Add QR and Cholesky module instantiations in the lib.

To try it with the unit tests set the cmake variable TEST_LIB to ON.

13 files changed, 191 insertions, 67 deletions

diff --git a/Eigen/CMakeLists.txt b/Eigen/CMakeLists.txt
index e31c2ca2f..fcdd02213 100644
--- a/Eigen/CMakeLists.txt
+++ b/Eigen/CMakeLists.txt
@@ -1,11 +1,17 @@
 SET(Eigen_HEADERS Core CoreDeclarations LU Cholesky QR)
 
 SET(Eigen_SRCS
-  src/Core/CoreInstanciations.cpp
-  src/QR/QrInstanciations.cpp
+  src/Core/CoreInstantiations.cpp
+  src/Cholesky/CholeskyInstantiations.cpp
+  src/QR/QrInstantiations.cpp
 )
 
-ADD_LIBRARY(Eigen2 ${Eigen_SRCS})
+ADD_LIBRARY(Eigen2 SHARED ${Eigen_SRCS})
+
+IF(CMAKE_COMPILER_IS_GNUCXX)
+    SET(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -g1 -O2")
+    SET(CMAKE_CXX_FLAGS_RELWITHDEBINFO "${CMAKE_CXX_FLAGS_RELWITHDEBINFO} -g1 -O2")
+ENDIF(CMAKE_COMPILER_IS_GNUCXX)
 
 SET(INCLUDE_INSTALL_DIR
     "${CMAKE_INSTALL_PREFIX}/include/eigen2"
diff --git a/Eigen/Cholesky b/Eigen/Cholesky
index 448dd506f..d4b487ce7 100644
--- a/Eigen/Cholesky
+++ b/Eigen/Cholesky
@@ -3,6 +3,15 @@
 
 #include "Core"
 
+// Note that EIGEN_HIDE_HEAVY_CODE has to be defined per module
+#if (defined EIGEN_EXTERN_INSTANTIATIONS) && (EIGEN_EXTERN_INSTANTIATIONS>=2)
+  #ifndef EIGEN_HIDE_HEAVY_CODE
+  #define EIGEN_HIDE_HEAVY_CODE
+  #endif
+#elif defined EIGEN_HIDE_HEAVY_CODE
+  #undef EIGEN_HIDE_HEAVY_CODE
+#endif
+
 namespace Eigen {
 
 #include "src/Cholesky/Cholesky.h"
@@ -10,4 +19,27 @@ namespace Eigen {
 
 } // namespace Eigen
 
+#define EIGEN_CHOLESKY_MODULE_INSTANTIATE_TYPE(MATRIXTYPE,PREFIX) \
+  PREFIX template class Cholesky<MATRIXTYPE>; \
+  PREFIX template class CholeskyWithoutSquareRoot<MATRIXTYPE>
+
+#define EIGEN_CHOLESKY_MODULE_INSTANTIATE(PREFIX) \
+  EIGEN_CHOLESKY_MODULE_INSTANTIATE_TYPE(Matrix2f,PREFIX); \
+  EIGEN_CHOLESKY_MODULE_INSTANTIATE_TYPE(Matrix2d,PREFIX); \
+  EIGEN_CHOLESKY_MODULE_INSTANTIATE_TYPE(Matrix3f,PREFIX); \
+  EIGEN_CHOLESKY_MODULE_INSTANTIATE_TYPE(Matrix3d,PREFIX); \
+  EIGEN_CHOLESKY_MODULE_INSTANTIATE_TYPE(Matrix4f,PREFIX); \
+  EIGEN_CHOLESKY_MODULE_INSTANTIATE_TYPE(Matrix4d,PREFIX); \
+  EIGEN_CHOLESKY_MODULE_INSTANTIATE_TYPE(MatrixXf,PREFIX); \
+  EIGEN_CHOLESKY_MODULE_INSTANTIATE_TYPE(MatrixXd,PREFIX); \
+  EIGEN_CHOLESKY_MODULE_INSTANTIATE_TYPE(MatrixXcf,PREFIX); \
+  EIGEN_CHOLESKY_MODULE_INSTANTIATE_TYPE(MatrixXcd,PREFIX)
+
+#ifdef EIGEN_EXTERN_INSTANTIATIONS
+
+namespace Eigen {
+  EIGEN_CHOLESKY_MODULE_INSTANTIATE(extern);
+} // namespace Eigen
+#endif
+
 #endif // EIGEN_CHOLESKY_MODULE_H
diff --git a/Eigen/Core b/Eigen/Core
index 3666e0713..7129972a9 100644
--- a/Eigen/Core
+++ b/Eigen/Core
@@ -57,7 +57,7 @@ namespace Eigen {
 #include "src/Core/Extract.h"
 #include "src/Core/Part.h"
 
