Pulled latest updates from trunk

8 files changed, 87 insertions, 28 deletions

diff --git a/Eigen/src/Core/arch/AVX/PacketMath.h b/Eigen/src/Core/arch/AVX/PacketMath.h
index b313fb09a..717ae67c5 100644
--- a/Eigen/src/Core/arch/AVX/PacketMath.h
+++ b/Eigen/src/Core/arch/AVX/PacketMath.h
@@ -182,14 +182,14 @@ template<> EIGEN_STRONG_INLINE Packet4d pmin<Packet4d>(const Packet4d& a, const
 template<> EIGEN_STRONG_INLINE Packet8f pmax<Packet8f>(const Packet8f& a, const Packet8f& b) { return _mm256_max_ps(a,b); }
 template<> EIGEN_STRONG_INLINE Packet4d pmax<Packet4d>(const Packet4d& a, const Packet4d& b) { return _mm256_max_pd(a,b); }
 
-template<> EIGEN_STRONG_INLINE Packet4f pround<Packet8f>(const Packet8f& a) { return _mm256_round_ps(a, 0); }
-template<> EIGEN_STRONG_INLINE Packet2d pround<Packet4d>(const Packet4d& a) { return _mm256_round_pd(a, 0); }
+template<> EIGEN_STRONG_INLINE Packet8f pround<Packet8f>(const Packet8f& a) { return _mm256_round_ps(a, _MM_FROUND_CUR_DIRECTION); }
+template<> EIGEN_STRONG_INLINE Packet4d pround<Packet4d>(const Packet4d& a) { return _mm256_round_pd(a, _MM_FROUND_CUR_DIRECTION); }
 
-template<> EIGEN_STRONG_INLINE Packet4f pceil<Packet8f>(const Packet8f& a) { return _mm256_ceil_ps(a); }
-template<> EIGEN_STRONG_INLINE Packet2d pceil<Packet4d>(const Packet4d& a) { return _mm256_ceil_pd(a); }
+template<> EIGEN_STRONG_INLINE Packet8f pceil<Packet8f>(const Packet8f& a) { return _mm256_ceil_ps(a); }
+template<> EIGEN_STRONG_INLINE Packet4d pceil<Packet4d>(const Packet4d& a) { return _mm256_ceil_pd(a); }
 
-template<> EIGEN_STRONG_INLINE Packet4f pfloor<Packet8f>(const Packet8f& a) { return _mm256_floor_ps(a); }
-template<> EIGEN_STRONG_INLINE Packet2d pfloor<Packet4d>(const Packet4d& a) { return _mm256_floor_pd(a); }
+template<> EIGEN_STRONG_INLINE Packet8f pfloor<Packet8f>(const Packet8f& a) { return _mm256_floor_ps(a); }
+template<> EIGEN_STRONG_INLINE Packet4d pfloor<Packet4d>(const Packet4d& a) { return _mm256_floor_pd(a); }
 
 template<> EIGEN_STRONG_INLINE Packet8f pand<Packet8f>(const Packet8f& a, const Packet8f& b) { return _mm256_and_ps(a,b); }
 template<> EIGEN_STRONG_INLINE Packet4d pand<Packet4d>(const Packet4d& a, const Packet4d& b) { return _mm256_and_pd(a,b); }
diff --git a/Eigen/src/Core/arch/SSE/PacketMath.h b/Eigen/src/Core/arch/SSE/PacketMath.h
index 3fcb1c138..eb517b871 100755
--- a/Eigen/src/Core/arch/SSE/PacketMath.h
+++ b/Eigen/src/Core/arch/SSE/PacketMath.h
@@ -109,9 +109,10 @@ template<> struct packet_traits<float>  : default_packet_traits
     HasExp  = 1,
     HasSqrt = 1,
     HasRsqrt = 1,
-    HasBlend = 1,
+    HasBlend = 1
 
 #ifdef EIGEN_VECTORIZE_SSE4_1
+    ,
     HasRound = 1,
     HasFloor = 1,
     HasCeil = 1
@@ -132,9 +133,10 @@ template<> struct packet_traits<double> : default_packet_traits
     HasExp  = 1,
     HasSqrt = 1,
     HasRsqrt = 1,
-    HasBlend = 1,
+    HasBlend = 1
 
