MSVC >= 1500) // 2008 or later
-    // Remember that usage of defined() in a #define is undefined by the standard.
-    // a user reported that in 64-bit mode, MSVC doesn't care to define _M_IX86_FP.
-    #if (defined(_M_IX86_FP) && (_M_IX86_FP >= 2)) || EIGEN_ARCH_x86_64
-      #define EIGEN_SSE2_ON_MSVC_2008_OR_LATER
-    #endif
-  #endif
-#else
-  // Remember that usage of defined() in a #define is undefined by the standard
-  #if (defined __SSE2__) && ( (!EIGEN_COMP_GNUC) || EIGEN_COMP_ICC || EIGEN_GNUC_AT_LEAST(4,2) )
-    #define EIGEN_SSE2_ON_NON_MSVC_BUT_NOT_OLD_GCC
-  #endif
-#endif
-
-#ifndef EIGEN_DONT_VECTORIZE
-
-  #if defined (EIGEN_SSE2_ON_NON_MSVC_BUT_NOT_OLD_GCC) || defined(EIGEN_SSE2_ON_MSVC_2008_OR_LATER)
-
-    // Defines symbols for compile-time detection of which instructions are
-    // used.
-    // EIGEN_VECTORIZE_YY is defined if and only if the instruction set YY is used
-    #define EIGEN_VECTORIZE
-    #define EIGEN_VECTORIZE_SSE
-    #define EIGEN_VECTORIZE_SSE2
-
-    // Detect sse3/ssse3/sse4:
-    // gcc and icc defines __SSE3__, ...
-    // there is no way to know about this on msvc. You can define EIGEN_VECTORIZE_SSE* if you
-    // want to force the use of those instructions with msvc.
-    #ifdef __SSE3__
-      #define EIGEN_VECTORIZE_SSE3
-    #endif
-    #ifdef __SSSE3__
-      #define EIGEN_VECTORIZE_SSSE3
-    #endif
-    #ifdef __SSE4_1__
-      #define EIGEN_VECTORIZE_SSE4_1
-    #endif
-    #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 __AVX2__
-      #define EIGEN_VECTORIZE_AVX2
-    #endif
-    #ifdef __FMA__
-      #define EIGEN_VECTORIZE_FMA
-    #endif
-    #if defined(__AVX512F__) && defined(EIGEN_ENABLE_AVX512)
-      #define EIGEN_VECTORIZE_AVX512
-      #define EIGEN_VECTORIZE_AVX2
-      #define EIGEN_VECTORIZE_AVX
-      #define EIGEN_VECTORIZE_FMA
-      #ifdef __AVX512DQ__
-        #define EIGEN_VECTORIZE_AVX512DQ
-      #endif
-      #ifdef __AVX512ER__
-        #define EIGEN_VECTORIZE_AVX512ER
-      #endif
-    #endif
-
-    // include files
-
-    // This extern "C" works around a MINGW-w64 compilation issue
-    // https://sourceforge.net/tracker/index.php?func=detail&aid=3018394&group_id=202880&atid=983354
-    // In essence, intrin.h is included by windows.h and also declares intrinsics (just as emmintrin.h etc. below do).
-    // However, intrin.h uses an extern "C" declaration, and g++ thus complains of duplicate declarations
-    // with conflicting linkage.  The linkage for intrinsics doesn't matter, but at that stage the compiler doesn't know;
-    // so, to avoid compile errors when windows.h is included after Eigen/Core, ensure intrinsics are extern "C" here too.
-    // notice that since these are C headers, the extern "C" is theoretically needed anyways.
-    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:
-      #if EIGEN_COMP_ICC >= 1110
-        #include <immintrin.h>
-      #else
-        #include <mmintrin.h>
-        #include <emmintrin.h>
-        #include <xmmintrin.h>
-        #ifdef  EIGEN_VECTORIZE_SSE3
-        #include <pmmintrin.h>
-        #endif
-        #ifdef EIGEN_VECTORIZE_SSSE3
-        #include <tmmintrin.h>
-        #endif
-        #ifdef EIGEN_VECTORIZE_SSE4_1
-        #include <smmintrin.h>
-        #endif
-        #ifdef EIGEN_VECTORIZE_SSE4_2
-        #include <nmmintrin.h>
-        #endif
-        #if defined(EIGEN_VECTORIZE_AVX) || defined(EIGEN_VECTORIZE_AVX512)
-        #include <immintrin.h>
-        #endif
-      #endif
-    } // end extern "C"
-  #elif defined __VSX__
-    #define EIGEN_VECTORIZE
-    #define EIGEN_VECTORIZE_VSX
-    #include <altivec.h>
-    // We need to #undef all these ugly tokens defined in <altivec.h>
-    // => use __vector instead of vector
-    #undef bool
-    #undef vector
-    #undef pixel
-  #elif defined __ALTIVEC__
-    #define EIGEN_VECTORIZE
-    #define EIGEN_VECTORIZE_ALTIVEC
-    #include <altivec.h>
-    // We need to #undef all these ugly tokens defined in <altivec.h>
-    // => use __vector instead of vector
-    #undef bool
-    #undef vector
-    #undef pixel
-  #elif (defined  __ARM_NEON) || (defined __ARM_NEON__)
-    #define EIGEN_VECTORIZE
-    #define EIGEN_VECTORIZE_NEON
-    #include <arm_neon.h>
-  #elif (defined __s390x__ && defined __VEC__)
-    #define EIGEN_VECTORIZE
-    #define EIGEN_VECTORIZE_ZVECTOR
-    #include <vecintrin.h>
-  #endif
-#endif
-
-#if defined(__F16C__) && !defined(EIGEN_COMP_CLANG)
-  // We can use the optimized fp16 to float and float to fp16 conversion routines
-  #define EIGEN_HAS_FP16_C
-#endif
-
-#if defined __CUDACC__
-  #define EIGEN_VECTORIZE_CUDA
-  #include <vector_types.h>
-  #if EIGEN_CUDACC_VER >= 70500
-    #define EIGEN_HAS_CUDA_FP16
-  #endif
-#endif
-
-#if defined EIGEN_HAS_CUDA_FP16
-  #include <host_defines.h>
-  #include <cuda_fp16.h>
 #endif
 
 #if (defined _OPENMP) && (!defined EIGEN_DONT_PARALLELIZE)
@@ -279,7 +83,10 @@
 #include <cmath>
 #include <cassert>
 #include <functional>
+#include <sstream>
+#ifndef EIGEN_NO_IO
   #include <iosfwd>
+#endif
 #include <cstring>
 #include <string>
 #include <limits>
@@ -287,6 +94,10 @@
 // for min/max:
 #include <algorithm>
 
+#if EIGEN_HAS_CXX11
+#include <array>
+#endif
+
 // for std::is_nothrow_move_assignable
 #ifdef EIGEN_INCLUDE_TYPE_TRAITS
 #include <type_traits>
@@ -302,38 +113,25 @@
   #include <intrin.h>
 #endif
 
-/** \brief Namespace containing all symbols from the %Eigen library. */
+#if defined(EIGEN_USE_SYCL)
-namespace Eigen {
+  #undef min
-
+  #undef max
-inline static const char *SimdInstructionSetsInUse(void) {
+  #undef isnan
-#if defined(EIGEN_VECTORIZE_AVX512)
+  #undef isinf
-  return "AVX512, FMA, AVX2, AVX, SSE, SSE2, SSE3, SSSE3, SSE4.1, SSE4.2";
+  #undef isfinite
-#elif defined(EIGEN_VECTORIZE_AVX)
+  #include <CL/sycl.hpp>
-  return "AVX SSE, SSE2, SSE3, SSSE3, SSE4.1, SSE4.2";
+  #include <map>
-#elif defined(EIGEN_VECTORIZE_SSE4_2)
+  #include <memory>
-  return "SSE, SSE2, SSE3, SSSE3, SSE4.1, SSE4.2";
+  #include <utility>
-#elif defined(EIGEN_VECTORIZE_SSE4_1)
+  #include <thread>
-  return "SSE, SSE2, SSE3, SSSE3, SSE4.1";
+  #ifndef EIGEN_SYCL_LOCAL_THREAD_DIM0
-#elif defined(EIGEN_VECTORIZE_SSSE3)
+  #define EIGEN_SYCL_LOCAL_THREAD_DIM0 16
-  return "SSE, SSE2, SSE3, SSSE3";
+  #endif
-#elif defined(EIGEN_VECTORIZE_SSE3)
+  #ifndef EIGEN_SYCL_LOCAL_THREAD_DIM1
-  return "SSE, SSE2, SSE3";
+  #define EIGEN_SYCL_LOCAL_THREAD_DIM1 16
-#elif defined(EIGEN_VECTORIZE_SSE2)
+  #endif
-  return "SSE, SSE2";
-#elif defined(EIGEN_VECTORIZE_ALTIVEC)
-  return "AltiVec";
-#elif defined(EIGEN_VECTORIZE_VSX)
-  return "VSX";
-#elif defined(EIGEN_VECTORIZE_NEON)
-  return "ARM NEON";
-#elif defined(EIGEN_VECTORIZE_ZVECTOR)
-  return "S390X ZVECTOR";
-#else
-  return "None";
 #endif
-}
 
-} // end namespace Eigen
 
 #if defined EIGEN2_SUPPORT_STAGE40_FULL_EIGEN3_STRICTNESS || defined EIGEN2_SUPPORT_STAGE30_FULL_EIGEN3_API || defined EIGEN2_SUPPORT_STAGE20_RESOLVE_API_CONFLICTS || defined EIGEN2_SUPPORT_STAGE10_FULL_EIGEN2_API || defined EIGEN2_SUPPORT
 // This will generate an error message:
@@ -366,58 +164,90 @@ using std::ptrdiff_t;
 #include "src/Core/util/StaticAssert.h"
 #include "src/Core/util/XprHelper.h"
 #include "src/Core/util/Memory.h"
+#include "src/Core/util/IntegralConstant.h"
+#include "src/Core/util/SymbolicIndex.h"
 
 #include "src/Core/NumTraits.h"
 #include "src/Core/MathFunctions.h"
 #include "src/Core/GenericPacketMath.h"
 #include "src/Core/MathFunctionsImpl.h"
 #include "src/Core/arch/Default/ConjHelper.h"
+// Generic half float support
+#include "src/Core/arch/Default/Half.h"
+#include "src/Core/arch/Default/BFloat16.h"
+#include "src/Core/arch/Default/TypeCasting.h"
+#include "src/Core/arch/Default/GenericPacketMathFunctionsFwd.h"
 
 #if defined EIGEN_VECTORIZE_AVX512
   #include "src/Core/arch/SSE/PacketMath.h"
+  #include "src/Core/arch/SSE/TypeCasting.h"
+  #include "src/Core/arch/SSE/Complex.h"
   #include "src/Core/arch/AVX/PacketMath.h"
+  #include "src/Core/arch/AVX/TypeCasting.h"
+  #include "src/Core/arch/AVX/Complex.h"
   #include "src/Core/arch/AVX512/PacketMath.h"
+  #include "src/Core/arch/AVX512/TypeCasting.h"
+  #include "src/Core/arch/AVX512/Complex.h"
+  #include "src/Core/arch/SSE/MathFunctions.h"
+  #include "src/Core/arch/AVX/MathFunctions.h"
   #include "src/Core/arch/AVX512/MathFunctions.h"
 #elif 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/SSE/MathFunctions.h"
-  #include "src/Core/arch/AVX/PacketMath.h"
-  #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"
+  #include "src/Core/arch/SSE/Complex.h"
+  #include "src/Core/arch/AVX/PacketMath.h"
+  #include "src/Core/arch/AVX/TypeCasting.h"
+  #include "src/Core/arch/AVX/Complex.h"
+  #include "src/Core/arch/SSE/MathFunctions.h"
+  #include "src/Core/arch/AVX/MathFunctions.h"
 #elif defined EIGEN_VECTORIZE_SSE
   #include "src/Core/arch/SSE/PacketMath.h"
+  #include "src/Core/arch/SSE/TypeCasting.h"
   #include "src/Core/arch/SSE/MathFunctions.h"
   #include "src/Core/arch/SSE/Complex.h"
-  #include "src/Core/arch/SSE/TypeCasting.h"
 #elif defined(EIGEN_VECTORIZE_ALTIVEC) || defined(EIGEN_VECTORIZE_VSX)
   #include "src/Core/arch/AltiVec/PacketMath.h"
   #include "src/Core/arch/AltiVec/MathFunctions.h"
   #include "src/Core/arch/AltiVec/Complex.h"
 #elif defined EIGEN_VECTORIZE_NEON
   #include "src/Core/arch/NEON/PacketMath.h"
+  #include "src/Core/arch/NEON/TypeCasting.h"
   #include "src/Core/arch/NEON/MathFunctions.h"
   #include "src/Core/arch/NEON/Complex.h"
+#elif defined EIGEN_VECTORIZE_SVE
+  #include "src/Core/arch/SVE/PacketMath.h"
+  #include "src/Core/arch/SVE/TypeCasting.h"
+  #include "src/Core/arch/SVE/MathFunctions.h"
 #elif defined EIGEN_VECTORIZE_ZVECTOR
   #include "src/Core/arch/ZVector/PacketMath.h"
   #include "src/Core/arch/ZVector/MathFunctions.h"
   #include "src/Core/arch/ZVector/Complex.h"
+#elif defined EIGEN_VECTORIZE_MSA
+  #include "src/Core/arch/MSA/PacketMath.h"
+  #include "src/Core/arch/MSA/MathFunctions.h"
+  #include "src/Core/arch/MSA/Complex.h"
 #endif
 
-// Half float support
+#if defined EIGEN_VECTORIZE_GPU
-#include "src/Core/arch/CUDA/Half.h"
+  #include "src/Core/arch/GPU/PacketMath.h"
-#include "src/Core/arch/CUDA/PacketMathHalf.h"
+  #include "src/Core/arch/GPU/MathFunctions.h"
-#include "src/Core/arch/CUDA/TypeCasting.h"
+  #include "src/Core/arch/GPU/TypeCasting.h"
+#endif
 
-#if defined EIGEN_VECTORIZE_CUDA
+#if defined(EIGEN_USE_SYCL)
-  #include "src/Core/arch/CUDA/PacketMath.h"
+  #include "src/Core/arch/SYCL/SyclMemoryModel.h"
-  #include "src/Core/arch/CUDA/MathFunctions.h"
+  #include "src/Core/arch/SYCL/InteropHeaders.h"
+#if !defined(EIGEN_DONT_VECTORIZE_SYCL)
+  #include "src/Core/arch/SYCL/PacketMath.h"
+  #include "src/Core/arch/SYCL/MathFunctions.h"
+  #include "src/Core/arch/SYCL/TypeCasting.h"
+#endif
 #endif
 
 #include "src/Core/arch/Default/Settings.h"
+// This file provides generic implementations valid for scalar as well
+#include "src/Core/arch/Default/GenericPacketMathFunctions.h"
 
 #include "src/Core/functors/TernaryFunctors.h"
 #include "src/Core/functors/BinaryFunctors.h"
@@ -428,9 +258,16 @@ using std::ptrdiff_t;
 
 // Specialized functors to enable the processing of complex numbers
 // on CUDA devices
+#ifdef EIGEN_CUDACC
 #include "src/Core/arch/CUDA/Complex.h"
+#endif
 
+#include "src/Core/util/IndexedViewHelper.h"
+#include "src/Core/util/ReshapedHelper.h"
+#include "src/Core/ArithmeticSequence.h"
+#ifndef EIGEN_NO_IO
   #include "src/Core/IO.h"
+#endif
 #include "src/Core/DenseCoeffsBase.h"
 #include "src/Core/DenseBase.h"
 #include "src/Core/MatrixBase.h"
@@ -471,6 +308,8 @@ using std::ptrdiff_t;
 #include "src/Core/Ref.h"
 #include "src/Core/Block.h"
 #include "src/Core/VectorBlock.h"
+#include "src/Core/IndexedView.h"
+#include "src/Core/Reshaped.h"
 #include "src/Core/Transpose.h"
 #include "src/Core/DiagonalMatrix.h"
 #include "src/Core/Diagonal.h"
@@ -507,13 +346,21 @@ using std::ptrdiff_t;
 #include "src/Core/CoreIterators.h"
 #include "src/Core/ConditionEstimator.h"
 
+#if defined(EIGEN_VECTORIZE_ALTIVEC) || defined(EIGEN_VECTORIZE_VSX)
+  #include "src/Core/arch/AltiVec/MatrixProduct.h"
+#elif defined EIGEN_VECTORIZE_NEON
+  #include "src/Core/arch/NEON/GeneralBlockPanelKernel.h"
+#endif
+
 #include "src/Core/BooleanRedux.h"
 #include "src/Core/Select.h"
 #include "src/Core/VectorwiseOp.h"
+#include "src/Core/PartialReduxEvaluator.h"
 #include "src/Core/Random.h"
 #include "src/Core/Replicate.h"
 #include "src/Core/Reverse.h"
 #include "src/Core/ArrayWrapper.h"
+#include "src/Core/StlIterators.h"
 
 #ifdef EIGEN_USE_BLAS
 #include "src/Core/products/GeneralMatrixMatrix_BLAS.h"

gtsam/3rdparty/Eigen/Eigen/Eigenvalues

@@ -10,14 +10,14 @@
 
 #include "Core"
 
-#include "src/Core/util/DisableStupidWarnings.h"
-
 #include "Cholesky"
 #include "Jacobi"
 #include "Householder"
 #include "LU"
 #include "Geometry"
 
+#include "src/Core/util/DisableStupidWarnings.h"
+
 /** \defgroup Eigenvalues_Module Eigenvalues module
   *
   *
@@ -58,4 +58,3 @@
 #include "src/Core/util/ReenableStupidWarnings.h"
 
 #endif // EIGEN_EIGENVALUES_MODULE_H
-/* vim: set filetype=cpp et sw=2 ts=2 ai: */

gtsam/3rdparty/Eigen/Eigen/Geometry

@@ -10,12 +10,12 @@
 
 #include "Core"
 
-#include "src/Core/util/DisableStupidWarnings.h"
-
 #include "SVD"
 #include "LU"
 #include <limits>
 
+#include "src/Core/util/DisableStupidWarnings.h"
+
 /** \defgroup Geometry_Module Geometry module
   *
   * This module provides support for:
@@ -49,14 +49,11 @@
 #include "src/Geometry/AlignedBox.h"
 #include "src/Geometry/Umeyama.h"
 
-// Use the SSE optimized version whenever possible. At the moment the
+// Use the SSE optimized version whenever possible.
-// SSE version doesn't compile when AVX is enabled
+#if (defined EIGEN_VECTORIZE_SSE) || (defined EIGEN_VECTORIZE_NEON)
-#if defined EIGEN_VECTORIZE_SSE && !defined EIGEN_VECTORIZE_AVX
+#include "src/Geometry/arch/Geometry_SIMD.h"
-#include "src/Geometry/arch/Geometry_SSE.h"
 #endif
 
 #include "src/Core/util/ReenableStupidWarnings.h"
 
 #endif // EIGEN_GEOMETRY_MODULE_H
-/* vim: set filetype=cpp et sw=2 ts=2 ai: */
-

gtsam/3rdparty/Eigen/Eigen/Householder

@@ -27,4 +27,3 @@
 #include "src/Core/util/ReenableStupidWarnings.h"
 
 #endif // EIGEN_HOUSEHOLDER_MODULE_H
-/* vim: set filetype=cpp et sw=2 ts=2 ai: */

gtsam/3rdparty/Eigen/Eigen/Jacobi

@@ -29,5 +29,4 @@
 #include "src/Core/util/ReenableStupidWarnings.h"
 
 #endif // EIGEN_JACOBI_MODULE_H
-/* vim: set filetype=cpp et sw=2 ts=2 ai: */
 

gtsam/3rdparty/Eigen/Eigen/KLUSupport

@@ -0,0 +1,41 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// 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_KLUSUPPORT_MODULE_H
+#define EIGEN_KLUSUPPORT_MODULE_H
+
+#include <Eigen/SparseCore>
+
+#include <Eigen/src/Core/util/DisableStupidWarnings.h>
+
+extern "C" {
+#include <btf.h>
+#include <klu.h>
+   }
+
+/** \ingroup Support_modules
+  * \defgroup KLUSupport_Module KLUSupport module
+  *
+  * This module provides an interface to the KLU library which is part of the <a href="http://www.suitesparse.com">suitesparse</a> package.
+  * It provides the following factorization class:
+  * - class KLU: a sparse LU factorization, well-suited for circuit simulation.
+  *
+  * \code
+  * #include <Eigen/KLUSupport>
+  * \endcode
+  *
+  * In order to use this module, the klu and btf headers must be accessible from the include paths, and your binary must be linked to the klu library and its dependencies.
+  * The dependencies depend on how umfpack has been compiled.
+  * For a cmake based project, you can use our FindKLU.cmake module to help you in this task.
+  *
+  */
+
+#include "src/KLUSupport/KLUSupport.h"
+
+#include <Eigen/src/Core/util/ReenableStupidWarnings.h>
+
+#endif // EIGEN_KLUSUPPORT_MODULE_H

gtsam/3rdparty/Eigen/Eigen/LU

@@ -38,13 +38,10 @@
 #include "src/LU/Determinant.h"
 #include "src/LU/InverseImpl.h"
 
-// Use the SSE optimized version whenever possible. At the moment the
+#if defined EIGEN_VECTORIZE_SSE || defined EIGEN_VECTORIZE_NEON
-// SSE version doesn't compile when AVX is enabled
+  #include "src/LU/arch/InverseSize4.h"
-#if defined EIGEN_VECTORIZE_SSE && !defined EIGEN_VECTORIZE_AVX
-  #include "src/LU/arch/Inverse_SSE.h"
 #endif
 
 #include "src/Core/util/ReenableStupidWarnings.h"
 
 #endif // EIGEN_LU_MODULE_H
-/* vim: set filetype=cpp et sw=2 ts=2 ai: */

gtsam/3rdparty/Eigen/Eigen/OrderingMethods

@@ -63,10 +63,7 @@
   * \endcode
   */
 
-#ifndef EIGEN_MPL2_ONLY
 #include "src/OrderingMethods/Amd.h"
-#endif
-
 #include "src/OrderingMethods/Ordering.h"
 #include "src/Core/util/ReenableStupidWarnings.h"
 

gtsam/3rdparty/Eigen/Eigen/PaStiXSupport

@@ -36,6 +36,7 @@ extern "C" {
   * \endcode
   *
   * In order to use this module, the PaSTiX headers must be accessible from the include paths, and your binary must be linked to the PaSTiX library and its dependencies.
+  * This wrapper resuires PaStiX version 5.x compiled without MPI support.
   * The dependencies depend on how PaSTiX has been compiled.
   * For a cmake based project, you can use our FindPaSTiX.cmake module to help you in this task.
   *

gtsam/3rdparty/Eigen/Eigen/QR

@@ -10,12 +10,12 @@
 
 #include "Core"
 
-#include "src/Core/util/DisableStupidWarnings.h"
-
 #include "Cholesky"
 #include "Jacobi"
 #include "Householder"
 
+#include "src/Core/util/DisableStupidWarnings.h"
+
 /** \defgroup QR_Module QR module
   *
   *
@@ -48,4 +48,3 @@
 #include "src/Core/util/ReenableStupidWarnings.h"
 
 #endif // EIGEN_QR_MODULE_H
-/* vim: set filetype=cpp et sw=2 ts=2 ai: */

gtsam/3rdparty/Eigen/Eigen/QtAlignedMalloc

@@ -37,4 +37,3 @@ void *qRealloc(void *ptr, std::size_t size)
 #endif
 
 #endif // EIGEN_QTMALLOC_MODULE_H
-/* vim: set filetype=cpp et sw=2 ts=2 ai: */

gtsam/3rdparty/Eigen/Eigen/SVD

@@ -48,4 +48,3 @@
 #include "src/Core/util/ReenableStupidWarnings.h"
 
 #endif // EIGEN_SVD_MODULE_H
-/* vim: set filetype=cpp et sw=2 ts=2 ai: */

gtsam/3rdparty/Eigen/Eigen/Sparse

@@ -25,9 +25,7 @@
 
 #include "SparseCore"
 #include "OrderingMethods"
-#ifndef EIGEN_MPL2_ONLY
 #include "SparseCholesky"
-#endif
 #include "SparseLU"
 #include "SparseQR"
 #include "IterativeLinearSolvers"

gtsam/3rdparty/Eigen/Eigen/SparseCholesky

@@ -30,16 +30,8 @@
   * \endcode
   */
 
-#ifdef EIGEN_MPL2_ONLY
-#error The SparseCholesky module has nothing to offer in MPL2 only mode
-#endif
-
 #include "src/SparseCholesky/SimplicialCholesky.h"
-
-#ifndef EIGEN_MPL2_ONLY
 #include "src/SparseCholesky/SimplicialCholesky_impl.h"
-#endif
-
 #include "src/Core/util/ReenableStupidWarnings.h"
 
 #endif // EIGEN_SPARSECHOLESKY_MODULE_H

gtsam/3rdparty/Eigen/Eigen/SparseLU

@@ -23,6 +23,8 @@
 // Ordering interface
 #include "OrderingMethods"
 
+#include "src/Core/util/DisableStupidWarnings.h"
+
 #include "src/SparseLU/SparseLU_gemm_kernel.h"
 
 #include "src/SparseLU/SparseLU_Structs.h"
@@ -43,4 +45,6 @@
 #include "src/SparseLU/SparseLU_Utils.h"
 #include "src/SparseLU/SparseLU.h"
 
+#include "src/Core/util/ReenableStupidWarnings.h"
+
 #endif // EIGEN_SPARSELU_MODULE_H

gtsam/3rdparty/Eigen/Eigen/SparseQR

@@ -28,7 +28,6 @@
   * 
   */
 
-#include "OrderingMethods"
 #include "src/SparseCore/SparseColEtree.h"
 #include "src/SparseQR/SparseQR.h"
 

gtsam/3rdparty/Eigen/Eigen/src/Cholesky/LDLT.h

@@ -16,6 +16,15 @@
 namespace Eigen {
 
 namespace internal {
+  template<typename _MatrixType, int _UpLo> struct traits<LDLT<_MatrixType, _UpLo> >
+   : traits<_MatrixType>
+  {
+    typedef MatrixXpr XprKind;
+    typedef SolverStorage StorageKind;
+    typedef int StorageIndex;
+    enum { Flags = 0 };
+  };
+
   template<typename MatrixType, int UpLo> struct LDLT_Traits;
 
   // PositiveSemiDef means positive semi-definite and non-zero; same for NegativeSemiDef
@@ -36,7 +45,7 @@ namespace internal {
   * matrix \f$ A \f$ such that \f$ A =  P^TLDL^*P \f$, where P is a permutation matrix, L
   * is lower triangular with a unit diagonal and D is a diagonal matrix.
   *
-  * The decomposition uses pivoting to ensure stability, so that L will have
+  * The decomposition uses pivoting to ensure stability, so that D will have
   * zeros in the bottom right rank(A) - n submatrix. Avoiding the square root
   * on D also stabilizes the computation.
   *
@@ -48,20 +57,19 @@ namespace internal {
   * \sa MatrixBase::ldlt(), SelfAdjointView::ldlt(), class LLT
   */
 template<typename _MatrixType, int _UpLo> class LDLT
+        : public SolverBase<LDLT<_MatrixType, _UpLo> >
 {
   public:
     typedef _MatrixType MatrixType;
+    typedef SolverBase<LDLT> Base;
+    friend class SolverBase<LDLT>;
+
+    EIGEN_GENERIC_PUBLIC_INTERFACE(LDLT)
     enum {
-      RowsAtCompileTime = MatrixType::RowsAtCompileTime,
-      ColsAtCompileTime = MatrixType::ColsAtCompileTime,
       MaxRowsAtCompileTime = MatrixType::MaxRowsAtCompileTime,
       MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime,
       UpLo = _UpLo
     };
-    typedef typename MatrixType::Scalar Scalar;
-    typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar;
-    typedef Eigen::Index Index; ///< \deprecated since Eigen 3.3
-    typedef typename MatrixType::StorageIndex StorageIndex;
     typedef Matrix<Scalar, RowsAtCompileTime, 1, 0, MaxRowsAtCompileTime, 1> TmpMatrixType;
 
     typedef Transpositions<RowsAtCompileTime, MaxRowsAtCompileTime> TranspositionType;
@@ -180,6 +188,7 @@ template<typename _MatrixType, int _UpLo> class LDLT
       return m_sign == internal::NegativeSemiDef || m_sign == internal::ZeroSign;
     }
 
+    #ifdef EIGEN_PARSED_BY_DOXYGEN
     /** \returns a solution x of \f$ A x = b \f$ using the current decomposition of A.
       *
       * This function also supports in-place solves using the syntax <tt>x = decompositionObject.solve(x)</tt> .
@@ -191,19 +200,14 @@ template<typename _MatrixType, int _UpLo> class LDLT
       * \f$ L^* y_4 = y_3 \f$ and \f$ P x = y_4 \f$ in succession. If the matrix \f$ A \f$ is singular, then
       * \f$ D \f$ will also be singular (all the other matrices are invertible). In that case, the
       * 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.
+      * computes the least-square solution of \f$ A x = b \f$ if \f$ A \f$ is singular.
       *
       * \sa MatrixBase::ldlt(), SelfAdjointView::ldlt()
       */
     template<typename Rhs>
     inline const Solve<LDLT, Rhs>
-    solve(const MatrixBase<Rhs>& b) const
+    solve(const MatrixBase<Rhs>& b) const;
-    {
+    #endif
-      eigen_assert(m_isInitialized && "LDLT is not initialized.");
-      eigen_assert(m_matrix.rows()==b.rows()
-                && "LDLT::solve(): invalid number of rows of the right hand side matrix b");
-      return Solve<LDLT, Rhs>(*this, b.derived());
-    }
 
     template<typename Derived>
     bool solveInPlace(MatrixBase<Derived> &bAndX) const;
@@ -242,12 +246,12 @@ template<typename _MatrixType, int _UpLo> class LDLT
       */
     const LDLT& adjoint() const { return *this; };
 
-    inline Index rows() const { return m_matrix.rows(); }
+    EIGEN_DEVICE_FUNC inline EIGEN_CONSTEXPR Index rows() const EIGEN_NOEXCEPT { return m_matrix.rows(); }
-    inline Index cols() const { return m_matrix.cols(); }
+    EIGEN_DEVICE_FUNC inline EIGEN_CONSTEXPR Index cols() const EIGEN_NOEXCEPT { return m_matrix.cols(); }
 
     /** \brief Reports whether previous computation was successful.
       *
-      * \returns \c Success if computation was succesful,
+      * \returns \c Success if computation was successful,
       *          \c NumericalIssue if the factorization failed because of a zero pivot.
       */
     ComputationInfo info() const
@@ -258,8 +262,10 @@ template<typename _MatrixType, int _UpLo> class LDLT
 
     #ifndef EIGEN_PARSED_BY_DOXYGEN
     template<typename RhsType, typename DstType>
-    EIGEN_DEVICE_FUNC
     void _solve_impl(const RhsType &rhs, DstType &dst) const;
+
+    template<bool Conjugate, typename RhsType, typename DstType>
+    void _solve_impl_transposed(const RhsType &rhs, DstType &dst) const;
     #endif
 
   protected:
@@ -560,14 +566,22 @@ template<typename _MatrixType, int _UpLo>
 template<typename RhsType, typename DstType>
 void LDLT<_MatrixType,_UpLo>::_solve_impl(const RhsType &rhs, DstType &dst) const
 {
-  eigen_assert(rhs.rows() == rows());
+  _solve_impl_transposed<true>(rhs, dst);
+}
+
+template<typename _MatrixType,int _UpLo>
+template<bool Conjugate, typename RhsType, typename DstType>
+void LDLT<_MatrixType,_UpLo>::_solve_impl_transposed(const RhsType &rhs, DstType &dst) const
+{
   // dst = P b
   dst = m_transpositions * rhs;
 
   // dst = L^-1 (P b)
-  matrixL().solveInPlace(dst);
+  // dst = L^-*T (P b)
+  matrixL().template conjugateIf<!Conjugate>().solveInPlace(dst);
 
-  // dst = D^-1 (L^-1 P b)
+  // dst = D^-* (L^-1 P b)
+  // dst = D^-1 (L^-*T P b)
   // more precisely, use pseudo-inverse of D (see bug 241)
   using std::abs;
   const typename Diagonal<const MatrixType>::RealReturnType vecD(vectorD());
@@ -579,7 +593,6 @@ void LDLT<_MatrixType,_UpLo>::_solve_impl(const RhsType &rhs, DstType &dst) cons
   // Moreover, Lapack's xSYTRS routines use 0 for the tolerance.
   // 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)
   {
     if(abs(vecD(i)) > tolerance)
@@ -588,10 +601,12 @@ void LDLT<_MatrixType,_UpLo>::_solve_impl(const RhsType &rhs, DstType &dst) cons
       dst.row(i).setZero();
   }
 
-  // dst = L^-T (D^-1 L^-1 P b)
+  // dst = L^-* (D^-* L^-1 P b)
-  matrixU().solveInPlace(dst);
+  // dst = L^-T (D^-1 L^-*T P b)
+  matrixL().transpose().template conjugateIf<Conjugate>().solveInPlace(dst);
 
-  // dst = P^-1 (L^-T D^-1 L^-1 P b) = A^-1 b
+  // dst = P^T (L^-* D^-* L^-1 P b) = A^-1 b
+  // dst = P^-T (L^-T D^-1 L^-*T P b) = A^-1 b
   dst = m_transpositions.transpose() * dst;
 }
 #endif

gtsam/3rdparty/Eigen/Eigen/src/Cholesky/LLT.h

@@ -13,6 +13,16 @@
 namespace Eigen {
 
 namespace internal{
+
+template<typename _MatrixType, int _UpLo> struct traits<LLT<_MatrixType, _UpLo> >
+ : traits<_MatrixType>
+{
+  typedef MatrixXpr XprKind;
+  typedef SolverStorage StorageKind;
+  typedef int StorageIndex;
+  enum { Flags = 0 };
+};
+
 template<typename MatrixType, int UpLo> struct LLT_Traits;
 }
 
@@ -54,18 +64,17 @@ template<typename MatrixType, int UpLo> struct LLT_Traits;
   * \sa MatrixBase::llt(), SelfAdjointView::llt(), class LDLT
   */
 template<typename _MatrixType, int _UpLo> class LLT
+        : public SolverBase<LLT<_MatrixType, _UpLo> >
 {
   public:
     typedef _MatrixType MatrixType;
+    typedef SolverBase<LLT> Base;
+    friend class SolverBase<LLT>;
+
+    EIGEN_GENERIC_PUBLIC_INTERFACE(LLT)
     enum {
-      RowsAtCompileTime = MatrixType::RowsAtCompileTime,
-      ColsAtCompileTime = MatrixType::ColsAtCompileTime,
       MaxColsAtCompileTime = MatrixType::MaxColsAtCompileTime
     };
-    typedef typename MatrixType::Scalar Scalar;
-    typedef typename NumTraits<typename MatrixType::Scalar>::Real RealScalar;
-    typedef Eigen::Index Index; ///< \deprecated since Eigen 3.3
-    typedef typename MatrixType::StorageIndex StorageIndex;
 
     enum {
       PacketSize = internal::packet_traits<Scalar>::size,
@@ -100,7 +109,7 @@ template<typename _MatrixType, int _UpLo> class LLT
       compute(matrix.derived());
     }
 
-    /** \brief Constructs a LDLT factorization from a given matrix
+    /** \brief Constructs a LLT factorization from a given matrix
       *
       * This overloaded constructor is provided for \link InplaceDecomposition inplace decomposition \endlink when
       * \c MatrixType is a Eigen::Ref.
@@ -129,6 +138,7 @@ template<typename _MatrixType, int _UpLo> class LLT
       return Traits::getL(m_matrix);
     }
 
+    #ifdef EIGEN_PARSED_BY_DOXYGEN
     /** \returns the solution x of \f$ A x = b \f$ using the current decomposition of A.
       *
       * Since this LLT class assumes anyway that the matrix A is invertible, the solution
@@ -141,13 +151,8 @@ template<typename _MatrixType, int _UpLo> class LLT
       */
     template<typename Rhs>
     inline const Solve<LLT, Rhs>
-    solve(const MatrixBase<Rhs>& b) const
+    solve(const MatrixBase<Rhs>& b) const;
-    {
+    #endif
-      eigen_assert(m_isInitialized && "LLT is not initialized.");
-      eigen_assert(m_matrix.rows()==b.rows()
-                && "LLT::solve(): invalid number of rows of the right hand side matrix b");
-      return Solve<LLT, Rhs>(*this, b.derived());
-    }
 
     template<typename Derived>
     void solveInPlace(const MatrixBase<Derived> &bAndX) const;
@@ -180,7 +185,7 @@ template<typename _MatrixType, int _UpLo> class LLT
 
     /** \brief Reports whether previous computation was successful.
       *
-      * \returns \c Success if computation was succesful,
+      * \returns \c Success if computation was successful,
       *          \c NumericalIssue if the matrix.appears not to be positive definite.
       */
     ComputationInfo info() const
@@ -194,18 +199,20 @@ template<typename _MatrixType, int _UpLo> class LLT
       * This method is provided for compatibility with other matrix decompositions, thus enabling generic code such as:
       * \code x = decomposition.adjoint().solve(b) \endcode
       */
-    const LLT& adjoint() const { return *this; };
+    const LLT& adjoint() const EIGEN_NOEXCEPT { return *this; };
 
-    inline Index rows() const { return m_matrix.rows(); }
+    inline EIGEN_CONSTEXPR Index rows() const EIGEN_NOEXCEPT { return m_matrix.rows(); }
-    inline Index cols() const { return m_matrix.cols(); }
+    inline EIGEN_CONSTEXPR Index cols() const EIGEN_NOEXCEPT { return m_matrix.cols(); }
 
     template<typename VectorType>
-    LLT rankUpdate(const VectorType& vec, const RealScalar& sigma = 1);
+    LLT & rankUpdate(const VectorType& vec, const RealScalar& sigma = 1);
 
     #ifndef EIGEN_PARSED_BY_DOXYGEN
     template<typename RhsType, typename DstType>
-    EIGEN_DEVICE_FUNC
     void _solve_impl(const RhsType &rhs, DstType &dst) const;
+
+    template<bool Conjugate, typename RhsType, typename DstType>
+    void _solve_impl_transposed(const RhsType &rhs, DstType &dst) const;
     #endif
 
   protected:
@@ -459,7 +466,7 @@ LLT<MatrixType,_UpLo>& LLT<MatrixType,_UpLo>::compute(const EigenBase<InputType>
   */
 template<typename _MatrixType, int _UpLo>
 template<typename VectorType>
-LLT<_MatrixType,_UpLo> LLT<_MatrixType,_UpLo>::rankUpdate(const VectorType& v, const RealScalar& sigma)
+LLT<_MatrixType,_UpLo> & LLT<_MatrixType,_UpLo>::rankUpdate(const VectorType& v, const RealScalar& sigma)
 {
   EIGEN_STATIC_ASSERT_VECTOR_ONLY(VectorType);
   eigen_assert(v.size()==m_matrix.cols());
@@ -476,9 +483,18 @@ LLT<_MatrixType,_UpLo> LLT<_MatrixType,_UpLo>::rankUpdate(const VectorType& v, c
 template<typename _MatrixType,int _UpLo>
 template<typename RhsType, typename DstType>
 void LLT<_MatrixType,_UpLo>::_solve_impl(const RhsType &rhs, DstType &dst) const
+{
+  _solve_impl_transposed<true>(rhs, dst);
+}
+
+template<typename _MatrixType,int _UpLo>
+template<bool Conjugate, typename RhsType, typename DstType>
+void LLT<_MatrixType,_UpLo>::_solve_impl_transposed(const RhsType &rhs, DstType &dst) const
 {
     dst = rhs;
-  solveInPlace(dst);
+
+    matrixL().template conjugateIf<!Conjugate>().solveInPlace(dst);
+    matrixU().template conjugateIf<!Conjugate>().solveInPlace(dst);
 }
 #endif
 

gtsam/3rdparty/Eigen/Eigen/src/CholmodSupport/CholmodSupport.h

@@ -32,7 +32,7 @@ template<> struct cholmod_configure_matrix<std::complex<double> > {
   }
 };
 
-// Other scalar types are not yet suppotred by Cholmod
+// Other scalar types are not yet supported by Cholmod
 // template<> struct cholmod_configure_matrix<float> {
 //   template<typename CholmodType>
 //   static void run(CholmodType& mat) {
@@ -84,7 +84,7 @@ cholmod_sparse viewAsCholmod(Ref<SparseMatrix<_Scalar,_Options,_StorageIndex> >
   {
     res.itype = CHOLMOD_INT;
   }
-  else if (internal::is_same<_StorageIndex,long>::value)
+  else if (internal::is_same<_StorageIndex,SuiteSparse_long>::value)
   {
     res.itype = CHOLMOD_LONG;
   }
@@ -124,6 +124,9 @@ cholmod_sparse viewAsCholmod(const SparseSelfAdjointView<const SparseMatrix<_Sca
 
   if(UpLo==Upper) res.stype =  1;
   if(UpLo==Lower) res.stype = -1;
+  // swap stype for rowmajor matrices (only works for real matrices)
+  EIGEN_STATIC_ASSERT((_Options & RowMajorBit) == 0 || NumTraits<_Scalar>::IsComplex == 0, THIS_METHOD_IS_ONLY_FOR_COLUMN_MAJOR_MATRICES);
+  if(_Options & RowMajorBit) res.stype *=-1;
 
   return res;
 }
@@ -159,6 +162,44 @@ MappedSparseMatrix<Scalar,Flags,StorageIndex> viewAsEigen(cholmod_sparse& cm)
           static_cast<StorageIndex*>(cm.p), static_cast<StorageIndex*>(cm.i),static_cast<Scalar*>(cm.x) );
 }
 
+namespace internal {
+
+// template specializations for int and long that call the correct cholmod method
+
+#define EIGEN_CHOLMOD_SPECIALIZE0(ret, name) \
+    template<typename _StorageIndex> inline ret cm_ ## name       (cholmod_common &Common) { return cholmod_ ## name   (&Common); } \
+    template<>                       inline ret cm_ ## name<SuiteSparse_long> (cholmod_common &Common) { return cholmod_l_ ## name (&Common); }
+
+#define EIGEN_CHOLMOD_SPECIALIZE1(ret, name, t1, a1) \
+    template<typename _StorageIndex> inline ret cm_ ## name       (t1& a1, cholmod_common &Common) { return cholmod_ ## name   (&a1, &Common); } \
+    template<>                       inline ret cm_ ## name<SuiteSparse_long> (t1& a1, cholmod_common &Common) { return cholmod_l_ ## name (&a1, &Common); }
+
+EIGEN_CHOLMOD_SPECIALIZE0(int, start)
+EIGEN_CHOLMOD_SPECIALIZE0(int, finish)
+
+EIGEN_CHOLMOD_SPECIALIZE1(int, free_factor, cholmod_factor*, L)
+EIGEN_CHOLMOD_SPECIALIZE1(int, free_dense,  cholmod_dense*,  X)
+EIGEN_CHOLMOD_SPECIALIZE1(int, free_sparse, cholmod_sparse*, A)
+
+EIGEN_CHOLMOD_SPECIALIZE1(cholmod_factor*, analyze, cholmod_sparse, A)
+
+template<typename _StorageIndex> inline cholmod_dense*  cm_solve         (int sys, cholmod_factor& L, cholmod_dense&  B, cholmod_common &Common) { return cholmod_solve     (sys, &L, &B, &Common); }
+template<>                       inline cholmod_dense*  cm_solve<SuiteSparse_long>   (int sys, cholmod_factor& L, cholmod_dense&  B, cholmod_common &Common) { return cholmod_l_solve   (sys, &L, &B, &Common); }
+
+template<typename _StorageIndex> inline cholmod_sparse* cm_spsolve       (int sys, cholmod_factor& L, cholmod_sparse& B, cholmod_common &Common) { return cholmod_spsolve   (sys, &L, &B, &Common); }
+template<>                       inline cholmod_sparse* cm_spsolve<SuiteSparse_long> (int sys, cholmod_factor& L, cholmod_sparse& B, cholmod_common &Common) { return cholmod_l_spsolve (sys, &L, &B, &Common); }
+
+template<typename _StorageIndex>
+inline int  cm_factorize_p       (cholmod_sparse*  A, double beta[2], _StorageIndex* fset, std::size_t fsize, cholmod_factor* L, cholmod_common &Common) { return cholmod_factorize_p   (A, beta, fset, fsize, L, &Common); }
+template<>
+inline int  cm_factorize_p<SuiteSparse_long> (cholmod_sparse*  A, double beta[2], SuiteSparse_long* fset,          std::size_t fsize, cholmod_factor* L, cholmod_common &Common) { return cholmod_l_factorize_p (A, beta, fset, fsize, L, &Common); }
+
+#undef EIGEN_CHOLMOD_SPECIALIZE0
+#undef EIGEN_CHOLMOD_SPECIALIZE1
+
+}  // namespace internal
+
+
 enum CholmodMode {
   CholmodAuto, CholmodSimplicialLLt, CholmodSupernodalLLt, CholmodLDLt
 };
@@ -195,7 +236,7 @@ class CholmodBase : public SparseSolverBase<Derived>
     {
       EIGEN_STATIC_ASSERT((internal::is_same<double,RealScalar>::value), CHOLMOD_SUPPORTS_DOUBLE_PRECISION_ONLY);
       m_shiftOffset[0] = m_shiftOffset[1] = 0.0;
-      cholmod_start(&m_cholmod);
+      internal::cm_start<StorageIndex>(m_cholmod);
     }
 
     explicit CholmodBase(const MatrixType& matrix)
@@ -203,15 +244,15 @@ class CholmodBase : public SparseSolverBase<Derived>
     {
       EIGEN_STATIC_ASSERT((internal::is_same<double,RealScalar>::value), CHOLMOD_SUPPORTS_DOUBLE_PRECISION_ONLY);
       m_shiftOffset[0] = m_shiftOffset[1] = 0.0;
-      cholmod_start(&m_cholmod);
+      internal::cm_start<StorageIndex>(m_cholmod);
       compute(matrix);
     }
 
     ~CholmodBase()
     {
       if(m_cholmodFactor)
-        cholmod_free_factor(&m_cholmodFactor, &m_cholmod);
+        internal::cm_free_factor<StorageIndex>(m_cholmodFactor, m_cholmod);
-      cholmod_finish(&m_cholmod);
+      internal::cm_finish<StorageIndex>(m_cholmod);
     }
 
     inline StorageIndex cols() const { return internal::convert_index<StorageIndex, Index>(m_cholmodFactor->n); }
@@ -219,7 +260,7 @@ class CholmodBase : public SparseSolverBase<Derived>
 
     /** \brief Reports whether previous computation was successful.
       *
-      * \returns \c Success if computation was succesful,
+      * \returns \c Success if computation was successful,
       *          \c NumericalIssue if the matrix.appears to be negative.
       */
     ComputationInfo info() const
@@ -246,11 +287,11 @@ class CholmodBase : public SparseSolverBase<Derived>
     {
       if(m_cholmodFactor)
       {
-        cholmod_free_factor(&m_cholmodFactor, &m_cholmod);
+        internal::cm_free_factor<StorageIndex>(m_cholmodFactor, m_cholmod);
         m_cholmodFactor = 0;
       }
       cholmod_sparse A = viewAsCholmod(matrix.template selfadjointView<UpLo>());
-      m_cholmodFactor = cholmod_analyze(&A, &m_cholmod);
+      m_cholmodFactor = internal::cm_analyze<StorageIndex>(A, m_cholmod);
 
       this->m_isInitialized = true;
       this->m_info = Success;
@@ -268,7 +309,7 @@ class CholmodBase : public SparseSolverBase<Derived>
     {
       eigen_assert(m_analysisIsOk && "You must first call analyzePattern()");
       cholmod_sparse A = viewAsCholmod(matrix.template selfadjointView<UpLo>());
-      cholmod_factorize_p(&A, m_shiftOffset, 0, 0, m_cholmodFactor, &m_cholmod);
+      internal::cm_factorize_p<StorageIndex>(&A, m_shiftOffset, 0, 0, m_cholmodFactor, m_cholmod);
 
       // If the factorization failed, minor is the column at which it did. On success minor == n.
       this->m_info = (m_cholmodFactor->minor == m_cholmodFactor->n ? Success : NumericalIssue);
@@ -289,19 +330,20 @@ class CholmodBase : public SparseSolverBase<Derived>
       EIGEN_UNUSED_VARIABLE(size);
       eigen_assert(size==b.rows());
 
-      // Cholmod needs column-major stoarge without inner-stride, which corresponds to the default behavior of Ref.
+      // Cholmod needs column-major storage without inner-stride, which corresponds to the default behavior of Ref.
       Ref<const Matrix<typename Rhs::Scalar,Dynamic,Dynamic,ColMajor> > b_ref(b.derived());
 
       cholmod_dense b_cd = viewAsCholmod(b_ref);
-      cholmod_dense* x_cd = cholmod_solve(CHOLMOD_A, m_cholmodFactor, &b_cd, &m_cholmod);
+      cholmod_dense* x_cd = internal::cm_solve<StorageIndex>(CHOLMOD_A, *m_cholmodFactor, b_cd, m_cholmod);
       if(!x_cd)
       {
         this->m_info = NumericalIssue;
         return;
       }
       // TODO optimize this copy by swapping when possible (be careful with alignment, etc.)
+      // NOTE Actually, the copy can be avoided by calling cholmod_solve2 instead of cholmod_solve
       dest = Matrix<Scalar,Dest::RowsAtCompileTime,Dest::ColsAtCompileTime>::Map(reinterpret_cast<Scalar*>(x_cd->x),b.rows(),b.cols());
-      cholmod_free_dense(&x_cd, &m_cholmod);
+      internal::cm_free_dense<StorageIndex>(x_cd, m_cholmod);
     }
 
     /** \internal */
@@ -316,15 +358,16 @@ class CholmodBase : public SparseSolverBase<Derived>
       // note: cs stands for Cholmod Sparse
       Ref<SparseMatrix<typename RhsDerived::Scalar,ColMajor,typename RhsDerived::StorageIndex> > b_ref(b.const_cast_derived());
       cholmod_sparse b_cs = viewAsCholmod(b_ref);
-      cholmod_sparse* x_cs = cholmod_spsolve(CHOLMOD_A, m_cholmodFactor, &b_cs, &m_cholmod);
+      cholmod_sparse* x_cs = internal::cm_spsolve<StorageIndex>(CHOLMOD_A, *m_cholmodFactor, b_cs, m_cholmod);
       if(!x_cs)
       {
         this->m_info = NumericalIssue;
         return;
       }
       // TODO optimize this copy by swapping when possible (be careful with alignment, etc.)
+      // NOTE cholmod_spsolve in fact just calls the dense solver for blocks of 4 columns at a time (similar to Eigen's sparse solver)
       dest.derived() = viewAsEigen<typename DestDerived::Scalar,ColMajor,typename DestDerived::StorageIndex>(*x_cs);
-      cholmod_free_sparse(&x_cs, &m_cholmod);
+      internal::cm_free_sparse<StorageIndex>(x_cs, m_cholmod);
     }
     #endif // EIGEN_PARSED_BY_DOXYGEN
 

gtsam/3rdparty/Eigen/Eigen/src/Core/ArithmeticSequence.h

@@ -0,0 +1,413 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2017 Gael Guennebaud <gael.guennebaud@inria.fr>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_ARITHMETIC_SEQUENCE_H
+#define EIGEN_ARITHMETIC_SEQUENCE_H
+
+namespace Eigen {
+
+namespace internal {
+
+#if (!EIGEN_HAS_CXX11) || !((!EIGEN_COMP_GNUC) || EIGEN_COMP_GNUC>=48)
+template<typename T> struct aseq_negate {};
+
+template<> struct aseq_negate<Index> {
+  typedef Index type;
+};
+
+template<int N> struct aseq_negate<FixedInt<N> > {
+  typedef FixedInt<-N> type;
+};
+
+// Compilation error in the following case:
+template<> struct aseq_negate<FixedInt<DynamicIndex> > {};
+
+template<typename FirstType,typename SizeType,typename IncrType,
+         bool FirstIsSymbolic=symbolic::is_symbolic<FirstType>::value,
+         bool SizeIsSymbolic =symbolic::is_symbolic<SizeType>::value>
+struct aseq_reverse_first_type {
+  typedef Index type;
+};
+
+template<typename FirstType,typename SizeType,typename IncrType>
+struct aseq_reverse_first_type<FirstType,SizeType,IncrType,true,true> {
+  typedef symbolic::AddExpr<FirstType,
+                            symbolic::ProductExpr<symbolic::AddExpr<SizeType,symbolic::ValueExpr<FixedInt<-1> > >,
+                                                  symbolic::ValueExpr<IncrType> >
+                           > type;
+};
+
+template<typename SizeType,typename IncrType,typename EnableIf = void>
+struct aseq_reverse_first_type_aux {
+  typedef Index type;
+};
+
+template<typename SizeType,typename IncrType>
+struct aseq_reverse_first_type_aux<SizeType,IncrType,typename internal::enable_if<bool((SizeType::value+IncrType::value)|0x1)>::type> {
+  typedef FixedInt<(SizeType::value-1)*IncrType::value> type;
+};
+
+template<typename FirstType,typename SizeType,typename IncrType>
+struct aseq_reverse_first_type<FirstType,SizeType,IncrType,true,false> {
+  typedef typename aseq_reverse_first_type_aux<SizeType,IncrType>::type Aux;
+  typedef symbolic::AddExpr<FirstType,symbolic::ValueExpr<Aux> > type;
+};
+
+template<typename FirstType,typename SizeType,typename IncrType>
+struct aseq_reverse_first_type<FirstType,SizeType,IncrType,false,true> {
+  typedef symbolic::AddExpr<symbolic::ProductExpr<symbolic::AddExpr<SizeType,symbolic::ValueExpr<FixedInt<-1> > >,
+                                                  symbolic::ValueExpr<IncrType> >,
+                            symbolic::ValueExpr<> > type;
+};
+#endif
+
+// Helper to cleanup the type of the increment:
+template<typename T> struct cleanup_seq_incr {
+  typedef typename cleanup_index_type<T,DynamicIndex>::type type;
+};
+
+}
+
+//--------------------------------------------------------------------------------
+// seq(first,last,incr) and seqN(first,size,incr)
+//--------------------------------------------------------------------------------
+
+template<typename FirstType=Index,typename SizeType=Index,typename IncrType=internal::FixedInt<1> >
+class ArithmeticSequence;
+
+template<typename FirstType,typename SizeType,typename IncrType>
+ArithmeticSequence<typename internal::cleanup_index_type<FirstType>::type,
+                   typename internal::cleanup_index_type<SizeType>::type,
+                   typename internal::cleanup_seq_incr<IncrType>::type >
+seqN(FirstType first, SizeType size, IncrType incr);
+
+/** \class ArithmeticSequence
+  * \ingroup Core_Module
+  *
+  * This class represents an arithmetic progression \f$ a_0, a_1, a_2, ..., a_{n-1}\f$ defined by
+  * its \em first value \f$ a_0 \f$, its \em size (aka length) \em n, and the \em increment (aka stride)
+  * that is equal to \f$ a_{i+1}-a_{i}\f$ for any \em i.
+  *
+  * It is internally used as the return type of the Eigen::seq and Eigen::seqN functions, and as the input arguments
+  * of DenseBase::operator()(const RowIndices&, const ColIndices&), and most of the time this is the
+  * only way it is used.
+  *
+  * \tparam FirstType type of the first element, usually an Index,
+  *                   but internally it can be a symbolic expression
+  * \tparam SizeType type representing the size of the sequence, usually an Index
+  *                  or a compile time integral constant. Internally, it can also be a symbolic expression
+  * \tparam IncrType type of the increment, can be a runtime Index, or a compile time integral constant (default is compile-time 1)
+  *
+  * \sa Eigen::seq, Eigen::seqN, DenseBase::operator()(const RowIndices&, const ColIndices&), class IndexedView
+  */
+template<typename FirstType,typename SizeType,typename IncrType>
+class ArithmeticSequence
+{
+public:
+  ArithmeticSequence(FirstType first, SizeType size) : m_first(first), m_size(size) {}
+  ArithmeticSequence(FirstType first, SizeType size, IncrType incr) : m_first(first), m_size(size), m_incr(incr) {}
+
+  enum {
+    SizeAtCompileTime = internal::get_fixed_value<SizeType>::value,
+    IncrAtCompileTime = internal::get_fixed_value<IncrType,DynamicIndex>::value
+  };
+
+  /** \returns the size, i.e., number of elements, of the sequence */
+  Index size()  const { return m_size; }
+
+  /** \returns the first element \f$ a_0 \f$ in the sequence */
+  Index first()  const { return m_first; }
+
+  /** \returns the value \f$ a_i \f$ at index \a i in the sequence. */
+  Index operator[](Index i) const { return m_first + i * m_incr; }
+
+  const FirstType& firstObject() const { return m_first; }
+  const SizeType&  sizeObject()  const { return m_size; }
+  const IncrType&  incrObject()  const { return m_incr; }
+
+protected:
+  FirstType m_first;
+  SizeType  m_size;
+  IncrType  m_incr;
+
+public:
+
+#if EIGEN_HAS_CXX11 && ((!EIGEN_COMP_GNUC) || EIGEN_COMP_GNUC>=48)
+  auto reverse() const -> decltype(Eigen::seqN(m_first+(m_size+fix<-1>())*m_incr,m_size,-m_incr)) {
+    return seqN(m_first+(m_size+fix<-1>())*m_incr,m_size,-m_incr);
+  }
+#else
+protected:
+  typedef typename internal::aseq_negate<IncrType>::type ReverseIncrType;
+  typedef typename internal::aseq_reverse_first_type<FirstType,SizeType,IncrType>::type ReverseFirstType;
+public:
+  ArithmeticSequence<ReverseFirstType,SizeType,ReverseIncrType>
+  reverse() const {
+    return seqN(m_first+(m_size+fix<-1>())*m_incr,m_size,-m_incr);
+  }
+#endif
+};
+
+/** \returns an ArithmeticSequence starting at \a first, of length \a size, and increment \a incr
+  *
+  * \sa seqN(FirstType,SizeType), seq(FirstType,LastType,IncrType) */
+template<typename FirstType,typename SizeType,typename IncrType>
+ArithmeticSequence<typename internal::cleanup_index_type<FirstType>::type,typename internal::cleanup_index_type<SizeType>::type,typename internal::cleanup_seq_incr<IncrType>::type >
+seqN(FirstType first, SizeType size, IncrType incr)  {
+  return ArithmeticSequence<typename internal::cleanup_index_type<FirstType>::type,typename internal::cleanup_index_type<SizeType>::type,typename internal::cleanup_seq_incr<IncrType>::type>(first,size,incr);
+}
+
+/** \returns an ArithmeticSequence starting at \a first, of length \a size, and unit increment
+  *
+  * \sa seqN(FirstType,SizeType,IncrType), seq(FirstType,LastType) */
+template<typename FirstType,typename SizeType>
+ArithmeticSequence<typename internal::cleanup_index_type<FirstType>::type,typename internal::cleanup_index_type<SizeType>::type >
+seqN(FirstType first, SizeType size)  {
+  return ArithmeticSequence<typename internal::cleanup_index_type<FirstType>::type,typename internal::cleanup_index_type<SizeType>::type>(first,size);
+}
+
+#ifdef EIGEN_PARSED_BY_DOXYGEN
+
+/** \returns an ArithmeticSequence starting at \a f, up (or down) to \a l, and with positive (or negative) increment \a incr
+  *
+  * It is essentially an alias to:
+  * \code
+  * seqN(f, (l-f+incr)/incr, incr);
+  * \endcode
+  *
+  * \sa seqN(FirstType,SizeType,IncrType), seq(FirstType,LastType)
+  */
+template<typename FirstType,typename LastType, typename IncrType>
+auto seq(FirstType f, LastType l, IncrType incr);
+
+/** \returns an ArithmeticSequence starting at \a f, up (or down) to \a l, and unit increment
+  *
+  * It is essentially an alias to:
+  * \code
+  * seqN(f,l-f+1);
+  * \endcode
+  *
+  * \sa seqN(FirstType,SizeType), seq(FirstType,LastType,IncrType)
+  */
+template<typename FirstType,typename LastType>
+auto seq(FirstType f, LastType l);
+
+#else // EIGEN_PARSED_BY_DOXYGEN
+
+#if EIGEN_HAS_CXX11
+template<typename FirstType,typename LastType>
+auto seq(FirstType f, LastType l) -> decltype(seqN(typename internal::cleanup_index_type<FirstType>::type(f),
+                                                   (  typename internal::cleanup_index_type<LastType>::type(l)
+                                                    - typename internal::cleanup_index_type<FirstType>::type(f)+fix<1>())))
+{
+  return seqN(typename internal::cleanup_index_type<FirstType>::type(f),
+              (typename internal::cleanup_index_type<LastType>::type(l)
+               -typename internal::cleanup_index_type<FirstType>::type(f)+fix<1>()));
+}
+
+template<typename FirstType,typename LastType, typename IncrType>
+auto seq(FirstType f, LastType l, IncrType incr)
+  -> decltype(seqN(typename internal::cleanup_index_type<FirstType>::type(f),
+                   (   typename internal::cleanup_index_type<LastType>::type(l)
+                     - typename internal::cleanup_index_type<FirstType>::type(f)+typename internal::cleanup_seq_incr<IncrType>::type(incr)
+                   ) / typename internal::cleanup_seq_incr<IncrType>::type(incr),
+                   typename internal::cleanup_seq_incr<IncrType>::type(incr)))
+{
+  typedef typename internal::cleanup_seq_incr<IncrType>::type CleanedIncrType;
+  return seqN(typename internal::cleanup_index_type<FirstType>::type(f),
+              ( typename internal::cleanup_index_type<LastType>::type(l)
+               -typename internal::cleanup_index_type<FirstType>::type(f)+CleanedIncrType(incr)) / CleanedIncrType(incr),
+              CleanedIncrType(incr));
+}
+
+#else // EIGEN_HAS_CXX11
+
+template<typename FirstType,typename LastType>
+typename internal::enable_if<!(symbolic::is_symbolic<FirstType>::value || symbolic::is_symbolic<LastType>::value),
+                             ArithmeticSequence<typename internal::cleanup_index_type<FirstType>::type,Index> >::type
+seq(FirstType f, LastType l)
+{
+  return seqN(typename internal::cleanup_index_type<FirstType>::type(f),
+              Index((typename internal::cleanup_index_type<LastType>::type(l)-typename internal::cleanup_index_type<FirstType>::type(f)+fix<1>())));
+}
+
+template<typename FirstTypeDerived,typename LastType>
+typename internal::enable_if<!symbolic::is_symbolic<LastType>::value,
+    ArithmeticSequence<FirstTypeDerived, symbolic::AddExpr<symbolic::AddExpr<symbolic::NegateExpr<FirstTypeDerived>,symbolic::ValueExpr<> >,
+                                                            symbolic::ValueExpr<internal::FixedInt<1> > > > >::type
+seq(const symbolic::BaseExpr<FirstTypeDerived> &f, LastType l)
+{
+  return seqN(f.derived(),(typename internal::cleanup_index_type<LastType>::type(l)-f.derived()+fix<1>()));
+}
+
+template<typename FirstType,typename LastTypeDerived>
+typename internal::enable_if<!symbolic::is_symbolic<FirstType>::value,
+    ArithmeticSequence<typename internal::cleanup_index_type<FirstType>::type,
+                        symbolic::AddExpr<symbolic::AddExpr<LastTypeDerived,symbolic::ValueExpr<> >,
+                                          symbolic::ValueExpr<internal::FixedInt<1> > > > >::type
+seq(FirstType f, const symbolic::BaseExpr<LastTypeDerived> &l)
+{
+  return seqN(typename internal::cleanup_index_type<FirstType>::type(f),(l.derived()-typename internal::cleanup_index_type<FirstType>::type(f)+fix<1>()));
+}
+
+template<typename FirstTypeDerived,typename LastTypeDerived>
+ArithmeticSequence<FirstTypeDerived,
+                    symbolic::AddExpr<symbolic::AddExpr<LastTypeDerived,symbolic::NegateExpr<FirstTypeDerived> >,symbolic::ValueExpr<internal::FixedInt<1> > > >
+seq(const symbolic::BaseExpr<FirstTypeDerived> &f, const symbolic::BaseExpr<LastTypeDerived> &l)
+{
+  return seqN(f.derived(),(l.derived()-f.derived()+fix<1>()));
+}
+
+
+template<typename FirstType,typename LastType, typename IncrType>
+typename internal::enable_if<!(symbolic::is_symbolic<FirstType>::value || symbolic::is_symbolic<LastType>::value),
+    ArithmeticSequence<typename internal::cleanup_index_type<FirstType>::type,Index,typename internal::cleanup_seq_incr<IncrType>::type> >::type
+seq(FirstType f, LastType l, IncrType incr)
+{
+  typedef typename internal::cleanup_seq_incr<IncrType>::type CleanedIncrType;
+  return seqN(typename internal::cleanup_index_type<FirstType>::type(f),
+              Index((typename internal::cleanup_index_type<LastType>::type(l)-typename internal::cleanup_index_type<FirstType>::type(f)+CleanedIncrType(incr))/CleanedIncrType(incr)), incr);
+}
+
+template<typename FirstTypeDerived,typename LastType, typename IncrType>
+typename internal::enable_if<!symbolic::is_symbolic<LastType>::value,
+    ArithmeticSequence<FirstTypeDerived,
+                        symbolic::QuotientExpr<symbolic::AddExpr<symbolic::AddExpr<symbolic::NegateExpr<FirstTypeDerived>,
+                                                                                   symbolic::ValueExpr<> >,
+                                                                 symbolic::ValueExpr<typename internal::cleanup_seq_incr<IncrType>::type> >,
+                                              symbolic::ValueExpr<typename internal::cleanup_seq_incr<IncrType>::type> >,
+                        typename internal::cleanup_seq_incr<IncrType>::type> >::type
+seq(const symbolic::BaseExpr<FirstTypeDerived> &f, LastType l, IncrType incr)
+{
+  typedef typename internal::cleanup_seq_incr<IncrType>::type CleanedIncrType;
+  return seqN(f.derived(),(typename internal::cleanup_index_type<LastType>::type(l)-f.derived()+CleanedIncrType(incr))/CleanedIncrType(incr), incr);
+}
+
+template<typename FirstType,typename LastTypeDerived, typename IncrType>
+typename internal::enable_if<!symbolic::is_symbolic<FirstType>::value,
+    ArithmeticSequence<typename internal::cleanup_index_type<FirstType>::type,
+                        symbolic::QuotientExpr<symbolic::AddExpr<symbolic::AddExpr<LastTypeDerived,symbolic::ValueExpr<> >,
+                                                                 symbolic::ValueExpr<typename internal::cleanup_seq_incr<IncrType>::type> >,
+                                               symbolic::ValueExpr<typename internal::cleanup_seq_incr<IncrType>::type> >,
+                        typename internal::cleanup_seq_incr<IncrType>::type> >::type
+seq(FirstType f, const symbolic::BaseExpr<LastTypeDerived> &l, IncrType incr)
+{
+  typedef typename internal::cleanup_seq_incr<IncrType>::type CleanedIncrType;
+  return seqN(typename internal::cleanup_index_type<FirstType>::type(f),
+              (l.derived()-typename internal::cleanup_index_type<FirstType>::type(f)+CleanedIncrType(incr))/CleanedIncrType(incr), incr);
+}
+
+template<typename FirstTypeDerived,typename LastTypeDerived, typename IncrType>
+ArithmeticSequence<FirstTypeDerived,
+                    symbolic::QuotientExpr<symbolic::AddExpr<symbolic::AddExpr<LastTypeDerived,
+                                                                               symbolic::NegateExpr<FirstTypeDerived> >,
+                                                             symbolic::ValueExpr<typename internal::cleanup_seq_incr<IncrType>::type> >,
+                                          symbolic::ValueExpr<typename internal::cleanup_seq_incr<IncrType>::type> >,
+                    typename internal::cleanup_seq_incr<IncrType>::type>
+seq(const symbolic::BaseExpr<FirstTypeDerived> &f, const symbolic::BaseExpr<LastTypeDerived> &l, IncrType incr)
+{
+  typedef typename internal::cleanup_seq_incr<IncrType>::type CleanedIncrType;
+  return seqN(f.derived(),(l.derived()-f.derived()+CleanedIncrType(incr))/CleanedIncrType(incr), incr);
+}
+#endif // EIGEN_HAS_CXX11
+
+#endif // EIGEN_PARSED_BY_DOXYGEN
+
+
+#if EIGEN_HAS_CXX11 || defined(EIGEN_PARSED_BY_DOXYGEN)
+/** \cpp11
+  * \returns a symbolic ArithmeticSequence representing the last \a size elements with increment \a incr.
+  *
+  * It is a shortcut for: \code seqN(last-(size-fix<1>)*incr, size, incr) \endcode
+  * 
+  * \sa lastN(SizeType), seqN(FirstType,SizeType), seq(FirstType,LastType,IncrType) */
+template<typename SizeType,typename IncrType>
+auto lastN(SizeType size, IncrType incr)
+-> decltype(seqN(Eigen::last-(size-fix<1>())*incr, size, incr))
+{
+  return seqN(Eigen::last-(size-fix<1>())*incr, size, incr);
+}
+
+/** \cpp11
+  * \returns a symbolic ArithmeticSequence representing the last \a size elements with a unit increment.
+  *
+  *  It is a shortcut for: \code seq(last+fix<1>-size, last) \endcode
+  * 
+  * \sa lastN(SizeType,IncrType, seqN(FirstType,SizeType), seq(FirstType,LastType) */
+template<typename SizeType>
+auto lastN(SizeType size)
+-> decltype(seqN(Eigen::last+fix<1>()-size, size))
+{
+  return seqN(Eigen::last+fix<1>()-size, size);
+}
+#endif
+
+namespace internal {
+
+// Convert a symbolic span into a usable one (i.e., remove last/end "keywords")
+template<typename T>
+struct make_size_type {
+  typedef typename internal::conditional<symbolic::is_symbolic<T>::value, Index, T>::type type;
+};
+
+template<typename FirstType,typename SizeType,typename IncrType,int XprSize>
+struct IndexedViewCompatibleType<ArithmeticSequence<FirstType,SizeType,IncrType>, XprSize> {
+  typedef ArithmeticSequence<Index,typename make_size_type<SizeType>::type,IncrType> type;
+};
+
+template<typename FirstType,typename SizeType,typename IncrType>
+ArithmeticSequence<Index,typename make_size_type<SizeType>::type,IncrType>
+makeIndexedViewCompatible(const ArithmeticSequence<FirstType,SizeType,IncrType>& ids, Index size,SpecializedType) {
+  return ArithmeticSequence<Index,typename make_size_type<SizeType>::type,IncrType>(
+            eval_expr_given_size(ids.firstObject(),size),eval_expr_given_size(ids.sizeObject(),size),ids.incrObject());
+}
+
+template<typename FirstType,typename SizeType,typename IncrType>
+struct get_compile_time_incr<ArithmeticSequence<FirstType,SizeType,IncrType> > {
+  enum { value = get_fixed_value<IncrType,DynamicIndex>::value };
+};
+
+} // end namespace internal
+
+/** \namespace Eigen::indexing
+  * \ingroup Core_Module
+  * 
+  * The sole purpose of this namespace is to be able to import all functions
+  * and symbols that are expected to be used within operator() for indexing
+  * and slicing. If you already imported the whole Eigen namespace:
+  * \code using namespace Eigen; \endcode
+  * then you are already all set. Otherwise, if you don't want/cannot import
+  * the whole Eigen namespace, the following line:
+  * \code using namespace Eigen::indexing; \endcode
+  * is equivalent to:
+  * \code
+  using Eigen::all;
+  using Eigen::seq;
+  using Eigen::seqN;
+  using Eigen::lastN; // c++11 only
+  using Eigen::last;
+  using Eigen::lastp1;
+  using Eigen::fix;
+  \endcode
+  */
+namespace indexing {
+  using Eigen::all;
+  using Eigen::seq;
+  using Eigen::seqN;
+  #if EIGEN_HAS_CXX11
+  using Eigen::lastN;
+  #endif
+  using Eigen::last;
+  using Eigen::lastp1;
+  using Eigen::fix;
+}
+
+} // end namespace Eigen
+
+#endif // EIGEN_ARITHMETIC_SEQUENCE_H

gtsam/3rdparty/Eigen/Eigen/src/Core/Array.h

@@ -157,11 +157,50 @@ class Array
     EIGEN_DEVICE_FUNC
     Array& operator=(Array&& other) EIGEN_NOEXCEPT_IF(std::is_nothrow_move_assignable<Scalar>::value)
     {
-      other.swap(*this);
+      Base::operator=(std::move(other));
       return *this;
     }
 #endif
 
+    #if EIGEN_HAS_CXX11
+    /** \copydoc PlainObjectBase(const Scalar& a0, const Scalar& a1, const Scalar& a2, const Scalar& a3, const ArgTypes&... args)
+     *
+     * Example: \include Array_variadic_ctor_cxx11.cpp
+     * Output: \verbinclude Array_variadic_ctor_cxx11.out
+     *
+     * \sa Array(const std::initializer_list<std::initializer_list<Scalar>>&)
+     * \sa Array(const Scalar&), Array(const Scalar&,const Scalar&)
+     */
+    template <typename... ArgTypes>
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    Array(const Scalar& a0, const Scalar& a1, const Scalar& a2, const Scalar& a3, const ArgTypes&... args)
+      : Base(a0, a1, a2, a3, args...) {}
+
+    /** \brief Constructs an array and initializes it from the coefficients given as initializer-lists grouped by row. \cpp11
+      *
+      * In the general case, the constructor takes a list of rows, each row being represented as a list of coefficients:
+      *
+      * Example: \include Array_initializer_list_23_cxx11.cpp
+      * Output: \verbinclude Array_initializer_list_23_cxx11.out
+      *
+      * Each of the inner initializer lists must contain the exact same number of elements, otherwise an assertion is triggered.
+      *
+      * In the case of a compile-time column 1D array, implicit transposition from a single row is allowed.
+      * Therefore <code> Array<int,Dynamic,1>{{1,2,3,4,5}}</code> is legal and the more verbose syntax
+      * <code>Array<int,Dynamic,1>{{1},{2},{3},{4},{5}}</code> can be avoided:
+      *
+      * Example: \include Array_initializer_list_vector_cxx11.cpp
+      * Output: \verbinclude Array_initializer_list_vector_cxx11.out
+      *
+      * In the case of fixed-sized arrays, the initializer list sizes must exactly match the array sizes,
+      * and implicit transposition is allowed for compile-time 1D arrays only.
+      *
+      * \sa  Array(const Scalar& a0, const Scalar& a1, const Scalar& a2, const Scalar& a3, const ArgTypes&... args)
+      */
+    EIGEN_DEVICE_FUNC
+    EIGEN_STRONG_INLINE Array(const std::initializer_list<std::initializer_list<Scalar>>& list) : Base(list) {}
+    #endif // end EIGEN_HAS_CXX11
+
     #ifndef EIGEN_PARSED_BY_DOXYGEN
     template<typename T>
     EIGEN_DEVICE_FUNC
@@ -178,6 +217,7 @@ class Array
       Base::_check_template_params();
       this->template _init2<T0,T1>(val0, val1);
     }
+
     #else
     /** \brief Constructs a fixed-sized array initialized with coefficients starting at \a data */
     EIGEN_DEVICE_FUNC explicit Array(const Scalar *data);
@@ -189,7 +229,8 @@ class Array
       */
     EIGEN_DEVICE_FUNC
     EIGEN_STRONG_INLINE explicit Array(Index dim);
-    /** constructs an initialized 1x1 Array with the given coefficient */
+    /** constructs an initialized 1x1 Array with the given coefficient
+      * \sa const Scalar& a0, const Scalar& a1, const Scalar& a2, const Scalar& a3, const ArgTypes&... args */
     Array(const Scalar& value);
     /** constructs an uninitialized array with \a rows rows and \a cols columns.
       *
@@ -197,11 +238,14 @@ class Array
       * it is redundant to pass these parameters, so one should use the default constructor
       * Array() instead. */
     Array(Index rows, Index cols);
-    /** constructs an initialized 2D vector with given coefficients */
+    /** constructs an initialized 2D vector with given coefficients
+      * \sa Array(const Scalar& a0, const Scalar& a1, const Scalar& a2, const Scalar& a3, const ArgTypes&... args) */
     Array(const Scalar& val0, const Scalar& val1);
-    #endif
+    #endif  // end EIGEN_PARSED_BY_DOXYGEN
 
-    /** constructs an initialized 3D vector with given coefficients */
+    /** constructs an initialized 3D vector with given coefficients
+      * \sa Array(const Scalar& a0, const Scalar& a1, const Scalar& a2, const Scalar& a3, const ArgTypes&... args)
+      */
     EIGEN_DEVICE_FUNC
     EIGEN_STRONG_INLINE Array(const Scalar& val0, const Scalar& val1, const Scalar& val2)
     {
@@ -211,7 +255,9 @@ class Array
       m_storage.data()[1] = val1;
       m_storage.data()[2] = val2;
     }
-    /** constructs an initialized 4D vector with given coefficients */
+    /** constructs an initialized 4D vector with given coefficients
+      * \sa Array(const Scalar& a0, const Scalar& a1, const Scalar& a2, const Scalar& a3, const ArgTypes&... args)
+      */
     EIGEN_DEVICE_FUNC
     EIGEN_STRONG_INLINE Array(const Scalar& val0, const Scalar& val1, const Scalar& val2, const Scalar& val3)
     {
@@ -242,8 +288,10 @@ class Array
       : Base(other.derived())
     { }
 
-    EIGEN_DEVICE_FUNC inline Index innerStride() const { return 1; }
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
-    EIGEN_DEVICE_FUNC inline Index outerStride() const { return this->innerSize(); }
+    inline Index innerStride() const EIGEN_NOEXCEPT{ return 1; }
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
+    inline Index outerStride() const EIGEN_NOEXCEPT { return this->innerSize(); }
 