-#ifndef EIGEN_EXTERN_INSTANCIATIONS
+#ifndef EIGEN_EXTERN_INSTANTIATIONS
 #include "src/Core/CacheFriendlyProduct.h"
 #endif
 
diff --git a/Eigen/QR b/Eigen/QR
index b893e104e..870644636 100644
--- a/Eigen/QR
+++ b/Eigen/QR
@@ -3,6 +3,15 @@
 
 #include "Core"
 
+// Note that EIGEN_HIDE_HEAVY_CODE has to be defined per module
+#if (defined EIGEN_EXTERN_INSTANTIATIONS) && (EIGEN_EXTERN_INSTANTIATIONS>=2)
+  #ifndef EIGEN_HIDE_HEAVY_CODE
+  #define EIGEN_HIDE_HEAVY_CODE
+  #endif
+#elif defined EIGEN_HIDE_HEAVY_CODE
+  #undef EIGEN_HIDE_HEAVY_CODE
+#endif
+
 namespace Eigen {
 
 #include "src/QR/QR.h"
@@ -11,6 +20,33 @@ namespace Eigen {
 #include "src/QR/SelfAdjointEigenSolver.h"
 #include "src/QR/HessenbergDecomposition.h"
 
+// declare all classes for a given matrix type
+#define EIGEN_QR_MODULE_INSTANTIATE_TYPE(MATRIXTYPE,PREFIX) \
+  PREFIX template class QR<MATRIXTYPE>; \
+  PREFIX template class Tridiagonalization<MATRIXTYPE>; \
+  PREFIX template class HessenbergDecomposition<MATRIXTYPE>; \
+  PREFIX template class SelfAdjointEigenSolver<MATRIXTYPE>
+
+// removed because it does not support complex yet
+//  PREFIX template class EigenSolver<MATRIXTYPE>
+
+// declare all class for all types
+#define EIGEN_QR_MODULE_INSTANTIATE(PREFIX) \
+  EIGEN_QR_MODULE_INSTANTIATE_TYPE(Matrix2f,PREFIX); \
+  EIGEN_QR_MODULE_INSTANTIATE_TYPE(Matrix2d,PREFIX); \
+  EIGEN_QR_MODULE_INSTANTIATE_TYPE(Matrix3f,PREFIX); \
+  EIGEN_QR_MODULE_INSTANTIATE_TYPE(Matrix3d,PREFIX); \
+  EIGEN_QR_MODULE_INSTANTIATE_TYPE(Matrix4f,PREFIX); \
+  EIGEN_QR_MODULE_INSTANTIATE_TYPE(Matrix4d,PREFIX); \
+  EIGEN_QR_MODULE_INSTANTIATE_TYPE(MatrixXf,PREFIX); \
+  EIGEN_QR_MODULE_INSTANTIATE_TYPE(MatrixXd,PREFIX); \
+  EIGEN_QR_MODULE_INSTANTIATE_TYPE(MatrixXcf,PREFIX); \
+  EIGEN_QR_MODULE_INSTANTIATE_TYPE(MatrixXcd,PREFIX)
+
+#ifdef EIGEN_EXTERN_INSTANTIATIONS
+  EIGEN_QR_MODULE_INSTANTIATE(extern);
+#endif // EIGEN_EXTERN_INSTANTIATIONS
+
 } // namespace Eigen
 