 #ifdef EIGEN_VECTORIZE_SSE4_1
+    ,
     HasRound = 1,
     HasFloor = 1,
     HasCeil = 1
diff --git a/cmake/FindSPQR.cmake b/cmake/FindSPQR.cmake
index 794c212af..1e958c3c1 100644
--- a/cmake/FindSPQR.cmake
+++ b/cmake/FindSPQR.cmake
@@ -26,7 +26,12 @@ if(SPQR_LIBRARIES)
   find_library(SUITESPARSE_LIBRARY SuiteSparse PATHS $ENV{SPQRDIR} ${LIB_INSTALL_DIR})
   if (SUITESPARSE_LIBRARY)
     set(SPQR_LIBRARIES ${SPQR_LIBRARIES} ${SUITESPARSE_LIBRARY})
-  endif (SUITESPARSE_LIBRARY)
+  endif()
+
+  find_library(CHOLMOD_LIBRARY cholmod PATHS $ENV{UMFPACK_LIBDIR} $ENV{UMFPACKDIR} ${LIB_INSTALL_DIR})
+  if(CHOLMOD_LIBRARY)
+    set(SPQR_LIBRARIES ${SPQR_LIBRARIES} ${CHOLMOD_LIBRARY})
+  endif()
   
 endif(SPQR_LIBRARIES)
 
diff --git a/cmake/FindUmfpack.cmake b/cmake/FindUmfpack.cmake
index 16b046cd6..53cf0b49b 100644
--- a/cmake/FindUmfpack.cmake
+++ b/cmake/FindUmfpack.cmake
@@ -20,24 +20,29 @@ find_library(UMFPACK_LIBRARIES umfpack PATHS $ENV{UMFPACKDIR} ${LIB_INSTALL_DIR}
 
 if(UMFPACK_LIBRARIES)
 
-  if (NOT UMFPACK_LIBDIR)
+  if(NOT UMFPACK_LIBDIR)
     get_filename_component(UMFPACK_LIBDIR ${UMFPACK_LIBRARIES} PATH)
   endif(NOT UMFPACK_LIBDIR)
 
   find_library(COLAMD_LIBRARY colamd PATHS ${UMFPACK_LIBDIR} $ENV{UMFPACKDIR} ${LIB_INSTALL_DIR})
-  if (COLAMD_LIBRARY)
+  if(COLAMD_LIBRARY)
     set(UMFPACK_LIBRARIES ${UMFPACK_LIBRARIES} ${COLAMD_LIBRARY})
-  endif (COLAMD_LIBRARY)
+  endif ()
   
   find_library(AMD_LIBRARY amd PATHS ${UMFPACK_LIBDIR} $ENV{UMFPACKDIR} ${LIB_INSTALL_DIR})
-  if (AMD_LIBRARY)
+  if(AMD_LIBRARY)
     set(UMFPACK_LIBRARIES ${UMFPACK_LIBRARIES} ${AMD_LIBRARY})
-  endif (AMD_LIBRARY)
+  endif ()
 
   find_library(SUITESPARSE_LIBRARY SuiteSparse PATHS ${UMFPACK_LIBDIR} $ENV{UMFPACKDIR} ${LIB_INSTALL_DIR})
-  if (SUITESPARSE_LIBRARY)
+  if(SUITESPARSE_LIBRARY)
     set(UMFPACK_LIBRARIES ${UMFPACK_LIBRARIES} ${SUITESPARSE_LIBRARY})
-  endif (SUITESPARSE_LIBRARY)
+  endif ()
+
+  find_library(CHOLMOD_LIBRARY cholmod PATHS $ENV{UMFPACK_LIBDIR} $ENV{UMFPACKDIR} ${LIB_INSTALL_DIR})
+  if(CHOLMOD_LIBRARY)
+    set(UMFPACK_LIBRARIES ${UMFPACK_LIBRARIES} ${CHOLMOD_LIBRARY})
+  endif()
 
 endif(UMFPACK_LIBRARIES)
 
@@ -45,4 +50,4 @@ include(FindPackageHandleStandardArgs)
 find_package_handle_standard_args(UMFPACK DEFAULT_MSG
                                   UMFPACK_INCLUDES UMFPACK_LIBRARIES)
 