     #ifdef EIGEN_ARRAY_PLUGIN
     #include EIGEN_ARRAY_PLUGIN
@@ -258,7 +306,7 @@ class Array
 /** \defgroup arraytypedefs Global array typedefs
   * \ingroup Core_Module
   *
-  * Eigen defines several typedef shortcuts for most common 1D and 2D array types.
+  * %Eigen defines several typedef shortcuts for most common 1D and 2D array types.
   *
   * The general patterns are the following:
   *
@@ -271,6 +319,12 @@ class Array
   * There are also \c ArraySizeType which are self-explanatory. For example, \c Array4cf is
   * a fixed-size 1D array of 4 complex floats.
   *
+  * With \cpp11, template alias are also defined for common sizes.
+  * They follow the same pattern as above except that the scalar type suffix is replaced by a
+  * template parameter, i.e.:
+  *   - `ArrayRowsCols<Type>` where `Rows` and `Cols` can be \c 2,\c 3,\c 4, or \c X for fixed or dynamic size.
+  *   - `ArraySize<Type>` where `Size` can be \c 2,\c 3,\c 4 or \c X for fixed or dynamic size 1D arrays.
+  *
   * \sa class Array
   */
 
@@ -303,8 +357,42 @@ EIGEN_MAKE_ARRAY_TYPEDEFS_ALL_SIZES(std::complex<double>, cd)
 
 #undef EIGEN_MAKE_ARRAY_TYPEDEFS_ALL_SIZES
 #undef EIGEN_MAKE_ARRAY_TYPEDEFS
+#undef EIGEN_MAKE_ARRAY_FIXED_TYPEDEFS
 
-#undef EIGEN_MAKE_ARRAY_TYPEDEFS_LARGE
+#if EIGEN_HAS_CXX11
+
+#define EIGEN_MAKE_ARRAY_TYPEDEFS(Size, SizeSuffix)               \
+/** \ingroup arraytypedefs */                                     \
+/** \brief \cpp11 */                                              \
+template <typename Type>                                          \
+using Array##SizeSuffix##SizeSuffix = Array<Type, Size, Size>;    \
+/** \ingroup arraytypedefs */                                     \
+/** \brief \cpp11 */                                              \
+template <typename Type>                                          \
+using Array##SizeSuffix = Array<Type, Size, 1>;
+
+#define EIGEN_MAKE_ARRAY_FIXED_TYPEDEFS(Size)                     \
+/** \ingroup arraytypedefs */                                     \
+/** \brief \cpp11 */                                              \
+template <typename Type>                                          \
+using Array##Size##X = Array<Type, Size, Dynamic>;                \
+/** \ingroup arraytypedefs */                                     \
+/** \brief \cpp11 */                                              \
+template <typename Type>                                          \
+using Array##X##Size = Array<Type, Dynamic, Size>;
+
+EIGEN_MAKE_ARRAY_TYPEDEFS(2, 2)
+EIGEN_MAKE_ARRAY_TYPEDEFS(3, 3)
+EIGEN_MAKE_ARRAY_TYPEDEFS(4, 4)
+EIGEN_MAKE_ARRAY_TYPEDEFS(Dynamic, X)
+EIGEN_MAKE_ARRAY_FIXED_TYPEDEFS(2)
+EIGEN_MAKE_ARRAY_FIXED_TYPEDEFS(3)
+EIGEN_MAKE_ARRAY_FIXED_TYPEDEFS(4)
+
+#undef EIGEN_MAKE_ARRAY_TYPEDEFS
+#undef EIGEN_MAKE_ARRAY_FIXED_TYPEDEFS
+
+#endif // EIGEN_HAS_CXX11
 
 #define EIGEN_USING_ARRAY_TYPEDEFS_FOR_TYPE_AND_SIZE(TypeSuffix, SizeSuffix) \
 using Eigen::Matrix##SizeSuffix##TypeSuffix; \

gtsam/3rdparty/Eigen/Eigen/src/Core/ArrayBase.h

@@ -69,6 +69,7 @@ template<typename Derived> class ArrayBase
     using Base::coeff;
     using Base::coeffRef;
     using Base::lazyAssign;
+    using Base::operator-;
     using Base::operator=;
     using Base::operator+=;
     using Base::operator-=;
@@ -88,7 +89,6 @@ template<typename Derived> class ArrayBase
 
 #define EIGEN_CURRENT_STORAGE_BASE_CLASS Eigen::ArrayBase
 #define EIGEN_DOC_UNARY_ADDONS(X,Y)
-#   include "../plugins/CommonCwiseUnaryOps.h"
 #   include "../plugins/MatrixCwiseUnaryOps.h"
 #   include "../plugins/ArrayCwiseUnaryOps.h"
 #   include "../plugins/CommonCwiseBinaryOps.h"
@@ -153,8 +153,8 @@ template<typename Derived> class ArrayBase
 //     inline void evalTo(Dest& dst) const { dst = matrix(); }
 
   protected:
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEFAULT_COPY_CONSTRUCTOR(ArrayBase)
-    ArrayBase() : Base() {}
+    EIGEN_DEFAULT_EMPTY_CONSTRUCTOR_AND_DESTRUCTOR(ArrayBase)
 
   private:
     explicit ArrayBase(Index);

gtsam/3rdparty/Eigen/Eigen/src/Core/ArrayWrapper.h

@@ -60,14 +60,14 @@ class ArrayWrapper : public ArrayBase<ArrayWrapper<ExpressionType> >
     EIGEN_DEVICE_FUNC
     explicit EIGEN_STRONG_INLINE ArrayWrapper(ExpressionType& matrix) : m_expression(matrix) {}
 
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
-    inline Index rows() const { return m_expression.rows(); }
+    inline Index rows() const EIGEN_NOEXCEPT { return m_expression.rows(); }
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
-    inline Index cols() const { return m_expression.cols(); }
+    inline Index cols() const EIGEN_NOEXCEPT { return m_expression.cols(); }
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
-    inline Index outerStride() const { return m_expression.outerStride(); }
+    inline Index outerStride() const EIGEN_NOEXCEPT { return m_expression.outerStride(); }
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
-    inline Index innerStride() const { return m_expression.innerStride(); }
+    inline Index innerStride() const EIGEN_NOEXCEPT { return m_expression.innerStride(); }
 
     EIGEN_DEVICE_FUNC
     inline ScalarWithConstIfNotLvalue* data() { return m_expression.data(); }
@@ -90,8 +90,8 @@ class ArrayWrapper : public ArrayBase<ArrayWrapper<ExpressionType> >
     EIGEN_DEVICE_FUNC
     inline void evalTo(Dest& dst) const { dst = m_expression; }
 
-    const typename internal::remove_all<NestedExpressionType>::type& 
     EIGEN_DEVICE_FUNC
+    const typename internal::remove_all<NestedExpressionType>::type&
     nestedExpression() const
     {
       return m_expression;
@@ -158,14 +158,14 @@ class MatrixWrapper : public MatrixBase<MatrixWrapper<ExpressionType> >
     EIGEN_DEVICE_FUNC
     explicit inline MatrixWrapper(ExpressionType& matrix) : m_expression(matrix) {}
 
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
-    inline Index rows() const { return m_expression.rows(); }
+    inline Index rows() const EIGEN_NOEXCEPT { return m_expression.rows(); }
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
-    inline Index cols() const { return m_expression.cols(); }
+    inline Index cols() const EIGEN_NOEXCEPT { return m_expression.cols(); }
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
-    inline Index outerStride() const { return m_expression.outerStride(); }
+    inline Index outerStride() const EIGEN_NOEXCEPT { return m_expression.outerStride(); }
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
-    inline Index innerStride() const { return m_expression.innerStride(); }
+    inline Index innerStride() const EIGEN_NOEXCEPT { return m_expression.innerStride(); }
 
     EIGEN_DEVICE_FUNC
     inline ScalarWithConstIfNotLvalue* data() { return m_expression.data(); }

gtsam/3rdparty/Eigen/Eigen/src/Core/Assign.h

@@ -16,7 +16,7 @@ namespace Eigen {
 
 template<typename Derived>
 template<typename OtherDerived>
-EIGEN_STRONG_INLINE Derived& DenseBase<Derived>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Derived& DenseBase<Derived>
   ::lazyAssign(const DenseBase<OtherDerived>& other)
 {
   enum{

gtsam/3rdparty/Eigen/Eigen/src/Core/AssignEvaluator.h

@@ -24,7 +24,7 @@ namespace internal {
 
 // copy_using_evaluator_traits is based on assign_traits
 
-template <typename DstEvaluator, typename SrcEvaluator, typename AssignFunc>
+template <typename DstEvaluator, typename SrcEvaluator, typename AssignFunc, int MaxPacketSize = -1>
 struct copy_using_evaluator_traits
 {
   typedef typename DstEvaluator::XprType Dst;
@@ -51,13 +51,15 @@ private:
     InnerMaxSize = int(Dst::IsVectorAtCompileTime) ? int(Dst::MaxSizeAtCompileTime)
               : int(DstFlags)&RowMajorBit ? int(Dst::MaxColsAtCompileTime)
               : int(Dst::MaxRowsAtCompileTime),
+    RestrictedInnerSize = EIGEN_SIZE_MIN_PREFER_FIXED(InnerSize,MaxPacketSize),
+    RestrictedLinearSize = EIGEN_SIZE_MIN_PREFER_FIXED(Dst::SizeAtCompileTime,MaxPacketSize),
     OuterStride = int(outer_stride_at_compile_time<Dst>::ret),
     MaxSizeAtCompileTime = Dst::SizeAtCompileTime
   };
 
   // TODO distinguish between linear traversal and inner-traversals
-  typedef typename find_best_packet<DstScalar,Dst::SizeAtCompileTime>::type LinearPacketType;
+  typedef typename find_best_packet<DstScalar,RestrictedLinearSize>::type LinearPacketType;
-  typedef typename find_best_packet<DstScalar,InnerSize>::type InnerPacketType;
+  typedef typename find_best_packet<DstScalar,RestrictedInnerSize>::type InnerPacketType;
 
   enum {
     LinearPacketSize = unpacket_traits<LinearPacketType>::size,
@@ -97,7 +99,8 @@ private:
 
 public:
   enum {
-    Traversal = int(MayLinearVectorize) && (LinearPacketSize>InnerPacketSize) ? int(LinearVectorizedTraversal)
+    Traversal =  int(Dst::SizeAtCompileTime) == 0 ? int(AllAtOnceTraversal) // If compile-size is zero, traversing will fail at compile-time.
+              : (int(MayLinearVectorize) && (LinearPacketSize>InnerPacketSize)) ? int(LinearVectorizedTraversal)
               : int(MayInnerVectorize)   ? int(InnerVectorizedTraversal)
               : int(MayLinearVectorize)  ? int(LinearVectorizedTraversal)
               : int(MaySliceVectorize)   ? int(SliceVectorizedTraversal)
@@ -172,6 +175,8 @@ public:
     EIGEN_DEBUG_VAR(MaySliceVectorize)
     std::cerr << "Traversal" << " = " << Traversal << " (" << demangle_traversal(Traversal) << ")" << std::endl;
     EIGEN_DEBUG_VAR(SrcEvaluator::CoeffReadCost)
+    EIGEN_DEBUG_VAR(DstEvaluator::CoeffReadCost)
+    EIGEN_DEBUG_VAR(Dst::SizeAtCompileTime)
     EIGEN_DEBUG_VAR(UnrollingLimit)
     EIGEN_DEBUG_VAR(MayUnrollCompletely)
     EIGEN_DEBUG_VAR(MayUnrollInner)
@@ -312,6 +317,22 @@ template<typename Kernel,
          int Unrolling = Kernel::AssignmentTraits::Unrolling>
 struct dense_assignment_loop;
 
+/************************
+***** Special Cases *****
+************************/
+
+// Zero-sized assignment is a no-op.
+template<typename Kernel, int Unrolling>
+struct dense_assignment_loop<Kernel, AllAtOnceTraversal, Unrolling>
+{
+  EIGEN_DEVICE_FUNC static void EIGEN_STRONG_INLINE run(Kernel& /*kernel*/)
+  {
+    typedef typename Kernel::DstEvaluatorType::XprType DstXprType;
+    EIGEN_STATIC_ASSERT(int(DstXprType::SizeAtCompileTime) == 0,
+      EIGEN_INTERNAL_ERROR_PLEASE_FILE_A_BUG_REPORT)
+  }
+};
+
 /************************
 *** Default traversal ***
 ************************/
@@ -429,7 +450,7 @@ struct dense_assignment_loop<Kernel, LinearVectorizedTraversal, CompleteUnrollin
 
     enum { size = DstXprType::SizeAtCompileTime,
            packetSize =unpacket_traits<PacketType>::size,
-           alignedSize = (size/packetSize)*packetSize };
+           alignedSize = (int(size)/packetSize)*packetSize };
 
     copy_using_evaluator_innervec_CompleteUnrolling<Kernel, 0, alignedSize>::run(kernel);
     copy_using_evaluator_DefaultTraversal_CompleteUnrolling<Kernel, alignedSize, size>::run(kernel);
@@ -530,7 +551,7 @@ struct dense_assignment_loop<Kernel, SliceVectorizedTraversal, NoUnrolling>
     const Scalar *dst_ptr = kernel.dstDataPtr();
     if((!bool(dstIsAligned)) && (UIntPtr(dst_ptr) % sizeof(Scalar))>0)
     {
-      // the pointer is not aligend-on scalar, so alignment is not possible
+      // the pointer is not aligned-on scalar, so alignment is not possible
       return dense_assignment_loop<Kernel,DefaultTraversal,NoUnrolling>::run(kernel);
     }
     const Index packetAlignedMask = packetSize - 1;
@@ -568,14 +589,15 @@ struct dense_assignment_loop<Kernel, SliceVectorizedTraversal, InnerUnrolling>
     typedef typename Kernel::DstEvaluatorType::XprType DstXprType;
     typedef typename Kernel::PacketType PacketType;
 
-    enum { size = DstXprType::InnerSizeAtCompileTime,
+    enum { innerSize = DstXprType::InnerSizeAtCompileTime,
            packetSize =unpacket_traits<PacketType>::size,
-           vectorizableSize = (size/packetSize)*packetSize };
+           vectorizableSize = (int(innerSize) / int(packetSize)) * int(packetSize),
+           size = DstXprType::SizeAtCompileTime };
 
     for(Index outer = 0; outer < kernel.outerSize(); ++outer)
     {
       copy_using_evaluator_innervec_InnerUnrolling<Kernel, 0, vectorizableSize, 0, 0>::run(kernel, outer);
-      copy_using_evaluator_DefaultTraversal_InnerUnrolling<Kernel, vectorizableSize, size>::run(kernel, outer);
+      copy_using_evaluator_DefaultTraversal_InnerUnrolling<Kernel, vectorizableSize, innerSize>::run(kernel, outer);
     }
   }
 };
@@ -607,7 +629,8 @@ public:
   typedef typename AssignmentTraits::PacketType PacketType;
 
 
-  EIGEN_DEVICE_FUNC generic_dense_assignment_kernel(DstEvaluatorType &dst, const SrcEvaluatorType &src, const Functor &func, DstXprType& dstExpr)
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  generic_dense_assignment_kernel(DstEvaluatorType &dst, const SrcEvaluatorType &src, const Functor &func, DstXprType& dstExpr)
     : m_dst(dst), m_src(src), m_functor(func), m_dstExpr(dstExpr)
   {
     #ifdef EIGEN_DEBUG_ASSIGN
@@ -615,15 +638,15 @@ public:
     #endif
   }
 
-  EIGEN_DEVICE_FUNC Index size() const        { return m_dstExpr.size(); }
+  EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR Index size() const EIGEN_NOEXCEPT { return m_dstExpr.size(); }
-  EIGEN_DEVICE_FUNC Index innerSize() const   { return m_dstExpr.innerSize(); }
+  EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR Index innerSize() const EIGEN_NOEXCEPT { return m_dstExpr.innerSize(); }
-  EIGEN_DEVICE_FUNC Index outerSize() const   { return m_dstExpr.outerSize(); }
+  EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR Index outerSize() const EIGEN_NOEXCEPT { return m_dstExpr.outerSize(); }
-  EIGEN_DEVICE_FUNC Index rows() const        { return m_dstExpr.rows(); }
+  EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR Index rows() const EIGEN_NOEXCEPT { return m_dstExpr.rows(); }
-  EIGEN_DEVICE_FUNC Index cols() const        { return m_dstExpr.cols(); }
+  EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR Index cols() const EIGEN_NOEXCEPT { return m_dstExpr.cols(); }
-  EIGEN_DEVICE_FUNC Index outerStride() const { return m_dstExpr.outerStride(); }
+  EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR Index outerStride() const EIGEN_NOEXCEPT { return m_dstExpr.outerStride(); }
 
-  EIGEN_DEVICE_FUNC DstEvaluatorType& dstEvaluator() { return m_dst; }
+  EIGEN_DEVICE_FUNC DstEvaluatorType& dstEvaluator() EIGEN_NOEXCEPT { return m_dst; }
-  EIGEN_DEVICE_FUNC const SrcEvaluatorType& srcEvaluator() const { return m_src; }
+  EIGEN_DEVICE_FUNC const SrcEvaluatorType& srcEvaluator() const EIGEN_NOEXCEPT { return m_src; }
 
   /// Assign src(row,col) to dst(row,col) through the assignment functor.
   EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void assignCoeff(Index row, Index col)
@@ -697,6 +720,27 @@ protected:
   DstXprType& m_dstExpr;
 };
 
+// Special kernel used when computing small products whose operands have dynamic dimensions.  It ensures that the
+// PacketSize used is no larger than 4, thereby increasing the chance that vectorized instructions will be used
+// when computing the product.
+
+template<typename DstEvaluatorTypeT, typename SrcEvaluatorTypeT, typename Functor>
+class restricted_packet_dense_assignment_kernel : public generic_dense_assignment_kernel<DstEvaluatorTypeT, SrcEvaluatorTypeT, Functor, BuiltIn>
+{
+protected:
+  typedef generic_dense_assignment_kernel<DstEvaluatorTypeT, SrcEvaluatorTypeT, Functor, BuiltIn> Base;
+ public:
+    typedef typename Base::Scalar Scalar;
+    typedef typename Base::DstXprType DstXprType;
+    typedef copy_using_evaluator_traits<DstEvaluatorTypeT, SrcEvaluatorTypeT, Functor, 4> AssignmentTraits;
+    typedef typename AssignmentTraits::PacketType PacketType;
+
+    EIGEN_DEVICE_FUNC restricted_packet_dense_assignment_kernel(DstEvaluatorTypeT &dst, const SrcEvaluatorTypeT &src, const Functor &func, DstXprType& dstExpr)
+    : Base(dst, src, func, dstExpr)
+  {
+  }
+ };
+
 /***************************************************************************
 * Part 5 : Entry point for dense rectangular assignment
 ***************************************************************************/
@@ -741,6 +785,16 @@ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void call_dense_assignment_loop(DstXprType
   dense_assignment_loop<Kernel>::run(kernel);
 }
 
+// Specialization for filling the destination with a constant value.
+#ifndef EIGEN_GPU_COMPILE_PHASE
+template<typename DstXprType>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void call_dense_assignment_loop(DstXprType& dst, const Eigen::CwiseNullaryOp<Eigen::internal::scalar_constant_op<typename DstXprType::Scalar>, DstXprType>& src, const internal::assign_op<typename DstXprType::Scalar,typename DstXprType::Scalar>& func)
+{
+  resize_if_allowed(dst, src, func);
+  std::fill_n(dst.data(), dst.size(), src.functor()());
+}
+#endif
+
 template<typename DstXprType, typename SrcXprType>
 EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void call_dense_assignment_loop(DstXprType& dst, const SrcXprType& src)
 {
@@ -756,7 +810,7 @@ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void call_dense_assignment_loop(DstXprType
 // AssignmentKind must define a Kind typedef.
 template<typename DstShape, typename SrcShape> struct AssignmentKind;
 
-// Assignement kind defined in this file:
+// Assignment kind defined in this file:
 struct Dense2Dense {};
 struct EigenBase2EigenBase {};
 
@@ -835,6 +889,27 @@ void call_assignment_no_alias(Dst& dst, const Src& src, const Func& func)
 
   Assignment<ActualDstTypeCleaned,Src,Func>::run(actualDst, src, func);
 }
+
+template<typename Dst, typename Src, typename Func>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+void call_restricted_packet_assignment_no_alias(Dst& dst, const Src& src, const Func& func)
+{
+    typedef evaluator<Dst> DstEvaluatorType;
+    typedef evaluator<Src> SrcEvaluatorType;
+    typedef restricted_packet_dense_assignment_kernel<DstEvaluatorType,SrcEvaluatorType,Func> Kernel;
+
+    EIGEN_STATIC_ASSERT_LVALUE(Dst)
+    EIGEN_CHECK_BINARY_COMPATIBILIY(Func,typename Dst::Scalar,typename Src::Scalar);
+
+    SrcEvaluatorType srcEvaluator(src);
+    resize_if_allowed(dst, src, func);
+
+    DstEvaluatorType dstEvaluator(dst);
+    Kernel kernel(dstEvaluator, srcEvaluator, func, dst.const_cast_derived());
+
+    dense_assignment_loop<Kernel>::run(kernel);
+}
+
 template<typename Dst, typename Src>
 EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
 void call_assignment_no_alias(Dst& dst, const Src& src)
@@ -899,7 +974,7 @@ struct Assignment<DstXprType, SrcXprType, Functor, EigenBase2EigenBase, Weak>
     src.evalTo(dst);
   }
 
-  // NOTE The following two functions are templated to avoid their instanciation if not needed
+  // NOTE The following two functions are templated to avoid their instantiation if not needed
   //      This is needed because some expressions supports evalTo only and/or have 'void' as scalar type.
   template<typename SrcScalarType>
   EIGEN_DEVICE_FUNC

gtsam/3rdparty/Eigen/Eigen/src/Core/Assign_MKL.h

@@ -68,16 +68,16 @@ class vml_assign_traits
 
 #define EIGEN_PP_EXPAND(ARG) ARG
 #if !defined (EIGEN_FAST_MATH) || (EIGEN_FAST_MATH != 1)
-#define EIGEN_VMLMODE_EXPAND_LA , VML_HA
+#define EIGEN_VMLMODE_EXPAND_xLA , VML_HA
 #else
-#define EIGEN_VMLMODE_EXPAND_LA , VML_LA
+#define EIGEN_VMLMODE_EXPAND_xLA , VML_LA
 #endif
 
-#define EIGEN_VMLMODE_EXPAND__ 
+#define EIGEN_VMLMODE_EXPAND_x_
 
-#define EIGEN_VMLMODE_PREFIX_LA vm
+#define EIGEN_VMLMODE_PREFIX_xLA vm
-#define EIGEN_VMLMODE_PREFIX__  v
+#define EIGEN_VMLMODE_PREFIX_x_  v
-#define EIGEN_VMLMODE_PREFIX(VMLMODE) EIGEN_CAT(EIGEN_VMLMODE_PREFIX_,VMLMODE)
+#define EIGEN_VMLMODE_PREFIX(VMLMODE) EIGEN_CAT(EIGEN_VMLMODE_PREFIX_x,VMLMODE)
 
 #define EIGEN_MKL_VML_DECLARE_UNARY_CALL(EIGENOP, VMLOP, EIGENTYPE, VMLTYPE, VMLMODE)                                           \
   template< typename DstXprType, typename SrcXprNested>                                                                         \
@@ -89,7 +89,7 @@ class vml_assign_traits
       eigen_assert(dst.rows() == src.rows() && dst.cols() == src.cols());                                                       \
       if(vml_assign_traits<DstXprType,SrcXprNested>::Traversal==LinearTraversal) {                                              \
         VMLOP(dst.size(), (const VMLTYPE*)src.nestedExpression().data(),                                                        \
-              (VMLTYPE*)dst.data() EIGEN_PP_EXPAND(EIGEN_VMLMODE_EXPAND_##VMLMODE) );                                           \
+              (VMLTYPE*)dst.data() EIGEN_PP_EXPAND(EIGEN_VMLMODE_EXPAND_x##VMLMODE) );                                           \
       } else {                                                                                                                  \
         const Index outerSize = dst.outerSize();                                                                                \
         for(Index outer = 0; outer < outerSize; ++outer) {                                                                      \
@@ -97,7 +97,7 @@ class vml_assign_traits
                                                       &(src.nestedExpression().coeffRef(0, outer));                             \
           EIGENTYPE *dst_ptr = dst.IsRowMajor ? &(dst.coeffRef(outer,0)) : &(dst.coeffRef(0, outer));                           \
           VMLOP( dst.innerSize(), (const VMLTYPE*)src_ptr,                                                                      \
-                (VMLTYPE*)dst_ptr EIGEN_PP_EXPAND(EIGEN_VMLMODE_EXPAND_##VMLMODE));                                             \
+                (VMLTYPE*)dst_ptr EIGEN_PP_EXPAND(EIGEN_VMLMODE_EXPAND_x##VMLMODE));                                             \
         }                                                                                                                       \
       }                                                                                                                         \
     }                                                                                                                           \
@@ -152,7 +152,7 @@ EIGEN_MKL_VML_DECLARE_UNARY_CALLS_REAL(ceil,  Ceil,   _)
       if(vml_assign_traits<DstXprType,SrcXprNested>::Traversal==LinearTraversal)                                              \
       {                                                                                                                       \
         VMLOP( dst.size(), (const VMLTYPE*)src.lhs().data(), exponent,                                                        \
-              (VMLTYPE*)dst.data() EIGEN_PP_EXPAND(EIGEN_VMLMODE_EXPAND_##VMLMODE) );                                         \
+              (VMLTYPE*)dst.data() EIGEN_PP_EXPAND(EIGEN_VMLMODE_EXPAND_x##VMLMODE) );                                         \
       } else {                                                                                                                \
         const Index outerSize = dst.outerSize();                                                                              \
         for(Index outer = 0; outer < outerSize; ++outer) {                                                                    \
@@ -160,7 +160,7 @@ EIGEN_MKL_VML_DECLARE_UNARY_CALLS_REAL(ceil,  Ceil,   _)
                                                       &(src.lhs().coeffRef(0, outer));                                        \
           EIGENTYPE *dst_ptr = dst.IsRowMajor ? &(dst.coeffRef(outer,0)) : &(dst.coeffRef(0, outer));                         \
           VMLOP( dst.innerSize(), (const VMLTYPE*)src_ptr, exponent,                                                          \
-                 (VMLTYPE*)dst_ptr EIGEN_PP_EXPAND(EIGEN_VMLMODE_EXPAND_##VMLMODE));                                          \
+                 (VMLTYPE*)dst_ptr EIGEN_PP_EXPAND(EIGEN_VMLMODE_EXPAND_x##VMLMODE));                                          \
         }                                                                                                                     \
       }                                                                                                                       \
     }                                                                                                                         \

gtsam/3rdparty/Eigen/Eigen/src/Core/BandMatrix.h

@@ -67,7 +67,7 @@ class BandMatrixBase : public EigenBase<Derived>
       * \warning the internal storage must be column major. */
     inline Block<CoefficientsType,Dynamic,1> col(Index i)
     {
-      EIGEN_STATIC_ASSERT((Options&RowMajor)==0,THIS_METHOD_IS_ONLY_FOR_COLUMN_MAJOR_MATRICES);
+      EIGEN_STATIC_ASSERT((int(Options) & int(RowMajor)) == 0, THIS_METHOD_IS_ONLY_FOR_COLUMN_MAJOR_MATRICES);
       Index start = 0;
       Index len = coeffs().rows();
       if (i<=supers())
@@ -90,7 +90,7 @@ class BandMatrixBase : public EigenBase<Derived>
 
     template<int Index> struct DiagonalIntReturnType {
       enum {
-        ReturnOpposite = (Options&SelfAdjoint) && (((Index)>0 && Supers==0) || ((Index)<0 && Subs==0)),
+        ReturnOpposite = (int(Options) & int(SelfAdjoint)) && (((Index) > 0 && Supers == 0) || ((Index) < 0 && Subs == 0)),
         Conjugate = ReturnOpposite && NumTraits<Scalar>::IsComplex,
         ActualIndex = ReturnOpposite ? -Index : Index,
         DiagonalSize = (RowsAtCompileTime==Dynamic || ColsAtCompileTime==Dynamic)
@@ -192,7 +192,7 @@ struct traits<BandMatrix<_Scalar,_Rows,_Cols,_Supers,_Subs,_Options> >
     Options = _Options,
     DataRowsAtCompileTime = ((Supers!=Dynamic) && (Subs!=Dynamic)) ? 1 + Supers + Subs : Dynamic
   };
-  typedef Matrix<Scalar,DataRowsAtCompileTime,ColsAtCompileTime,Options&RowMajor?RowMajor:ColMajor> CoefficientsType;
+  typedef Matrix<Scalar, DataRowsAtCompileTime, ColsAtCompileTime, int(Options) & int(RowMajor) ? RowMajor : ColMajor> CoefficientsType;
 };
 
 template<typename _Scalar, int Rows, int Cols, int Supers, int Subs, int Options>
@@ -211,16 +211,16 @@ class BandMatrix : public BandMatrixBase<BandMatrix<_Scalar,Rows,Cols,Supers,Sub
     }
 
     /** \returns the number of columns */
-    inline Index rows() const { return m_rows.value(); }
+    inline EIGEN_CONSTEXPR Index rows() const { return m_rows.value(); }
 
     /** \returns the number of rows */
-    inline Index cols() const { return m_coeffs.cols(); }
+    inline EIGEN_CONSTEXPR Index cols() const { return m_coeffs.cols(); }
 
     /** \returns the number of super diagonals */
-    inline Index supers() const { return m_supers.value(); }
+    inline EIGEN_CONSTEXPR Index supers() const { return m_supers.value(); }
 
     /** \returns the number of sub diagonals */
-    inline Index subs() const { return m_subs.value(); }
+    inline EIGEN_CONSTEXPR Index subs() const { return m_subs.value(); }
 
     inline const CoefficientsType& coeffs() const { return m_coeffs; }
     inline CoefficientsType& coeffs() { return m_coeffs; }
@@ -275,16 +275,16 @@ class BandMatrixWrapper : public BandMatrixBase<BandMatrixWrapper<_CoefficientsT
     }
 
     /** \returns the number of columns */
-    inline Index rows() const { return m_rows.value(); }
+    inline EIGEN_CONSTEXPR Index rows() const { return m_rows.value(); }
 
     /** \returns the number of rows */
-    inline Index cols() const { return m_coeffs.cols(); }
+    inline EIGEN_CONSTEXPR Index cols() const { return m_coeffs.cols(); }
 
     /** \returns the number of super diagonals */
-    inline Index supers() const { return m_supers.value(); }
+    inline EIGEN_CONSTEXPR Index supers() const { return m_supers.value(); }
 
     /** \returns the number of sub diagonals */
-    inline Index subs() const { return m_subs.value(); }
+    inline EIGEN_CONSTEXPR Index subs() const { return m_subs.value(); }
 
     inline const CoefficientsType& coeffs() const { return m_coeffs; }
 

gtsam/3rdparty/Eigen/Eigen/src/Core/Block.h

@@ -114,8 +114,8 @@ template<typename XprType, int BlockRows, int BlockCols, bool InnerPanel> class
 
     /** Column or Row constructor
       */
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
-    inline Block(XprType& xpr, Index i) : Impl(xpr,i)
+    Block(XprType& xpr, Index i) : Impl(xpr,i)
     {
       eigen_assert( (i>=0) && (
           ((BlockRows==1) && (BlockCols==XprType::ColsAtCompileTime) && i<xpr.rows())
@@ -124,8 +124,8 @@ template<typename XprType, int BlockRows, int BlockCols, bool InnerPanel> class
 
     /** Fixed-size constructor
       */
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
-    inline Block(XprType& xpr, Index startRow, Index startCol)
+    Block(XprType& xpr, Index startRow, Index startCol)
       : Impl(xpr, startRow, startCol)
     {
       EIGEN_STATIC_ASSERT(RowsAtCompileTime!=Dynamic && ColsAtCompileTime!=Dynamic,THIS_METHOD_IS_ONLY_FOR_FIXED_SIZE)
@@ -135,8 +135,8 @@ template<typename XprType, int BlockRows, int BlockCols, bool InnerPanel> class
 
     /** Dynamic-size constructor
       */
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
-    inline Block(XprType& xpr,
+    Block(XprType& xpr,
           Index startRow, Index startCol,
           Index blockRows, Index blockCols)
       : Impl(xpr, startRow, startCol, blockRows, blockCols)
@@ -159,10 +159,10 @@ class BlockImpl<XprType, BlockRows, BlockCols, InnerPanel, Dense>
   public:
     typedef Impl Base;
     EIGEN_INHERIT_ASSIGNMENT_OPERATORS(BlockImpl)
-    EIGEN_DEVICE_FUNC inline BlockImpl(XprType& xpr, Index i) : Impl(xpr,i) {}
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE BlockImpl(XprType& xpr, Index i) : Impl(xpr,i) {}
-    EIGEN_DEVICE_FUNC inline BlockImpl(XprType& xpr, Index startRow, Index startCol) : Impl(xpr, startRow, startCol) {}
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE BlockImpl(XprType& xpr, Index startRow, Index startCol) : Impl(xpr, startRow, startCol) {}
     EIGEN_DEVICE_FUNC
-    inline BlockImpl(XprType& xpr, Index startRow, Index startCol, Index blockRows, Index blockCols)
+    EIGEN_STRONG_INLINE BlockImpl(XprType& xpr, Index startRow, Index startCol, Index blockRows, Index blockCols)
       : Impl(xpr, startRow, startCol, blockRows, blockCols) {}
 };
 
@@ -294,23 +294,23 @@ template<typename XprType, int BlockRows, int BlockCols, bool InnerPanel, bool H
     EIGEN_DEVICE_FUNC inline Index outerStride() const;
     #endif
 
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
     const typename internal::remove_all<XprTypeNested>::type& nestedExpression() const
     {
       return m_xpr;
     }
 
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
     XprType& nestedExpression() { return m_xpr; }
 
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE EIGEN_CONSTEXPR
-    StorageIndex startRow() const
+    StorageIndex startRow() const EIGEN_NOEXCEPT
     {
       return m_startRow.value();
     }
 
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE EIGEN_CONSTEXPR
-    StorageIndex startCol() const
+    StorageIndex startCol() const EIGEN_NOEXCEPT
     {
       return m_startCol.value();
     }
@@ -342,8 +342,8 @@ class BlockImpl_dense<XprType,BlockRows,BlockCols, InnerPanel,true>
 
     /** Column or Row constructor
       */
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
-    inline BlockImpl_dense(XprType& xpr, Index i)
+    BlockImpl_dense(XprType& xpr, Index i)
       : Base(xpr.data() + i * (    ((BlockRows==1) && (BlockCols==XprType::ColsAtCompileTime) && (!XprTypeIsRowMajor))
                                 || ((BlockRows==XprType::RowsAtCompileTime) && (BlockCols==1) && ( XprTypeIsRowMajor)) ? xpr.innerStride() : xpr.outerStride()),
              BlockRows==1 ? 1 : xpr.rows(),
@@ -357,8 +357,8 @@ class BlockImpl_dense<XprType,BlockRows,BlockCols, InnerPanel,true>
 
     /** Fixed-size constructor
       */
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
-    inline BlockImpl_dense(XprType& xpr, Index startRow, Index startCol)
+    BlockImpl_dense(XprType& xpr, Index startRow, Index startCol)
       : Base(xpr.data()+xpr.innerStride()*(XprTypeIsRowMajor?startCol:startRow) + xpr.outerStride()*(XprTypeIsRowMajor?startRow:startCol)),
         m_xpr(xpr), m_startRow(startRow), m_startCol(startCol)
     {
@@ -367,8 +367,8 @@ class BlockImpl_dense<XprType,BlockRows,BlockCols, InnerPanel,true>
 
     /** Dynamic-size constructor
       */
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
-    inline BlockImpl_dense(XprType& xpr,
+    BlockImpl_dense(XprType& xpr,
           Index startRow, Index startCol,
           Index blockRows, Index blockCols)
       : Base(xpr.data()+xpr.innerStride()*(XprTypeIsRowMajor?startCol:startRow) + xpr.outerStride()*(XprTypeIsRowMajor?startRow:startCol), blockRows, blockCols),
@@ -377,18 +377,18 @@ class BlockImpl_dense<XprType,BlockRows,BlockCols, InnerPanel,true>
       init();
     }
 
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
-    const typename internal::remove_all<XprTypeNested>::type& nestedExpression() const
+    const typename internal::remove_all<XprTypeNested>::type& nestedExpression() const EIGEN_NOEXCEPT
     {
       return m_xpr;
     }
 
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
     XprType& nestedExpression() { return m_xpr; }
 
     /** \sa MapBase::innerStride() */
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE EIGEN_CONSTEXPR
-    inline Index innerStride() const
+    Index innerStride() const EIGEN_NOEXCEPT
     {
       return internal::traits<BlockType>::HasSameStorageOrderAsXprType
              ? m_xpr.innerStride()
@@ -396,23 +396,19 @@ class BlockImpl_dense<XprType,BlockRows,BlockCols, InnerPanel,true>
     }
 
     /** \sa MapBase::outerStride() */
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE EIGEN_CONSTEXPR
-    inline Index outerStride() const
+    Index outerStride() const EIGEN_NOEXCEPT
     {
-      return m_outerStride;
+      return internal::traits<BlockType>::HasSameStorageOrderAsXprType
+                    ? m_xpr.outerStride()
+                    : m_xpr.innerStride();
     }
 
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE EIGEN_CONSTEXPR
-    StorageIndex startRow() const
+    StorageIndex startRow() const EIGEN_NOEXCEPT { return m_startRow.value(); }
-    {
-      return m_startRow.value();
-    }
 
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE EIGEN_CONSTEXPR
-    StorageIndex startCol() const
+    StorageIndex startCol() const EIGEN_NOEXCEPT { return m_startCol.value(); }
-    {
-      return m_startCol.value();
-    }
 
   #ifndef __SUNPRO_CC
   // FIXME sunstudio is not friendly with the above friend...
@@ -422,8 +418,8 @@ class BlockImpl_dense<XprType,BlockRows,BlockCols, InnerPanel,true>
 
     #ifndef EIGEN_PARSED_BY_DOXYGEN
     /** \internal used by allowAligned() */
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
-    inline BlockImpl_dense(XprType& xpr, const Scalar* data, Index blockRows, Index blockCols)
+    BlockImpl_dense(XprType& xpr, const Scalar* data, Index blockRows, Index blockCols)
       : Base(data, blockRows, blockCols), m_xpr(xpr)
     {
       init();
@@ -431,7 +427,7 @@ class BlockImpl_dense<XprType,BlockRows,BlockCols, InnerPanel,true>
     #endif
 
   protected:
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
     void init()
     {
       m_outerStride = internal::traits<BlockType>::HasSameStorageOrderAsXprType

gtsam/3rdparty/Eigen/Eigen/src/Core/BooleanRedux.h

@@ -14,58 +14,56 @@ namespace Eigen {
 
 namespace internal {
 
-template<typename Derived, int UnrollCount>
+template<typename Derived, int UnrollCount, int Rows>
 struct all_unroller
 {
-  typedef typename Derived::ExpressionTraits Traits;
   enum {
-    col = (UnrollCount-1) / Traits::RowsAtCompileTime,
+    col = (UnrollCount-1) / Rows,
-    row = (UnrollCount-1) % Traits::RowsAtCompileTime
+    row = (UnrollCount-1) % Rows
   };
 
-  static inline bool run(const Derived &mat)
+  EIGEN_DEVICE_FUNC static inline bool run(const Derived &mat)
   {
-    return all_unroller<Derived, UnrollCount-1>::run(mat) && mat.coeff(row, col);
+    return all_unroller<Derived, UnrollCount-1, Rows>::run(mat) && mat.coeff(row, col);
   }
 };
 
-template<typename Derived>
+template<typename Derived, int Rows>
-struct all_unroller<Derived, 0>
+struct all_unroller<Derived, 0, Rows>
 {
-  static inline bool run(const Derived &/*mat*/) { return true; }
+  EIGEN_DEVICE_FUNC static inline bool run(const Derived &/*mat*/) { return true; }
 };
 
-template<typename Derived>
+template<typename Derived, int Rows>
-struct all_unroller<Derived, Dynamic>
+struct all_unroller<Derived, Dynamic, Rows>
 {
-  static inline bool run(const Derived &) { return false; }
+  EIGEN_DEVICE_FUNC static inline bool run(const Derived &) { return false; }
 };
 
-template<typename Derived, int UnrollCount>
+template<typename Derived, int UnrollCount, int Rows>
 struct any_unroller
 {
-  typedef typename Derived::ExpressionTraits Traits;
   enum {
-    col = (UnrollCount-1) / Traits::RowsAtCompileTime,
+    col = (UnrollCount-1) / Rows,
-    row = (UnrollCount-1) % Traits::RowsAtCompileTime
+    row = (UnrollCount-1) % Rows
   };
   
-  static inline bool run(const Derived &mat)
+  EIGEN_DEVICE_FUNC static inline bool run(const Derived &mat)
   {
-    return any_unroller<Derived, UnrollCount-1>::run(mat) || mat.coeff(row, col);
+    return any_unroller<Derived, UnrollCount-1, Rows>::run(mat) || mat.coeff(row, col);
   }
 };
 
-template<typename Derived>
+template<typename Derived, int Rows>
-struct any_unroller<Derived, 0>
+struct any_unroller<Derived, 0, Rows>
 {
-  static inline bool run(const Derived & /*mat*/) { return false; }
+  EIGEN_DEVICE_FUNC static inline bool run(const Derived & /*mat*/) { return false; }
 };
 
-template<typename Derived>
+template<typename Derived, int Rows>
-struct any_unroller<Derived, Dynamic>
+struct any_unroller<Derived, Dynamic, Rows>
 {
-  static inline bool run(const Derived &) { return false; }
+  EIGEN_DEVICE_FUNC static inline bool run(const Derived &) { return false; }
 };
 
 } // end namespace internal
@@ -78,16 +76,16 @@ struct any_unroller<Derived, Dynamic>
   * \sa any(), Cwise::operator<()
   */
 template<typename Derived>
-inline bool DenseBase<Derived>::all() const
+EIGEN_DEVICE_FUNC inline bool DenseBase<Derived>::all() const
 {
   typedef internal::evaluator<Derived> Evaluator;
   enum {
     unroll = SizeAtCompileTime != Dynamic
-          && SizeAtCompileTime * (Evaluator::CoeffReadCost + NumTraits<Scalar>::AddCost) <= EIGEN_UNROLLING_LIMIT
+          && SizeAtCompileTime * (int(Evaluator::CoeffReadCost) + int(NumTraits<Scalar>::AddCost)) <= EIGEN_UNROLLING_LIMIT
   };
   Evaluator evaluator(derived());
   if(unroll)
-    return internal::all_unroller<Evaluator, unroll ? int(SizeAtCompileTime) : Dynamic>::run(evaluator);
+    return internal::all_unroller<Evaluator, unroll ? int(SizeAtCompileTime) : Dynamic, internal::traits<Derived>::RowsAtCompileTime>::run(evaluator);
   else
   {
     for(Index j = 0; j < cols(); ++j)
@@ -102,16 +100,16 @@ inline bool DenseBase<Derived>::all() const
   * \sa all()
   */
 template<typename Derived>
-inline bool DenseBase<Derived>::any() const
+EIGEN_DEVICE_FUNC inline bool DenseBase<Derived>::any() const
 {
   typedef internal::evaluator<Derived> Evaluator;
   enum {
     unroll = SizeAtCompileTime != Dynamic
-          && SizeAtCompileTime * (Evaluator::CoeffReadCost + NumTraits<Scalar>::AddCost) <= EIGEN_UNROLLING_LIMIT
+          && SizeAtCompileTime * (int(Evaluator::CoeffReadCost) + int(NumTraits<Scalar>::AddCost)) <= EIGEN_UNROLLING_LIMIT
   };
   Evaluator evaluator(derived());
   if(unroll)
-    return internal::any_unroller<Evaluator, unroll ? int(SizeAtCompileTime) : Dynamic>::run(evaluator);
+    return internal::any_unroller<Evaluator, unroll ? int(SizeAtCompileTime) : Dynamic, internal::traits<Derived>::RowsAtCompileTime>::run(evaluator);
   else
   {
     for(Index j = 0; j < cols(); ++j)
@@ -126,7 +124,7 @@ inline bool DenseBase<Derived>::any() const
   * \sa all(), any()
   */
 template<typename Derived>
-inline Eigen::Index DenseBase<Derived>::count() const
+EIGEN_DEVICE_FUNC inline Eigen::Index DenseBase<Derived>::count() const
 {
   return derived().template cast<bool>().template cast<Index>().sum();
 }

gtsam/3rdparty/Eigen/Eigen/src/Core/CommaInitializer.h

@@ -33,6 +33,8 @@ struct CommaInitializer
   inline CommaInitializer(XprType& xpr, const Scalar& s)
     : m_xpr(xpr), m_row(0), m_col(1), m_currentBlockRows(1)
   {
+    eigen_assert(m_xpr.rows() > 0 && m_xpr.cols() > 0
+      && "Cannot comma-initialize a 0x0 matrix (operator<<)");
     m_xpr.coeffRef(0,0) = s;
   }
 
@@ -41,6 +43,8 @@ struct CommaInitializer
   inline CommaInitializer(XprType& xpr, const DenseBase<OtherDerived>& other)
     : m_xpr(xpr), m_row(0), m_col(other.cols()), m_currentBlockRows(other.rows())
   {
+    eigen_assert(m_xpr.rows() >= other.rows() && m_xpr.cols() >= other.cols()
+      && "Cannot comma-initialize a 0x0 matrix (operator<<)");
     m_xpr.block(0, 0, other.rows(), other.cols()) = other;
   }
 
@@ -141,7 +145,7 @@ struct CommaInitializer
   * \sa CommaInitializer::finished(), class CommaInitializer
   */
 template<typename Derived>
-inline CommaInitializer<Derived> DenseBase<Derived>::operator<< (const Scalar& s)
+EIGEN_DEVICE_FUNC inline CommaInitializer<Derived> DenseBase<Derived>::operator<< (const Scalar& s)
 {
   return CommaInitializer<Derived>(*static_cast<Derived*>(this), s);
 }
@@ -149,7 +153,7 @@ inline CommaInitializer<Derived> DenseBase<Derived>::operator<< (const Scalar& s
 /** \sa operator<<(const Scalar&) */
 template<typename Derived>
 template<typename OtherDerived>
-inline CommaInitializer<Derived>
+EIGEN_DEVICE_FUNC inline CommaInitializer<Derived>
 DenseBase<Derived>::operator<<(const DenseBase<OtherDerived>& other)
 {
   return CommaInitializer<Derived>(*static_cast<Derived *>(this), other);

gtsam/3rdparty/Eigen/Eigen/src/Core/CoreEvaluators.h

@@ -90,7 +90,8 @@ template<typename T>
 struct evaluator : public unary_evaluator<T>
 {
   typedef unary_evaluator<T> Base;
-  EIGEN_DEVICE_FUNC explicit evaluator(const T& xpr) : Base(xpr) {}
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  explicit evaluator(const T& xpr) : Base(xpr) {}
 };
 
 
@@ -99,14 +100,14 @@ template<typename T>
 struct evaluator<const T>
   : evaluator<T>
 {
-  EIGEN_DEVICE_FUNC
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
   explicit evaluator(const T& xpr) : evaluator<T>(xpr) {}
 };
 
 // ---------- base class for all evaluators ----------
 
 template<typename ExpressionType>
-struct evaluator_base : public noncopyable
+struct evaluator_base
 {
   // TODO that's not very nice to have to propagate all these traits. They are currently only needed to handle outer,inner indices.
   typedef traits<ExpressionType> ExpressionTraits;
@@ -114,6 +115,14 @@ struct evaluator_base : public noncopyable
   enum {
     Alignment = 0
   };
+  // noncopyable:
+  // Don't make this class inherit noncopyable as this kills EBO (Empty Base Optimization)
+  // and make complex evaluator much larger than then should do.
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE evaluator_base() {}
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE ~evaluator_base() {}
+private:
+  EIGEN_DEVICE_FUNC evaluator_base(const evaluator_base&);
+  EIGEN_DEVICE_FUNC const evaluator_base& operator=(const evaluator_base&);
 };
 
 // -------------------- Matrix and Array --------------------
@@ -123,6 +132,33 @@ struct evaluator_base : public noncopyable
 // Here we directly specialize evaluator. This is not really a unary expression, and it is, by definition, dense,
 // so no need for more sophisticated dispatching.
 
+// this helper permits to completely eliminate m_outerStride if it is known at compiletime.
+template<typename Scalar,int OuterStride> class plainobjectbase_evaluator_data {
+public:
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  plainobjectbase_evaluator_data(const Scalar* ptr, Index outerStride) : data(ptr)
+  {
+#ifndef EIGEN_INTERNAL_DEBUGGING
+    EIGEN_UNUSED_VARIABLE(outerStride);
+#endif
+    eigen_internal_assert(outerStride==OuterStride);
+  }
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE EIGEN_CONSTEXPR
+  Index outerStride() const EIGEN_NOEXCEPT { return OuterStride; }
+  const Scalar *data;
+};
+
+template<typename Scalar> class plainobjectbase_evaluator_data<Scalar,Dynamic> {
+public:
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  plainobjectbase_evaluator_data(const Scalar* ptr, Index outerStride) : data(ptr), m_outerStride(outerStride) {}
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  Index outerStride() const { return m_outerStride; }
+  const Scalar *data;
+protected:
+  Index m_outerStride;
+};
+
 template<typename Derived>
 struct evaluator<PlainObjectBase<Derived> >
   : evaluator_base<Derived>
@@ -141,18 +177,23 @@ struct evaluator<PlainObjectBase<Derived> >
     Flags = traits<Derived>::EvaluatorFlags,
     Alignment = traits<Derived>::Alignment
   };
-  
+  enum {
-  EIGEN_DEVICE_FUNC evaluator()
+    // We do not need to know the outer stride for vectors
-    : m_data(0),
+    OuterStrideAtCompileTime = IsVectorAtCompileTime  ? 0
-      m_outerStride(IsVectorAtCompileTime  ? 0 
                                                       : int(IsRowMajor) ? ColsAtCompileTime
-                                           : RowsAtCompileTime)
+                                                                        : RowsAtCompileTime
+  };
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  evaluator()
+    : m_d(0,OuterStrideAtCompileTime)
   {
     EIGEN_INTERNAL_CHECK_COST_VALUE(CoeffReadCost);
   }
 
-  EIGEN_DEVICE_FUNC explicit evaluator(const PlainObjectType& m)
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
-    : m_data(m.data()), m_outerStride(IsVectorAtCompileTime ? 0 : m.outerStride()) 
+  explicit evaluator(const PlainObjectType& m)
+    : m_d(m.data(),IsVectorAtCompileTime ? 0 : m.outerStride())
   {
     EIGEN_INTERNAL_CHECK_COST_VALUE(CoeffReadCost);
   }
@@ -161,30 +202,30 @@ struct evaluator<PlainObjectBase<Derived> >
   CoeffReturnType coeff(Index row, Index col) const
   {
     if (IsRowMajor)
-      return m_data[row * m_outerStride.value() + col];
+      return m_d.data[row * m_d.outerStride() + col];
     else
-      return m_data[row + col * m_outerStride.value()];
+      return m_d.data[row + col * m_d.outerStride()];
   }
 
   EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
   CoeffReturnType coeff(Index index) const
   {
-    return m_data[index];
+    return m_d.data[index];
   }
 
   EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
   Scalar& coeffRef(Index row, Index col)
   {
     if (IsRowMajor)
-      return const_cast<Scalar*>(m_data)[row * m_outerStride.value() + col];
+      return const_cast<Scalar*>(m_d.data)[row * m_d.outerStride() + col];
     else
-      return const_cast<Scalar*>(m_data)[row + col * m_outerStride.value()];
+      return const_cast<Scalar*>(m_d.data)[row + col * m_d.outerStride()];
   }
 
   EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
   Scalar& coeffRef(Index index)
   {
-    return const_cast<Scalar*>(m_data)[index];
+    return const_cast<Scalar*>(m_d.data)[index];
   }
 
   template<int LoadMode, typename PacketType>
@@ -192,16 +233,16 @@ struct evaluator<PlainObjectBase<Derived> >
   PacketType packet(Index row, Index col) const
   {
     if (IsRowMajor)
-      return ploadt<PacketType, LoadMode>(m_data + row * m_outerStride.value() + col);
+      return ploadt<PacketType, LoadMode>(m_d.data + row * m_d.outerStride() + col);
     else
-      return ploadt<PacketType, LoadMode>(m_data + row + col * m_outerStride.value());
+      return ploadt<PacketType, LoadMode>(m_d.data + row + col * m_d.outerStride());
   }
 
   template<int LoadMode, typename PacketType>
   EIGEN_STRONG_INLINE
   PacketType packet(Index index) const
   {
-    return ploadt<PacketType, LoadMode>(m_data + index);
+    return ploadt<PacketType, LoadMode>(m_d.data + index);
   }
 
   template<int StoreMode,typename PacketType>
@@ -210,26 +251,22 @@ struct evaluator<PlainObjectBase<Derived> >
   {
     if (IsRowMajor)
       return pstoret<Scalar, PacketType, StoreMode>
-	            (const_cast<Scalar*>(m_data) + row * m_outerStride.value() + col, x);
+	            (const_cast<Scalar*>(m_d.data) + row * m_d.outerStride() + col, x);
     else
       return pstoret<Scalar, PacketType, StoreMode>
-                    (const_cast<Scalar*>(m_data) + row + col * m_outerStride.value(), x);
+                    (const_cast<Scalar*>(m_d.data) + row + col * m_d.outerStride(), x);
   }
 
   template<int StoreMode, typename PacketType>
   EIGEN_STRONG_INLINE
   void writePacket(Index index, const PacketType& x)
   {
-    return pstoret<Scalar, PacketType, StoreMode>(const_cast<Scalar*>(m_data) + index, x);
+    return pstoret<Scalar, PacketType, StoreMode>(const_cast<Scalar*>(m_d.data) + index, x);
   }
 
 protected:
-  const Scalar *m_data;
 
-  // We do not need to know the outer stride for vectors
+  plainobjectbase_evaluator_data<Scalar,OuterStrideAtCompileTime> m_d;
-  variable_if_dynamic<Index, IsVectorAtCompileTime  ? 0 
-                                                    : int(IsRowMajor) ? ColsAtCompileTime 
-                                                    : RowsAtCompileTime> m_outerStride;
 };
 
 template<typename Scalar, int Rows, int Cols, int Options, int MaxRows, int MaxCols>
@@ -238,9 +275,11 @@ struct evaluator<Matrix<Scalar, Rows, Cols, Options, MaxRows, MaxCols> >
 {
   typedef Matrix<Scalar, Rows, Cols, Options, MaxRows, MaxCols> XprType;
 
-  EIGEN_DEVICE_FUNC evaluator() {}
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  evaluator() {}
 
-  EIGEN_DEVICE_FUNC explicit evaluator(const XprType& m)
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  explicit evaluator(const XprType& m)
     : evaluator<PlainObjectBase<XprType> >(m)
   { }
 };
@@ -251,9 +290,11 @@ struct evaluator<Array<Scalar, Rows, Cols, Options, MaxRows, MaxCols> >
 {
   typedef Array<Scalar, Rows, Cols, Options, MaxRows, MaxCols> XprType;
 
-  EIGEN_DEVICE_FUNC evaluator() {}
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  evaluator() {}
 
-  EIGEN_DEVICE_FUNC explicit evaluator(const XprType& m)
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  explicit evaluator(const XprType& m)
     : evaluator<PlainObjectBase<XprType> >(m)
   { }
 };
@@ -272,7 +313,8 @@ struct unary_evaluator<Transpose<ArgType>, IndexBased>
     Alignment = evaluator<ArgType>::Alignment
   };
 
-  EIGEN_DEVICE_FUNC explicit unary_evaluator(const XprType& t) : m_argImpl(t.nestedExpression()) {}
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  explicit unary_evaluator(const XprType& t) : m_argImpl(t.nestedExpression()) {}
 
   typedef typename XprType::Scalar Scalar;
   typedef typename XprType::CoeffReturnType CoeffReturnType;
@@ -519,7 +561,7 @@ struct unary_evaluator<CwiseUnaryOp<UnaryOp, ArgType>, IndexBased >
   typedef CwiseUnaryOp<UnaryOp, ArgType> XprType;
 
   enum {
-    CoeffReadCost = evaluator<ArgType>::CoeffReadCost + functor_traits<UnaryOp>::Cost,
+    CoeffReadCost = int(evaluator<ArgType>::CoeffReadCost) + int(functor_traits<UnaryOp>::Cost),
 
     Flags = evaluator<ArgType>::Flags
           & (HereditaryBits | LinearAccessBit | (functor_traits<UnaryOp>::PacketAccess ? PacketAccessBit : 0)),
@@ -527,9 +569,7 @@ struct unary_evaluator<CwiseUnaryOp<UnaryOp, ArgType>, IndexBased >
   };
 
   EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
-  explicit unary_evaluator(const XprType& op)
+  explicit unary_evaluator(const XprType& op) : m_d(op)
-    : m_functor(op.functor()), 
-      m_argImpl(op.nestedExpression()) 
   {
     EIGEN_INTERNAL_CHECK_COST_VALUE(functor_traits<UnaryOp>::Cost);
     EIGEN_INTERNAL_CHECK_COST_VALUE(CoeffReadCost);
@@ -540,32 +580,43 @@ struct unary_evaluator<CwiseUnaryOp<UnaryOp, ArgType>, IndexBased >
   EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
   CoeffReturnType coeff(Index row, Index col) const
   {
-    return m_functor(m_argImpl.coeff(row, col));
+    return m_d.func()(m_d.argImpl.coeff(row, col));
   }
 
   EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
   CoeffReturnType coeff(Index index) const
   {
-    return m_functor(m_argImpl.coeff(index));
+    return m_d.func()(m_d.argImpl.coeff(index));
   }
 
   template<int LoadMode, typename PacketType>
   EIGEN_STRONG_INLINE
   PacketType packet(Index row, Index col) const
   {
-    return m_functor.packetOp(m_argImpl.template packet<LoadMode, PacketType>(row, col));
+    return m_d.func().packetOp(m_d.argImpl.template packet<LoadMode, PacketType>(row, col));
   }
 
   template<int LoadMode, typename PacketType>
   EIGEN_STRONG_INLINE
   PacketType packet(Index index) const
   {
-    return m_functor.packetOp(m_argImpl.template packet<LoadMode, PacketType>(index));
+    return m_d.func().packetOp(m_d.argImpl.template packet<LoadMode, PacketType>(index));
   }
 
 protected:
-  const UnaryOp m_functor;
+
-  evaluator<ArgType> m_argImpl;
+  // this helper permits to completely eliminate the functor if it is empty
+  struct Data
+  {
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    Data(const XprType& xpr) : op(xpr.functor()), argImpl(xpr.nestedExpression()) {}
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const UnaryOp& func() const { return op; }
+    UnaryOp op;
+    evaluator<ArgType> argImpl;
+  };
+
+  Data m_d;
 };
 
 // -------------------- CwiseTernaryOp --------------------
@@ -588,7 +639,7 @@ struct ternary_evaluator<CwiseTernaryOp<TernaryOp, Arg1, Arg2, Arg3>, IndexBased
   typedef CwiseTernaryOp<TernaryOp, Arg1, Arg2, Arg3> XprType;
 
   enum {
-    CoeffReadCost = evaluator<Arg1>::CoeffReadCost + evaluator<Arg2>::CoeffReadCost + evaluator<Arg3>::CoeffReadCost + functor_traits<TernaryOp>::Cost,
+    CoeffReadCost = int(evaluator<Arg1>::CoeffReadCost) + int(evaluator<Arg2>::CoeffReadCost) + int(evaluator<Arg3>::CoeffReadCost) + int(functor_traits<TernaryOp>::Cost),
 
     Arg1Flags = evaluator<Arg1>::Flags,
     Arg2Flags = evaluator<Arg2>::Flags,
@@ -609,11 +660,7 @@ struct ternary_evaluator<CwiseTernaryOp<TernaryOp, Arg1, Arg2, Arg3>, IndexBased
         evaluator<Arg3>::Alignment)
   };
 
-  EIGEN_DEVICE_FUNC explicit ternary_evaluator(const XprType& xpr)
+  EIGEN_DEVICE_FUNC explicit ternary_evaluator(const XprType& xpr) : m_d(xpr)
-    : m_functor(xpr.functor()),
-      m_arg1Impl(xpr.arg1()), 
-      m_arg2Impl(xpr.arg2()), 
-      m_arg3Impl(xpr.arg3())  
   {
     EIGEN_INTERNAL_CHECK_COST_VALUE(functor_traits<TernaryOp>::Cost);
     EIGEN_INTERNAL_CHECK_COST_VALUE(CoeffReadCost);
@@ -624,38 +671,48 @@ struct ternary_evaluator<CwiseTernaryOp<TernaryOp, Arg1, Arg2, Arg3>, IndexBased
   EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
   CoeffReturnType coeff(Index row, Index col) const
   {
-    return m_functor(m_arg1Impl.coeff(row, col), m_arg2Impl.coeff(row, col), m_arg3Impl.coeff(row, col));
+    return m_d.func()(m_d.arg1Impl.coeff(row, col), m_d.arg2Impl.coeff(row, col), m_d.arg3Impl.coeff(row, col));
   }
 
   EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
   CoeffReturnType coeff(Index index) const
   {
-    return m_functor(m_arg1Impl.coeff(index), m_arg2Impl.coeff(index), m_arg3Impl.coeff(index));
+    return m_d.func()(m_d.arg1Impl.coeff(index), m_d.arg2Impl.coeff(index), m_d.arg3Impl.coeff(index));
   }
 
   template<int LoadMode, typename PacketType>
   EIGEN_STRONG_INLINE
   PacketType packet(Index row, Index col) const
   {
-    return m_functor.packetOp(m_arg1Impl.template packet<LoadMode,PacketType>(row, col),
+    return m_d.func().packetOp(m_d.arg1Impl.template packet<LoadMode,PacketType>(row, col),
-                              m_arg2Impl.template packet<LoadMode,PacketType>(row, col),
+                               m_d.arg2Impl.template packet<LoadMode,PacketType>(row, col),
-                              m_arg3Impl.template packet<LoadMode,PacketType>(row, col));
+                               m_d.arg3Impl.template packet<LoadMode,PacketType>(row, col));
   }
 
   template<int LoadMode, typename PacketType>
   EIGEN_STRONG_INLINE
   PacketType packet(Index index) const
   {
-    return m_functor.packetOp(m_arg1Impl.template packet<LoadMode,PacketType>(index),
+    return m_d.func().packetOp(m_d.arg1Impl.template packet<LoadMode,PacketType>(index),
-                              m_arg2Impl.template packet<LoadMode,PacketType>(index),
+                               m_d.arg2Impl.template packet<LoadMode,PacketType>(index),
-                              m_arg3Impl.template packet<LoadMode,PacketType>(index));
+                               m_d.arg3Impl.template packet<LoadMode,PacketType>(index));
   }
 
 protected:
-  const TernaryOp m_functor;
+  // this helper permits to completely eliminate the functor if it is empty
-  evaluator<Arg1> m_arg1Impl;
+  struct Data
-  evaluator<Arg2> m_arg2Impl;
+  {
-  evaluator<Arg3> m_arg3Impl;
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    Data(const XprType& xpr) : op(xpr.functor()), arg1Impl(xpr.arg1()), arg2Impl(xpr.arg2()), arg3Impl(xpr.arg3()) {}
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const TernaryOp& func() const { return op; }
+    TernaryOp op;
+    evaluator<Arg1> arg1Impl;
+    evaluator<Arg2> arg2Impl;
+    evaluator<Arg3> arg3Impl;
+  };
+
+  Data m_d;
 };
 
 // -------------------- CwiseBinaryOp --------------------
@@ -668,7 +725,8 @@ struct evaluator<CwiseBinaryOp<BinaryOp, Lhs, Rhs> >
   typedef CwiseBinaryOp<BinaryOp, Lhs, Rhs> XprType;
   typedef binary_evaluator<CwiseBinaryOp<BinaryOp, Lhs, Rhs> > Base;
 
-  EIGEN_DEVICE_FUNC explicit evaluator(const XprType& xpr) : Base(xpr) {}
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  explicit evaluator(const XprType& xpr) : Base(xpr) {}
 };
 
 template<typename BinaryOp, typename Lhs, typename Rhs>
@@ -678,7 +736,7 @@ struct binary_evaluator<CwiseBinaryOp<BinaryOp, Lhs, Rhs>, IndexBased, IndexBase
   typedef CwiseBinaryOp<BinaryOp, Lhs, Rhs> XprType;
 
   enum {
-    CoeffReadCost = evaluator<Lhs>::CoeffReadCost + evaluator<Rhs>::CoeffReadCost + functor_traits<BinaryOp>::Cost,
+    CoeffReadCost = int(evaluator<Lhs>::CoeffReadCost) + int(evaluator<Rhs>::CoeffReadCost) + int(functor_traits<BinaryOp>::Cost),
 
     LhsFlags = evaluator<Lhs>::Flags,
     RhsFlags = evaluator<Rhs>::Flags,
@@ -696,10 +754,8 @@ struct binary_evaluator<CwiseBinaryOp<BinaryOp, Lhs, Rhs>, IndexBased, IndexBase
     Alignment = EIGEN_PLAIN_ENUM_MIN(evaluator<Lhs>::Alignment,evaluator<Rhs>::Alignment)
   };
 
-  EIGEN_DEVICE_FUNC explicit binary_evaluator(const XprType& xpr)
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
-    : m_functor(xpr.functor()),
+  explicit binary_evaluator(const XprType& xpr) : m_d(xpr)
-      m_lhsImpl(xpr.lhs()), 
-      m_rhsImpl(xpr.rhs())  
   {
     EIGEN_INTERNAL_CHECK_COST_VALUE(functor_traits<BinaryOp>::Cost);
     EIGEN_INTERNAL_CHECK_COST_VALUE(CoeffReadCost);
@@ -710,35 +766,46 @@ struct binary_evaluator<CwiseBinaryOp<BinaryOp, Lhs, Rhs>, IndexBased, IndexBase
   EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
   CoeffReturnType coeff(Index row, Index col) const
   {
-    return m_functor(m_lhsImpl.coeff(row, col), m_rhsImpl.coeff(row, col));
+    return m_d.func()(m_d.lhsImpl.coeff(row, col), m_d.rhsImpl.coeff(row, col));
   }
 
   EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
   CoeffReturnType coeff(Index index) const
   {
-    return m_functor(m_lhsImpl.coeff(index), m_rhsImpl.coeff(index));
+    return m_d.func()(m_d.lhsImpl.coeff(index), m_d.rhsImpl.coeff(index));
   }
 
   template<int LoadMode, typename PacketType>
   EIGEN_STRONG_INLINE
   PacketType packet(Index row, Index col) const
   {
-    return m_functor.packetOp(m_lhsImpl.template packet<LoadMode,PacketType>(row, col),
+    return m_d.func().packetOp(m_d.lhsImpl.template packet<LoadMode,PacketType>(row, col),
-                              m_rhsImpl.template packet<LoadMode,PacketType>(row, col));
+                               m_d.rhsImpl.template packet<LoadMode,PacketType>(row, col));
   }
 
   template<int LoadMode, typename PacketType>
   EIGEN_STRONG_INLINE
   PacketType packet(Index index) const
   {
-    return m_functor.packetOp(m_lhsImpl.template packet<LoadMode,PacketType>(index),
+    return m_d.func().packetOp(m_d.lhsImpl.template packet<LoadMode,PacketType>(index),
-                              m_rhsImpl.template packet<LoadMode,PacketType>(index));
+                               m_d.rhsImpl.template packet<LoadMode,PacketType>(index));
   }
 
 protected:
-  const BinaryOp m_functor;
+
-  evaluator<Lhs> m_lhsImpl;
+  // this helper permits to completely eliminate the functor if it is empty
-  evaluator<Rhs> m_rhsImpl;
+  struct Data
+  {
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    Data(const XprType& xpr) : op(xpr.functor()), lhsImpl(xpr.lhs()), rhsImpl(xpr.rhs()) {}
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const BinaryOp& func() const { return op; }
+    BinaryOp op;
+    evaluator<Lhs> lhsImpl;
+    evaluator<Rhs> rhsImpl;
+  };
+
+  Data m_d;
 };
 
 // -------------------- CwiseUnaryView --------------------
@@ -750,16 +817,14 @@ struct unary_evaluator<CwiseUnaryView<UnaryOp, ArgType>, IndexBased>
   typedef CwiseUnaryView<UnaryOp, ArgType> XprType;
 
   enum {
-    CoeffReadCost = evaluator<ArgType>::CoeffReadCost + functor_traits<UnaryOp>::Cost,
+    CoeffReadCost = int(evaluator<ArgType>::CoeffReadCost) + int(functor_traits<UnaryOp>::Cost),
 
     Flags = (evaluator<ArgType>::Flags & (HereditaryBits | LinearAccessBit | DirectAccessBit)),
 
     Alignment = 0 // FIXME it is not very clear why alignment is necessarily lost...
   };
 
-  EIGEN_DEVICE_FUNC explicit unary_evaluator(const XprType& op)
+  EIGEN_DEVICE_FUNC explicit unary_evaluator(const XprType& op) : m_d(op)
-    : m_unaryOp(op.functor()), 
-      m_argImpl(op.nestedExpression()) 
   {
     EIGEN_INTERNAL_CHECK_COST_VALUE(functor_traits<UnaryOp>::Cost);
     EIGEN_INTERNAL_CHECK_COST_VALUE(CoeffReadCost);
@@ -771,30 +836,41 @@ struct unary_evaluator<CwiseUnaryView<UnaryOp, ArgType>, IndexBased>
   EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
   CoeffReturnType coeff(Index row, Index col) const
   {
-    return m_unaryOp(m_argImpl.coeff(row, col));
+    return m_d.func()(m_d.argImpl.coeff(row, col));
   }
 
   EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
   CoeffReturnType coeff(Index index) const
   {
-    return m_unaryOp(m_argImpl.coeff(index));
+    return m_d.func()(m_d.argImpl.coeff(index));
   }
 
   EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
   Scalar& coeffRef(Index row, Index col)
   {
-    return m_unaryOp(m_argImpl.coeffRef(row, col));
+    return m_d.func()(m_d.argImpl.coeffRef(row, col));
   }
 
   EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
   Scalar& coeffRef(Index index)
   {
-    return m_unaryOp(m_argImpl.coeffRef(index));
+    return m_d.func()(m_d.argImpl.coeffRef(index));
   }
 
 protected:
-  const UnaryOp m_unaryOp;
+
-  evaluator<ArgType> m_argImpl;
+  // this helper permits to completely eliminate the functor if it is empty
+  struct Data
+  {
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    Data(const XprType& xpr) : op(xpr.functor()), argImpl(xpr.nestedExpression()) {}
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const UnaryOp& func() const { return op; }
+    UnaryOp op;
+    evaluator<ArgType> argImpl;
+  };
+
+  Data m_d;
 };
 
 // -------------------- Map --------------------
@@ -818,7 +894,8 @@ struct mapbase_evaluator : evaluator_base<Derived>
     CoeffReadCost = NumTraits<Scalar>::ReadCost
   };
 
-  EIGEN_DEVICE_FUNC explicit mapbase_evaluator(const XprType& map)
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  explicit mapbase_evaluator(const XprType& map)
     : m_data(const_cast<PointerType>(map.data())),
       m_innerStride(map.innerStride()),
       m_outerStride(map.outerStride())
@@ -882,10 +959,14 @@ struct mapbase_evaluator : evaluator_base<Derived>
     internal::pstoret<Scalar, PacketType, StoreMode>(m_data + index * m_innerStride.value(), x);
   }
 protected:
-  EIGEN_DEVICE_FUNC
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE EIGEN_CONSTEXPR
-  inline Index rowStride() const { return XprType::IsRowMajor ? m_outerStride.value() : m_innerStride.value(); }
+  Index rowStride() const EIGEN_NOEXCEPT {
-  EIGEN_DEVICE_FUNC
+    return XprType::IsRowMajor ? m_outerStride.value() : m_innerStride.value();
-  inline Index colStride() const { return XprType::IsRowMajor ? m_innerStride.value() : m_outerStride.value(); }
+  }
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE EIGEN_CONSTEXPR
+  Index colStride() const EIGEN_NOEXCEPT {
+     return XprType::IsRowMajor ? m_innerStride.value() : m_outerStride.value();
+  }
 
   PointerType m_data;
   const internal::variable_if_dynamic<Index, XprType::InnerStrideAtCompileTime> m_innerStride;
@@ -938,7 +1019,8 @@ struct evaluator<Ref<PlainObjectType, RefOptions, StrideType> >
     Alignment = evaluator<Map<PlainObjectType, RefOptions, StrideType> >::Alignment
   };
 
-  EIGEN_DEVICE_FUNC explicit evaluator(const XprType& ref)
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  explicit evaluator(const XprType& ref)
     : mapbase_evaluator<XprType, PlainObjectType>(ref)
   { }
 };
@@ -993,7 +1075,8 @@ struct evaluator<Block<ArgType, BlockRows, BlockCols, InnerPanel> >
     Alignment = EIGEN_PLAIN_ENUM_MIN(evaluator<ArgType>::Alignment, Alignment0)
   };
   typedef block_evaluator<ArgType, BlockRows, BlockCols, InnerPanel> block_evaluator_type;
-  EIGEN_DEVICE_FUNC explicit evaluator(const XprType& block) : block_evaluator_type(block)
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  explicit evaluator(const XprType& block) : block_evaluator_type(block)
   {
     EIGEN_INTERNAL_CHECK_COST_VALUE(CoeffReadCost);
   }
@@ -1006,7 +1089,8 @@ struct block_evaluator<ArgType, BlockRows, BlockCols, InnerPanel, /*HasDirectAcc
 {
   typedef Block<ArgType, BlockRows, BlockCols, InnerPanel> XprType;
 
-  EIGEN_DEVICE_FUNC explicit block_evaluator(const XprType& block)
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  explicit block_evaluator(const XprType& block)
     : unary_evaluator<XprType>(block)
   {}
 };
@@ -1017,11 +1101,12 @@ struct unary_evaluator<Block<ArgType, BlockRows, BlockCols, InnerPanel>, IndexBa
 {
   typedef Block<ArgType, BlockRows, BlockCols, InnerPanel> XprType;
 
-  EIGEN_DEVICE_FUNC explicit unary_evaluator(const XprType& block)
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  explicit unary_evaluator(const XprType& block)
     : m_argImpl(block.nestedExpression()),
       m_startRow(block.startRow()),
       m_startCol(block.startCol()),
-      m_linear_offset(InnerPanel?(XprType::IsRowMajor ? block.startRow()*block.cols() : block.startCol()*block.rows()):0)
+      m_linear_offset(ForwardLinearAccess?(ArgType::IsRowMajor ? block.startRow()*block.nestedExpression().cols() + block.startCol() : block.startCol()*block.nestedExpression().rows() + block.startRow()):0)
   { }
 
   typedef typename XprType::Scalar Scalar;
@@ -1029,7 +1114,7 @@ struct unary_evaluator<Block<ArgType, BlockRows, BlockCols, InnerPanel>, IndexBa
 
   enum {
     RowsAtCompileTime = XprType::RowsAtCompileTime,
-    ForwardLinearAccess = InnerPanel && bool(evaluator<ArgType>::Flags&LinearAccessBit)
+    ForwardLinearAccess = (InnerPanel || int(XprType::IsRowMajor)==int(ArgType::IsRowMajor)) && bool(evaluator<ArgType>::Flags&LinearAccessBit)
   };
 
   EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
@@ -1041,10 +1126,7 @@ struct unary_evaluator<Block<ArgType, BlockRows, BlockCols, InnerPanel>, IndexBa
   EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
   CoeffReturnType coeff(Index index) const
   {
-    if (ForwardLinearAccess)
+    return linear_coeff_impl(index, bool_constant<ForwardLinearAccess>());
-      return m_argImpl.coeff(m_linear_offset.value() + index); 
-    else
-      return coeff(RowsAtCompileTime == 1 ? 0 : index, RowsAtCompileTime == 1 ? index : 0);
   }
 
   EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
@@ -1056,10 +1138,7 @@ struct unary_evaluator<Block<ArgType, BlockRows, BlockCols, InnerPanel>, IndexBa
   EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
   Scalar& coeffRef(Index index)
   {
-    if (ForwardLinearAccess)
+    return linear_coeffRef_impl(index, bool_constant<ForwardLinearAccess>());
-      return m_argImpl.coeffRef(m_linear_offset.value() + index); 
-    else
-      return coeffRef(RowsAtCompileTime == 1 ? 0 : index, RowsAtCompileTime == 1 ? index : 0);
   }
 
   template<int LoadMode, typename PacketType>
@@ -1100,10 +1179,32 @@ struct unary_evaluator<Block<ArgType, BlockRows, BlockCols, InnerPanel>, IndexBa
   }
 
 protected:
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  CoeffReturnType linear_coeff_impl(Index index, internal::true_type /* ForwardLinearAccess */) const
+  {
+    return m_argImpl.coeff(m_linear_offset.value() + index);
+  }
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  CoeffReturnType linear_coeff_impl(Index index, internal::false_type /* not ForwardLinearAccess */) const
+  {
+    return coeff(RowsAtCompileTime == 1 ? 0 : index, RowsAtCompileTime == 1 ? index : 0);
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  Scalar& linear_coeffRef_impl(Index index, internal::true_type /* ForwardLinearAccess */)
+  {
+    return m_argImpl.coeffRef(m_linear_offset.value() + index);
+  }
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  Scalar& linear_coeffRef_impl(Index index, internal::false_type /* not ForwardLinearAccess */)
+  {
+    return coeffRef(RowsAtCompileTime == 1 ? 0 : index, RowsAtCompileTime == 1 ? index : 0);
+  }
+
   evaluator<ArgType> m_argImpl;
   const variable_if_dynamic<Index, (ArgType::RowsAtCompileTime == 1 && BlockRows==1) ? 0 : Dynamic> m_startRow;
   const variable_if_dynamic<Index, (ArgType::ColsAtCompileTime == 1 && BlockCols==1) ? 0 : Dynamic> m_startCol;
-  const variable_if_dynamic<Index, InnerPanel ? Dynamic : 0> m_linear_offset;
+  const variable_if_dynamic<Index, ForwardLinearAccess ? Dynamic : 0> m_linear_offset;
 };
 