 #endif // EIGEN_QR_MODULE_H
diff --git a/Eigen/src/Cholesky/CholeskyInstantiations.cpp b/Eigen/src/Cholesky/CholeskyInstantiations.cpp
new file mode 100644
index 000000000..e7f40a2ce
--- /dev/null
+++ b/Eigen/src/Cholesky/CholeskyInstantiations.cpp
@@ -0,0 +1,35 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra. Eigen itself is part of the KDE project.
+//
+// Copyright (C) 2008 Gael Guennebaud <g.gael@free.fr>
+//
+// Eigen is free software; you can redistribute it and/or
+// modify it under the terms of the GNU Lesser General Public
+// License as published by the Free Software Foundation; either
+// version 3 of the License, or (at your option) any later version.
+//
+// Alternatively, you can redistribute it and/or
+// modify it under the terms of the GNU General Public License as
+// published by the Free Software Foundation; either version 2 of
+// the License, or (at your option) any later version.
+//
+// Eigen is distributed in the hope that it will be useful, but WITHOUT ANY
+// WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
+// FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License or the
+// GNU General Public License for more details.
+//
+// You should have received a copy of the GNU Lesser General Public
+// License and a copy of the GNU General Public License along with
+// Eigen. If not, see <http://www.gnu.org/licenses/>.
+
+#ifndef EIGEN_EXTERN_INSTANTIATIONS
+#define EIGEN_EXTERN_INSTANTIATIONS
+#endif
+#include "../../Core"
+#undef EIGEN_EXTERN_INSTANTIATIONS
+
+#include "../../Cholesky"
+
+namespace Eigen {
+  EIGEN_CHOLESKY_MODULE_INSTANTIATE();
+}
diff --git a/Eigen/src/Cholesky/CholeskyWithoutSquareRoot.h b/Eigen/src/Cholesky/CholeskyWithoutSquareRoot.h
index 5ebd04d2c..652cf670a 100644
--- a/Eigen/src/Cholesky/CholeskyWithoutSquareRoot.h
+++ b/Eigen/src/Cholesky/CholeskyWithoutSquareRoot.h
@@ -72,7 +72,8 @@ template<typename MatrixType> class CholeskyWithoutSquareRoot
     /** \returns whether the matrix is positive definite */
     bool isPositiveDefinite(void) const
     {
-      return m_matrix.diagonal().minCoeff() > Scalar(0);
+      // FIXME is it really correct ?
+      return m_matrix.diagonal().real().minCoeff() > RealScalar(0);
     }
 
     template<typename Derived>
diff --git a/Eigen/src/Core/CoreInstanciations.cpp b/Eigen/src/Core/CoreInstantiations.cpp
index c5a0ba522..56a944891 100644
--- a/Eigen/src/Core/CoreInstanciations.cpp
+++ b/Eigen/src/Core/CoreInstantiations.cpp
@@ -22,8 +22,8 @@
 // License and a copy of the GNU General Public License along with
 // Eigen. If not, see <http://www.gnu.org/licenses/>.
 
-#ifdef EIGEN_EXTERN_INSTANCIATIONS
-#undef EIGEN_EXTERN_INSTANCIATIONS
+#ifdef EIGEN_EXTERN_INSTANTIATIONS
+#undef EIGEN_EXTERN_INSTANTIATIONS
 #endif
 
 #include "../../Core"
@@ -31,17 +31,17 @@
 namespace Eigen
 {
 
-#define EIGEN_INSTANCIATE_PRODUCT(TYPE) \
+#define EIGEN_INSTANTIATE_PRODUCT(TYPE) \
 template static void ei_cache_friendly_product<TYPE>( \
   int _rows, int _cols, int depth, \
   bool _lhsRowMajor, const TYPE* _lhs, int _lhsStride, \
   bool _rhsRowMajor, const TYPE* _rhs, int _rhsStride, \
   bool resRowMajor, TYPE* res, int resStride)
 
-EIGEN_INSTANCIATE_PRODUCT(float);
-EIGEN_INSTANCIATE_PRODUCT(double);
-EIGEN_INSTANCIATE_PRODUCT(int);
-EIGEN_INSTANCIATE_PRODUCT(std::complex<float>);
-EIGEN_INSTANCIATE_PRODUCT(std::complex<double>);
+EIGEN_INSTANTIATE_PRODUCT(float);
+EIGEN_INSTANTIATE_PRODUCT(double);
+EIGEN_INSTANTIATE_PRODUCT(int);
+EIGEN_INSTANTIATE_PRODUCT(std::complex<float>);
+EIGEN_INSTANTIATE_PRODUCT(std::complex<double>);
 