-mark_as_advanced(UMFPACK_INCLUDES UMFPACK_LIBRARIES AMD_LIBRARY COLAMD_LIBRARY SUITESPARSE_LIBRARY)
+mark_as_advanced(UMFPACK_INCLUDES UMFPACK_LIBRARIES AMD_LIBRARY COLAMD_LIBRARY CHOLMOD_LIBRARY SUITESPARSE_LIBRARY)
diff --git a/test/packetmath.cpp b/test/packetmath.cpp
index dea648002..b6616ac5e 100644
--- a/test/packetmath.cpp
+++ b/test/packetmath.cpp
@@ -29,7 +29,7 @@ template<typename Scalar> bool areApproxAbs(const Scalar* a, const Scalar* b, in
   {
     if (!isApproxAbs(a[i],b[i],refvalue))
     {
-      std::cout << "[" << Map<const Matrix<Scalar,1,Dynamic> >(a,size) << "]" << " != " << Map<const Matrix<Scalar,1,Dynamic> >(b,size) << "\n";
+      std::cout << "ref: [" << Map<const Matrix<Scalar,1,Dynamic> >(a,size) << "]" << " != vec: [" << Map<const Matrix<Scalar,1,Dynamic> >(b,size) << "]\n";
       return false;
     }
   }
@@ -42,7 +42,7 @@ template<typename Scalar> bool areApprox(const Scalar* a, const Scalar* b, int s
   {
     if (a[i]!=b[i] && !internal::isApprox(a[i],b[i]))
     {
-      std::cout << "[" << Map<const Matrix<Scalar,1,Dynamic> >(a,size) << "]" << " != " << Map<const Matrix<Scalar,1,Dynamic> >(b,size) << "\n";
+      std::cout << "ref: [" << Map<const Matrix<Scalar,1,Dynamic> >(a,size) << "]" << " != vec: [" << Map<const Matrix<Scalar,1,Dynamic> >(b,size) << "]\n";
       return false;
     }
   }
@@ -296,10 +296,6 @@ template<typename Scalar> void packetmath_real()
   EIGEN_ALIGN_MAX Scalar data2[PacketTraits::size*4];
   EIGEN_ALIGN_MAX Scalar ref[PacketTraits::size*4];
 
-  CHECK_CWISE1_IF(PacketTraits::HasRound, std::round, internal::pround);
-  CHECK_CWISE1_IF(PacketTraits::HasCeil, std::ceil, internal::pceil);
-  CHECK_CWISE1_IF(PacketTraits::HasFloor, std::floor, internal::pfloor);
-
   for (int i=0; i<size; ++i)
   {
     data1[i] = internal::random<Scalar>(-1,1) * std::pow(Scalar(10), internal::random<Scalar>(-3,3));
@@ -308,6 +304,10 @@ template<typename Scalar> void packetmath_real()
   CHECK_CWISE1_IF(PacketTraits::HasSin, std::sin, internal::psin);
   CHECK_CWISE1_IF(PacketTraits::HasCos, std::cos, internal::pcos);
   CHECK_CWISE1_IF(PacketTraits::HasTan, std::tan, internal::ptan);
+
+  CHECK_CWISE1_IF(PacketTraits::HasRound, numext::round, internal::pround);
+  CHECK_CWISE1_IF(PacketTraits::HasCeil, numext::ceil, internal::pceil);
+  CHECK_CWISE1_IF(PacketTraits::HasFloor, numext::floor, internal::pfloor);
   
   for (int i=0; i<size; ++i)
   {
diff --git a/test/product_small.cpp b/test/product_small.cpp
index c561ec63b..2a2c1e35f 100644
--- a/test/product_small.cpp
+++ b/test/product_small.cpp
@@ -58,7 +58,7 @@ void test_product_small()
   }
 
   {
-    Eigen::Matrix<double, 100, 100> A, B, C;
+    Eigen::Matrix<double, 10, 10> A, B, C;
     A.setRandom();
     C = A;
     for(int k=0; k<79; ++k)
diff --git a/unsupported/Eigen/src/AutoDiff/AutoDiffScalar.h b/unsupported/Eigen/src/AutoDiff/AutoDiffScalar.h
index bc641aef4..8b58b512b 100644
--- a/unsupported/Eigen/src/AutoDiff/AutoDiffScalar.h
+++ b/unsupported/Eigen/src/AutoDiff/AutoDiffScalar.h
@@ -629,7 +629,7 @@ template<typename DerType> struct NumTraits<AutoDiffScalar<DerType> >
   typedef AutoDiffScalar<Matrix<typename NumTraits<typename DerType::Scalar>::Real,DerType::RowsAtCompileTime,DerType::ColsAtCompileTime,
                                 DerType::Options, DerType::MaxRowsAtCompileTime, DerType::MaxColsAtCompileTime> > Real;
   typedef AutoDiffScalar<DerType> NonInteger;
-  typedef AutoDiffScalar<DerType>& Nested;
+  typedef AutoDiffScalar<DerType> Nested;
   enum{
     RequireInitialization = 1
   };
diff --git a/unsupported/test/autodiff.cpp b/unsupported/test/autodiff.cpp
index 087e7c542..1aa1b3d2d 100644
--- a/unsupported/test/autodiff.cpp
+++ b/unsupported/test/autodiff.cpp
@@ -129,6 +129,7 @@ template<typename Func> void forward_jacobian(const Func& f)
 