 // TODO: This evaluator does not actually use the child evaluator;
@@ -1117,7 +1218,8 @@ struct block_evaluator<ArgType, BlockRows, BlockCols, InnerPanel, /* HasDirectAc
   typedef Block<ArgType, BlockRows, BlockCols, InnerPanel> XprType;
   typedef typename XprType::Scalar Scalar;
 
-  EIGEN_DEVICE_FUNC explicit block_evaluator(const XprType& block)
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  explicit block_evaluator(const XprType& block)
     : mapbase_evaluator<XprType, typename XprType::PlainObject>(block)
   {
     // TODO: for the 3.3 release, this should be turned to an internal assertion, but let's keep it as is for the beta lifetime
@@ -1145,7 +1247,8 @@ struct evaluator<Select<ConditionMatrixType, ThenMatrixType, ElseMatrixType> >
     Alignment = EIGEN_PLAIN_ENUM_MIN(evaluator<ThenMatrixType>::Alignment, evaluator<ElseMatrixType>::Alignment)
   };
 
-  EIGEN_DEVICE_FUNC explicit evaluator(const XprType& select)
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  explicit evaluator(const XprType& select)
     : m_conditionImpl(select.conditionMatrix()),
       m_thenImpl(select.thenMatrix()),
       m_elseImpl(select.elseMatrix())
@@ -1202,7 +1305,8 @@ struct unary_evaluator<Replicate<ArgType, RowFactor, ColFactor> >
     Alignment = evaluator<ArgTypeNestedCleaned>::Alignment
   };
 
-  EIGEN_DEVICE_FUNC explicit unary_evaluator(const XprType& replicate)
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  explicit unary_evaluator(const XprType& replicate)
     : m_arg(replicate.nestedExpression()),
       m_argImpl(m_arg),
       m_rows(replicate.nestedExpression().rows()),
@@ -1266,64 +1370,6 @@ protected:
   const variable_if_dynamic<Index, ArgType::ColsAtCompileTime> m_cols;
 };
 
-
-// -------------------- PartialReduxExpr --------------------
-
-template< typename ArgType, typename MemberOp, int Direction>
-struct evaluator<PartialReduxExpr<ArgType, MemberOp, Direction> >
-  : evaluator_base<PartialReduxExpr<ArgType, MemberOp, Direction> >
-{
-  typedef PartialReduxExpr<ArgType, MemberOp, Direction> XprType;
-  typedef typename internal::nested_eval<ArgType,1>::type ArgTypeNested;
-  typedef typename internal::remove_all<ArgTypeNested>::type ArgTypeNestedCleaned;
-  typedef typename ArgType::Scalar InputScalar;
-  typedef typename XprType::Scalar Scalar;
-  enum {
-    TraversalSize = Direction==int(Vertical) ? int(ArgType::RowsAtCompileTime) :  int(ArgType::ColsAtCompileTime)
-  };
-  typedef typename MemberOp::template Cost<InputScalar,int(TraversalSize)> CostOpType;
-  enum {
-    CoeffReadCost = TraversalSize==Dynamic ? HugeCost
-                  : TraversalSize * evaluator<ArgType>::CoeffReadCost + int(CostOpType::value),
-    
-    Flags = (traits<XprType>::Flags&RowMajorBit) | (evaluator<ArgType>::Flags&(HereditaryBits&(~RowMajorBit))) | LinearAccessBit,
-    
-    Alignment = 0 // FIXME this will need to be improved once PartialReduxExpr is vectorized
-  };
-
-  EIGEN_DEVICE_FUNC explicit evaluator(const XprType xpr)
-    : m_arg(xpr.nestedExpression()), m_functor(xpr.functor())
-  {
-    EIGEN_INTERNAL_CHECK_COST_VALUE(TraversalSize==Dynamic ? HugeCost : int(CostOpType::value));
-    EIGEN_INTERNAL_CHECK_COST_VALUE(CoeffReadCost);
-  }
-
-  typedef typename XprType::CoeffReturnType CoeffReturnType;
-
-  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
-  const Scalar coeff(Index i, Index j) const
-  {
-    if (Direction==Vertical)
-      return m_functor(m_arg.col(j));
-    else
-      return m_functor(m_arg.row(i));
-  }
-
-  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
-  const Scalar coeff(Index index) const
-  {
-    if (Direction==Vertical)
-      return m_functor(m_arg.col(index));
-    else
-      return m_functor(m_arg.row(index));
-  }
-
-protected:
-  typename internal::add_const_on_value_type<ArgTypeNested>::type m_arg;
-  const MemberOp m_functor;
-};
-
-
 // -------------------- MatrixWrapper and ArrayWrapper --------------------
 //
 // evaluator_wrapper_base<T> is a common base class for the
@@ -1340,7 +1386,8 @@ struct evaluator_wrapper_base
     Alignment = evaluator<ArgType>::Alignment
   };
 
-  EIGEN_DEVICE_FUNC explicit evaluator_wrapper_base(const ArgType& arg) : m_argImpl(arg) {}
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  explicit evaluator_wrapper_base(const ArgType& arg) : m_argImpl(arg) {}
 
   typedef typename ArgType::Scalar Scalar;
   typedef typename ArgType::CoeffReturnType CoeffReturnType;
@@ -1407,7 +1454,8 @@ struct unary_evaluator<MatrixWrapper<TArgType> >
 {
   typedef MatrixWrapper<TArgType> XprType;
 
-  EIGEN_DEVICE_FUNC explicit unary_evaluator(const XprType& wrapper)
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  explicit unary_evaluator(const XprType& wrapper)
     : evaluator_wrapper_base<MatrixWrapper<TArgType> >(wrapper.nestedExpression())
   { }
 };
@@ -1418,7 +1466,8 @@ struct unary_evaluator<ArrayWrapper<TArgType> >
 {
   typedef ArrayWrapper<TArgType> XprType;
 
-  EIGEN_DEVICE_FUNC explicit unary_evaluator(const XprType& wrapper)
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  explicit unary_evaluator(const XprType& wrapper)
     : evaluator_wrapper_base<ArrayWrapper<TArgType> >(wrapper.nestedExpression())
   { }
 };
@@ -1460,7 +1509,8 @@ struct unary_evaluator<Reverse<ArgType, Direction> >
     Alignment = 0 // FIXME in some rare cases, Alignment could be preserved, like a Vector4f.
   };
 
-  EIGEN_DEVICE_FUNC explicit unary_evaluator(const XprType& reverse)
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  explicit unary_evaluator(const XprType& reverse)
     : m_argImpl(reverse.nestedExpression()),
       m_rows(ReverseRow ? reverse.nestedExpression().rows() : 1),
       m_cols(ReverseCol ? reverse.nestedExpression().cols() : 1)
@@ -1567,7 +1617,8 @@ struct evaluator<Diagonal<ArgType, DiagIndex> >
     Alignment = 0
   };
 
-  EIGEN_DEVICE_FUNC explicit evaluator(const XprType& diagonal)
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  explicit evaluator(const XprType& diagonal)
     : m_argImpl(diagonal.nestedExpression()),
       m_index(diagonal.index())
   { }
@@ -1604,8 +1655,10 @@ protected:
   const internal::variable_if_dynamicindex<Index, XprType::DiagIndex> m_index;
 
 private:
-  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Index rowOffset() const { return m_index.value() > 0 ? 0 : -m_index.value(); }
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE EIGEN_CONSTEXPR
-  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Index colOffset() const { return m_index.value() > 0 ? m_index.value() : 0; }
+  Index rowOffset() const { return m_index.value() > 0 ? 0 : -m_index.value(); }
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE EIGEN_CONSTEXPR
+  Index colOffset() const { return m_index.value() > 0 ? m_index.value() : 0; }
 };
 
 
@@ -1642,12 +1695,12 @@ class EvalToTemp
     return m_arg;
   }
 
-  Index rows() const 
+  EIGEN_CONSTEXPR Index rows() const EIGEN_NOEXCEPT
   {
     return m_arg.rows();
   }
 
-  Index cols() const 
+  EIGEN_CONSTEXPR Index cols() const EIGEN_NOEXCEPT
   {
     return m_arg.cols();
   }

gtsam/3rdparty/Eigen/Eigen/src/Core/CoreIterators.h

@@ -48,6 +48,11 @@ public:
     * Explicit zeros are not skipped over. To skip explicit zeros, see class SparseView
     */
   EIGEN_STRONG_INLINE InnerIterator& operator++()   { m_iter.operator++(); return *this; }
+  EIGEN_STRONG_INLINE InnerIterator& operator+=(Index i) { m_iter.operator+=(i); return *this; }
+  EIGEN_STRONG_INLINE InnerIterator operator+(Index i) 
+  { InnerIterator result(*this); result+=i; return result; }
+    
+
   /// \returns the column or row index of the current coefficient.
   EIGEN_STRONG_INLINE Index index() const           { return m_iter.index(); }
   /// \returns the row index of the current coefficient.

gtsam/3rdparty/Eigen/Eigen/src/Core/CwiseBinaryOp.h

@@ -100,8 +100,14 @@ class CwiseBinaryOp :
     typedef typename internal::remove_reference<LhsNested>::type _LhsNested;
     typedef typename internal::remove_reference<RhsNested>::type _RhsNested;
 
-    EIGEN_DEVICE_FUNC
+#if EIGEN_COMP_MSVC && EIGEN_HAS_CXX11
-    EIGEN_STRONG_INLINE CwiseBinaryOp(const Lhs& aLhs, const Rhs& aRhs, const BinaryOp& func = BinaryOp())
+    //Required for Visual Studio or the Copy constructor will probably not get inlined!
+    EIGEN_STRONG_INLINE
+    CwiseBinaryOp(const CwiseBinaryOp<BinaryOp,LhsType,RhsType>&) = default;
+#endif
+
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    CwiseBinaryOp(const Lhs& aLhs, const Rhs& aRhs, const BinaryOp& func = BinaryOp())
       : m_lhs(aLhs), m_rhs(aRhs), m_functor(func)
     {
       EIGEN_CHECK_BINARY_COMPATIBILIY(BinaryOp,typename Lhs::Scalar,typename Rhs::Scalar);
@@ -110,31 +116,25 @@ class CwiseBinaryOp :
       eigen_assert(aLhs.rows() == aRhs.rows() && aLhs.cols() == aRhs.cols());
     }
 
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE EIGEN_CONSTEXPR
-    EIGEN_STRONG_INLINE Index rows() const {
+    Index rows() const EIGEN_NOEXCEPT {
       // return the fixed size type if available to enable compile time optimizations
-      if (internal::traits<typename internal::remove_all<LhsNested>::type>::RowsAtCompileTime==Dynamic)
+      return internal::traits<typename internal::remove_all<LhsNested>::type>::RowsAtCompileTime==Dynamic ? m_rhs.rows() : m_lhs.rows();
-        return m_rhs.rows();
-      else
-        return m_lhs.rows();
     }
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE EIGEN_CONSTEXPR
-    EIGEN_STRONG_INLINE Index cols() const {
+    Index cols() const EIGEN_NOEXCEPT {
       // return the fixed size type if available to enable compile time optimizations
-      if (internal::traits<typename internal::remove_all<LhsNested>::type>::ColsAtCompileTime==Dynamic)
+      return internal::traits<typename internal::remove_all<LhsNested>::type>::ColsAtCompileTime==Dynamic ? m_rhs.cols() : m_lhs.cols();
-        return m_rhs.cols();
-      else
-        return m_lhs.cols();
     }
 
     /** \returns the left hand side nested expression */
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
     const _LhsNested& lhs() const { return m_lhs; }
     /** \returns the right hand side nested expression */
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
     const _RhsNested& rhs() const { return m_rhs; }
     /** \returns the functor representing the binary operation */
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
     const BinaryOp& functor() const { return m_functor; }
 
   protected:
@@ -158,7 +158,7 @@ public:
   */
 template<typename Derived>
 template<typename OtherDerived>
-EIGEN_STRONG_INLINE Derived &
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Derived &
 MatrixBase<Derived>::operator-=(const MatrixBase<OtherDerived> &other)
 {
   call_assignment(derived(), other.derived(), internal::sub_assign_op<Scalar,typename OtherDerived::Scalar>());
@@ -171,7 +171,7 @@ MatrixBase<Derived>::operator-=(const MatrixBase<OtherDerived> &other)
   */
 template<typename Derived>
 template<typename OtherDerived>
-EIGEN_STRONG_INLINE Derived &
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Derived &
 MatrixBase<Derived>::operator+=(const MatrixBase<OtherDerived>& other)
 {
   call_assignment(derived(), other.derived(), internal::add_assign_op<Scalar,typename OtherDerived::Scalar>());
@@ -181,4 +181,3 @@ MatrixBase<Derived>::operator+=(const MatrixBase<OtherDerived>& other)
 } // end namespace Eigen
 
 #endif // EIGEN_CWISE_BINARY_OP_H
-

gtsam/3rdparty/Eigen/Eigen/src/Core/CwiseNullaryOp.h

@@ -74,10 +74,10 @@ class CwiseNullaryOp : public internal::dense_xpr_base< CwiseNullaryOp<NullaryOp
             && (ColsAtCompileTime == Dynamic || ColsAtCompileTime == cols));
     }
 
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE EIGEN_CONSTEXPR
-    EIGEN_STRONG_INLINE Index rows() const { return m_rows.value(); }
+    Index rows() const { return m_rows.value(); }
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE EIGEN_CONSTEXPR
-    EIGEN_STRONG_INLINE Index cols() const { return m_cols.value(); }
+    Index cols() const { return m_cols.value(); }
 
     /** \returns the functor representing the nullary operation */
     EIGEN_DEVICE_FUNC
@@ -105,7 +105,12 @@ class CwiseNullaryOp : public internal::dense_xpr_base< CwiseNullaryOp<NullaryOp
   */
 template<typename Derived>
 template<typename CustomNullaryOp>
-EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const CwiseNullaryOp<CustomNullaryOp, typename DenseBase<Derived>::PlainObject>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+#ifndef EIGEN_PARSED_BY_DOXYGEN
+const CwiseNullaryOp<CustomNullaryOp,typename DenseBase<Derived>::PlainObject>
+#else
+const CwiseNullaryOp<CustomNullaryOp,PlainObject>
+#endif
 DenseBase<Derived>::NullaryExpr(Index rows, Index cols, const CustomNullaryOp& func)
 {
   return CwiseNullaryOp<CustomNullaryOp, PlainObject>(rows, cols, func);
@@ -131,7 +136,12 @@ DenseBase<Derived>::NullaryExpr(Index rows, Index cols, const CustomNullaryOp& f
   */
 template<typename Derived>
 template<typename CustomNullaryOp>
-EIGEN_STRONG_INLINE const CwiseNullaryOp<CustomNullaryOp, typename DenseBase<Derived>::PlainObject>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+#ifndef EIGEN_PARSED_BY_DOXYGEN
+const CwiseNullaryOp<CustomNullaryOp, typename DenseBase<Derived>::PlainObject>
+#else
+const CwiseNullaryOp<CustomNullaryOp, PlainObject>
+#endif
 DenseBase<Derived>::NullaryExpr(Index size, const CustomNullaryOp& func)
 {
   EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived)
@@ -150,7 +160,12 @@ DenseBase<Derived>::NullaryExpr(Index size, const CustomNullaryOp& func)
   */
 template<typename Derived>
 template<typename CustomNullaryOp>
-EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const CwiseNullaryOp<CustomNullaryOp, typename DenseBase<Derived>::PlainObject>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+#ifndef EIGEN_PARSED_BY_DOXYGEN
+const CwiseNullaryOp<CustomNullaryOp, typename DenseBase<Derived>::PlainObject>
+#else
+const CwiseNullaryOp<CustomNullaryOp, PlainObject>
+#endif
 DenseBase<Derived>::NullaryExpr(const CustomNullaryOp& func)
 {
   return CwiseNullaryOp<CustomNullaryOp, PlainObject>(RowsAtCompileTime, ColsAtCompileTime, func);
@@ -170,7 +185,7 @@ DenseBase<Derived>::NullaryExpr(const CustomNullaryOp& func)
   * \sa class CwiseNullaryOp
   */
 template<typename Derived>
-EIGEN_STRONG_INLINE const typename DenseBase<Derived>::ConstantReturnType
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const typename DenseBase<Derived>::ConstantReturnType
 DenseBase<Derived>::Constant(Index rows, Index cols, const Scalar& value)
 {
   return DenseBase<Derived>::NullaryExpr(rows, cols, internal::scalar_constant_op<Scalar>(value));
@@ -217,27 +232,32 @@ DenseBase<Derived>::Constant(const Scalar& value)
 
 /** \deprecated because of accuracy loss. In Eigen 3.3, it is an alias for LinSpaced(Index,const Scalar&,const Scalar&)
   *
-  * \sa LinSpaced(Index,Scalar,Scalar), setLinSpaced(Index,const Scalar&,const Scalar&)
+  * \only_for_vectors
+  *
+  * Example: \include DenseBase_LinSpaced_seq_deprecated.cpp
+  * Output: \verbinclude DenseBase_LinSpaced_seq_deprecated.out
+  *
+  * \sa LinSpaced(Index,const Scalar&, const Scalar&), setLinSpaced(Index,const Scalar&,const Scalar&)
   */
 template<typename Derived>
-EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const typename DenseBase<Derived>::RandomAccessLinSpacedReturnType
+EIGEN_DEPRECATED EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const typename DenseBase<Derived>::RandomAccessLinSpacedReturnType
 DenseBase<Derived>::LinSpaced(Sequential_t, Index size, const Scalar& low, const Scalar& high)
 {
   EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived)
-  return DenseBase<Derived>::NullaryExpr(size, internal::linspaced_op<Scalar,PacketScalar>(low,high,size));
+  return DenseBase<Derived>::NullaryExpr(size, internal::linspaced_op<Scalar>(low,high,size));
 }
 
 /** \deprecated because of accuracy loss. In Eigen 3.3, it is an alias for LinSpaced(const Scalar&,const Scalar&)
   *
-  * \sa LinSpaced(Scalar,Scalar)
+  * \sa LinSpaced(const Scalar&, const Scalar&)
   */
 template<typename Derived>
-EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const typename DenseBase<Derived>::RandomAccessLinSpacedReturnType
+EIGEN_DEPRECATED EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const typename DenseBase<Derived>::RandomAccessLinSpacedReturnType
 DenseBase<Derived>::LinSpaced(Sequential_t, const Scalar& low, const Scalar& high)
 {
   EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived)
   EIGEN_STATIC_ASSERT_FIXED_SIZE(Derived)
-  return DenseBase<Derived>::NullaryExpr(Derived::SizeAtCompileTime, internal::linspaced_op<Scalar,PacketScalar>(low,high,Derived::SizeAtCompileTime));
+  return DenseBase<Derived>::NullaryExpr(Derived::SizeAtCompileTime, internal::linspaced_op<Scalar>(low,high,Derived::SizeAtCompileTime));
 }
 
 /**
@@ -268,7 +288,7 @@ EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const typename DenseBase<Derived>::RandomA
 DenseBase<Derived>::LinSpaced(Index size, const Scalar& low, const Scalar& high)
 {
   EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived)
-  return DenseBase<Derived>::NullaryExpr(size, internal::linspaced_op<Scalar,PacketScalar>(low,high,size));
+  return DenseBase<Derived>::NullaryExpr(size, internal::linspaced_op<Scalar>(low,high,size));
 }
 
 /**
@@ -281,7 +301,7 @@ DenseBase<Derived>::LinSpaced(const Scalar& low, const Scalar& high)
 {
   EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived)
   EIGEN_STATIC_ASSERT_FIXED_SIZE(Derived)
-  return DenseBase<Derived>::NullaryExpr(Derived::SizeAtCompileTime, internal::linspaced_op<Scalar,PacketScalar>(low,high,Derived::SizeAtCompileTime));
+  return DenseBase<Derived>::NullaryExpr(Derived::SizeAtCompileTime, internal::linspaced_op<Scalar>(low,high,Derived::SizeAtCompileTime));
 }
 
 /** \returns true if all coefficients in this matrix are approximately equal to \a val, to within precision \a prec */
@@ -363,6 +383,33 @@ PlainObjectBase<Derived>::setConstant(Index rows, Index cols, const Scalar& val)
   return setConstant(val);
 }
 
+/** Resizes to the given size, changing only the number of columns, and sets all
+  * coefficients in this expression to the given value \a val. For the parameter
+  * of type NoChange_t, just pass the special value \c NoChange.
+  *
+  * \sa MatrixBase::setConstant(const Scalar&), setConstant(Index,const Scalar&), class CwiseNullaryOp, MatrixBase::Constant(const Scalar&)
+  */
+template<typename Derived>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Derived&
+PlainObjectBase<Derived>::setConstant(NoChange_t, Index cols, const Scalar& val)
+{
+  return setConstant(rows(), cols, val);
+}
+
+/** Resizes to the given size, changing only the number of rows, and sets all
+  * coefficients in this expression to the given value \a val. For the parameter
+  * of type NoChange_t, just pass the special value \c NoChange.
+  *
+  * \sa MatrixBase::setConstant(const Scalar&), setConstant(Index,const Scalar&), class CwiseNullaryOp, MatrixBase::Constant(const Scalar&)
+  */
+template<typename Derived>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Derived&
+PlainObjectBase<Derived>::setConstant(Index rows, NoChange_t, const Scalar& val)
+{
+  return setConstant(rows, cols(), val);
+}
+
+
 /**
   * \brief Sets a linearly spaced vector.
   *
@@ -383,7 +430,7 @@ template<typename Derived>
 EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Derived& DenseBase<Derived>::setLinSpaced(Index newSize, const Scalar& low, const Scalar& high)
 {
   EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived)
-  return derived() = Derived::NullaryExpr(newSize, internal::linspaced_op<Scalar,PacketScalar>(low,high,newSize));
+  return derived() = Derived::NullaryExpr(newSize, internal::linspaced_op<Scalar>(low,high,newSize));
 }
 
 /**
@@ -536,6 +583,32 @@ PlainObjectBase<Derived>::setZero(Index rows, Index cols)
   return setConstant(Scalar(0));
 }
 
+/** Resizes to the given size, changing only the number of columns, and sets all
+  * coefficients in this expression to zero. For the parameter of type NoChange_t,
+  * just pass the special value \c NoChange.
+  *
+  * \sa DenseBase::setZero(), setZero(Index), setZero(Index, Index), setZero(Index, NoChange_t), class CwiseNullaryOp, DenseBase::Zero()
+  */
+template<typename Derived>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Derived&
+PlainObjectBase<Derived>::setZero(NoChange_t, Index cols)
+{
+  return setZero(rows(), cols);
+}
+
+/** Resizes to the given size, changing only the number of rows, and sets all
+  * coefficients in this expression to zero. For the parameter of type NoChange_t,
+  * just pass the special value \c NoChange.
+  *
+  * \sa DenseBase::setZero(), setZero(Index), setZero(Index, Index), setZero(NoChange_t, Index), class CwiseNullaryOp, DenseBase::Zero()
+  */
+template<typename Derived>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Derived&
+PlainObjectBase<Derived>::setZero(Index rows, NoChange_t)
+{
+  return setZero(rows, cols());
+}
+
 // ones:
 
 /** \returns an expression of a matrix where all coefficients equal one.
@@ -662,6 +735,32 @@ PlainObjectBase<Derived>::setOnes(Index rows, Index cols)
   return setConstant(Scalar(1));
 }
 
+/** Resizes to the given size, changing only the number of rows, and sets all
+  * coefficients in this expression to one. For the parameter of type NoChange_t,
+  * just pass the special value \c NoChange.
+  *
+ * \sa MatrixBase::setOnes(), setOnes(Index), setOnes(Index, Index), setOnes(NoChange_t, Index), class CwiseNullaryOp, MatrixBase::Ones()
+  */
+template<typename Derived>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Derived&
+PlainObjectBase<Derived>::setOnes(Index rows, NoChange_t)
+{
+  return setOnes(rows, cols());
+}
+
+/** Resizes to the given size, changing only the number of columns, and sets all
+  * coefficients in this expression to one. For the parameter of type NoChange_t,
+  * just pass the special value \c NoChange.
+  *
+ * \sa MatrixBase::setOnes(), setOnes(Index), setOnes(Index, Index), setOnes(Index, NoChange_t) class CwiseNullaryOp, MatrixBase::Ones()
+  */
+template<typename Derived>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Derived&
+PlainObjectBase<Derived>::setOnes(NoChange_t, Index cols)
+{
+  return setOnes(rows(), cols);
+}
+
 // Identity:
 
 /** \returns an expression of the identity matrix (not necessarily square).
@@ -861,6 +960,42 @@ template<typename Derived>
 EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const typename MatrixBase<Derived>::BasisReturnType MatrixBase<Derived>::UnitW()
 { return Derived::Unit(3); }
 
+/** \brief Set the coefficients of \c *this to the i-th unit (basis) vector
+  *
+  * \param i index of the unique coefficient to be set to 1
+  *
+  * \only_for_vectors
+  *
+  * \sa MatrixBase::setIdentity(), class CwiseNullaryOp, MatrixBase::Unit(Index,Index)
+  */
+template<typename Derived>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Derived& MatrixBase<Derived>::setUnit(Index i)
+{
+  EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived);
+  eigen_assert(i<size());
+  derived().setZero();
+  derived().coeffRef(i) = Scalar(1);
+  return derived();
+}
+
+/** \brief Resizes to the given \a newSize, and writes the i-th unit (basis) vector into *this.
+  *
+  * \param newSize the new size of the vector
+  * \param i index of the unique coefficient to be set to 1
+  *
+  * \only_for_vectors
+  *
+  * \sa MatrixBase::setIdentity(), class CwiseNullaryOp, MatrixBase::Unit(Index,Index)
+  */
+template<typename Derived>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Derived& MatrixBase<Derived>::setUnit(Index newSize, Index i)
+{
+  EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived);
+  eigen_assert(i<newSize);
+  derived().resize(newSize);
+  return setUnit(i);
+}
+
 } // end namespace Eigen
 
 #endif // EIGEN_CWISE_NULLARY_OP_H

gtsam/3rdparty/Eigen/Eigen/src/Core/CwiseUnaryOp.h

@@ -65,10 +65,10 @@ class CwiseUnaryOp : public CwiseUnaryOpImpl<UnaryOp, XprType, typename internal
     explicit CwiseUnaryOp(const XprType& xpr, const UnaryOp& func = UnaryOp())
       : m_xpr(xpr), m_functor(func) {}
 
-    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE EIGEN_CONSTEXPR
-    Index rows() const { return m_xpr.rows(); }
+    Index rows() const EIGEN_NOEXCEPT { return m_xpr.rows(); }
-    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE EIGEN_CONSTEXPR
-    Index cols() const { return m_xpr.cols(); }
+    Index cols() const EIGEN_NOEXCEPT { return m_xpr.cols(); }
 
     /** \returns the functor representing the unary operation */
     EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE

gtsam/3rdparty/Eigen/Eigen/src/Core/CwiseUnaryView.h

@@ -64,24 +64,26 @@ class CwiseUnaryView : public CwiseUnaryViewImpl<ViewOp, MatrixType, typename in
     typedef typename internal::ref_selector<MatrixType>::non_const_type MatrixTypeNested;
     typedef typename internal::remove_all<MatrixType>::type NestedExpression;
 
-    explicit inline CwiseUnaryView(MatrixType& mat, const ViewOp& func = ViewOp())
+    explicit EIGEN_DEVICE_FUNC inline CwiseUnaryView(MatrixType& mat, const ViewOp& func = ViewOp())
       : m_matrix(mat), m_functor(func) {}
 
     EIGEN_INHERIT_ASSIGNMENT_OPERATORS(CwiseUnaryView)
 
-    EIGEN_STRONG_INLINE Index rows() const { return m_matrix.rows(); }
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE EIGEN_CONSTEXPR
-    EIGEN_STRONG_INLINE Index cols() const { return m_matrix.cols(); }
+    Index rows() const EIGEN_NOEXCEPT { return m_matrix.rows(); }
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE EIGEN_CONSTEXPR
+    Index cols() const EIGEN_NOEXCEPT { return m_matrix.cols(); }
 
     /** \returns the functor representing unary operation */
-    const ViewOp& functor() const { return m_functor; }
+    EIGEN_DEVICE_FUNC const ViewOp& functor() const { return m_functor; }
 
     /** \returns the nested expression */
-    const typename internal::remove_all<MatrixTypeNested>::type&
+    EIGEN_DEVICE_FUNC const typename internal::remove_all<MatrixTypeNested>::type&
     nestedExpression() const { return m_matrix; }
 
     /** \returns the nested expression */
-    typename internal::remove_reference<MatrixTypeNested>::type&
+    EIGEN_DEVICE_FUNC typename internal::remove_reference<MatrixTypeNested>::type&
-    nestedExpression() { return m_matrix.const_cast_derived(); }
+    nestedExpression() { return m_matrix; }
 
   protected:
     MatrixTypeNested m_matrix;
@@ -112,15 +114,17 @@ class CwiseUnaryViewImpl<ViewOp,MatrixType,Dense>
     EIGEN_DEVICE_FUNC inline Scalar* data() { return &(this->coeffRef(0)); }
     EIGEN_DEVICE_FUNC inline const Scalar* data() const { return &(this->coeff(0)); }
 
-    EIGEN_DEVICE_FUNC inline Index innerStride() const
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR inline Index innerStride() const
     {
       return derived().nestedExpression().innerStride() * sizeof(typename internal::traits<MatrixType>::Scalar) / sizeof(Scalar);
     }
 
-    EIGEN_DEVICE_FUNC inline Index outerStride() const
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR inline Index outerStride() const
     {
       return derived().nestedExpression().outerStride() * sizeof(typename internal::traits<MatrixType>::Scalar) / sizeof(Scalar);
     }
+  protected:
+    EIGEN_DEFAULT_EMPTY_CONSTRUCTOR_AND_DESTRUCTOR(CwiseUnaryViewImpl)
 };
 
 } // end namespace Eigen

gtsam/3rdparty/Eigen/Eigen/src/Core/DenseBase.h

@@ -18,7 +18,7 @@ namespace internal {
 // The index type defined by EIGEN_DEFAULT_DENSE_INDEX_TYPE must be a signed type.
 // This dummy function simply aims at checking that at compile time.
 static inline void check_DenseIndex_is_signed() {
-  EIGEN_STATIC_ASSERT(NumTraits<DenseIndex>::IsSigned,THE_INDEX_TYPE_MUST_BE_A_SIGNED_TYPE); 
+  EIGEN_STATIC_ASSERT(NumTraits<DenseIndex>::IsSigned,THE_INDEX_TYPE_MUST_BE_A_SIGNED_TYPE)
 }
 
 } // end namespace internal
@@ -40,7 +40,7 @@ static inline void check_DenseIndex_is_signed() {
   */
 template<typename Derived> class DenseBase
 #ifndef EIGEN_PARSED_BY_DOXYGEN
-  : public DenseCoeffsBase<Derived>
+  : public DenseCoeffsBase<Derived, internal::accessors_level<Derived>::value>
 #else
   : public DenseCoeffsBase<Derived,DirectWriteAccessors>
 #endif // not EIGEN_PARSED_BY_DOXYGEN
@@ -71,7 +71,7 @@ template<typename Derived> class DenseBase
     typedef Scalar value_type;
 
     typedef typename NumTraits<Scalar>::Real RealScalar;
-    typedef DenseCoeffsBase<Derived> Base;
+    typedef DenseCoeffsBase<Derived, internal::accessors_level<Derived>::value> Base;
 
     using Base::derived;
     using Base::const_cast_derived;
@@ -150,13 +150,18 @@ template<typename Derived> class DenseBase
           * \sa SizeAtCompileTime, MaxRowsAtCompileTime, MaxColsAtCompileTime
           */
 
-      IsVectorAtCompileTime = internal::traits<Derived>::MaxRowsAtCompileTime == 1
+      IsVectorAtCompileTime = internal::traits<Derived>::RowsAtCompileTime == 1
-                           || internal::traits<Derived>::MaxColsAtCompileTime == 1,
+                           || internal::traits<Derived>::ColsAtCompileTime == 1,
         /**< This is set to true if either the number of rows or the number of
           * columns is known at compile-time to be equal to 1. Indeed, in that case,
           * we are dealing with a column-vector (if there is only one column) or with
           * a row-vector (if there is only one row). */
 
+      NumDimensions = int(MaxSizeAtCompileTime) == 1 ? 0 : bool(IsVectorAtCompileTime) ? 1 : 2,
+        /**< This value is equal to Tensor::NumDimensions, i.e. 0 for scalars, 1 for vectors,
+         * and 2 for matrices.
+         */
+
       Flags = internal::traits<Derived>::Flags,
         /**< This stores expression \ref flags flags which may or may not be inherited by new expressions
           * constructed from this one. See the \ref flags "list of flags".
@@ -206,7 +211,7 @@ template<typename Derived> class DenseBase
 
     /** \returns the number of nonzero coefficients which is in practice the number
       * of stored coefficients. */
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
     inline Index nonZeros() const { return size(); }
 
     /** \returns the outer size.
@@ -214,7 +219,7 @@ template<typename Derived> class DenseBase
       * \note For a vector, this returns just 1. For a matrix (non-vector), this is the major dimension
       * with respect to the \ref TopicStorageOrders "storage order", i.e., the number of columns for a
       * column-major matrix, and the number of rows for a row-major matrix. */
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
     Index outerSize() const
     {
       return IsVectorAtCompileTime ? 1
@@ -226,7 +231,7 @@ template<typename Derived> class DenseBase
       * \note For a vector, this is just the size. For a matrix (non-vector), this is the minor dimension
       * with respect to the \ref TopicStorageOrders "storage order", i.e., the number of rows for a
       * column-major matrix, and the number of columns for a row-major matrix. */
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
     Index innerSize() const
     {
       return IsVectorAtCompileTime ? this->size()
@@ -261,9 +266,9 @@ template<typename Derived> class DenseBase
     /** \internal Represents a matrix with all coefficients equal to one another*/
     typedef CwiseNullaryOp<internal::scalar_constant_op<Scalar>,PlainObject> ConstantReturnType;
     /** \internal \deprecated Represents a vector with linearly spaced coefficients that allows sequential access only. */
-    typedef CwiseNullaryOp<internal::linspaced_op<Scalar,PacketScalar>,PlainObject> SequentialLinSpacedReturnType;
+    EIGEN_DEPRECATED typedef CwiseNullaryOp<internal::linspaced_op<Scalar>,PlainObject> SequentialLinSpacedReturnType;
     /** \internal Represents a vector with linearly spaced coefficients that allows random access. */
-    typedef CwiseNullaryOp<internal::linspaced_op<Scalar,PacketScalar>,PlainObject> RandomAccessLinSpacedReturnType;
+    typedef CwiseNullaryOp<internal::linspaced_op<Scalar>,PlainObject> RandomAccessLinSpacedReturnType;
     /** \internal the return type of MatrixBase::eigenvalues() */
     typedef Matrix<typename NumTraits<typename internal::traits<Derived>::Scalar>::Real, internal::traits<Derived>::ColsAtCompileTime, 1> EigenvaluesReturnType;
 
@@ -297,17 +302,17 @@ template<typename Derived> class DenseBase
     Derived& operator=(const ReturnByValue<OtherDerived>& func);
 
     /** \internal
-      * Copies \a other into *this without evaluating other. \returns a reference to *this.
+      * Copies \a other into *this without evaluating other. \returns a reference to *this. */
-      * \deprecated */
     template<typename OtherDerived>
-    EIGEN_DEVICE_FUNC
+    /** \deprecated */
+    EIGEN_DEPRECATED EIGEN_DEVICE_FUNC
     Derived& lazyAssign(const DenseBase<OtherDerived>& other);
 
     EIGEN_DEVICE_FUNC
     CommaInitializer<Derived> operator<< (const Scalar& s);
 
-    /** \deprecated it now returns \c *this */
     template<unsigned int Added,unsigned int Removed>
+    /** \deprecated it now returns \c *this */
     EIGEN_DEPRECATED
     const Derived& flagged() const
     { return derived(); }
@@ -332,12 +337,13 @@ template<typename Derived> class DenseBase
     EIGEN_DEVICE_FUNC static const ConstantReturnType
     Constant(const Scalar& value);
 
-    EIGEN_DEVICE_FUNC static const SequentialLinSpacedReturnType
+    EIGEN_DEPRECATED EIGEN_DEVICE_FUNC static const RandomAccessLinSpacedReturnType
     LinSpaced(Sequential_t, Index size, const Scalar& low, const Scalar& high);
+    EIGEN_DEPRECATED EIGEN_DEVICE_FUNC static const RandomAccessLinSpacedReturnType
+    LinSpaced(Sequential_t, const Scalar& low, const Scalar& high);
+
     EIGEN_DEVICE_FUNC static const RandomAccessLinSpacedReturnType
     LinSpaced(Index size, const Scalar& low, const Scalar& high);
-    EIGEN_DEVICE_FUNC static const SequentialLinSpacedReturnType
-    LinSpaced(Sequential_t, const Scalar& low, const Scalar& high);
     EIGEN_DEVICE_FUNC static const RandomAccessLinSpacedReturnType
     LinSpaced(const Scalar& low, const Scalar& high);
 
@@ -395,7 +401,7 @@ template<typename Derived> class DenseBase
       * Notice that in the case of a plain matrix or vector (not an expression) this function just returns
       * a const reference, in order to avoid a useless copy.
       *
-      * \warning Be carefull with eval() and the auto C++ keyword, as detailed in this \link TopicPitfalls_auto_keyword page \endlink.
+      * \warning Be careful with eval() and the auto C++ keyword, as detailed in this \link TopicPitfalls_auto_keyword page \endlink.
       */
     EIGEN_DEVICE_FUNC
     EIGEN_STRONG_INLINE EvalReturnType eval() const
@@ -410,7 +416,7 @@ template<typename Derived> class DenseBase
       *
       */
     template<typename OtherDerived>
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
     void swap(const DenseBase<OtherDerived>& other)
     {
       EIGEN_STATIC_ASSERT(!OtherDerived::IsPlainObjectBase,THIS_EXPRESSION_IS_NOT_A_LVALUE__IT_IS_READ_ONLY);
@@ -422,7 +428,7 @@ template<typename Derived> class DenseBase
       *
       */
     template<typename OtherDerived>
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
     void swap(PlainObjectBase<OtherDerived>& other)
     {
       eigen_assert(rows()==other.rows() && cols()==other.cols());
@@ -443,18 +449,58 @@ template<typename Derived> class DenseBase
 
     EIGEN_DEVICE_FUNC Scalar prod() const;
 
+    template<int NaNPropagation>
     EIGEN_DEVICE_FUNC typename internal::traits<Derived>::Scalar minCoeff() const;
+    template<int NaNPropagation>
     EIGEN_DEVICE_FUNC typename internal::traits<Derived>::Scalar maxCoeff() const;
 
-    template<typename IndexType> EIGEN_DEVICE_FUNC
+
+    // By default, the fastest version with undefined NaN propagation semantics is
+    // used.
+    // TODO(rmlarsen): Replace with default template argument when we move to
+    // c++11 or beyond.
+    EIGEN_DEVICE_FUNC inline typename internal::traits<Derived>::Scalar minCoeff() const {
+      return minCoeff<PropagateFast>();
+    }
+    EIGEN_DEVICE_FUNC inline typename internal::traits<Derived>::Scalar maxCoeff() const {
+      return maxCoeff<PropagateFast>();
+    }
+
+    template<int NaNPropagation, typename IndexType>
+    EIGEN_DEVICE_FUNC
     typename internal::traits<Derived>::Scalar minCoeff(IndexType* row, IndexType* col) const;
-    template<typename IndexType> EIGEN_DEVICE_FUNC
+    template<int NaNPropagation, typename IndexType>
+    EIGEN_DEVICE_FUNC
     typename internal::traits<Derived>::Scalar maxCoeff(IndexType* row, IndexType* col) const;
-    template<typename IndexType> EIGEN_DEVICE_FUNC
+    template<int NaNPropagation, typename IndexType>
+    EIGEN_DEVICE_FUNC
     typename internal::traits<Derived>::Scalar minCoeff(IndexType* index) const;
-    template<typename IndexType> EIGEN_DEVICE_FUNC
+    template<int NaNPropagation, typename IndexType>
+    EIGEN_DEVICE_FUNC
     typename internal::traits<Derived>::Scalar maxCoeff(IndexType* index) const;
 
+    // TODO(rmlarsen): Replace these methods with a default template argument.
+    template<typename IndexType>
+    EIGEN_DEVICE_FUNC inline
+    typename internal::traits<Derived>::Scalar minCoeff(IndexType* row, IndexType* col) const {
+      return minCoeff<PropagateFast>(row, col);
+    }
+    template<typename IndexType>
+    EIGEN_DEVICE_FUNC inline
+    typename internal::traits<Derived>::Scalar maxCoeff(IndexType* row, IndexType* col) const {
+      return maxCoeff<PropagateFast>(row, col);
+    }
+    template<typename IndexType>
+     EIGEN_DEVICE_FUNC inline
+    typename internal::traits<Derived>::Scalar minCoeff(IndexType* index) const {
+      return minCoeff<PropagateFast>(index);
+    }
+    template<typename IndexType>
+    EIGEN_DEVICE_FUNC inline
+    typename internal::traits<Derived>::Scalar maxCoeff(IndexType* index) const {
+      return maxCoeff<PropagateFast>(index);
+    }
+  
     template<typename BinaryOp>
     EIGEN_DEVICE_FUNC
     Scalar redux(const BinaryOp& func) const;
@@ -493,7 +539,7 @@ template<typename Derived> class DenseBase
     typedef VectorwiseOp<Derived, Vertical> ColwiseReturnType;
     typedef const VectorwiseOp<const Derived, Vertical> ConstColwiseReturnType;
 
-    /** \returns a VectorwiseOp wrapper of *this providing additional partial reduction operations
+    /** \returns a VectorwiseOp wrapper of *this for broadcasting and partial reductions
     *
     * Example: \include MatrixBase_rowwise.cpp
     * Output: \verbinclude MatrixBase_rowwise.out
@@ -506,7 +552,7 @@ template<typename Derived> class DenseBase
     }
     EIGEN_DEVICE_FUNC RowwiseReturnType rowwise();
 
-    /** \returns a VectorwiseOp wrapper of *this providing additional partial reduction operations
+    /** \returns a VectorwiseOp wrapper of *this broadcasting and partial reductions
     *
     * Example: \include MatrixBase_colwise.cpp
     * Output: \verbinclude MatrixBase_colwise.out
@@ -524,16 +570,16 @@ template<typename Derived> class DenseBase
     static const RandomReturnType Random();
 
     template<typename ThenDerived,typename ElseDerived>
-    const Select<Derived,ThenDerived,ElseDerived>
+    inline EIGEN_DEVICE_FUNC const Select<Derived,ThenDerived,ElseDerived>
     select(const DenseBase<ThenDerived>& thenMatrix,
            const DenseBase<ElseDerived>& elseMatrix) const;
 
     template<typename ThenDerived>
-    inline const Select<Derived,ThenDerived, typename ThenDerived::ConstantReturnType>
+    inline EIGEN_DEVICE_FUNC const Select<Derived,ThenDerived, typename ThenDerived::ConstantReturnType>
     select(const DenseBase<ThenDerived>& thenMatrix, const typename ThenDerived::Scalar& elseScalar) const;
 
     template<typename ElseDerived>
-    inline const Select<Derived, typename ElseDerived::ConstantReturnType, ElseDerived >
+    inline EIGEN_DEVICE_FUNC const Select<Derived, typename ElseDerived::ConstantReturnType, ElseDerived >
     select(const typename ElseDerived::Scalar& thenScalar, const DenseBase<ElseDerived>& elseMatrix) const;
 
     template<int p> RealScalar lpNorm() const;
@@ -567,16 +613,59 @@ template<typename Derived> class DenseBase
     }
     EIGEN_DEVICE_FUNC void reverseInPlace();
 
+    #ifdef EIGEN_PARSED_BY_DOXYGEN
+    /** STL-like <a href="https://en.cppreference.com/w/cpp/named_req/RandomAccessIterator">RandomAccessIterator</a>
+      * iterator type as returned by the begin() and end() methods.
+      */
+    typedef random_access_iterator_type iterator;
+    /** This is the const version of iterator (aka read-only) */
+    typedef random_access_iterator_type const_iterator;
+    #else
+    typedef typename internal::conditional< (Flags&DirectAccessBit)==DirectAccessBit,
+                                            internal::pointer_based_stl_iterator<Derived>,
+                                            internal::generic_randaccess_stl_iterator<Derived>
+                                          >::type iterator_type;
+
+    typedef typename internal::conditional< (Flags&DirectAccessBit)==DirectAccessBit,
+                                            internal::pointer_based_stl_iterator<const Derived>,
+                                            internal::generic_randaccess_stl_iterator<const Derived>
+                                          >::type const_iterator_type;
+
+    // Stl-style iterators are supported only for vectors.
+
+    typedef typename internal::conditional< IsVectorAtCompileTime,
+                                            iterator_type,
+                                            void
+                                          >::type iterator;
+
+    typedef typename internal::conditional< IsVectorAtCompileTime,
+                                            const_iterator_type,
+                                            void
+                                          >::type const_iterator;
+    #endif
+
+    inline iterator begin();
+    inline const_iterator begin() const;
+    inline const_iterator cbegin() const;
+    inline iterator end();
+    inline const_iterator end() const;
+    inline const_iterator cend() const;
+
 #define EIGEN_CURRENT_STORAGE_BASE_CLASS Eigen::DenseBase
 #define EIGEN_DOC_BLOCK_ADDONS_NOT_INNER_PANEL
 #define EIGEN_DOC_BLOCK_ADDONS_INNER_PANEL_IF(COND)
+#define EIGEN_DOC_UNARY_ADDONS(X,Y)
+#   include "../plugins/CommonCwiseUnaryOps.h"
 #   include "../plugins/BlockMethods.h"
+#   include "../plugins/IndexedViewMethods.h"
+#   include "../plugins/ReshapedMethods.h"
 #   ifdef EIGEN_DENSEBASE_PLUGIN
 #     include EIGEN_DENSEBASE_PLUGIN
 #   endif
 #undef EIGEN_CURRENT_STORAGE_BASE_CLASS
 #undef EIGEN_DOC_BLOCK_ADDONS_NOT_INNER_PANEL
 #undef EIGEN_DOC_BLOCK_ADDONS_INNER_PANEL_IF
+#undef EIGEN_DOC_UNARY_ADDONS
 
     // disable the use of evalTo for dense objects with a nice compilation error
     template<typename Dest>
@@ -587,11 +676,12 @@ template<typename Derived> class DenseBase
     }
 
   protected:
+    EIGEN_DEFAULT_COPY_CONSTRUCTOR(DenseBase)
     /** Default constructor. Do nothing. */
     EIGEN_DEVICE_FUNC DenseBase()
     {
       /* Just checks for self-consistency of the flags.
-       * Only do it when debugging Eigen, as this borders on paranoiac and could slow compilation down
+       * Only do it when debugging Eigen, as this borders on paranoia and could slow compilation down
        */
 #ifdef EIGEN_INTERNAL_DEBUGGING
       EIGEN_STATIC_ASSERT((EIGEN_IMPLIES(MaxRowsAtCompileTime==1 && MaxColsAtCompileTime!=1, int(IsRowMajor))

gtsam/3rdparty/Eigen/Eigen/src/Core/DenseCoeffsBase.h

@@ -22,7 +22,8 @@ template<typename T> struct add_const_on_value_type_if_arithmetic
 /** \brief Base class providing read-only coefficient access to matrices and arrays.
   * \ingroup Core_Module
   * \tparam Derived Type of the derived class
-  * \tparam #ReadOnlyAccessors Constant indicating read-only access
+  *
+  * \note #ReadOnlyAccessors Constant indicating read-only access
   *
   * This class defines the \c operator() \c const function and friends, which can be used to read specific
   * entries of a matrix or array.
@@ -288,7 +289,8 @@ class DenseCoeffsBase<Derived,ReadOnlyAccessors> : public EigenBase<Derived>
 /** \brief Base class providing read/write coefficient access to matrices and arrays.
   * \ingroup Core_Module
   * \tparam Derived Type of the derived class
-  * \tparam #WriteAccessors Constant indicating read/write access
+  *
+  * \note #WriteAccessors Constant indicating read/write access
   *
   * This class defines the non-const \c operator() function and friends, which can be used to write specific
   * entries of a matrix or array. This class inherits DenseCoeffsBase<Derived, ReadOnlyAccessors> which
@@ -466,7 +468,8 @@ class DenseCoeffsBase<Derived, WriteAccessors> : public DenseCoeffsBase<Derived,
 /** \brief Base class providing direct read-only coefficient access to matrices and arrays.
   * \ingroup Core_Module
   * \tparam Derived Type of the derived class
-  * \tparam #DirectAccessors Constant indicating direct access
+  *
+  * \note #DirectAccessors Constant indicating direct access
   *
   * This class defines functions to work with strides which can be used to access entries directly. This class
   * inherits DenseCoeffsBase<Derived, ReadOnlyAccessors> which defines functions to access entries read-only using
@@ -492,7 +495,7 @@ class DenseCoeffsBase<Derived, DirectAccessors> : public DenseCoeffsBase<Derived
       *
       * \sa outerStride(), rowStride(), colStride()
       */
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
     inline Index innerStride() const
     {
       return derived().innerStride();
@@ -503,14 +506,14 @@ class DenseCoeffsBase<Derived, DirectAccessors> : public DenseCoeffsBase<Derived
       *
       * \sa innerStride(), rowStride(), colStride()
       */
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
     inline Index outerStride() const
     {
       return derived().outerStride();
     }
 
     // FIXME shall we remove it ?
-    inline Index stride() const
+    EIGEN_CONSTEXPR inline Index stride() const
     {
       return Derived::IsVectorAtCompileTime ? innerStride() : outerStride();
     }
@@ -519,7 +522,7 @@ class DenseCoeffsBase<Derived, DirectAccessors> : public DenseCoeffsBase<Derived
       *
       * \sa innerStride(), outerStride(), colStride()
       */
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
     inline Index rowStride() const
     {
       return Derived::IsRowMajor ? outerStride() : innerStride();
@@ -529,7 +532,7 @@ class DenseCoeffsBase<Derived, DirectAccessors> : public DenseCoeffsBase<Derived
       *
       * \sa innerStride(), outerStride(), rowStride()
       */
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
     inline Index colStride() const
     {
       return Derived::IsRowMajor ? innerStride() : outerStride();
@@ -539,7 +542,8 @@ class DenseCoeffsBase<Derived, DirectAccessors> : public DenseCoeffsBase<Derived
 /** \brief Base class providing direct read/write coefficient access to matrices and arrays.
   * \ingroup Core_Module
   * \tparam Derived Type of the derived class
-  * \tparam #DirectWriteAccessors Constant indicating direct access
+  *
+  * \note #DirectWriteAccessors Constant indicating direct access
   *
   * This class defines functions to work with strides which can be used to access entries directly. This class
   * inherits DenseCoeffsBase<Derived, WriteAccessors> which defines functions to access entries read/write using
@@ -566,8 +570,8 @@ class DenseCoeffsBase<Derived, DirectWriteAccessors>
       *
       * \sa outerStride(), rowStride(), colStride()
       */
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
-    inline Index innerStride() const
+    inline Index innerStride() const EIGEN_NOEXCEPT
     {
       return derived().innerStride();
     }
@@ -577,14 +581,14 @@ class DenseCoeffsBase<Derived, DirectWriteAccessors>
       *
       * \sa innerStride(), rowStride(), colStride()
       */
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
-    inline Index outerStride() const
+    inline Index outerStride() const EIGEN_NOEXCEPT
     {
       return derived().outerStride();
     }
 
     // FIXME shall we remove it ?
-    inline Index stride() const
+    EIGEN_CONSTEXPR inline Index stride() const EIGEN_NOEXCEPT
     {
       return Derived::IsVectorAtCompileTime ? innerStride() : outerStride();
     }
@@ -593,8 +597,8 @@ class DenseCoeffsBase<Derived, DirectWriteAccessors>
       *
       * \sa innerStride(), outerStride(), colStride()
       */
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
-    inline Index rowStride() const
+    inline Index rowStride() const EIGEN_NOEXCEPT
     {
       return Derived::IsRowMajor ? outerStride() : innerStride();
     }
@@ -603,8 +607,8 @@ class DenseCoeffsBase<Derived, DirectWriteAccessors>
       *
       * \sa innerStride(), outerStride(), rowStride()
       */
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
-    inline Index colStride() const
+    inline Index colStride() const EIGEN_NOEXCEPT
     {
       return Derived::IsRowMajor ? innerStride() : outerStride();
     }
@@ -615,7 +619,7 @@ namespace internal {
 template<int Alignment, typename Derived, bool JustReturnZero>
 struct first_aligned_impl
 {
-  static inline Index run(const Derived&)
+  static EIGEN_CONSTEXPR inline Index run(const Derived&) EIGEN_NOEXCEPT
   { return 0; }
 };
 

gtsam/3rdparty/Eigen/Eigen/src/Core/DenseStorage.h

@@ -61,7 +61,7 @@ struct plain_array
 #if defined(EIGEN_DISABLE_UNALIGNED_ARRAY_ASSERT)
   #define EIGEN_MAKE_UNALIGNED_ARRAY_ASSERT(sizemask)
 #elif EIGEN_GNUC_AT_LEAST(4,7)
-  // GCC 4.7 is too aggressive in its optimizations and remove the alignement test based on the fact the array is declared to be aligned.
+  // GCC 4.7 is too aggressive in its optimizations and remove the alignment test based on the fact the array is declared to be aligned.
   // See this bug report: http://gcc.gnu.org/bugzilla/show_bug.cgi?id=53900
   // Hiding the origin of the array pointer behind a function argument seems to do the trick even if the function is inlined:
   template<typename PtrType>
@@ -163,6 +163,30 @@ struct plain_array<T, 0, MatrixOrArrayOptions, Alignment>
   EIGEN_DEVICE_FUNC plain_array(constructor_without_unaligned_array_assert) {}
 };
 
+struct plain_array_helper {
+  template<typename T, int Size, int MatrixOrArrayOptions, int Alignment>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  static void copy(const plain_array<T, Size, MatrixOrArrayOptions, Alignment>& src, const Eigen::Index size,
+                         plain_array<T, Size, MatrixOrArrayOptions, Alignment>& dst) {
+    smart_copy(src.array, src.array + size, dst.array);
+  }
+  
+  template<typename T, int Size, int MatrixOrArrayOptions, int Alignment>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  static void swap(plain_array<T, Size, MatrixOrArrayOptions, Alignment>& a, const Eigen::Index a_size,
+                   plain_array<T, Size, MatrixOrArrayOptions, Alignment>& b, const Eigen::Index b_size) {
+    if (a_size < b_size) {
+      std::swap_ranges(b.array, b.array + a_size, a.array);
+      smart_move(b.array + a_size, b.array + b_size, a.array + a_size);
+    } else if (a_size > b_size) {
+      std::swap_ranges(a.array, a.array + b_size, b.array);
+      smart_move(a.array + b_size, a.array + a_size, b.array + b_size);
+    } else {
+      std::swap_ranges(a.array, a.array + a_size, b.array);
+    }
+  }
+};
+
 } // end namespace internal
 
 /** \internal
@@ -190,16 +214,41 @@ template<typename T, int Size, int _Rows, int _Cols, int _Options> class DenseSt
     EIGEN_DEVICE_FUNC
     explicit DenseStorage(internal::constructor_without_unaligned_array_assert)
       : m_data(internal::constructor_without_unaligned_array_assert()) {}
+#if !EIGEN_HAS_CXX11 || defined(EIGEN_DENSE_STORAGE_CTOR_PLUGIN)
     EIGEN_DEVICE_FUNC
     DenseStorage(const DenseStorage& other) : m_data(other.m_data) {
       EIGEN_INTERNAL_DENSE_STORAGE_CTOR_PLUGIN(Index size = Size)
     }
+#else
+    EIGEN_DEVICE_FUNC DenseStorage(const DenseStorage&) = default;
+#endif
+#if !EIGEN_HAS_CXX11
     EIGEN_DEVICE_FUNC
     DenseStorage& operator=(const DenseStorage& other)
     {
       if (this != &other) m_data = other.m_data;
       return *this;
     }
+#else
+    EIGEN_DEVICE_FUNC DenseStorage& operator=(const DenseStorage&) = default;
+#endif
+#if EIGEN_HAS_RVALUE_REFERENCES
+#if !EIGEN_HAS_CXX11
+    EIGEN_DEVICE_FUNC DenseStorage(DenseStorage&& other) EIGEN_NOEXCEPT
+      : m_data(std::move(other.m_data))
+    {
+    }
+    EIGEN_DEVICE_FUNC DenseStorage& operator=(DenseStorage&& other) EIGEN_NOEXCEPT
+    {
+      if (this != &other)
+        m_data = std::move(other.m_data);
+      return *this;
+    }
+#else
+    EIGEN_DEVICE_FUNC DenseStorage(DenseStorage&&) = default;
+    EIGEN_DEVICE_FUNC DenseStorage& operator=(DenseStorage&&) = default;
+#endif
+#endif
     EIGEN_DEVICE_FUNC DenseStorage(Index size, Index rows, Index cols) {
       EIGEN_INTERNAL_DENSE_STORAGE_CTOR_PLUGIN({})
       eigen_internal_assert(size==rows*cols && rows==_Rows && cols==_Cols);
@@ -207,9 +256,11 @@ template<typename T, int Size, int _Rows, int _Cols, int _Options> class DenseSt
       EIGEN_UNUSED_VARIABLE(rows);
       EIGEN_UNUSED_VARIABLE(cols);
     }
-    EIGEN_DEVICE_FUNC void swap(DenseStorage& other) { std::swap(m_data,other.m_data); }
+    EIGEN_DEVICE_FUNC void swap(DenseStorage& other) {
-    EIGEN_DEVICE_FUNC static Index rows(void) {return _Rows;}
+      numext::swap(m_data, other.m_data);
-    EIGEN_DEVICE_FUNC static Index cols(void) {return _Cols;}
+    }
+    EIGEN_DEVICE_FUNC static EIGEN_CONSTEXPR Index rows(void) EIGEN_NOEXCEPT {return _Rows;}
+    EIGEN_DEVICE_FUNC static EIGEN_CONSTEXPR Index cols(void) EIGEN_NOEXCEPT {return _Cols;}
     EIGEN_DEVICE_FUNC void conservativeResize(Index,Index,Index) {}
     EIGEN_DEVICE_FUNC void resize(Index,Index,Index) {}
     EIGEN_DEVICE_FUNC const T *data() const { return m_data.array; }
@@ -226,8 +277,8 @@ template<typename T, int _Rows, int _Cols, int _Options> class DenseStorage<T, 0
     EIGEN_DEVICE_FUNC DenseStorage& operator=(const DenseStorage&) { return *this; }
     EIGEN_DEVICE_FUNC DenseStorage(Index,Index,Index) {}
     EIGEN_DEVICE_FUNC void swap(DenseStorage& ) {}
-    EIGEN_DEVICE_FUNC static Index rows(void) {return _Rows;}
+    EIGEN_DEVICE_FUNC static EIGEN_CONSTEXPR Index rows(void) EIGEN_NOEXCEPT {return _Rows;}
-    EIGEN_DEVICE_FUNC static Index cols(void) {return _Cols;}
+    EIGEN_DEVICE_FUNC static EIGEN_CONSTEXPR Index cols(void) EIGEN_NOEXCEPT {return _Cols;}
     EIGEN_DEVICE_FUNC void conservativeResize(Index,Index,Index) {}
     EIGEN_DEVICE_FUNC void resize(Index,Index,Index) {}
     EIGEN_DEVICE_FUNC const T *data() const { return 0; }
@@ -254,20 +305,28 @@ template<typename T, int Size, int _Options> class DenseStorage<T, Size, Dynamic
     EIGEN_DEVICE_FUNC DenseStorage() : m_rows(0), m_cols(0) {}
     EIGEN_DEVICE_FUNC explicit DenseStorage(internal::constructor_without_unaligned_array_assert)
       : m_data(internal::constructor_without_unaligned_array_assert()), m_rows(0), m_cols(0) {}
-    EIGEN_DEVICE_FUNC DenseStorage(const DenseStorage& other) : m_data(other.m_data), m_rows(other.m_rows), m_cols(other.m_cols) {}
+    EIGEN_DEVICE_FUNC DenseStorage(const DenseStorage& other)
+      : m_data(internal::constructor_without_unaligned_array_assert()), m_rows(other.m_rows), m_cols(other.m_cols)
+    {
+      internal::plain_array_helper::copy(other.m_data, m_rows * m_cols, m_data);
+    }
     EIGEN_DEVICE_FUNC DenseStorage& operator=(const DenseStorage& other)
     {
       if (this != &other)
       {
-        m_data = other.m_data;
         m_rows = other.m_rows;
         m_cols = other.m_cols;
+        internal::plain_array_helper::copy(other.m_data, m_rows * m_cols, m_data);
       }
       return *this;
     }
     EIGEN_DEVICE_FUNC DenseStorage(Index, Index rows, Index cols) : m_rows(rows), m_cols(cols) {}
     EIGEN_DEVICE_FUNC void swap(DenseStorage& other)
-    { std::swap(m_data,other.m_data); std::swap(m_rows,other.m_rows); std::swap(m_cols,other.m_cols); }
+    {
+      internal::plain_array_helper::swap(m_data, m_rows * m_cols, other.m_data, other.m_rows * other.m_cols);
+      numext::swap(m_rows,other.m_rows);
+      numext::swap(m_cols,other.m_cols);
+    }
     EIGEN_DEVICE_FUNC Index rows() const {return m_rows;}
     EIGEN_DEVICE_FUNC Index cols() const {return m_cols;}
     EIGEN_DEVICE_FUNC void conservativeResize(Index, Index rows, Index cols) { m_rows = rows; m_cols = cols; }
@@ -285,20 +344,29 @@ template<typename T, int Size, int _Cols, int _Options> class DenseStorage<T, Si
     EIGEN_DEVICE_FUNC DenseStorage() : m_rows(0) {}
     EIGEN_DEVICE_FUNC explicit DenseStorage(internal::constructor_without_unaligned_array_assert)
       : m_data(internal::constructor_without_unaligned_array_assert()), m_rows(0) {}
-    EIGEN_DEVICE_FUNC DenseStorage(const DenseStorage& other) : m_data(other.m_data), m_rows(other.m_rows) {}
+    EIGEN_DEVICE_FUNC DenseStorage(const DenseStorage& other)
+      : m_data(internal::constructor_without_unaligned_array_assert()), m_rows(other.m_rows)
+    {
+      internal::plain_array_helper::copy(other.m_data, m_rows * _Cols, m_data);
+    }
+    
     EIGEN_DEVICE_FUNC DenseStorage& operator=(const DenseStorage& other)
     {
       if (this != &other)
       {
-        m_data = other.m_data;
         m_rows = other.m_rows;
+        internal::plain_array_helper::copy(other.m_data, m_rows * _Cols, m_data);
       }
       return *this;
     }
     EIGEN_DEVICE_FUNC DenseStorage(Index, Index rows, Index) : m_rows(rows) {}
-    EIGEN_DEVICE_FUNC void swap(DenseStorage& other) { std::swap(m_data,other.m_data); std::swap(m_rows,other.m_rows); }
+    EIGEN_DEVICE_FUNC void swap(DenseStorage& other)
-    EIGEN_DEVICE_FUNC Index rows(void) const {return m_rows;}
+    { 
-    EIGEN_DEVICE_FUNC Index cols(void) const {return _Cols;}
+      internal::plain_array_helper::swap(m_data, m_rows * _Cols, other.m_data, other.m_rows * _Cols);
+      numext::swap(m_rows, other.m_rows);
+    }
+    EIGEN_DEVICE_FUNC Index rows(void) const EIGEN_NOEXCEPT {return m_rows;}
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR Index cols(void) const EIGEN_NOEXCEPT {return _Cols;}
     EIGEN_DEVICE_FUNC void conservativeResize(Index, Index rows, Index) { m_rows = rows; }
     EIGEN_DEVICE_FUNC void resize(Index, Index rows, Index) { m_rows = rows; }
     EIGEN_DEVICE_FUNC const T *data() const { return m_data.array; }
@@ -314,22 +382,29 @@ template<typename T, int Size, int _Rows, int _Options> class DenseStorage<T, Si
     EIGEN_DEVICE_FUNC DenseStorage() : m_cols(0) {}
     EIGEN_DEVICE_FUNC explicit DenseStorage(internal::constructor_without_unaligned_array_assert)
       : m_data(internal::constructor_without_unaligned_array_assert()), m_cols(0) {}
-    EIGEN_DEVICE_FUNC DenseStorage(const DenseStorage& other) : m_data(other.m_data), m_cols(other.m_cols) {}
+    EIGEN_DEVICE_FUNC DenseStorage(const DenseStorage& other) 
+      : m_data(internal::constructor_without_unaligned_array_assert()), m_cols(other.m_cols)
+    {
+      internal::plain_array_helper::copy(other.m_data, _Rows * m_cols, m_data);
+    }
     EIGEN_DEVICE_FUNC DenseStorage& operator=(const DenseStorage& other)
     {
       if (this != &other)
       {
-        m_data = other.m_data;
         m_cols = other.m_cols;
+        internal::plain_array_helper::copy(other.m_data, _Rows * m_cols, m_data);
       }
       return *this;
     }
     EIGEN_DEVICE_FUNC DenseStorage(Index, Index, Index cols) : m_cols(cols) {}
-    EIGEN_DEVICE_FUNC void swap(DenseStorage& other) { std::swap(m_data,other.m_data); std::swap(m_cols,other.m_cols); }
+    EIGEN_DEVICE_FUNC void swap(DenseStorage& other) {
-    EIGEN_DEVICE_FUNC Index rows(void) const {return _Rows;}
+      internal::plain_array_helper::swap(m_data, _Rows * m_cols, other.m_data, _Rows * other.m_cols);
-    EIGEN_DEVICE_FUNC Index cols(void) const {return m_cols;}
+      numext::swap(m_cols, other.m_cols);
-    void conservativeResize(Index, Index, Index cols) { m_cols = cols; }
+    }
-    void resize(Index, Index, Index cols) { m_cols = cols; }
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR Index rows(void) const EIGEN_NOEXCEPT {return _Rows;}
+    EIGEN_DEVICE_FUNC Index cols(void) const EIGEN_NOEXCEPT {return m_cols;}
+    EIGEN_DEVICE_FUNC void conservativeResize(Index, Index, Index cols) { m_cols = cols; }
+    EIGEN_DEVICE_FUNC void resize(Index, Index, Index cols) { m_cols = cols; }
     EIGEN_DEVICE_FUNC const T *data() const { return m_data.array; }
     EIGEN_DEVICE_FUNC T *data() { return m_data.array; }
 };
@@ -381,18 +456,21 @@ template<typename T, int _Options> class DenseStorage<T, Dynamic, Dynamic, Dynam
     EIGEN_DEVICE_FUNC
     DenseStorage& operator=(DenseStorage&& other) EIGEN_NOEXCEPT
     {
-      using std::swap;
+      numext::swap(m_data, other.m_data);
-      swap(m_data, other.m_data);
+      numext::swap(m_rows, other.m_rows);
-      swap(m_rows, other.m_rows);
+      numext::swap(m_cols, other.m_cols);
-      swap(m_cols, other.m_cols);
       return *this;
     }
 #endif
     EIGEN_DEVICE_FUNC ~DenseStorage() { internal::conditional_aligned_delete_auto<T,(_Options&DontAlign)==0>(m_data, m_rows*m_cols); }
     EIGEN_DEVICE_FUNC void swap(DenseStorage& other)
-    { std::swap(m_data,other.m_data); std::swap(m_rows,other.m_rows); std::swap(m_cols,other.m_cols); }
+    {
-    EIGEN_DEVICE_FUNC Index rows(void) const {return m_rows;}
+      numext::swap(m_data,other.m_data);
-    EIGEN_DEVICE_FUNC Index cols(void) const {return m_cols;}
+      numext::swap(m_rows,other.m_rows);
+      numext::swap(m_cols,other.m_cols);
+    }
+    EIGEN_DEVICE_FUNC Index rows(void) const EIGEN_NOEXCEPT {return m_rows;}
+    EIGEN_DEVICE_FUNC Index cols(void) const EIGEN_NOEXCEPT {return m_cols;}
     void conservativeResize(Index size, Index rows, Index cols)
     {
       m_data = internal::conditional_aligned_realloc_new_auto<T,(_Options&DontAlign)==0>(m_data, size, m_rows*m_cols);
@@ -404,7 +482,7 @@ template<typename T, int _Options> class DenseStorage<T, Dynamic, Dynamic, Dynam
       if(size != m_rows*m_cols)
       {
         internal::conditional_aligned_delete_auto<T,(_Options&DontAlign)==0>(m_data, m_rows*m_cols);
-        if (size)
+        if (size>0) // >0 and not simply !=0 to let the compiler knows that size cannot be negative
           m_data = internal::conditional_aligned_new_auto<T,(_Options&DontAlign)==0>(size);
         else
           m_data = 0;
@@ -459,16 +537,18 @@ template<typename T, int _Rows, int _Options> class DenseStorage<T, Dynamic, _Ro
     EIGEN_DEVICE_FUNC
     DenseStorage& operator=(DenseStorage&& other) EIGEN_NOEXCEPT
     {
-      using std::swap;
+      numext::swap(m_data, other.m_data);
-      swap(m_data, other.m_data);
+      numext::swap(m_cols, other.m_cols);
-      swap(m_cols, other.m_cols);
       return *this;
     }
 #endif
     EIGEN_DEVICE_FUNC ~DenseStorage() { internal::conditional_aligned_delete_auto<T,(_Options&DontAlign)==0>(m_data, _Rows*m_cols); }
-    EIGEN_DEVICE_FUNC void swap(DenseStorage& other) { std::swap(m_data,other.m_data); std::swap(m_cols,other.m_cols); }
+    EIGEN_DEVICE_FUNC void swap(DenseStorage& other) {
-    EIGEN_DEVICE_FUNC static Index rows(void) {return _Rows;}
+      numext::swap(m_data,other.m_data);
-    EIGEN_DEVICE_FUNC Index cols(void) const {return m_cols;}
+      numext::swap(m_cols,other.m_cols);
+    }
+    EIGEN_DEVICE_FUNC static EIGEN_CONSTEXPR Index rows(void) EIGEN_NOEXCEPT {return _Rows;}
+    EIGEN_DEVICE_FUNC Index cols(void) const EIGEN_NOEXCEPT {return m_cols;}
     EIGEN_DEVICE_FUNC void conservativeResize(Index size, Index, Index cols)
     {
       m_data = internal::conditional_aligned_realloc_new_auto<T,(_Options&DontAlign)==0>(m_data, size, _Rows*m_cols);
@@ -479,7 +559,7 @@ template<typename T, int _Rows, int _Options> class DenseStorage<T, Dynamic, _Ro
       if(size != _Rows*m_cols)
       {
         internal::conditional_aligned_delete_auto<T,(_Options&DontAlign)==0>(m_data, _Rows*m_cols);
-        if (size)
+        if (size>0) // >0 and not simply !=0 to let the compiler knows that size cannot be negative
           m_data = internal::conditional_aligned_new_auto<T,(_Options&DontAlign)==0>(size);
         else
           m_data = 0;
@@ -533,16 +613,18 @@ template<typename T, int _Cols, int _Options> class DenseStorage<T, Dynamic, Dyn
     EIGEN_DEVICE_FUNC
     DenseStorage& operator=(DenseStorage&& other) EIGEN_NOEXCEPT
     {
-      using std::swap;
+      numext::swap(m_data, other.m_data);
-      swap(m_data, other.m_data);
+      numext::swap(m_rows, other.m_rows);
-      swap(m_rows, other.m_rows);
       return *this;
     }
 #endif
     EIGEN_DEVICE_FUNC ~DenseStorage() { internal::conditional_aligned_delete_auto<T,(_Options&DontAlign)==0>(m_data, _Cols*m_rows); }
-    EIGEN_DEVICE_FUNC void swap(DenseStorage& other) { std::swap(m_data,other.m_data); std::swap(m_rows,other.m_rows); }
+    EIGEN_DEVICE_FUNC void swap(DenseStorage& other) {
-    EIGEN_DEVICE_FUNC Index rows(void) const {return m_rows;}
+      numext::swap(m_data,other.m_data);
-    EIGEN_DEVICE_FUNC static Index cols(void) {return _Cols;}
+      numext::swap(m_rows,other.m_rows);
+    }
+    EIGEN_DEVICE_FUNC Index rows(void) const EIGEN_NOEXCEPT {return m_rows;}
+    EIGEN_DEVICE_FUNC static EIGEN_CONSTEXPR Index cols(void) {return _Cols;}
     void conservativeResize(Index size, Index rows, Index)
     {
       m_data = internal::conditional_aligned_realloc_new_auto<T,(_Options&DontAlign)==0>(m_data, size, m_rows*_Cols);
@@ -553,7 +635,7 @@ template<typename T, int _Cols, int _Options> class DenseStorage<T, Dynamic, Dyn
       if(size != m_rows*_Cols)
       {
         internal::conditional_aligned_delete_auto<T,(_Options&DontAlign)==0>(m_data, _Cols*m_rows);
-        if (size)
+        if (size>0) // >0 and not simply !=0 to let the compiler knows that size cannot be negative
           m_data = internal::conditional_aligned_new_auto<T,(_Options&DontAlign)==0>(size);
         else
           m_data = 0;

gtsam/3rdparty/Eigen/Eigen/src/Core/Diagonal.h

@@ -84,20 +84,16 @@ template<typename MatrixType, int _DiagIndex> class Diagonal
                                : numext::mini<Index>(m_matrix.rows(),m_matrix.cols()-m_index.value());
     }
 
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
-    inline Index cols() const { return 1; }
+    inline Index cols() const EIGEN_NOEXCEPT { return 1; }
 
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
-    inline Index innerStride() const
+    inline Index innerStride() const EIGEN_NOEXCEPT {
-    {
       return m_matrix.outerStride() + 1;
     }
 
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
-    inline Index outerStride() const
+    inline Index outerStride() const EIGEN_NOEXCEPT { return 0; }
-    {
-      return 0;
-    }
 
     typedef typename internal::conditional<
                        internal::is_lvalue<MatrixType>::value,
@@ -167,12 +163,12 @@ template<typename MatrixType, int _DiagIndex> class Diagonal
 
   private:
     // some compilers may fail to optimize std::max etc in case of compile-time constants...
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE EIGEN_CONSTEXPR
-    EIGEN_STRONG_INLINE Index absDiagIndex() const { return m_index.value()>0 ? m_index.value() : -m_index.value(); }
+    Index absDiagIndex() const EIGEN_NOEXCEPT { return m_index.value()>0 ? m_index.value() : -m_index.value(); }
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE EIGEN_CONSTEXPR
-    EIGEN_STRONG_INLINE Index rowOffset() const { return m_index.value()>0 ? 0 : -m_index.value(); }
+    Index rowOffset() const EIGEN_NOEXCEPT { return m_index.value()>0 ? 0 : -m_index.value(); }
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE EIGEN_CONSTEXPR
-    EIGEN_STRONG_INLINE Index colOffset() const { return m_index.value()>0 ? m_index.value() : 0; }
+    Index colOffset() const EIGEN_NOEXCEPT { return m_index.value()>0 ? m_index.value() : 0; }
     // trigger a compile-time error if someone try to call packet
     template<int LoadMode> typename MatrixType::PacketReturnType packet(Index) const;
     template<int LoadMode> typename MatrixType::PacketReturnType packet(Index,Index) const;
@@ -187,7 +183,7 @@ template<typename MatrixType, int _DiagIndex> class Diagonal
   *
   * \sa class Diagonal */
 template<typename Derived>
-inline typename MatrixBase<Derived>::DiagonalReturnType
+EIGEN_DEVICE_FUNC inline typename MatrixBase<Derived>::DiagonalReturnType
 MatrixBase<Derived>::diagonal()
 {
   return DiagonalReturnType(derived());
@@ -195,7 +191,7 @@ MatrixBase<Derived>::diagonal()
 
 /** This is the const version of diagonal(). */
 template<typename Derived>
-inline typename MatrixBase<Derived>::ConstDiagonalReturnType
+EIGEN_DEVICE_FUNC inline typename MatrixBase<Derived>::ConstDiagonalReturnType
 MatrixBase<Derived>::diagonal() const
 {
   return ConstDiagonalReturnType(derived());
@@ -213,7 +209,7 @@ MatrixBase<Derived>::diagonal() const
   *
   * \sa MatrixBase::diagonal(), class Diagonal */
 template<typename Derived>
-inline typename MatrixBase<Derived>::DiagonalDynamicIndexReturnType
+EIGEN_DEVICE_FUNC inline typename MatrixBase<Derived>::DiagonalDynamicIndexReturnType
 MatrixBase<Derived>::diagonal(Index index)
 {
   return DiagonalDynamicIndexReturnType(derived(), index);
@@ -221,7 +217,7 @@ MatrixBase<Derived>::diagonal(Index index)
 