 }
diff --git a/Eigen/src/Core/util/ForwardDeclarations.h b/Eigen/src/Core/util/ForwardDeclarations.h
index 9d09a2aa6..1ea58d483 100644
--- a/Eigen/src/Core/util/ForwardDeclarations.h
+++ b/Eigen/src/Core/util/ForwardDeclarations.h
@@ -87,7 +87,7 @@ template<typename Scalar> struct ei_scalar_max_op;
 template<typename Scalar> struct ei_scalar_random_op;
 
 template<typename Scalar>
-static void ei_cache_friendly_product(
+void ei_cache_friendly_product(
   int _rows, int _cols, int depth,
   bool _lhsRowMajor, const Scalar* _lhs, int _lhsStride,
   bool _rhsRowMajor, const Scalar* _rhs, int _rhsStride,
diff --git a/Eigen/src/QR/HessenbergDecomposition.h b/Eigen/src/QR/HessenbergDecomposition.h
index 0cfd61832..8f4710993 100755
--- a/Eigen/src/QR/HessenbergDecomposition.h
+++ b/Eigen/src/QR/HessenbergDecomposition.h
@@ -60,11 +60,11 @@ template<typename _MatrixType> class HessenbergDecomposition
         NestByValue<Block<
           MatrixType,SizeMinusOne,SizeMinusOne> > > >::RealReturnType SubDiagonalReturnType;
 
-    HessenbergDecomposition()
-    {}
-
-    HessenbergDecomposition(int rows, int cols)
-      : m_matrix(rows,cols), m_hCoeffs(rows-1)
+    /** This constructor initializes a HessenbergDecomposition object for
+      * further use with HessenbergDecomposition::compute()
+      */
+    HessenbergDecomposition(int size = Size==Dynamic ? 2 : Size)
+      : m_matrix(size,size), m_hCoeffs(size-1)
     {}
 
     HessenbergDecomposition(const MatrixType& matrix)
@@ -121,6 +121,7 @@ template<typename _MatrixType> class HessenbergDecomposition
     CoeffVectorType m_hCoeffs;
 };
 
+#ifndef EIGEN_HIDE_HEAVY_CODE
 
 /** \internal
   * Performs a tridiagonal decomposition of \a matA in place.
@@ -223,6 +224,8 @@ HessenbergDecomposition<MatrixType>::matrixQ(void) const
   return matQ;
 }
 
+#endif // EIGEN_HIDE_HEAVY_CODE
+
 /** constructs and returns the matrix H.
   * Note that the matrix H is equivalent to the upper part of the packed matrix
   * (including the lower sub-diagonal). Therefore, it might be often sufficient
@@ -233,7 +236,7 @@ typename HessenbergDecomposition<MatrixType>::MatrixType
 HessenbergDecomposition<MatrixType>::matrixH(void) const
 {
   // FIXME should this function (and other similar) rather take a matrix as argument
-  // and fill it (avoids temporaries)
+  // and fill it (to avoid temporaries)
   int n = m_matrix.rows();
   MatrixType matH = m_matrix;
   matH.corner(BottomLeft,n-2, n-2).template part<Lower>().setZero();
diff --git a/Eigen/src/QR/QR.h b/Eigen/src/QR/QR.h
index 2bf6c72b2..4f5b4feee 100644
--- a/Eigen/src/QR/QR.h
+++ b/Eigen/src/QR/QR.h
@@ -75,6 +75,8 @@ template<typename MatrixType> class QR
     VectorType m_hCoeffs;
 };
 
+#ifndef EIGEN_HIDE_HEAVY_CODE
+
 template<typename MatrixType>
 void QR<MatrixType>::_compute(const MatrixType& matrix)
 {
@@ -157,6 +159,8 @@ MatrixType QR<MatrixType>::matrixQ(void) const
   return res;
 }
 
+#endif // EIGEN_HIDE_HEAVY_CODE
+
 /** \return the QR decomposition of \c *this.
   *
   * \sa class QR
diff --git a/Eigen/src/QR/QrInstanciations.cpp b/Eigen/src/QR/QrInstantiations.cpp
index 0c2d66853..dacb05d3d 100644
--- a/Eigen/src/QR/QrInstanciations.cpp
+++ b/Eigen/src/QR/QrInstantiations.cpp
@@ -22,9 +22,11 @@
 // License and a copy of the GNU General Public License along with
 // Eigen. If not, see <http://www.gnu.org/licenses/>.
 