 
 // TODO also check actual derivatives!
+template <int>
 void test_autodiff_scalar()
 {
   Vector2f p = Vector2f::Random();
@@ -140,6 +141,7 @@ void test_autodiff_scalar()
 }
 
 // TODO also check actual derivatives!
+template <int>
 void test_autodiff_vector()
 {
   Vector2f p = Vector2f::Random();
@@ -153,6 +155,7 @@ void test_autodiff_vector()
   VERIFY_IS_APPROX(res.value(), foo(p));
 }
 
+template <int>
 void test_autodiff_jacobian()
 {
   CALL_SUBTEST(( forward_jacobian(TestFunc1<double,2,2>()) ));
@@ -162,12 +165,56 @@ void test_autodiff_jacobian()
   CALL_SUBTEST(( forward_jacobian(TestFunc1<double>(3,3)) ));
 }
 
+
+template <int>
+void test_autodiff_hessian()
+{
+  typedef AutoDiffScalar<VectorXd> AD;
+  typedef Matrix<AD,Eigen::Dynamic,1> VectorAD;
+  typedef AutoDiffScalar<VectorAD> ADD;
+  typedef Matrix<ADD,Eigen::Dynamic,1> VectorADD;
+  VectorADD x(2);
+  double s1 = internal::random<double>(), s2 = internal::random<double>(), s3 = internal::random<double>(), s4 = internal::random<double>();
+  x(0).value()=s1;
+  x(1).value()=s2;
+
+  //set unit vectors for the derivative directions (partial derivatives of the input vector)
+  x(0).derivatives().resize(2);
+  x(0).derivatives().setZero();
+  x(0).derivatives()(0)= 1;
+  x(1).derivatives().resize(2);
+  x(1).derivatives().setZero();
+  x(1).derivatives()(1)=1;
+
+  //repeat partial derivatives for the inner AutoDiffScalar
+  x(0).value().derivatives() = VectorXd::Unit(2,0);
+  x(1).value().derivatives() = VectorXd::Unit(2,1);
+
+  //set the hessian matrix to zero
+  for(int idx=0; idx<2; idx++) {
+      x(0).derivatives()(idx).derivatives()  = VectorXd::Zero(2);
+      x(1).derivatives()(idx).derivatives()  = VectorXd::Zero(2);
+  }
+
+  ADD y = sin(AD(s3)*x(0) + AD(s4)*x(1));
+
+  VERIFY_IS_APPROX(y.value().derivatives()(0), y.derivatives()(0).value());
+  VERIFY_IS_APPROX(y.value().derivatives()(1), y.derivatives()(1).value());
+  VERIFY_IS_APPROX(y.value().derivatives()(0), s3*std::cos(s1*s3+s2*s4));
+  VERIFY_IS_APPROX(y.value().derivatives()(1), s4*std::cos(s1*s3+s2*s4));
+  VERIFY_IS_APPROX(y.derivatives()(0).derivatives(), -std::sin(s1*s3+s2*s4)*Vector2d(s3*s3,s4*s3));
+  VERIFY_IS_APPROX(y.derivatives()(1).derivatives(),  -std::sin(s1*s3+s2*s4)*Vector2d(s3*s4,s4*s4));
+}
+
+
+
 void test_autodiff()
 {
   for(int i = 0; i < g_repeat; i++) {
-    CALL_SUBTEST_1( test_autodiff_scalar() );
-    CALL_SUBTEST_2( test_autodiff_vector() );
-    CALL_SUBTEST_3( test_autodiff_jacobian() );
+    CALL_SUBTEST_1( test_autodiff_scalar<1>() );
+    CALL_SUBTEST_2( test_autodiff_vector<1>() );
+    CALL_SUBTEST_3( test_autodiff_jacobian<1>() );
+    CALL_SUBTEST_4( test_autodiff_hessian<1>() );
   }
 }