 /** This is the const version of diagonal(Index). */
 template<typename Derived>
-inline typename MatrixBase<Derived>::ConstDiagonalDynamicIndexReturnType
+EIGEN_DEVICE_FUNC inline typename MatrixBase<Derived>::ConstDiagonalDynamicIndexReturnType
 MatrixBase<Derived>::diagonal(Index index) const
 {
   return ConstDiagonalDynamicIndexReturnType(derived(), index);
@@ -240,6 +236,7 @@ MatrixBase<Derived>::diagonal(Index index) const
   * \sa MatrixBase::diagonal(), class Diagonal */
 template<typename Derived>
 template<int Index_>
+EIGEN_DEVICE_FUNC
 inline typename MatrixBase<Derived>::template DiagonalIndexReturnType<Index_>::Type
 MatrixBase<Derived>::diagonal()
 {
@@ -249,6 +246,7 @@ MatrixBase<Derived>::diagonal()
 /** This is the const version of diagonal<int>(). */
 template<typename Derived>
 template<int Index_>
+EIGEN_DEVICE_FUNC
 inline typename MatrixBase<Derived>::template ConstDiagonalIndexReturnType<Index_>::Type
 MatrixBase<Derived>::diagonal() const
 {

gtsam/3rdparty/Eigen/Eigen/src/Core/DiagonalMatrix.h

@@ -83,6 +83,30 @@ class DiagonalBase : public EigenBase<Derived>
     {
       return DiagonalWrapper<const EIGEN_SCALAR_BINARYOP_EXPR_RETURN_TYPE(Scalar,DiagonalVectorType,product) >(scalar * other.diagonal());
     }
+
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    #ifdef EIGEN_PARSED_BY_DOXYGEN
+    inline unspecified_expression_type
+    #else
+    inline const DiagonalWrapper<const EIGEN_CWISE_BINARY_RETURN_TYPE(DiagonalVectorType,typename OtherDerived::DiagonalVectorType,sum) >
+    #endif
+    operator+(const DiagonalBase<OtherDerived>& other) const
+    {
+      return (diagonal() + other.diagonal()).asDiagonal();
+    }
+
+    template<typename OtherDerived>
+    EIGEN_DEVICE_FUNC
+    #ifdef EIGEN_PARSED_BY_DOXYGEN
+    inline unspecified_expression_type
+    #else
+    inline const DiagonalWrapper<const EIGEN_CWISE_BINARY_RETURN_TYPE(DiagonalVectorType,typename OtherDerived::DiagonalVectorType,difference) >
+    #endif
+    operator-(const DiagonalBase<OtherDerived>& other) const
+    {
+      return (diagonal() - other.diagonal()).asDiagonal();
+    }
 };
 
 #endif
@@ -154,6 +178,30 @@ class DiagonalMatrix
     EIGEN_DEVICE_FUNC
     inline DiagonalMatrix(const Scalar& x, const Scalar& y, const Scalar& z) : m_diagonal(x,y,z) {}
 
+    #if EIGEN_HAS_CXX11
+    /** \brief Construct a diagonal matrix with fixed size from an arbitrary number of coefficients. \cpp11
+      * 
+      * There exists C++98 anologue constructors for fixed-size diagonal matrices having 2 or 3 coefficients.
+      * 
+      * \warning To construct a diagonal matrix of fixed size, the number of values passed to this 
+      * constructor must match the fixed dimension of \c *this.
+      * 
+      * \sa DiagonalMatrix(const Scalar&, const Scalar&)
+      * \sa DiagonalMatrix(const Scalar&, const Scalar&, const Scalar&)
+      */
+    template <typename... ArgTypes>
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    DiagonalMatrix(const Scalar& a0, const Scalar& a1, const Scalar& a2, const ArgTypes&... args)
+      : m_diagonal(a0, a1, a2, args...) {}
+
+    /** \brief Constructs a DiagonalMatrix and initializes it by elements given by an initializer list of initializer
+      * lists \cpp11
+      */
+    EIGEN_DEVICE_FUNC
+    explicit EIGEN_STRONG_INLINE DiagonalMatrix(const std::initializer_list<std::initializer_list<Scalar>>& list)
+      : m_diagonal(list) {}
+    #endif  // EIGEN_HAS_CXX11
+
     /** Copy constructor. */
     template<typename OtherDerived>
     EIGEN_DEVICE_FUNC
@@ -273,7 +321,7 @@ class DiagonalWrapper
   * \sa class DiagonalWrapper, class DiagonalMatrix, diagonal(), isDiagonal()
   **/
 template<typename Derived>
-inline const DiagonalWrapper<const Derived>
+EIGEN_DEVICE_FUNC inline const DiagonalWrapper<const Derived>
 MatrixBase<Derived>::asDiagonal() const
 {
   return DiagonalWrapper<const Derived>(derived());

gtsam/3rdparty/Eigen/Eigen/src/Core/DiagonalProduct.h

@@ -17,7 +17,7 @@ namespace Eigen {
   */
 template<typename Derived>
 template<typename DiagonalDerived>
-inline const Product<Derived, DiagonalDerived, LazyProduct>
+EIGEN_DEVICE_FUNC inline const Product<Derived, DiagonalDerived, LazyProduct>
 MatrixBase<Derived>::operator*(const DiagonalBase<DiagonalDerived> &a_diagonal) const
 {
   return Product<Derived, DiagonalDerived, LazyProduct>(derived(),a_diagonal.derived());

gtsam/3rdparty/Eigen/Eigen/src/Core/Dot.h

@@ -86,14 +86,14 @@ MatrixBase<Derived>::dot(const MatrixBase<OtherDerived>& other) const
 
 //---------- implementation of L2 norm and related functions ----------
 
-/** \returns, for vectors, the squared \em l2 norm of \c *this, and for matrices the Frobenius norm.
+/** \returns, for vectors, the squared \em l2 norm of \c *this, and for matrices the squared Frobenius norm.
   * In both cases, it consists in the sum of the square of all the matrix entries.
   * For vectors, this is also equals to the dot product of \c *this with itself.
   *
   * \sa dot(), norm(), lpNorm()
   */
 template<typename Derived>
-EIGEN_STRONG_INLINE typename NumTraits<typename internal::traits<Derived>::Scalar>::Real MatrixBase<Derived>::squaredNorm() const
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE typename NumTraits<typename internal::traits<Derived>::Scalar>::Real MatrixBase<Derived>::squaredNorm() const
 {
   return numext::real((*this).cwiseAbs2().sum());
 }
@@ -105,7 +105,7 @@ EIGEN_STRONG_INLINE typename NumTraits<typename internal::traits<Derived>::Scala
   * \sa lpNorm(), dot(), squaredNorm()
   */
 template<typename Derived>
-EIGEN_STRONG_INLINE typename NumTraits<typename internal::traits<Derived>::Scalar>::Real MatrixBase<Derived>::norm() const
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE typename NumTraits<typename internal::traits<Derived>::Scalar>::Real MatrixBase<Derived>::norm() const
 {
   return numext::sqrt(squaredNorm());
 }
@@ -120,7 +120,7 @@ EIGEN_STRONG_INLINE typename NumTraits<typename internal::traits<Derived>::Scala
   * \sa norm(), normalize()
   */
 template<typename Derived>
-EIGEN_STRONG_INLINE const typename MatrixBase<Derived>::PlainObject
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const typename MatrixBase<Derived>::PlainObject
 MatrixBase<Derived>::normalized() const
 {
   typedef typename internal::nested_eval<Derived,2>::type _Nested;
@@ -142,7 +142,7 @@ MatrixBase<Derived>::normalized() const
   * \sa norm(), normalized()
   */
 template<typename Derived>
-EIGEN_STRONG_INLINE void MatrixBase<Derived>::normalize()
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void MatrixBase<Derived>::normalize()
 {
   RealScalar z = squaredNorm();
   // NOTE: after extensive benchmarking, this conditional does not impact performance, at least on recent x86 CPU
@@ -163,7 +163,7 @@ EIGEN_STRONG_INLINE void MatrixBase<Derived>::normalize()
   * \sa stableNorm(), stableNormalize(), normalized()
   */
 template<typename Derived>
-EIGEN_STRONG_INLINE const typename MatrixBase<Derived>::PlainObject
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const typename MatrixBase<Derived>::PlainObject
 MatrixBase<Derived>::stableNormalized() const
 {
   typedef typename internal::nested_eval<Derived,3>::type _Nested;
@@ -188,7 +188,7 @@ MatrixBase<Derived>::stableNormalized() const
   * \sa stableNorm(), stableNormalized(), normalize()
   */
 template<typename Derived>
-EIGEN_STRONG_INLINE void MatrixBase<Derived>::stableNormalize()
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void MatrixBase<Derived>::stableNormalize()
 {
   RealScalar w = cwiseAbs().maxCoeff();
   RealScalar z = (derived()/w).squaredNorm();
@@ -207,7 +207,7 @@ struct lpNorm_selector
   EIGEN_DEVICE_FUNC
   static inline RealScalar run(const MatrixBase<Derived>& m)
   {
-    EIGEN_USING_STD_MATH(pow)
+    EIGEN_USING_STD(pow)
     return pow(m.cwiseAbs().array().pow(p).sum(), RealScalar(1)/p);
   }
 };
@@ -260,9 +260,9 @@ struct lpNorm_selector<Derived, Infinity>
 template<typename Derived>
 template<int p>
 #ifndef EIGEN_PARSED_BY_DOXYGEN
-inline typename NumTraits<typename internal::traits<Derived>::Scalar>::Real
+EIGEN_DEVICE_FUNC inline typename NumTraits<typename internal::traits<Derived>::Scalar>::Real
 #else
-MatrixBase<Derived>::RealScalar
+EIGEN_DEVICE_FUNC MatrixBase<Derived>::RealScalar
 #endif
 MatrixBase<Derived>::lpNorm() const
 {

gtsam/3rdparty/Eigen/Eigen/src/Core/EigenBase.h

@@ -32,8 +32,9 @@ template<typename Derived> struct EigenBase
 
   /** \brief The interface type of indices
     * \details To change this, \c \#define the preprocessor symbol \c EIGEN_DEFAULT_DENSE_INDEX_TYPE.
-    * \deprecated Since Eigen 3.3, its usage is deprecated. Use Eigen::Index instead.
     * \sa StorageIndex, \ref TopicPreprocessorDirectives.
+    * DEPRECATED: Since Eigen 3.3, its usage is deprecated. Use Eigen::Index instead.
+    * Deprecation is not marked with a doxygen comment because there are too many existing usages to add the deprecation attribute.
     */
   typedef Eigen::Index Index;
 
@@ -55,15 +56,15 @@ template<typename Derived> struct EigenBase
   { return *static_cast<const Derived*>(this); }
 
   /** \returns the number of rows. \sa cols(), RowsAtCompileTime */
-  EIGEN_DEVICE_FUNC
+  EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
-  inline Index rows() const { return derived().rows(); }
+  inline Index rows() const EIGEN_NOEXCEPT { return derived().rows(); }
   /** \returns the number of columns. \sa rows(), ColsAtCompileTime*/
-  EIGEN_DEVICE_FUNC
+  EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
-  inline Index cols() const { return derived().cols(); }
+  inline Index cols() const EIGEN_NOEXCEPT { return derived().cols(); }
   /** \returns the number of coefficients, which is rows()*cols().
     * \sa rows(), cols(), SizeAtCompileTime. */
-  EIGEN_DEVICE_FUNC
+  EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
-  inline Index size() const { return rows() * cols(); }
+  inline Index size() const EIGEN_NOEXCEPT { return rows() * cols(); }
 
   /** \internal Don't use it, but do the equivalent: \code dst = *this; \endcode */
   template<typename Dest>

gtsam/3rdparty/Eigen/Eigen/src/Core/ForceAlignedAccess.h

@@ -41,10 +41,14 @@ template<typename ExpressionType> class ForceAlignedAccess
 
     EIGEN_DEVICE_FUNC explicit inline ForceAlignedAccess(const ExpressionType& matrix) : m_expression(matrix) {}
 
-    EIGEN_DEVICE_FUNC inline Index rows() const { return m_expression.rows(); }
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
-    EIGEN_DEVICE_FUNC inline Index cols() const { return m_expression.cols(); }
+    inline Index rows() const EIGEN_NOEXCEPT { return m_expression.rows(); }
-    EIGEN_DEVICE_FUNC inline Index outerStride() const { return m_expression.outerStride(); }
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
-    EIGEN_DEVICE_FUNC inline Index innerStride() const { return m_expression.innerStride(); }
+    inline Index cols() const EIGEN_NOEXCEPT { return m_expression.cols(); }
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
+    inline Index outerStride() const EIGEN_NOEXCEPT { return m_expression.outerStride(); }
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
+    inline Index innerStride() const EIGEN_NOEXCEPT { return m_expression.innerStride(); }
 
     EIGEN_DEVICE_FUNC inline const CoeffReturnType coeff(Index row, Index col) const
     {

gtsam/3rdparty/Eigen/Eigen/src/Core/Fuzzy.h

@@ -100,7 +100,7 @@ struct isMuchSmallerThan_scalar_selector<Derived, true>
   */
 template<typename Derived>
 template<typename OtherDerived>
-bool DenseBase<Derived>::isApprox(
+EIGEN_DEVICE_FUNC bool DenseBase<Derived>::isApprox(
   const DenseBase<OtherDerived>& other,
   const RealScalar& prec
 ) const
@@ -122,7 +122,7 @@ bool DenseBase<Derived>::isApprox(
   * \sa isApprox(), isMuchSmallerThan(const DenseBase<OtherDerived>&, RealScalar) const
   */
 template<typename Derived>
-bool DenseBase<Derived>::isMuchSmallerThan(
+EIGEN_DEVICE_FUNC bool DenseBase<Derived>::isMuchSmallerThan(
   const typename NumTraits<Scalar>::Real& other,
   const RealScalar& prec
 ) const
@@ -142,7 +142,7 @@ bool DenseBase<Derived>::isMuchSmallerThan(
   */
 template<typename Derived>
 template<typename OtherDerived>
-bool DenseBase<Derived>::isMuchSmallerThan(
+EIGEN_DEVICE_FUNC bool DenseBase<Derived>::isMuchSmallerThan(
   const DenseBase<OtherDerived>& other,
   const RealScalar& prec
 ) const

gtsam/3rdparty/Eigen/Eigen/src/Core/GeneralProduct.h

@@ -18,6 +18,16 @@ enum {
   Small = 3
 };
 
+// Define the threshold value to fallback from the generic matrix-matrix product
+// implementation (heavy) to the lightweight coeff-based product one.
+// See generic_product_impl<Lhs,Rhs,DenseShape,DenseShape,GemmProduct>
+// in products/GeneralMatrixMatrix.h for more details.
+// TODO This threshold should also be used in the compile-time selector below.
+#ifndef EIGEN_GEMM_TO_COEFFBASED_THRESHOLD
+// This default value has been obtained on a Haswell architecture.
+#define EIGEN_GEMM_TO_COEFFBASED_THRESHOLD 20
+#endif
+
 namespace internal {
 
 template<int Rows, int Cols, int Depth> struct product_type_selector;
@@ -25,7 +35,7 @@ template<int Rows, int Cols, int Depth> struct product_type_selector;
 template<int Size, int MaxSize> struct product_size_category
 {
   enum {
-    #ifndef EIGEN_CUDA_ARCH
+    #ifndef EIGEN_GPU_COMPILE_PHASE
     is_large = MaxSize == Dynamic ||
                Size >= EIGEN_CACHEFRIENDLY_PRODUCT_THRESHOLD ||
                (Size==Dynamic && MaxSize>=EIGEN_CACHEFRIENDLY_PRODUCT_THRESHOLD),
@@ -153,13 +163,13 @@ template<typename Scalar,int Size,int MaxSize,bool Cond> struct gemv_static_vect
 template<typename Scalar,int Size,int MaxSize>
 struct gemv_static_vector_if<Scalar,Size,MaxSize,false>
 {
-  EIGEN_STRONG_INLINE  Scalar* data() { eigen_internal_assert(false && "should never be called"); return 0; }
+  EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Scalar* data() { eigen_internal_assert(false && "should never be called"); return 0; }
 };
 
 template<typename Scalar,int Size>
 struct gemv_static_vector_if<Scalar,Size,Dynamic,true>
 {
-  EIGEN_STRONG_INLINE Scalar* data() { return 0; }
+  EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Scalar* data() { return 0; }
 };
 
 template<typename Scalar,int Size,int MaxSize>
@@ -218,8 +228,7 @@ template<> struct gemv_dense_selector<OnTheRight,ColMajor,true>
     ActualLhsType actualLhs = LhsBlasTraits::extract(lhs);
     ActualRhsType actualRhs = RhsBlasTraits::extract(rhs);
 
-    ResScalar actualAlpha = alpha * LhsBlasTraits::extractScalarFactor(lhs)
+    ResScalar actualAlpha = combine_scalar_factors(alpha, lhs, rhs);
-                                  * RhsBlasTraits::extractScalarFactor(rhs);
 
     // make sure Dest is a compile-time vector type (bug 1166)
     typedef typename conditional<Dest::IsVectorAtCompileTime, Dest, typename Dest::ColXpr>::type ActualDest;
@@ -229,7 +238,7 @@ template<> struct gemv_dense_selector<OnTheRight,ColMajor,true>
       // on, the other hand it is good for the cache to pack the vector anyways...
       EvalToDestAtCompileTime = (ActualDest::InnerStrideAtCompileTime==1),
       ComplexByReal = (NumTraits<LhsScalar>::IsComplex) && (!NumTraits<RhsScalar>::IsComplex),
-      MightCannotUseDest = (!EvalToDestAtCompileTime) || ComplexByReal
+      MightCannotUseDest = ((!EvalToDestAtCompileTime) || ComplexByReal) && (ActualDest::MaxSizeAtCompileTime!=0)
     };
 
     typedef const_blas_data_mapper<LhsScalar,Index,ColMajor> LhsMapper;
@@ -310,13 +319,12 @@ template<> struct gemv_dense_selector<OnTheRight,RowMajor,true>
     typename add_const<ActualLhsType>::type actualLhs = LhsBlasTraits::extract(lhs);
     typename add_const<ActualRhsType>::type actualRhs = RhsBlasTraits::extract(rhs);
 
-    ResScalar actualAlpha = alpha * LhsBlasTraits::extractScalarFactor(lhs)
+    ResScalar actualAlpha = combine_scalar_factors(alpha, lhs, rhs);
-                                  * RhsBlasTraits::extractScalarFactor(rhs);
 
     enum {
       // FIXME find a way to allow an inner stride on the result if packet_traits<Scalar>::size==1
       // on, the other hand it is good for the cache to pack the vector anyways...
-      DirectlyUseRhs = ActualRhsTypeCleaned::InnerStrideAtCompileTime==1
+      DirectlyUseRhs = ActualRhsTypeCleaned::InnerStrideAtCompileTime==1 || ActualRhsTypeCleaned::MaxSizeAtCompileTime==0
     };
 
     gemv_static_vector_if<RhsScalar,ActualRhsTypeCleaned::SizeAtCompileTime,ActualRhsTypeCleaned::MaxSizeAtCompileTime,!DirectlyUseRhs> static_rhs;
@@ -386,7 +394,8 @@ template<> struct gemv_dense_selector<OnTheRight,RowMajor,false>
   */
 template<typename Derived>
 template<typename OtherDerived>
-inline const Product<Derived, OtherDerived>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+const Product<Derived, OtherDerived>
 MatrixBase<Derived>::operator*(const MatrixBase<OtherDerived> &other) const
 {
   // A note regarding the function declaration: In MSVC, this function will sometimes
@@ -428,6 +437,7 @@ MatrixBase<Derived>::operator*(const MatrixBase<OtherDerived> &other) const
   */
 template<typename Derived>
 template<typename OtherDerived>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
 const Product<Derived,OtherDerived,LazyProduct>
 MatrixBase<Derived>::lazyProduct(const MatrixBase<OtherDerived> &other) const
 {

gtsam/3rdparty/Eigen/Eigen/src/Core/GenericPacketMath.h

@@ -46,21 +46,27 @@ struct default_packet_traits
 
     HasAdd       = 1,
     HasSub       = 1,
+    HasShift     = 1,
     HasMul       = 1,
     HasNegate    = 1,
     HasAbs       = 1,
     HasArg       = 0,
     HasAbs2      = 1,
+    HasAbsDiff   = 0,
     HasMin       = 1,
     HasMax       = 1,
     HasConj      = 1,
     HasSetLinear = 1,
     HasBlend     = 0,
+    // This flag is used to indicate whether packet comparison is supported.
+    // pcmp_eq, pcmp_lt and pcmp_le should be defined for it to be true.
+    HasCmp       = 0,
 
     HasDiv    = 0,
     HasSqrt   = 0,
     HasRsqrt  = 0,
     HasExp    = 0,
+    HasExpm1  = 0,
     HasLog    = 0,
     HasLog1p  = 0,
     HasLog10  = 0,
@@ -81,14 +87,18 @@ struct default_packet_traits
     HasPolygamma = 0,
     HasErf = 0,
     HasErfc = 0,
+    HasNdtri = 0,
+    HasBessel = 0,
     HasIGamma = 0,
+    HasIGammaDerA = 0,
+    HasGammaSampleDerAlpha = 0,
     HasIGammac = 0,
     HasBetaInc = 0,
 
     HasRound  = 0,
+    HasRint   = 0,
     HasFloor  = 0,
     HasCeil   = 0,
-
     HasSign   = 0
   };
 };
@@ -119,6 +129,22 @@ template<typename T> struct packet_traits : default_packet_traits
 
 template<typename T> struct packet_traits<const T> : packet_traits<T> { };
 
+template<typename T> struct unpacket_traits
+{
+  typedef T type;
+  typedef T half;
+  enum
+  {
+    size = 1,
+    alignment = 1,
+    vectorizable = false,
+    masked_load_available=false,
+    masked_store_available=false
+  };
+};
+
+template<typename T> struct unpacket_traits<const T> : unpacket_traits<T> { };
+
 template <typename Src, typename Tgt> struct type_casting_traits {
   enum {
     VectorizedCast = 0,
@@ -127,6 +153,34 @@ template <typename Src, typename Tgt> struct type_casting_traits {
   };
 };
 
+/** \internal Wrapper to ensure that multiple packet types can map to the same
+    same underlying vector type. */
+template<typename T, int unique_id = 0>
+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;
+};
+
+
+/** \internal A convenience utility for determining if the type is a scalar.
+ * This is used to enable some generic packet implementations.
+ */
+template<typename Packet>
+struct is_scalar {
+  typedef typename unpacket_traits<Packet>::type Scalar;
+  enum {
+    value = internal::is_same<Packet, Scalar>::value
+  };
+};
 
 /** \internal \returns static_cast<TgtType>(a) (coeff-wise) */
 template <typename SrcPacket, typename TgtPacket>
@@ -139,75 +193,406 @@ EIGEN_DEVICE_FUNC inline TgtPacket
 pcast(const SrcPacket& a, const SrcPacket& /*b*/) {
   return static_cast<TgtPacket>(a);
 }
-
 template <typename SrcPacket, typename TgtPacket>
 EIGEN_DEVICE_FUNC inline TgtPacket
 pcast(const SrcPacket& a, const SrcPacket& /*b*/, const SrcPacket& /*c*/, const SrcPacket& /*d*/) {
   return static_cast<TgtPacket>(a);
 }
+template <typename SrcPacket, typename TgtPacket>
+EIGEN_DEVICE_FUNC inline TgtPacket
+pcast(const SrcPacket& a, const SrcPacket& /*b*/, const SrcPacket& /*c*/, const SrcPacket& /*d*/,
+      const SrcPacket& /*e*/, const SrcPacket& /*f*/, const SrcPacket& /*g*/, const SrcPacket& /*h*/) {
+  return static_cast<TgtPacket>(a);
+}
+
+/** \internal \returns reinterpret_cast<Target>(a) */
+template <typename Target, typename Packet>
+EIGEN_DEVICE_FUNC inline Target
+preinterpret(const Packet& a); /* { return reinterpret_cast<const Target&>(a); } */
 
 /** \internal \returns a + b (coeff-wise) */
 template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
-padd(const Packet& a,
+padd(const Packet& a, const Packet& b) { return a+b; }
-        const Packet& b) { return a+b; }
+// Avoid compiler warning for boolean algebra.
+template<> EIGEN_DEVICE_FUNC inline bool
+padd(const bool& a, const bool& b) { return a || b; }
 
 /** \internal \returns a - b (coeff-wise) */
 template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
-psub(const Packet& a,
+psub(const Packet& a, const Packet& b) { return a-b; }
-        const Packet& b) { return a-b; }
 
 /** \internal \returns -a (coeff-wise) */
 template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
 pnegate(const Packet& a) { return -a; }
 
-/** \internal \returns conj(a) (coeff-wise) */
+template<> EIGEN_DEVICE_FUNC inline bool
+pnegate(const bool& a) { return !a; }
 
+/** \internal \returns conj(a) (coeff-wise) */
 template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
 pconj(const Packet& a) { return numext::conj(a); }
 
 /** \internal \returns a * b (coeff-wise) */
 template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
-pmul(const Packet& a,
+pmul(const Packet& a, const Packet& b) { return a*b; }
-        const Packet& b) { return a*b; }
+// Avoid compiler warning for boolean algebra.
+template<> EIGEN_DEVICE_FUNC inline bool
+pmul(const bool& a, const bool& b) { return a && b; }
 
 /** \internal \returns a / b (coeff-wise) */
 template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
-pdiv(const Packet& a,
+pdiv(const Packet& a, const Packet& b) { return a/b; }
-        const Packet& b) { return a/b; }
 
-/** \internal \returns the min of \a a and \a b  (coeff-wise) */
+// In the generic case, memset to all one bits.
-template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
+template<typename Packet, typename EnableIf = void>
-pmin(const Packet& a,
+struct ptrue_impl {
-        const Packet& b) { return numext::mini(a, b); }
+  static EIGEN_DEVICE_FUNC inline Packet run(const Packet& /*a*/){
+    Packet b;
+    memset(static_cast<void*>(&b), 0xff, sizeof(Packet));
+    return b;
+  }
+};
 
-/** \internal \returns the max of \a a and \a b  (coeff-wise) */
+// For non-trivial scalars, set to Scalar(1) (i.e. a non-zero value).
+// Although this is technically not a valid bitmask, the scalar path for pselect
+// uses a comparison to zero, so this should still work in most cases. We don't
+// have another option, since the scalar type requires initialization.
+template<typename T>
+struct ptrue_impl<T, 
+    typename internal::enable_if<is_scalar<T>::value && NumTraits<T>::RequireInitialization>::type > {
+  static EIGEN_DEVICE_FUNC inline T run(const T& /*a*/){
+    return T(1);
+  }
+};
+
+/** \internal \returns one bits. */
 template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
-pmax(const Packet& a,
+ptrue(const Packet& a) {
-        const Packet& b) { return numext::maxi(a, b); }
+  return ptrue_impl<Packet>::run(a);
+}
+
+// In the general case, memset to zero.
+template<typename Packet, typename EnableIf = void>
+struct pzero_impl {
+  static EIGEN_DEVICE_FUNC inline Packet run(const Packet& /*a*/) {
+    Packet b;
+    memset(static_cast<void*>(&b), 0x00, sizeof(Packet));
+    return b;
+  }
+};
+
+// For scalars, explicitly set to Scalar(0), since the underlying representation
+// for zero may not consist of all-zero bits.
+template<typename T>
+struct pzero_impl<T,
+    typename internal::enable_if<is_scalar<T>::value>::type> {
+  static EIGEN_DEVICE_FUNC inline T run(const T& /*a*/) {
+    return T(0);
+  }
+};
+
+/** \internal \returns packet of zeros */
+template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
+pzero(const Packet& a) {
+  return pzero_impl<Packet>::run(a);
+}
+
+/** \internal \returns a <= b as a bit mask */
+template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
+pcmp_le(const Packet& a, const Packet& b)  { return a<=b ? ptrue(a) : pzero(a); }
+
+/** \internal \returns a < b as a bit mask */
+template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
+pcmp_lt(const Packet& a, const Packet& b)  { return a<b ? ptrue(a) : pzero(a); }
+
+/** \internal \returns a == b as a bit mask */
+template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
+pcmp_eq(const Packet& a, const Packet& b) { return a==b ? ptrue(a) : pzero(a); }
+
+/** \internal \returns a < b or a==NaN or b==NaN as a bit mask */
+template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
+pcmp_lt_or_nan(const Packet& a, const Packet& b) { return a>=b ? pzero(a) : ptrue(a); }
+
+template<typename T>
+struct bit_and {
+  EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR EIGEN_ALWAYS_INLINE T operator()(const T& a, const T& b) const {
+    return a & b;
+  }
+};
+
+template<typename T>
+struct bit_or {
+  EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR EIGEN_ALWAYS_INLINE T operator()(const T& a, const T& b) const {
+    return a | b;
+  }
+};
+
+template<typename T>
+struct bit_xor {
+  EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR EIGEN_ALWAYS_INLINE T operator()(const T& a, const T& b) const {
+    return a ^ b;
+  }
+};
+
+template<typename T>
+struct bit_not {
+  EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR EIGEN_ALWAYS_INLINE T operator()(const T& a) const {
+    return ~a;
+  }
+};
+
+// Use operators &, |, ^, ~.
+template<typename T>
+struct operator_bitwise_helper {
+  EIGEN_DEVICE_FUNC static inline T bitwise_and(const T& a, const T& b) { return bit_and<T>()(a, b); }
+  EIGEN_DEVICE_FUNC static inline T bitwise_or(const T& a, const T& b) { return bit_or<T>()(a, b); }
+  EIGEN_DEVICE_FUNC static inline T bitwise_xor(const T& a, const T& b) { return bit_xor<T>()(a, b); }
+  EIGEN_DEVICE_FUNC static inline T bitwise_not(const T& a) { return bit_not<T>()(a); }
+};
+
+// Apply binary operations byte-by-byte
+template<typename T>
+struct bytewise_bitwise_helper {
+  EIGEN_DEVICE_FUNC static inline T bitwise_and(const T& a, const T& b) {
+    return binary(a, b, bit_and<unsigned char>());
+  }
+  EIGEN_DEVICE_FUNC static inline T bitwise_or(const T& a, const T& b) { 
+    return binary(a, b, bit_or<unsigned char>());
+   }
+  EIGEN_DEVICE_FUNC static inline T bitwise_xor(const T& a, const T& b) {
+    return binary(a, b, bit_xor<unsigned char>());
+  }
+  EIGEN_DEVICE_FUNC static inline T bitwise_not(const T& a) { 
+    return unary(a,bit_not<unsigned char>());
+   }
+  
+ private:
+  template<typename Op>
+  EIGEN_DEVICE_FUNC static inline T unary(const T& a, Op op) {
+    const unsigned char* a_ptr = reinterpret_cast<const unsigned char*>(&a);
+    T c;
+    unsigned char* c_ptr = reinterpret_cast<unsigned char*>(&c);
+    for (size_t i = 0; i < sizeof(T); ++i) {
+      *c_ptr++ = op(*a_ptr++);
+    }
+    return c;
+  }
+
+  template<typename Op>
+  EIGEN_DEVICE_FUNC static inline T binary(const T& a, const T& b, Op op) {
+    const unsigned char* a_ptr = reinterpret_cast<const unsigned char*>(&a);
+    const unsigned char* b_ptr = reinterpret_cast<const unsigned char*>(&b);
+    T c;
+    unsigned char* c_ptr = reinterpret_cast<unsigned char*>(&c);
+    for (size_t i = 0; i < sizeof(T); ++i) {
+      *c_ptr++ = op(*a_ptr++, *b_ptr++);
+    }
+    return c;
+  }
+};
+
+// In the general case, use byte-by-byte manipulation.
+template<typename T, typename EnableIf = void>
+struct bitwise_helper : public bytewise_bitwise_helper<T> {};
+
+// For integers or non-trivial scalars, use binary operators.
+template<typename T>
+struct bitwise_helper<T,
+  typename internal::enable_if<
+    is_scalar<T>::value && (NumTraits<T>::IsInteger || NumTraits<T>::RequireInitialization)>::type
+  > : public operator_bitwise_helper<T> {};
+
+/** \internal \returns the bitwise and of \a a and \a b */
+template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
+pand(const Packet& a, const Packet& b) {
+  return bitwise_helper<Packet>::bitwise_and(a, b);
+}
+
+/** \internal \returns the bitwise or of \a a and \a b */
+template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
+por(const Packet& a, const Packet& b) {
+  return bitwise_helper<Packet>::bitwise_or(a, b);
+}
+
+/** \internal \returns the bitwise xor of \a a and \a b */
+template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
+pxor(const Packet& a, const Packet& b) {
+  return bitwise_helper<Packet>::bitwise_xor(a, b);
+}
+
+/** \internal \returns the bitwise not of \a a */
+template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
+pnot(const Packet& a) {
+  return bitwise_helper<Packet>::bitwise_not(a);
+}
+
+/** \internal \returns the bitwise and of \a a and not \a b */
+template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
+pandnot(const Packet& a, const Packet& b) { return pand(a, pnot(b)); }
+
+// In the general case, use bitwise select.
+template<typename Packet, typename EnableIf = void>
+struct pselect_impl {
+  static EIGEN_DEVICE_FUNC inline Packet run(const Packet& mask, const Packet& a, const Packet& b) {
+    return por(pand(a,mask),pandnot(b,mask));
+  }
+};
+
+// For scalars, use ternary select.
+template<typename Packet>
+struct pselect_impl<Packet, 
+    typename internal::enable_if<is_scalar<Packet>::value>::type > {
+  static EIGEN_DEVICE_FUNC inline Packet run(const Packet& mask, const Packet& a, const Packet& b) {
+    return numext::equal_strict(mask, Packet(0)) ? b : a;
+  }
+};
+
+/** \internal \returns \a or \b for each field in packet according to \mask */
+template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
+pselect(const Packet& mask, const Packet& a, const Packet& b) {
+  return pselect_impl<Packet>::run(mask, a, b);
+}
+
+template<> EIGEN_DEVICE_FUNC inline bool pselect<bool>(
+    const bool& cond, const bool& a, const bool& b) {
+  return cond ? a : b;
+}
+
+/** \internal \returns the min or of \a a and \a b (coeff-wise)
+    If either \a a or \a b are NaN, the result is implementation defined. */
+template<int NaNPropagation>
+struct pminmax_impl {
+  template <typename Packet, typename Op>
+  static EIGEN_DEVICE_FUNC inline Packet run(const Packet& a, const Packet& b, Op op) {
+    return op(a,b);
+  }
+};
+
+/** \internal \returns the min or max of \a a and \a b (coeff-wise)
+    If either \a a or \a b are NaN, NaN is returned. */
+template<>
+struct pminmax_impl<PropagateNaN> {
+  template <typename Packet, typename Op>
+  static EIGEN_DEVICE_FUNC inline Packet run(const Packet& a, const Packet& b, Op op) {
+  Packet not_nan_mask_a = pcmp_eq(a, a);
+  Packet not_nan_mask_b = pcmp_eq(b, b);
+  return pselect(not_nan_mask_a,
+                 pselect(not_nan_mask_b, op(a, b), b),
+                 a);
+  }
+};
+
+/** \internal \returns the min or max of \a a and \a b (coeff-wise)
+    If both \a a and \a b are NaN, NaN is returned.
+    Equivalent to std::fmin(a, b).  */
+template<>
+struct pminmax_impl<PropagateNumbers> {
+  template <typename Packet, typename Op>
+  static EIGEN_DEVICE_FUNC inline Packet run(const Packet& a, const Packet& b, Op op) {
+  Packet not_nan_mask_a = pcmp_eq(a, a);
+  Packet not_nan_mask_b = pcmp_eq(b, b);
+  return pselect(not_nan_mask_a,
+                 pselect(not_nan_mask_b, op(a, b), a),
+                 b);
+  }
+};
+
+
+#ifndef SYCL_DEVICE_ONLY
+#define EIGEN_BINARY_OP_NAN_PROPAGATION(Type, Func) Func
+#else
+#define EIGEN_BINARY_OP_NAN_PROPAGATION(Type, Func) \
+[](const Type& a, const Type& b) { \
+        return Func(a, b);}
+#endif
+
+/** \internal \returns the min of \a a and \a b  (coeff-wise).
+    If \a a or \b b is NaN, the return value is implementation defined. */
+template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
+pmin(const Packet& a, const Packet& b) { return numext::mini(a,b); }
+
+/** \internal \returns the min of \a a and \a b  (coeff-wise).
+    NaNPropagation determines the NaN propagation semantics. */
+template <int NaNPropagation, typename Packet>
+EIGEN_DEVICE_FUNC inline Packet pmin(const Packet& a, const Packet& b) {
+  return pminmax_impl<NaNPropagation>::run(a, b, EIGEN_BINARY_OP_NAN_PROPAGATION(Packet, (pmin<Packet>)));
+}
+
+/** \internal \returns the max of \a a and \a b  (coeff-wise)
+    If \a a or \b b is NaN, the return value is implementation defined. */
+template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
+pmax(const Packet& a, const Packet& b) { return numext::maxi(a, b); }
+
+/** \internal \returns the max of \a a and \a b  (coeff-wise).
+    NaNPropagation determines the NaN propagation semantics. */
+template <int NaNPropagation, typename Packet>
+EIGEN_DEVICE_FUNC inline Packet pmax(const Packet& a, const Packet& b) {
+  return pminmax_impl<NaNPropagation>::run(a, b, EIGEN_BINARY_OP_NAN_PROPAGATION(Packet,(pmax<Packet>)));
+}
 
 /** \internal \returns the absolute value of \a a */
 template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
-pabs(const Packet& a) { using std::abs; return abs(a); }
+pabs(const Packet& a) { return numext::abs(a); }
+template<> EIGEN_DEVICE_FUNC inline unsigned int
+pabs(const unsigned int& a) { return a; }
+template<> EIGEN_DEVICE_FUNC inline unsigned long
+pabs(const unsigned long& a) { return a; }
+template<> EIGEN_DEVICE_FUNC inline unsigned long long
+pabs(const unsigned long long& a) { return a; }
+
+/** \internal \returns the addsub value of \a a,b */
+template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
+paddsub(const Packet& a, const Packet& b) {
+  return pselect(peven_mask(a), padd(a, b), psub(a, b));
+ }
 
 /** \internal \returns the phase angle of \a a */
 template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
 parg(const Packet& a) { using numext::arg; return arg(a); }
 
-/** \internal \returns the bitwise and of \a a and \a b */
-template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
-pand(const Packet& a, const Packet& b) { return a & b; }
 
-/** \internal \returns the bitwise or of \a a and \a b */
+/** \internal \returns \a a logically shifted by N bits to the right */
-template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
+template<int N> EIGEN_DEVICE_FUNC inline int
-por(const Packet& a, const Packet& b) { return a | b; }
+parithmetic_shift_right(const int& a) { return a >> N; }
+template<int N> EIGEN_DEVICE_FUNC inline long int
+parithmetic_shift_right(const long int& a) { return a >> N; }
 
-/** \internal \returns the bitwise xor of \a a and \a b */
+/** \internal \returns \a a arithmetically shifted by N bits to the right */
-template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
+template<int N> EIGEN_DEVICE_FUNC inline int
-pxor(const Packet& a, const Packet& b) { return a ^ b; }
+plogical_shift_right(const int& a) { return static_cast<int>(static_cast<unsigned int>(a) >> N); }
+template<int N> EIGEN_DEVICE_FUNC inline long int
+plogical_shift_right(const long int& a) { return static_cast<long>(static_cast<unsigned long>(a) >> N); }
 
-/** \internal \returns the bitwise andnot of \a a and \a b */
+/** \internal \returns \a a shifted by N bits to the left */
+template<int N> EIGEN_DEVICE_FUNC inline int
+plogical_shift_left(const int& a) { return a << N; }
+template<int N> EIGEN_DEVICE_FUNC inline long int
+plogical_shift_left(const long int& a) { return a << N; }
+
+/** \internal \returns the significant and exponent of the underlying floating point numbers
+  * See https://en.cppreference.com/w/cpp/numeric/math/frexp
+  */
+template <typename Packet>
+EIGEN_DEVICE_FUNC inline Packet pfrexp(const Packet& a, Packet& exponent) {
+  int exp;
+  EIGEN_USING_STD(frexp);
+  Packet result = static_cast<Packet>(frexp(a, &exp));
+  exponent = static_cast<Packet>(exp);
+  return result;
+}
+
+/** \internal \returns a * 2^((int)exponent)
+  * See https://en.cppreference.com/w/cpp/numeric/math/ldexp
+  */
 template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
-pandnot(const Packet& a, const Packet& b) { return a & (!b); }
+pldexp(const Packet &a, const Packet &exponent) {
+  EIGEN_USING_STD(ldexp)
+  return static_cast<Packet>(ldexp(a, static_cast<int>(exponent)));
+}
+
+/** \internal \returns the min of \a a and \a b  (coeff-wise) */
+template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
+pabsdiff(const Packet& a, const Packet& b) { return pselect(pcmp_lt(a, b), psub(b, a), psub(a, b)); }
 
 /** \internal \returns a packet version of \a *from, from must be 16 bytes aligned */
 template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
@@ -217,10 +602,22 @@ 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 version of \a *from, (un-aligned masked load)
+ * There is no generic implementation. We only have implementations for specialized
+ * cases. Generic case should not be called.
+ */
+template<typename Packet> EIGEN_DEVICE_FUNC inline
+typename enable_if<unpacket_traits<Packet>::masked_load_available, Packet>::type
+ploadu(const typename unpacket_traits<Packet>::type* from, typename unpacket_traits<Packet>::mask_t umask);
+
 /** \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 set from bits */
+template<typename Packet,typename BitsType> EIGEN_DEVICE_FUNC inline Packet
+pset1frombits(BitsType 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); }
@@ -281,6 +678,20 @@ inline void pbroadcast2(const typename unpacket_traits<Packet>::type *a,
 template<typename Packet> EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Packet
 plset(const typename unpacket_traits<Packet>::type& a) { return a; }
 
+/** \internal \returns a packet with constant coefficients \a a, e.g.: (x, 0, x, 0),
+     where x is the value of all 1-bits. */
+template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
+peven_mask(const Packet& /*a*/) {
+  typedef typename unpacket_traits<Packet>::type Scalar;
+  const size_t n = unpacket_traits<Packet>::size;
+  EIGEN_ALIGN_TO_BOUNDARY(sizeof(Packet)) Scalar elements[n];
+  for(size_t i = 0; i < n; ++i) {
+    memset(elements+i, ((i & 1) == 0 ? 0xff : 0), sizeof(Scalar));
+  }
+  return ploadu<Packet>(elements);
+}
+
+
 /** \internal copy the packet \a from to \a *to, \a to must be 16 bytes aligned */
 template<typename Scalar, typename Packet> EIGEN_DEVICE_FUNC inline void pstore(Scalar* to, const Packet& from)
 { (*to) = from; }
@@ -289,6 +700,15 @@ 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; }
 
+/** \internal copy the packet \a from to \a *to, (un-aligned store with a mask)
+ * There is no generic implementation. We only have implementations for specialized
+ * cases. Generic case should not be called.
+ */
+template<typename Scalar, typename Packet>
+EIGEN_DEVICE_FUNC inline
+typename enable_if<unpacket_traits<Packet>::masked_store_available, void>::type
+pstoreu(Scalar* to, const Packet& from, typename unpacket_traits<Packet>::mask_t umask);
+
  template<typename Scalar, typename Packet> EIGEN_DEVICE_FUNC inline Packet pgather(const Scalar* from, Index /*stride*/)
  { return ploadu<Packet>(from); }
 
@@ -298,8 +718,10 @@ template<typename Scalar, typename Packet> EIGEN_DEVICE_FUNC inline void pstoreu
 /** \internal tries to do cache prefetching of \a addr */
 template<typename Scalar> EIGEN_DEVICE_FUNC inline void prefetch(const Scalar* addr)
 {
-#ifdef __CUDA_ARCH__
+#if defined(EIGEN_HIP_DEVICE_COMPILE)
-#if defined(__LP64__)
+  // do nothing
+#elif defined(EIGEN_CUDA_ARCH)
+#if defined(__LP64__) || EIGEN_OS_WIN64
   // 64-bit pointer operand constraint for inlined asm
   asm(" prefetch.L1 [ %1 ];" : "=l"(addr) : "l"(addr));
 #else
@@ -311,39 +733,6 @@ template<typename Scalar> EIGEN_DEVICE_FUNC inline void prefetch(const Scalar* a
 #endif
 }
 
-/** \internal \returns the first element of a packet */
-template<typename Packet> EIGEN_DEVICE_FUNC inline typename unpacket_traits<Packet>::type pfirst(const Packet& a)
-{ return a; }
-
-/** \internal \returns a packet where the element i contains the sum of the packet of \a vec[i] */
-template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
-preduxp(const Packet* vecs) { return vecs[0]; }
-
-/** \internal \returns the sum of the elements of \a a*/
-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
-predux_downto4(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; }
-
-/** \internal \returns the min of the elements of \a a*/
-template<typename Packet> EIGEN_DEVICE_FUNC inline typename unpacket_traits<Packet>::type predux_min(const Packet& a)
-{ return a; }
-
-/** \internal \returns the max of the elements of \a a*/
-template<typename Packet> EIGEN_DEVICE_FUNC inline typename unpacket_traits<Packet>::type predux_max(const Packet& a)
-{ return a; }
-
 /** \internal \returns the reversed elements of \a a*/
 template<typename Packet> EIGEN_DEVICE_FUNC inline Packet preverse(const Packet& a)
 { return a; }
@@ -351,10 +740,7 @@ template<typename Packet> EIGEN_DEVICE_FUNC inline Packet preverse(const Packet&
 /** \internal \returns \a a with real and imaginary part flipped (for complex type only) */
 template<typename Packet> EIGEN_DEVICE_FUNC inline Packet pcplxflip(const Packet& a)
 {
-  // FIXME: uncomment the following in case we drop the internal imag and real functions.
+  return Packet(numext::imag(a),numext::real(a));
-//   using std::imag;
-//   using std::real;
-  return Packet(imag(a),real(a));
 }
 
 /**************************
@@ -363,47 +749,51 @@ template<typename Packet> EIGEN_DEVICE_FUNC inline Packet pcplxflip(const Packet
 
 /** \internal \returns the sine of \a a (coeff-wise) */
 template<typename Packet> EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS
-Packet psin(const Packet& a) { using std::sin; return sin(a); }
+Packet psin(const Packet& a) { EIGEN_USING_STD(sin); return sin(a); }
 
 /** \internal \returns the cosine of \a a (coeff-wise) */
 template<typename Packet> EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS
-Packet pcos(const Packet& a) { using std::cos; return cos(a); }
+Packet pcos(const Packet& a) { EIGEN_USING_STD(cos); return cos(a); }
 
 /** \internal \returns the tan of \a a (coeff-wise) */
 template<typename Packet> EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS
-Packet ptan(const Packet& a) { using std::tan; return tan(a); }
+Packet ptan(const Packet& a) { EIGEN_USING_STD(tan); return tan(a); }
 
 /** \internal \returns the arc sine of \a a (coeff-wise) */
 template<typename Packet> EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS
-Packet pasin(const Packet& a) { using std::asin; return asin(a); }
+Packet pasin(const Packet& a) { EIGEN_USING_STD(asin); return asin(a); }
 
 /** \internal \returns the arc cosine of \a a (coeff-wise) */
 template<typename Packet> EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS
-Packet pacos(const Packet& a) { using std::acos; return acos(a); }
+Packet pacos(const Packet& a) { EIGEN_USING_STD(acos); return acos(a); }
 
 /** \internal \returns the arc tangent 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); }
+Packet patan(const Packet& a) { EIGEN_USING_STD(atan); return atan(a); }
 
 /** \internal \returns the hyperbolic sine of \a a (coeff-wise) */
 template<typename Packet> EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS
-Packet psinh(const Packet& a) { using std::sinh; return sinh(a); }
+Packet psinh(const Packet& a) { EIGEN_USING_STD(sinh); return sinh(a); }
 
 /** \internal \returns the hyperbolic cosine of \a a (coeff-wise) */
 template<typename Packet> EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS
-Packet pcosh(const Packet& a) { using std::cosh; return cosh(a); }
+Packet pcosh(const Packet& a) { EIGEN_USING_STD(cosh); return cosh(a); }
 
 /** \internal \returns the hyperbolic tan of \a a (coeff-wise) */
 template<typename Packet> EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS
-Packet ptanh(const Packet& a) { using std::tanh; return tanh(a); }
+Packet ptanh(const Packet& a) { EIGEN_USING_STD(tanh); return tanh(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); }
+Packet pexp(const Packet& a) { EIGEN_USING_STD(exp); return exp(a); }
+
+/** \internal \returns the expm1 of \a a (coeff-wise) */
+template<typename Packet> EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS
+Packet pexpm1(const Packet& a) { return numext::expm1(a); }
 
 /** \internal \returns the log of \a a (coeff-wise) */
 template<typename Packet> EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS
-Packet plog(const Packet& a) { using std::log; return log(a); }
+Packet plog(const Packet& a) { EIGEN_USING_STD(log); return log(a); }
 
 /** \internal \returns the log1p of \a a (coeff-wise) */
 template<typename Packet> EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS
@@ -411,16 +801,24 @@ Packet plog1p(const Packet& a) { return numext::log1p(a); }
 
 /** \internal \returns the log10 of \a a (coeff-wise) */
 template<typename Packet> EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS
-Packet plog10(const Packet& a) { using std::log10; return log10(a); }
+Packet plog10(const Packet& a) { EIGEN_USING_STD(log10); return log10(a); }
+
+/** \internal \returns the log10 of \a a (coeff-wise) */
+template<typename Packet> EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS
+Packet plog2(const Packet& a) {
+  typedef typename internal::unpacket_traits<Packet>::type Scalar;
+  return pmul(pset1<Packet>(Scalar(EIGEN_LOG2E)), plog(a)); 
+}
 
 /** \internal \returns the square-root of \a a (coeff-wise) */
 template<typename Packet> EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS
-Packet psqrt(const Packet& a) { using std::sqrt; return sqrt(a); }
+Packet psqrt(const Packet& a) { return numext::sqrt(a); }
 
 /** \internal \returns the reciprocal square-root of \a a (coeff-wise) */
 template<typename Packet> EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS
 Packet prsqrt(const Packet& a) {
-  return pdiv(pset1<Packet>(1), psqrt(a));
+  typedef typename internal::unpacket_traits<Packet>::type Scalar;
+  return pdiv(pset1<Packet>(Scalar(1)), psqrt(a));
 }
 
 /** \internal \returns the rounded value of \a a (coeff-wise) */
@@ -431,15 +829,121 @@ Packet pround(const Packet& a) { using numext::round; return round(a); }
 template<typename Packet> EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS
 Packet pfloor(const Packet& a) { using numext::floor; return floor(a); }
 
+/** \internal \returns the rounded value of \a a (coeff-wise) with current
+ * rounding mode */
+template<typename Packet> EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS
+Packet print(const Packet& a) { using numext::rint; return rint(a); }
+
 /** \internal \returns the ceil of \a a (coeff-wise) */
 template<typename Packet> EIGEN_DECLARE_FUNCTION_ALLOWING_MULTIPLE_DEFINITIONS
 Packet pceil(const Packet& a) { using numext::ceil; return ceil(a); }
 
+/** \internal \returns the first element of a packet */
+template<typename Packet>
+EIGEN_DEVICE_FUNC inline typename unpacket_traits<Packet>::type
+pfirst(const Packet& a)
+{ return a; }
+
+/** \internal \returns the sum of the elements of upper and lower half of \a a if \a a is larger than 4.
+  * 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
+predux_half_dowto4(const Packet& a)
+{ return a; }
+
+// Slow generic implementation of Packet reduction.
+template <typename Packet, typename Op>
+EIGEN_DEVICE_FUNC inline typename unpacket_traits<Packet>::type
+predux_helper(const Packet& a, Op op) {
+  typedef typename unpacket_traits<Packet>::type Scalar;
+  const size_t n = unpacket_traits<Packet>::size;
+  EIGEN_ALIGN_TO_BOUNDARY(sizeof(Packet)) Scalar elements[n];
+  pstoreu<Scalar>(elements, a);
+  for(size_t k = n / 2; k > 0; k /= 2)  {
+    for(size_t i = 0; i < k; ++i) {
+      elements[i] = op(elements[i], elements[i + k]);
+    }
+  }
+  return elements[0];
+}
+
+/** \internal \returns the sum of the elements of \a a*/
+template<typename Packet>
+EIGEN_DEVICE_FUNC inline typename unpacket_traits<Packet>::type
+predux(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) {
+  typedef typename unpacket_traits<Packet>::type Scalar; 
+  return predux_helper(a, EIGEN_BINARY_OP_NAN_PROPAGATION(Scalar, (pmul<Scalar>)));
+}
+
+/** \internal \returns the min of the elements of \a a */
+template <typename Packet>
+EIGEN_DEVICE_FUNC inline typename unpacket_traits<Packet>::type predux_min(
+    const Packet &a) {
+  typedef typename unpacket_traits<Packet>::type Scalar; 
+  return predux_helper(a, EIGEN_BINARY_OP_NAN_PROPAGATION(Scalar, (pmin<PropagateFast, Scalar>)));
+}
+
+template <int NaNPropagation, typename Packet>
+EIGEN_DEVICE_FUNC inline typename unpacket_traits<Packet>::type predux_min(
+    const Packet& a) {
+  typedef typename unpacket_traits<Packet>::type Scalar; 
+  return predux_helper(a, EIGEN_BINARY_OP_NAN_PROPAGATION(Scalar, (pmin<NaNPropagation, Scalar>)));
+}
+
+/** \internal \returns the min of the elements of \a a */
+template <typename Packet>
+EIGEN_DEVICE_FUNC inline typename unpacket_traits<Packet>::type predux_max(
+    const Packet &a) {
+  typedef typename unpacket_traits<Packet>::type Scalar; 
+  return predux_helper(a, EIGEN_BINARY_OP_NAN_PROPAGATION(Scalar, (pmax<PropagateFast, Scalar>)));
+}
+
+template <int NaNPropagation, typename Packet>
+EIGEN_DEVICE_FUNC inline typename unpacket_traits<Packet>::type predux_max(
+    const Packet& a) {
+  typedef typename unpacket_traits<Packet>::type Scalar; 
+  return predux_helper(a, EIGEN_BINARY_OP_NAN_PROPAGATION(Scalar, (pmax<NaNPropagation, Scalar>)));
+}
+
+#undef EIGEN_BINARY_OP_NAN_PROPAGATION
+
+/** \internal \returns true if all coeffs of \a a means "true"
+  * It is supposed to be called on values returned by pcmp_*.
+  */
+// not needed yet
+// template<typename Packet> EIGEN_DEVICE_FUNC inline bool predux_all(const Packet& a)
+// { return bool(a); }
+
+/** \internal \returns true if any coeffs of \a a means "true"
+  * It is supposed to be called on values returned by pcmp_*.
+  */
+template<typename Packet> EIGEN_DEVICE_FUNC inline bool predux_any(const Packet& a)
+{
+  // Dirty but generic implementation where "true" is assumed to be non 0 and all the sames.
+  // It is expected that "true" is either:
+  //  - Scalar(1)
+  //  - bits full of ones (NaN for floats),
+  //  - or first bit equals to 1 (1 for ints, smallest denormal for floats).
+  // For all these cases, taking the sum is just fine, and this boils down to a no-op for scalars.
+  typedef typename unpacket_traits<Packet>::type Scalar;
+  return numext::not_equal_strict(predux(a), Scalar(0));
+}
+
 /***************************************************************************
 * The following functions might not have to be overwritten for vectorized types
 ***************************************************************************/
 
-/** \internal copy a packet with constant coeficient \a a (e.g., [a,a,a,a]) to \a *to. \a to must be 16 bytes aligned */
+/** \internal copy a packet with constant coefficient \a a (e.g., [a,a,a,a]) to \a *to. \a to must be 16 bytes aligned */
 // NOTE: this function must really be templated on the packet type (think about different packet types for the same scalar type)
 template<typename Packet>
 inline void pstore1(typename unpacket_traits<Packet>::type* to, const typename unpacket_traits<Packet>::type& a)
@@ -487,47 +991,18 @@ EIGEN_DEVICE_FUNC EIGEN_ALWAYS_INLINE Packet ploadt_ro(const typename unpacket_t
   return ploadt<Packet, LoadMode>(from);
 }
 
-/** \internal default implementation of palign() allowing partial specialization */
-template<int Offset,typename PacketType>
-struct palign_impl
-{
-  // by default data are aligned, so there is nothing to be done :)
-  static inline void run(PacketType&, const PacketType&) {}
-};
-
-/** \internal update \a first using the concatenation of the packet_size minus \a Offset last elements
-  * of \a first and \a Offset first elements of \a second.
-  * 
-  * This function is currently only used to optimize matrix-vector products on unligned matrices.
-  * It takes 2 packets that represent a contiguous memory array, and returns a packet starting
-  * at the position \a Offset. For instance, for packets of 4 elements, we have:
-  *  Input:
-  *  - first = {f0,f1,f2,f3}
-  *  - second = {s0,s1,s2,s3}
-  * Output: 
-  *   - if Offset==0 then {f0,f1,f2,f3}
-  *   - if Offset==1 then {f1,f2,f3,s0}
-  *   - if Offset==2 then {f2,f3,s0,s1}
-  *   - if Offset==3 then {f3,s0,s1,s3}
-  */
-template<int Offset,typename PacketType>
-inline void palign(PacketType& first, const PacketType& second)
-{
-  palign_impl<Offset,PacketType>::run(first,second);
-}
-
 /***************************************************************************
 * Fast complex products (GCC generates a function call which is very slow)
 ***************************************************************************/
 
 // Eigen+CUDA does not support complexes.
-#ifndef __CUDACC__
+#if !defined(EIGEN_GPUCC)
 
 template<> inline std::complex<float> pmul(const std::complex<float>& a, const std::complex<float>& b)
-{ return std::complex<float>(real(a)*real(b) - imag(a)*imag(b), imag(a)*real(b) + real(a)*imag(b)); }
+{ return std::complex<float>(a.real()*b.real() - a.imag()*b.imag(), a.imag()*b.real() + a.real()*b.imag()); }
 
 template<> inline std::complex<double> pmul(const std::complex<double>& a, const std::complex<double>& b)
-{ return std::complex<double>(real(a)*real(b) - imag(a)*imag(b), imag(a)*real(b) + real(a)*imag(b)); }
+{ return std::complex<double>(a.real()*b.real() - a.imag()*b.imag(), a.imag()*b.real() + a.real()*b.imag()); }
 
 #endif
 
@@ -558,34 +1033,6 @@ pblend(const Selector<unpacket_traits<Packet>::size>& ifPacket, const Packet& th
   return ifPacket.select[0] ? thenPacket : elsePacket;
 }
 
-/** \internal \returns \a a with the first coefficient replaced by the scalar b */
-template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
-pinsertfirst(const Packet& a, typename unpacket_traits<Packet>::type b)
-{
-  // Default implementation based on pblend.
-  // It must be specialized for higher performance.
-  Selector<unpacket_traits<Packet>::size> mask;
-  mask.select[0] = true;
-  // This for loop should be optimized away by the compiler.
-  for(Index i=1; i<unpacket_traits<Packet>::size; ++i)
-    mask.select[i] = false;
-  return pblend(mask, pset1<Packet>(b), a);
-}
-
-/** \internal \returns \a a with the last coefficient replaced by the scalar b */
-template<typename Packet> EIGEN_DEVICE_FUNC inline Packet
-pinsertlast(const Packet& a, typename unpacket_traits<Packet>::type b)
-{
-  // Default implementation based on pblend.
-  // It must be specialized for higher performance.
-  Selector<unpacket_traits<Packet>::size> mask;
-  // This for loop should be optimized away by the compiler.
-  for(Index i=0; i<unpacket_traits<Packet>::size-1; ++i)
-    mask.select[i] = false;
-  mask.select[unpacket_traits<Packet>::size-1] = true;
-  return pblend(mask, pset1<Packet>(b), a);
-}
-
 } // end namespace internal
 
 } // end namespace Eigen

gtsam/3rdparty/Eigen/Eigen/src/Core/GlobalFunctions.h

@@ -66,21 +66,31 @@ namespace Eigen
   EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(sinh,scalar_sinh_op,hyperbolic sine,\sa ArrayBase::sinh)
   EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(cosh,scalar_cosh_op,hyperbolic cosine,\sa ArrayBase::cosh)
   EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(tanh,scalar_tanh_op,hyperbolic tangent,\sa ArrayBase::tanh)
+#if EIGEN_HAS_CXX11_MATH
+  EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(asinh,scalar_asinh_op,inverse hyperbolic sine,\sa ArrayBase::asinh)
+  EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(acosh,scalar_acosh_op,inverse hyperbolic cosine,\sa ArrayBase::acosh)
+  EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(atanh,scalar_atanh_op,inverse hyperbolic tangent,\sa ArrayBase::atanh)
+#endif
+  EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(logistic,scalar_logistic_op,logistic function,\sa ArrayBase::logistic)
   EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(lgamma,scalar_lgamma_op,natural logarithm of the gamma function,\sa ArrayBase::lgamma)
   EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(digamma,scalar_digamma_op,derivative of lgamma,\sa ArrayBase::digamma)
   EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(erf,scalar_erf_op,error function,\sa ArrayBase::erf)
   EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(erfc,scalar_erfc_op,complement error function,\sa ArrayBase::erfc)
+  EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(ndtri,scalar_ndtri_op,inverse normal distribution function,\sa ArrayBase::ndtri)
   EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(exp,scalar_exp_op,exponential,\sa ArrayBase::exp)
+  EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(expm1,scalar_expm1_op,exponential of a value minus 1,\sa ArrayBase::expm1)
   EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(log,scalar_log_op,natural logarithm,\sa Eigen::log10 DOXCOMMA ArrayBase::log)
   EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(log1p,scalar_log1p_op,natural logarithm of 1 plus the value,\sa ArrayBase::log1p)
-  EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(log10,scalar_log10_op,base 10 logarithm,\sa Eigen::log DOXCOMMA ArrayBase::log)
+  EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(log10,scalar_log10_op,base 10 logarithm,\sa Eigen::log DOXCOMMA ArrayBase::log10)
+  EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(log2,scalar_log2_op,base 2 logarithm,\sa Eigen::log DOXCOMMA ArrayBase::log2)
   EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(abs,scalar_abs_op,absolute value,\sa ArrayBase::abs DOXCOMMA MatrixBase::cwiseAbs)
   EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(abs2,scalar_abs2_op,squared absolute value,\sa ArrayBase::abs2 DOXCOMMA MatrixBase::cwiseAbs2)
-  EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(arg,scalar_arg_op,complex argument,\sa ArrayBase::arg)
+  EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(arg,scalar_arg_op,complex argument,\sa ArrayBase::arg DOXCOMMA MatrixBase::cwiseArg)
   EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(sqrt,scalar_sqrt_op,square root,\sa ArrayBase::sqrt DOXCOMMA MatrixBase::cwiseSqrt)
   EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(rsqrt,scalar_rsqrt_op,reciprocal square root,\sa ArrayBase::rsqrt)
   EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(square,scalar_square_op,square (power 2),\sa Eigen::abs2 DOXCOMMA Eigen::pow DOXCOMMA ArrayBase::square)
   EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(cube,scalar_cube_op,cube (power 3),\sa Eigen::pow DOXCOMMA ArrayBase::cube)
+  EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(rint,scalar_rint_op,nearest integer,\sa Eigen::floor DOXCOMMA Eigen::ceil DOXCOMMA ArrayBase::round)
   EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(round,scalar_round_op,nearest integer,\sa Eigen::floor DOXCOMMA Eigen::ceil DOXCOMMA ArrayBase::round)
   EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(floor,scalar_floor_op,nearest integer not greater than the giben value,\sa Eigen::ceil DOXCOMMA ArrayBase::floor)
   EIGEN_ARRAY_DECLARE_GLOBAL_UNARY(ceil,scalar_ceil_op,nearest integer not less than the giben value,\sa Eigen::floor DOXCOMMA ArrayBase::ceil)
@@ -103,16 +113,17 @@ namespace Eigen
   pow(const Eigen::ArrayBase<Derived>& x, const ScalarExponent& exponent);
 #else
   template <typename Derived,typename ScalarExponent>
-  inline typename internal::enable_if<   !(internal::is_same<typename Derived::Scalar,ScalarExponent>::value) && EIGEN_SCALAR_BINARY_SUPPORTED(pow,typename Derived::Scalar,ScalarExponent),
+  EIGEN_DEVICE_FUNC inline
-          const EIGEN_EXPR_BINARYOP_SCALAR_RETURN_TYPE(Derived,ScalarExponent,pow) >::type
+  EIGEN_MSVC10_WORKAROUND_BINARYOP_RETURN_TYPE(
-  pow(const Eigen::ArrayBase<Derived>& x, const ScalarExponent& exponent) {
+    const EIGEN_EXPR_BINARYOP_SCALAR_RETURN_TYPE(Derived,typename internal::promote_scalar_arg<typename Derived::Scalar
-    return x.derived().pow(exponent);
+                                                 EIGEN_COMMA ScalarExponent EIGEN_COMMA
-  }
+                                                 EIGEN_SCALAR_BINARY_SUPPORTED(pow,typename Derived::Scalar,ScalarExponent)>::type,pow))
-
+  pow(const Eigen::ArrayBase<Derived>& x, const ScalarExponent& exponent)
-  template<typename Derived>
+  {
-  inline const EIGEN_EXPR_BINARYOP_SCALAR_RETURN_TYPE(Derived,typename Derived::Scalar,pow)
+    typedef typename internal::promote_scalar_arg<typename Derived::Scalar,ScalarExponent,
-  pow(const Eigen::ArrayBase<Derived>& x, const typename Derived::Scalar& exponent) {
+                                                  EIGEN_SCALAR_BINARY_SUPPORTED(pow,typename Derived::Scalar,ScalarExponent)>::type PromotedExponent;
-    return x.derived().pow(exponent);
+    return EIGEN_EXPR_BINARYOP_SCALAR_RETURN_TYPE(Derived,PromotedExponent,pow)(x.derived(),
+           typename internal::plain_constant_type<Derived,PromotedExponent>::type(x.derived().rows(), x.derived().cols(), internal::scalar_constant_op<PromotedExponent>(exponent)));
   }
 #endif
 
@@ -156,20 +167,16 @@ namespace Eigen
   pow(const Scalar& x,const Eigen::ArrayBase<Derived>& x);
 #else
   template <typename Scalar, typename Derived>
-  inline typename internal::enable_if<   !(internal::is_same<typename Derived::Scalar,Scalar>::value) && EIGEN_SCALAR_BINARY_SUPPORTED(pow,Scalar,typename Derived::Scalar),
+  EIGEN_DEVICE_FUNC inline
-          const EIGEN_SCALAR_BINARYOP_EXPR_RETURN_TYPE(Scalar,Derived,pow) >::type
+  EIGEN_MSVC10_WORKAROUND_BINARYOP_RETURN_TYPE(
-  pow(const Scalar& x, const Eigen::ArrayBase<Derived>& exponents)
+    const EIGEN_SCALAR_BINARYOP_EXPR_RETURN_TYPE(typename internal::promote_scalar_arg<typename Derived::Scalar
-  {
+                                                 EIGEN_COMMA Scalar EIGEN_COMMA
-    return EIGEN_SCALAR_BINARYOP_EXPR_RETURN_TYPE(Scalar,Derived,pow)(
+                                                 EIGEN_SCALAR_BINARY_SUPPORTED(pow,Scalar,typename Derived::Scalar)>::type,Derived,pow))
-            typename internal::plain_constant_type<Derived,Scalar>::type(exponents.rows(), exponents.cols(), x), exponents.derived() );
+  pow(const Scalar& x, const Eigen::ArrayBase<Derived>& exponents) {
-  }
+    typedef typename internal::promote_scalar_arg<typename Derived::Scalar,Scalar,
-
+                                                  EIGEN_SCALAR_BINARY_SUPPORTED(pow,Scalar,typename Derived::Scalar)>::type PromotedScalar;
-  template<typename Derived>
+    return EIGEN_SCALAR_BINARYOP_EXPR_RETURN_TYPE(PromotedScalar,Derived,pow)(
-  inline const EIGEN_SCALAR_BINARYOP_EXPR_RETURN_TYPE(typename Derived::Scalar,Derived,pow)
+           typename internal::plain_constant_type<Derived,PromotedScalar>::type(exponents.derived().rows(), exponents.derived().cols(), internal::scalar_constant_op<PromotedScalar>(x)), exponents.derived());
-  pow(const typename Derived::Scalar& x, const Eigen::ArrayBase<Derived>& exponents)
-  {
-    return EIGEN_SCALAR_BINARYOP_EXPR_RETURN_TYPE(typename Derived::Scalar,Derived,pow)(
-      typename internal::plain_constant_type<Derived,typename Derived::Scalar>::type(exponents.rows(), exponents.cols(), x), exponents.derived() );
   }
 #endif
 

gtsam/3rdparty/Eigen/Eigen/src/Core/IO.h

@@ -41,6 +41,7 @@ std::ostream & print_matrix(std::ostream & s, const Derived& _m, const IOFormat&
   *  - \b rowSuffix string printed at the end of each row
   *  - \b matPrefix string printed at the beginning of the matrix
   *  - \b matSuffix string printed at the end of the matrix
+  *  - \b fill character printed to fill the empty space in aligned columns
   *
   * Example: \include IOFormat.cpp
   * Output: \verbinclude IOFormat.out
@@ -53,9 +54,9 @@ struct IOFormat
   IOFormat(int _precision = StreamPrecision, int _flags = 0,
     const std::string& _coeffSeparator = " ",
     const std::string& _rowSeparator = "\n", const std::string& _rowPrefix="", const std::string& _rowSuffix="",
-    const std::string& _matPrefix="", const std::string& _matSuffix="")
+    const std::string& _matPrefix="", const std::string& _matSuffix="", const char _fill=' ')
   : matPrefix(_matPrefix), matSuffix(_matSuffix), rowPrefix(_rowPrefix), rowSuffix(_rowSuffix), rowSeparator(_rowSeparator),
-    rowSpacer(""), coeffSeparator(_coeffSeparator), precision(_precision), flags(_flags)
+    rowSpacer(""), coeffSeparator(_coeffSeparator), fill(_fill), precision(_precision), flags(_flags)
   {
     // TODO check if rowPrefix, rowSuffix or rowSeparator contains a newline
     // don't add rowSpacer if columns are not to be aligned
@@ -71,6 +72,7 @@ struct IOFormat
   std::string matPrefix, matSuffix;
   std::string rowPrefix, rowSuffix, rowSeparator, rowSpacer;
   std::string coeffSeparator;
+  char fill;
   int precision;
   int flags;
 };
@@ -128,6 +130,9 @@ struct significant_decimals_impl
 template<typename Derived>
 std::ostream & print_matrix(std::ostream & s, const Derived& _m, const IOFormat& fmt)
 {
+  using internal::is_same;
+  using internal::conditional;
+
   if(_m.size() == 0)
   {
     s << fmt.matPrefix << fmt.matSuffix;
@@ -136,6 +141,22 @@ std::ostream & print_matrix(std::ostream & s, const Derived& _m, const IOFormat&
   
   typename Derived::Nested m = _m;
   typedef typename Derived::Scalar Scalar;
+  typedef typename
+      conditional<
+          is_same<Scalar, char>::value ||
+            is_same<Scalar, unsigned char>::value ||
+            is_same<Scalar, numext::int8_t>::value ||
+            is_same<Scalar, numext::uint8_t>::value,
+          int,
+          typename conditional<
+              is_same<Scalar, std::complex<char> >::value ||
+                is_same<Scalar, std::complex<unsigned char> >::value ||
+                is_same<Scalar, std::complex<numext::int8_t> >::value ||
+                is_same<Scalar, std::complex<numext::uint8_t> >::value,
+              std::complex<int>,
+              const Scalar&
+            >::type
+        >::type PrintType;
 
   Index width = 0;
 
@@ -172,23 +193,31 @@ std::ostream & print_matrix(std::ostream & s, const Derived& _m, const IOFormat&
       {
         std::stringstream sstr;
         sstr.copyfmt(s);
-        sstr << m.coeff(i,j);
+        sstr << static_cast<PrintType>(m.coeff(i,j));
         width = std::max<Index>(width, Index(sstr.str().length()));
       }
   }
+  std::streamsize old_width = s.width();
+  char old_fill_character = s.fill();
   s << fmt.matPrefix;
   for(Index i = 0; i < m.rows(); ++i)
   {
     if (i)
       s << fmt.rowSpacer;
     s << fmt.rowPrefix;
-    if(width) s.width(width);
+    if(width) {
-    s << m.coeff(i, 0);
+      s.fill(fmt.fill);
+      s.width(width);
+    }
+    s << static_cast<PrintType>(m.coeff(i, 0));
     for(Index j = 1; j < m.cols(); ++j)
     {
       s << fmt.coeffSeparator;
-      if (width) s.width(width);
+      if(width) {
-      s << m.coeff(i, j);
+        s.fill(fmt.fill);
+        s.width(width);
+      }
+      s << static_cast<PrintType>(m.coeff(i, j));
     }
     s << fmt.rowSuffix;
     if( i < m.rows() - 1)
@@ -196,6 +225,10 @@ std::ostream & print_matrix(std::ostream & s, const Derived& _m, const IOFormat&
   }
   s << fmt.matSuffix;
   if(explicit_precision) s.precision(old_precision);
+  if(width) {
+    s.fill(old_fill_character);
+    s.width(old_width);
+  }
   return s;
 }
 

gtsam/3rdparty/Eigen/Eigen/src/Core/IndexedView.h

@@ -0,0 +1,237 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2017 Gael Guennebaud <gael.guennebaud@inria.fr>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_INDEXED_VIEW_H
+#define EIGEN_INDEXED_VIEW_H
+
+namespace Eigen {
+
+namespace internal {
+
+template<typename XprType, typename RowIndices, typename ColIndices>
+struct traits<IndexedView<XprType, RowIndices, ColIndices> >
+ : traits<XprType>
+{
+  enum {
+    RowsAtCompileTime = int(array_size<RowIndices>::value),
+    ColsAtCompileTime = int(array_size<ColIndices>::value),
+    MaxRowsAtCompileTime = RowsAtCompileTime != Dynamic ? int(RowsAtCompileTime) : Dynamic,
+    MaxColsAtCompileTime = ColsAtCompileTime != Dynamic ? int(ColsAtCompileTime) : Dynamic,
+
+    XprTypeIsRowMajor = (int(traits<XprType>::Flags)&RowMajorBit) != 0,
+    IsRowMajor = (MaxRowsAtCompileTime==1&&MaxColsAtCompileTime!=1) ? 1
+               : (MaxColsAtCompileTime==1&&MaxRowsAtCompileTime!=1) ? 0
+               : XprTypeIsRowMajor,
+
+    RowIncr = int(get_compile_time_incr<RowIndices>::value),
+    ColIncr = int(get_compile_time_incr<ColIndices>::value),
+    InnerIncr = IsRowMajor ? ColIncr : RowIncr,
+    OuterIncr = IsRowMajor ? RowIncr : ColIncr,
+
+    HasSameStorageOrderAsXprType = (IsRowMajor == XprTypeIsRowMajor),
+    XprInnerStride = HasSameStorageOrderAsXprType ? int(inner_stride_at_compile_time<XprType>::ret) : int(outer_stride_at_compile_time<XprType>::ret),
+    XprOuterstride = HasSameStorageOrderAsXprType ? int(outer_stride_at_compile_time<XprType>::ret) : int(inner_stride_at_compile_time<XprType>::ret),
+
+    InnerSize = XprTypeIsRowMajor ? ColsAtCompileTime : RowsAtCompileTime,
+    IsBlockAlike = InnerIncr==1 && OuterIncr==1,
+    IsInnerPannel = HasSameStorageOrderAsXprType && is_same<AllRange<InnerSize>,typename conditional<XprTypeIsRowMajor,ColIndices,RowIndices>::type>::value,
+
+    InnerStrideAtCompileTime = InnerIncr<0 || InnerIncr==DynamicIndex || XprInnerStride==Dynamic ? Dynamic : XprInnerStride * InnerIncr,
+    OuterStrideAtCompileTime = OuterIncr<0 || OuterIncr==DynamicIndex || XprOuterstride==Dynamic ? Dynamic : XprOuterstride * OuterIncr,
+
+    ReturnAsScalar = is_same<RowIndices,SingleRange>::value && is_same<ColIndices,SingleRange>::value,
+    ReturnAsBlock = (!ReturnAsScalar) && IsBlockAlike,
+    ReturnAsIndexedView = (!ReturnAsScalar) && (!ReturnAsBlock),
+
+    // FIXME we deal with compile-time strides if and only if we have DirectAccessBit flag,
+    // but this is too strict regarding negative strides...
+    DirectAccessMask = (int(InnerIncr)!=UndefinedIncr && int(OuterIncr)!=UndefinedIncr && InnerIncr>=0 && OuterIncr>=0) ? DirectAccessBit : 0,
+    FlagsRowMajorBit = IsRowMajor ? RowMajorBit : 0,
+    FlagsLvalueBit = is_lvalue<XprType>::value ? LvalueBit : 0,
+    FlagsLinearAccessBit = (RowsAtCompileTime == 1 || ColsAtCompileTime == 1) ? LinearAccessBit : 0,
+    Flags = (traits<XprType>::Flags & (HereditaryBits | DirectAccessMask )) | FlagsLvalueBit | FlagsRowMajorBit | FlagsLinearAccessBit
+  };
+
+  typedef Block<XprType,RowsAtCompileTime,ColsAtCompileTime,IsInnerPannel> BlockType;
+};
+
+}
+
+template<typename XprType, typename RowIndices, typename ColIndices, typename StorageKind>
+class IndexedViewImpl;
+
+
+/** \class IndexedView
+  * \ingroup Core_Module
+  *
+  * \brief Expression of a non-sequential sub-matrix defined by arbitrary sequences of row and column indices
+  *
+  * \tparam XprType the type of the expression in which we are taking the intersections of sub-rows and sub-columns
+  * \tparam RowIndices the type of the object defining the sequence of row indices
+  * \tparam ColIndices the type of the object defining the sequence of column indices
+  *
+  * This class represents an expression of a sub-matrix (or sub-vector) defined as the intersection
+  * of sub-sets of rows and columns, that are themself defined by generic sequences of row indices \f$ \{r_0,r_1,..r_{m-1}\} \f$
+  * and column indices \f$ \{c_0,c_1,..c_{n-1} \}\f$. Let \f$ A \f$  be the nested matrix, then the resulting matrix \f$ B \f$ has \c m
+  * rows and \c n columns, and its entries are given by: \f$ B(i,j) = A(r_i,c_j) \f$.
+  *
+  * The \c RowIndices and \c ColIndices types must be compatible with the following API:
+  * \code
+  * <integral type> operator[](Index) const;
+  * Index size() const;
+  * \endcode
+  *
+  * Typical supported types thus include:
+  *  - std::vector<int>
+  *  - std::valarray<int>
+  *  - std::array<int>
+  *  - Plain C arrays: int[N]
+  *  - Eigen::ArrayXi
+  *  - decltype(ArrayXi::LinSpaced(...))
+  *  - Any view/expressions of the previous types
+  *  - Eigen::ArithmeticSequence
+  *  - Eigen::internal::AllRange      (helper for Eigen::all)
+  *  - Eigen::internal::SingleRange  (helper for single index)
+  *  - etc.
+  *
+  * In typical usages of %Eigen, this class should never be used directly. It is the return type of
+  * DenseBase::operator()(const RowIndices&, const ColIndices&).
+  *
+  * \sa class Block
+  */
+template<typename XprType, typename RowIndices, typename ColIndices>
+class IndexedView : public IndexedViewImpl<XprType, RowIndices, ColIndices, typename internal::traits<XprType>::StorageKind>
+{
+public:
+  typedef typename IndexedViewImpl<XprType, RowIndices, ColIndices, typename internal::traits<XprType>::StorageKind>::Base Base;
+  EIGEN_GENERIC_PUBLIC_INTERFACE(IndexedView)
+  EIGEN_INHERIT_ASSIGNMENT_OPERATORS(IndexedView)
+
+  typedef typename internal::ref_selector<XprType>::non_const_type MatrixTypeNested;
+  typedef typename internal::remove_all<XprType>::type NestedExpression;
+
+  template<typename T0, typename T1>
+  IndexedView(XprType& xpr, const T0& rowIndices, const T1& colIndices)
+    : m_xpr(xpr), m_rowIndices(rowIndices), m_colIndices(colIndices)
+  {}
+
+  /** \returns number of rows */
+  Index rows() const { return internal::size(m_rowIndices); }
+
+  /** \returns number of columns */
+  Index cols() const { return internal::size(m_colIndices); }
+
+  /** \returns the nested expression */
+  const typename internal::remove_all<XprType>::type&
+  nestedExpression() const { return m_xpr; }
+
+  /** \returns the nested expression */
+  typename internal::remove_reference<XprType>::type&
+  nestedExpression() { return m_xpr; }
+
+  /** \returns a const reference to the object storing/generating the row indices */
+  const RowIndices& rowIndices() const { return m_rowIndices; }
+
+  /** \returns a const reference to the object storing/generating the column indices */
+  const ColIndices& colIndices() const { return m_colIndices; }
+
+protected:
+  MatrixTypeNested m_xpr;
+  RowIndices m_rowIndices;
+  ColIndices m_colIndices;
+};
+
+
+// Generic API dispatcher
+template<typename XprType, typename RowIndices, typename ColIndices, typename StorageKind>
+class IndexedViewImpl
+  : public internal::generic_xpr_base<IndexedView<XprType, RowIndices, ColIndices> >::type
+{
+public:
+  typedef typename internal::generic_xpr_base<IndexedView<XprType, RowIndices, ColIndices> >::type Base;
+};
+
+namespace internal {
+
+
+template<typename ArgType, typename RowIndices, typename ColIndices>
+struct unary_evaluator<IndexedView<ArgType, RowIndices, ColIndices>, IndexBased>
+  : evaluator_base<IndexedView<ArgType, RowIndices, ColIndices> >
+{
+  typedef IndexedView<ArgType, RowIndices, ColIndices> XprType;
+
+  enum {
+    CoeffReadCost = evaluator<ArgType>::CoeffReadCost /* TODO + cost of row/col index */,
+
+    FlagsLinearAccessBit = (traits<XprType>::RowsAtCompileTime == 1 || traits<XprType>::ColsAtCompileTime == 1) ? LinearAccessBit : 0,
+
+    FlagsRowMajorBit = traits<XprType>::FlagsRowMajorBit, 
+
+    Flags = (evaluator<ArgType>::Flags & (HereditaryBits & ~RowMajorBit /*| LinearAccessBit | DirectAccessBit*/)) | FlagsLinearAccessBit | FlagsRowMajorBit,
+
+    Alignment = 0
+  };
+
+  EIGEN_DEVICE_FUNC explicit unary_evaluator(const XprType& xpr) : m_argImpl(xpr.nestedExpression()), m_xpr(xpr)
+  {
+    EIGEN_INTERNAL_CHECK_COST_VALUE(CoeffReadCost);
+  }
+
+  typedef typename XprType::Scalar Scalar;
+  typedef typename XprType::CoeffReturnType CoeffReturnType;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  CoeffReturnType coeff(Index row, Index col) const
+  {
+    return m_argImpl.coeff(m_xpr.rowIndices()[row], m_xpr.colIndices()[col]);
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  Scalar& coeffRef(Index row, Index col)
+  {
+    return m_argImpl.coeffRef(m_xpr.rowIndices()[row], m_xpr.colIndices()[col]);
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  Scalar& coeffRef(Index index)
+  {
+    EIGEN_STATIC_ASSERT_LVALUE(XprType)
+    Index row = XprType::RowsAtCompileTime == 1 ? 0 : index;
+    Index col = XprType::RowsAtCompileTime == 1 ? index : 0;
+    return m_argImpl.coeffRef( m_xpr.rowIndices()[row], m_xpr.colIndices()[col]);
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  const Scalar& coeffRef(Index index) const
+  {
+    Index row = XprType::RowsAtCompileTime == 1 ? 0 : index;
+    Index col = XprType::RowsAtCompileTime == 1 ? index : 0;
+    return m_argImpl.coeffRef( m_xpr.rowIndices()[row], m_xpr.colIndices()[col]);
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  const CoeffReturnType coeff(Index index) const
+  {
+    Index row = XprType::RowsAtCompileTime == 1 ? 0 : index;
+    Index col = XprType::RowsAtCompileTime == 1 ? index : 0;
+    return m_argImpl.coeff( m_xpr.rowIndices()[row], m_xpr.colIndices()[col]);
+  }
+
+protected:
+
+  evaluator<ArgType> m_argImpl;
+  const XprType& m_xpr;
+
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_INDEXED_VIEW_H

gtsam/3rdparty/Eigen/Eigen/src/Core/Inverse.h

@@ -1,7 +1,7 @@
 // This file is part of Eigen, a lightweight C++ template library
 // for linear algebra.
 //
-// Copyright (C) 2014 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2014-2019 Gael Guennebaud <gael.guennebaud@inria.fr>
 //
 // This Source Code Form is subject to the terms of the Mozilla
 // Public License v. 2.0. If a copy of the MPL was not distributed
@@ -44,7 +44,6 @@ class Inverse : public InverseImpl<XprType,typename internal::traits<XprType>::S
 {
 public:
   typedef typename XprType::StorageIndex StorageIndex;
-  typedef typename XprType::PlainObject                       PlainObject;
   typedef typename XprType::Scalar                            Scalar;
   typedef typename internal::ref_selector<XprType>::type      XprTypeNested;
   typedef typename internal::remove_all<XprTypeNested>::type  XprTypeNestedCleaned;
@@ -55,8 +54,8 @@ public:
     : m_xpr(xpr)
   {}
 
-  EIGEN_DEVICE_FUNC Index rows() const { return m_xpr.rows(); }
+  EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR  Index rows() const EIGEN_NOEXCEPT { return m_xpr.cols(); }
-  EIGEN_DEVICE_FUNC Index cols() const { return m_xpr.cols(); }
+  EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR  Index cols() const EIGEN_NOEXCEPT { return m_xpr.rows(); }
 
   EIGEN_DEVICE_FUNC const XprTypeNestedCleaned& nestedExpression() const { return m_xpr; }
 

gtsam/3rdparty/Eigen/Eigen/src/Core/Map.h

@@ -47,7 +47,7 @@ private:
   * \brief A matrix or vector expression mapping an existing array of data.
   *
   * \tparam PlainObjectType the equivalent matrix type of the mapped data
-  * \tparam MapOptions specifies the pointer alignment in bytes. It can be: \c #Aligned128, , \c #Aligned64, \c #Aligned32, \c #Aligned16, \c #Aligned8 or \c #Unaligned.
+  * \tparam MapOptions specifies the pointer alignment in bytes. It can be: \c #Aligned128, \c #Aligned64, \c #Aligned32, \c #Aligned16, \c #Aligned8 or \c #Unaligned.
   *                The default is \c #Unaligned.
   * \tparam StrideType optionally specifies strides. By default, Map assumes the memory layout
   *                   of an ordinary, contiguous array. This can be overridden by specifying strides.
@@ -104,19 +104,19 @@ template<typename PlainObjectType, int MapOptions, typename StrideType> class Ma
     EIGEN_DEVICE_FUNC
     inline PointerType cast_to_pointer_type(PointerArgType ptr) { return ptr; }
 
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
     inline Index innerStride() const
     {
       return StrideType::InnerStrideAtCompileTime != 0 ? m_stride.inner() : 1;
     }
 
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
     inline Index outerStride() const
     {
-      return int(StrideType::OuterStrideAtCompileTime) != 0 ? m_stride.outer()
+      return StrideType::OuterStrideAtCompileTime != 0 ? m_stride.outer()
-           : int(internal::traits<Map>::OuterStrideAtCompileTime) != Dynamic ? Index(internal::traits<Map>::OuterStrideAtCompileTime)
+           : internal::traits<Map>::OuterStrideAtCompileTime != Dynamic ? Index(internal::traits<Map>::OuterStrideAtCompileTime)
            : IsVectorAtCompileTime ? (this->size() * innerStride())
-           : (int(Flags)&RowMajorBit) ? (this->cols() * innerStride())
+           : int(Flags)&RowMajorBit ? (this->cols() * innerStride())
            : (this->rows() * innerStride());
     }
 

gtsam/3rdparty/Eigen/Eigen/src/Core/MapBase.h

@@ -87,9 +87,11 @@ template<typename Derived> class MapBase<Derived, ReadOnlyAccessors>
     typedef typename Base::CoeffReturnType CoeffReturnType;
 
     /** \copydoc DenseBase::rows() */
-    EIGEN_DEVICE_FUNC inline Index rows() const { return m_rows.value(); }
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
+    inline Index rows() const EIGEN_NOEXCEPT { return m_rows.value(); }
     /** \copydoc DenseBase::cols() */
-    EIGEN_DEVICE_FUNC inline Index cols() const { return m_cols.value(); }
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
+    inline Index cols() const EIGEN_NOEXCEPT { return m_cols.value(); }
 
     /** Returns a pointer to the first coefficient of the matrix or vector.
       *
@@ -182,6 +184,8 @@ template<typename Derived> class MapBase<Derived, ReadOnlyAccessors>
     #endif
 
   protected:
+    EIGEN_DEFAULT_COPY_CONSTRUCTOR(MapBase)
+    EIGEN_DEFAULT_EMPTY_CONSTRUCTOR_AND_DESTRUCTOR(MapBase)
 
     template<typename T>
     EIGEN_DEVICE_FUNC
@@ -294,6 +298,9 @@ template<typename Derived> class MapBase<Derived, WriteAccessors>
     // In theory we could simply refer to Base:Base::operator=, but MSVC does not like Base::Base,
     // see bugs 821 and 920.
     using ReadOnlyMapBase::Base::operator=;
+  protected:
+    EIGEN_DEFAULT_COPY_CONSTRUCTOR(MapBase)
+    EIGEN_DEFAULT_EMPTY_CONSTRUCTOR_AND_DESTRUCTOR(MapBase)
 };
 
 #undef EIGEN_STATIC_ASSERT_INDEX_BASED_ACCESS

gtsam/3rdparty/Eigen/Eigen/src/Core/MathFunctionsImpl.h

@@ -17,24 +17,28 @@ namespace internal {
 
 /** \internal \returns the hyperbolic tan of \a a (coeff-wise)
     Doesn't do anything fancy, just a 13/6-degree rational interpolant which
-    is accurate up to a couple of ulp in the range [-9, 9], outside of which
+    is accurate up to a couple of ulps in the (approximate) range [-8, 8],
-    the tanh(x) = +/-1.
+    outside of which tanh(x) = +/-1 in single precision. The input is clamped
+    to the range [-c, c]. The value c is chosen as the smallest value where
+    the approximation evaluates to exactly 1. In the reange [-0.0004, 0.0004]
+    the approxmation tanh(x) ~= x is used for better accuracy as x tends to zero.
 