-#ifdef EIGEN_EXTERN_INSTANCIATIONS
-#undef EIGEN_EXTERN_INSTANCIATIONS
+#ifndef EIGEN_EXTERN_INSTANTIATIONS
+#define EIGEN_EXTERN_INSTANTIATIONS
 #endif
+#include "../../Core"
+#undef EIGEN_EXTERN_INSTANTIATIONS
 
 #include "../../QR"
 
@@ -36,4 +38,6 @@ template static void ei_tridiagonal_qr_step(double* , double* , int, int, double
 template static void ei_tridiagonal_qr_step(float* , float* , int, int, std::complex<float>* , int);
 template static void ei_tridiagonal_qr_step(double* , double* , int, int, std::complex<double>* , int);
 
+EIGEN_QR_MODULE_INSTANTIATE();
+
 }
diff --git a/Eigen/src/QR/SelfAdjointEigenSolver.h b/Eigen/src/QR/SelfAdjointEigenSolver.h
index 011ca0c01..262eba4bf 100644
--- a/Eigen/src/QR/SelfAdjointEigenSolver.h
+++ b/Eigen/src/QR/SelfAdjointEigenSolver.h
@@ -223,7 +223,7 @@ MatrixBase<Derived>::matrixNorm() const
        ::matrixNorm(derived());
 }
 
-#ifndef EIGEN_EXTERN_INSTANCIATIONS
+#ifndef EIGEN_EXTERN_INSTANTIATIONS
 template<typename RealScalar, typename Scalar>
 static void ei_tridiagonal_qr_step(RealScalar* diag, RealScalar* subdiag, int start, int end, Scalar* matrixQ, int n)
 {
diff --git a/Eigen/src/QR/Tridiagonalization.h b/Eigen/src/QR/Tridiagonalization.h
index e76fbad96..1473b5bfa 100755
--- a/Eigen/src/QR/Tridiagonalization.h
+++ b/Eigen/src/QR/Tridiagonalization.h
@@ -60,11 +60,11 @@ template<typename _MatrixType> class Tridiagonalization
         NestByValue<Block<
           MatrixType,SizeMinusOne,SizeMinusOne> > > >::RealReturnType SubDiagonalReturnType;
 
-    Tridiagonalization()
-    {}
-
-    Tridiagonalization(int rows, int cols)
-      : m_matrix(rows,cols), m_hCoeffs(rows-1)
+    /** This constructor initializes a Tridiagonalization object for
+      * further use with Tridiagonalization::compute()
+      */
+    Tridiagonalization(int size = Size==Dynamic ? 2 : Size)
+      : m_matrix(size,size), m_hCoeffs(size-1)
     {}
 
     Tridiagonalization(const MatrixType& matrix)
@@ -90,7 +90,7 @@ template<typename _MatrixType> class Tridiagonalization
       *
       * \sa packedMatrix()
       */
-    CoeffVectorType householderCoefficients(void) const { return m_hCoeffs; }
+    inline CoeffVectorType householderCoefficients(void) const { return m_hCoeffs; }
 
     /** \returns the internal result of the decomposition.
       *
@@ -108,7 +108,7 @@ template<typename _MatrixType> class Tridiagonalization
       *
       * See LAPACK for further details on this packed storage.
       */
-    const MatrixType& packedMatrix(void) const { return m_matrix; }
+    inline const MatrixType& packedMatrix(void) const { return m_matrix; }
 
     MatrixType matrixQ(void) const;
     MatrixType matrixT(void) const;
@@ -128,6 +128,44 @@ template<typename _MatrixType> class Tridiagonalization
     CoeffVectorType m_hCoeffs;
 };
 