     This implementation works on both scalars and packets.
 */
 template<typename T>
 T generic_fast_tanh_float(const T& a_x)
 {
-  // Clamp the inputs to the range [-9, 9] since anything outside
+  // Clamp the inputs to the range [-c, c]
-  // this range is +/-1.0f in single-precision.
+#ifdef EIGEN_VECTORIZE_FMA
-  const T plus_9 = pset1<T>(9.f);
+  const T plus_clamp = pset1<T>(7.99881172180175781f);
-  const T minus_9 = pset1<T>(-9.f);
+  const T minus_clamp = pset1<T>(-7.99881172180175781f);
-  // NOTE GCC prior to 6.3 might improperly optimize this max/min
+#else
-  //      step such that if a_x is nan, x will be either 9 or -9,
+  const T plus_clamp = pset1<T>(7.90531110763549805f);
-  //      and tanh will return 1 or -1 instead of nan.
+  const T minus_clamp = pset1<T>(-7.90531110763549805f);
-  //      This is supposed to be fixed in gcc6.3,
+#endif
-  //      see: https://gcc.gnu.org/bugzilla/show_bug.cgi?id=72867
+  const T tiny = pset1<T>(0.0004f);
-  const T x = pmax(minus_9,pmin(plus_9,a_x));
+  const T x = pmax(pmin(a_x, plus_clamp), minus_clamp);
+  const T tiny_mask = pcmp_lt(pabs(a_x), tiny);
   // The monomial coefficients of the numerator polynomial (odd).
   const T alpha_1 = pset1<T>(4.89352455891786e-03f);
   const T alpha_3 = pset1<T>(6.37261928875436e-04f);
@@ -62,20 +66,26 @@ T generic_fast_tanh_float(const T& a_x)
   p = pmadd(x2, p, alpha_1);
   p = pmul(x, p);
 
-  // Evaluate the denominator polynomial p.
+  // Evaluate the denominator polynomial q.
   T q = pmadd(x2, beta_6, beta_4);
   q = pmadd(x2, q, beta_2);
   q = pmadd(x2, q, beta_0);
 
   // Divide the numerator by the denominator.
-  return pdiv(p, q);
+  return pselect(tiny_mask, x, pdiv(p, q));
 }
 
 template<typename RealScalar>
-EIGEN_STRONG_INLINE
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
 RealScalar positive_real_hypot(const RealScalar& x, const RealScalar& y)
 {
-  EIGEN_USING_STD_MATH(sqrt);
+  // IEEE IEC 6059 special cases.
+  if ((numext::isinf)(x) || (numext::isinf)(y))
+    return NumTraits<RealScalar>::infinity();
+  if ((numext::isnan)(x) || (numext::isnan)(y))
+    return NumTraits<RealScalar>::quiet_NaN();
+    
+  EIGEN_USING_STD(sqrt);
   RealScalar p, qp;
   p = numext::maxi(x,y);
   if(p==RealScalar(0)) return RealScalar(0);
@@ -87,13 +97,102 @@ template<typename Scalar>
 struct hypot_impl
 {
   typedef typename NumTraits<Scalar>::Real RealScalar;
-  static inline RealScalar run(const Scalar& x, const Scalar& y)
+  static EIGEN_DEVICE_FUNC
+  inline RealScalar run(const Scalar& x, const Scalar& y)
   {
-    EIGEN_USING_STD_MATH(abs);
+    EIGEN_USING_STD(abs);
     return positive_real_hypot<RealScalar>(abs(x), abs(y));
   }
 };
 
+// Generic complex sqrt implementation that correctly handles corner cases
+// according to https://en.cppreference.com/w/cpp/numeric/complex/sqrt
+template<typename T>
+EIGEN_DEVICE_FUNC std::complex<T> complex_sqrt(const std::complex<T>& z) {
+  // Computes the principal sqrt of the input.
+  //
+  // For a complex square root of the number x + i*y. We want to find real
+  // numbers u and v such that
+  //    (u + i*v)^2 = x + i*y  <=>
+  //    u^2 - v^2 + i*2*u*v = x + i*v.
+  // By equating the real and imaginary parts we get:
+  //    u^2 - v^2 = x
+  //    2*u*v = y.
+  //
+  // For x >= 0, this has the numerically stable solution
+  //    u = sqrt(0.5 * (x + sqrt(x^2 + y^2)))
+  //    v = y / (2 * u)
+  // and for x < 0,
+  //    v = sign(y) * sqrt(0.5 * (-x + sqrt(x^2 + y^2)))
+  //    u = y / (2 * v)
+  //
+  // Letting w = sqrt(0.5 * (|x| + |z|)),
+  //   if x == 0: u = w, v = sign(y) * w
+  //   if x > 0:  u = w, v = y / (2 * w)
+  //   if x < 0:  u = |y| / (2 * w), v = sign(y) * w
+
+  const T x = numext::real(z);
+  const T y = numext::imag(z);
+  const T zero = T(0);
+  const T w = numext::sqrt(T(0.5) * (numext::abs(x) + numext::hypot(x, y)));
+
+  return
+    (numext::isinf)(y) ? std::complex<T>(NumTraits<T>::infinity(), y)
+      : x == zero ? std::complex<T>(w, y < zero ? -w : w)
+      : x > zero ? std::complex<T>(w, y / (2 * w))
+      : std::complex<T>(numext::abs(y) / (2 * w), y < zero ? -w : w );
+}
+
+// Generic complex rsqrt implementation.
+template<typename T>
+EIGEN_DEVICE_FUNC std::complex<T> complex_rsqrt(const std::complex<T>& z) {
+  // Computes the principal reciprocal sqrt of the input.
+  //
+  // For a complex reciprocal square root of the number z = x + i*y. We want to
+  // find real numbers u and v such that
+  //    (u + i*v)^2 = 1 / (x + i*y)  <=>
+  //    u^2 - v^2 + i*2*u*v = x/|z|^2 - i*v/|z|^2.
+  // By equating the real and imaginary parts we get:
+  //    u^2 - v^2 = x/|z|^2
+  //    2*u*v = y/|z|^2.
+  //
+  // For x >= 0, this has the numerically stable solution
+  //    u = sqrt(0.5 * (x + |z|)) / |z|
+  //    v = -y / (2 * u * |z|)
+  // and for x < 0,
+  //    v = -sign(y) * sqrt(0.5 * (-x + |z|)) / |z|
+  //    u = -y / (2 * v * |z|)
+  //
+  // Letting w = sqrt(0.5 * (|x| + |z|)),
+  //   if x == 0: u = w / |z|, v = -sign(y) * w / |z|
+  //   if x > 0:  u = w / |z|, v = -y / (2 * w * |z|)
+  //   if x < 0:  u = |y| / (2 * w * |z|), v = -sign(y) * w / |z|
+
+  const T x = numext::real(z);
+  const T y = numext::imag(z);
+  const T zero = T(0);
+
+  const T abs_z = numext::hypot(x, y);
+  const T w = numext::sqrt(T(0.5) * (numext::abs(x) + abs_z));
+  const T woz = w / abs_z;
+  // Corner cases consistent with 1/sqrt(z) on gcc/clang.
+  return
+    abs_z == zero ? std::complex<T>(NumTraits<T>::infinity(), NumTraits<T>::quiet_NaN())
+      : ((numext::isinf)(x) || (numext::isinf)(y)) ? std::complex<T>(zero, zero)
+      : x == zero ? std::complex<T>(woz, y < zero ? woz : -woz)
+      : x > zero ? std::complex<T>(woz, -y / (2 * w * abs_z))
+      : std::complex<T>(numext::abs(y) / (2 * w * abs_z), y < zero ? woz : -woz );
+}
+
+template<typename T>
+EIGEN_DEVICE_FUNC std::complex<T> complex_log(const std::complex<T>& z) {
+  // Computes complex log.
+  T a = numext::abs(z);
+  EIGEN_USING_STD(atan2);
+  T b = atan2(z.imag(), z.real());
+  return std::complex<T>(numext::log(a), b);
+}
+
 } // end namespace internal
 
 } // end namespace Eigen

gtsam/3rdparty/Eigen/Eigen/src/Core/Matrix.h

@@ -255,52 +255,92 @@ class Matrix
       *
       * \sa resize(Index,Index)
       */
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
-    EIGEN_STRONG_INLINE Matrix() : Base()
+    Matrix() : Base()
     {
       Base::_check_template_params();
       EIGEN_INITIALIZE_COEFFS_IF_THAT_OPTION_IS_ENABLED
     }
 
     // FIXME is it still needed
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
     explicit Matrix(internal::constructor_without_unaligned_array_assert)
       : Base(internal::constructor_without_unaligned_array_assert())
     { Base::_check_template_params(); EIGEN_INITIALIZE_COEFFS_IF_THAT_OPTION_IS_ENABLED }
 
 #if EIGEN_HAS_RVALUE_REFERENCES
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
     Matrix(Matrix&& other) EIGEN_NOEXCEPT_IF(std::is_nothrow_move_constructible<Scalar>::value)
       : Base(std::move(other))
     {
       Base::_check_template_params();
     }
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
     Matrix& operator=(Matrix&& other) EIGEN_NOEXCEPT_IF(std::is_nothrow_move_assignable<Scalar>::value)
     {
-      other.swap(*this);
+      Base::operator=(std::move(other));
       return *this;
     }
 #endif
 
+#if EIGEN_HAS_CXX11
+    /** \copydoc PlainObjectBase(const Scalar&, const Scalar&, const Scalar&,  const Scalar&, const ArgTypes&... args)
+     *
+     * Example: \include Matrix_variadic_ctor_cxx11.cpp
+     * Output: \verbinclude Matrix_variadic_ctor_cxx11.out
+     *
+     * \sa Matrix(const std::initializer_list<std::initializer_list<Scalar>>&)
+     */
+    template <typename... ArgTypes>
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    Matrix(const Scalar& a0, const Scalar& a1, const Scalar& a2,  const Scalar& a3, const ArgTypes&... args)
+      : Base(a0, a1, a2, a3, args...) {}
+
+    /** \brief Constructs a Matrix and initializes it from the coefficients given as initializer-lists grouped by row. \cpp11
+      *
+      * In the general case, the constructor takes a list of rows, each row being represented as a list of coefficients:
+      *
+      * Example: \include Matrix_initializer_list_23_cxx11.cpp
+      * Output: \verbinclude Matrix_initializer_list_23_cxx11.out
+      *
+      * Each of the inner initializer lists must contain the exact same number of elements, otherwise an assertion is triggered.
+      *
+      * In the case of a compile-time column vector, implicit transposition from a single row is allowed.
+      * Therefore <code>VectorXd{{1,2,3,4,5}}</code> is legal and the more verbose syntax
+      * <code>RowVectorXd{{1},{2},{3},{4},{5}}</code> can be avoided:
+      *
+      * Example: \include Matrix_initializer_list_vector_cxx11.cpp
+      * Output: \verbinclude Matrix_initializer_list_vector_cxx11.out
+      *
+      * In the case of fixed-sized matrices, the initializer list sizes must exactly match the matrix sizes,
+      * and implicit transposition is allowed for compile-time vectors only.
+      *
+      * \sa Matrix(const Scalar& a0, const Scalar& a1, const Scalar& a2,  const Scalar& a3, const ArgTypes&... args)
+      */
+    EIGEN_DEVICE_FUNC
+    explicit EIGEN_STRONG_INLINE Matrix(const std::initializer_list<std::initializer_list<Scalar>>& list) : Base(list) {}
+#endif // end EIGEN_HAS_CXX11
+
 #ifndef EIGEN_PARSED_BY_DOXYGEN
 
     // This constructor is for both 1x1 matrices and dynamic vectors
     template<typename T>
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
-    EIGEN_STRONG_INLINE explicit Matrix(const T& x)
+    explicit Matrix(const T& x)
     {
       Base::_check_template_params();
       Base::template _init1<T>(x);
     }
 
     template<typename T0, typename T1>
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
-    EIGEN_STRONG_INLINE Matrix(const T0& x, const T1& y)
+    Matrix(const T0& x, const T1& y)
     {
       Base::_check_template_params();
       Base::template _init2<T0,T1>(x, y);
     }
+
+
 #else
     /** \brief Constructs a fixed-sized matrix initialized with coefficients starting at \a data */
     EIGEN_DEVICE_FUNC
@@ -319,7 +359,8 @@ class Matrix
       * \c EIGEN_INITIALIZE_MATRICES_BY_{ZERO,\c NAN} macros (see \ref TopicPreprocessorDirectives).
       */
     EIGEN_STRONG_INLINE explicit Matrix(Index dim);
-    /** \brief Constructs an initialized 1x1 matrix with the given coefficient */
+    /** \brief Constructs an initialized 1x1 matrix with the given coefficient
+      * \sa Matrix(const Scalar&, const Scalar&, const Scalar&,  const Scalar&, const ArgTypes&...) */
     Matrix(const Scalar& x);
     /** \brief Constructs an uninitialized matrix with \a rows rows and \a cols columns.
       *
@@ -336,11 +377,14 @@ class Matrix
     EIGEN_DEVICE_FUNC
     Matrix(Index rows, Index cols);
 
-    /** \brief Constructs an initialized 2D vector with given coefficients */
+    /** \brief Constructs an initialized 2D vector with given coefficients
+      * \sa Matrix(const Scalar&, const Scalar&, const Scalar&,  const Scalar&, const ArgTypes&...) */
     Matrix(const Scalar& x, const Scalar& y);
-    #endif
+    #endif  // end EIGEN_PARSED_BY_DOXYGEN
 
-    /** \brief Constructs an initialized 3D vector with given coefficients */
+    /** \brief Constructs an initialized 3D vector with given coefficients
+      * \sa Matrix(const Scalar&, const Scalar&, const Scalar&,  const Scalar&, const ArgTypes&...)
+      */
     EIGEN_DEVICE_FUNC
     EIGEN_STRONG_INLINE Matrix(const Scalar& x, const Scalar& y, const Scalar& z)
     {
@@ -350,7 +394,9 @@ class Matrix
       m_storage.data()[1] = y;
       m_storage.data()[2] = z;
     }
-    /** \brief Constructs an initialized 4D vector with given coefficients */
+    /** \brief Constructs an initialized 4D vector with given coefficients
+      * \sa Matrix(const Scalar&, const Scalar&, const Scalar&,  const Scalar&, const ArgTypes&...)
+      */
     EIGEN_DEVICE_FUNC
     EIGEN_STRONG_INLINE Matrix(const Scalar& x, const Scalar& y, const Scalar& z, const Scalar& w)
     {
@@ -377,8 +423,10 @@ class Matrix
       : Base(other.derived())
     { }
 
-    EIGEN_DEVICE_FUNC inline Index innerStride() const { return 1; }
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
-    EIGEN_DEVICE_FUNC inline Index outerStride() const { return this->innerSize(); }
+    inline Index innerStride() const EIGEN_NOEXCEPT { return 1; }
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
+    inline Index outerStride() const EIGEN_NOEXCEPT { return this->innerSize(); }
 
     /////////// Geometry module ///////////
 
@@ -405,7 +453,7 @@ class Matrix
   *
   * \ingroup Core_Module
   *
-  * Eigen defines several typedef shortcuts for most common matrix and vector types.
+  * %Eigen defines several typedef shortcuts for most common matrix and vector types.
   *
   * The general patterns are the following:
   *
@@ -418,6 +466,15 @@ class Matrix
   * There are also \c VectorSizeType and \c RowVectorSizeType which are self-explanatory. For example, \c Vector4cf is
   * a fixed-size vector of 4 complex floats.
   *
+  * With \cpp11, template alias are also defined for common sizes.
+  * They follow the same pattern as above except that the scalar type suffix is replaced by a
+  * template parameter, i.e.:
+  *   - `MatrixSize<Type>` where `Size` can be \c 2,\c 3,\c 4 for fixed size square matrices or \c X for dynamic size.
+  *   - `MatrixXSize<Type>` and `MatrixSizeX<Type>` where `Size` can be \c 2,\c 3,\c 4 for hybrid dynamic/fixed matrices.
+  *   - `VectorSize<Type>` and `RowVectorSize<Type>` for column and row vectors.
+  *
+  * With \cpp11, you can also use fully generic column and row vector types: `Vector<Type,Size>` and `RowVector<Type,Size>`.
+  *
   * \sa class Matrix
   */
 
@@ -454,6 +511,55 @@ EIGEN_MAKE_TYPEDEFS_ALL_SIZES(std::complex<double>, cd)
 #undef EIGEN_MAKE_TYPEDEFS
 #undef EIGEN_MAKE_FIXED_TYPEDEFS
 
+#if EIGEN_HAS_CXX11
+
+#define EIGEN_MAKE_TYPEDEFS(Size, SizeSuffix)                     \
+/** \ingroup matrixtypedefs */                                    \
+/** \brief \cpp11 */                                              \
+template <typename Type>                                          \
+using Matrix##SizeSuffix = Matrix<Type, Size, Size>;              \
+/** \ingroup matrixtypedefs */                                    \
+/** \brief \cpp11 */                                              \
+template <typename Type>                                          \
+using Vector##SizeSuffix = Matrix<Type, Size, 1>;                 \
+/** \ingroup matrixtypedefs */                                    \
+/** \brief \cpp11 */                                              \
+template <typename Type>                                          \
+using RowVector##SizeSuffix = Matrix<Type, 1, Size>;
+
+#define EIGEN_MAKE_FIXED_TYPEDEFS(Size)                           \
+/** \ingroup matrixtypedefs */                                    \
+/** \brief \cpp11 */                                              \
+template <typename Type>                                          \
+using Matrix##Size##X = Matrix<Type, Size, Dynamic>;              \
+/** \ingroup matrixtypedefs */                                    \
+/** \brief \cpp11 */                                              \
+template <typename Type>                                          \
+using Matrix##X##Size = Matrix<Type, Dynamic, Size>;
+
+EIGEN_MAKE_TYPEDEFS(2, 2)
+EIGEN_MAKE_TYPEDEFS(3, 3)
+EIGEN_MAKE_TYPEDEFS(4, 4)
+EIGEN_MAKE_TYPEDEFS(Dynamic, X)
+EIGEN_MAKE_FIXED_TYPEDEFS(2)
+EIGEN_MAKE_FIXED_TYPEDEFS(3)
+EIGEN_MAKE_FIXED_TYPEDEFS(4)
+
+/** \ingroup matrixtypedefs
+  * \brief \cpp11 */
+template <typename Type, int Size>
+using Vector = Matrix<Type, Size, 1>;
+
+/** \ingroup matrixtypedefs
+  * \brief \cpp11 */
+template <typename Type, int Size>
+using RowVector = Matrix<Type, 1, Size>;
+
+#undef EIGEN_MAKE_TYPEDEFS
+#undef EIGEN_MAKE_FIXED_TYPEDEFS
+
+#endif // EIGEN_HAS_CXX11
+
 } // end namespace Eigen
 
 #endif // EIGEN_MATRIX_H

gtsam/3rdparty/Eigen/Eigen/src/Core/MatrixBase.h

@@ -76,6 +76,7 @@ template<typename Derived> class MatrixBase
     using Base::coeffRef;
     using Base::lazyAssign;
     using Base::eval;
+    using Base::operator-;
     using Base::operator+=;
     using Base::operator-=;
     using Base::operator*=;
@@ -122,7 +123,6 @@ template<typename Derived> class MatrixBase
 
 #define EIGEN_CURRENT_STORAGE_BASE_CLASS Eigen::MatrixBase
 #define EIGEN_DOC_UNARY_ADDONS(X,Y)
-#   include "../plugins/CommonCwiseUnaryOps.h"
 #   include "../plugins/CommonCwiseBinaryOps.h"
 #   include "../plugins/MatrixCwiseUnaryOps.h"
 #   include "../plugins/MatrixCwiseBinaryOps.h"
@@ -268,6 +268,8 @@ template<typename Derived> class MatrixBase
     Derived& setIdentity();
     EIGEN_DEVICE_FUNC
     Derived& setIdentity(Index rows, Index cols);
+    EIGEN_DEVICE_FUNC Derived& setUnit(Index i);
+    EIGEN_DEVICE_FUNC Derived& setUnit(Index newSize, Index i);
 
     bool isIdentity(const RealScalar& prec = NumTraits<Scalar>::dummy_precision()) const;
     bool isDiagonal(const RealScalar& prec = NumTraits<Scalar>::dummy_precision()) const;
@@ -296,7 +298,7 @@ template<typename Derived> class MatrixBase
     EIGEN_DEVICE_FUNC inline bool operator!=(const MatrixBase<OtherDerived>& other) const
     { return cwiseNotEqual(other).any(); }
 
-    NoAlias<Derived,Eigen::MatrixBase > noalias();
+    NoAlias<Derived,Eigen::MatrixBase > EIGEN_DEVICE_FUNC noalias();
 
     // TODO forceAlignedAccess is temporarily disabled
     // Need to find a nicer workaround.
@@ -326,6 +328,7 @@ template<typename Derived> class MatrixBase
 
     inline const PartialPivLU<PlainObject> lu() const;
 
+    EIGEN_DEVICE_FUNC
     inline const Inverse<Derived> inverse() const;
 
     template<typename ResultType>
@@ -335,12 +338,15 @@ template<typename Derived> class MatrixBase
       bool& invertible,
       const RealScalar& absDeterminantThreshold = NumTraits<Scalar>::dummy_precision()
     ) const;
+
     template<typename ResultType>
     inline void computeInverseWithCheck(
       ResultType& inverse,
       bool& invertible,
       const RealScalar& absDeterminantThreshold = NumTraits<Scalar>::dummy_precision()
     ) const;
+
+    EIGEN_DEVICE_FUNC
     Scalar determinant() const;
 
 /////////// Cholesky module ///////////
@@ -412,15 +418,19 @@ template<typename Derived> class MatrixBase
 
 ////////// Householder module ///////////
 
+    EIGEN_DEVICE_FUNC
     void makeHouseholderInPlace(Scalar& tau, RealScalar& beta);
     template<typename EssentialPart>
+    EIGEN_DEVICE_FUNC
     void makeHouseholder(EssentialPart& essential,
                          Scalar& tau, RealScalar& beta) const;
     template<typename EssentialPart>
+    EIGEN_DEVICE_FUNC
     void applyHouseholderOnTheLeft(const EssentialPart& essential,
                                    const Scalar& tau,
                                    Scalar* workspace);
     template<typename EssentialPart>
+    EIGEN_DEVICE_FUNC
     void applyHouseholderOnTheRight(const EssentialPart& essential,
                                     const Scalar& tau,
                                     Scalar* workspace);
@@ -428,8 +438,10 @@ template<typename Derived> class MatrixBase
 ///////// Jacobi module /////////
 
     template<typename OtherScalar>
+    EIGEN_DEVICE_FUNC
     void applyOnTheLeft(Index p, Index q, const JacobiRotation<OtherScalar>& j);
     template<typename OtherScalar>
+    EIGEN_DEVICE_FUNC
     void applyOnTheRight(Index p, Index q, const JacobiRotation<OtherScalar>& j);
 
 ///////// SparseCore module /////////
@@ -456,6 +468,11 @@ template<typename Derived> class MatrixBase
     const MatrixFunctionReturnValue<Derived> matrixFunction(StemFunction f) const;
     EIGEN_MATRIX_FUNCTION(MatrixFunctionReturnValue, cosh, hyperbolic cosine)
     EIGEN_MATRIX_FUNCTION(MatrixFunctionReturnValue, sinh, hyperbolic sine)
+#if EIGEN_HAS_CXX11_MATH
+    EIGEN_MATRIX_FUNCTION(MatrixFunctionReturnValue, atanh, inverse hyperbolic cosine)
+    EIGEN_MATRIX_FUNCTION(MatrixFunctionReturnValue, acosh, inverse hyperbolic cosine)
+    EIGEN_MATRIX_FUNCTION(MatrixFunctionReturnValue, asinh, inverse hyperbolic sine)
+#endif
     EIGEN_MATRIX_FUNCTION(MatrixFunctionReturnValue, cos, cosine)
     EIGEN_MATRIX_FUNCTION(MatrixFunctionReturnValue, sin, sine)
     EIGEN_MATRIX_FUNCTION(MatrixSquareRootReturnValue, sqrt, square root)
@@ -464,7 +481,8 @@ template<typename Derived> class MatrixBase
     EIGEN_MATRIX_FUNCTION_1(MatrixComplexPowerReturnValue, pow, power to \c p, const std::complex<RealScalar>& p)
 
   protected:
-    EIGEN_DEVICE_FUNC MatrixBase() : Base() {}
+    EIGEN_DEFAULT_COPY_CONSTRUCTOR(MatrixBase)
+    EIGEN_DEFAULT_EMPTY_CONSTRUCTOR_AND_DESTRUCTOR(MatrixBase)
 
   private:
     EIGEN_DEVICE_FUNC explicit MatrixBase(int);

gtsam/3rdparty/Eigen/Eigen/src/Core/NestByValue.h

@@ -16,7 +16,11 @@ namespace Eigen {
 namespace internal {
 template<typename ExpressionType>
 struct traits<NestByValue<ExpressionType> > : public traits<ExpressionType>
-{};
+{
+  enum {
+    Flags = traits<ExpressionType>::Flags & ~NestByRefBit
+  };
+};
 }
 
 /** \class NestByValue
@@ -41,57 +45,13 @@ template<typename ExpressionType> class NestByValue
 
     EIGEN_DEVICE_FUNC explicit inline NestByValue(const ExpressionType& matrix) : m_expression(matrix) {}
 
-    EIGEN_DEVICE_FUNC inline Index rows() const { return m_expression.rows(); }
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR inline Index rows() const EIGEN_NOEXCEPT { return m_expression.rows(); }
-    EIGEN_DEVICE_FUNC inline Index cols() const { return m_expression.cols(); }
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR inline Index cols() const EIGEN_NOEXCEPT { return m_expression.cols(); }
-    EIGEN_DEVICE_FUNC inline Index outerStride() const { return m_expression.outerStride(); }
-    EIGEN_DEVICE_FUNC inline Index innerStride() const { return m_expression.innerStride(); }
-
-    EIGEN_DEVICE_FUNC inline const CoeffReturnType coeff(Index row, Index col) const
-    {
-      return m_expression.coeff(row, col);
-    }
-
-    EIGEN_DEVICE_FUNC inline Scalar& coeffRef(Index row, Index col)
-    {
-      return m_expression.const_cast_derived().coeffRef(row, col);
-    }
-
-    EIGEN_DEVICE_FUNC inline const CoeffReturnType coeff(Index index) const
-    {
-      return m_expression.coeff(index);
-    }
-
-    EIGEN_DEVICE_FUNC inline Scalar& coeffRef(Index index)
-    {
-      return m_expression.const_cast_derived().coeffRef(index);
-    }
-
-    template<int LoadMode>
-    inline const PacketScalar packet(Index row, Index col) const
-    {
-      return m_expression.template packet<LoadMode>(row, col);
-    }
-
-    template<int LoadMode>
-    inline void writePacket(Index row, Index col, const PacketScalar& x)
-    {
-      m_expression.const_cast_derived().template writePacket<LoadMode>(row, col, x);
-    }
-
-    template<int LoadMode>
-    inline const PacketScalar packet(Index index) const
-    {
-      return m_expression.template packet<LoadMode>(index);
-    }
-
-    template<int LoadMode>
-    inline void writePacket(Index index, const PacketScalar& x)
-    {
-      m_expression.const_cast_derived().template writePacket<LoadMode>(index, x);
-    }
 
     EIGEN_DEVICE_FUNC operator const ExpressionType&() const { return m_expression; }
 
+    EIGEN_DEVICE_FUNC const ExpressionType& nestedExpression() const { return m_expression; }
+
   protected:
     const ExpressionType m_expression;
 };
@@ -99,12 +59,27 @@ template<typename ExpressionType> class NestByValue
 /** \returns an expression of the temporary version of *this.
   */
 template<typename Derived>
-inline const NestByValue<Derived>
+EIGEN_DEVICE_FUNC inline const NestByValue<Derived>
 DenseBase<Derived>::nestByValue() const
 {
   return NestByValue<Derived>(derived());
 }
 
+namespace internal {
+
+// Evaluator of Solve -> eval into a temporary
+template<typename ArgType>
+struct evaluator<NestByValue<ArgType> >
+  : public evaluator<ArgType>
+{
+  typedef evaluator<ArgType> Base;
+
+  EIGEN_DEVICE_FUNC explicit evaluator(const NestByValue<ArgType>& xpr)
+    : Base(xpr.nestedExpression())
+  {}
+};
+}
+
 } // end namespace Eigen
 
 #endif // EIGEN_NESTBYVALUE_H

gtsam/3rdparty/Eigen/Eigen/src/Core/NoAlias.h

@@ -33,6 +33,7 @@ class NoAlias
   public:
     typedef typename ExpressionType::Scalar Scalar;
     
+    EIGEN_DEVICE_FUNC
     explicit NoAlias(ExpressionType& expression) : m_expression(expression) {}
     
     template<typename OtherDerived>
@@ -74,10 +75,10 @@ class NoAlias
   *
   * More precisely, noalias() allows to bypass the EvalBeforeAssignBit flag.
   * Currently, even though several expressions may alias, only product
-  * expressions have this flag. Therefore, noalias() is only usefull when
+  * expressions have this flag. Therefore, noalias() is only useful when
   * the source expression contains a matrix product.
   *
-  * Here are some examples where noalias is usefull:
+  * Here are some examples where noalias is useful:
   * \code
   * D.noalias()  = A * B;
   * D.noalias() += A.transpose() * B;
@@ -98,7 +99,7 @@ class NoAlias
   * \sa class NoAlias
   */
 template<typename Derived>
-NoAlias<Derived,MatrixBase> MatrixBase<Derived>::noalias()
+NoAlias<Derived,MatrixBase> EIGEN_DEVICE_FUNC MatrixBase<Derived>::noalias()
 {
   return NoAlias<Derived, Eigen::MatrixBase >(derived());
 }

gtsam/3rdparty/Eigen/Eigen/src/Core/NumTraits.h

@@ -21,12 +21,14 @@ template< typename T,
           bool is_integer = NumTraits<T>::IsInteger>
 struct default_digits10_impl
 {
+  EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
   static int run() { return std::numeric_limits<T>::digits10; }
 };
 
 template<typename T>
 struct default_digits10_impl<T,false,false> // Floating point
 {
+  EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
   static int run() {
     using std::log10;
     using std::ceil;
@@ -38,11 +40,64 @@ struct default_digits10_impl<T,false,false> // Floating point
 template<typename T>
 struct default_digits10_impl<T,false,true> // Integer
 {
+  EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
+  static int run() { return 0; }
+};
+
+
+// default implementation of digits(), based on numeric_limits if specialized,
+// 0 for integer types, and log2(epsilon()) otherwise.
+template< typename T,
+          bool use_numeric_limits = std::numeric_limits<T>::is_specialized,
+          bool is_integer = NumTraits<T>::IsInteger>
+struct default_digits_impl
+{
+  EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
+  static int run() { return std::numeric_limits<T>::digits; }
+};
+
+template<typename T>
+struct default_digits_impl<T,false,false> // Floating point
+{
+  EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
+  static int run() {
+    using std::log;
+    using std::ceil;
+    typedef typename NumTraits<T>::Real Real;
+    return int(ceil(-log(NumTraits<Real>::epsilon())/log(static_cast<Real>(2))));
+  }
+};
+
+template<typename T>
+struct default_digits_impl<T,false,true> // Integer
+{
+  EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
   static int run() { return 0; }
 };
 
 } // end namespace internal
 
+namespace numext {
+/** \internal bit-wise cast without changing the underlying bit representation. */
+
+// TODO: Replace by std::bit_cast (available in C++20)
+template <typename Tgt, typename Src>
+EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC Tgt bit_cast(const Src& src) {
+#if EIGEN_HAS_TYPE_TRAITS
+  // The behaviour of memcpy is not specified for non-trivially copyable types
+  EIGEN_STATIC_ASSERT(std::is_trivially_copyable<Src>::value, THIS_TYPE_IS_NOT_SUPPORTED);
+  EIGEN_STATIC_ASSERT(std::is_trivially_copyable<Tgt>::value && std::is_default_constructible<Tgt>::value,
+                      THIS_TYPE_IS_NOT_SUPPORTED);
+#endif
+
+  EIGEN_STATIC_ASSERT(sizeof(Src) == sizeof(Tgt), THIS_TYPE_IS_NOT_SUPPORTED);
+  Tgt tgt;
+  EIGEN_USING_STD(memcpy)
+  memcpy(&tgt, &src, sizeof(Tgt));
+  return tgt;
+}
+}  // namespace numext
+
 /** \class NumTraits
   * \ingroup Core_Module
   *
@@ -71,7 +126,7 @@ struct default_digits10_impl<T,false,true> // Integer
   *     and to \c 0 otherwise.
   * \li Enum values ReadCost, AddCost and MulCost representing a rough estimate of the number of CPU cycles needed
   *     to by move / add / mul instructions respectively, assuming the data is already stored in CPU registers.
-  *     Stay vague here. No need to do architecture-specific stuff.
+  *     Stay vague here. No need to do architecture-specific stuff. If you don't know what this means, just use \c Eigen::HugeCost.
   * \li An enum value \a IsSigned. It is equal to \c 1 if \a T is a signed type and to 0 if \a T is unsigned.
   * \li An enum value \a RequireInitialization. It is equal to \c 1 if the constructor of the numeric type \a T must
   *     be called, and to 0 if it is safe not to call it. Default is 0 if \a T is an arithmetic type, and 1 otherwise.
@@ -80,9 +135,18 @@ struct default_digits10_impl<T,false,true> // Integer
   * \li A dummy_precision() function returning a weak epsilon value. It is mainly used as a default
   *     value by the fuzzy comparison operators.
   * \li highest() and lowest() functions returning the highest and lowest possible values respectively.
+  * \li digits() function returning the number of radix digits (non-sign digits for integers, mantissa for floating-point). This is
+  *     the analogue of <a href="http://en.cppreference.com/w/cpp/types/numeric_limits/digits">std::numeric_limits<T>::digits</a>
+  *     which is used as the default implementation if specialized.
   * \li digits10() function returning the number of decimal digits that can be represented without change. This is
   *     the analogue of <a href="http://en.cppreference.com/w/cpp/types/numeric_limits/digits10">std::numeric_limits<T>::digits10</a>
   *     which is used as the default implementation if specialized.
+  * \li min_exponent() and max_exponent() functions returning the highest and lowest possible values, respectively,
+  *     such that the radix raised to the power exponent-1 is a normalized floating-point number.  These are equivalent to
+  *     <a href="http://en.cppreference.com/w/cpp/types/numeric_limits/min_exponent">std::numeric_limits<T>::min_exponent</a>/
+  *     <a href="http://en.cppreference.com/w/cpp/types/numeric_limits/max_exponent">std::numeric_limits<T>::max_exponent</a>.
+  * \li infinity() function returning a representation of positive infinity, if available.
+  * \li quiet_NaN function returning a non-signaling "not-a-number", if available.
   */
 
 template<typename T> struct GenericNumTraits
@@ -106,42 +170,60 @@ template<typename T> struct GenericNumTraits
   typedef T Nested;
   typedef T Literal;
 
-  EIGEN_DEVICE_FUNC
+  EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
   static inline Real epsilon()
   {
     return numext::numeric_limits<T>::epsilon();
   }
 
-  EIGEN_DEVICE_FUNC
+  EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
   static inline int digits10()
   {
     return internal::default_digits10_impl<T>::run();
   }
 
-  EIGEN_DEVICE_FUNC
+  EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
+  static inline int digits()
+  {
+    return internal::default_digits_impl<T>::run();
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
+  static inline int min_exponent()
+  {
+    return numext::numeric_limits<T>::min_exponent;
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
+  static inline int max_exponent()
+  {
+    return numext::numeric_limits<T>::max_exponent;
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
   static inline Real dummy_precision()
   {
     // make sure to override this for floating-point types
     return Real(0);
   }
 
-
+  EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
-  EIGEN_DEVICE_FUNC
   static inline T highest() {
     return (numext::numeric_limits<T>::max)();
   }
 
-  EIGEN_DEVICE_FUNC
+  EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
   static inline T lowest()  {
-    return IsInteger ? (numext::numeric_limits<T>::min)() : (-(numext::numeric_limits<T>::max)());
+    return IsInteger ? (numext::numeric_limits<T>::min)()
+                     : static_cast<T>(-(numext::numeric_limits<T>::max)());
   }
 
-  EIGEN_DEVICE_FUNC
+  EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
   static inline T infinity() {
     return numext::numeric_limits<T>::infinity();
   }
 
-  EIGEN_DEVICE_FUNC
+  EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
   static inline T quiet_NaN() {
     return numext::numeric_limits<T>::quiet_NaN();
   }
@@ -153,19 +235,20 @@ template<typename T> struct NumTraits : GenericNumTraits<T>
 template<> struct NumTraits<float>
   : GenericNumTraits<float>
 {
-  EIGEN_DEVICE_FUNC
+  EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
   static inline float dummy_precision() { return 1e-5f; }
 };
 
 template<> struct NumTraits<double> : GenericNumTraits<double>
 {
-  EIGEN_DEVICE_FUNC
+  EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
   static inline double dummy_precision() { return 1e-12; }
 };
 
 template<> struct NumTraits<long double>
   : GenericNumTraits<long double>
 {
+  EIGEN_CONSTEXPR
   static inline long double dummy_precision() { return 1e-15l; }
 };
 
@@ -182,11 +265,11 @@ template<typename _Real> struct NumTraits<std::complex<_Real> >
     MulCost = 4 * NumTraits<Real>::MulCost + 2 * NumTraits<Real>::AddCost
   };
 
-  EIGEN_DEVICE_FUNC
+  EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
   static inline Real epsilon() { return NumTraits<Real>::epsilon(); }
-  EIGEN_DEVICE_FUNC
+  EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
   static inline Real dummy_precision() { return NumTraits<Real>::dummy_precision(); }
-  EIGEN_DEVICE_FUNC
+  EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
   static inline int digits10() { return NumTraits<Real>::digits10(); }
 };
 
@@ -206,16 +289,17 @@ struct NumTraits<Array<Scalar, Rows, Cols, Options, MaxRows, MaxCols> >
     IsInteger = NumTraits<Scalar>::IsInteger,
     IsSigned  = NumTraits<Scalar>::IsSigned,
     RequireInitialization = 1,
-    ReadCost = ArrayType::SizeAtCompileTime==Dynamic ? HugeCost : ArrayType::SizeAtCompileTime * NumTraits<Scalar>::ReadCost,
+    ReadCost = ArrayType::SizeAtCompileTime==Dynamic ? HugeCost : ArrayType::SizeAtCompileTime * int(NumTraits<Scalar>::ReadCost),
-    AddCost  = ArrayType::SizeAtCompileTime==Dynamic ? HugeCost : ArrayType::SizeAtCompileTime * NumTraits<Scalar>::AddCost,
+    AddCost  = ArrayType::SizeAtCompileTime==Dynamic ? HugeCost : ArrayType::SizeAtCompileTime * int(NumTraits<Scalar>::AddCost),
-    MulCost  = ArrayType::SizeAtCompileTime==Dynamic ? HugeCost : ArrayType::SizeAtCompileTime * NumTraits<Scalar>::MulCost
+    MulCost  = ArrayType::SizeAtCompileTime==Dynamic ? HugeCost : ArrayType::SizeAtCompileTime * int(NumTraits<Scalar>::MulCost)
   };
 
-  EIGEN_DEVICE_FUNC
+  EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
   static inline RealScalar epsilon() { return NumTraits<RealScalar>::epsilon(); }
-  EIGEN_DEVICE_FUNC
+  EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
   static inline RealScalar dummy_precision() { return NumTraits<RealScalar>::dummy_precision(); }
 
+  EIGEN_CONSTEXPR
   static inline int digits10() { return NumTraits<Scalar>::digits10(); }
 };
 
@@ -229,6 +313,7 @@ template<> struct NumTraits<std::string>
     MulCost  = HugeCost
   };
 
+  EIGEN_CONSTEXPR
   static inline int digits10() { return 0; }
 
 private:
@@ -243,6 +328,8 @@ private:
 // Empty specialization for void to allow template specialization based on NumTraits<T>::Real with T==void and SFINAE.
 template<> struct NumTraits<void> {};
 
+template<> struct NumTraits<bool> : GenericNumTraits<bool> {};
+
 } // end namespace Eigen
 
 #endif // EIGEN_NUMTRAITS_H

gtsam/3rdparty/Eigen/Eigen/src/Core/PartialReduxEvaluator.h

@@ -0,0 +1,232 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2011-2018 Gael Guennebaud <gael.guennebaud@inria.fr>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_PARTIALREDUX_H
+#define EIGEN_PARTIALREDUX_H
+
+namespace Eigen { 
+
+namespace internal {
+
+
+/***************************************************************************
+*
+* This file provides evaluators for partial reductions.
+* There are two modes:
+*
+*  - scalar path: simply calls the respective function on the column or row.
+*    -> nothing special here, all the tricky part is handled by the return
+*       types of VectorwiseOp's members. They embed the functor calling the
+*       respective DenseBase's member function.
+*
+*  - vectorized path: implements a packet-wise reductions followed by
+*    some (optional) processing of the outcome, e.g., division by n for mean.
+*
+* For the vectorized path let's observe that the packet-size and outer-unrolling
+* are both decided by the assignement logic. So all we have to do is to decide
+* on the inner unrolling.
+*
+* For the unrolling, we can reuse "internal::redux_vec_unroller" from Redux.h,
+* but be need to be careful to specify correct increment.
+*
+***************************************************************************/
+
+
+/* logic deciding a strategy for unrolling of vectorized paths */
+template<typename Func, typename Evaluator>
+struct packetwise_redux_traits
+{
+  enum {
+    OuterSize = int(Evaluator::IsRowMajor) ? Evaluator::RowsAtCompileTime : Evaluator::ColsAtCompileTime,
+    Cost = OuterSize == Dynamic ? HugeCost
+         : OuterSize * Evaluator::CoeffReadCost + (OuterSize-1) * functor_traits<Func>::Cost,
+    Unrolling = Cost <= EIGEN_UNROLLING_LIMIT ? CompleteUnrolling : NoUnrolling
+  };
+
+};
+
+/* Value to be returned when size==0 , by default let's return 0 */
+template<typename PacketType,typename Func>
+EIGEN_DEVICE_FUNC
+PacketType packetwise_redux_empty_value(const Func& ) { return pset1<PacketType>(0); }
+
+/* For products the default is 1 */
+template<typename PacketType,typename Scalar>
+EIGEN_DEVICE_FUNC
+PacketType packetwise_redux_empty_value(const scalar_product_op<Scalar,Scalar>& ) { return pset1<PacketType>(1); }
+
+/* Perform the actual reduction */
+template<typename Func, typename Evaluator,
+         int Unrolling = packetwise_redux_traits<Func, Evaluator>::Unrolling
+>
+struct packetwise_redux_impl;
+
+/* Perform the actual reduction with unrolling */
+template<typename Func, typename Evaluator>
+struct packetwise_redux_impl<Func, Evaluator, CompleteUnrolling>
+{
+  typedef redux_novec_unroller<Func,Evaluator, 0, Evaluator::SizeAtCompileTime> Base;
+  typedef typename Evaluator::Scalar Scalar;
+
+  template<typename PacketType>
+  EIGEN_DEVICE_FUNC static EIGEN_STRONG_INLINE
+  PacketType run(const Evaluator &eval, const Func& func, Index /*size*/)
+  {
+    return redux_vec_unroller<Func, Evaluator, 0, packetwise_redux_traits<Func, Evaluator>::OuterSize>::template run<PacketType>(eval,func);
+  }
+};
+
+/* Add a specialization of redux_vec_unroller for size==0 at compiletime.
+ * This specialization is not required for general reductions, which is
+ * why it is defined here.
+ */
+template<typename Func, typename Evaluator, int Start>
+struct redux_vec_unroller<Func, Evaluator, Start, 0>
+{
+  template<typename PacketType>
+  EIGEN_DEVICE_FUNC
+  static EIGEN_STRONG_INLINE PacketType run(const Evaluator &, const Func& f)
+  {
+    return packetwise_redux_empty_value<PacketType>(f);
+  }
+};
+
+/* Perform the actual reduction for dynamic sizes */
+template<typename Func, typename Evaluator>
+struct packetwise_redux_impl<Func, Evaluator, NoUnrolling>
+{
+  typedef typename Evaluator::Scalar Scalar;
+  typedef typename redux_traits<Func, Evaluator>::PacketType PacketScalar;
+
+  template<typename PacketType>
+  EIGEN_DEVICE_FUNC
+  static PacketType run(const Evaluator &eval, const Func& func, Index size)
+  {
+    if(size==0)
+      return packetwise_redux_empty_value<PacketType>(func);
+    
+    const Index size4 = (size-1)&(~3);
+    PacketType p = eval.template packetByOuterInner<Unaligned,PacketType>(0,0);
+    Index i = 1;
+    // This loop is optimized for instruction pipelining:
+    // - each iteration generates two independent instructions
+    // - thanks to branch prediction and out-of-order execution we have independent instructions across loops
+    for(; i<size4; i+=4)
+      p = func.packetOp(p,
+            func.packetOp(
+              func.packetOp(eval.template packetByOuterInner<Unaligned,PacketType>(i+0,0),eval.template packetByOuterInner<Unaligned,PacketType>(i+1,0)),
+              func.packetOp(eval.template packetByOuterInner<Unaligned,PacketType>(i+2,0),eval.template packetByOuterInner<Unaligned,PacketType>(i+3,0))));
+    for(; i<size; ++i)
+      p = func.packetOp(p, eval.template packetByOuterInner<Unaligned,PacketType>(i,0));
+    return p;
+  }
+};
+
+template< typename ArgType, typename MemberOp, int Direction>
+struct evaluator<PartialReduxExpr<ArgType, MemberOp, Direction> >
+  : evaluator_base<PartialReduxExpr<ArgType, MemberOp, Direction> >
+{
+  typedef PartialReduxExpr<ArgType, MemberOp, Direction> XprType;
+  typedef typename internal::nested_eval<ArgType,1>::type ArgTypeNested;
+  typedef typename internal::add_const_on_value_type<ArgTypeNested>::type ConstArgTypeNested;
+  typedef typename internal::remove_all<ArgTypeNested>::type ArgTypeNestedCleaned;
+  typedef typename ArgType::Scalar InputScalar;
+  typedef typename XprType::Scalar Scalar;
+  enum {
+    TraversalSize = Direction==int(Vertical) ? int(ArgType::RowsAtCompileTime) :  int(ArgType::ColsAtCompileTime)
+  };
+  typedef typename MemberOp::template Cost<int(TraversalSize)> CostOpType;
+  enum {
+    CoeffReadCost = TraversalSize==Dynamic ? HugeCost
+                  : TraversalSize==0 ? 1
+                  : int(TraversalSize) * int(evaluator<ArgType>::CoeffReadCost) + int(CostOpType::value),
+    
+    _ArgFlags = evaluator<ArgType>::Flags,
+
+    _Vectorizable =  bool(int(_ArgFlags)&PacketAccessBit)
+                  && bool(MemberOp::Vectorizable)
+                  && (Direction==int(Vertical) ? bool(_ArgFlags&RowMajorBit) : (_ArgFlags&RowMajorBit)==0)
+                  && (TraversalSize!=0),
+                  
+    Flags = (traits<XprType>::Flags&RowMajorBit)
+          | (evaluator<ArgType>::Flags&(HereditaryBits&(~RowMajorBit)))
+          | (_Vectorizable ? PacketAccessBit : 0)
+          | LinearAccessBit,
+    
+    Alignment = 0 // FIXME this will need to be improved once PartialReduxExpr is vectorized
+  };
+
+  EIGEN_DEVICE_FUNC explicit evaluator(const XprType xpr)
+    : m_arg(xpr.nestedExpression()), m_functor(xpr.functor())
+  {
+    EIGEN_INTERNAL_CHECK_COST_VALUE(TraversalSize==Dynamic ? HugeCost : (TraversalSize==0 ? 1 : int(CostOpType::value)));
+    EIGEN_INTERNAL_CHECK_COST_VALUE(CoeffReadCost);
+  }
+
+  typedef typename XprType::CoeffReturnType CoeffReturnType;
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  const Scalar coeff(Index i, Index j) const
+  {
+    return coeff(Direction==Vertical ? j : i);
+  }
+
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  const Scalar coeff(Index index) const
+  {
+    return m_functor(m_arg.template subVector<DirectionType(Direction)>(index));
+  }
+
+  template<int LoadMode,typename PacketType>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  PacketType packet(Index i, Index j) const
+  {
+    return packet<LoadMode,PacketType>(Direction==Vertical ? j : i);
+  }
+  
+  template<int LoadMode,typename PacketType>
+  EIGEN_STRONG_INLINE EIGEN_DEVICE_FUNC
+  PacketType packet(Index idx) const
+  {
+    enum { PacketSize = internal::unpacket_traits<PacketType>::size };
+    typedef Block<const ArgTypeNestedCleaned,
+                  Direction==Vertical ? int(ArgType::RowsAtCompileTime) : int(PacketSize),
+                  Direction==Vertical ? int(PacketSize) : int(ArgType::ColsAtCompileTime),
+                  true /* InnerPanel */> PanelType;
+    
+    PanelType panel(m_arg,
+                    Direction==Vertical ? 0 : idx,
+                    Direction==Vertical ? idx : 0,
+                    Direction==Vertical ? m_arg.rows() : Index(PacketSize),
+                    Direction==Vertical ? Index(PacketSize) : m_arg.cols());
+
+    // FIXME
+    // See bug 1612, currently if PacketSize==1 (i.e. complex<double> with 128bits registers) then the storage-order of panel get reversed
+    // and methods like packetByOuterInner do not make sense anymore in this context.
+    // So let's just by pass "vectorization" in this case:
+    if(PacketSize==1)
+      return internal::pset1<PacketType>(coeff(idx));
+    
+    typedef typename internal::redux_evaluator<PanelType> PanelEvaluator;
+    PanelEvaluator panel_eval(panel);
+    typedef typename MemberOp::BinaryOp BinaryOp;
+    PacketType p = internal::packetwise_redux_impl<BinaryOp,PanelEvaluator>::template run<PacketType>(panel_eval,m_functor.binaryFunc(),m_arg.outerSize());
+    return p;
+  }
+
+protected:
+  ConstArgTypeNested m_arg;
+  const MemberOp m_functor;
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_PARTIALREDUX_H

gtsam/3rdparty/Eigen/Eigen/src/Core/PermutationMatrix.h

@@ -87,25 +87,14 @@ class PermutationBase : public EigenBase<Derived>
       return derived();
     }
 
-    #ifndef EIGEN_PARSED_BY_DOXYGEN
-    /** This is a special case of the templated operator=. Its purpose is to
-      * prevent a default operator= from hiding the templated operator=.
-      */
-    Derived& operator=(const PermutationBase& other)
-    {
-      indices() = other.indices();
-      return derived();
-    }
-    #endif
-
     /** \returns the number of rows */
-    inline Index rows() const { return Index(indices().size()); }
+    inline EIGEN_DEVICE_FUNC Index rows() const { return Index(indices().size()); }
 
     /** \returns the number of columns */
-    inline Index cols() const { return Index(indices().size()); }
+    inline EIGEN_DEVICE_FUNC Index cols() const { return Index(indices().size()); }
 
     /** \returns the size of a side of the respective square matrix, i.e., the number of indices */
-    inline Index size() const { return Index(indices().size()); }
+    inline EIGEN_DEVICE_FUNC Index size() const { return Index(indices().size()); }
 
     #ifndef EIGEN_PARSED_BY_DOXYGEN
     template<typename DenseDerived>
@@ -333,12 +322,6 @@ class PermutationMatrix : public PermutationBase<PermutationMatrix<SizeAtCompile
     inline PermutationMatrix(const PermutationBase<OtherDerived>& other)
       : m_indices(other.indices()) {}
 
-    #ifndef EIGEN_PARSED_BY_DOXYGEN
-    /** Standard copy constructor. Defined only to prevent a default copy constructor
-      * from hiding the other templated constructor */
-    inline PermutationMatrix(const PermutationMatrix& other) : m_indices(other.indices()) {}
-    #endif
-
     /** Generic constructor from expression of the indices. The indices
       * array has the meaning that the permutations sends each integer i to indices[i].
       *
@@ -373,17 +356,6 @@ class PermutationMatrix : public PermutationBase<PermutationMatrix<SizeAtCompile
       return Base::operator=(tr.derived());
     }
 
-    #ifndef EIGEN_PARSED_BY_DOXYGEN
-    /** This is a special case of the templated operator=. Its purpose is to
-      * prevent a default operator= from hiding the templated operator=.
-      */
-    PermutationMatrix& operator=(const PermutationMatrix& other)
-    {
-      m_indices = other.m_indices;
-      return *this;
-    }
-    #endif
-
     /** const version of indices(). */
     const IndicesType& indices() const { return m_indices; }
     /** \returns a reference to the stored array representing the permutation. */

gtsam/3rdparty/Eigen/Eigen/src/Core/PlainObjectBase.h

@@ -13,10 +13,10 @@
 
 #if defined(EIGEN_INITIALIZE_MATRICES_BY_ZERO)
 # define EIGEN_INITIALIZE_COEFFS
-# define EIGEN_INITIALIZE_COEFFS_IF_THAT_OPTION_IS_ENABLED for(int i=0;i<base().size();++i) coeffRef(i)=Scalar(0);
+# define EIGEN_INITIALIZE_COEFFS_IF_THAT_OPTION_IS_ENABLED for(Index i=0;i<base().size();++i) coeffRef(i)=Scalar(0);
 #elif defined(EIGEN_INITIALIZE_MATRICES_BY_NAN)
 # define EIGEN_INITIALIZE_COEFFS
-# define EIGEN_INITIALIZE_COEFFS_IF_THAT_OPTION_IS_ENABLED for(int i=0;i<base().size();++i) coeffRef(i)=std::numeric_limits<Scalar>::quiet_NaN();
+# define EIGEN_INITIALIZE_COEFFS_IF_THAT_OPTION_IS_ENABLED for(Index i=0;i<base().size();++i) coeffRef(i)=std::numeric_limits<Scalar>::quiet_NaN();
 #else
 # undef EIGEN_INITIALIZE_COEFFS
 # define EIGEN_INITIALIZE_COEFFS_IF_THAT_OPTION_IS_ENABLED
@@ -118,16 +118,8 @@ class PlainObjectBase : public internal::dense_xpr_base<Derived>::type
     using Base::IsVectorAtCompileTime;
     using Base::Flags;
 
-    template<typename PlainObjectType, int MapOptions, typename StrideType> friend class Eigen::Map;
-    friend  class Eigen::Map<Derived, Unaligned>;
     typedef Eigen::Map<Derived, Unaligned>  MapType;
-    friend  class Eigen::Map<const Derived, Unaligned>;
     typedef const Eigen::Map<const Derived, Unaligned> ConstMapType;
-#if EIGEN_MAX_ALIGN_BYTES>0
-    // for EIGEN_MAX_ALIGN_BYTES==0, AlignedMax==Unaligned, and many compilers generate warnings for friend-ing a class twice.
-    friend  class Eigen::Map<Derived, AlignedMax>;
-    friend  class Eigen::Map<const Derived, AlignedMax>;
-#endif
     typedef Eigen::Map<Derived, AlignedMax> AlignedMapType;
     typedef const Eigen::Map<const Derived, AlignedMax> ConstAlignedMapType;
     template<typename StrideType> struct StridedMapType { typedef Eigen::Map<Derived, Unaligned, StrideType> type; };
@@ -147,10 +139,10 @@ class PlainObjectBase : public internal::dense_xpr_base<Derived>::type
     EIGEN_DEVICE_FUNC
     const Base& base() const { return *static_cast<const Base*>(this); }
 
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE EIGEN_CONSTEXPR
-    EIGEN_STRONG_INLINE Index rows() const { return m_storage.rows(); }
+    Index rows() const EIGEN_NOEXCEPT { return m_storage.rows(); }
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE EIGEN_CONSTEXPR
-    EIGEN_STRONG_INLINE Index cols() const { return m_storage.cols(); }
+    Index cols() const EIGEN_NOEXCEPT { return m_storage.cols(); }
 
     /** This is an overloaded version of DenseCoeffsBase<Derived,ReadOnlyAccessors>::coeff(Index,Index) const
       * provided to by-pass the creation of an evaluator of the expression, thus saving compilation efforts.
@@ -508,8 +500,8 @@ class PlainObjectBase : public internal::dense_xpr_base<Derived>::type
     EIGEN_DEVICE_FUNC
     PlainObjectBase& operator=(PlainObjectBase&& other) EIGEN_NOEXCEPT
     {
-      using std::swap;
+      _check_template_params();
-      swap(m_storage, other.m_storage);
+      m_storage = std::move(other.m_storage);
       return *this;
     }
 #endif
@@ -526,6 +518,71 @@ class PlainObjectBase : public internal::dense_xpr_base<Derived>::type
 //       EIGEN_INITIALIZE_COEFFS_IF_THAT_OPTION_IS_ENABLED
     }
 
+    #if EIGEN_HAS_CXX11
+    /** \brief Construct a row of column vector with fixed size from an arbitrary number of coefficients. \cpp11
+      *
+      * \only_for_vectors
+      *
+      * This constructor is for 1D array or vectors with more than 4 coefficients.
+      * There exists C++98 analogue constructors for fixed-size array/vector having 1, 2, 3, or 4 coefficients.
+      *
+      * \warning To construct a column (resp. row) vector of fixed length, the number of values passed to this
+      * constructor must match the the fixed number of rows (resp. columns) of \c *this.
+      */
+    template <typename... ArgTypes>
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    PlainObjectBase(const Scalar& a0, const Scalar& a1, const Scalar& a2,  const Scalar& a3, const ArgTypes&... args)
+      : m_storage()
+    {
+      _check_template_params();
+      EIGEN_STATIC_ASSERT_VECTOR_SPECIFIC_SIZE(PlainObjectBase, sizeof...(args) + 4);
+      m_storage.data()[0] = a0;
+      m_storage.data()[1] = a1;
+      m_storage.data()[2] = a2;
+      m_storage.data()[3] = a3;
+      Index i = 4;
+      auto x = {(m_storage.data()[i++] = args, 0)...};
+      static_cast<void>(x);
+    }
+
+    /** \brief Constructs a Matrix or Array and initializes it by elements given by an initializer list of initializer
+      * lists \cpp11
+      */
+    EIGEN_DEVICE_FUNC
+    explicit EIGEN_STRONG_INLINE PlainObjectBase(const std::initializer_list<std::initializer_list<Scalar>>& list)
+      : m_storage()
+    {
+      _check_template_params();
+
+      size_t list_size = 0;
+      if (list.begin() != list.end()) {
+        list_size = list.begin()->size();
+      }
+
+      // This is to allow syntax like VectorXi {{1, 2, 3, 4}}
+      if (ColsAtCompileTime == 1 && list.size() == 1) {
+        eigen_assert(list_size == static_cast<size_t>(RowsAtCompileTime) || RowsAtCompileTime == Dynamic);
+        resize(list_size, ColsAtCompileTime);
+        std::copy(list.begin()->begin(), list.begin()->end(), m_storage.data());
+      } else {
+        eigen_assert(list.size() == static_cast<size_t>(RowsAtCompileTime) || RowsAtCompileTime == Dynamic);
+        eigen_assert(list_size == static_cast<size_t>(ColsAtCompileTime) || ColsAtCompileTime == Dynamic);
+        resize(list.size(), list_size);
+
+        Index row_index = 0;
+        for (const std::initializer_list<Scalar>& row : list) {
+          eigen_assert(list_size == row.size());
+          Index col_index = 0;
+          for (const Scalar& e : row) {
+            coeffRef(row_index, col_index) = e;
+            ++col_index;
+          }
+          ++row_index;
+        }
+      }
+    }
+    #endif  // end EIGEN_HAS_CXX11
+
     /** \sa PlainObjectBase::operator=(const EigenBase<OtherDerived>&) */
     template<typename OtherDerived>
     EIGEN_DEVICE_FUNC
@@ -652,18 +709,26 @@ class PlainObjectBase : public internal::dense_xpr_base<Derived>::type
     using Base::setConstant;
     EIGEN_DEVICE_FUNC Derived& setConstant(Index size, const Scalar& val);
     EIGEN_DEVICE_FUNC Derived& setConstant(Index rows, Index cols, const Scalar& val);
+    EIGEN_DEVICE_FUNC Derived& setConstant(NoChange_t, Index cols, const Scalar& val);
+    EIGEN_DEVICE_FUNC Derived& setConstant(Index rows, NoChange_t, const Scalar& val);
 
     using Base::setZero;
     EIGEN_DEVICE_FUNC Derived& setZero(Index size);
     EIGEN_DEVICE_FUNC Derived& setZero(Index rows, Index cols);
+    EIGEN_DEVICE_FUNC Derived& setZero(NoChange_t, Index cols);
+    EIGEN_DEVICE_FUNC Derived& setZero(Index rows, NoChange_t);
 
     using Base::setOnes;
     EIGEN_DEVICE_FUNC Derived& setOnes(Index size);
     EIGEN_DEVICE_FUNC Derived& setOnes(Index rows, Index cols);
+    EIGEN_DEVICE_FUNC Derived& setOnes(NoChange_t, Index cols);
+    EIGEN_DEVICE_FUNC Derived& setOnes(Index rows, NoChange_t);
 
     using Base::setRandom;
     Derived& setRandom(Index size);
     Derived& setRandom(Index rows, Index cols);
+    Derived& setRandom(NoChange_t, Index cols);
+    Derived& setRandom(Index rows, NoChange_t);
 
     #ifdef EIGEN_PLAINOBJECTBASE_PLUGIN
     #include EIGEN_PLAINOBJECTBASE_PLUGIN
@@ -705,7 +770,7 @@ class PlainObjectBase : public internal::dense_xpr_base<Derived>::type
       *
       * \internal
       */
-    // aliasing is dealt once in internall::call_assignment
+    // aliasing is dealt once in internal::call_assignment
     // so at this stage we have to assume aliasing... and resising has to be done later.
     template<typename OtherDerived>
     EIGEN_DEVICE_FUNC
@@ -737,8 +802,10 @@ class PlainObjectBase : public internal::dense_xpr_base<Derived>::type
     EIGEN_DEVICE_FUNC
     EIGEN_STRONG_INLINE void _init2(Index rows, Index cols, typename internal::enable_if<Base::SizeAtCompileTime!=2,T0>::type* = 0)
     {
-      EIGEN_STATIC_ASSERT(bool(NumTraits<T0>::IsInteger) &&
+      const bool t0_is_integer_alike = internal::is_valid_index_type<T0>::value;
-                          bool(NumTraits<T1>::IsInteger),
+      const bool t1_is_integer_alike = internal::is_valid_index_type<T1>::value;
+      EIGEN_STATIC_ASSERT(t0_is_integer_alike &&
+                          t1_is_integer_alike,
                           FLOATING_POINT_ARGUMENT_PASSED__INTEGER_WAS_EXPECTED)
       resize(rows,cols);
     }
@@ -773,14 +840,14 @@ class PlainObjectBase : public internal::dense_xpr_base<Derived>::type
                                                                               && ((!internal::is_same<typename internal::traits<Derived>::XprKind,ArrayXpr>::value || Base::SizeAtCompileTime==Dynamic)),T>::type* = 0)
     {
       // NOTE MSVC 2008 complains if we directly put bool(NumTraits<T>::IsInteger) as the EIGEN_STATIC_ASSERT argument.
-      const bool is_integer = NumTraits<T>::IsInteger;
+      const bool is_integer_alike = internal::is_valid_index_type<T>::value;
-      EIGEN_UNUSED_VARIABLE(is_integer);
+      EIGEN_UNUSED_VARIABLE(is_integer_alike);
-      EIGEN_STATIC_ASSERT(is_integer,
+      EIGEN_STATIC_ASSERT(is_integer_alike,
                           FLOATING_POINT_ARGUMENT_PASSED__INTEGER_WAS_EXPECTED)
       resize(size);
     }
 
-    // We have a 1x1 matrix/array => the argument is interpreted as the value of the unique coefficient (case where scalar type can be implicitely converted)
+    // We have a 1x1 matrix/array => the argument is interpreted as the value of the unique coefficient (case where scalar type can be implicitly converted)
     template<typename T>
     EIGEN_DEVICE_FUNC
     EIGEN_STRONG_INLINE void _init1(const Scalar& val0, typename internal::enable_if<Base::SizeAtCompileTime==1 && internal::is_convertible<T, Scalar>::value,T>::type* = 0)
@@ -882,7 +949,7 @@ class PlainObjectBase : public internal::dense_xpr_base<Derived>::type
       * of same type it is enough to swap the data pointers.
       */
     template<typename OtherDerived>
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
     void swap(DenseBase<OtherDerived> & other)
     {
       enum { SwapPointers = internal::is_same<Derived, OtherDerived>::value && Base::SizeAtCompileTime==Dynamic };
@@ -893,15 +960,15 @@ class PlainObjectBase : public internal::dense_xpr_base<Derived>::type
       * \brief const version forwarded to DenseBase::swap
       */
     template<typename OtherDerived>
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
     void swap(DenseBase<OtherDerived> const & other)
     { Base::swap(other.derived()); }
 
     EIGEN_DEVICE_FUNC
     static EIGEN_STRONG_INLINE void _check_template_params()
     {
-      EIGEN_STATIC_ASSERT((EIGEN_IMPLIES(MaxRowsAtCompileTime==1 && MaxColsAtCompileTime!=1, (Options&RowMajor)==RowMajor)
+      EIGEN_STATIC_ASSERT((EIGEN_IMPLIES(MaxRowsAtCompileTime==1 && MaxColsAtCompileTime!=1, (int(Options)&RowMajor)==RowMajor)
-                        && EIGEN_IMPLIES(MaxColsAtCompileTime==1 && MaxRowsAtCompileTime!=1, (Options&RowMajor)==0)
+                        && EIGEN_IMPLIES(MaxColsAtCompileTime==1 && MaxRowsAtCompileTime!=1, (int(Options)&RowMajor)==0)
                         && ((RowsAtCompileTime == Dynamic) || (RowsAtCompileTime >= 0))
                         && ((ColsAtCompileTime == Dynamic) || (ColsAtCompileTime >= 0))
                         && ((MaxRowsAtCompileTime == Dynamic) || (MaxRowsAtCompileTime >= 0))
@@ -913,6 +980,17 @@ class PlainObjectBase : public internal::dense_xpr_base<Derived>::type
     }
 
     enum { IsPlainObjectBase = 1 };
+#endif
+  public:
+    // These apparently need to be down here for nvcc+icc to prevent duplicate
+    // Map symbol.
+    template<typename PlainObjectType, int MapOptions, typename StrideType> friend class Eigen::Map;
+    friend class Eigen::Map<Derived, Unaligned>;
+    friend class Eigen::Map<const Derived, Unaligned>;
+#if EIGEN_MAX_ALIGN_BYTES>0
+    // for EIGEN_MAX_ALIGN_BYTES==0, AlignedMax==Unaligned, and many compilers generate warnings for friend-ing a class twice.
+    friend class Eigen::Map<Derived, AlignedMax>;
+    friend class Eigen::Map<const Derived, AlignedMax>;
 #endif
 };
 
@@ -921,13 +999,19 @@ namespace internal {
 template <typename Derived, typename OtherDerived, bool IsVector>
 struct conservative_resize_like_impl
 {
+  #if EIGEN_HAS_TYPE_TRAITS
+  static const bool IsRelocatable = std::is_trivially_copyable<typename Derived::Scalar>::value;
+  #else
+  static const bool IsRelocatable = !NumTraits<typename Derived::Scalar>::RequireInitialization;
+  #endif
   static void run(DenseBase<Derived>& _this, Index rows, Index cols)
   {
     if (_this.rows() == rows && _this.cols() == cols) return;
     EIGEN_STATIC_ASSERT_DYNAMIC_SIZE(Derived)
 
-    if ( ( Derived::IsRowMajor && _this.cols() == cols) || // row-major and we change only the number of rows
+    if ( IsRelocatable
-         (!Derived::IsRowMajor && _this.rows() == rows) )  // column-major and we change only the number of columns
+          && (( Derived::IsRowMajor && _this.cols() == cols) ||  // row-major and we change only the number of rows
+              (!Derived::IsRowMajor && _this.rows() == rows) ))  // column-major and we change only the number of columns
     {
       internal::check_rows_cols_for_overflow<Derived::MaxSizeAtCompileTime>::run(rows, cols);
       _this.derived().m_storage.conservativeResize(rows*cols,rows,cols);
@@ -935,7 +1019,7 @@ struct conservative_resize_like_impl
     else
     {
       // The storage order does not allow us to use reallocation.
-      typename Derived::PlainObject tmp(rows,cols);
+      Derived tmp(rows,cols);
       const Index common_rows = numext::mini(rows, _this.rows());
       const Index common_cols = numext::mini(cols, _this.cols());
       tmp.block(0,0,common_rows,common_cols) = _this.block(0,0,common_rows,common_cols);
@@ -955,8 +1039,9 @@ struct conservative_resize_like_impl
     EIGEN_STATIC_ASSERT_DYNAMIC_SIZE(Derived)
     EIGEN_STATIC_ASSERT_DYNAMIC_SIZE(OtherDerived)
 
-    if ( ( Derived::IsRowMajor && _this.cols() == other.cols()) || // row-major and we change only the number of rows
+    if ( IsRelocatable &&
-         (!Derived::IsRowMajor && _this.rows() == other.rows()) )  // column-major and we change only the number of columns
+          (( Derived::IsRowMajor && _this.cols() == other.cols()) ||  // row-major and we change only the number of rows
+           (!Derived::IsRowMajor && _this.rows() == other.rows()) ))  // column-major and we change only the number of columns
     {
       const Index new_rows = other.rows() - _this.rows();
       const Index new_cols = other.cols() - _this.cols();
@@ -969,7 +1054,7 @@ struct conservative_resize_like_impl
     else
     {
       // The storage order does not allow us to use reallocation.
-      typename Derived::PlainObject tmp(other);
+      Derived tmp(other);
       const Index common_rows = numext::mini(tmp.rows(), _this.rows());
       const Index common_cols = numext::mini(tmp.cols(), _this.cols());
       tmp.block(0,0,common_rows,common_cols) = _this.block(0,0,common_rows,common_cols);
@@ -984,13 +1069,18 @@ template <typename Derived, typename OtherDerived>
 struct conservative_resize_like_impl<Derived,OtherDerived,true>
   : conservative_resize_like_impl<Derived,OtherDerived,false>
 {
-  using conservative_resize_like_impl<Derived,OtherDerived,false>::run;
+  typedef conservative_resize_like_impl<Derived,OtherDerived,false> Base;
+  using Base::run;
+  using Base::IsRelocatable;
 
   static void run(DenseBase<Derived>& _this, Index size)
   {
     const Index new_rows = Derived::RowsAtCompileTime==1 ? 1 : size;
     const Index new_cols = Derived::RowsAtCompileTime==1 ? size : 1;
+    if(IsRelocatable)
       _this.derived().m_storage.conservativeResize(size,new_rows,new_cols);
+    else
+      Base::run(_this.derived(), new_rows, new_cols);
   }
 
   static void run(DenseBase<Derived>& _this, const DenseBase<OtherDerived>& other)
@@ -1001,7 +1091,10 @@ struct conservative_resize_like_impl<Derived,OtherDerived,true>
 
     const Index new_rows = Derived::RowsAtCompileTime==1 ? 1 : other.rows();
     const Index new_cols = Derived::RowsAtCompileTime==1 ? other.cols() : 1;
+    if(IsRelocatable)
       _this.derived().m_storage.conservativeResize(other.size(),new_rows,new_cols);
+    else
+      Base::run(_this.derived(), new_rows, new_cols);
 
     if (num_new_elements > 0)
       _this.tail(num_new_elements) = other.tail(num_new_elements);
@@ -1012,7 +1105,7 @@ template<typename MatrixTypeA, typename MatrixTypeB, bool SwapPointers>
 struct matrix_swap_impl
 {
   EIGEN_DEVICE_FUNC
-  static inline void run(MatrixTypeA& a, MatrixTypeB& b)
+  static EIGEN_STRONG_INLINE void run(MatrixTypeA& a, MatrixTypeB& b)
   {
     a.base().swap(b);
   }

gtsam/3rdparty/Eigen/Eigen/src/Core/Product.h

@@ -90,18 +90,23 @@ class Product : public ProductImpl<_Lhs,_Rhs,Option,
     typedef typename internal::remove_all<LhsNested>::type LhsNestedCleaned;
     typedef typename internal::remove_all<RhsNested>::type RhsNestedCleaned;
 
-    EIGEN_DEVICE_FUNC Product(const Lhs& lhs, const Rhs& rhs) : m_lhs(lhs), m_rhs(rhs)
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    Product(const Lhs& lhs, const Rhs& rhs) : m_lhs(lhs), m_rhs(rhs)
     {
       eigen_assert(lhs.cols() == rhs.rows()
         && "invalid matrix product"
         && "if you wanted a coeff-wise or a dot product use the respective explicit functions");
     }
 
-    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Index rows() const { return m_lhs.rows(); }
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE EIGEN_CONSTEXPR
-    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE Index cols() const { return m_rhs.cols(); }
+    Index rows() const EIGEN_NOEXCEPT { return m_lhs.rows(); }
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE EIGEN_CONSTEXPR
+    Index cols() const EIGEN_NOEXCEPT { return m_rhs.cols(); }
 
-    EIGEN_DEVICE_FUNC const LhsNestedCleaned& lhs() const { return m_lhs; }
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
-    EIGEN_DEVICE_FUNC const RhsNestedCleaned& rhs() const { return m_rhs; }
+    const LhsNestedCleaned& lhs() const { return m_lhs; }
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const RhsNestedCleaned& rhs() const { return m_rhs; }
 
   protected:
 
@@ -116,7 +121,7 @@ class dense_product_base
  : public internal::dense_xpr_base<Product<Lhs,Rhs,Option> >::type
 {};
 
-/** Convertion to scalar for inner-products */
+/** Conversion to scalar for inner-products */
 template<typename Lhs, typename Rhs, int Option>
 class dense_product_base<Lhs, Rhs, Option, InnerProduct>
  : public internal::dense_xpr_base<Product<Lhs,Rhs,Option> >::type
@@ -127,7 +132,7 @@ public:
   using Base::derived;
   typedef typename Base::Scalar Scalar;
 
-  EIGEN_STRONG_INLINE operator const Scalar() const
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE operator const Scalar() const
   {
     return internal::evaluator<ProductXpr>(derived()).coeff(0,0);
   }

gtsam/3rdparty/Eigen/Eigen/src/Core/ProductEvaluators.h

@@ -20,7 +20,7 @@ namespace internal {
 /** \internal
   * Evaluator of a product expression.
   * Since products require special treatments to handle all possible cases,
-  * we simply deffer the evaluation logic to a product_evaluator class
+  * we simply defer the evaluation logic to a product_evaluator class
   * which offers more partial specialization possibilities.
   *
   * \sa class product_evaluator
@@ -128,7 +128,7 @@ protected:
   PlainObject m_result;
 };
 
-// The following three shortcuts are enabled only if the scalar types match excatly.
+// The following three shortcuts are enabled only if the scalar types match exactly.
 // TODO: we could enable them for different scalar types when the product is not vectorized.
 
 // Dense = Product
@@ -137,7 +137,7 @@ struct Assignment<DstXprType, Product<Lhs,Rhs,Options>, internal::assign_op<Scal
   typename enable_if<(Options==DefaultProduct || Options==AliasFreeProduct)>::type>
 {
   typedef Product<Lhs,Rhs,Options> SrcXprType;
-  static EIGEN_STRONG_INLINE
+  static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
   void run(DstXprType &dst, const SrcXprType &src, const internal::assign_op<Scalar,Scalar> &)
   {
     Index dstRows = src.rows();
@@ -155,7 +155,7 @@ struct Assignment<DstXprType, Product<Lhs,Rhs,Options>, internal::add_assign_op<
   typename enable_if<(Options==DefaultProduct || Options==AliasFreeProduct)>::type>
 {
   typedef Product<Lhs,Rhs,Options> SrcXprType;
-  static EIGEN_STRONG_INLINE
+  static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
   void run(DstXprType &dst, const SrcXprType &src, const internal::add_assign_op<Scalar,Scalar> &)
   {
     eigen_assert(dst.rows() == src.rows() && dst.cols() == src.cols());
@@ -170,7 +170,7 @@ struct Assignment<DstXprType, Product<Lhs,Rhs,Options>, internal::sub_assign_op<
   typename enable_if<(Options==DefaultProduct || Options==AliasFreeProduct)>::type>
 {
   typedef Product<Lhs,Rhs,Options> SrcXprType;
-  static EIGEN_STRONG_INLINE
+  static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
   void run(DstXprType &dst, const SrcXprType &src, const internal::sub_assign_op<Scalar,Scalar> &)
   {
     eigen_assert(dst.rows() == src.rows() && dst.cols() == src.cols());
@@ -190,7 +190,7 @@ struct Assignment<DstXprType, CwiseBinaryOp<internal::scalar_product_op<ScalarBi
   typedef CwiseBinaryOp<internal::scalar_product_op<ScalarBis,Scalar>,
                         const CwiseNullaryOp<internal::scalar_constant_op<ScalarBis>,Plain>,
                         const Product<Lhs,Rhs,DefaultProduct> > SrcXprType;
-  static EIGEN_STRONG_INLINE
+  static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
   void run(DstXprType &dst, const SrcXprType &src, const AssignFunc& func)
   {
     call_assignment_no_alias(dst, (src.lhs().functor().m_other * src.rhs().lhs())*src.rhs().rhs(), func);
@@ -217,7 +217,7 @@ template<typename DstXprType, typename OtherXpr, typename ProductType, typename
 struct assignment_from_xpr_op_product
 {
   template<typename SrcXprType, typename InitialFunc>
-  static EIGEN_STRONG_INLINE
+  static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
   void run(DstXprType &dst, const SrcXprType &src, const InitialFunc& /*func*/)
   {
     call_assignment_no_alias(dst, src.lhs(), Func1());
@@ -246,19 +246,19 @@ template<typename Lhs, typename Rhs>
 struct generic_product_impl<Lhs,Rhs,DenseShape,DenseShape,InnerProduct>
 {
   template<typename Dst>
-  static EIGEN_STRONG_INLINE void evalTo(Dst& dst, const Lhs& lhs, const Rhs& rhs)
+  static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void evalTo(Dst& dst, const Lhs& lhs, const Rhs& rhs)
   {
     dst.coeffRef(0,0) = (lhs.transpose().cwiseProduct(rhs)).sum();
   }
 
   template<typename Dst>
-  static EIGEN_STRONG_INLINE void addTo(Dst& dst, const Lhs& lhs, const Rhs& rhs)
+  static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void addTo(Dst& dst, const Lhs& lhs, const Rhs& rhs)
   {
     dst.coeffRef(0,0) += (lhs.transpose().cwiseProduct(rhs)).sum();
   }
 
   template<typename Dst>
-  static EIGEN_STRONG_INLINE void subTo(Dst& dst, const Lhs& lhs, const Rhs& rhs)
+  static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void subTo(Dst& dst, const Lhs& lhs, const Rhs& rhs)
   { dst.coeffRef(0,0) -= (lhs.transpose().cwiseProduct(rhs)).sum(); }
 };
 
@@ -269,10 +269,10 @@ struct generic_product_impl<Lhs,Rhs,DenseShape,DenseShape,InnerProduct>
 
 // Column major result
 template<typename Dst, typename Lhs, typename Rhs, typename Func>
-void outer_product_selector_run(Dst& dst, const Lhs &lhs, const Rhs &rhs, const Func& func, const false_type&)
+void EIGEN_DEVICE_FUNC outer_product_selector_run(Dst& dst, const Lhs &lhs, const Rhs &rhs, const Func& func, const false_type&)
 {
   evaluator<Rhs> rhsEval(rhs);
-  typename nested_eval<Lhs,Rhs::SizeAtCompileTime>::type actual_lhs(lhs);
+  ei_declare_local_nested_eval(Lhs,lhs,Rhs::SizeAtCompileTime,actual_lhs);
   // FIXME if cols is large enough, then it might be useful to make sure that lhs is sequentially stored
   // FIXME not very good if rhs is real and lhs complex while alpha is real too
   const Index cols = dst.cols();
@@ -282,10 +282,10 @@ void outer_product_selector_run(Dst& dst, const Lhs &lhs, const Rhs &rhs, const
 
 // Row major result
 template<typename Dst, typename Lhs, typename Rhs, typename Func>
-void outer_product_selector_run(Dst& dst, const Lhs &lhs, const Rhs &rhs, const Func& func, const true_type&)
+void EIGEN_DEVICE_FUNC outer_product_selector_run(Dst& dst, const Lhs &lhs, const Rhs &rhs, const Func& func, const true_type&)
 {
   evaluator<Lhs> lhsEval(lhs);
-  typename nested_eval<Rhs,Lhs::SizeAtCompileTime>::type actual_rhs(rhs);
+  ei_declare_local_nested_eval(Rhs,rhs,Lhs::SizeAtCompileTime,actual_rhs);
   // FIXME if rows is large enough, then it might be useful to make sure that rhs is sequentially stored
   // FIXME not very good if lhs is real and rhs complex while alpha is real too
   const Index rows = dst.rows();
@@ -300,37 +300,37 @@ struct generic_product_impl<Lhs,Rhs,DenseShape,DenseShape,OuterProduct>
   typedef typename Product<Lhs,Rhs>::Scalar Scalar;
 
   // TODO it would be nice to be able to exploit our *_assign_op functors for that purpose
-  struct set  { template<typename Dst, typename Src> void operator()(const Dst& dst, const Src& src) const { dst.const_cast_derived()  = src; } };
+  struct set  { template<typename Dst, typename Src> EIGEN_DEVICE_FUNC void operator()(const Dst& dst, const Src& src) const { dst.const_cast_derived()  = src; } };
-  struct add  { template<typename Dst, typename Src> void operator()(const Dst& dst, const Src& src) const { dst.const_cast_derived() += src; } };
+  struct add  { template<typename Dst, typename Src> EIGEN_DEVICE_FUNC void operator()(const Dst& dst, const Src& src) const { dst.const_cast_derived() += src; } };
-  struct sub  { template<typename Dst, typename Src> void operator()(const Dst& dst, const Src& src) const { dst.const_cast_derived() -= src; } };
+  struct sub  { template<typename Dst, typename Src> EIGEN_DEVICE_FUNC void operator()(const Dst& dst, const Src& src) const { dst.const_cast_derived() -= src; } };
   struct adds {
     Scalar m_scale;
     explicit adds(const Scalar& s) : m_scale(s) {}
-    template<typename Dst, typename Src> void operator()(const Dst& dst, const Src& src) const {
+    template<typename Dst, typename Src> void EIGEN_DEVICE_FUNC operator()(const Dst& dst, const Src& src) const {
       dst.const_cast_derived() += m_scale * src;
     }
   };
 
   template<typename Dst>
-  static EIGEN_STRONG_INLINE void evalTo(Dst& dst, const Lhs& lhs, const Rhs& rhs)
+  static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void evalTo(Dst& dst, const Lhs& lhs, const Rhs& rhs)
   {
     internal::outer_product_selector_run(dst, lhs, rhs, set(), is_row_major<Dst>());
   }
 
   template<typename Dst>
-  static EIGEN_STRONG_INLINE void addTo(Dst& dst, const Lhs& lhs, const Rhs& rhs)
+  static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void addTo(Dst& dst, const Lhs& lhs, const Rhs& rhs)
   {
     internal::outer_product_selector_run(dst, lhs, rhs, add(), is_row_major<Dst>());
   }
 
   template<typename Dst>
-  static EIGEN_STRONG_INLINE void subTo(Dst& dst, const Lhs& lhs, const Rhs& rhs)
+  static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void subTo(Dst& dst, const Lhs& lhs, const Rhs& rhs)
   {
     internal::outer_product_selector_run(dst, lhs, rhs, sub(), is_row_major<Dst>());
   }
 
   template<typename Dst>
-  static EIGEN_STRONG_INLINE void scaleAndAddTo(Dst& dst, const Lhs& lhs, const Rhs& rhs, const Scalar& alpha)
+  static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void scaleAndAddTo(Dst& dst, const Lhs& lhs, const Rhs& rhs, const Scalar& alpha)
   {
     internal::outer_product_selector_run(dst, lhs, rhs, adds(alpha), is_row_major<Dst>());
   }
@@ -345,19 +345,19 @@ struct generic_product_impl_base
   typedef typename Product<Lhs,Rhs>::Scalar Scalar;
 
   template<typename Dst>
-  static EIGEN_STRONG_INLINE void evalTo(Dst& dst, const Lhs& lhs, const Rhs& rhs)
+  static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void evalTo(Dst& dst, const Lhs& lhs, const Rhs& rhs)
   { dst.setZero(); scaleAndAddTo(dst, lhs, rhs, Scalar(1)); }
 
   template<typename Dst>
-  static EIGEN_STRONG_INLINE void addTo(Dst& dst, const Lhs& lhs, const Rhs& rhs)
+  static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void addTo(Dst& dst, const Lhs& lhs, const Rhs& rhs)
   { scaleAndAddTo(dst,lhs, rhs, Scalar(1)); }
 
   template<typename Dst>
-  static EIGEN_STRONG_INLINE void subTo(Dst& dst, const Lhs& lhs, const Rhs& rhs)
+  static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void subTo(Dst& dst, const Lhs& lhs, const Rhs& rhs)
   { scaleAndAddTo(dst, lhs, rhs, Scalar(-1)); }
 
   template<typename Dst>
-  static EIGEN_STRONG_INLINE void scaleAndAddTo(Dst& dst, const Lhs& lhs, const Rhs& rhs, const Scalar& alpha)
+  static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void scaleAndAddTo(Dst& dst, const Lhs& lhs, const Rhs& rhs, const Scalar& alpha)
   { Derived::scaleAndAddTo(dst,lhs,rhs,alpha); }
 
 };
@@ -373,8 +373,13 @@ struct generic_product_impl<Lhs,Rhs,DenseShape,DenseShape,GemvProduct>
   typedef typename internal::remove_all<typename internal::conditional<int(Side)==OnTheRight,LhsNested,RhsNested>::type>::type MatrixType;
 
   template<typename Dest>
-  static EIGEN_STRONG_INLINE void scaleAndAddTo(Dest& dst, const Lhs& lhs, const Rhs& rhs, const Scalar& alpha)
+  static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void scaleAndAddTo(Dest& dst, const Lhs& lhs, const Rhs& rhs, const Scalar& alpha)
   {
+    // Fallback to inner product if both the lhs and rhs is a runtime vector.
+    if (lhs.rows() == 1 && rhs.cols() == 1) {
+      dst.coeffRef(0,0) += alpha * lhs.row(0).conjugate().dot(rhs.col(0));
+      return;
+    }
     LhsNested actual_lhs(lhs);
     RhsNested actual_rhs(rhs);
     internal::gemv_dense_selector<Side,
@@ -390,7 +395,7 @@ struct generic_product_impl<Lhs,Rhs,DenseShape,DenseShape,CoeffBasedProductMode>
   typedef typename Product<Lhs,Rhs>::Scalar Scalar;
 
   template<typename Dst>
-  static EIGEN_STRONG_INLINE void evalTo(Dst& dst, const Lhs& lhs, const Rhs& rhs)
+  static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void evalTo(Dst& dst, const Lhs& lhs, const Rhs& rhs)
   {
     // Same as: dst.noalias() = lhs.lazyProduct(rhs);
     // but easier on the compiler side
@@ -398,22 +403,71 @@ struct generic_product_impl<Lhs,Rhs,DenseShape,DenseShape,CoeffBasedProductMode>
   }
 
   template<typename Dst>
-  static EIGEN_STRONG_INLINE void addTo(Dst& dst, const Lhs& lhs, const Rhs& rhs)
+  static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void addTo(Dst& dst, const Lhs& lhs, const Rhs& rhs)
   {
     // dst.noalias() += lhs.lazyProduct(rhs);
     call_assignment_no_alias(dst, lhs.lazyProduct(rhs), internal::add_assign_op<typename Dst::Scalar,Scalar>());
   }
 
   template<typename Dst>
-  static EIGEN_STRONG_INLINE void subTo(Dst& dst, const Lhs& lhs, const Rhs& rhs)
+  static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void subTo(Dst& dst, const Lhs& lhs, const Rhs& rhs)
   {
     // dst.noalias() -= lhs.lazyProduct(rhs);
     call_assignment_no_alias(dst, lhs.lazyProduct(rhs), internal::sub_assign_op<typename Dst::Scalar,Scalar>());
   }
 
-//   template<typename Dst>
+  // This is a special evaluation path called from generic_product_impl<...,GemmProduct> in file GeneralMatrixMatrix.h
-//   static inline void scaleAndAddTo(Dst& dst, const Lhs& lhs, const Rhs& rhs, const Scalar& alpha)
+  // This variant tries to extract scalar multiples from both the LHS and RHS and factor them out. For instance:
-//   { dst.noalias() += alpha * lhs.lazyProduct(rhs); }
+  //   dst {,+,-}= (s1*A)*(B*s2)
+  // will be rewritten as:
+  //   dst {,+,-}= (s1*s2) * (A.lazyProduct(B))
+  // There are at least four benefits of doing so:
+  //  1 - huge performance gain for heap-allocated matrix types as it save costly allocations.
+  //  2 - it is faster than simply by-passing the heap allocation through stack allocation.
+  //  3 - it makes this fallback consistent with the heavy GEMM routine.
+  //  4 - it fully by-passes huge stack allocation attempts when multiplying huge fixed-size matrices.
+  //      (see https://stackoverflow.com/questions/54738495)
+  // For small fixed sizes matrices, howver, the gains are less obvious, it is sometimes x2 faster, but sometimes x3 slower,
+  // and the behavior depends also a lot on the compiler... This is why this re-writting strategy is currently
+  // enabled only when falling back from the main GEMM.
+  template<typename Dst, typename Func>
+  static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  void eval_dynamic(Dst& dst, const Lhs& lhs, const Rhs& rhs, const Func &func)
+  {
+    enum {
+      HasScalarFactor = blas_traits<Lhs>::HasScalarFactor || blas_traits<Rhs>::HasScalarFactor,
+      ConjLhs = blas_traits<Lhs>::NeedToConjugate,
+      ConjRhs = blas_traits<Rhs>::NeedToConjugate
+    };
+    // FIXME: in c++11 this should be auto, and extractScalarFactor should also return auto
+    //        this is important for real*complex_mat
+    Scalar actualAlpha = combine_scalar_factors<Scalar>(lhs, rhs);
+
+    eval_dynamic_impl(dst,
+                      blas_traits<Lhs>::extract(lhs).template conjugateIf<ConjLhs>(),
+                      blas_traits<Rhs>::extract(rhs).template conjugateIf<ConjRhs>(),
+                      func,
+                      actualAlpha,
+                      typename conditional<HasScalarFactor,true_type,false_type>::type());
+  }
+
+protected:
+
+  template<typename Dst, typename LhsT, typename RhsT, typename Func, typename Scalar>
+  static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  void eval_dynamic_impl(Dst& dst, const LhsT& lhs, const RhsT& rhs, const Func &func, const Scalar&  s /* == 1 */, false_type)
+  {
+    EIGEN_UNUSED_VARIABLE(s);
+    eigen_internal_assert(s==Scalar(1));
+    call_restricted_packet_assignment_no_alias(dst, lhs.lazyProduct(rhs), func);
+  }
+
+  template<typename Dst, typename LhsT, typename RhsT, typename Func, typename Scalar>
+  static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  void eval_dynamic_impl(Dst& dst, const LhsT& lhs, const RhsT& rhs, const Func &func, const Scalar& s, true_type)
+  {
+    call_restricted_packet_assignment_no_alias(dst, s * lhs.lazyProduct(rhs), func);
+  }
 };
 
 // This specialization enforces the use of a coefficient-based evaluation strategy
@@ -495,7 +549,7 @@ struct product_evaluator<Product<Lhs, Rhs, LazyProduct>, ProductTag, DenseShape,
     RhsCoeffReadCost = RhsEtorType::CoeffReadCost,
     CoeffReadCost = InnerSize==0 ? NumTraits<Scalar>::ReadCost
                   : InnerSize == Dynamic ? HugeCost
-                  : InnerSize * (NumTraits<Scalar>::MulCost + LhsCoeffReadCost + RhsCoeffReadCost)
+                    : InnerSize * (NumTraits<Scalar>::MulCost + int(LhsCoeffReadCost) + int(RhsCoeffReadCost))
                     + (InnerSize - 1) * NumTraits<Scalar>::AddCost,
 
     Unroll = CoeffReadCost <= EIGEN_UNROLLING_LIMIT,
@@ -522,7 +576,7 @@ struct product_evaluator<Product<Lhs, Rhs, LazyProduct>, ProductTag, DenseShape,
                     : (MaxColsAtCompileTime==1&&MaxRowsAtCompileTime!=1) ? 0
                     : (bool(RhsRowMajor) && !CanVectorizeLhs),
 
-    Flags = ((unsigned int)(LhsFlags | RhsFlags) & HereditaryBits & ~RowMajorBit)
+    Flags = ((int(LhsFlags) | int(RhsFlags)) & HereditaryBits & ~RowMajorBit)
           | (EvalToRowMajor ? RowMajorBit : 0)
           // TODO enable vectorization for mixed types
           | (SameType && (CanVectorizeLhs || CanVectorizeRhs) ? PacketAccessBit : 0)
@@ -543,8 +597,8 @@ struct product_evaluator<Product<Lhs, Rhs, LazyProduct>, ProductTag, DenseShape,
     CanVectorizeInner =    SameType
                         && LhsRowMajor
                         && (!RhsRowMajor)
-                        && (LhsFlags & RhsFlags & ActualPacketAccessBit)
+                        && (int(LhsFlags) & int(RhsFlags) & ActualPacketAccessBit)
-                        && (InnerSize % packet_traits<Scalar>::size == 0)
+                        && (int(InnerSize) % packet_traits<Scalar>::size == 0)
   };
 
   EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const CoeffReturnType coeff(Index row, Index col) const
@@ -556,7 +610,8 @@ struct product_evaluator<Product<Lhs, Rhs, LazyProduct>, ProductTag, DenseShape,
    * which is why we don't set the LinearAccessBit.
    * TODO: this seems possible when the result is a vector
    */
-  EIGEN_DEVICE_FUNC const CoeffReturnType coeff(Index index) const
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  const CoeffReturnType coeff(Index index) const
   {
     const Index row = (RowsAtCompileTime == 1 || MaxRowsAtCompileTime==1) ? 0 : index;
     const Index col = (RowsAtCompileTime == 1 || MaxRowsAtCompileTime==1) ? index : 0;
@@ -564,6 +619,7 @@ struct product_evaluator<Product<Lhs, Rhs, LazyProduct>, ProductTag, DenseShape,
   }
 
   template<int LoadMode, typename PacketType>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
   const PacketType packet(Index row, Index col) const
   {
     PacketType res;
@@ -575,6 +631,7 @@ struct product_evaluator<Product<Lhs, Rhs, LazyProduct>, ProductTag, DenseShape,
   }
 
   template<int LoadMode, typename PacketType>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
   const PacketType packet(Index index) const
   {
     const Index row = (RowsAtCompileTime == 1 || MaxRowsAtCompileTime==1) ? 0 : index;
@@ -603,7 +660,8 @@ struct product_evaluator<Product<Lhs, Rhs, DefaultProduct>, LazyCoeffBasedProduc
   enum {
     Flags = Base::Flags | EvalBeforeNestingBit
   };
-  EIGEN_DEVICE_FUNC explicit product_evaluator(const XprType& xpr)
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  explicit product_evaluator(const XprType& xpr)
     : Base(BaseProduct(xpr.lhs(),xpr.rhs()))
   {}
 };
@@ -615,7 +673,7 @@ struct product_evaluator<Product<Lhs, Rhs, DefaultProduct>, LazyCoeffBasedProduc
 template<int UnrollingIndex, typename Lhs, typename Rhs, typename Packet, int LoadMode>
 struct etor_product_packet_impl<RowMajor, UnrollingIndex, Lhs, Rhs, Packet, LoadMode>
 {
-  static EIGEN_STRONG_INLINE void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, Index innerDim, Packet &res)
+  static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, Index innerDim, Packet &res)
   {
     etor_product_packet_impl<RowMajor, UnrollingIndex-1, Lhs, Rhs, Packet, LoadMode>::run(row, col, lhs, rhs, innerDim, res);
     res =  pmadd(pset1<Packet>(lhs.coeff(row, Index(UnrollingIndex-1))), rhs.template packet<LoadMode,Packet>(Index(UnrollingIndex-1), col), res);
@@ -625,7 +683,7 @@ struct etor_product_packet_impl<RowMajor, UnrollingIndex, Lhs, Rhs, Packet, Load
 template<int UnrollingIndex, typename Lhs, typename Rhs, typename Packet, int LoadMode>
 struct etor_product_packet_impl<ColMajor, UnrollingIndex, Lhs, Rhs, Packet, LoadMode>
 {
-  static EIGEN_STRONG_INLINE void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, Index innerDim, Packet &res)
+  static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, Index innerDim, Packet &res)
   {
     etor_product_packet_impl<ColMajor, UnrollingIndex-1, Lhs, Rhs, Packet, LoadMode>::run(row, col, lhs, rhs, innerDim, res);
     res =  pmadd(lhs.template packet<LoadMode,Packet>(row, Index(UnrollingIndex-1)), pset1<Packet>(rhs.coeff(Index(UnrollingIndex-1), col)), res);
@@ -635,7 +693,7 @@ struct etor_product_packet_impl<ColMajor, UnrollingIndex, Lhs, Rhs, Packet, Load
 template<typename Lhs, typename Rhs, typename Packet, int LoadMode>
 struct etor_product_packet_impl<RowMajor, 1, Lhs, Rhs, Packet, LoadMode>
 {
-  static EIGEN_STRONG_INLINE void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, Index /*innerDim*/, Packet &res)
+  static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, Index /*innerDim*/, Packet &res)
   {
     res = pmul(pset1<Packet>(lhs.coeff(row, Index(0))),rhs.template packet<LoadMode,Packet>(Index(0), col));
   }
@@ -644,7 +702,7 @@ struct etor_product_packet_impl<RowMajor, 1, Lhs, Rhs, Packet, LoadMode>
 template<typename Lhs, typename Rhs, typename Packet, int LoadMode>
 struct etor_product_packet_impl<ColMajor, 1, Lhs, Rhs, Packet, LoadMode>
 {
-  static EIGEN_STRONG_INLINE void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, Index /*innerDim*/, Packet &res)
+  static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, Index /*innerDim*/, Packet &res)
   {
     res = pmul(lhs.template packet<LoadMode,Packet>(row, Index(0)), pset1<Packet>(rhs.coeff(Index(0), col)));
   }
@@ -653,7 +711,7 @@ struct etor_product_packet_impl<ColMajor, 1, Lhs, Rhs, Packet, LoadMode>
 template<typename Lhs, typename Rhs, typename Packet, int LoadMode>
 struct etor_product_packet_impl<RowMajor, 0, Lhs, Rhs, Packet, LoadMode>
 {
-  static EIGEN_STRONG_INLINE void run(Index /*row*/, Index /*col*/, const Lhs& /*lhs*/, const Rhs& /*rhs*/, Index /*innerDim*/, Packet &res)
+  static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void run(Index /*row*/, Index /*col*/, const Lhs& /*lhs*/, const Rhs& /*rhs*/, Index /*innerDim*/, Packet &res)
   {
     res = pset1<Packet>(typename unpacket_traits<Packet>::type(0));
   }
@@ -662,7 +720,7 @@ struct etor_product_packet_impl<RowMajor, 0, Lhs, Rhs, Packet, LoadMode>
 template<typename Lhs, typename Rhs, typename Packet, int LoadMode>
 struct etor_product_packet_impl<ColMajor, 0, Lhs, Rhs, Packet, LoadMode>
 {
-  static EIGEN_STRONG_INLINE void run(Index /*row*/, Index /*col*/, const Lhs& /*lhs*/, const Rhs& /*rhs*/, Index /*innerDim*/, Packet &res)
+  static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void run(Index /*row*/, Index /*col*/, const Lhs& /*lhs*/, const Rhs& /*rhs*/, Index /*innerDim*/, Packet &res)
   {
     res = pset1<Packet>(typename unpacket_traits<Packet>::type(0));
   }
@@ -671,7 +729,7 @@ struct etor_product_packet_impl<ColMajor, 0, Lhs, Rhs, Packet, LoadMode>
 template<typename Lhs, typename Rhs, typename Packet, int LoadMode>
 struct etor_product_packet_impl<RowMajor, Dynamic, Lhs, Rhs, Packet, LoadMode>
 {
-  static EIGEN_STRONG_INLINE void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, Index innerDim, Packet& res)
+  static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, Index innerDim, Packet& res)
   {
     res = pset1<Packet>(typename unpacket_traits<Packet>::type(0));
     for(Index i = 0; i < innerDim; ++i)
@@ -682,7 +740,7 @@ struct etor_product_packet_impl<RowMajor, Dynamic, Lhs, Rhs, Packet, LoadMode>
 template<typename Lhs, typename Rhs, typename Packet, int LoadMode>
 struct etor_product_packet_impl<ColMajor, Dynamic, Lhs, Rhs, Packet, LoadMode>
 {
-  static EIGEN_STRONG_INLINE void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, Index innerDim, Packet& res)
+  static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void run(Index row, Index col, const Lhs& lhs, const Rhs& rhs, Index innerDim, Packet& res)
   {
     res = pset1<Packet>(typename unpacket_traits<Packet>::type(0));
     for(Index i = 0; i < innerDim; ++i)
@@ -741,7 +799,8 @@ struct generic_product_impl<Lhs,Rhs,SelfAdjointShape,DenseShape,ProductTag>
   typedef typename Product<Lhs,Rhs>::Scalar Scalar;
 
   template<typename Dest>
-  static void scaleAndAddTo(Dest& dst, const Lhs& lhs, const Rhs& rhs, const Scalar& alpha)
+  static EIGEN_DEVICE_FUNC
+  void scaleAndAddTo(Dest& dst, const Lhs& lhs, const Rhs& rhs, const Scalar& alpha)
   {
     selfadjoint_product_impl<typename Lhs::MatrixType,Lhs::Mode,false,Rhs,0,Rhs::IsVectorAtCompileTime>::run(dst, lhs.nestedExpression(), rhs, alpha);
   }
@@ -772,17 +831,25 @@ struct diagonal_product_evaluator_base
    typedef typename ScalarBinaryOpTraits<typename MatrixType::Scalar, typename DiagonalType::Scalar>::ReturnType Scalar;
 public:
   enum {
-    CoeffReadCost = NumTraits<Scalar>::MulCost + evaluator<MatrixType>::CoeffReadCost + evaluator<DiagonalType>::CoeffReadCost,
+    CoeffReadCost = int(NumTraits<Scalar>::MulCost) + int(evaluator<MatrixType>::CoeffReadCost) + int(evaluator<DiagonalType>::CoeffReadCost),
 
     MatrixFlags = evaluator<MatrixType>::Flags,
     DiagFlags = evaluator<DiagonalType>::Flags,
-    _StorageOrder = MatrixFlags & RowMajorBit ? RowMajor : ColMajor,
+
+    _StorageOrder = (Derived::MaxRowsAtCompileTime==1 && Derived::MaxColsAtCompileTime!=1) ? RowMajor
+                  : (Derived::MaxColsAtCompileTime==1 && Derived::MaxRowsAtCompileTime!=1) ? ColMajor
+                  : MatrixFlags & RowMajorBit ? RowMajor : ColMajor,
+    _SameStorageOrder = _StorageOrder == (MatrixFlags & RowMajorBit ? RowMajor : ColMajor),
+
     _ScalarAccessOnDiag =  !((int(_StorageOrder) == ColMajor && int(ProductOrder) == OnTheLeft)
                            ||(int(_StorageOrder) == RowMajor && int(ProductOrder) == OnTheRight)),
     _SameTypes = is_same<typename MatrixType::Scalar, typename DiagonalType::Scalar>::value,
     // FIXME currently we need same types, but in the future the next rule should be the one
     //_Vectorizable = bool(int(MatrixFlags)&PacketAccessBit) && ((!_PacketOnDiag) || (_SameTypes && bool(int(DiagFlags)&PacketAccessBit))),
-    _Vectorizable = bool(int(MatrixFlags)&PacketAccessBit) && _SameTypes && (_ScalarAccessOnDiag || (bool(int(DiagFlags)&PacketAccessBit))),
+    _Vectorizable =   bool(int(MatrixFlags)&PacketAccessBit)
+                  &&  _SameTypes
+                  && (_SameStorageOrder || (MatrixFlags&LinearAccessBit)==LinearAccessBit)
+                  && (_ScalarAccessOnDiag || (bool(int(DiagFlags)&PacketAccessBit))),
     _LinearAccessMask = (MatrixType::RowsAtCompileTime==1 || MatrixType::ColsAtCompileTime==1) ? LinearAccessBit : 0,
     Flags = ((HereditaryBits|_LinearAccessMask) & (unsigned int)(MatrixFlags)) | (_Vectorizable ? PacketAccessBit : 0),
     Alignment = evaluator<MatrixType>::Alignment,
@@ -792,7 +859,7 @@ public:
                       ||  (DiagonalType::SizeAtCompileTime==Dynamic && MatrixType::ColsAtCompileTime==1 && ProductOrder==OnTheRight)
   };
 
-  diagonal_product_evaluator_base(const MatrixType &mat, const DiagonalType &diag)
+  EIGEN_DEVICE_FUNC diagonal_product_evaluator_base(const MatrixType &mat, const DiagonalType &diag)
     : m_diagImpl(diag), m_matImpl(mat)
   {
     EIGEN_INTERNAL_CHECK_COST_VALUE(NumTraits<Scalar>::MulCost);
@@ -843,10 +910,10 @@ struct product_evaluator<Product<Lhs, Rhs, ProductKind>, ProductTag, DiagonalSha
 
   typedef Product<Lhs, Rhs, ProductKind> XprType;
   typedef typename XprType::PlainObject PlainObject;
+  typedef typename Lhs::DiagonalVectorType DiagonalType;
 
-  enum {
+
-    StorageOrder = int(Rhs::Flags) & RowMajorBit ? RowMajor : ColMajor
+  enum { StorageOrder = Base::_StorageOrder };
-  };
 
   EIGEN_DEVICE_FUNC explicit product_evaluator(const XprType& xpr)
     : Base(xpr.rhs(), xpr.lhs().diagonal())
@@ -858,7 +925,7 @@ struct product_evaluator<Product<Lhs, Rhs, ProductKind>, ProductTag, DiagonalSha
     return m_diagImpl.coeff(row) * m_matImpl.coeff(row, col);
   }
 
-#ifndef __CUDACC__
+#ifndef EIGEN_GPUCC
   template<int LoadMode,typename PacketType>
   EIGEN_STRONG_INLINE PacketType packet(Index row, Index col) const
   {
@@ -890,7 +957,7 @@ struct product_evaluator<Product<Lhs, Rhs, ProductKind>, ProductTag, DenseShape,
   typedef Product<Lhs, Rhs, ProductKind> XprType;
   typedef typename XprType::PlainObject PlainObject;
 
-  enum { StorageOrder = int(Lhs::Flags) & RowMajorBit ? RowMajor : ColMajor };
+  enum { StorageOrder = Base::_StorageOrder };
 
   EIGEN_DEVICE_FUNC explicit product_evaluator(const XprType& xpr)
     : Base(xpr.lhs(), xpr.rhs().diagonal())
@@ -902,7 +969,7 @@ struct product_evaluator<Product<Lhs, Rhs, ProductKind>, ProductTag, DenseShape,
     return m_matImpl.coeff(row, col) * m_diagImpl.coeff(col);
   }
 
-#ifndef __CUDACC__
+#ifndef EIGEN_GPUCC
   template<int LoadMode,typename PacketType>
   EIGEN_STRONG_INLINE PacketType packet(Index row, Index col) const
   {
@@ -937,7 +1004,7 @@ struct permutation_matrix_product<ExpressionType, Side, Transposed, DenseShape>
     typedef typename remove_all<MatrixType>::type MatrixTypeCleaned;
 
     template<typename Dest, typename PermutationType>
-    static inline void run(Dest& dst, const PermutationType& perm, const ExpressionType& xpr)
+    static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void run(Dest& dst, const PermutationType& perm, const ExpressionType& xpr)
     {
       MatrixType mat(xpr);
       const Index n = Side==OnTheLeft ? mat.rows() : mat.cols();
@@ -991,7 +1058,7 @@ template<typename Lhs, typename Rhs, int ProductTag, typename MatrixShape>
 struct generic_product_impl<Lhs, Rhs, PermutationShape, MatrixShape, ProductTag>
 {
   template<typename Dest>
-  static void evalTo(Dest& dst, const Lhs& lhs, const Rhs& rhs)
+  static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void evalTo(Dest& dst, const Lhs& lhs, const Rhs& rhs)
   {
     permutation_matrix_product<Rhs, OnTheLeft, false, MatrixShape>::run(dst, lhs, rhs);
   }
@@ -1001,7 +1068,7 @@ template<typename Lhs, typename Rhs, int ProductTag, typename MatrixShape>
 struct generic_product_impl<Lhs, Rhs, MatrixShape, PermutationShape, ProductTag>
 {
   template<typename Dest>
-  static void evalTo(Dest& dst, const Lhs& lhs, const Rhs& rhs)
+  static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void evalTo(Dest& dst, const Lhs& lhs, const Rhs& rhs)
   {
     permutation_matrix_product<Lhs, OnTheRight, false, MatrixShape>::run(dst, rhs, lhs);
   }
@@ -1011,7 +1078,7 @@ template<typename Lhs, typename Rhs, int ProductTag, typename MatrixShape>
 struct generic_product_impl<Inverse<Lhs>, Rhs, PermutationShape, MatrixShape, ProductTag>
 {
   template<typename Dest>
-  static void evalTo(Dest& dst, const Inverse<Lhs>& lhs, const Rhs& rhs)
+  static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void evalTo(Dest& dst, const Inverse<Lhs>& lhs, const Rhs& rhs)
   {
     permutation_matrix_product<Rhs, OnTheLeft, true, MatrixShape>::run(dst, lhs.nestedExpression(), rhs);
   }
@@ -1021,7 +1088,7 @@ template<typename Lhs, typename Rhs, int ProductTag, typename MatrixShape>
 struct generic_product_impl<Lhs, Inverse<Rhs>, MatrixShape, PermutationShape, ProductTag>
 {
   template<typename Dest>
-  static void evalTo(Dest& dst, const Lhs& lhs, const Inverse<Rhs>& rhs)
+  static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void evalTo(Dest& dst, const Lhs& lhs, const Inverse<Rhs>& rhs)
   {
     permutation_matrix_product<Lhs, OnTheRight, true, MatrixShape>::run(dst, rhs.nestedExpression(), lhs);
   }
@@ -1045,7 +1112,7 @@ struct transposition_matrix_product
   typedef typename remove_all<MatrixType>::type MatrixTypeCleaned;
 
   template<typename Dest, typename TranspositionType>
-  static inline void run(Dest& dst, const TranspositionType& tr, const ExpressionType& xpr)
+  static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void run(Dest& dst, const TranspositionType& tr, const ExpressionType& xpr)
   {
     MatrixType mat(xpr);
     typedef typename TranspositionType::StorageIndex StorageIndex;
@@ -1068,7 +1135,7 @@ template<typename Lhs, typename Rhs, int ProductTag, typename MatrixShape>
 struct generic_product_impl<Lhs, Rhs, TranspositionsShape, MatrixShape, ProductTag>
 {
   template<typename Dest>
-  static void evalTo(Dest& dst, const Lhs& lhs, const Rhs& rhs)
+  static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void evalTo(Dest& dst, const Lhs& lhs, const Rhs& rhs)
   {
     transposition_matrix_product<Rhs, OnTheLeft, false, MatrixShape>::run(dst, lhs, rhs);
   }
@@ -1078,7 +1145,7 @@ template<typename Lhs, typename Rhs, int ProductTag, typename MatrixShape>
 struct generic_product_impl<Lhs, Rhs, MatrixShape, TranspositionsShape, ProductTag>
 {
   template<typename Dest>
-  static void evalTo(Dest& dst, const Lhs& lhs, const Rhs& rhs)
+  static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void evalTo(Dest& dst, const Lhs& lhs, const Rhs& rhs)
   {
     transposition_matrix_product<Lhs, OnTheRight, false, MatrixShape>::run(dst, rhs, lhs);
   }
@@ -1089,7 +1156,7 @@ template<typename Lhs, typename Rhs, int ProductTag, typename MatrixShape>
 struct generic_product_impl<Transpose<Lhs>, Rhs, TranspositionsShape, MatrixShape, ProductTag>
 {
   template<typename Dest>
-  static void evalTo(Dest& dst, const Transpose<Lhs>& lhs, const Rhs& rhs)
+  static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void evalTo(Dest& dst, const Transpose<Lhs>& lhs, const Rhs& rhs)
   {
     transposition_matrix_product<Rhs, OnTheLeft, true, MatrixShape>::run(dst, lhs.nestedExpression(), rhs);
   }
@@ -1099,7 +1166,7 @@ template<typename Lhs, typename Rhs, int ProductTag, typename MatrixShape>
 struct generic_product_impl<Lhs, Transpose<Rhs>, MatrixShape, TranspositionsShape, ProductTag>
 {
   template<typename Dest>
-  static void evalTo(Dest& dst, const Lhs& lhs, const Transpose<Rhs>& rhs)
+  static EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE void evalTo(Dest& dst, const Lhs& lhs, const Transpose<Rhs>& rhs)
   {
     transposition_matrix_product<Lhs, OnTheRight, true, MatrixShape>::run(dst, rhs.nestedExpression(), lhs);
   }

gtsam/3rdparty/Eigen/Eigen/src/Core/Random.h

@@ -128,7 +128,7 @@ DenseBase<Derived>::Random()
   * \sa class CwiseNullaryOp, setRandom(Index), setRandom(Index,Index)
   */
 template<typename Derived>
-inline Derived& DenseBase<Derived>::setRandom()
+EIGEN_DEVICE_FUNC inline Derived& DenseBase<Derived>::setRandom()
 {
   return *this = Random(rows(), cols());
 }
@@ -177,6 +177,42 @@ PlainObjectBase<Derived>::setRandom(Index rows, Index cols)
   return setRandom();
 }
 
+/** Resizes to the given size, changing only the number of columns, and sets all
+  * coefficients in this expression to random values. For the parameter of type
+  * NoChange_t, just pass the special value \c NoChange.
+  *
+  * Numbers are uniformly spread through their whole definition range for integer types,
+  * and in the [-1:1] range for floating point scalar types.
+  *
+  * \not_reentrant
+  *
+  * \sa DenseBase::setRandom(), setRandom(Index), setRandom(Index, NoChange_t), class CwiseNullaryOp, DenseBase::Random()
+  */
+template<typename Derived>
+EIGEN_STRONG_INLINE Derived&
+PlainObjectBase<Derived>::setRandom(NoChange_t, Index cols)
+{
+  return setRandom(rows(), cols);
+}
+
+/** Resizes to the given size, changing only the number of rows, and sets all
+  * coefficients in this expression to random values. For the parameter of type
+  * NoChange_t, just pass the special value \c NoChange.
+  *
+  * Numbers are uniformly spread through their whole definition range for integer types,
+  * and in the [-1:1] range for floating point scalar types.
+  *
+  * \not_reentrant
+  *
+  * \sa DenseBase::setRandom(), setRandom(Index), setRandom(NoChange_t, Index), class CwiseNullaryOp, DenseBase::Random()
+  */
+template<typename Derived>
+EIGEN_STRONG_INLINE Derived&
+PlainObjectBase<Derived>::setRandom(Index rows, NoChange_t)
+{
+  return setRandom(rows, cols());
+}
+
 } // end namespace Eigen
 
 #endif // EIGEN_RANDOM_H

gtsam/3rdparty/Eigen/Eigen/src/Core/Redux.h

@@ -23,23 +23,29 @@ namespace internal {
 * Part 1 : the logic deciding a strategy for vectorization and unrolling
 ***************************************************************************/
 
-template<typename Func, typename Derived>
+template<typename Func, typename Evaluator>
 struct redux_traits
 {
 public:
-    typedef typename find_best_packet<typename Derived::Scalar,Derived::SizeAtCompileTime>::type PacketType;
+    typedef typename find_best_packet<typename Evaluator::Scalar,Evaluator::SizeAtCompileTime>::type PacketType;
   enum {
     PacketSize = unpacket_traits<PacketType>::size,
-    InnerMaxSize = int(Derived::IsRowMajor)
+    InnerMaxSize = int(Evaluator::IsRowMajor)
-                 ? Derived::MaxColsAtCompileTime
+                 ? Evaluator::MaxColsAtCompileTime
-                 : Derived::MaxRowsAtCompileTime
+                 : Evaluator::MaxRowsAtCompileTime,
+    OuterMaxSize = int(Evaluator::IsRowMajor)
+                 ? Evaluator::MaxRowsAtCompileTime
+                 : Evaluator::MaxColsAtCompileTime,
+    SliceVectorizedWork = int(InnerMaxSize)==Dynamic ? Dynamic
+                        : int(OuterMaxSize)==Dynamic ? (int(InnerMaxSize)>=int(PacketSize) ? Dynamic : 0)
+                        : (int(InnerMaxSize)/int(PacketSize)) * int(OuterMaxSize)
   };
 
   enum {
-    MightVectorize = (int(Derived::Flags)&ActualPacketAccessBit)
+    MightVectorize = (int(Evaluator::Flags)&ActualPacketAccessBit)
                   && (functor_traits<Func>::PacketAccess),
-    MayLinearVectorize = bool(MightVectorize) && (int(Derived::Flags)&LinearAccessBit),
+    MayLinearVectorize = bool(MightVectorize) && (int(Evaluator::Flags)&LinearAccessBit),
-    MaySliceVectorize  = bool(MightVectorize) && int(InnerMaxSize)>=3*PacketSize
+    MaySliceVectorize  = bool(MightVectorize) && (int(SliceVectorizedWork)==Dynamic || int(SliceVectorizedWork)>=3)
   };
 
 public:
@@ -51,8 +57,8 @@ public:
 
 public:
   enum {
-    Cost = Derived::SizeAtCompileTime == Dynamic ? HugeCost
+    Cost = Evaluator::SizeAtCompileTime == Dynamic ? HugeCost
-         : Derived::SizeAtCompileTime * Derived::CoeffReadCost + (Derived::SizeAtCompileTime-1) * functor_traits<Func>::Cost,
+         : int(Evaluator::SizeAtCompileTime) * int(Evaluator::CoeffReadCost) + (Evaluator::SizeAtCompileTime-1) * functor_traits<Func>::Cost,
     UnrollingLimit = EIGEN_UNROLLING_LIMIT * (int(Traversal) == int(DefaultTraversal) ? 1 : int(PacketSize))
   };
 
@@ -64,18 +70,20 @@ public:
 #ifdef EIGEN_DEBUG_ASSIGN
   static void debug()
   {
-    std::cerr << "Xpr: " << typeid(typename Derived::XprType).name() << std::endl;
+    std::cerr << "Xpr: " << typeid(typename Evaluator::XprType).name() << std::endl;
     std::cerr.setf(std::ios::hex, std::ios::basefield);
-    EIGEN_DEBUG_VAR(Derived::Flags)
+    EIGEN_DEBUG_VAR(Evaluator::Flags)
     std::cerr.unsetf(std::ios::hex);
     EIGEN_DEBUG_VAR(InnerMaxSize)
+    EIGEN_DEBUG_VAR(OuterMaxSize)
+    EIGEN_DEBUG_VAR(SliceVectorizedWork)
     EIGEN_DEBUG_VAR(PacketSize)
     EIGEN_DEBUG_VAR(MightVectorize)
     EIGEN_DEBUG_VAR(MayLinearVectorize)
     EIGEN_DEBUG_VAR(MaySliceVectorize)
-    EIGEN_DEBUG_VAR(Traversal)
+    std::cerr << "Traversal" << " = " << Traversal << " (" << demangle_traversal(Traversal) << ")" << std::endl;
     EIGEN_DEBUG_VAR(UnrollingLimit)
-    EIGEN_DEBUG_VAR(Unrolling)
+    std::cerr << "Unrolling" << " = " << Unrolling << " (" << demangle_unrolling(Unrolling) << ")" << std::endl;
     std::cerr << std::endl;
   }
 #endif
@@ -87,88 +95,86 @@ public:
 
 /*** no vectorization ***/
 
-template<typename Func, typename Derived, int Start, int Length>
+template<typename Func, typename Evaluator, int Start, int Length>
 struct redux_novec_unroller
 {
   enum {
     HalfLength = Length/2
   };
 
-  typedef typename Derived::Scalar Scalar;
+  typedef typename Evaluator::Scalar Scalar;
 
   EIGEN_DEVICE_FUNC
-  static EIGEN_STRONG_INLINE Scalar run(const Derived &mat, const Func& func)
+  static EIGEN_STRONG_INLINE Scalar run(const Evaluator &eval, const Func& func)
   {
-    return func(redux_novec_unroller<Func, Derived, Start, HalfLength>::run(mat,func),
+    return func(redux_novec_unroller<Func, Evaluator, Start, HalfLength>::run(eval,func),
-                redux_novec_unroller<Func, Derived, Start+HalfLength, Length-HalfLength>::run(mat,func));
+                redux_novec_unroller<Func, Evaluator, Start+HalfLength, Length-HalfLength>::run(eval,func));
   }
 };
 
-template<typename Func, typename Derived, int Start>
+template<typename Func, typename Evaluator, int Start>
-struct redux_novec_unroller<Func, Derived, Start, 1>
+struct redux_novec_unroller<Func, Evaluator, Start, 1>
 {
   enum {
-    outer = Start / Derived::InnerSizeAtCompileTime,
+    outer = Start / Evaluator::InnerSizeAtCompileTime,
-    inner = Start % Derived::InnerSizeAtCompileTime
+    inner = Start % Evaluator::InnerSizeAtCompileTime
   };
 
-  typedef typename Derived::Scalar Scalar;
+  typedef typename Evaluator::Scalar Scalar;
 
   EIGEN_DEVICE_FUNC
-  static EIGEN_STRONG_INLINE Scalar run(const Derived &mat, const Func&)
+  static EIGEN_STRONG_INLINE Scalar run(const Evaluator &eval, const Func&)
   {
-    return mat.coeffByOuterInner(outer, inner);
+    return eval.coeffByOuterInner(outer, inner);
   }
 };
 
 // This is actually dead code and will never be called. It is required
 // to prevent false warnings regarding failed inlining though
 // for 0 length run() will never be called at all.
-template<typename Func, typename Derived, int Start>
+template<typename Func, typename Evaluator, int Start>
-struct redux_novec_unroller<Func, Derived, Start, 0>
+struct redux_novec_unroller<Func, Evaluator, Start, 0>
 {
-  typedef typename Derived::Scalar Scalar;
+  typedef typename Evaluator::Scalar Scalar;
   EIGEN_DEVICE_FUNC 
-  static EIGEN_STRONG_INLINE Scalar run(const Derived&, const Func&) { return Scalar(); }
+  static EIGEN_STRONG_INLINE Scalar run(const Evaluator&, const Func&) { return Scalar(); }
 };
 
 /*** vectorization ***/
 
-template<typename Func, typename Derived, int Start, int Length>
+template<typename Func, typename Evaluator, int Start, int Length>
 struct redux_vec_unroller
+{
+  template<typename PacketType>
+  EIGEN_DEVICE_FUNC
+  static EIGEN_STRONG_INLINE PacketType run(const Evaluator &eval, const Func& func)
   {
     enum {
-    PacketSize = redux_traits<Func, Derived>::PacketSize,
+      PacketSize = unpacket_traits<PacketType>::size,
       HalfLength = Length/2
     };
 
-  typedef typename Derived::Scalar Scalar;
-  typedef typename redux_traits<Func, Derived>::PacketType PacketScalar;
-
-  static EIGEN_STRONG_INLINE PacketScalar run(const Derived &mat, const Func& func)
-  {
     return func.packetOp(
-            redux_vec_unroller<Func, Derived, Start, HalfLength>::run(mat,func),
+            redux_vec_unroller<Func, Evaluator, Start, HalfLength>::template run<PacketType>(eval,func),
-            redux_vec_unroller<Func, Derived, Start+HalfLength, Length-HalfLength>::run(mat,func) );
+            redux_vec_unroller<Func, Evaluator, Start+HalfLength, Length-HalfLength>::template run<PacketType>(eval,func) );
   }
 };
 
-template<typename Func, typename Derived, int Start>
+template<typename Func, typename Evaluator, int Start>
-struct redux_vec_unroller<Func, Derived, Start, 1>
+struct redux_vec_unroller<Func, Evaluator, Start, 1>
+{
+  template<typename PacketType>
+  EIGEN_DEVICE_FUNC
+  static EIGEN_STRONG_INLINE PacketType run(const Evaluator &eval, const Func&)
   {
     enum {
-    index = Start * redux_traits<Func, Derived>::PacketSize,
+      PacketSize = unpacket_traits<PacketType>::size,
-    outer = index / int(Derived::InnerSizeAtCompileTime),
+      index = Start * PacketSize,
-    inner = index % int(Derived::InnerSizeAtCompileTime),
+      outer = index / int(Evaluator::InnerSizeAtCompileTime),
-    alignment = Derived::Alignment
+      inner = index % int(Evaluator::InnerSizeAtCompileTime),
+      alignment = Evaluator::Alignment
     };
-
+    return eval.template packetByOuterInner<alignment,PacketType>(outer, inner);
-  typedef typename Derived::Scalar Scalar;
-  typedef typename redux_traits<Func, Derived>::PacketType PacketScalar;
-
-  static EIGEN_STRONG_INLINE PacketScalar run(const Derived &mat, const Func&)
-  {
-    return mat.template packetByOuterInner<alignment,PacketScalar>(outer, inner);
   }
 };
 
@@ -176,53 +182,65 @@ struct redux_vec_unroller<Func, Derived, Start, 1>
 * Part 3 : implementation of all cases
 ***************************************************************************/
 
-template<typename Func, typename Derived,
+template<typename Func, typename Evaluator,
-         int Traversal = redux_traits<Func, Derived>::Traversal,
+         int Traversal = redux_traits<Func, Evaluator>::Traversal,
-         int Unrolling = redux_traits<Func, Derived>::Unrolling
+         int Unrolling = redux_traits<Func, Evaluator>::Unrolling
 >
 struct redux_impl;
 
-template<typename Func, typename Derived>
+template<typename Func, typename Evaluator>
-struct redux_impl<Func, Derived, DefaultTraversal, NoUnrolling>
+struct redux_impl<Func, Evaluator, DefaultTraversal, NoUnrolling>
 {
-  typedef typename Derived::Scalar Scalar;
+  typedef typename Evaluator::Scalar Scalar;
-  EIGEN_DEVICE_FUNC
+
-  static EIGEN_STRONG_INLINE Scalar run(const Derived &mat, const Func& func)
+  template<typename XprType>
+  EIGEN_DEVICE_FUNC static EIGEN_STRONG_INLINE
+  Scalar run(const Evaluator &eval, const Func& func, const XprType& xpr)
   {
-    eigen_assert(mat.rows()>0 && mat.cols()>0 && "you are using an empty matrix");
+    eigen_assert(xpr.rows()>0 && xpr.cols()>0 && "you are using an empty matrix");
     Scalar res;
-    res = mat.coeffByOuterInner(0, 0);
+    res = eval.coeffByOuterInner(0, 0);
-    for(Index i = 1; i < mat.innerSize(); ++i)
+    for(Index i = 1; i < xpr.innerSize(); ++i)
-      res = func(res, mat.coeffByOuterInner(0, i));
+      res = func(res, eval.coeffByOuterInner(0, i));
-    for(Index i = 1; i < mat.outerSize(); ++i)
+    for(Index i = 1; i < xpr.outerSize(); ++i)
-      for(Index j = 0; j < mat.innerSize(); ++j)
+      for(Index j = 0; j < xpr.innerSize(); ++j)
-        res = func(res, mat.coeffByOuterInner(i, j));
+        res = func(res, eval.coeffByOuterInner(i, j));
     return res;
   }
 };
 
-template<typename Func, typename Derived>
+template<typename Func, typename Evaluator>
-struct redux_impl<Func,Derived, DefaultTraversal, CompleteUnrolling>
+struct redux_impl<Func,Evaluator, DefaultTraversal, CompleteUnrolling>
-  : public redux_novec_unroller<Func,Derived, 0, Derived::SizeAtCompileTime>
+  : redux_novec_unroller<Func,Evaluator, 0, Evaluator::SizeAtCompileTime>
-{};
-
-template<typename Func, typename Derived>
-struct redux_impl<Func, Derived, LinearVectorizedTraversal, NoUnrolling>
 {
-  typedef typename Derived::Scalar Scalar;
+  typedef redux_novec_unroller<Func,Evaluator, 0, Evaluator::SizeAtCompileTime> Base;
-  typedef typename redux_traits<Func, Derived>::PacketType PacketScalar;
+  typedef typename Evaluator::Scalar Scalar;
-
+  template<typename XprType>
-  static Scalar run(const Derived &mat, const Func& func)
+  EIGEN_DEVICE_FUNC static EIGEN_STRONG_INLINE
+  Scalar run(const Evaluator &eval, const Func& func, const XprType& /*xpr*/)
   {
-    const Index size = mat.size();
+    return Base::run(eval,func);
+  }
+};
 
-    const Index packetSize = redux_traits<Func, Derived>::PacketSize;
+template<typename Func, typename Evaluator>
+struct redux_impl<Func, Evaluator, LinearVectorizedTraversal, NoUnrolling>
+{
+  typedef typename Evaluator::Scalar Scalar;
+  typedef typename redux_traits<Func, Evaluator>::PacketType PacketScalar;
+
+  template<typename XprType>
+  static Scalar run(const Evaluator &eval, const Func& func, const XprType& xpr)
+  {
+    const Index size = xpr.size();
+    
+    const Index packetSize = redux_traits<Func, Evaluator>::PacketSize;
     const int packetAlignment = unpacket_traits<PacketScalar>::alignment;
     enum {
-      alignment0 = (bool(Derived::Flags & DirectAccessBit) && bool(packet_traits<Scalar>::AlignedOnScalar)) ? int(packetAlignment) : int(Unaligned),
+      alignment0 = (bool(Evaluator::Flags & DirectAccessBit) && bool(packet_traits<Scalar>::AlignedOnScalar)) ? int(packetAlignment) : int(Unaligned),
-      alignment = EIGEN_PLAIN_ENUM_MAX(alignment0, Derived::Alignment)
+      alignment = EIGEN_PLAIN_ENUM_MAX(alignment0, Evaluator::Alignment)
     };
-    const Index alignedStart = internal::first_default_aligned(mat.nestedExpression());
+    const Index alignedStart = internal::first_default_aligned(xpr);
     const Index alignedSize2 = ((size-alignedStart)/(2*packetSize))*(2*packetSize);
     const Index alignedSize = ((size-alignedStart)/(packetSize))*(packetSize);
     const Index alignedEnd2 = alignedStart + alignedSize2;
@@ -230,34 +248,34 @@ struct redux_impl<Func, Derived, LinearVectorizedTraversal, NoUnrolling>
     Scalar res;
     if(alignedSize)
     {
-      PacketScalar packet_res0 = mat.template packet<alignment,PacketScalar>(alignedStart);
+      PacketScalar packet_res0 = eval.template packet<alignment,PacketScalar>(alignedStart);
       if(alignedSize>packetSize) // we have at least two packets to partly unroll the loop
       {
-        PacketScalar packet_res1 = mat.template packet<alignment,PacketScalar>(alignedStart+packetSize);
+        PacketScalar packet_res1 = eval.template packet<alignment,PacketScalar>(alignedStart+packetSize);
         for(Index index = alignedStart + 2*packetSize; index < alignedEnd2; index += 2*packetSize)
         {
-          packet_res0 = func.packetOp(packet_res0, mat.template packet<alignment,PacketScalar>(index));
+          packet_res0 = func.packetOp(packet_res0, eval.template packet<alignment,PacketScalar>(index));
-          packet_res1 = func.packetOp(packet_res1, mat.template packet<alignment,PacketScalar>(index+packetSize));
+          packet_res1 = func.packetOp(packet_res1, eval.template packet<alignment,PacketScalar>(index+packetSize));
         }
 
         packet_res0 = func.packetOp(packet_res0,packet_res1);
         if(alignedEnd>alignedEnd2)
-          packet_res0 = func.packetOp(packet_res0, mat.template packet<alignment,PacketScalar>(alignedEnd2));
+          packet_res0 = func.packetOp(packet_res0, eval.template packet<alignment,PacketScalar>(alignedEnd2));
       }
       res = func.predux(packet_res0);
 
       for(Index index = 0; index < alignedStart; ++index)
-        res = func(res,mat.coeff(index));
+        res = func(res,eval.coeff(index));
 
       for(Index index = alignedEnd; index < size; ++index)
-        res = func(res,mat.coeff(index));
+        res = func(res,eval.coeff(index));
     }
     else // too small to vectorize anything.
          // since this is dynamic-size hence inefficient anyway for such small sizes, don't try to optimize.
     {
-      res = mat.coeff(0);
+      res = eval.coeff(0);
       for(Index index = 1; index < size; ++index)
-        res = func(res,mat.coeff(index));
+        res = func(res,eval.coeff(index));
     }
 
     return res;
@@ -265,130 +283,108 @@ struct redux_impl<Func, Derived, LinearVectorizedTraversal, NoUnrolling>
 };
 
 // NOTE: for SliceVectorizedTraversal we simply bypass unrolling
-template<typename Func, typename Derived, int Unrolling>
+template<typename Func, typename Evaluator, int Unrolling>
-struct redux_impl<Func, Derived, SliceVectorizedTraversal, Unrolling>
+struct redux_impl<Func, Evaluator, SliceVectorizedTraversal, Unrolling>
 {
-  typedef typename Derived::Scalar Scalar;
+  typedef typename Evaluator::Scalar Scalar;
-  typedef typename redux_traits<Func, Derived>::PacketType PacketType;
+  typedef typename redux_traits<Func, Evaluator>::PacketType PacketType;
 
-  EIGEN_DEVICE_FUNC static Scalar run(const Derived &mat, const Func& func)
+  template<typename XprType>
+  EIGEN_DEVICE_FUNC static Scalar run(const Evaluator &eval, const Func& func, const XprType& xpr)
   {
-    eigen_assert(mat.rows()>0 && mat.cols()>0 && "you are using an empty matrix");
+    eigen_assert(xpr.rows()>0 && xpr.cols()>0 && "you are using an empty matrix");
-    const Index innerSize = mat.innerSize();
+    const Index innerSize = xpr.innerSize();
-    const Index outerSize = mat.outerSize();
+    const Index outerSize = xpr.outerSize();
     enum {
-      packetSize = redux_traits<Func, Derived>::PacketSize
+      packetSize = redux_traits<Func, Evaluator>::PacketSize
     };
     const Index packetedInnerSize = ((innerSize)/packetSize)*packetSize;
     Scalar res;
     if(packetedInnerSize)
     {
-      PacketType packet_res = mat.template packet<Unaligned,PacketType>(0,0);
+      PacketType packet_res = eval.template packet<Unaligned,PacketType>(0,0);
       for(Index j=0; j<outerSize; ++j)
         for(Index i=(j==0?packetSize:0); i<packetedInnerSize; i+=Index(packetSize))
-          packet_res = func.packetOp(packet_res, mat.template packetByOuterInner<Unaligned,PacketType>(j,i));
+          packet_res = func.packetOp(packet_res, eval.template packetByOuterInner<Unaligned,PacketType>(j,i));
 
       res = func.predux(packet_res);
       for(Index j=0; j<outerSize; ++j)
         for(Index i=packetedInnerSize; i<innerSize; ++i)
-          res = func(res, mat.coeffByOuterInner(j,i));
+          res = func(res, eval.coeffByOuterInner(j,i));
     }
     else // too small to vectorize anything.
          // since this is dynamic-size hence inefficient anyway for such small sizes, don't try to optimize.
     {
-      res = redux_impl<Func, Derived, DefaultTraversal, NoUnrolling>::run(mat, func);
+      res = redux_impl<Func, Evaluator, DefaultTraversal, NoUnrolling>::run(eval, func, xpr);
     }
 
     return res;
   }
 };
 
-template<typename Func, typename Derived>
+template<typename Func, typename Evaluator>
-struct redux_impl<Func, Derived, LinearVectorizedTraversal, CompleteUnrolling>
+struct redux_impl<Func, Evaluator, LinearVectorizedTraversal, CompleteUnrolling>
 {
-  typedef typename Derived::Scalar Scalar;
+  typedef typename Evaluator::Scalar Scalar;
 
-  typedef typename redux_traits<Func, Derived>::PacketType PacketScalar;
+  typedef typename redux_traits<Func, Evaluator>::PacketType PacketType;
   enum {
-    PacketSize = redux_traits<Func, Derived>::PacketSize,
+    PacketSize = redux_traits<Func, Evaluator>::PacketSize,
-    Size = Derived::SizeAtCompileTime,
+    Size = Evaluator::SizeAtCompileTime,
-    VectorizedSize = (Size / PacketSize) * PacketSize
+    VectorizedSize = (int(Size) / int(PacketSize)) * int(PacketSize)
   };
-  EIGEN_DEVICE_FUNC static EIGEN_STRONG_INLINE Scalar run(const Derived &mat, const Func& func)
+
+  template<typename XprType>
+  EIGEN_DEVICE_FUNC static EIGEN_STRONG_INLINE
+  Scalar run(const Evaluator &eval, const Func& func, const XprType &xpr)
   {
-    eigen_assert(mat.rows()>0 && mat.cols()>0 && "you are using an empty matrix");
+    EIGEN_ONLY_USED_FOR_DEBUG(xpr)
+    eigen_assert(xpr.rows()>0 && xpr.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));
+      Scalar res = func.predux(redux_vec_unroller<Func, Evaluator, 0, Size / PacketSize>::template run<PacketType>(eval,func));
       if (VectorizedSize != Size)
-        res = func(res,redux_novec_unroller<Func, Derived, VectorizedSize, Size-VectorizedSize>::run(mat,func));
+        res = func(res,redux_novec_unroller<Func, Evaluator, VectorizedSize, Size-VectorizedSize>::run(eval,func));
       return res;
     }
     else {
-      return redux_novec_unroller<Func, Derived, 0, Size>::run(mat,func);
+      return redux_novec_unroller<Func, Evaluator, 0, Size>::run(eval,func);
     }
   }
 };
 
 // evaluator adaptor
 template<typename _XprType>
-class redux_evaluator
+class redux_evaluator : public internal::evaluator<_XprType>
 {
+  typedef internal::evaluator<_XprType> Base;
 public:
   typedef _XprType XprType;
-  EIGEN_DEVICE_FUNC explicit redux_evaluator(const XprType &xpr) : m_evaluator(xpr), m_xpr(xpr) {}
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  explicit redux_evaluator(const XprType &xpr) : Base(xpr) {}
   
   typedef typename XprType::Scalar Scalar;
   typedef typename XprType::CoeffReturnType CoeffReturnType;
   typedef typename XprType::PacketScalar PacketScalar;
-  typedef typename XprType::PacketReturnType PacketReturnType;
   
   enum {
     MaxRowsAtCompileTime = XprType::MaxRowsAtCompileTime,
     MaxColsAtCompileTime = XprType::MaxColsAtCompileTime,
     // TODO we should not remove DirectAccessBit and rather find an elegant way to query the alignment offset at runtime from the evaluator
-    Flags = evaluator<XprType>::Flags & ~DirectAccessBit,
+    Flags = Base::Flags & ~DirectAccessBit,
     IsRowMajor = XprType::IsRowMajor,
     SizeAtCompileTime = XprType::SizeAtCompileTime,
-    InnerSizeAtCompileTime = XprType::InnerSizeAtCompileTime,
+    InnerSizeAtCompileTime = XprType::InnerSizeAtCompileTime
-    CoeffReadCost = evaluator<XprType>::CoeffReadCost,
-    Alignment = evaluator<XprType>::Alignment
   };
   
-  EIGEN_DEVICE_FUNC Index rows() const { return m_xpr.rows(); }
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
-  EIGEN_DEVICE_FUNC Index cols() const { return m_xpr.cols(); }
-  EIGEN_DEVICE_FUNC Index size() const { return m_xpr.size(); }
-  EIGEN_DEVICE_FUNC Index innerSize() const { return m_xpr.innerSize(); }
-  EIGEN_DEVICE_FUNC Index outerSize() const { return m_xpr.outerSize(); }
-
-  EIGEN_DEVICE_FUNC
-  CoeffReturnType coeff(Index row, Index col) const
-  { return m_evaluator.coeff(row, col); }
-
-  EIGEN_DEVICE_FUNC
-  CoeffReturnType coeff(Index index) const
-  { return m_evaluator.coeff(index); }
-
-  template<int LoadMode, typename PacketType>
-  PacketType packet(Index row, Index col) const
-  { return m_evaluator.template packet<LoadMode,PacketType>(row, col); }
-
-  template<int LoadMode, typename PacketType>
-  PacketType packet(Index index) const
-  { return m_evaluator.template packet<LoadMode,PacketType>(index); }
-  
-  EIGEN_DEVICE_FUNC
   CoeffReturnType coeffByOuterInner(Index outer, Index inner) const
-  { return m_evaluator.coeff(IsRowMajor ? outer : inner, IsRowMajor ? inner : outer); }
+  { return Base::coeff(IsRowMajor ? outer : inner, IsRowMajor ? inner : outer); }
   
   template<int LoadMode, typename PacketType>
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
   PacketType packetByOuterInner(Index outer, Index inner) const
-  { return m_evaluator.template packet<LoadMode,PacketType>(IsRowMajor ? outer : inner, IsRowMajor ? inner : outer); }
+  { return Base::template packet<LoadMode,PacketType>(IsRowMajor ? outer : inner, IsRowMajor ? inner : outer); }
   
-  const XprType & nestedExpression() const { return m_xpr; }
-  
-protected:
-  internal::evaluator<XprType> m_evaluator;
-  const XprType &m_xpr;
 };
 
 } // end namespace internal
@@ -403,11 +399,13 @@ protected:
   * The template parameter \a BinaryOp is the type of the functor \a func which must be
   * an associative operator. Both current C++98 and C++11 functor styles are handled.
   *
+  * \warning the matrix must be not empty, otherwise an assertion is triggered.
+  *
   * \sa DenseBase::sum(), DenseBase::minCoeff(), DenseBase::maxCoeff(), MatrixBase::colwise(), MatrixBase::rowwise()
   */
 template<typename Derived>
 template<typename Func>
-EIGEN_STRONG_INLINE typename internal::traits<Derived>::Scalar
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE typename internal::traits<Derived>::Scalar
 DenseBase<Derived>::redux(const Func& func) const
 {
   eigen_assert(this->rows()>0 && this->cols()>0 && "you are using an empty matrix");
@@ -415,27 +413,39 @@ DenseBase<Derived>::redux(const Func& func) const
   typedef typename internal::redux_evaluator<Derived> ThisEvaluator;
   ThisEvaluator thisEval(derived());
 
-  return internal::redux_impl<Func, ThisEvaluator>::run(thisEval, func);
+  // The initial expression is passed to the reducer as an additional argument instead of
+  // passing it as a member of redux_evaluator to help  
+  return internal::redux_impl<Func, ThisEvaluator>::run(thisEval, func, derived());
 }
 
 /** \returns the minimum of all coefficients of \c *this.
-  * \warning the result is undefined if \c *this contains NaN.
+  * In case \c *this contains NaN, NaNPropagation determines the behavior:
+  *   NaNPropagation == PropagateFast : undefined
+  *   NaNPropagation == PropagateNaN : result is NaN
+  *   NaNPropagation == PropagateNumbers : result is minimum of elements that are not NaN
+  * \warning the matrix must be not empty, otherwise an assertion is triggered.
   */
 template<typename Derived>
-EIGEN_STRONG_INLINE typename internal::traits<Derived>::Scalar
+template<int NaNPropagation>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE typename internal::traits<Derived>::Scalar
 DenseBase<Derived>::minCoeff() const
 {
-  return derived().redux(Eigen::internal::scalar_min_op<Scalar,Scalar>());
+  return derived().redux(Eigen::internal::scalar_min_op<Scalar,Scalar, NaNPropagation>());
 }
 