+/** \returns an expression of the diagonal vector */
+template<typename MatrixType>
+const typename Tridiagonalization<MatrixType>::DiagonalReturnType
+Tridiagonalization<MatrixType>::diagonal(void) const
+{
+  return m_matrix.diagonal().nestByValue().real();
+}
+
+/** \returns an expression of the sub-diagonal vector */
+template<typename MatrixType>
+const typename Tridiagonalization<MatrixType>::SubDiagonalReturnType
+Tridiagonalization<MatrixType>::subDiagonal(void) const
+{
+  int n = m_matrix.rows();
+  return Block<MatrixType,SizeMinusOne,SizeMinusOne>(m_matrix, 1, 0, n-1,n-1)
+    .nestByValue().diagonal().nestByValue().real();
+}
+
+/** constructs and returns the tridiagonal matrix T.
+  * Note that the matrix T is equivalent to the diagonal and sub-diagonal of the packed matrix.
+  * Therefore, it might be often sufficient to directly use the packed matrix, or the vector
+  * expressions returned by diagonal() and subDiagonal() instead of creating a new matrix.
+  */
+template<typename MatrixType>
+typename Tridiagonalization<MatrixType>::MatrixType
+Tridiagonalization<MatrixType>::matrixT(void) const
+{
+  // FIXME should this function (and other similar) rather take a matrix as argument
+  // and fill it (avoids temporaries)
+  int n = m_matrix.rows();
+  MatrixType matT = m_matrix;
+  matT.corner(TopRight,n-1, n-1).diagonal() = subDiagonal().conjugate();
+  matT.corner(TopRight,n-2, n-2).template part<Upper>().setZero();
+  matT.corner(BottomLeft,n-2, n-2).template part<Lower>().setZero();
+  return matT;
+}
+
+#ifndef EIGEN_HIDE_HEAVY_CODE
 
 /** \internal
   * Performs a tridiagonal decomposition of \a matA in place.
@@ -235,43 +273,6 @@ Tridiagonalization<MatrixType>::matrixQ(void) const
   return matQ;
 }
 
-/** \returns an expression of the diagonal vector */
-template<typename MatrixType>
-const typename Tridiagonalization<MatrixType>::DiagonalReturnType
-Tridiagonalization<MatrixType>::diagonal(void) const
-{
-  return m_matrix.diagonal().nestByValue().real();
-}
-
-/** \returns an expression of the sub-diagonal vector */
-template<typename MatrixType>
-const typename Tridiagonalization<MatrixType>::SubDiagonalReturnType
-Tridiagonalization<MatrixType>::subDiagonal(void) const
-{
-  int n = m_matrix.rows();
-  return Block<MatrixType,SizeMinusOne,SizeMinusOne>(m_matrix, 1, 0, n-1,n-1)
-    .nestByValue().diagonal().nestByValue().real();
-}
-
-/** constructs and returns the tridiagonal matrix T.
-  * Note that the matrix T is equivalent to the diagonal and sub-diagonal of the packed matrix.
-  * Therefore, it might be often sufficient to directly use the packed matrix, or the vector
-  * expressions returned by diagonal() and subDiagonal() instead of creating a new matrix.
-  */
-template<typename MatrixType>
-typename Tridiagonalization<MatrixType>::MatrixType
-Tridiagonalization<MatrixType>::matrixT(void) const
-{
-  // FIXME should this function (and other similar) rather take a matrix as argument
-  // and fill it (avoids temporaries)
-  int n = m_matrix.rows();
-  MatrixType matT = m_matrix;
-  matT.corner(TopRight,n-1, n-1).diagonal() = subDiagonal().conjugate();
-  matT.corner(TopRight,n-2, n-2).template part<Upper>().setZero();
-  matT.corner(BottomLeft,n-2, n-2).template part<Lower>().setZero();
-  return matT;
-}
-
 /** Performs a full decomposition in place */
 template<typename MatrixType>
 void Tridiagonalization<MatrixType>::decomposeInPlace(MatrixType& mat, DiagonalType& diag, SubDiagonalType& subdiag, bool extractQ)
@@ -337,4 +338,6 @@ void Tridiagonalization<MatrixType>::_decomposeInPlace3x3(MatrixType& mat, Diago
   }
 }
 
+#endif // EIGEN_HIDE_HEAVY_CODE
+
 #endif // EIGEN_TRIDIAGONALIZATION_H