 /** \returns the maximum of all coefficients of \c *this. 
-  * \warning the result is undefined if \c *this contains NaN.
+  * In case \c *this contains NaN, NaNPropagation determines the behavior:
+  *   NaNPropagation == PropagateFast : undefined
+  *   NaNPropagation == PropagateNaN : result is NaN
+  *   NaNPropagation == PropagateNumbers : result is maximum of elements that are not NaN
+  * \warning the matrix must be not empty, otherwise an assertion is triggered.
   */
 template<typename Derived>
-EIGEN_STRONG_INLINE typename internal::traits<Derived>::Scalar
+template<int NaNPropagation>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE typename internal::traits<Derived>::Scalar
 DenseBase<Derived>::maxCoeff() const
 {
-  return derived().redux(Eigen::internal::scalar_max_op<Scalar,Scalar>());
+  return derived().redux(Eigen::internal::scalar_max_op<Scalar,Scalar, NaNPropagation>());
 }
 
 /** \returns the sum of all coefficients of \c *this
@@ -445,7 +455,7 @@ DenseBase<Derived>::maxCoeff() const
   * \sa trace(), prod(), mean()
   */
 template<typename Derived>
-EIGEN_STRONG_INLINE typename internal::traits<Derived>::Scalar
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE typename internal::traits<Derived>::Scalar
 DenseBase<Derived>::sum() const
 {
   if(SizeAtCompileTime==0 || (SizeAtCompileTime==Dynamic && size()==0))
@@ -458,7 +468,7 @@ DenseBase<Derived>::sum() const
 * \sa trace(), prod(), sum()
 */
 template<typename Derived>
-EIGEN_STRONG_INLINE typename internal::traits<Derived>::Scalar
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE typename internal::traits<Derived>::Scalar
 DenseBase<Derived>::mean() const
 {
 #ifdef __INTEL_COMPILER
@@ -479,7 +489,7 @@ DenseBase<Derived>::mean() const
   * \sa sum(), mean(), trace()
   */
 template<typename Derived>
-EIGEN_STRONG_INLINE typename internal::traits<Derived>::Scalar
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE typename internal::traits<Derived>::Scalar
 DenseBase<Derived>::prod() const
 {
   if(SizeAtCompileTime==0 || (SizeAtCompileTime==Dynamic && size()==0))
@@ -494,7 +504,7 @@ DenseBase<Derived>::prod() const
   * \sa diagonal(), sum()
   */
 template<typename Derived>
-EIGEN_STRONG_INLINE typename internal::traits<Derived>::Scalar
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE typename internal::traits<Derived>::Scalar
 MatrixBase<Derived>::trace() const
 {
   return derived().diagonal().sum();

gtsam/3rdparty/Eigen/Eigen/src/Core/Ref.h

@@ -28,12 +28,13 @@ struct traits<Ref<_PlainObjectType, _Options, _StrideType> >
 
   template<typename Derived> struct match {
     enum {
+      IsVectorAtCompileTime = PlainObjectType::IsVectorAtCompileTime || Derived::IsVectorAtCompileTime,
       HasDirectAccess = internal::has_direct_access<Derived>::ret,
-      StorageOrderMatch = PlainObjectType::IsVectorAtCompileTime || Derived::IsVectorAtCompileTime || ((PlainObjectType::Flags&RowMajorBit)==(Derived::Flags&RowMajorBit)),
+      StorageOrderMatch = 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),
-      OuterStrideMatch = Derived::IsVectorAtCompileTime
+      OuterStrideMatch = IsVectorAtCompileTime
                       || int(StrideType::OuterStrideAtCompileTime)==int(Dynamic) || int(StrideType::OuterStrideAtCompileTime)==int(Derived::OuterStrideAtCompileTime),
       // NOTE, this indirection of evaluator<Derived>::Alignment is needed
       // to workaround a very strange bug in MSVC related to the instantiation
@@ -66,12 +67,12 @@ public:
   typedef MapBase<Derived> Base;
   EIGEN_DENSE_PUBLIC_INTERFACE(RefBase)
 
-  EIGEN_DEVICE_FUNC inline Index innerStride() const
+  EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR inline Index innerStride() const
   {
     return StrideType::InnerStrideAtCompileTime != 0 ? m_stride.inner() : 1;
   }
 
-  EIGEN_DEVICE_FUNC inline Index outerStride() const
+  EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR inline Index outerStride() const
   {
     return StrideType::OuterStrideAtCompileTime != 0 ? m_stride.outer()
          : IsVectorAtCompileTime ? this->size()
@@ -92,29 +93,115 @@ protected:
 
   typedef Stride<StrideType::OuterStrideAtCompileTime,StrideType::InnerStrideAtCompileTime> StrideBase;
 
-  template<typename Expression>
+  // Resolves inner stride if default 0.
-  EIGEN_DEVICE_FUNC void construct(Expression& expr)
+  static EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR Index resolveInnerStride(Index inner) {
-  {
+    return inner == 0 ? 1 : inner;
-    EIGEN_STATIC_ASSERT_SAME_MATRIX_SIZE(PlainObjectType,Expression);
+  }
 
+  // Resolves outer stride if default 0.
+  static EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR Index resolveOuterStride(Index inner, Index outer, Index rows, Index cols, bool isVectorAtCompileTime, bool isRowMajor) {
+    return outer == 0 ? isVectorAtCompileTime ? inner * rows * cols : isRowMajor ? inner * cols : inner * rows : outer;
+  }
+
+  // Returns true if construction is valid, false if there is a stride mismatch,
+  // and fails if there is a size mismatch.
+  template<typename Expression>
+  EIGEN_DEVICE_FUNC bool construct(Expression& expr)
+  {
+    // Check matrix sizes.  If this is a compile-time vector, we do allow
+    // implicitly transposing.
+    EIGEN_STATIC_ASSERT(
+      EIGEN_PREDICATE_SAME_MATRIX_SIZE(PlainObjectType, Expression)
+      // If it is a vector, the transpose sizes might match.
+      || ( PlainObjectType::IsVectorAtCompileTime
+            && ((int(PlainObjectType::RowsAtCompileTime)==Eigen::Dynamic
+              || int(Expression::ColsAtCompileTime)==Eigen::Dynamic
+              || int(PlainObjectType::RowsAtCompileTime)==int(Expression::ColsAtCompileTime))
+            &&  (int(PlainObjectType::ColsAtCompileTime)==Eigen::Dynamic
+              || int(Expression::RowsAtCompileTime)==Eigen::Dynamic
+              || int(PlainObjectType::ColsAtCompileTime)==int(Expression::RowsAtCompileTime)))),
+      YOU_MIXED_MATRICES_OF_DIFFERENT_SIZES
+    )
+
+    // Determine runtime rows and columns.
+    Index rows = expr.rows();
+    Index cols = expr.cols();
     if(PlainObjectType::RowsAtCompileTime==1)
     {
       eigen_assert(expr.rows()==1 || expr.cols()==1);
-      ::new (static_cast<Base*>(this)) Base(expr.data(), 1, expr.size());
+      rows = 1;
+      cols = expr.size();
     }
     else if(PlainObjectType::ColsAtCompileTime==1)
     {
       eigen_assert(expr.rows()==1 || expr.cols()==1);
-      ::new (static_cast<Base*>(this)) Base(expr.data(), expr.size(), 1);
+      rows = expr.size();
+      cols = 1;
     }
-    else
+    // Verify that the sizes are valid.
-      ::new (static_cast<Base*>(this)) Base(expr.data(), expr.rows(), expr.cols());
+    eigen_assert(
+      (PlainObjectType::RowsAtCompileTime == Dynamic) || (PlainObjectType::RowsAtCompileTime == rows));
+    eigen_assert(
+      (PlainObjectType::ColsAtCompileTime == Dynamic) || (PlainObjectType::ColsAtCompileTime == cols));
 
-    if(Expression::IsVectorAtCompileTime && (!PlainObjectType::IsVectorAtCompileTime) && ((Expression::Flags&RowMajorBit)!=(PlainObjectType::Flags&RowMajorBit)))
+
-      ::new (&m_stride) StrideBase(expr.innerStride(), StrideType::InnerStrideAtCompileTime==0?0:1);
+    // If this is a vector, we might be transposing, which means that stride should swap.
-    else
+    const bool transpose = PlainObjectType::IsVectorAtCompileTime && (rows != expr.rows());
-      ::new (&m_stride) StrideBase(StrideType::OuterStrideAtCompileTime==0?0:expr.outerStride(),
+    // If the storage format differs, we also need to swap the stride.
-                                   StrideType::InnerStrideAtCompileTime==0?0:expr.innerStride());    
+    const bool row_major = ((PlainObjectType::Flags)&RowMajorBit) != 0;
+    const bool expr_row_major = (Expression::Flags&RowMajorBit) != 0;
+    const bool storage_differs =  (row_major != expr_row_major);
+
+    const bool swap_stride = (transpose != storage_differs);
+
+    // Determine expr's actual strides, resolving any defaults if zero.
+    const Index expr_inner_actual = resolveInnerStride(expr.innerStride());
+    const Index expr_outer_actual = resolveOuterStride(expr_inner_actual,
+                                                       expr.outerStride(),
+                                                       expr.rows(),
+                                                       expr.cols(),
+                                                       Expression::IsVectorAtCompileTime != 0,
+                                                       expr_row_major);
+
+    // If this is a column-major row vector or row-major column vector, the inner-stride
+    // is arbitrary, so set it to either the compile-time inner stride or 1.
+    const bool row_vector = (rows == 1);
+    const bool col_vector = (cols == 1);
+    const Index inner_stride =
+        ( (!row_major && row_vector) || (row_major && col_vector) ) ?
+            ( StrideType::InnerStrideAtCompileTime > 0 ? Index(StrideType::InnerStrideAtCompileTime) : 1)
+            : swap_stride ? expr_outer_actual : expr_inner_actual;
+
+    // If this is a column-major column vector or row-major row vector, the outer-stride
+    // is arbitrary, so set it to either the compile-time outer stride or vector size.
+    const Index outer_stride =
+      ( (!row_major && col_vector) || (row_major && row_vector) ) ?
+          ( StrideType::OuterStrideAtCompileTime > 0 ? Index(StrideType::OuterStrideAtCompileTime) : rows * cols * inner_stride)
+          : swap_stride ? expr_inner_actual : expr_outer_actual;
+
+    // Check if given inner/outer strides are compatible with compile-time strides.
+    const bool inner_valid = (StrideType::InnerStrideAtCompileTime == Dynamic)
+        || (resolveInnerStride(Index(StrideType::InnerStrideAtCompileTime)) == inner_stride);
+    if (!inner_valid) {
+      return false;
+    }
+
+    const bool outer_valid = (StrideType::OuterStrideAtCompileTime == Dynamic)
+        || (resolveOuterStride(
+              inner_stride,
+              Index(StrideType::OuterStrideAtCompileTime),
+              rows, cols, PlainObjectType::IsVectorAtCompileTime != 0,
+              row_major)
+            == outer_stride);
+    if (!outer_valid) {
+      return false;
+    }
+
+    ::new (static_cast<Base*>(this)) Base(expr.data(), rows, cols);
+    ::new (&m_stride) StrideBase(
+      (StrideType::OuterStrideAtCompileTime == 0) ? 0 : outer_stride,
+      (StrideType::InnerStrideAtCompileTime == 0) ? 0 : inner_stride );
+    return true;
   }
 
   StrideBase m_stride;
@@ -186,6 +273,8 @@ protected:
   * void foo(const Ref<MatrixXf,0,Stride<> >& A) { foo_impl(A); }
   * \endcode
   *
+  * See also the following stackoverflow questions for further references:
+  *  - <a href="http://stackoverflow.com/questions/21132538/correct-usage-of-the-eigenref-class">Correct usage of the Eigen::Ref<> class</a>
   *
   * \sa PlainObjectBase::Map(), \ref TopicStorageOrders
   */
@@ -209,7 +298,10 @@ template<typename PlainObjectType, int Options, typename StrideType> class Ref
                                  typename internal::enable_if<bool(Traits::template match<Derived>::MatchAtCompileTime),Derived>::type* = 0)
     {
       EIGEN_STATIC_ASSERT(bool(Traits::template match<Derived>::MatchAtCompileTime), STORAGE_LAYOUT_DOES_NOT_MATCH);
-      Base::construct(expr.derived());
+      // Construction must pass since we will not create temprary storage in the non-const case.
+      const bool success = Base::construct(expr.derived());
+      EIGEN_UNUSED_VARIABLE(success)
+      eigen_assert(success);
     }
     template<typename Derived>
     EIGEN_DEVICE_FUNC inline Ref(const DenseBase<Derived>& expr,
@@ -223,7 +315,10 @@ template<typename PlainObjectType, int Options, typename StrideType> class Ref
       EIGEN_STATIC_ASSERT(bool(internal::is_lvalue<Derived>::value), THIS_EXPRESSION_IS_NOT_A_LVALUE__IT_IS_READ_ONLY);
       EIGEN_STATIC_ASSERT(bool(Traits::template match<Derived>::MatchAtCompileTime), STORAGE_LAYOUT_DOES_NOT_MATCH);
       EIGEN_STATIC_ASSERT(!Derived::IsPlainObjectBase,THIS_EXPRESSION_IS_NOT_A_LVALUE__IT_IS_READ_ONLY);
-      Base::construct(expr.const_cast_derived());
+      // Construction must pass since we will not create temporary storage in the non-const case.
+      const bool success = Base::construct(expr.const_cast_derived());
+      EIGEN_UNUSED_VARIABLE(success)
+      eigen_assert(success);
     }
 
     EIGEN_INHERIT_ASSIGNMENT_OPERATORS(Ref)
@@ -264,7 +359,10 @@ template<typename TPlainObjectType, int Options, typename StrideType> class Ref<
     template<typename Expression>
     EIGEN_DEVICE_FUNC void construct(const Expression& expr,internal::true_type)
     {
-      Base::construct(expr);
+      // Check if we can use the underlying expr's storage directly, otherwise call the copy version.
+      if (!Base::construct(expr)) {
+        construct(expr, internal::false_type());
+      }
     }
 
     template<typename Expression>

gtsam/3rdparty/Eigen/Eigen/src/Core/Replicate.h

@@ -88,9 +88,9 @@ template<typename MatrixType,int RowFactor,int ColFactor> class Replicate
                           THE_MATRIX_OR_EXPRESSION_THAT_YOU_PASSED_DOES_NOT_HAVE_THE_EXPECTED_TYPE)
     }
 
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
     inline Index rows() const { return m_matrix.rows() * m_rowFactor.value(); }
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
     inline Index cols() const { return m_matrix.cols() * m_colFactor.value(); }
 
     EIGEN_DEVICE_FUNC
@@ -115,7 +115,7 @@ template<typename MatrixType,int RowFactor,int ColFactor> class Replicate
   */
 template<typename Derived>
 template<int RowFactor, int ColFactor>
-const Replicate<Derived,RowFactor,ColFactor>
+EIGEN_DEVICE_FUNC const Replicate<Derived,RowFactor,ColFactor>
 DenseBase<Derived>::replicate() const
 {
   return Replicate<Derived,RowFactor,ColFactor>(derived());
@@ -130,7 +130,7 @@ DenseBase<Derived>::replicate() const
   * \sa VectorwiseOp::replicate(), DenseBase::replicate(), class Replicate
   */
 template<typename ExpressionType, int Direction>
-const typename VectorwiseOp<ExpressionType,Direction>::ReplicateReturnType
+EIGEN_DEVICE_FUNC const typename VectorwiseOp<ExpressionType,Direction>::ReplicateReturnType
 VectorwiseOp<ExpressionType,Direction>::replicate(Index factor) const
 {
   return typename VectorwiseOp<ExpressionType,Direction>::ReplicateReturnType

gtsam/3rdparty/Eigen/Eigen/src/Core/Reshaped.h

@@ -0,0 +1,454 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2008-2017 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2014 yoco <peter.xiau@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_RESHAPED_H
+#define EIGEN_RESHAPED_H
+
+namespace Eigen {
+
+/** \class Reshaped
+  * \ingroup Core_Module
+  *
+  * \brief Expression of a fixed-size or dynamic-size reshape
+  *
+  * \tparam XprType the type of the expression in which we are taking a reshape
+  * \tparam Rows the number of rows of the reshape we are taking at compile time (optional)
+  * \tparam Cols the number of columns of the reshape we are taking at compile time (optional)
+  * \tparam Order can be ColMajor or RowMajor, default is ColMajor.
+  *
+  * This class represents an expression of either a fixed-size or dynamic-size reshape.
+  * It is the return type of DenseBase::reshaped(NRowsType,NColsType) and
+  * most of the time this is the only way it is used.
+  *
+  * However, in C++98, if you want to directly maniputate reshaped expressions,
+  * for instance if you want to write a function returning such an expression, you
+  * will need to use this class. In C++11, it is advised to use the \em auto
+  * keyword for such use cases.
+  *
+  * Here is an example illustrating the dynamic case:
+  * \include class_Reshaped.cpp
+  * Output: \verbinclude class_Reshaped.out
+  *
+  * Here is an example illustrating the fixed-size case:
+  * \include class_FixedReshaped.cpp
+  * Output: \verbinclude class_FixedReshaped.out
+  *
+  * \sa DenseBase::reshaped(NRowsType,NColsType)
+  */
+
+namespace internal {
+
+template<typename XprType, int Rows, int Cols, int Order>
+struct traits<Reshaped<XprType, Rows, Cols, Order> > : traits<XprType>
+{
+  typedef typename traits<XprType>::Scalar Scalar;
+  typedef typename traits<XprType>::StorageKind StorageKind;
+  typedef typename traits<XprType>::XprKind XprKind;
+  enum{
+    MatrixRows = traits<XprType>::RowsAtCompileTime,
+    MatrixCols = traits<XprType>::ColsAtCompileTime,
+    RowsAtCompileTime = Rows,
+    ColsAtCompileTime = Cols,
+    MaxRowsAtCompileTime = Rows,
+    MaxColsAtCompileTime = Cols,
+    XpxStorageOrder = ((int(traits<XprType>::Flags) & RowMajorBit) == RowMajorBit) ? RowMajor : ColMajor,
+    ReshapedStorageOrder = (RowsAtCompileTime == 1 && ColsAtCompileTime != 1) ? RowMajor
+                         : (ColsAtCompileTime == 1 && RowsAtCompileTime != 1) ? ColMajor
+                         : XpxStorageOrder,
+    HasSameStorageOrderAsXprType = (ReshapedStorageOrder == XpxStorageOrder),
+    InnerSize = (ReshapedStorageOrder==int(RowMajor)) ? int(ColsAtCompileTime) : int(RowsAtCompileTime),
+    InnerStrideAtCompileTime = HasSameStorageOrderAsXprType
+                             ? int(inner_stride_at_compile_time<XprType>::ret)
+                             : Dynamic,
+    OuterStrideAtCompileTime = Dynamic,
+
+    HasDirectAccess = internal::has_direct_access<XprType>::ret
+                    && (Order==int(XpxStorageOrder))
+                    && ((evaluator<XprType>::Flags&LinearAccessBit)==LinearAccessBit),
+
+    MaskPacketAccessBit = (InnerSize == Dynamic || (InnerSize % packet_traits<Scalar>::size) == 0)
+                       && (InnerStrideAtCompileTime == 1)
+                        ? PacketAccessBit : 0,
+    //MaskAlignedBit = ((OuterStrideAtCompileTime!=Dynamic) && (((OuterStrideAtCompileTime * int(sizeof(Scalar))) % 16) == 0)) ? AlignedBit : 0,
+    FlagsLinearAccessBit = (RowsAtCompileTime == 1 || ColsAtCompileTime == 1) ? LinearAccessBit : 0,
+    FlagsLvalueBit = is_lvalue<XprType>::value ? LvalueBit : 0,
+    FlagsRowMajorBit = (ReshapedStorageOrder==int(RowMajor)) ? RowMajorBit : 0,
+    FlagsDirectAccessBit = HasDirectAccess ? DirectAccessBit : 0,
+    Flags0 = traits<XprType>::Flags & ( (HereditaryBits & ~RowMajorBit) | MaskPacketAccessBit),
+
+    Flags = (Flags0 | FlagsLinearAccessBit | FlagsLvalueBit | FlagsRowMajorBit | FlagsDirectAccessBit)
+  };
+};
+
+template<typename XprType, int Rows, int Cols, int Order, bool HasDirectAccess> class ReshapedImpl_dense;
+
+} // end namespace internal
+
+template<typename XprType, int Rows, int Cols, int Order, typename StorageKind> class ReshapedImpl;
+
+template<typename XprType, int Rows, int Cols, int Order> class Reshaped
+  : public ReshapedImpl<XprType, Rows, Cols, Order, typename internal::traits<XprType>::StorageKind>
+{
+    typedef ReshapedImpl<XprType, Rows, Cols, Order, typename internal::traits<XprType>::StorageKind> Impl;
+  public:
+    //typedef typename Impl::Base Base;
+    typedef Impl Base;
+    EIGEN_GENERIC_PUBLIC_INTERFACE(Reshaped)
+    EIGEN_INHERIT_ASSIGNMENT_OPERATORS(Reshaped)
+
+    /** Fixed-size constructor
+      */
+    EIGEN_DEVICE_FUNC
+    inline Reshaped(XprType& xpr)
+      : Impl(xpr)
+    {
+      EIGEN_STATIC_ASSERT(RowsAtCompileTime!=Dynamic && ColsAtCompileTime!=Dynamic,THIS_METHOD_IS_ONLY_FOR_FIXED_SIZE)
+      eigen_assert(Rows * Cols == xpr.rows() * xpr.cols());
+    }
+
+    /** Dynamic-size constructor
+      */
+    EIGEN_DEVICE_FUNC
+    inline Reshaped(XprType& xpr,
+          Index reshapeRows, Index reshapeCols)
+      : Impl(xpr, reshapeRows, reshapeCols)
+    {
+      eigen_assert((RowsAtCompileTime==Dynamic || RowsAtCompileTime==reshapeRows)
+          && (ColsAtCompileTime==Dynamic || ColsAtCompileTime==reshapeCols));
+      eigen_assert(reshapeRows * reshapeCols == xpr.rows() * xpr.cols());
+    }
+};
+
+// The generic default implementation for dense reshape simply forward to the internal::ReshapedImpl_dense
+// that must be specialized for direct and non-direct access...
+template<typename XprType, int Rows, int Cols, int Order>
+class ReshapedImpl<XprType, Rows, Cols, Order, Dense>
+  : public internal::ReshapedImpl_dense<XprType, Rows, Cols, Order,internal::traits<Reshaped<XprType,Rows,Cols,Order> >::HasDirectAccess>
+{
+    typedef internal::ReshapedImpl_dense<XprType, Rows, Cols, Order,internal::traits<Reshaped<XprType,Rows,Cols,Order> >::HasDirectAccess> Impl;
+  public:
+    typedef Impl Base;
+    EIGEN_INHERIT_ASSIGNMENT_OPERATORS(ReshapedImpl)
+    EIGEN_DEVICE_FUNC inline ReshapedImpl(XprType& xpr) : Impl(xpr) {}
+    EIGEN_DEVICE_FUNC inline ReshapedImpl(XprType& xpr, Index reshapeRows, Index reshapeCols)
+      : Impl(xpr, reshapeRows, reshapeCols) {}
+};
+
+namespace internal {
+
+/** \internal Internal implementation of dense Reshaped in the general case. */
+template<typename XprType, int Rows, int Cols, int Order>
+class ReshapedImpl_dense<XprType,Rows,Cols,Order,false>
+  : public internal::dense_xpr_base<Reshaped<XprType, Rows, Cols, Order> >::type
+{
+    typedef Reshaped<XprType, Rows, Cols, Order> ReshapedType;
+  public:
+
+    typedef typename internal::dense_xpr_base<ReshapedType>::type Base;
+    EIGEN_DENSE_PUBLIC_INTERFACE(ReshapedType)
+    EIGEN_INHERIT_ASSIGNMENT_OPERATORS(ReshapedImpl_dense)
+
+    typedef typename internal::ref_selector<XprType>::non_const_type MatrixTypeNested;
+    typedef typename internal::remove_all<XprType>::type NestedExpression;
+
+    class InnerIterator;
+
+    /** Fixed-size constructor
+      */
+    EIGEN_DEVICE_FUNC
+    inline ReshapedImpl_dense(XprType& xpr)
+      : m_xpr(xpr), m_rows(Rows), m_cols(Cols)
+    {}
+
+    /** Dynamic-size constructor
+      */
+    EIGEN_DEVICE_FUNC
+    inline ReshapedImpl_dense(XprType& xpr, Index nRows, Index nCols)
+      : m_xpr(xpr), m_rows(nRows), m_cols(nCols)
+    {}
+
+    EIGEN_DEVICE_FUNC Index rows() const { return m_rows; }
+    EIGEN_DEVICE_FUNC Index cols() const { return m_cols; }
+
+    #ifdef EIGEN_PARSED_BY_DOXYGEN
+    /** \sa MapBase::data() */
+    EIGEN_DEVICE_FUNC inline const Scalar* data() const;
+    EIGEN_DEVICE_FUNC inline Index innerStride() const;
+    EIGEN_DEVICE_FUNC inline Index outerStride() const;
+    #endif
+
+    /** \returns the nested expression */
+    EIGEN_DEVICE_FUNC
+    const typename internal::remove_all<XprType>::type&
+    nestedExpression() const { return m_xpr; }
+
+    /** \returns the nested expression */
+    EIGEN_DEVICE_FUNC
+    typename internal::remove_reference<XprType>::type&
+    nestedExpression() { return m_xpr; }
+
+  protected:
+
+    MatrixTypeNested m_xpr;
+    const internal::variable_if_dynamic<Index, Rows> m_rows;
+    const internal::variable_if_dynamic<Index, Cols> m_cols;
+};
+
+
+/** \internal Internal implementation of dense Reshaped in the direct access case. */
+template<typename XprType, int Rows, int Cols, int Order>
+class ReshapedImpl_dense<XprType, Rows, Cols, Order, true>
+  : public MapBase<Reshaped<XprType, Rows, Cols, Order> >
+{
+    typedef Reshaped<XprType, Rows, Cols, Order> ReshapedType;
+    typedef typename internal::ref_selector<XprType>::non_const_type XprTypeNested;
+  public:
+
+    typedef MapBase<ReshapedType> Base;
+    EIGEN_DENSE_PUBLIC_INTERFACE(ReshapedType)
+    EIGEN_INHERIT_ASSIGNMENT_OPERATORS(ReshapedImpl_dense)
+
+    /** Fixed-size constructor
+      */
+    EIGEN_DEVICE_FUNC
+    inline ReshapedImpl_dense(XprType& xpr)
+      : Base(xpr.data()), m_xpr(xpr)
+    {}
+
+    /** Dynamic-size constructor
+      */
+    EIGEN_DEVICE_FUNC
+    inline ReshapedImpl_dense(XprType& xpr, Index nRows, Index nCols)
+      : Base(xpr.data(), nRows, nCols),
+        m_xpr(xpr)
+    {}
+
+    EIGEN_DEVICE_FUNC
+    const typename internal::remove_all<XprTypeNested>::type& nestedExpression() const
+    {
+      return m_xpr;
+    }
+
+    EIGEN_DEVICE_FUNC
+    XprType& nestedExpression() { return m_xpr; }
+
+    /** \sa MapBase::innerStride() */
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
+    inline Index innerStride() const
+    {
+      return m_xpr.innerStride();
+    }
+
+    /** \sa MapBase::outerStride() */
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
+    inline Index outerStride() const
+    {
+      return ((Flags&RowMajorBit)==RowMajorBit) ? this->cols() : this->rows();
+    }
+
+  protected:
+
+    XprTypeNested m_xpr;
+};
+
+// Evaluators
+template<typename ArgType, int Rows, int Cols, int Order, bool HasDirectAccess> struct reshaped_evaluator;
+
+template<typename ArgType, int Rows, int Cols, int Order>
+struct evaluator<Reshaped<ArgType, Rows, Cols, Order> >
+  : reshaped_evaluator<ArgType, Rows, Cols, Order, traits<Reshaped<ArgType,Rows,Cols,Order> >::HasDirectAccess>
+{
+  typedef Reshaped<ArgType, Rows, Cols, Order> XprType;
+  typedef typename XprType::Scalar Scalar;
+  // TODO: should check for smaller packet types
+  typedef typename packet_traits<Scalar>::type PacketScalar;
+
+  enum {
+    CoeffReadCost = evaluator<ArgType>::CoeffReadCost,
+    HasDirectAccess = traits<XprType>::HasDirectAccess,
+
+//     RowsAtCompileTime = traits<XprType>::RowsAtCompileTime,
+//     ColsAtCompileTime = traits<XprType>::ColsAtCompileTime,
+//     MaxRowsAtCompileTime = traits<XprType>::MaxRowsAtCompileTime,
+//     MaxColsAtCompileTime = traits<XprType>::MaxColsAtCompileTime,
+//
+//     InnerStrideAtCompileTime = traits<XprType>::HasSameStorageOrderAsXprType
+//                              ? int(inner_stride_at_compile_time<ArgType>::ret)
+//                              : Dynamic,
+//     OuterStrideAtCompileTime = Dynamic,
+
+    FlagsLinearAccessBit = (traits<XprType>::RowsAtCompileTime == 1 || traits<XprType>::ColsAtCompileTime == 1 || HasDirectAccess) ? LinearAccessBit : 0,
+    FlagsRowMajorBit = (traits<XprType>::ReshapedStorageOrder==int(RowMajor)) ? RowMajorBit : 0,
+    FlagsDirectAccessBit =  HasDirectAccess ? DirectAccessBit : 0,
+    Flags0 = evaluator<ArgType>::Flags & (HereditaryBits & ~RowMajorBit),
+    Flags = Flags0 | FlagsLinearAccessBit | FlagsRowMajorBit | FlagsDirectAccessBit,
+
+    PacketAlignment = unpacket_traits<PacketScalar>::alignment,
+    Alignment = evaluator<ArgType>::Alignment
+  };
+  typedef reshaped_evaluator<ArgType, Rows, Cols, Order, HasDirectAccess> reshaped_evaluator_type;
+  EIGEN_DEVICE_FUNC explicit evaluator(const XprType& xpr) : reshaped_evaluator_type(xpr)
+  {
+    EIGEN_INTERNAL_CHECK_COST_VALUE(CoeffReadCost);
+  }
+};
+
+template<typename ArgType, int Rows, int Cols, int Order>
+struct reshaped_evaluator<ArgType, Rows, Cols, Order, /* HasDirectAccess */ false>
+  : evaluator_base<Reshaped<ArgType, Rows, Cols, Order> >
+{
+  typedef Reshaped<ArgType, Rows, Cols, Order> XprType;
+
+  enum {
+    CoeffReadCost = evaluator<ArgType>::CoeffReadCost /* TODO + cost of index computations */,
+
+    Flags = (evaluator<ArgType>::Flags & (HereditaryBits /*| LinearAccessBit | DirectAccessBit*/)),
+
+    Alignment = 0
+  };
+
+  EIGEN_DEVICE_FUNC explicit reshaped_evaluator(const XprType& xpr) : m_argImpl(xpr.nestedExpression()), m_xpr(xpr)
+  {
+    EIGEN_INTERNAL_CHECK_COST_VALUE(CoeffReadCost);
+  }
+
+  typedef typename XprType::Scalar Scalar;
+  typedef typename XprType::CoeffReturnType CoeffReturnType;
+
+  typedef std::pair<Index, Index> RowCol;
+
+  inline RowCol index_remap(Index rowId, Index colId) const
+  {
+    if(Order==ColMajor)
+    {
+      const Index nth_elem_idx = colId * m_xpr.rows() + rowId;
+      return RowCol(nth_elem_idx % m_xpr.nestedExpression().rows(),
+                    nth_elem_idx / m_xpr.nestedExpression().rows());
+    }
+    else
+    {
+      const Index nth_elem_idx = colId + rowId * m_xpr.cols();
+      return RowCol(nth_elem_idx / m_xpr.nestedExpression().cols(),
+                    nth_elem_idx % m_xpr.nestedExpression().cols());
+    }
+  }
+
+  EIGEN_DEVICE_FUNC
+  inline Scalar& coeffRef(Index rowId, Index colId)
+  {
+    EIGEN_STATIC_ASSERT_LVALUE(XprType)
+    const RowCol row_col = index_remap(rowId, colId);
+    return m_argImpl.coeffRef(row_col.first, row_col.second);
+  }
+
+  EIGEN_DEVICE_FUNC
+  inline const Scalar& coeffRef(Index rowId, Index colId) const
+  {
+    const RowCol row_col = index_remap(rowId, colId);
+    return m_argImpl.coeffRef(row_col.first, row_col.second);
+  }
+
+  EIGEN_DEVICE_FUNC
+  EIGEN_STRONG_INLINE const CoeffReturnType coeff(Index rowId, Index colId) const
+  {
+    const RowCol row_col = index_remap(rowId, colId);
+    return m_argImpl.coeff(row_col.first, row_col.second);
+  }
+
+  EIGEN_DEVICE_FUNC
+  inline Scalar& coeffRef(Index index)
+  {
+    EIGEN_STATIC_ASSERT_LVALUE(XprType)
+    const RowCol row_col = index_remap(Rows == 1 ? 0 : index,
+                                       Rows == 1 ? index : 0);
+    return m_argImpl.coeffRef(row_col.first, row_col.second);
+
+  }
+
+  EIGEN_DEVICE_FUNC
+  inline const Scalar& coeffRef(Index index) const
+  {
+    const RowCol row_col = index_remap(Rows == 1 ? 0 : index,
+                                       Rows == 1 ? index : 0);
+    return m_argImpl.coeffRef(row_col.first, row_col.second);
+  }
+
+  EIGEN_DEVICE_FUNC
+  inline const CoeffReturnType coeff(Index index) const
+  {
+    const RowCol row_col = index_remap(Rows == 1 ? 0 : index,
+                                       Rows == 1 ? index : 0);
+    return m_argImpl.coeff(row_col.first, row_col.second);
+  }
+#if 0
+  EIGEN_DEVICE_FUNC
+  template<int LoadMode>
+  inline PacketScalar packet(Index rowId, Index colId) const
+  {
+    const RowCol row_col = index_remap(rowId, colId);
+    return m_argImpl.template packet<Unaligned>(row_col.first, row_col.second);
+
+  }
+
+  template<int LoadMode>
+  EIGEN_DEVICE_FUNC
+  inline void writePacket(Index rowId, Index colId, const PacketScalar& val)
+  {
+    const RowCol row_col = index_remap(rowId, colId);
+    m_argImpl.const_cast_derived().template writePacket<Unaligned>
+            (row_col.first, row_col.second, val);
+  }
+
+  template<int LoadMode>
+  EIGEN_DEVICE_FUNC
+  inline PacketScalar packet(Index index) const
+  {
+    const RowCol row_col = index_remap(RowsAtCompileTime == 1 ? 0 : index,
+                                        RowsAtCompileTime == 1 ? index : 0);
+    return m_argImpl.template packet<Unaligned>(row_col.first, row_col.second);
+  }
+
+  template<int LoadMode>
+  EIGEN_DEVICE_FUNC
+  inline void writePacket(Index index, const PacketScalar& val)
+  {
+    const RowCol row_col = index_remap(RowsAtCompileTime == 1 ? 0 : index,
+                                        RowsAtCompileTime == 1 ? index : 0);
+    return m_argImpl.template packet<Unaligned>(row_col.first, row_col.second, val);
+  }
+#endif
+protected:
+
+  evaluator<ArgType> m_argImpl;
+  const XprType& m_xpr;
+
+};
+
+template<typename ArgType, int Rows, int Cols, int Order>
+struct reshaped_evaluator<ArgType, Rows, Cols, Order, /* HasDirectAccess */ true>
+: mapbase_evaluator<Reshaped<ArgType, Rows, Cols, Order>,
+                      typename Reshaped<ArgType, Rows, Cols, Order>::PlainObject>
+{
+  typedef Reshaped<ArgType, Rows, Cols, Order> XprType;
+  typedef typename XprType::Scalar Scalar;
+
+  EIGEN_DEVICE_FUNC explicit reshaped_evaluator(const XprType& xpr)
+    : mapbase_evaluator<XprType, typename XprType::PlainObject>(xpr)
+  {
+    // TODO: for the 3.4 release, this should be turned to an internal assertion, but let's keep it as is for the beta lifetime
+    eigen_assert(((internal::UIntPtr(xpr.data()) % EIGEN_PLAIN_ENUM_MAX(1,evaluator<XprType>::Alignment)) == 0) && "data is not aligned");
+  }
+};
+
+} // end namespace internal
+
+} // end namespace Eigen
+
+#endif // EIGEN_RESHAPED_H

gtsam/3rdparty/Eigen/Eigen/src/Core/ReturnByValue.h

@@ -60,8 +60,10 @@ template<typename Derived> class ReturnByValue
     EIGEN_DEVICE_FUNC
     inline void evalTo(Dest& dst) const
     { static_cast<const Derived*>(this)->evalTo(dst); }
-    EIGEN_DEVICE_FUNC inline Index rows() const { return static_cast<const Derived*>(this)->rows(); }
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
-    EIGEN_DEVICE_FUNC inline Index cols() const { return static_cast<const Derived*>(this)->cols(); }
+    inline Index rows() const EIGEN_NOEXCEPT { return static_cast<const Derived*>(this)->rows(); }
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
+    inline Index cols() const EIGEN_NOEXCEPT { return static_cast<const Derived*>(this)->cols(); }
 
 #ifndef EIGEN_PARSED_BY_DOXYGEN
 #define Unusable YOU_ARE_TRYING_TO_ACCESS_A_SINGLE_COEFFICIENT_IN_A_SPECIAL_EXPRESSION_WHERE_THAT_IS_NOT_ALLOWED_BECAUSE_THAT_WOULD_BE_INEFFICIENT
@@ -79,7 +81,7 @@ template<typename Derived> class ReturnByValue
 
 template<typename Derived>
 template<typename OtherDerived>
-Derived& DenseBase<Derived>::operator=(const ReturnByValue<OtherDerived>& other)
+EIGEN_DEVICE_FUNC Derived& DenseBase<Derived>::operator=(const ReturnByValue<OtherDerived>& other)
 {
   other.evalTo(derived());
   return derived();

gtsam/3rdparty/Eigen/Eigen/src/Core/Reverse.h

@@ -89,8 +89,10 @@ template<typename MatrixType, int Direction> class Reverse
 
     EIGEN_INHERIT_ASSIGNMENT_OPERATORS(Reverse)
 
-    EIGEN_DEVICE_FUNC inline Index rows() const { return m_matrix.rows(); }
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
-    EIGEN_DEVICE_FUNC inline Index cols() const { return m_matrix.cols(); }
+    inline Index rows() const EIGEN_NOEXCEPT { return m_matrix.rows(); }
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
+    inline Index cols() const EIGEN_NOEXCEPT { return m_matrix.cols(); }
 
     EIGEN_DEVICE_FUNC inline Index innerStride() const
     {
@@ -114,7 +116,7 @@ template<typename MatrixType, int Direction> class Reverse
   *
   */
 template<typename Derived>
-inline typename DenseBase<Derived>::ReverseReturnType
+EIGEN_DEVICE_FUNC inline typename DenseBase<Derived>::ReverseReturnType
 DenseBase<Derived>::reverse()
 {
   return ReverseReturnType(derived());
@@ -136,7 +138,7 @@ DenseBase<Derived>::reverse()
   *
   * \sa VectorwiseOp::reverseInPlace(), reverse() */
 template<typename Derived>
-inline void DenseBase<Derived>::reverseInPlace()
+EIGEN_DEVICE_FUNC inline void DenseBase<Derived>::reverseInPlace()
 {
   if(cols()>rows())
   {
@@ -171,8 +173,10 @@ struct vectorwise_reverse_inplace_impl<Vertical>
   template<typename ExpressionType>
   static void run(ExpressionType &xpr)
   {
+    const int HalfAtCompileTime = ExpressionType::RowsAtCompileTime==Dynamic?Dynamic:ExpressionType::RowsAtCompileTime/2;
     Index half = xpr.rows()/2;
-    xpr.topRows(half).swap(xpr.bottomRows(half).colwise().reverse());
+    xpr.topRows(fix<HalfAtCompileTime>(half))
+       .swap(xpr.bottomRows(fix<HalfAtCompileTime>(half)).colwise().reverse());
   }
 };
 
@@ -182,8 +186,10 @@ struct vectorwise_reverse_inplace_impl<Horizontal>
   template<typename ExpressionType>
   static void run(ExpressionType &xpr)
   {
+    const int HalfAtCompileTime = ExpressionType::ColsAtCompileTime==Dynamic?Dynamic:ExpressionType::ColsAtCompileTime/2;
     Index half = xpr.cols()/2;
-    xpr.leftCols(half).swap(xpr.rightCols(half).rowwise().reverse());
+    xpr.leftCols(fix<HalfAtCompileTime>(half))
+       .swap(xpr.rightCols(fix<HalfAtCompileTime>(half)).rowwise().reverse());
   }
 };
 
@@ -201,9 +207,9 @@ struct vectorwise_reverse_inplace_impl<Horizontal>
   *
   * \sa DenseBase::reverseInPlace(), reverse() */
 template<typename ExpressionType, int Direction>
-void VectorwiseOp<ExpressionType,Direction>::reverseInPlace()
+EIGEN_DEVICE_FUNC void VectorwiseOp<ExpressionType,Direction>::reverseInPlace()
 {
-  internal::vectorwise_reverse_inplace_impl<Direction>::run(_expression().const_cast_derived());
+  internal::vectorwise_reverse_inplace_impl<Direction>::run(m_matrix);
 }
 
 } // end namespace Eigen

gtsam/3rdparty/Eigen/Eigen/src/Core/Select.h

@@ -67,8 +67,10 @@ class Select : public internal::dense_xpr_base< Select<ConditionMatrixType, Then
       eigen_assert(m_condition.cols() == m_then.cols() && m_condition.cols() == m_else.cols());
     }
 
-    inline EIGEN_DEVICE_FUNC Index rows() const { return m_condition.rows(); }
+    inline EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
-    inline EIGEN_DEVICE_FUNC Index cols() const { return m_condition.cols(); }
+    Index rows() const EIGEN_NOEXCEPT { return m_condition.rows(); }
+    inline EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
+    Index cols() const EIGEN_NOEXCEPT { return m_condition.cols(); }
 
     inline EIGEN_DEVICE_FUNC
     const Scalar coeff(Index i, Index j) const
@@ -120,7 +122,7 @@ class Select : public internal::dense_xpr_base< Select<ConditionMatrixType, Then
   */
 template<typename Derived>
 template<typename ThenDerived,typename ElseDerived>
-inline const Select<Derived,ThenDerived,ElseDerived>
+inline EIGEN_DEVICE_FUNC const Select<Derived,ThenDerived,ElseDerived>
 DenseBase<Derived>::select(const DenseBase<ThenDerived>& thenMatrix,
                             const DenseBase<ElseDerived>& elseMatrix) const
 {
@@ -134,7 +136,7 @@ DenseBase<Derived>::select(const DenseBase<ThenDerived>& thenMatrix,
   */
 template<typename Derived>
 template<typename ThenDerived>
-inline const Select<Derived,ThenDerived, typename ThenDerived::ConstantReturnType>
+inline EIGEN_DEVICE_FUNC const Select<Derived,ThenDerived, typename ThenDerived::ConstantReturnType>
 DenseBase<Derived>::select(const DenseBase<ThenDerived>& thenMatrix,
                            const typename ThenDerived::Scalar& elseScalar) const
 {
@@ -149,7 +151,7 @@ DenseBase<Derived>::select(const DenseBase<ThenDerived>& thenMatrix,
   */
 template<typename Derived>
 template<typename ElseDerived>
-inline const Select<Derived, typename ElseDerived::ConstantReturnType, ElseDerived >
+inline EIGEN_DEVICE_FUNC const Select<Derived, typename ElseDerived::ConstantReturnType, ElseDerived >
 DenseBase<Derived>::select(const typename ElseDerived::Scalar& thenScalar,
                            const DenseBase<ElseDerived>& elseMatrix) const
 {

gtsam/3rdparty/Eigen/Eigen/src/Core/SelfAdjointView.h

@@ -61,11 +61,12 @@ template<typename _MatrixType, unsigned int UpLo> class SelfAdjointView
     typedef typename internal::traits<SelfAdjointView>::Scalar Scalar;
     typedef typename MatrixType::StorageIndex StorageIndex;
     typedef typename internal::remove_all<typename MatrixType::ConjugateReturnType>::type MatrixConjugateReturnType;
+    typedef SelfAdjointView<typename internal::add_const<MatrixType>::type, UpLo> ConstSelfAdjointView;
 
     enum {
       Mode = internal::traits<SelfAdjointView>::Mode,
       Flags = internal::traits<SelfAdjointView>::Flags,
-      TransposeMode = ((Mode & Upper) ? Lower : 0) | ((Mode & Lower) ? Upper : 0)
+      TransposeMode = ((int(Mode) & int(Upper)) ? Lower : 0) | ((int(Mode) & int(Lower)) ? Upper : 0)
     };
     typedef typename MatrixType::PlainObject PlainObject;
 
@@ -75,14 +76,14 @@ template<typename _MatrixType, unsigned int UpLo> class SelfAdjointView
       EIGEN_STATIC_ASSERT(UpLo==Lower || UpLo==Upper,SELFADJOINTVIEW_ACCEPTS_UPPER_AND_LOWER_MODE_ONLY);
     }
 
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
-    inline Index rows() const { return m_matrix.rows(); }
+    inline Index rows() const EIGEN_NOEXCEPT { return m_matrix.rows(); }
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
-    inline Index cols() const { return m_matrix.cols(); }
+    inline Index cols() const EIGEN_NOEXCEPT { return m_matrix.cols(); }
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
-    inline Index outerStride() const { return m_matrix.outerStride(); }
+    inline Index outerStride() const EIGEN_NOEXCEPT { return m_matrix.outerStride(); }
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
-    inline Index innerStride() const { return m_matrix.innerStride(); }
+    inline Index innerStride() const EIGEN_NOEXCEPT { return m_matrix.innerStride(); }
 
     /** \sa MatrixBase::coeff()
       * \warning the coordinates must fit into the referenced triangular part
@@ -197,6 +198,18 @@ template<typename _MatrixType, unsigned int UpLo> class SelfAdjointView
     inline const ConjugateReturnType conjugate() const
     { return ConjugateReturnType(m_matrix.conjugate()); }
 
+    /** \returns an expression of the complex conjugate of \c *this if Cond==true,
+     *           returns \c *this otherwise.
+     */
+    template<bool Cond>
+    EIGEN_DEVICE_FUNC
+    inline typename internal::conditional<Cond,ConjugateReturnType,ConstSelfAdjointView>::type
+    conjugateIf() const
+    {
+      typedef typename internal::conditional<Cond,ConjugateReturnType,ConstSelfAdjointView>::type ReturnType;
+      return ReturnType(m_matrix.template conjugateIf<Cond>());
+    }
+
     typedef SelfAdjointView<const typename MatrixType::AdjointReturnType,TransposeMode> AdjointReturnType;
     /** \sa MatrixBase::adjoint() const */
     EIGEN_DEVICE_FUNC
@@ -324,7 +337,7 @@ public:
 /** This is the const version of MatrixBase::selfadjointView() */
 template<typename Derived>
 template<unsigned int UpLo>
-typename MatrixBase<Derived>::template ConstSelfAdjointViewReturnType<UpLo>::Type
+EIGEN_DEVICE_FUNC typename MatrixBase<Derived>::template ConstSelfAdjointViewReturnType<UpLo>::Type
 MatrixBase<Derived>::selfadjointView() const
 {
   return typename ConstSelfAdjointViewReturnType<UpLo>::Type(derived());
@@ -341,7 +354,7 @@ MatrixBase<Derived>::selfadjointView() const
   */
 template<typename Derived>
 template<unsigned int UpLo>
-typename MatrixBase<Derived>::template SelfAdjointViewReturnType<UpLo>::Type
+EIGEN_DEVICE_FUNC typename MatrixBase<Derived>::template SelfAdjointViewReturnType<UpLo>::Type
 MatrixBase<Derived>::selfadjointView()
 {
   return typename SelfAdjointViewReturnType<UpLo>::Type(derived());

gtsam/3rdparty/Eigen/Eigen/src/Core/Solve.h

@@ -19,7 +19,7 @@ template<typename Decomposition, typename RhsType, typename StorageKind> class S
   *
   * \brief Pseudo expression representing a solving operation
   *
-  * \tparam Decomposition the type of the matrix or decomposion object
+  * \tparam Decomposition the type of the matrix or decomposition object
   * \tparam Rhstype the type of the right-hand side
   *
   * This class represents an expression of A.solve(B)
@@ -69,8 +69,8 @@ public:
     : m_dec(dec), m_rhs(rhs)
   {}
 
-  EIGEN_DEVICE_FUNC Index rows() const { return m_dec.cols(); }
+  EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR Index rows() const EIGEN_NOEXCEPT { return m_dec.cols(); }
-  EIGEN_DEVICE_FUNC Index cols() const { return m_rhs.cols(); }
+  EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR Index cols() const EIGEN_NOEXCEPT { return m_rhs.cols(); }
 
   EIGEN_DEVICE_FUNC const Decomposition& dec() const { return m_dec; }
   EIGEN_DEVICE_FUNC const RhsType&       rhs() const { return m_rhs; }
@@ -181,7 +181,7 @@ struct Assignment<DstXprType, Solve<CwiseUnaryOp<internal::scalar_conjugate_op<t
   }
 };
 
-} // end namepsace internal
+} // end namespace internal
 
 } // end namespace Eigen
 

gtsam/3rdparty/Eigen/Eigen/src/Core/SolveTriangular.h

@@ -19,7 +19,7 @@ namespace internal {
 template<typename LhsScalar, typename RhsScalar, typename Index, int Side, int Mode, bool Conjugate, int StorageOrder>
 struct triangular_solve_vector;
 
-template <typename Scalar, typename Index, int Side, int Mode, bool Conjugate, int TriStorageOrder, int OtherStorageOrder>
+template <typename Scalar, typename Index, int Side, int Mode, bool Conjugate, int TriStorageOrder, int OtherStorageOrder, int OtherInnerStride>
 struct triangular_solve_matrix;
 
 // small helper struct extracting some traits on the underlying solver operation
@@ -54,7 +54,7 @@ struct triangular_solver_selector<Lhs,Rhs,Side,Mode,NoUnrolling,1>
   typedef blas_traits<Lhs> LhsProductTraits;
   typedef typename LhsProductTraits::ExtractType ActualLhsType;
   typedef Map<Matrix<RhsScalar,Dynamic,1>, Aligned> MappedRhs;
-  static void run(const Lhs& lhs, Rhs& rhs)
+  static EIGEN_DEVICE_FUNC void run(const Lhs& lhs, Rhs& rhs)
   {
     ActualLhsType actualLhs = LhsProductTraits::extract(lhs);
 
@@ -85,7 +85,7 @@ struct triangular_solver_selector<Lhs,Rhs,Side,Mode,NoUnrolling,Dynamic>
   typedef blas_traits<Lhs> LhsProductTraits;
   typedef typename LhsProductTraits::DirectLinearAccessType ActualLhsType;
 
-  static void run(const Lhs& lhs, Rhs& rhs)
+  static EIGEN_DEVICE_FUNC void run(const Lhs& lhs, Rhs& rhs)
   {
     typename internal::add_const_on_value_type<ActualLhsType>::type actualLhs = LhsProductTraits::extract(lhs);
 
@@ -98,8 +98,8 @@ struct triangular_solver_selector<Lhs,Rhs,Side,Mode,NoUnrolling,Dynamic>
     BlockingType blocking(rhs.rows(), rhs.cols(), size, 1, false);
 
     triangular_solve_matrix<Scalar,Index,Side,Mode,LhsProductTraits::NeedToConjugate,(int(Lhs::Flags) & RowMajorBit) ? RowMajor : ColMajor,
-                               (Rhs::Flags&RowMajorBit) ? RowMajor : ColMajor>
+                               (Rhs::Flags&RowMajorBit) ? RowMajor : ColMajor, Rhs::InnerStrideAtCompileTime>
-      ::run(size, othersize, &actualLhs.coeffRef(0,0), actualLhs.outerStride(), &rhs.coeffRef(0,0), rhs.outerStride(), blocking);
+      ::run(size, othersize, &actualLhs.coeffRef(0,0), actualLhs.outerStride(), &rhs.coeffRef(0,0), rhs.innerStride(), rhs.outerStride(), blocking);
   }
 };
 
@@ -118,7 +118,7 @@ struct triangular_solver_unroller<Lhs,Rhs,Mode,LoopIndex,Size,false> {
     DiagIndex  = IsLower ? LoopIndex : Size - LoopIndex - 1,
     StartIndex = IsLower ? 0         : DiagIndex+1
   };
-  static void run(const Lhs& lhs, Rhs& rhs)
+  static EIGEN_DEVICE_FUNC void run(const Lhs& lhs, Rhs& rhs)
   {
     if (LoopIndex>0)
       rhs.coeffRef(DiagIndex) -= lhs.row(DiagIndex).template segment<LoopIndex>(StartIndex).transpose()
@@ -133,18 +133,18 @@ struct triangular_solver_unroller<Lhs,Rhs,Mode,LoopIndex,Size,false> {
 
 template<typename Lhs, typename Rhs, int Mode, int LoopIndex, int Size>
 struct triangular_solver_unroller<Lhs,Rhs,Mode,LoopIndex,Size,true> {
-  static void run(const Lhs&, Rhs&) {}
+  static EIGEN_DEVICE_FUNC void run(const Lhs&, Rhs&) {}
 };
 
 template<typename Lhs, typename Rhs, int Mode>
 struct triangular_solver_selector<Lhs,Rhs,OnTheLeft,Mode,CompleteUnrolling,1> {
-  static void run(const Lhs& lhs, Rhs& rhs)
+  static EIGEN_DEVICE_FUNC void run(const Lhs& lhs, Rhs& rhs)
   { triangular_solver_unroller<Lhs,Rhs,Mode,0,Rhs::SizeAtCompileTime>::run(lhs,rhs); }
 };
 
 template<typename Lhs, typename Rhs, int Mode>
 struct triangular_solver_selector<Lhs,Rhs,OnTheRight,Mode,CompleteUnrolling,1> {
-  static void run(const Lhs& lhs, Rhs& rhs)
+  static EIGEN_DEVICE_FUNC void run(const Lhs& lhs, Rhs& rhs)
   {
     Transpose<const Lhs> trLhs(lhs);
     Transpose<Rhs> trRhs(rhs);
@@ -164,11 +164,11 @@ struct triangular_solver_selector<Lhs,Rhs,OnTheRight,Mode,CompleteUnrolling,1> {
 #ifndef EIGEN_PARSED_BY_DOXYGEN
 template<typename MatrixType, unsigned int Mode>
 template<int Side, typename OtherDerived>
-void TriangularViewImpl<MatrixType,Mode,Dense>::solveInPlace(const MatrixBase<OtherDerived>& _other) const
+EIGEN_DEVICE_FUNC void TriangularViewImpl<MatrixType,Mode,Dense>::solveInPlace(const MatrixBase<OtherDerived>& _other) const
 {
   OtherDerived& other = _other.const_cast_derived();
   eigen_assert( derived().cols() == derived().rows() && ((Side==OnTheLeft && derived().cols() == other.rows()) || (Side==OnTheRight && derived().cols() == other.cols())) );
-  eigen_assert((!(Mode & ZeroDiag)) && bool(Mode & (Upper|Lower)));
+  eigen_assert((!(int(Mode) & int(ZeroDiag))) && bool(int(Mode) & (int(Upper) | int(Lower))));
   // If solving for a 0x0 matrix, nothing to do, simply return.
   if (derived().cols() == 0)
     return;
@@ -213,8 +213,8 @@ template<int Side, typename TriangularType, typename Rhs> struct triangular_solv
     : m_triangularMatrix(tri), m_rhs(rhs)
   {}
 
-  inline Index rows() const { return m_rhs.rows(); }
+  inline EIGEN_CONSTEXPR Index rows() const EIGEN_NOEXCEPT { return m_rhs.rows(); }
-  inline Index cols() const { return m_rhs.cols(); }
+  inline EIGEN_CONSTEXPR Index cols() const EIGEN_NOEXCEPT { return m_rhs.cols(); }
 
   template<typename Dest> inline void evalTo(Dest& dst) const
   {

gtsam/3rdparty/Eigen/Eigen/src/Core/SolverBase.h

@@ -14,8 +14,35 @@ namespace Eigen {
 
 namespace internal {
 
+template<typename Derived>
+struct solve_assertion {
+    template<bool Transpose_, typename Rhs>
+    static void run(const Derived& solver, const Rhs& b) { solver.template _check_solve_assertion<Transpose_>(b); }
+};
 
+template<typename Derived>
+struct solve_assertion<Transpose<Derived> >
+{
+    typedef Transpose<Derived> type;
 
+    template<bool Transpose_, typename Rhs>
+    static void run(const type& transpose, const Rhs& b)
+    {
+        internal::solve_assertion<typename internal::remove_all<Derived>::type>::template run<true>(transpose.nestedExpression(), b);
+    }
+};
+
+template<typename Scalar, typename Derived>
+struct solve_assertion<CwiseUnaryOp<Eigen::internal::scalar_conjugate_op<Scalar>, const Transpose<Derived> > >
+{
+    typedef CwiseUnaryOp<Eigen::internal::scalar_conjugate_op<Scalar>, const Transpose<Derived> > type;
+
+    template<bool Transpose_, typename Rhs>
+    static void run(const type& adjoint, const Rhs& b)
+    {
+        internal::solve_assertion<typename internal::remove_all<Transpose<Derived> >::type>::template run<true>(adjoint.nestedExpression(), b);
+    }
+};
 } // end namespace internal
 
 /** \class SolverBase
@@ -35,7 +62,7 @@ namespace internal {
   *
   * \warning Currently, any other usage of transpose() and adjoint() are not supported and will produce compilation errors.
   *
-  * \sa class PartialPivLU, class FullPivLU
+  * \sa class PartialPivLU, class FullPivLU, class HouseholderQR, class ColPivHouseholderQR, class FullPivHouseholderQR, class CompleteOrthogonalDecomposition, class LLT, class LDLT, class SVDBase
   */
 template<typename Derived>
 class SolverBase : public EigenBase<Derived>
@@ -46,6 +73,9 @@ class SolverBase : public EigenBase<Derived>
     typedef typename internal::traits<Derived>::Scalar Scalar;
     typedef Scalar CoeffReturnType;
 
+    template<typename Derived_>
+    friend struct internal::solve_assertion;
+
     enum {
       RowsAtCompileTime = internal::traits<Derived>::RowsAtCompileTime,
       ColsAtCompileTime = internal::traits<Derived>::ColsAtCompileTime,
@@ -56,7 +86,8 @@ class SolverBase : public EigenBase<Derived>
       MaxSizeAtCompileTime = (internal::size_at_compile_time<internal::traits<Derived>::MaxRowsAtCompileTime,
                                                              internal::traits<Derived>::MaxColsAtCompileTime>::ret),
       IsVectorAtCompileTime = internal::traits<Derived>::MaxRowsAtCompileTime == 1
-                           || internal::traits<Derived>::MaxColsAtCompileTime == 1
+                           || internal::traits<Derived>::MaxColsAtCompileTime == 1,
+      NumDimensions = int(MaxSizeAtCompileTime) == 1 ? 0 : bool(IsVectorAtCompileTime) ? 1 : 2
     };
 
     /** Default constructor */
@@ -74,7 +105,7 @@ class SolverBase : public EigenBase<Derived>
     inline const Solve<Derived, Rhs>
     solve(const MatrixBase<Rhs>& b) const
     {
-      eigen_assert(derived().rows()==b.rows() && "solve(): invalid number of rows of the right hand side matrix b");
+      internal::solve_assertion<typename internal::remove_all<Derived>::type>::template run<false>(derived(), b);
       return Solve<Derived, Rhs>(derived(), b.derived());
     }
 
@@ -112,6 +143,13 @@ class SolverBase : public EigenBase<Derived>
     }
 
   protected:
+
+    template<bool Transpose_, typename Rhs>
+    void _check_solve_assertion(const Rhs& b) const {
+        EIGEN_ONLY_USED_FOR_DEBUG(b);
+        eigen_assert(derived().m_isInitialized && "Solver is not initialized.");
+        eigen_assert((Transpose_?derived().cols():derived().rows())==b.rows() && "SolverBase::solve(): invalid number of rows of the right hand side matrix b");
+    }
 };
 
 namespace internal {

gtsam/3rdparty/Eigen/Eigen/src/Core/StableNorm.h

@@ -50,6 +50,71 @@ inline void stable_norm_kernel(const ExpressionType& bl, Scalar& ssq, Scalar& sc
     ssq += (bl*invScale).squaredNorm();
 }
 
+template<typename VectorType, typename RealScalar>
+void stable_norm_impl_inner_step(const VectorType &vec, RealScalar& ssq, RealScalar& scale, RealScalar& invScale)
+{
+  typedef typename VectorType::Scalar Scalar;
+  const Index blockSize = 4096;
+  
+  typedef typename internal::nested_eval<VectorType,2>::type VectorTypeCopy;
+  typedef typename internal::remove_all<VectorTypeCopy>::type VectorTypeCopyClean;
+  const VectorTypeCopy copy(vec);
+  
+  enum {
+    CanAlign = (   (int(VectorTypeCopyClean::Flags)&DirectAccessBit)
+                || (int(internal::evaluator<VectorTypeCopyClean>::Alignment)>0) // FIXME Alignment)>0 might not be enough
+               ) && (blockSize*sizeof(Scalar)*2<EIGEN_STACK_ALLOCATION_LIMIT)
+                 && (EIGEN_MAX_STATIC_ALIGN_BYTES>0) // if we cannot allocate on the stack, then let's not bother about this optimization
+  };
+  typedef typename internal::conditional<CanAlign, Ref<const Matrix<Scalar,Dynamic,1,0,blockSize,1>, internal::evaluator<VectorTypeCopyClean>::Alignment>,
+                                                   typename VectorTypeCopyClean::ConstSegmentReturnType>::type SegmentWrapper;
+  Index n = vec.size();
+  
+  Index bi = internal::first_default_aligned(copy);
+  if (bi>0)
+    internal::stable_norm_kernel(copy.head(bi), ssq, scale, invScale);
+  for (; bi<n; bi+=blockSize)
+    internal::stable_norm_kernel(SegmentWrapper(copy.segment(bi,numext::mini(blockSize, n - bi))), ssq, scale, invScale);
+}
+
+template<typename VectorType>
+typename VectorType::RealScalar
+stable_norm_impl(const VectorType &vec, typename enable_if<VectorType::IsVectorAtCompileTime>::type* = 0 )
+{
+  using std::sqrt;
+  using std::abs;
+
+  Index n = vec.size();
+
+  if(n==1)
+    return abs(vec.coeff(0));
+
+  typedef typename VectorType::RealScalar RealScalar;
+  RealScalar scale(0);
+  RealScalar invScale(1);
+  RealScalar ssq(0); // sum of squares
+
+  stable_norm_impl_inner_step(vec, ssq, scale, invScale);
+  
+  return scale * sqrt(ssq);
+}
+
+template<typename MatrixType>
+typename MatrixType::RealScalar
+stable_norm_impl(const MatrixType &mat, typename enable_if<!MatrixType::IsVectorAtCompileTime>::type* = 0 )
+{
+  using std::sqrt;
+
+  typedef typename MatrixType::RealScalar RealScalar;
+  RealScalar scale(0);
+  RealScalar invScale(1);
+  RealScalar ssq(0); // sum of squares
+
+  for(Index j=0; j<mat.outerSize(); ++j)
+    stable_norm_impl_inner_step(mat.innerVector(j), ssq, scale, invScale);
+  return scale * sqrt(ssq);
+}
+
 template<typename Derived>
 inline typename NumTraits<typename traits<Derived>::Scalar>::Real
 blueNorm_impl(const EigenBase<Derived>& _vec)
@@ -58,13 +123,7 @@ blueNorm_impl(const EigenBase<Derived>& _vec)
   using std::pow;
   using std::sqrt;
   using std::abs;
-  const Derived& vec(_vec.derived());
+
-  static bool initialized = false;
-  static RealScalar b1, b2, s1m, s2m, rbig, relerr;
-  if(!initialized)
-  {
-    int ibeta, it, iemin, iemax, iexp;
-    RealScalar eps;
   // This program calculates the machine-dependent constants
   // bl, b2, slm, s2m, relerr overfl
   // from the "basic" machine-dependent numbers
@@ -73,38 +132,35 @@ blueNorm_impl(const EigenBase<Derived>& _vec)
   // For portability, the PORT subprograms "ilmaeh" and "rlmach"
   // are used. For any specific computer, each of the assignment
   // statements can be replaced
-    ibeta = std::numeric_limits<RealScalar>::radix;                 // base for floating-point numbers
+  static const int ibeta = std::numeric_limits<RealScalar>::radix;  // base for floating-point numbers
-    it    = std::numeric_limits<RealScalar>::digits;                // number of base-beta digits in mantissa
+  static const int it    = NumTraits<RealScalar>::digits();  // number of base-beta digits in mantissa
-    iemin = std::numeric_limits<RealScalar>::min_exponent;          // minimum exponent
+  static const int iemin = NumTraits<RealScalar>::min_exponent();  // minimum exponent
-    iemax = std::numeric_limits<RealScalar>::max_exponent;          // maximum exponent
+  static const int iemax = NumTraits<RealScalar>::max_exponent();  // maximum exponent
-    rbig  = (std::numeric_limits<RealScalar>::max)();               // largest floating-point number
+  static const RealScalar rbig   = NumTraits<RealScalar>::highest();  // largest floating-point number
+  static const RealScalar b1     = RealScalar(pow(RealScalar(ibeta),RealScalar(-((1-iemin)/2))));  // lower boundary of midrange
+  static const RealScalar b2     = RealScalar(pow(RealScalar(ibeta),RealScalar((iemax + 1 - it)/2)));  // upper boundary of midrange
+  static const RealScalar s1m    = RealScalar(pow(RealScalar(ibeta),RealScalar((2-iemin)/2)));  // scaling factor for lower range
+  static const RealScalar s2m    = RealScalar(pow(RealScalar(ibeta),RealScalar(- ((iemax+it)/2))));  // scaling factor for upper range
+  static const RealScalar eps    = RealScalar(pow(double(ibeta), 1-it));
+  static const RealScalar relerr = sqrt(eps);  // tolerance for neglecting asml
 
-    iexp  = -((1-iemin)/2);
+  const Derived& vec(_vec.derived());
-    b1    = RealScalar(pow(RealScalar(ibeta),RealScalar(iexp)));    // lower boundary of midrange
-    iexp  = (iemax + 1 - it)/2;
-    b2    = RealScalar(pow(RealScalar(ibeta),RealScalar(iexp)));    // upper boundary of midrange
-
-    iexp  = (2-iemin)/2;
-    s1m   = RealScalar(pow(RealScalar(ibeta),RealScalar(iexp)));    // scaling factor for lower range
-    iexp  = - ((iemax+it)/2);
-    s2m   = RealScalar(pow(RealScalar(ibeta),RealScalar(iexp)));    // scaling factor for upper range
-
-    eps     = RealScalar(pow(double(ibeta), 1-it));
-    relerr  = sqrt(eps);                                            // tolerance for neglecting asml
-    initialized = true;
-  }
   Index n = vec.size();
   RealScalar ab2 = b2 / RealScalar(n);
   RealScalar asml = RealScalar(0);
   RealScalar amed = RealScalar(0);
   RealScalar abig = RealScalar(0);
-  for(typename Derived::InnerIterator it(vec, 0); it; ++it)
+
+  for(Index j=0; j<vec.outerSize(); ++j)
   {
-    RealScalar ax = abs(it.value());
+    for(typename Derived::InnerIterator iter(vec, j); iter; ++iter)
+    {
+      RealScalar ax = abs(iter.value());
       if(ax > ab2)     abig += numext::abs2(ax*s2m);
       else if(ax < b1) asml += numext::abs2(ax*s1m);
       else             amed += numext::abs2(ax);
     }
+  }
   if(amed!=amed)
     return amed;  // we got a NaN
   if(abig > RealScalar(0))
@@ -156,36 +212,7 @@ template<typename Derived>
 inline typename NumTraits<typename internal::traits<Derived>::Scalar>::Real
 MatrixBase<Derived>::stableNorm() const
 {
-  using std::sqrt;
+  return internal::stable_norm_impl(derived());
-  using std::abs;
-  const Index blockSize = 4096;
-  RealScalar scale(0);
-  RealScalar invScale(1);
-  RealScalar ssq(0); // sum of square
-  
-  typedef typename internal::nested_eval<Derived,2>::type DerivedCopy;
-  typedef typename internal::remove_all<DerivedCopy>::type DerivedCopyClean;
-  const DerivedCopy copy(derived());
-  
-  enum {
-    CanAlign = (   (int(DerivedCopyClean::Flags)&DirectAccessBit)
-                || (int(internal::evaluator<DerivedCopyClean>::Alignment)>0) // FIXME Alignment)>0 might not be enough
-               ) && (blockSize*sizeof(Scalar)*2<EIGEN_STACK_ALLOCATION_LIMIT)
-                 && (EIGEN_MAX_STATIC_ALIGN_BYTES>0) // if we cannot allocate on the stack, then let's not bother about this optimization
-  };
-  typedef typename internal::conditional<CanAlign, Ref<const Matrix<Scalar,Dynamic,1,0,blockSize,1>, internal::evaluator<DerivedCopyClean>::Alignment>,
-                                                   typename DerivedCopyClean::ConstSegmentReturnType>::type SegmentWrapper;
-  Index n = size();
-  
-  if(n==1)
-    return abs(this->coeff(0));
-  
-  Index bi = internal::first_default_aligned(copy);
-  if (bi>0)
-    internal::stable_norm_kernel(copy.head(bi), ssq, scale, invScale);
-  for (; bi<n; bi+=blockSize)
-    internal::stable_norm_kernel(SegmentWrapper(copy.segment(bi,numext::mini(blockSize, n - bi))), ssq, scale, invScale);
-  return scale * sqrt(ssq);
 }
 
 /** \returns the \em l2 norm of \c *this using the Blue's algorithm.
@@ -213,6 +240,9 @@ template<typename Derived>
 inline typename NumTraits<typename internal::traits<Derived>::Scalar>::Real
 MatrixBase<Derived>::hypotNorm() const
 {
+  if(size()==1)
+    return numext::abs(coeff(0,0));
+  else
     return this->cwiseAbs().redux(internal::scalar_hypot_op<RealScalar>());
 }
 

gtsam/3rdparty/Eigen/Eigen/src/Core/StlIterators.h

@@ -0,0 +1,463 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2018 Gael Guennebaud <gael.guennebaud@inria.fr>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_STLITERATORS_H
+#define EIGEN_STLITERATORS_H
+
+namespace Eigen {
+
+namespace internal {
+
+template<typename IteratorType>
+struct indexed_based_stl_iterator_traits;
+
+template<typename  Derived>
+class indexed_based_stl_iterator_base
+{
+protected:
+  typedef indexed_based_stl_iterator_traits<Derived> traits;
+  typedef typename traits::XprType XprType;
+  typedef indexed_based_stl_iterator_base<typename traits::non_const_iterator> non_const_iterator;
+  typedef indexed_based_stl_iterator_base<typename traits::const_iterator> const_iterator;
+  typedef typename internal::conditional<internal::is_const<XprType>::value,non_const_iterator,const_iterator>::type other_iterator;
+  // NOTE: in C++03 we cannot declare friend classes through typedefs because we need to write friend class:
+  friend class indexed_based_stl_iterator_base<typename traits::const_iterator>;
+  friend class indexed_based_stl_iterator_base<typename traits::non_const_iterator>;
+public:
+  typedef Index difference_type;
+  typedef std::random_access_iterator_tag iterator_category;
+
+  indexed_based_stl_iterator_base() EIGEN_NO_THROW : mp_xpr(0), m_index(0) {}
+  indexed_based_stl_iterator_base(XprType& xpr, Index index) EIGEN_NO_THROW : mp_xpr(&xpr), m_index(index) {}
+
+  indexed_based_stl_iterator_base(const non_const_iterator& other) EIGEN_NO_THROW
+    : mp_xpr(other.mp_xpr), m_index(other.m_index)
+  {}
+
+  indexed_based_stl_iterator_base& operator=(const non_const_iterator& other)
+  {
+    mp_xpr = other.mp_xpr;
+    m_index = other.m_index;
+    return *this;
+  }
+
+  Derived& operator++() { ++m_index; return derived(); }
+  Derived& operator--() { --m_index; return derived(); }
+
+  Derived operator++(int) { Derived prev(derived()); operator++(); return prev;}
+  Derived operator--(int) { Derived prev(derived()); operator--(); return prev;}
+
+  friend Derived operator+(const indexed_based_stl_iterator_base& a, Index b) { Derived ret(a.derived()); ret += b; return ret; }
+  friend Derived operator-(const indexed_based_stl_iterator_base& a, Index b) { Derived ret(a.derived()); ret -= b; return ret; }
+  friend Derived operator+(Index a, const indexed_based_stl_iterator_base& b) { Derived ret(b.derived()); ret += a; return ret; }
+  friend Derived operator-(Index a, const indexed_based_stl_iterator_base& b) { Derived ret(b.derived()); ret -= a; return ret; }
+  
+  Derived& operator+=(Index b) { m_index += b; return derived(); }
+  Derived& operator-=(Index b) { m_index -= b; return derived(); }
+
+  difference_type operator-(const indexed_based_stl_iterator_base& other) const
+  {
+    eigen_assert(mp_xpr == other.mp_xpr);
+    return m_index - other.m_index;
+  }
+
+  difference_type operator-(const other_iterator& other) const
+  {
+    eigen_assert(mp_xpr == other.mp_xpr);
+    return m_index - other.m_index;
+  }
+
+  bool operator==(const indexed_based_stl_iterator_base& other) const { eigen_assert(mp_xpr == other.mp_xpr); return m_index == other.m_index; }
+  bool operator!=(const indexed_based_stl_iterator_base& other) const { eigen_assert(mp_xpr == other.mp_xpr); return m_index != other.m_index; }
+  bool operator< (const indexed_based_stl_iterator_base& other) const { eigen_assert(mp_xpr == other.mp_xpr); return m_index <  other.m_index; }
+  bool operator<=(const indexed_based_stl_iterator_base& other) const { eigen_assert(mp_xpr == other.mp_xpr); return m_index <= other.m_index; }
+  bool operator> (const indexed_based_stl_iterator_base& other) const { eigen_assert(mp_xpr == other.mp_xpr); return m_index >  other.m_index; }
+  bool operator>=(const indexed_based_stl_iterator_base& other) const { eigen_assert(mp_xpr == other.mp_xpr); return m_index >= other.m_index; }
+
+  bool operator==(const other_iterator& other) const { eigen_assert(mp_xpr == other.mp_xpr); return m_index == other.m_index; }
+  bool operator!=(const other_iterator& other) const { eigen_assert(mp_xpr == other.mp_xpr); return m_index != other.m_index; }
+  bool operator< (const other_iterator& other) const { eigen_assert(mp_xpr == other.mp_xpr); return m_index <  other.m_index; }
+  bool operator<=(const other_iterator& other) const { eigen_assert(mp_xpr == other.mp_xpr); return m_index <= other.m_index; }
+  bool operator> (const other_iterator& other) const { eigen_assert(mp_xpr == other.mp_xpr); return m_index >  other.m_index; }
+  bool operator>=(const other_iterator& other) const { eigen_assert(mp_xpr == other.mp_xpr); return m_index >= other.m_index; }
+
+protected:
+
+  Derived& derived() { return static_cast<Derived&>(*this); }
+  const Derived& derived() const { return static_cast<const Derived&>(*this); }
+
+  XprType *mp_xpr;
+  Index m_index;
+};
+
+template<typename  Derived>
+class indexed_based_stl_reverse_iterator_base
+{
+protected:
+  typedef indexed_based_stl_iterator_traits<Derived> traits;
+  typedef typename traits::XprType XprType;
+  typedef indexed_based_stl_reverse_iterator_base<typename traits::non_const_iterator> non_const_iterator;
+  typedef indexed_based_stl_reverse_iterator_base<typename traits::const_iterator> const_iterator;
+  typedef typename internal::conditional<internal::is_const<XprType>::value,non_const_iterator,const_iterator>::type other_iterator;
+  // NOTE: in C++03 we cannot declare friend classes through typedefs because we need to write friend class:
+  friend class indexed_based_stl_reverse_iterator_base<typename traits::const_iterator>;
+  friend class indexed_based_stl_reverse_iterator_base<typename traits::non_const_iterator>;
+public:
+  typedef Index difference_type;
+  typedef std::random_access_iterator_tag iterator_category;
+
+  indexed_based_stl_reverse_iterator_base() : mp_xpr(0), m_index(0) {}
+  indexed_based_stl_reverse_iterator_base(XprType& xpr, Index index) : mp_xpr(&xpr), m_index(index) {}
+
+  indexed_based_stl_reverse_iterator_base(const non_const_iterator& other)
+    : mp_xpr(other.mp_xpr), m_index(other.m_index)
+  {}
+
+  indexed_based_stl_reverse_iterator_base& operator=(const non_const_iterator& other)
+  {
+    mp_xpr = other.mp_xpr;
+    m_index = other.m_index;
+    return *this;
+  }
+
+  Derived& operator++() { --m_index; return derived(); }
+  Derived& operator--() { ++m_index; return derived(); }
+
+  Derived operator++(int) { Derived prev(derived()); operator++(); return prev;}
+  Derived operator--(int) { Derived prev(derived()); operator--(); return prev;}
+
+  friend Derived operator+(const indexed_based_stl_reverse_iterator_base& a, Index b) { Derived ret(a.derived()); ret += b; return ret; }
+  friend Derived operator-(const indexed_based_stl_reverse_iterator_base& a, Index b) { Derived ret(a.derived()); ret -= b; return ret; }
+  friend Derived operator+(Index a, const indexed_based_stl_reverse_iterator_base& b) { Derived ret(b.derived()); ret += a; return ret; }
+  friend Derived operator-(Index a, const indexed_based_stl_reverse_iterator_base& b) { Derived ret(b.derived()); ret -= a; return ret; }
+  
+  Derived& operator+=(Index b) { m_index -= b; return derived(); }
+  Derived& operator-=(Index b) { m_index += b; return derived(); }
+
+  difference_type operator-(const indexed_based_stl_reverse_iterator_base& other) const
+  {
+    eigen_assert(mp_xpr == other.mp_xpr);
+    return other.m_index - m_index;
+  }
+
+  difference_type operator-(const other_iterator& other) const
+  {
+    eigen_assert(mp_xpr == other.mp_xpr);
+    return other.m_index - m_index;
+  }
+
+  bool operator==(const indexed_based_stl_reverse_iterator_base& other) const { eigen_assert(mp_xpr == other.mp_xpr); return m_index == other.m_index; }
+  bool operator!=(const indexed_based_stl_reverse_iterator_base& other) const { eigen_assert(mp_xpr == other.mp_xpr); return m_index != other.m_index; }
+  bool operator< (const indexed_based_stl_reverse_iterator_base& other) const { eigen_assert(mp_xpr == other.mp_xpr); return m_index >  other.m_index; }
+  bool operator<=(const indexed_based_stl_reverse_iterator_base& other) const { eigen_assert(mp_xpr == other.mp_xpr); return m_index >= other.m_index; }
+  bool operator> (const indexed_based_stl_reverse_iterator_base& other) const { eigen_assert(mp_xpr == other.mp_xpr); return m_index <  other.m_index; }
+  bool operator>=(const indexed_based_stl_reverse_iterator_base& other) const { eigen_assert(mp_xpr == other.mp_xpr); return m_index <= other.m_index; }
+
+  bool operator==(const other_iterator& other) const { eigen_assert(mp_xpr == other.mp_xpr); return m_index == other.m_index; }
+  bool operator!=(const other_iterator& other) const { eigen_assert(mp_xpr == other.mp_xpr); return m_index != other.m_index; }
+  bool operator< (const other_iterator& other) const { eigen_assert(mp_xpr == other.mp_xpr); return m_index >  other.m_index; }
+  bool operator<=(const other_iterator& other) const { eigen_assert(mp_xpr == other.mp_xpr); return m_index >= other.m_index; }
+  bool operator> (const other_iterator& other) const { eigen_assert(mp_xpr == other.mp_xpr); return m_index <  other.m_index; }
+  bool operator>=(const other_iterator& other) const { eigen_assert(mp_xpr == other.mp_xpr); return m_index <= other.m_index; }
+
+protected:
+
+  Derived& derived() { return static_cast<Derived&>(*this); }
+  const Derived& derived() const { return static_cast<const Derived&>(*this); }
+
+  XprType *mp_xpr;
+  Index m_index;
+};
+
+template<typename XprType>
+class pointer_based_stl_iterator
+{
+  enum { is_lvalue  = internal::is_lvalue<XprType>::value };
+  typedef pointer_based_stl_iterator<typename internal::remove_const<XprType>::type> non_const_iterator;
+  typedef pointer_based_stl_iterator<typename internal::add_const<XprType>::type> const_iterator;
+  typedef typename internal::conditional<internal::is_const<XprType>::value,non_const_iterator,const_iterator>::type other_iterator;
+  // NOTE: in C++03 we cannot declare friend classes through typedefs because we need to write friend class:
+  friend class pointer_based_stl_iterator<typename internal::add_const<XprType>::type>;
+  friend class pointer_based_stl_iterator<typename internal::remove_const<XprType>::type>;
+public:
+  typedef Index difference_type;
+  typedef typename XprType::Scalar value_type;
+  typedef std::random_access_iterator_tag iterator_category;
+  typedef typename internal::conditional<bool(is_lvalue), value_type*, const value_type*>::type pointer;
+  typedef typename internal::conditional<bool(is_lvalue), value_type&, const value_type&>::type reference;
+
+
+  pointer_based_stl_iterator() EIGEN_NO_THROW : m_ptr(0) {}
+  pointer_based_stl_iterator(XprType& xpr, Index index) EIGEN_NO_THROW : m_incr(xpr.innerStride())
+  {
+    m_ptr = xpr.data() + index * m_incr.value();
+  }
+
+  pointer_based_stl_iterator(const non_const_iterator& other) EIGEN_NO_THROW
+    : m_ptr(other.m_ptr), m_incr(other.m_incr)
+  {}
+
+  pointer_based_stl_iterator& operator=(const non_const_iterator& other) EIGEN_NO_THROW
+  {
+    m_ptr = other.m_ptr;
+    m_incr.setValue(other.m_incr);
+    return *this;
+  }
+
+  reference operator*()         const { return *m_ptr;   }
+  reference operator[](Index i) const { return *(m_ptr+i*m_incr.value()); }
+  pointer   operator->()        const { return m_ptr;    }
+
+  pointer_based_stl_iterator& operator++() { m_ptr += m_incr.value(); return *this; }
+  pointer_based_stl_iterator& operator--() { m_ptr -= m_incr.value(); return *this; }
+
+  pointer_based_stl_iterator operator++(int) { pointer_based_stl_iterator prev(*this); operator++(); return prev;}
+  pointer_based_stl_iterator operator--(int) { pointer_based_stl_iterator prev(*this); operator--(); return prev;}
+
+  friend pointer_based_stl_iterator operator+(const pointer_based_stl_iterator& a, Index b) { pointer_based_stl_iterator ret(a); ret += b; return ret; }
+  friend pointer_based_stl_iterator operator-(const pointer_based_stl_iterator& a, Index b) { pointer_based_stl_iterator ret(a); ret -= b; return ret; }
+  friend pointer_based_stl_iterator operator+(Index a, const pointer_based_stl_iterator& b) { pointer_based_stl_iterator ret(b); ret += a; return ret; }
+  friend pointer_based_stl_iterator operator-(Index a, const pointer_based_stl_iterator& b) { pointer_based_stl_iterator ret(b); ret -= a; return ret; }
+  
+  pointer_based_stl_iterator& operator+=(Index b) { m_ptr += b*m_incr.value(); return *this; }
+  pointer_based_stl_iterator& operator-=(Index b) { m_ptr -= b*m_incr.value(); return *this; }
+
+  difference_type operator-(const pointer_based_stl_iterator& other) const {
+    return (m_ptr - other.m_ptr)/m_incr.value();
+  }
+
+  difference_type operator-(const other_iterator& other) const {
+    return (m_ptr - other.m_ptr)/m_incr.value();
+  }
+
+  bool operator==(const pointer_based_stl_iterator& other) const { return m_ptr == other.m_ptr; }
+  bool operator!=(const pointer_based_stl_iterator& other) const { return m_ptr != other.m_ptr; }
+  bool operator< (const pointer_based_stl_iterator& other) const { return m_ptr <  other.m_ptr; }
+  bool operator<=(const pointer_based_stl_iterator& other) const { return m_ptr <= other.m_ptr; }
+  bool operator> (const pointer_based_stl_iterator& other) const { return m_ptr >  other.m_ptr; }
+  bool operator>=(const pointer_based_stl_iterator& other) const { return m_ptr >= other.m_ptr; }
+
+  bool operator==(const other_iterator& other) const { return m_ptr == other.m_ptr; }
+  bool operator!=(const other_iterator& other) const { return m_ptr != other.m_ptr; }
+  bool operator< (const other_iterator& other) const { return m_ptr <  other.m_ptr; }
+  bool operator<=(const other_iterator& other) const { return m_ptr <= other.m_ptr; }
+  bool operator> (const other_iterator& other) const { return m_ptr >  other.m_ptr; }
+  bool operator>=(const other_iterator& other) const { return m_ptr >= other.m_ptr; }
+
+protected:
+
+  pointer m_ptr;
+  internal::variable_if_dynamic<Index, XprType::InnerStrideAtCompileTime> m_incr;
+};
+
+template<typename _XprType>
+struct indexed_based_stl_iterator_traits<generic_randaccess_stl_iterator<_XprType> >
+{
+  typedef _XprType XprType;
+  typedef generic_randaccess_stl_iterator<typename internal::remove_const<XprType>::type> non_const_iterator;
+  typedef generic_randaccess_stl_iterator<typename internal::add_const<XprType>::type> const_iterator;
+};
+
+template<typename XprType>
+class generic_randaccess_stl_iterator : public indexed_based_stl_iterator_base<generic_randaccess_stl_iterator<XprType> >
+{
+public:
+  typedef typename XprType::Scalar value_type;
+
+protected:
+
+  enum {
+    has_direct_access = (internal::traits<XprType>::Flags & DirectAccessBit) ? 1 : 0,
+    is_lvalue  = internal::is_lvalue<XprType>::value
+  };
+
+  typedef indexed_based_stl_iterator_base<generic_randaccess_stl_iterator> Base;
+  using Base::m_index;
+  using Base::mp_xpr;
+
+  // TODO currently const Transpose/Reshape expressions never returns const references,
+  // so lets return by value too.
+  //typedef typename internal::conditional<bool(has_direct_access), const value_type&, const value_type>::type read_only_ref_t;
+  typedef const value_type read_only_ref_t;
+
+public:
+  
+  typedef typename internal::conditional<bool(is_lvalue), value_type *, const value_type *>::type pointer;
+  typedef typename internal::conditional<bool(is_lvalue), value_type&, read_only_ref_t>::type reference;
+  
+  generic_randaccess_stl_iterator() : Base() {}
+  generic_randaccess_stl_iterator(XprType& xpr, Index index) : Base(xpr,index) {}
+  generic_randaccess_stl_iterator(const typename Base::non_const_iterator& other) : Base(other) {}
+  using Base::operator=;
+
+  reference operator*()         const { return   (*mp_xpr)(m_index);   }
+  reference operator[](Index i) const { return   (*mp_xpr)(m_index+i); }
+  pointer   operator->()        const { return &((*mp_xpr)(m_index)); }
+};
+
+template<typename _XprType, DirectionType Direction>
+struct indexed_based_stl_iterator_traits<subvector_stl_iterator<_XprType,Direction> >
+{
+  typedef _XprType XprType;
+  typedef subvector_stl_iterator<typename internal::remove_const<XprType>::type, Direction> non_const_iterator;
+  typedef subvector_stl_iterator<typename internal::add_const<XprType>::type, Direction> const_iterator;
+};
+
+template<typename XprType, DirectionType Direction>
+class subvector_stl_iterator : public indexed_based_stl_iterator_base<subvector_stl_iterator<XprType,Direction> >
+{
+protected:
+
+  enum { is_lvalue  = internal::is_lvalue<XprType>::value };
+
+  typedef indexed_based_stl_iterator_base<subvector_stl_iterator> Base;
+  using Base::m_index;
+  using Base::mp_xpr;
+
+  typedef typename internal::conditional<Direction==Vertical,typename XprType::ColXpr,typename XprType::RowXpr>::type SubVectorType;
+  typedef typename internal::conditional<Direction==Vertical,typename XprType::ConstColXpr,typename XprType::ConstRowXpr>::type ConstSubVectorType;
+
+
+public:
+  typedef typename internal::conditional<bool(is_lvalue), SubVectorType, ConstSubVectorType>::type reference;
+  typedef typename reference::PlainObject value_type;
+
+private:
+  class subvector_stl_iterator_ptr
+  {
+  public:
+      subvector_stl_iterator_ptr(const reference &subvector) : m_subvector(subvector) {}
+      reference* operator->() { return &m_subvector; }
+  private:
+      reference m_subvector;
+  };
+public:
+
+  typedef subvector_stl_iterator_ptr pointer;
+  
+  subvector_stl_iterator() : Base() {}
+  subvector_stl_iterator(XprType& xpr, Index index) : Base(xpr,index) {}
+
+  reference operator*()         const { return (*mp_xpr).template subVector<Direction>(m_index); }
+  reference operator[](Index i) const { return (*mp_xpr).template subVector<Direction>(m_index+i); }
+  pointer   operator->()        const { return (*mp_xpr).template subVector<Direction>(m_index); }
+};
+
+template<typename _XprType, DirectionType Direction>
+struct indexed_based_stl_iterator_traits<subvector_stl_reverse_iterator<_XprType,Direction> >
+{
+  typedef _XprType XprType;
+  typedef subvector_stl_reverse_iterator<typename internal::remove_const<XprType>::type, Direction> non_const_iterator;
+  typedef subvector_stl_reverse_iterator<typename internal::add_const<XprType>::type, Direction> const_iterator;
+};
+
+template<typename XprType, DirectionType Direction>
+class subvector_stl_reverse_iterator : public indexed_based_stl_reverse_iterator_base<subvector_stl_reverse_iterator<XprType,Direction> >
+{
+protected:
+
+  enum { is_lvalue  = internal::is_lvalue<XprType>::value };
+
+  typedef indexed_based_stl_reverse_iterator_base<subvector_stl_reverse_iterator> Base;
+  using Base::m_index;
+  using Base::mp_xpr;
+
+  typedef typename internal::conditional<Direction==Vertical,typename XprType::ColXpr,typename XprType::RowXpr>::type SubVectorType;
+  typedef typename internal::conditional<Direction==Vertical,typename XprType::ConstColXpr,typename XprType::ConstRowXpr>::type ConstSubVectorType;
+
+
+public:
+  typedef typename internal::conditional<bool(is_lvalue), SubVectorType, ConstSubVectorType>::type reference;
+  typedef typename reference::PlainObject value_type;
+
+private:
+  class subvector_stl_reverse_iterator_ptr
+  {
+  public:
+      subvector_stl_reverse_iterator_ptr(const reference &subvector) : m_subvector(subvector) {}
+      reference* operator->() { return &m_subvector; }
+  private:
+      reference m_subvector;
+  };
+public:
+
+  typedef subvector_stl_reverse_iterator_ptr pointer;
+  
+  subvector_stl_reverse_iterator() : Base() {}
+  subvector_stl_reverse_iterator(XprType& xpr, Index index) : Base(xpr,index) {}
+
+  reference operator*()         const { return (*mp_xpr).template subVector<Direction>(m_index); }
+  reference operator[](Index i) const { return (*mp_xpr).template subVector<Direction>(m_index+i); }
+  pointer   operator->()        const { return (*mp_xpr).template subVector<Direction>(m_index); }
+};
+
+} // namespace internal
+
+
+/** returns an iterator to the first element of the 1D vector or array
+  * \only_for_vectors
+  * \sa end(), cbegin()
+  */
+template<typename Derived>
+inline typename DenseBase<Derived>::iterator DenseBase<Derived>::begin()
+{
+  EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived);
+  return iterator(derived(), 0);
+}
+
+/** const version of begin() */
+template<typename Derived>
+inline typename DenseBase<Derived>::const_iterator DenseBase<Derived>::begin() const
+{
+  return cbegin();
+}
+
+/** returns a read-only const_iterator to the first element of the 1D vector or array
+  * \only_for_vectors
+  * \sa cend(), begin()
+  */
+template<typename Derived>
+inline typename DenseBase<Derived>::const_iterator DenseBase<Derived>::cbegin() const
+{
+  EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived);
+  return const_iterator(derived(), 0);
+}
+
+/** returns an iterator to the element following the last element of the 1D vector or array
+  * \only_for_vectors
+  * \sa begin(), cend()
+  */
+template<typename Derived>
+inline typename DenseBase<Derived>::iterator DenseBase<Derived>::end()
+{
+  EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived);
+  return iterator(derived(), size());
+}
+
+/** const version of end() */
+template<typename Derived>
+inline typename DenseBase<Derived>::const_iterator DenseBase<Derived>::end() const
+{
+  return cend();
+}
+
+/** returns a read-only const_iterator to the element following the last element of the 1D vector or array
+  * \only_for_vectors
+  * \sa begin(), cend()
+  */
+template<typename Derived>
+inline typename DenseBase<Derived>::const_iterator DenseBase<Derived>::cend() const
+{
+  EIGEN_STATIC_ASSERT_VECTOR_ONLY(Derived);
+  return const_iterator(derived(), size());
+}
+
+} // namespace Eigen
+
+#endif // EIGEN_STLITERATORS_H

gtsam/3rdparty/Eigen/Eigen/src/Core/Stride.h

@@ -38,6 +38,10 @@ namespace Eigen {
   * \include Map_general_stride.cpp
   * Output: \verbinclude Map_general_stride.out
   *
+  * Both strides can be negative, however, a negative stride of -1 cannot be specified at compiletime
+  * because of the ambiguity with Dynamic which is defined to -1 (historically, negative strides were
+  * not allowed).
+  *
   * \sa class InnerStride, class OuterStride, \ref TopicStorageOrders
   */
 template<int _OuterStrideAtCompileTime, int _InnerStrideAtCompileTime>
@@ -55,6 +59,8 @@ class Stride
     Stride()
       : m_outer(OuterStrideAtCompileTime), m_inner(InnerStrideAtCompileTime)
     {
+      // FIXME: for Eigen 4 we should use DynamicIndex instead of Dynamic.
+      // FIXME: for Eigen 4 we should also unify this API with fix<>
       eigen_assert(InnerStrideAtCompileTime != Dynamic && OuterStrideAtCompileTime != Dynamic);
     }
 
@@ -63,7 +69,6 @@ class Stride
     Stride(Index outerStride, Index innerStride)
       : m_outer(outerStride), m_inner(innerStride)
     {
-      eigen_assert(innerStride>=0 && outerStride>=0);
     }
 
     /** Copy constructor */
@@ -73,10 +78,10 @@ class Stride
     {}
 
     /** \returns the outer stride */
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
     inline Index outer() const { return m_outer.value(); }
     /** \returns the inner stride */
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
     inline Index inner() const { return m_inner.value(); }
 
   protected:

gtsam/3rdparty/Eigen/Eigen/src/Core/Swap.h

@@ -30,12 +30,13 @@ public:
   typedef typename Base::DstXprType DstXprType;
   typedef swap_assign_op<Scalar> Functor;
   
-  EIGEN_DEVICE_FUNC generic_dense_assignment_kernel(DstEvaluatorTypeT &dst, const SrcEvaluatorTypeT &src, const Functor &func, DstXprType& dstExpr)
+  EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+  generic_dense_assignment_kernel(DstEvaluatorTypeT &dst, const SrcEvaluatorTypeT &src, const Functor &func, DstXprType& dstExpr)
     : Base(dst, src, func, dstExpr)
   {}
   
   template<int StoreMode, int LoadMode, typename PacketType>
-  void assignPacket(Index row, Index col)
+  EIGEN_STRONG_INLINE void assignPacket(Index row, Index col)
   {
     PacketType tmp = m_src.template packet<LoadMode,PacketType>(row,col);
     const_cast<SrcEvaluatorTypeT&>(m_src).template writePacket<LoadMode>(row,col, m_dst.template packet<StoreMode,PacketType>(row,col));
@@ -43,7 +44,7 @@ public:
   }
   
   template<int StoreMode, int LoadMode, typename PacketType>
-  void assignPacket(Index index)
+  EIGEN_STRONG_INLINE void assignPacket(Index index)
   {
     PacketType tmp = m_src.template packet<LoadMode,PacketType>(index);
     const_cast<SrcEvaluatorTypeT&>(m_src).template writePacket<LoadMode>(index, m_dst.template packet<StoreMode,PacketType>(index));
@@ -52,7 +53,7 @@ public:
   
   // TODO find a simple way not to have to copy/paste this function from generic_dense_assignment_kernel, by simple I mean no CRTP (Gael)
   template<int StoreMode, int LoadMode, typename PacketType>
-  void assignPacketByOuterInner(Index outer, Index inner)
+  EIGEN_STRONG_INLINE void assignPacketByOuterInner(Index outer, Index inner)
   {
     Index row = Base::rowIndexByOuterInner(outer, inner); 
     Index col = Base::colIndexByOuterInner(outer, inner);

gtsam/3rdparty/Eigen/Eigen/src/Core/Transpose.h

@@ -61,24 +61,27 @@ template<typename MatrixType> class Transpose
     typedef typename internal::remove_all<MatrixType>::type NestedExpression;
 
     EIGEN_DEVICE_FUNC
-    explicit inline Transpose(MatrixType& matrix) : m_matrix(matrix) {}
+    explicit EIGEN_STRONG_INLINE Transpose(MatrixType& matrix) : m_matrix(matrix) {}
 
     EIGEN_INHERIT_ASSIGNMENT_OPERATORS(Transpose)
 
-    EIGEN_DEVICE_FUNC inline Index rows() const { return m_matrix.cols(); }
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE EIGEN_CONSTEXPR
-    EIGEN_DEVICE_FUNC inline Index cols() const { return m_matrix.rows(); }
+    Index rows() const EIGEN_NOEXCEPT { return m_matrix.cols(); }
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE EIGEN_CONSTEXPR
+    Index cols() const EIGEN_NOEXCEPT { return m_matrix.rows(); }
 
     /** \returns the nested expression */
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
     const typename internal::remove_all<MatrixTypeNested>::type&
     nestedExpression() const { return m_matrix; }
 
     /** \returns the nested expression */
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
     typename internal::remove_reference<MatrixTypeNested>::type&
     nestedExpression() { return m_matrix; }
 
     /** \internal */
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
     void resize(Index nrows, Index ncols) {
       m_matrix.resize(ncols,nrows);
     }
@@ -122,8 +125,10 @@ template<typename MatrixType> class TransposeImpl<MatrixType,Dense>
     EIGEN_DENSE_PUBLIC_INTERFACE(Transpose<MatrixType>)
     EIGEN_INHERIT_ASSIGNMENT_OPERATORS(TransposeImpl)
 
-    EIGEN_DEVICE_FUNC inline Index innerStride() const { return derived().nestedExpression().innerStride(); }
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
-    EIGEN_DEVICE_FUNC inline Index outerStride() const { return derived().nestedExpression().outerStride(); }
+    Index innerStride() const { return derived().nestedExpression().innerStride(); }
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    Index outerStride() const { return derived().nestedExpression().outerStride(); }
 
     typedef typename internal::conditional<
                        internal::is_lvalue<MatrixType>::value,
@@ -131,21 +136,25 @@ template<typename MatrixType> class TransposeImpl<MatrixType,Dense>
                        const Scalar
                      >::type ScalarWithConstIfNotLvalue;
 
-    EIGEN_DEVICE_FUNC inline ScalarWithConstIfNotLvalue* data() { return derived().nestedExpression().data(); }
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
-    EIGEN_DEVICE_FUNC inline const Scalar* data() const { return derived().nestedExpression().data(); }
+    ScalarWithConstIfNotLvalue* data() { return derived().nestedExpression().data(); }
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+    const Scalar* data() const { return derived().nestedExpression().data(); }
 
     // FIXME: shall we keep the const version of coeffRef?
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
-    inline const Scalar& coeffRef(Index rowId, Index colId) const
+    const Scalar& coeffRef(Index rowId, Index colId) const
     {
       return derived().nestedExpression().coeffRef(colId, rowId);
     }
 
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
-    inline const Scalar& coeffRef(Index index) const
+    const Scalar& coeffRef(Index index) const
     {
       return derived().nestedExpression().coeffRef(index);
     }
+  protected:
+    EIGEN_DEFAULT_EMPTY_CONSTRUCTOR_AND_DESTRUCTOR(TransposeImpl)
 };
 
 /** \returns an expression of the transpose of *this.
@@ -168,7 +177,8 @@ template<typename MatrixType> class TransposeImpl<MatrixType,Dense>
   *
   * \sa transposeInPlace(), adjoint() */
 template<typename Derived>
-inline Transpose<Derived>
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+Transpose<Derived>
 DenseBase<Derived>::transpose()
 {
   return TransposeReturnType(derived());
@@ -180,7 +190,8 @@ DenseBase<Derived>::transpose()
   *
   * \sa transposeInPlace(), adjoint() */
 template<typename Derived>
-inline typename DenseBase<Derived>::ConstTransposeReturnType
+EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
+typename DenseBase<Derived>::ConstTransposeReturnType
 DenseBase<Derived>::transpose() const
 {
   return ConstTransposeReturnType(derived());
@@ -206,7 +217,7 @@ DenseBase<Derived>::transpose() const
   *
   * \sa adjointInPlace(), transpose(), conjugate(), class Transpose, class internal::scalar_conjugate_op */
 template<typename Derived>
-inline const typename MatrixBase<Derived>::AdjointReturnType
+EIGEN_DEVICE_FUNC inline const typename MatrixBase<Derived>::AdjointReturnType
 MatrixBase<Derived>::adjoint() const
 {
   return AdjointReturnType(this->transpose());
@@ -228,11 +239,10 @@ struct inplace_transpose_selector;
 template<typename MatrixType>
 struct inplace_transpose_selector<MatrixType,true,false> { // square matrix
   static void run(MatrixType& m) {
-    m.matrix().template triangularView<StrictlyUpper>().swap(m.matrix().transpose());
+    m.matrix().template triangularView<StrictlyUpper>().swap(m.matrix().transpose().template triangularView<StrictlyUpper>());
   }
 };
 
-// TODO: vectorized path is currently limited to LargestPacketSize x LargestPacketSize cases only.
 template<typename MatrixType>
 struct inplace_transpose_selector<MatrixType,true,true> { // PacketSize x PacketSize
   static void run(MatrixType& m) {
@@ -249,16 +259,66 @@ struct inplace_transpose_selector<MatrixType,true,true> { // PacketSize x Packet
   }
 };
 
+
+template <typename MatrixType, Index Alignment>
+void BlockedInPlaceTranspose(MatrixType& m) {
+  typedef typename MatrixType::Scalar Scalar;
+  typedef typename internal::packet_traits<typename MatrixType::Scalar>::type Packet;
+  const Index PacketSize = internal::packet_traits<Scalar>::size;
+  eigen_assert(m.rows() == m.cols());
+  int row_start = 0;
+  for (; row_start + PacketSize <= m.rows(); row_start += PacketSize) {
+    for (int col_start = row_start; col_start + PacketSize <= m.cols(); col_start += PacketSize) {
+      PacketBlock<Packet> A;
+      if (row_start == col_start) {
+        for (Index i=0; i<PacketSize; ++i)
+          A.packet[i] = m.template packetByOuterInner<Alignment>(row_start + i,col_start);
+        internal::ptranspose(A);
+        for (Index i=0; i<PacketSize; ++i)
+          m.template writePacket<Alignment>(m.rowIndexByOuterInner(row_start + i, col_start), m.colIndexByOuterInner(row_start + i,col_start), A.packet[i]);
+      } else {
+        PacketBlock<Packet> B;
+        for (Index i=0; i<PacketSize; ++i) {
+          A.packet[i] = m.template packetByOuterInner<Alignment>(row_start + i,col_start);
+          B.packet[i] = m.template packetByOuterInner<Alignment>(col_start + i, row_start);
+        }
+        internal::ptranspose(A);
+        internal::ptranspose(B);
+        for (Index i=0; i<PacketSize; ++i) {
+          m.template writePacket<Alignment>(m.rowIndexByOuterInner(row_start + i, col_start), m.colIndexByOuterInner(row_start + i,col_start), B.packet[i]);
+          m.template writePacket<Alignment>(m.rowIndexByOuterInner(col_start + i, row_start), m.colIndexByOuterInner(col_start + i,row_start), A.packet[i]);
+        }
+      }
+    }
+  }
+  for (Index row = row_start; row < m.rows(); ++row) {
+    m.matrix().row(row).head(row).swap(
+        m.matrix().col(row).head(row).transpose());
+  }
+}
+
 template<typename MatrixType,bool MatchPacketSize>
-struct inplace_transpose_selector<MatrixType,false,MatchPacketSize> { // non square matrix
+struct inplace_transpose_selector<MatrixType,false,MatchPacketSize> { // non square or dynamic matrix
   static void run(MatrixType& m) {
-    if (m.rows()==m.cols())
+    typedef typename MatrixType::Scalar Scalar;
-      m.matrix().template triangularView<StrictlyUpper>().swap(m.matrix().transpose());
+    if (m.rows() == m.cols()) {
+      const Index PacketSize = internal::packet_traits<Scalar>::size;
+      if (!NumTraits<Scalar>::IsComplex && m.rows() >= PacketSize) {
+        if ((m.rows() % PacketSize) == 0)
+          BlockedInPlaceTranspose<MatrixType,internal::evaluator<MatrixType>::Alignment>(m);
         else
+          BlockedInPlaceTranspose<MatrixType,Unaligned>(m);
+      }
+      else {
+        m.matrix().template triangularView<StrictlyUpper>().swap(m.matrix().transpose().template triangularView<StrictlyUpper>());
+      }
+    } else {
       m = m.transpose().eval();
     }
+  }
 };
 
+
 } // end namespace internal
 
 /** This is the "in place" version of transpose(): it replaces \c *this by its own transpose.
@@ -281,7 +341,7 @@ struct inplace_transpose_selector<MatrixType,false,MatchPacketSize> { // non squ
   *
   * \sa transpose(), adjoint(), adjointInPlace() */
 template<typename Derived>
-inline void DenseBase<Derived>::transposeInPlace()
+EIGEN_DEVICE_FUNC inline void DenseBase<Derived>::transposeInPlace()
 {
   eigen_assert((rows() == cols() || (RowsAtCompileTime == Dynamic && ColsAtCompileTime == Dynamic))
                && "transposeInPlace() called on a non-square non-resizable matrix");
@@ -312,7 +372,7 @@ inline void DenseBase<Derived>::transposeInPlace()
   *
   * \sa transpose(), adjoint(), transposeInPlace() */
 template<typename Derived>
-inline void MatrixBase<Derived>::adjointInPlace()
+EIGEN_DEVICE_FUNC inline void MatrixBase<Derived>::adjointInPlace()
 {
   derived() = adjoint().eval();
 }
@@ -391,6 +451,7 @@ struct checkTransposeAliasing_impl<Derived, OtherDerived, false>
 template<typename Dst, typename Src>
 void check_for_aliasing(const Dst &dst, const Src &src)
 {
+  if((!Dst::IsVectorAtCompileTime) && dst.rows()>1 && dst.cols()>1)
     internal::checkTransposeAliasing_impl<Dst, Src>::run(dst, src);
 }
 

gtsam/3rdparty/Eigen/Eigen/src/Core/Transpositions.h

@@ -23,7 +23,9 @@ class TranspositionsBase
     typedef typename IndicesType::Scalar StorageIndex;
     typedef Eigen::Index Index; ///< \deprecated since Eigen 3.3
 
+    EIGEN_DEVICE_FUNC
     Derived& derived() { return *static_cast<Derived*>(this); }
+    EIGEN_DEVICE_FUNC
     const Derived& derived() const { return *static_cast<const Derived*>(this); }
 
     /** Copies the \a other transpositions into \c *this */
@@ -34,25 +36,18 @@ class TranspositionsBase
       return derived();
     }
 
-    #ifndef EIGEN_PARSED_BY_DOXYGEN
-    /** This is a special case of the templated operator=. Its purpose is to
-      * prevent a default operator= from hiding the templated operator=.
-      */
-    Derived& operator=(const TranspositionsBase& other)
-    {
-      indices() = other.indices();
-      return derived();
-    }
-    #endif
-
     /** \returns the number of transpositions */
+    EIGEN_DEVICE_FUNC
     Index size() const { return indices().size(); }
     /** \returns the number of rows of the equivalent permutation matrix */
+    EIGEN_DEVICE_FUNC
     Index rows() const { return indices().size(); }
     /** \returns the number of columns of the equivalent permutation matrix */
+    EIGEN_DEVICE_FUNC
     Index cols() const { return indices().size(); }
 
     /** Direct access to the underlying index vector */
+    EIGEN_DEVICE_FUNC
     inline const StorageIndex& coeff(Index i) const { return indices().coeff(i); }
     /** Direct access to the underlying index vector */
     inline StorageIndex& coeffRef(Index i) { return indices().coeffRef(i); }
@@ -66,8 +61,10 @@ class TranspositionsBase
     inline StorageIndex& operator[](Index i) { return indices()(i); }
 
     /** const version of indices(). */
+    EIGEN_DEVICE_FUNC
     const IndicesType& indices() const { return derived().indices(); }
     /** \returns a reference to the stored array representing the transpositions. */
+    EIGEN_DEVICE_FUNC
     IndicesType& indices() { return derived().indices(); }
 
     /** Resizes to given size. */
@@ -84,7 +81,7 @@ class TranspositionsBase
     }
 
     // FIXME: do we want such methods ?
-    // might be usefull when the target matrix expression is complex, e.g.:
+    // might be useful when the target matrix expression is complex, e.g.:
     // object.matrix().block(..,..,..,..) = trans * object.matrix().block(..,..,..,..);
     /*
     template<typename MatrixType>
@@ -171,12 +168,6 @@ class Transpositions : public TranspositionsBase<Transpositions<SizeAtCompileTim
     inline Transpositions(const TranspositionsBase<OtherDerived>& other)
       : m_indices(other.indices()) {}
 
-    #ifndef EIGEN_PARSED_BY_DOXYGEN
-    /** Standard copy constructor. Defined only to prevent a default copy constructor
-      * from hiding the other templated constructor */
-    inline Transpositions(const Transpositions& other) : m_indices(other.indices()) {}
-    #endif
-
     /** Generic constructor from expression of the transposition indices. */
     template<typename Other>
     explicit inline Transpositions(const MatrixBase<Other>& indices) : m_indices(indices)
@@ -189,25 +180,16 @@ class Transpositions : public TranspositionsBase<Transpositions<SizeAtCompileTim
       return Base::operator=(other);
     }
 
-    #ifndef EIGEN_PARSED_BY_DOXYGEN
-    /** This is a special case of the templated operator=. Its purpose is to
-      * prevent a default operator= from hiding the templated operator=.
-      */
-    Transpositions& operator=(const Transpositions& other)
-    {
-      m_indices = other.m_indices;
-      return *this;
-    }
-    #endif
-
     /** Constructs an uninitialized permutation matrix of given size.
       */
     inline Transpositions(Index size) : m_indices(size)
     {}
 
     /** const version of indices(). */
+    EIGEN_DEVICE_FUNC
     const IndicesType& indices() const { return m_indices; }
     /** \returns a reference to the stored array representing the transpositions. */
+    EIGEN_DEVICE_FUNC
     IndicesType& indices() { return m_indices; }
 
   protected:
@@ -265,9 +247,11 @@ class Map<Transpositions<SizeAtCompileTime,MaxSizeAtCompileTime,_StorageIndex>,P
     #endif
 
     /** const version of indices(). */
+    EIGEN_DEVICE_FUNC
     const IndicesType& indices() const { return m_indices; }
 
     /** \returns a reference to the stored array representing the transpositions. */
+    EIGEN_DEVICE_FUNC
     IndicesType& indices() { return m_indices; }
 
   protected:
@@ -306,21 +290,12 @@ class TranspositionsWrapper
       return Base::operator=(other);
     }
 
-    #ifndef EIGEN_PARSED_BY_DOXYGEN
-    /** This is a special case of the templated operator=. Its purpose is to
-      * prevent a default operator= from hiding the templated operator=.
-      */
-    TranspositionsWrapper& operator=(const TranspositionsWrapper& other)
-    {
-      m_indices = other.m_indices;
-      return *this;
-    }
-    #endif
-
     /** const version of indices(). */
+    EIGEN_DEVICE_FUNC
     const IndicesType& indices() const { return m_indices; }
 
     /** \returns a reference to the stored array representing the transpositions. */
+    EIGEN_DEVICE_FUNC
     IndicesType& indices() { return m_indices; }
 
   protected:
@@ -374,9 +349,12 @@ class Transpose<TranspositionsBase<TranspositionsDerived> >
 
     explicit Transpose(const TranspositionType& t) : m_transpositions(t) {}
 
-    Index size() const { return m_transpositions.size(); }
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
-    Index rows() const { return m_transpositions.size(); }
+    Index size() const EIGEN_NOEXCEPT { return m_transpositions.size(); }
-    Index cols() const { return m_transpositions.size(); }
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
+    Index rows() const EIGEN_NOEXCEPT { return m_transpositions.size(); }
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
+    Index cols() const EIGEN_NOEXCEPT { return m_transpositions.size(); }
 
     /** \returns the \a matrix with the inverse transpositions applied to the columns.
       */
@@ -396,6 +374,7 @@ class Transpose<TranspositionsBase<TranspositionsDerived> >
       return Product<Transpose, OtherDerived, AliasFreeProduct>(*this, matrix.derived());
     }
 
+    EIGEN_DEVICE_FUNC
     const TranspositionType& nestedExpression() const { return m_transpositions; }
 
   protected:

gtsam/3rdparty/Eigen/Eigen/src/Core/TriangularMatrix.h

@@ -53,18 +53,19 @@ template<typename Derived> class TriangularBase : public EigenBase<Derived>
     typedef Derived const& Nested;
 
     EIGEN_DEVICE_FUNC
-    inline TriangularBase() { eigen_assert(!((Mode&UnitDiag) && (Mode&ZeroDiag))); }
+    inline TriangularBase() { eigen_assert(!((int(Mode) & int(UnitDiag)) && (int(Mode) & int(ZeroDiag)))); }
 
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
-    inline Index rows() const { return derived().rows(); }
+    inline Index rows() const EIGEN_NOEXCEPT { return derived().rows(); }
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
-    inline Index cols() const { return derived().cols(); }
+    inline Index cols() const EIGEN_NOEXCEPT { return derived().cols(); }
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
-    inline Index outerStride() const { return derived().outerStride(); }
+    inline Index outerStride() const EIGEN_NOEXCEPT { return derived().outerStride(); }
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
-    inline Index innerStride() const { return derived().innerStride(); }
+    inline Index innerStride() const EIGEN_NOEXCEPT { return derived().innerStride(); }
 
     // dummy resize function
+    EIGEN_DEVICE_FUNC
     void resize(Index rows, Index cols)
     {
       EIGEN_UNUSED_VARIABLE(rows);
@@ -197,6 +198,7 @@ template<typename _MatrixType, unsigned int _Mode> class TriangularView
     typedef typename internal::traits<TriangularView>::MatrixTypeNestedNonRef MatrixTypeNestedNonRef;
 
     typedef typename internal::remove_all<typename MatrixType::ConjugateReturnType>::type MatrixConjugateReturnType;
+    typedef TriangularView<typename internal::add_const<MatrixType>::type, _Mode> ConstTriangularView;
 
   public:
 
@@ -217,16 +219,14 @@ template<typename _MatrixType, unsigned int _Mode> class TriangularView
     explicit inline TriangularView(MatrixType& matrix) : m_matrix(matrix)
     {}
 
-    using Base::operator=;
+    EIGEN_INHERIT_ASSIGNMENT_OPERATORS(TriangularView)
-    TriangularView& operator=(const TriangularView &other)
-    { return Base::operator=(other); }
 
     /** \copydoc EigenBase::rows() */
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
-    inline Index rows() const { return m_matrix.rows(); }
+    inline Index rows() const EIGEN_NOEXCEPT { return m_matrix.rows(); }
     /** \copydoc EigenBase::cols() */
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
-    inline Index cols() const { return m_matrix.cols(); }
+    inline Index cols() const EIGEN_NOEXCEPT { return m_matrix.cols(); }
 
     /** \returns a const reference to the nested expression */
     EIGEN_DEVICE_FUNC
@@ -242,6 +242,18 @@ template<typename _MatrixType, unsigned int _Mode> class TriangularView
     inline const ConjugateReturnType conjugate() const
     { return ConjugateReturnType(m_matrix.conjugate()); }
 
+    /** \returns an expression of the complex conjugate of \c *this if Cond==true,
+     *           returns \c *this otherwise.
+     */
+    template<bool Cond>
+    EIGEN_DEVICE_FUNC
+    inline typename internal::conditional<Cond,ConjugateReturnType,ConstTriangularView>::type
+    conjugateIf() const
+    {
+      typedef typename internal::conditional<Cond,ConjugateReturnType,ConstTriangularView>::type ReturnType;
+      return ReturnType(m_matrix.template conjugateIf<Cond>());
+    }
+
     typedef TriangularView<const typename MatrixType::AdjointReturnType,TransposeMode> AdjointReturnType;
     /** \sa MatrixBase::adjoint() const */
     EIGEN_DEVICE_FUNC
@@ -435,14 +447,14 @@ template<typename _MatrixType, unsigned int _Mode> class TriangularViewImpl<_Mat
     TriangularViewType& operator=(const TriangularViewImpl& other)
     { return *this = other.derived().nestedExpression(); }
 
-    /** \deprecated */
     template<typename OtherDerived>
-    EIGEN_DEVICE_FUNC
+    /** \deprecated */
+    EIGEN_DEPRECATED EIGEN_DEVICE_FUNC
     void lazyAssign(const TriangularBase<OtherDerived>& other);
 
-    /** @deprecated */
     template<typename OtherDerived>
-    EIGEN_DEVICE_FUNC
+    /** \deprecated */
+    EIGEN_DEPRECATED EIGEN_DEVICE_FUNC
     void lazyAssign(const MatrixBase<OtherDerived>& other);
 #endif
 
@@ -470,7 +482,7 @@ template<typename _MatrixType, unsigned int _Mode> class TriangularViewImpl<_Mat
       * \a Side==OnTheLeft (the default), or the right-inverse-multiply  \a other * inverse(\c *this) if
       * \a Side==OnTheRight.
       *
-      * Note that the template parameter \c Side can be ommitted, in which case \c Side==OnTheLeft
+      * Note that the template parameter \c Side can be omitted, in which case \c Side==OnTheLeft
       *
       * The matrix \c *this must be triangular and invertible (i.e., all the coefficients of the
       * diagonal must be non zero). It works as a forward (resp. backward) substitution if \c *this
@@ -488,7 +500,6 @@ template<typename _MatrixType, unsigned int _Mode> class TriangularViewImpl<_Mat
       * \sa TriangularView::solveInPlace()
       */
     template<int Side, typename Other>
-    EIGEN_DEVICE_FUNC
     inline const internal::triangular_solve_retval<Side,TriangularViewType, Other>
     solve(const MatrixBase<Other>& other) const;
 
@@ -497,7 +508,7 @@ template<typename _MatrixType, unsigned int _Mode> class TriangularViewImpl<_Mat
       * \warning The parameter is only marked 'const' to make the C++ compiler accept a temporary expression here.
       * This function will const_cast it, so constness isn't honored here.
       *
-      * Note that the template parameter \c Side can be ommitted, in which case \c Side==OnTheLeft
+      * Note that the template parameter \c Side can be omitted, in which case \c Side==OnTheLeft
       *
       * See TriangularView:solve() for the details.
       */
@@ -523,10 +534,10 @@ template<typename _MatrixType, unsigned int _Mode> class TriangularViewImpl<_Mat
       call_assignment(derived(), other.const_cast_derived(), internal::swap_assign_op<Scalar>());
     }
 
-    /** @deprecated
+    /** Shortcut for \code (*this).swap(other.triangularView<(*this)::Mode>()) \endcode */
-      * Shortcut for \code (*this).swap(other.triangularView<(*this)::Mode>()) \endcode */
     template<typename OtherDerived>
-    EIGEN_DEVICE_FUNC
+    /** \deprecated */
+    EIGEN_DEPRECATED EIGEN_DEVICE_FUNC
     void swap(MatrixBase<OtherDerived> const & other)
     {
       EIGEN_STATIC_ASSERT_LVALUE(OtherDerived);
@@ -544,6 +555,10 @@ template<typename _MatrixType, unsigned int _Mode> class TriangularViewImpl<_Mat
     template<typename ProductType>
     EIGEN_DEVICE_FUNC
     EIGEN_STRONG_INLINE TriangularViewType& _assignProduct(const ProductType& prod, const Scalar& alpha, bool beta);
+  protected:
+    EIGEN_DEFAULT_COPY_CONSTRUCTOR(TriangularViewImpl)
+    EIGEN_DEFAULT_EMPTY_CONSTRUCTOR_AND_DESTRUCTOR(TriangularViewImpl)
+
 };
 
 /***************************************************************************
@@ -554,7 +569,7 @@ template<typename _MatrixType, unsigned int _Mode> class TriangularViewImpl<_Mat
 // FIXME should we keep that possibility
 template<typename MatrixType, unsigned int Mode>
 template<typename OtherDerived>
-inline TriangularView<MatrixType, Mode>&
+EIGEN_DEVICE_FUNC inline TriangularView<MatrixType, Mode>&
 TriangularViewImpl<MatrixType, Mode, Dense>::operator=(const MatrixBase<OtherDerived>& other)
 {
   internal::call_assignment_no_alias(derived(), other.derived(), internal::assign_op<Scalar,typename OtherDerived::Scalar>());
@@ -564,7 +579,7 @@ TriangularViewImpl<MatrixType, Mode, Dense>::operator=(const MatrixBase<OtherDer
 // FIXME should we keep that possibility
 template<typename MatrixType, unsigned int Mode>
 template<typename OtherDerived>
-void TriangularViewImpl<MatrixType, Mode, Dense>::lazyAssign(const MatrixBase<OtherDerived>& other)
+EIGEN_DEVICE_FUNC void TriangularViewImpl<MatrixType, Mode, Dense>::lazyAssign(const MatrixBase<OtherDerived>& other)
 {
   internal::call_assignment_no_alias(derived(), other.template triangularView<Mode>());
 }
@@ -573,7 +588,7 @@ void TriangularViewImpl<MatrixType, Mode, Dense>::lazyAssign(const MatrixBase<Ot
 
 template<typename MatrixType, unsigned int Mode>
 template<typename OtherDerived>
-inline TriangularView<MatrixType, Mode>&
+EIGEN_DEVICE_FUNC inline TriangularView<MatrixType, Mode>&
 TriangularViewImpl<MatrixType, Mode, Dense>::operator=(const TriangularBase<OtherDerived>& other)
 {
   eigen_assert(Mode == int(OtherDerived::Mode));
@@ -583,7 +598,7 @@ TriangularViewImpl<MatrixType, Mode, Dense>::operator=(const TriangularBase<Othe
 
 template<typename MatrixType, unsigned int Mode>
 template<typename OtherDerived>
-void TriangularViewImpl<MatrixType, Mode, Dense>::lazyAssign(const TriangularBase<OtherDerived>& other)
+EIGEN_DEVICE_FUNC void TriangularViewImpl<MatrixType, Mode, Dense>::lazyAssign(const TriangularBase<OtherDerived>& other)
 {
   eigen_assert(Mode == int(OtherDerived::Mode));
   internal::call_assignment_no_alias(derived(), other.derived());
@@ -598,7 +613,7 @@ void TriangularViewImpl<MatrixType, Mode, Dense>::lazyAssign(const TriangularBas
   * If the matrix is triangular, the opposite part is set to zero. */
 template<typename Derived>
 template<typename DenseDerived>
-void TriangularBase<Derived>::evalTo(MatrixBase<DenseDerived> &other) const
+EIGEN_DEVICE_FUNC void TriangularBase<Derived>::evalTo(MatrixBase<DenseDerived> &other) const
 {
   evalToLazy(other.derived());
 }
@@ -624,6 +639,7 @@ void TriangularBase<Derived>::evalTo(MatrixBase<DenseDerived> &other) const
   */
 template<typename Derived>
 template<unsigned int Mode>
+EIGEN_DEVICE_FUNC
 typename MatrixBase<Derived>::template TriangularViewReturnType<Mode>::Type
 MatrixBase<Derived>::triangularView()
 {
@@ -633,6 +649,7 @@ MatrixBase<Derived>::triangularView()
 /** This is the const version of MatrixBase::triangularView() */
 template<typename Derived>
 template<unsigned int Mode>
+EIGEN_DEVICE_FUNC
 typename MatrixBase<Derived>::template ConstTriangularViewReturnType<Mode>::Type
 MatrixBase<Derived>::triangularView() const
 {
@@ -715,6 +732,7 @@ struct unary_evaluator<TriangularView<MatrixType,Mode>, IndexBased>
 {
   typedef TriangularView<MatrixType,Mode> XprType;
   typedef evaluator<typename internal::remove_all<MatrixType>::type> Base;
+  EIGEN_DEVICE_FUNC
   unary_evaluator(const XprType &xpr) : Base(xpr.nestedExpression()) {}
 };
 
@@ -801,7 +819,7 @@ void call_triangular_assignment_loop(DstXprType& dst, const SrcXprType& src, con
   enum {
       unroll = DstXprType::SizeAtCompileTime != Dynamic
             && SrcEvaluatorType::CoeffReadCost < HugeCost
-            && DstXprType::SizeAtCompileTime * (DstEvaluatorType::CoeffReadCost+SrcEvaluatorType::CoeffReadCost) / 2 <= EIGEN_UNROLLING_LIMIT
+            && DstXprType::SizeAtCompileTime * (int(DstEvaluatorType::CoeffReadCost) + int(SrcEvaluatorType::CoeffReadCost)) / 2 <= EIGEN_UNROLLING_LIMIT
     };
 
   triangular_assignment_loop<Kernel, Mode, unroll ? int(DstXprType::SizeAtCompileTime) : Dynamic, SetOpposite>::run(kernel);
@@ -835,7 +853,7 @@ struct Assignment<DstXprType, SrcXprType, Functor, Triangular2Dense>
 {
   EIGEN_DEVICE_FUNC static void run(DstXprType &dst, const SrcXprType &src, const Functor &func)
   {
-    call_triangular_assignment_loop<SrcXprType::Mode, (SrcXprType::Mode&SelfAdjoint)==0>(dst, src, func);  
+    call_triangular_assignment_loop<SrcXprType::Mode, (int(SrcXprType::Mode) & int(SelfAdjoint)) == 0>(dst, src, func);
   }
 };
 
@@ -930,10 +948,10 @@ struct triangular_assignment_loop<Kernel, Mode, Dynamic, SetOpposite>
   * If the matrix is triangular, the opposite part is set to zero. */
 template<typename Derived>
 template<typename DenseDerived>
-void TriangularBase<Derived>::evalToLazy(MatrixBase<DenseDerived> &other) const
+EIGEN_DEVICE_FUNC void TriangularBase<Derived>::evalToLazy(MatrixBase<DenseDerived> &other) const
 {
   other.derived().resize(this->rows(), this->cols());
-  internal::call_triangular_assignment_loop<Derived::Mode,(Derived::Mode&SelfAdjoint)==0 /* SetOpposite */>(other.derived(), derived().nestedExpression());
+  internal::call_triangular_assignment_loop<Derived::Mode, (int(Derived::Mode) & int(SelfAdjoint)) == 0 /* SetOpposite */>(other.derived(), derived().nestedExpression());
 }
 
 namespace internal {
@@ -950,7 +968,7 @@ struct Assignment<DstXprType, Product<Lhs,Rhs,DefaultProduct>, internal::assign_
     if((dst.rows()!=dstRows) || (dst.cols()!=dstCols))
       dst.resize(dstRows, dstCols);
 
-    dst._assignProduct(src, 1, 0);
+    dst._assignProduct(src, Scalar(1), false);
   }
 };
 
@@ -961,7 +979,7 @@ struct Assignment<DstXprType, Product<Lhs,Rhs,DefaultProduct>, internal::add_ass
   typedef Product<Lhs,Rhs,DefaultProduct> SrcXprType;
   static void run(DstXprType &dst, const SrcXprType &src, const internal::add_assign_op<Scalar,typename SrcXprType::Scalar> &)
   {
-    dst._assignProduct(src, 1, 1);
+    dst._assignProduct(src, Scalar(1), true);
   }
 };
 
@@ -972,7 +990,7 @@ struct Assignment<DstXprType, Product<Lhs,Rhs,DefaultProduct>, internal::sub_ass
   typedef Product<Lhs,Rhs,DefaultProduct> SrcXprType;
   static void run(DstXprType &dst, const SrcXprType &src, const internal::sub_assign_op<Scalar,typename SrcXprType::Scalar> &)
   {
-    dst._assignProduct(src, -1, 1);
+    dst._assignProduct(src, Scalar(-1), true);
   }
 };
 

gtsam/3rdparty/Eigen/Eigen/src/Core/VectorBlock.h

@@ -35,7 +35,7 @@ struct traits<VectorBlock<VectorType, Size> >
   * It is the return type of DenseBase::segment(Index,Index) and DenseBase::segment<int>(Index) and
   * most of the time this is the only way it is used.
   *
-  * However, if you want to directly maniputate sub-vector expressions,
+  * However, if you want to directly manipulate sub-vector expressions,
   * for instance if you want to write a function returning such an expression, you
   * will need to use this class.
   *
@@ -71,8 +71,8 @@ template<typename VectorType, int Size> class VectorBlock
 
     /** Dynamic-size constructor
       */
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
-    inline VectorBlock(VectorType& vector, Index start, Index size)
+    VectorBlock(VectorType& vector, Index start, Index size)
       : Base(vector,
              IsColVector ? start : 0, IsColVector ? 0 : start,
              IsColVector ? size  : 1, IsColVector ? 1 : size)
@@ -82,8 +82,8 @@ template<typename VectorType, int Size> class VectorBlock
 
     /** Fixed-size constructor
       */
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
-    inline VectorBlock(VectorType& vector, Index start)
+    VectorBlock(VectorType& vector, Index start)
       : Base(vector, IsColVector ? start : 0, IsColVector ? 0 : start)
     {
       EIGEN_STATIC_ASSERT_VECTOR_ONLY(VectorBlock);

gtsam/3rdparty/Eigen/Eigen/src/Core/VectorwiseOp.h

@@ -1,7 +1,7 @@
 // This file is part of Eigen, a lightweight C++ template library
 // for linear algebra.
 //
-// Copyright (C) 2008-2010 Gael Guennebaud <gael.guennebaud@inria.fr>
+// Copyright (C) 2008-2019 Gael Guennebaud <gael.guennebaud@inria.fr>
 // Copyright (C) 2006-2008 Benoit Jacob <jacob.benoit.1@gmail.com>
 //
 // This Source Code Form is subject to the terms of the Mozilla
@@ -65,10 +65,10 @@ class PartialReduxExpr : public internal::dense_xpr_base< PartialReduxExpr<Matri
     explicit PartialReduxExpr(const MatrixType& mat, const MemberOp& func = MemberOp())
       : m_matrix(mat), m_functor(func) {}
 
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
-    Index rows() const { return (Direction==Vertical   ? 1 : m_matrix.rows()); }
+    Index rows() const EIGEN_NOEXCEPT { return (Direction==Vertical   ? 1 : m_matrix.rows()); }
-    EIGEN_DEVICE_FUNC
+    EIGEN_DEVICE_FUNC EIGEN_CONSTEXPR
-    Index cols() const { return (Direction==Horizontal ? 1 : m_matrix.cols()); }
+    Index cols() const EIGEN_NOEXCEPT { return (Direction==Horizontal ? 1 : m_matrix.cols()); }
 
     EIGEN_DEVICE_FUNC
     typename MatrixType::Nested nestedExpression() const { return m_matrix; }
@@ -81,39 +81,46 @@ class PartialReduxExpr : public internal::dense_xpr_base< PartialReduxExpr<Matri
     const MemberOp m_functor;
 };
 
-#define EIGEN_MEMBER_FUNCTOR(MEMBER,COST)                               \
+template<typename A,typename B> struct partial_redux_dummy_func;
-  template <typename ResultType>                                        \
+
+#define EIGEN_MAKE_PARTIAL_REDUX_FUNCTOR(MEMBER,COST,VECTORIZABLE,BINARYOP)                \
+  template <typename ResultType,typename Scalar>                                                            \
   struct member_##MEMBER {                                                                  \
     EIGEN_EMPTY_STRUCT_CTOR(member_##MEMBER)                                                \
     typedef ResultType result_type;                                                         \
-    template<typename Scalar, int Size> struct Cost                     \
+    typedef BINARYOP<Scalar,Scalar> BinaryOp;   \
-    { enum { value = COST }; };                                         \
+    template<int Size> struct Cost { enum { value = COST }; };             \
+    enum { Vectorizable = VECTORIZABLE };                                                   \
     template<typename XprType>                                                              \
     EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE                                                   \
     ResultType operator()(const XprType& mat) const                                         \
     { return mat.MEMBER(); }                                                                \
+    BinaryOp binaryFunc() const { return BinaryOp(); }                                      \
   }
 
+#define EIGEN_MEMBER_FUNCTOR(MEMBER,COST) \
+  EIGEN_MAKE_PARTIAL_REDUX_FUNCTOR(MEMBER,COST,0,partial_redux_dummy_func)
+
 namespace internal {
 
-EIGEN_MEMBER_FUNCTOR(squaredNorm, Size * NumTraits<Scalar>::MulCost + (Size-1)*NumTraits<Scalar>::AddCost);
 EIGEN_MEMBER_FUNCTOR(norm, (Size+5) * NumTraits<Scalar>::MulCost + (Size-1)*NumTraits<Scalar>::AddCost);
 EIGEN_MEMBER_FUNCTOR(stableNorm, (Size+5) * NumTraits<Scalar>::MulCost + (Size-1)*NumTraits<Scalar>::AddCost);
 EIGEN_MEMBER_FUNCTOR(blueNorm, (Size+5) * NumTraits<Scalar>::MulCost + (Size-1)*NumTraits<Scalar>::AddCost);
 EIGEN_MEMBER_FUNCTOR(hypotNorm, (Size-1) * functor_traits<scalar_hypot_op<Scalar> >::Cost );
-EIGEN_MEMBER_FUNCTOR(sum, (Size-1)*NumTraits<Scalar>::AddCost);
-EIGEN_MEMBER_FUNCTOR(mean, (Size-1)*NumTraits<Scalar>::AddCost + NumTraits<Scalar>::MulCost);
-EIGEN_MEMBER_FUNCTOR(minCoeff, (Size-1)*NumTraits<Scalar>::AddCost);
-EIGEN_MEMBER_FUNCTOR(maxCoeff, (Size-1)*NumTraits<Scalar>::AddCost);
 EIGEN_MEMBER_FUNCTOR(all, (Size-1)*NumTraits<Scalar>::AddCost);
 EIGEN_MEMBER_FUNCTOR(any, (Size-1)*NumTraits<Scalar>::AddCost);
 EIGEN_MEMBER_FUNCTOR(count, (Size-1)*NumTraits<Scalar>::AddCost);
-EIGEN_MEMBER_FUNCTOR(prod, (Size-1)*NumTraits<Scalar>::MulCost);
 
-template <int p, typename ResultType>
+EIGEN_MAKE_PARTIAL_REDUX_FUNCTOR(sum, (Size-1)*NumTraits<Scalar>::AddCost, 1, internal::scalar_sum_op);
+EIGEN_MAKE_PARTIAL_REDUX_FUNCTOR(minCoeff, (Size-1)*NumTraits<Scalar>::AddCost, 1, internal::scalar_min_op);
+EIGEN_MAKE_PARTIAL_REDUX_FUNCTOR(maxCoeff, (Size-1)*NumTraits<Scalar>::AddCost, 1, internal::scalar_max_op);
+EIGEN_MAKE_PARTIAL_REDUX_FUNCTOR(prod, (Size-1)*NumTraits<Scalar>::MulCost, 1, internal::scalar_product_op);
+
+template <int p, typename ResultType,typename Scalar>
 struct member_lpnorm {
   typedef ResultType result_type;
-  template<typename Scalar, int Size> struct Cost
+  enum { Vectorizable = 0 };
+  template<int Size> struct Cost
   { enum { value = (Size+5) * NumTraits<Scalar>::MulCost + (Size-1)*NumTraits<Scalar>::AddCost }; };
   EIGEN_DEVICE_FUNC member_lpnorm() {}
   template<typename XprType>
@@ -121,17 +128,20 @@ struct member_lpnorm {
   { return mat.template lpNorm<p>(); }
 };
 
-template <typename BinaryOp, typename Scalar>
+template <typename BinaryOpT, typename Scalar>
 struct member_redux {
+  typedef BinaryOpT BinaryOp;
   typedef typename result_of<
                      BinaryOp(const Scalar&,const Scalar&)
                    >::type  result_type;
-  template<typename _Scalar, int Size> struct Cost
+
-  { enum { value = (Size-1) * functor_traits<BinaryOp>::Cost }; };
+  enum { Vectorizable = functor_traits<BinaryOp>::PacketAccess };
+  template<int Size> struct Cost { enum { value = (Size-1) * functor_traits<BinaryOp>::Cost }; };
   EIGEN_DEVICE_FUNC explicit member_redux(const BinaryOp func) : m_functor(func) {}
   template<typename Derived>
   EIGEN_DEVICE_FUNC inline result_type operator()(const DenseBase<Derived>& mat) const
   { return mat.redux(m_functor); }
+  const BinaryOp& binaryFunc() const { return m_functor; }
   const BinaryOp m_functor;
 };
 }
@@ -139,18 +149,38 @@ struct member_redux {
 /** \class VectorwiseOp
   * \ingroup Core_Module
   *
-  * \brief Pseudo expression providing partial reduction operations
+  * \brief Pseudo expression providing broadcasting and partial reduction operations
   *
   * \tparam ExpressionType the type of the object on which to do partial reductions
-  * \tparam Direction indicates the direction of the redux (#Vertical or #Horizontal)
+  * \tparam Direction indicates whether to operate on columns (#Vertical) or rows (#Horizontal)
   *
-  * This class represents a pseudo expression with partial reduction features.
+  * This class represents a pseudo expression with broadcasting and partial reduction features.
   * It is the return type of DenseBase::colwise() and DenseBase::rowwise()
-  * and most of the time this is the only way it is used.
+  * and most of the time this is the only way it is explicitly used.
+  *
+  * To understand the logic of rowwise/colwise expression, let's consider a generic case `A.colwise().foo()`
+  * where `foo` is any method of `VectorwiseOp`. This expression is equivalent to applying `foo()` to each
+  * column of `A` and then re-assemble the outputs in a matrix expression:
+  * \code [A.col(0).foo(), A.col(1).foo(), ..., A.col(A.cols()-1).foo()] \endcode
   *
   * Example: \include MatrixBase_colwise.cpp
   * Output: \verbinclude MatrixBase_colwise.out
   *
+  * The begin() and end() methods are obviously exceptions to the previous rule as they
+  * return STL-compatible begin/end iterators to the rows or columns of the nested expression.
+  * Typical use cases include for-range-loop and calls to STL algorithms:
+  *
+  * Example: \include MatrixBase_colwise_iterator_cxx11.cpp
+  * Output: \verbinclude MatrixBase_colwise_iterator_cxx11.out
+  *
+  * For a partial reduction on an empty input, some rules apply.
+  * For the sake of clarity, let's consider a vertical reduction:
+  *   - If the number of columns is zero, then a 1x0 row-major vector expression is returned.
+  *   - Otherwise, if the number of rows is zero, then
+  *       - a row vector of zeros is returned for sum-like reductions (sum, squaredNorm, norm, etc.)
+  *       - a row vector of ones is returned for a product reduction (e.g., <code>MatrixXd(n,0).colwise().prod()</code>)
+  *       - an assert is triggered for all other reductions (minCoeff,maxCoeff,redux(bin_op))
+  *
   * \sa DenseBase::colwise(), DenseBase::rowwise(), class PartialReduxExpr
   */
 template<typename ExpressionType, int Direction> class VectorwiseOp
@@ -163,11 +193,11 @@ template<typename ExpressionType, int Direction> class VectorwiseOp
     typedef typename internal::ref_selector<ExpressionType>::non_const_type ExpressionTypeNested;
     typedef typename internal::remove_all<ExpressionTypeNested>::type ExpressionTypeNestedCleaned;
 
-    template<template<typename _Scalar> class Functor,
+    template<template<typename OutScalar,typename InputScalar> class Functor,
-                      typename Scalar_=Scalar> struct ReturnType
+                      typename ReturnScalar=Scalar> struct ReturnType
     {
       typedef PartialReduxExpr<ExpressionType,
-                               Functor<Scalar_>,
+                               Functor<ReturnScalar,Scalar>,
                                Direction
                               > Type;
     };
@@ -187,23 +217,6 @@ template<typename ExpressionType, int Direction> class VectorwiseOp
 
   protected:
 
-    typedef typename internal::conditional<isVertical,
-                               typename ExpressionType::ColXpr,
-                               typename ExpressionType::RowXpr>::type SubVector;
-    /** \internal
-      * \returns the i-th subvector according to the \c Direction */
-    EIGEN_DEVICE_FUNC
-    SubVector subVector(Index i)
-    {
-      return SubVector(m_matrix.derived(),i);
-    }
-
-    /** \internal
-      * \returns the number of subvectors in the direction \c Direction */
-    EIGEN_DEVICE_FUNC
-    Index subVectors() const
-    { return isVertical?m_matrix.cols():m_matrix.rows(); }
-
     template<typename OtherDerived> struct ExtendedType {
       typedef Replicate<OtherDerived,
                         isVertical   ? 1 : ExpressionType::RowsAtCompileTime,
@@ -258,42 +271,101 @@ template<typename ExpressionType, int Direction> class VectorwiseOp
     EIGEN_DEVICE_FUNC
     inline const ExpressionType& _expression() const { return m_matrix; }
 
+    #ifdef EIGEN_PARSED_BY_DOXYGEN
+    /** STL-like <a href="https://en.cppreference.com/w/cpp/named_req/RandomAccessIterator">RandomAccessIterator</a>
+      * iterator type over the columns or rows as returned by the begin() and end() methods.
+      */
+    random_access_iterator_type iterator;
+    /** This is the const version of iterator (aka read-only) */
+    random_access_iterator_type const_iterator;
+    #else
+    typedef internal::subvector_stl_iterator<ExpressionType,               DirectionType(Direction)> iterator;
+    typedef internal::subvector_stl_iterator<const ExpressionType,         DirectionType(Direction)> const_iterator;
+    typedef internal::subvector_stl_reverse_iterator<ExpressionType,       DirectionType(Direction)> reverse_iterator;
+    typedef internal::subvector_stl_reverse_iterator<const ExpressionType, DirectionType(Direction)> const_reverse_iterator;
+    #endif
+
+    /** returns an iterator to the first row (rowwise) or column (colwise) of the nested expression.
+      * \sa end(), cbegin()
+      */
+    iterator                 begin()       { return iterator      (m_matrix, 0); }
+    /** const version of begin() */
+    const_iterator           begin() const { return const_iterator(m_matrix, 0); }
+    /** const version of begin() */
+    const_iterator          cbegin() const { return const_iterator(m_matrix, 0); }
+
+    /** returns a reverse iterator to the last row (rowwise) or column (colwise) of the nested expression.
+      * \sa rend(), crbegin()
+      */
+    reverse_iterator        rbegin()       { return reverse_iterator       (m_matrix, m_matrix.template subVectors<DirectionType(Direction)>()-1); }
+	/** const version of rbegin() */
+    const_reverse_iterator  rbegin() const { return const_reverse_iterator (m_matrix, m_matrix.template subVectors<DirectionType(Direction)>()-1); }
+	/** const version of rbegin() */
+	const_reverse_iterator crbegin() const { return const_reverse_iterator (m_matrix, m_matrix.template subVectors<DirectionType(Direction)>()-1); }
+
+    /** returns an iterator to the row (resp. column) following the last row (resp. column) of the nested expression
+      * \sa begin(), cend()
+      */
+    iterator                 end()         { return iterator      (m_matrix, m_matrix.template subVectors<DirectionType(Direction)>()); }
+    /** const version of end() */
+    const_iterator           end()  const  { return const_iterator(m_matrix, m_matrix.template subVectors<DirectionType(Direction)>()); }
+    /** const version of end() */
+    const_iterator          cend()  const  { return const_iterator(m_matrix, m_matrix.template subVectors<DirectionType(Direction)>()); }
+
+    /** returns a reverse iterator to the row (resp. column) before the first row (resp. column) of the nested expression
+      * \sa begin(), cend()
+      */
+    reverse_iterator        rend()         { return reverse_iterator       (m_matrix, -1); }
+    /** const version of rend() */
+    const_reverse_iterator  rend()  const  { return const_reverse_iterator (m_matrix, -1); }
+    /** const version of rend() */
+    const_reverse_iterator crend()  const  { return const_reverse_iterator (m_matrix, -1); }
+
     /** \returns a row or column vector expression of \c *this reduxed by \a func
       *
       * The template parameter \a BinaryOp is the type of the functor
       * of the custom redux operator. Note that func must be an associative operator.
       *
+      * \warning the size along the reduction direction must be strictly positive,
+      *          otherwise an assertion is triggered.
+      *
       * \sa class VectorwiseOp, DenseBase::colwise(), DenseBase::rowwise()
       */
     template<typename BinaryOp>
     EIGEN_DEVICE_FUNC
     const typename ReduxReturnType<BinaryOp>::Type
     redux(const BinaryOp& func = BinaryOp()) const
-    { return typename ReduxReturnType<BinaryOp>::Type(_expression(), internal::member_redux<BinaryOp,Scalar>(func)); }
+    {
+      eigen_assert(redux_length()>0 && "you are using an empty matrix");
+      return typename ReduxReturnType<BinaryOp>::Type(_expression(), internal::member_redux<BinaryOp,Scalar>(func));
+    }
 
     typedef typename ReturnType<internal::member_minCoeff>::Type MinCoeffReturnType;
     typedef typename ReturnType<internal::member_maxCoeff>::Type MaxCoeffReturnType;
-    typedef typename ReturnType<internal::member_squaredNorm,RealScalar>::Type SquaredNormReturnType;
+    typedef PartialReduxExpr<const CwiseUnaryOp<internal::scalar_abs2_op<Scalar>, const ExpressionTypeNestedCleaned>,internal::member_sum<RealScalar,RealScalar>,Direction> SquaredNormReturnType;
-    typedef typename ReturnType<internal::member_norm,RealScalar>::Type NormReturnType;
+    typedef CwiseUnaryOp<internal::scalar_sqrt_op<RealScalar>, const SquaredNormReturnType> NormReturnType;
     typedef typename ReturnType<internal::member_blueNorm,RealScalar>::Type BlueNormReturnType;
     typedef typename ReturnType<internal::member_stableNorm,RealScalar>::Type StableNormReturnType;
     typedef typename ReturnType<internal::member_hypotNorm,RealScalar>::Type HypotNormReturnType;
     typedef typename ReturnType<internal::member_sum>::Type SumReturnType;
-    typedef typename ReturnType<internal::member_mean>::Type MeanReturnType;
+    typedef EIGEN_EXPR_BINARYOP_SCALAR_RETURN_TYPE(SumReturnType,Scalar,quotient) MeanReturnType;
     typedef typename ReturnType<internal::member_all>::Type AllReturnType;
     typedef typename ReturnType<internal::member_any>::Type AnyReturnType;
-    typedef PartialReduxExpr<ExpressionType, internal::member_count<Index>, Direction> CountReturnType;
+    typedef PartialReduxExpr<ExpressionType, internal::member_count<Index,Scalar>, Direction> CountReturnType;
     typedef typename ReturnType<internal::member_prod>::Type ProdReturnType;
     typedef Reverse<const ExpressionType, Direction> ConstReverseReturnType;
     typedef Reverse<ExpressionType, Direction> ReverseReturnType;
 
     template<int p> struct LpNormReturnType {
-      typedef PartialReduxExpr<ExpressionType, internal::member_lpnorm<p,RealScalar>,Direction> Type;
+      typedef PartialReduxExpr<ExpressionType, internal::member_lpnorm<p,RealScalar,Scalar>,Direction> Type;
     };
 
     /** \returns a row (or column) vector expression of the smallest coefficient
       * of each column (or row) of the referenced expression.
       *
+      * \warning the size along the reduction direction must be strictly positive,
+      *          otherwise an assertion is triggered.
+      *
       * \warning the result is undefined if \c *this contains NaN.
       *
       * Example: \include PartialRedux_minCoeff.cpp
@@ -302,11 +374,17 @@ template<typename ExpressionType, int Direction> class VectorwiseOp
       * \sa DenseBase::minCoeff() */
     EIGEN_DEVICE_FUNC
     const MinCoeffReturnType minCoeff() const
-    { return MinCoeffReturnType(_expression()); }
+    {
+      eigen_assert(redux_length()>0 && "you are using an empty matrix");
+      return MinCoeffReturnType(_expression());
+    }
 
     /** \returns a row (or column) vector expression of the largest coefficient
       * of each column (or row) of the referenced expression.
       *
+      * \warning the size along the reduction direction must be strictly positive,
+      *          otherwise an assertion is triggered.
+      *
       * \warning the result is undefined if \c *this contains NaN.
       *
       * Example: \include PartialRedux_maxCoeff.cpp
@@ -315,7 +393,10 @@ template<typename ExpressionType, int Direction> class VectorwiseOp
       * \sa DenseBase::maxCoeff() */
     EIGEN_DEVICE_FUNC
     const MaxCoeffReturnType maxCoeff() const
-    { return MaxCoeffReturnType(_expression()); }
+    {
+      eigen_assert(redux_length()>0 && "you are using an empty matrix");
+      return MaxCoeffReturnType(_expression());
+    }
 
     /** \returns a row (or column) vector expression of the squared norm
       * of each column (or row) of the referenced expression.
@@ -327,7 +408,7 @@ template<typename ExpressionType, int Direction> class VectorwiseOp
       * \sa DenseBase::squaredNorm() */
     EIGEN_DEVICE_FUNC
     const SquaredNormReturnType squaredNorm() const
-    { return SquaredNormReturnType(_expression()); }
+    { return SquaredNormReturnType(m_matrix.cwiseAbs2()); }
 
     /** \returns a row (or column) vector expression of the norm
       * of each column (or row) of the referenced expression.
@@ -339,7 +420,7 @@ template<typename ExpressionType, int Direction> class VectorwiseOp
       * \sa DenseBase::norm() */
     EIGEN_DEVICE_FUNC
     const NormReturnType norm() const
-    { return NormReturnType(_expression()); }
+    { return NormReturnType(squaredNorm()); }
 
     /** \returns a row (or column) vector expression of the norm
       * of each column (or row) of the referenced expression.
@@ -404,7 +485,7 @@ template<typename ExpressionType, int Direction> class VectorwiseOp
     * \sa DenseBase::mean() */
     EIGEN_DEVICE_FUNC
     const MeanReturnType mean() const
-    { return MeanReturnType(_expression()); }
+    { return sum() / Scalar(Direction==Vertical?m_matrix.rows():m_matrix.cols()); }
 
     /** \returns a row (or column) vector expression representing
       * whether \b all coefficients of each respective column (or row) are \c true.
@@ -500,7 +581,7 @@ template<typename ExpressionType, int Direction> class VectorwiseOp
       EIGEN_STATIC_ASSERT_VECTOR_ONLY(OtherDerived)
       EIGEN_STATIC_ASSERT_SAME_XPR_KIND(ExpressionType, OtherDerived)
       //eigen_assert((m_matrix.isNull()) == (other.isNull())); FIXME
-      return const_cast<ExpressionType&>(m_matrix = extendedTo(other.derived()));
+      return m_matrix = extendedTo(other.derived());
     }
 
     /** Adds the vector \a other to each subvector of \c *this */
@@ -510,7 +591,7 @@ template<typename ExpressionType, int Direction> class VectorwiseOp
     {
       EIGEN_STATIC_ASSERT_VECTOR_ONLY(OtherDerived)
       EIGEN_STATIC_ASSERT_SAME_XPR_KIND(ExpressionType, OtherDerived)
-      return const_cast<ExpressionType&>(m_matrix += extendedTo(other.derived()));
+      return m_matrix += extendedTo(other.derived());
     }
 
     /** Substracts the vector \a other to each subvector of \c *this */
@@ -520,7 +601,7 @@ template<typename ExpressionType, int Direction> class VectorwiseOp
     {
       EIGEN_STATIC_ASSERT_VECTOR_ONLY(OtherDerived)
       EIGEN_STATIC_ASSERT_SAME_XPR_KIND(ExpressionType, OtherDerived)
-      return const_cast<ExpressionType&>(m_matrix -= extendedTo(other.derived()));
+      return m_matrix -= extendedTo(other.derived());
     }
 
     /** Multiples each subvector of \c *this by the vector \a other */
@@ -532,7 +613,7 @@ template<typename ExpressionType, int Direction> class VectorwiseOp
       EIGEN_STATIC_ASSERT_ARRAYXPR(ExpressionType)
       EIGEN_STATIC_ASSERT_SAME_XPR_KIND(ExpressionType, OtherDerived)
       m_matrix *= extendedTo(other.derived());
-      return const_cast<ExpressionType&>(m_matrix);
+      return m_matrix;
     }
 
     /** Divides each subvector of \c *this by the vector \a other */
@@ -544,7 +625,7 @@ template<typename ExpressionType, int Direction> class VectorwiseOp
       EIGEN_STATIC_ASSERT_ARRAYXPR(ExpressionType)
       EIGEN_STATIC_ASSERT_SAME_XPR_KIND(ExpressionType, OtherDerived)
       m_matrix /= extendedTo(other.derived());
-      return const_cast<ExpressionType&>(m_matrix);
+      return m_matrix;
     }
 
     /** Returns the expression of the sum of the vector \a other to each subvector of \c *this */
@@ -609,7 +690,7 @@ template<typename ExpressionType, int Direction> class VectorwiseOp
     EIGEN_DEVICE_FUNC
     CwiseBinaryOp<internal::scalar_quotient_op<Scalar>,
                   const ExpressionTypeNestedCleaned,
-                  const typename OppositeExtendedType<typename ReturnType<internal::member_norm,RealScalar>::Type>::Type>
+                  const typename OppositeExtendedType<NormReturnType>::Type>
     normalized() const { return m_matrix.cwiseQuotient(extendedToOpposite(this->norm())); }
 
 
@@ -658,7 +739,15 @@ template<typename ExpressionType, int Direction> class VectorwiseOp
     EIGEN_DEVICE_FUNC
     const HNormalizedReturnType hnormalized() const;
 
+#   ifdef EIGEN_VECTORWISEOP_PLUGIN
+#     include EIGEN_VECTORWISEOP_PLUGIN
+#   endif
+
   protected:
+    Index redux_length() const
+    {
+      return Direction==Vertical ? m_matrix.rows() : m_matrix.cols();
+    }
     ExpressionTypeNested m_matrix;
 };
 
@@ -670,7 +759,7 @@ template<typename ExpressionType, int Direction> class VectorwiseOp
   * \sa rowwise(), class VectorwiseOp, \ref TutorialReductionsVisitorsBroadcasting
   */
 template<typename Derived>
-inline typename DenseBase<Derived>::ColwiseReturnType
+EIGEN_DEVICE_FUNC inline typename DenseBase<Derived>::ColwiseReturnType
 DenseBase<Derived>::colwise()
 {
   return ColwiseReturnType(derived());
@@ -684,7 +773,7 @@ DenseBase<Derived>::colwise()
   * \sa colwise(), class VectorwiseOp, \ref TutorialReductionsVisitorsBroadcasting
   */
 template<typename Derived>
-inline typename DenseBase<Derived>::RowwiseReturnType
+EIGEN_DEVICE_FUNC inline typename DenseBase<Derived>::RowwiseReturnType
 DenseBase<Derived>::rowwise()
 {
   return RowwiseReturnType(derived());